# Communications in Statistics - Theory and Methods
2000 - 2024
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 53, issue 2, 2024**
- On the Euclidean distance statistic of Benford’s law pp. 451-474
*Leonardo Campanelli*
- On the construction of some new asymmetric orthogonal arrays pp. 475-486
*Qingjuan Zhang*, *Yuan Li*, *Shanqi Pang* and *Xingfa Zhang*
- New precise model of studentized principal components pp. 487-504
*Yasuyuki Kobayashi*
- Bivariate Laplace transform of residual lives and their properties pp. 505-523
*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
*Zhi Lin Chong*, *Amitava Mukherjee* and *Marco Marozzi*
- Ruin probability for finite negative binomial mixture claims via recurrence sequences pp. 557-124
*Luis Rincón* and *David J. Santana*
- A resubmission-based variable control chart pp. 574-586
*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
*Bader S. Almohaimeed*
- Robust approaches to redundancy analysis pp. 607-626
*Nadia L. Kudraszow* and *M. Victoria Fasano*
- Subsample scan test for multiple breaks based on self-normalization pp. 627-640
*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
*Xijun Liu* and *Qingwu Gao*
- A new npCEV chart for monitoring process mean shifts based on an attribute inspection pp. 666-686
*Wenhui Zhou*, *Ziyu Ye* and *Zhibin Zheng*
- Optimal rates of convergence for nonparametric regression estimation under anisotropic Hölder condition pp. 687-699
*Huijun Guo* and *Junke Kou*
- Mis-specification analyses and optimum degradation test plan for Wiener and inverse Gaussian processes pp. 700-717
*Cheng-Han Yang*, *Ya-Hsuan Hsu* and *Cheng-Hung Hu*
- P-values don’t measure evidence pp. 718-726
*Michael Lavine*
- Improved family of estimators of population coefficient of variation under simple random sampling pp. 727-747
*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
*Yanqing Wen*, *Baoliang Liu*, *Zhiqiang Zhang*, *Haiyan Shi* and *Shugui Kang*
- Tempered stable autoregressive models pp. 765-785
*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
*Jing Zhang*, *Aoshuang Li* and *Rui Fang*
- A note on the Cauchy–Schwarz inequality for expectations pp. 812-813
*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
*Anjana Begum* and *Gautam Choudhury*
- Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks pp. 34-65
*Qiang Zhang* and *Lijun Wu*
- Some properties of weighted survival extropy and its extended measures pp. 66-89
*Siddhartha Chakraborty* and *Biswabrata Pradhan*
- Permutation confidence region for multiple regression and fidelity to asymptotic approximation pp. 90-112
*Qiang Wu* and *Paul Vos*
- Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle pp. 113-143
*Wanlu Zhang* and *Hui Meng*
- The multivariate t-distribution with multiple degrees of freedom pp. 144-169
*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
*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
*Jiayi Xie* and *Zhimin Zhang*
- L0-regularization for high-dimensional regression with corrupted data pp. 215-231
*Jie Zhang*, *Yang Li*, *Ni Zhao* and *Zemin Zheng*
- Partial linear additive distortion measurement errors models pp. 232-259
*Jun Zhang*
- Improving estimation efficiency for multivariate failure time data with auxiliary covariates pp. 260-275
*Lin Zhu* and *Feifei Yan*
- Design and implementation of distribution-free Phase-II charting schemes based on unconditional run-length percentiles pp. 276-293
*Jean-Claude Malela-Majika* and *Marien A. Graham*
- Estimation in nonlinear random fields models of autoregressive type with random parameters pp. 294-309
*Amel Saidi*, *Abdelghani Hamaz* and *Ouerdia Arezki*
- Implementing night light data as auxiliary variable of small area estimation pp. 310-327
*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
*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
*Xiaoliang Ling*, *Jiaojiao Zhang* and *Yinzhao Wei*
- On reliability analysis in k-out-of-n systems under Archimedean copula dependence pp. 365-377
*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
*Guoxin Qiu* and *Mohammad Z. Raqab*
- Goodness-of-fit graphical assessment for a broad family of unimodal distributions pp. 396-418
*Pere Grima*, *José A. Sánchez-Espigares* and *Pedro Delicado*
- A new bivariate autoregressive model driven by logistic regression pp. 419-445
*Zheqi Wang*, *Dehui Wang* and *Jianhua Cheng*
- Letter on the paper “On the two-parameter Bell–Touchard discrete distribution” pp. 446-447
*Pedro Puig*
- Remark on “a further remark on the alternative expectation formula” pp. 448-449
*Reza Farhadian*
**Volume 52, issue 24, 2023**
- Bivariate residual entropy function: A quantile approach pp. 8611-8635
*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
*Gaoming Sun* and *Junshan Xie*
- Sample size analysis for two-sample linear rank tests pp. 8658-8676
*Monika Doll* and *Ingo Klein*
- Bayesian analysis of multiple break-points threshold ARMA model with exogenous inputs pp. 8677-8695
*Yuqin Sun*, *Yawen Wang*, *Yan Li* and *Wei Zhu*
- On the linearly extended negative quadrant dependent random variables and its inequalities pp. 8696-8711
*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
*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
*Mingxiang Cao* and *Shiting Liang*
- Comparing residual lifetimes and inactivity times of dependent random variables pp. 8738-8748
*Ebrahim Amini-Seresht*, *Maryam Kelkinnama* and *Narayanaswamy Balakrishnan*
- Consistency of the adaptive Bayesian estimator of reliability based on sequential experiments pp. 8749-8762
*Jun Wang*
- Complete integral convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations pp. 8763-8784
*Li Wang* and *Qunying Wu*
- A remark about a learning risk lower bound pp. 8785-8793
*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
*Peng Liu* and *Guanjun Wang*
- Multivariate ELR control chart with estimated mean vector and covariance matrix pp. 8814-8827
*Mohammad Reza Maleki*, *Ali Salmasnia* and *Sahand Yousefi*
- D-optimal designs for mixture experiments with various correlation structures pp. 8828-8843
*Chang Li* and *Chongqi Zhang*
- Bayesian inference and prediction in an M/D/1 queueing system pp. 8844-8864
*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
*Konrad Furmańczyk*
- On bivariate alpha logarithmic series distribution and its properties pp. 8875-8883
*C. Satheesh Kumar* and *A. Riyaz*
- Diffuse Kalman filtering with linear constraints on the state parameters pp. 8884-8893
*Adrian Pizzinga* and *Marcelo Fernandes*
- Further research on the modified ridge principal component estimator in linear model pp. 8894-8901
*Hongmei Chen*, *Jibo Wu* and *B. M. Golam Kibria*
- Existence result for the BSDE with superquadratic growth pp. 8902-8908
*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
*Feng-shou Ko*
- On robust probabilistic principal component analysis using multivariate t-distributions pp. 8261-8279
*Yiping Guo* and *Howard Bondell*
- Penalized maximum likelihood estimator for finite multivariate skew normal mixtures pp. 8280-8305
*Weisan Wu* and *Shaoting Li*
- Local Walsh-average regression for single index varying coefficient models pp. 8306-8316
*Jun Sun*, *Wanrong Liu*, *Jing Yang* and *Jianglin Fang*
- Multivariate wavelet estimators for weakly dependent processes: strong consistency rate pp. 8317-8350
*Soumaya Allaoui*, *Salim Bouzebda* and *Jicheng Liu*
- Estimating a parametric function involving several exponential populations pp. 8351-8370
*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
*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
*Edward Kanuti Ngailo* and *Furaha Chuma*
- Optimal time plan in accelerated degradation testing pp. 8408-8424
*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
*Ashok Chaurasia*
- Comparison of difference based variance estimators for partially linear models pp. 8454-8466
*Guoyi Zhang* and *Yan Lu*
- The complete moment convergence for coordinatewise pairwise negatively quadrant dependent random vectors in Hilbert space pp. 8467-8477
*Mi-Hwa Ko*
- On semiparametric inference for periodically modulated density functions pp. 8478-8500
*Jan Beran*
- Reliability of Poisson censored δ-shock model* pp. 8501-8514
*Ming Ma*, *Ailing Shi* and *Miaomiao Wang*
- Efficient estimation method for generalized ARFIMA models pp. 8515-8537
*S. S. Pandher*, *S. Hossain*, *K. Budsaba* and *A. Volodin*
- A robust scalar-on-function logistic regression for classification pp. 8538-8554
*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
*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
*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
*Atefe Banihashemi*, *Mohammad Saber Fallah Nezhad*, *Amirhossein Amiri* and *Michael B. C. Khoo*
- A list of new partially balanced designs pp. 8607-8610
*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
*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
*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
*Ryo Nasuda*, *Koki Shimizu* and *Hiroki Hashiguchi*
- The Generalized Multiple CO-inertia Analysis (GMCOA) pp. 7861-7885
*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
*Mohammed M. Gharaibeh* and *Haiyan Wang*
- Maximum likelihood estimation for quantile autoregression models with Markovian switching pp. 7915-7943
*Ye Tao* and *Juliang Yin*
- Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one pp. 7944-7965
*Allal Jelloul*, *Nabil Azouagh* and *Said El Melhaoui*
- Incorporating grouping information into Bayesian Gaussian graphical model selection pp. 7966-7983
*Wei Dai*, *Taizhong Hu*, *Baisuo Jin* and *Xiaoping Shi*
- Value added in hierarchical linear mixed models with error in variables pp. 7984-8001
*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
*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
*H. Maatouk*
- Asymptotics in the Thurstone model with an increasing items pp. 8038-8052
*Wang Yuyun*, *Luo Jing*, *Xu Zhimeng* and *Lewei Zhou*
- Mixture discrete reversed hazard rate and its main properties pp. 8053-8068
*Hyunju Lee*
- A joint monitoring of the process mean and variance with a TEWMA-Max control chart pp. 8069-8095
*Kashinath Chatterjee*, *Christos Koukouvinos* and *Angeliki Lappa*
- Normalizing transformation of Dempster type statistic in high-dimensional settings pp. 8096-8113
*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
*Xinyan Qin* and *Wenhao Gui*
- Monitoring largest extreme observations using Frechet distribution based on weighted variance method pp. 8136-8151
*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
*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
*Haichao Yu* and *Yong Zhang*
- Complete convergence for maximum of weighted sums of WNOD random variables and its application pp. 8184-8206
*Jinyu Zhou*, *Jigao Yan* and *Dongya Cheng*
- Heteroscedastic two-way ANOVA under constraints pp. 8207-8222
*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
*Han Li*, *Haoyu Wang*, *Kai Yang*, *Jie Sun* and *Yan Liu*
**Volume 52, issue 21, 2023**
- Bi-additive models for extremes pp. 7543-7554
*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
*Jian Wu* and *Huang Wei*
- On the estimation of hazard rate in mixed populations with its application pp. 7564-7575
*Zahra Mansourvar* and *Majid Asadi*
- On the complete consistency of the kernel estimator of spot volatility pp. 7576-7585
*Guo-dong Xing* and *Shanchao Yang*
- Strong consistency of kernel method for sliced average variance estimation pp. 7586-7600
*Emmanuel De Dieu Nkou*
- Grey-based approach for estimating Weibull model and its application pp. 7601-7617
*Xiaomei Liu* and *Naiming Xie*
- Analyzing insurance data with an exponentiated composite inverse Gamma-Pareto model pp. 7618-7631
*Bowen Liu* and *Malwane M. A. Ananda*
- Uncertain regression model with moving average time series errors pp. 7632-7646
*Dan Chen*
- Robust estimation of panel data regression models and applications pp. 7647-7659
*Ai-bing Ji*, *Bo-wen Wei* and *Lan-ying Xu*
- A new blocks estimator for the extremal index pp. 7660-7668
*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
*Rong Hu* and *Qunying Wu*
- Properties of BLUEs in full versus small linear models pp. 7684-7698
*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
*Selim Orhun Susam* and *Burcu Hudaverdi*
- Bayesian bivariate bent-cable model for longitudinal data pp. 7709-7717
*Getachew A. Dagne*
- Take a look at the hierarchical Bayesian estimation of parameters from several different angles pp. 7718-7730
*Ming Han*
- Generalizing R2 for deming regressions pp. 7731-7743
*Michael Bossé*, *Eric Marland*, *Gregory Rhoads*, *Jose Almer Sanqui* and *Zack BeMent*
- On μ– statistical uniform convergence and Dini’s theorem pp. 7744-7751
*Mustafa Gülfırat*
- On the local linear estimation of a generalized regression function with spatial functional data pp. 7752-7779
*Allal Saadaoui*, *Fadila Benaissa* and *Abdelhak Chouaf*
- Asymptotic behavior of LSE estimator of an AR(1) coefficient with associated innovations pp. 7780-7787
*Sara-Imane Zemoul* and *Youcef Berkoun*
- On the distribution of Gini’s rank association index pp. 7788-7796
*Yiwei Zong*, *Ffion Loring* and *William F. Scott*
**Volume 52, issue 20, 2023**
- Functional autoregressive process with seasonality pp. 7131-7145
*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
*Muhammad Ejaz*, *Chaitanya Joshi* and *Stephen Joe*
- Semi-blinded design in clinical trials pp. 7165-7183
*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
*Xiao Zhang* and *Yiming Liu*
- A new fractional modified exponential curve model and its applications pp. 7206-7222
*Kai Zuo* and *Hang Zuo*
- Bayesian analysis in single-index quantile regression with missing observation pp. 7223-7251
*Chang-Sheng Liu* and *Han-Ying Liang*
- Reparameterized extended Maxwell regression: Properties, estimation and application pp. 7252-7270
*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
*Tingqing Ye* and *Baoding Liu*
- A generalization to zero-inflated hyper-Poisson distribution: Properties and applications pp. 7289-7302
*C. Satheesh Kumar* and *Rakhi Ramachandran*
- Gibbs sampling for Bayesian estimation of triple seasonal autoregressive models pp. 7303-7322
*Ayman A. Amin*
- Bayesian empirical likelihood of linear regression model with current status data pp. 7323-7333
*Binxia Liu*, *Hui Zhao* and *Chunjie Wang*
- A study on the g and h control charts pp. 7334-7349
*Chanseok Park* and *Min Wang*
- Extensions of fractional cumulative residual entropy with applications pp. 7350-7369
*Farid Foroghi*, *Saeid Tahmasebi*, *Mahmoud Afshari* and *Fazlollah Lak*
- On distributions of covariance structures pp. 7370-7384
*A. M. Mathai* and *Nicy Sebastian*
- A Shewhart-type nonparametric multivariate depth-based control chart for monitoring location pp. 7385-7404
*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
*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
*Chia-Ding Hou* and *Ti-Sung Yang*
- Simple change point model in heteroscedastic extremes pp. 7455-7464
*Aline Mefleh*
- A sequential modeling approach for predicting clinical outcomes with repeated measures pp. 7465-7478
*Konstantin Shestopaloff*, *Mayilee Canizares* and *J. Denise Power*
- Estimation for finite mixture of mode regression models using skew-normal distribution pp. 7479-7501
*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
*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
*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
*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
*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
*Nathakhun Wiroonsri*
- Optimal reinsurance and investment problem with the minimum capital deposit constraint pp. 6751-6766
*Linlin Tian*, *Guoqing Li* and *You Lv*
- About the use of the overlap coefficient in the binary classification context pp. 6767-6777
*Pablo Martínez-Camblor*
- Orderings for series and parallel systems comprising heterogeneous new extended Weibull components pp. 6778-6793
*Mostafa Sattari*, *Abdin Haidari* and *Ghobad Barmalzan*
- Confidence intervals for a Poisson parameter with background pp. 6794-6805
*Hezhi Lu*, *Hua Jin*, *Yuan Li* and *Zhining Wang*
- Robust factor models for high-dimensional time series and their forecasting pp. 6806-6819
*Xiaodong Bai* and *Li Zheng*
- Perturbation analysis for dynamic poverty indexes pp. 6820-6839
*Guglielmo D’Amico*, *Riccardo De Blasis* and *Fulvio Gismondi*
- Spectral analysis for GARCH processes through a bilinear representation pp. 6840-6856
*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
*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
*Xinmei Shen*, *Meng Yuan* and *Dawei Lu*
- Nonparametric empirical Bayes estimation based on generalized Laguerre series pp. 6896-6915
*Rida Benhaddou* and *Matthew A. Connell*
- On a length-biased Birnbaum-Saunders regression model applied to meteorological data pp. 6916-6935
*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
*Arindam Panja*, *Pradip Kundu* and *Biswabrata Pradhan*
- Sketched approximation of regularized canonical correlation analysis pp. 6960-6971
*Jiamin Liu*, *Wangli Xu*, *Hongmei Lin* and *Heng Lian*
- Regression to the mean: Estimation and adjustment under the bivariate normal distribution pp. 6972-6990
*Manzoor Khan* and *Jake Olivier*
- A generalization of Rényi entropy for basic probability assignment pp. 6991-7008
*Ran Yu* and *Yong Deng*
- On polynomials associated with Cauchy–Stieltjes kernel families pp. 7009-7021
*Raouf Fakhfakh*
- Orderings of fail-safe systems with components having Marshall-Olkin-Harris lifetime distributions pp. 7022-7040
*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
*Rui Wang* and *Aiting Shen*
- Universal optimality of circular balanced repeated measurements designs through method of cyclic shifts pp. 7057-7068
*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
*Salim Bouzebda*, *Salah Khardani* and *Yousri Slaoui*
- Optimal portfolio and reinsurance with two differential risky assets pp. 7094-7114
*Haoran Yi*, *Xuekang Zhang*, *Yuanchuang Shan* and *Huisheng Shu*
- The bilinear mean residual quantile function pp. 7115-7129
*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
*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
*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
*Zhen Yang*, *Yihui Luan* and *Jiming Jiang*
- Integral transformation of a copula function pp. 6341-6354
*Božidar V. Popović*, *Miroslav M. Ristić* and *Konstantinos Zografos*
- High-dimensional linear mixed model selection by partial correlation pp. 6355-6380
*Audry Alabiso* and *Junfeng Shang*
- Kernel regression estimation for LTRC and associated data pp. 6381-6406
*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
*Shuang Guo* and *Yong Zhang*
- A general adaptive ridge regression method for generalized linear models: an iterative re-weighting approach pp. 6420-6443
*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
*Chao Chen*, *Yilin Li*, *Keqing Liang* and *Jinlin Du*
- Estimation of generalized threshold autoregressive models pp. 6456-6474
*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
*Guanfu Liu*, *Rongji Mu*, *Yang Liu* and *Zhimei Sheng*
- Influence of environmental factors on stress-strength systems with replaceable components pp. 6487-6503
*Zohreh Pakdaman* and *Mahdi Doostparast*
- Pricing and hedging for correlation options with regime switching and common jump risk pp. 6504-6524
*Xiaonan Su*, *Miao Han*, *Yu Xing* and *Wei Wang*
- Ordering properties of the smallest order statistic from Weibull-G random variables pp. 6525-6541
*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
*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
*Jin H. Oh*
- Estimation of the scale parameter of a selected gamma population with unequal shape parameters under stein loss function pp. 6573-6596
*Negin Mahlooji* and *Nader Nematollahi*
- Harris skewed normal distribution pp. 6597-6615
*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
*Xu Tengteng* and *Riquan Zhang*
- Inference for sparse linear regression based on the leave-one-covariate-out solution path pp. 6640-6657
*Xiangyang Cao*, *Karl Gregory* and *Dewei Wang*
- Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors pp. 6658-6683
*Jianrong Rong*, *Yan Liu* and *Yongsong Qin*
- Capital allocation with multivariate risk statistics with positive homogeneity and subadditivity pp. 6684-6694
*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)
*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)
*Charalambos A. Charalambides*
- A matrix based computational method of the Gini index pp. 5923-5941
*Eleni Ketzaki* and *Nikolaos Farmakis*
- A new measure for assessment of clustering based on kernel density estimation pp. 5942-5951
*Soumita Modak*
- Likelihood ratio test for change in persistence pp. 5952-5965
*Anton Skrobotov*
- An inventory system with replacement and refurbishment of failed items pp. 5966-5988
*N. Saranya*, *A. Shophia Lawrence* and *B. Sivakumar*
- Robust ridge estimator in censored semiparametric linear models pp. 5989-6007
*Hadi Emami* and *Korosh Arzideh*
- A generalized difference-based mixed two-parameter estimator in partially linear model pp. 6008-6017
*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
*Yuan-Quan Wang*, *Ying-Ying Zhang* and *Jia-Lei Liu*
- Large and moderate deviations for a discrete-time marked Hawkes process pp. 6037-6062
*Haixu Wang*
- A new INAR model based on Poisson-BE2 innovations pp. 6063-6077
*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
*Rovshan Telman Aliyev*, *Fada Rahimov* and *Aynura Farhadova*
- Multiplicative bias correction for inverse gamma and beta prime kernel density estimators pp. 6088-6102
*Lynda Harfouche*, *Yasmina Ziane*, *Nabil Zougab* and *Smail Adjabi*
- Multivariate Behrens-Fisher problem using means of auxiliary variables pp. 6103-6110
*Jianqi Yu*, *Kalimuthu Krishnamoorthy* and *Bin Wang*
- L2 consistency of the kernel quantile estimator pp. 6111-6125
*É. Youndjé*
- On the Hartman–Wintner law of the iterated logarithm under sublinear expectation pp. 6126-6135
*Xiaofan Guo*, *Shan Li* and *Xinpeng Li*
- On convergence properties for weighted sums of coordinatewise ANA random vectors in Hilbert spaces pp. 6136-6146
*Mi-Hwa Ko*
- Testing parallelism and confidence intervals of level difference in an intraclass correlation model with monotone missing data pp. 6147-6160
*Yuichiro Saeki*, *Takashi Seo* and *Hiroto Hyakutake*
- Bi-seasonal discrete time risk model with income rate two pp. 6161-6178
*Alina Alencenovič* and *Andrius Grigutis*
- A new robust parameter estimation approach for multinomial categorical response data with outliers and mismeasured covariates pp. 6179-6206
*Yunfeng Zhao* and *Jing Guan*
- Analysis of a retrial queueing system with priority service and modified multiple vacations pp. 6207-6231
*Jia Xu*, *Liwei Liu* and *Kan Wu*
- The variable selection methods and algorithms in the multiple linear model pp. 6232-6240
*Gongding Wei* and *Mingyuan Yu*
- Ruin-related problems in the dual risk model under two different randomized observations pp. 6241-6265
*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
*Ke-Ang Fu* and *Jiangfeng Wang*
- Estimating 2-D GARCH models by quasi-maximum of likelihood pp. 6275-6286
*Soumia Kharfouchi* and *Wafa Mili*
- Compound Poisson shared frailty models based on additive hazards pp. 6287-6309
*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
*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
*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
*Reza Azimi* and *Mahdy Esmailian*
- A review of compositional data analysis and recent advances pp. 5535-5567
*Abdulaziz Alenazi*
- On approximating the shape of one-dimensional posterior marginals using the low discrepancy points pp. 5568-5586
*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
*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
*Molod Abdolahi*, *Gholam Ali Parham* and *Rahim Chinipardaz*
- Inferences for uncertain nonparametric regression by least absolute deviations pp. 5640-5649
*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
*Xinying Li* and *Shengjun Fan*
- q-Factorial moments of bivariate discrete q-distributions pp. 5677-5702
*Charalambos A. Charalambides*
- A note on asymptotic distributions in a directed network model with degree heterogeneity and homophily pp. 5703-5715
*Jing Luo*, *Xiaohui Ma* and *Lewei Zhou*
- A characterization of multivariate independence using copulas pp. 5716-5726
*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
*Wei Liu* and *Yong Zhang*
- Modified likelihood ratio tests for extreme value distributions pp. 5742-5751
*Hyunseok Seung* and *Sangun Park*
- An improved variable parameter mean square error control chart pp. 5752-5766
*Pei-Le Chen*
- A note on semiparametric efficient generalization of causal effects from randomized trials to target populations pp. 5767-5798
*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
*Z. Mahdizadeh*, *M. Naghizadeh Qomi* and *Shahjahan Khan*
- Empirical likelihood for special self-exciting threshold autoregressive models with heavy-tailed errors pp. 5814-5835
*Jinyu Li*
- Renyi extropy pp. 5836-5847
*Jiali Liu* and *Fuyuan Xiao*
- On cumulative residual (past) extropy of extreme order statistics pp. 5848-5865
*Chanchal Kundu*
- High-dimensional inference robust to outliers with ℓ1-norm penalization pp. 5866-5876
*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
*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
*Hyunsook Hong*, *Seokyoung Hahn*, *Ho Kim* and *Yunhee Choi*
- A posterior convergence rate theorem for general Markov chains pp. 5910-5921
*Yang Xing*
**Volume 52, issue 15, 2023**
- Ridge-GME estimation in linear mixed models pp. 5115-5132
*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
*Indranil Ghosh*
- Estimating time-varying treatment switching effect using accelerated failure time model with application to vascular access for hemodialysis pp. 5145-5154
*Fang-I Chu* and *Yuedong Wang*
- Identification of survival relevant genes with measurement error in gene expression incorporated pp. 5155-5172
*Juan Xiong* and *Wenqing He*
- A model of discrete random walk with history-dependent transition probabilities pp. 5173-5186
*Petr Volf* and *Tomáš Kouřim*
- Almost sure central limit theorem for non-stationary Markov chains pp. 5187-5194
*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
*P. Vijaya Laxmi*, *E. Girija Bhavani* and *Andwilile Abrahamu George*
- Two-time-scale nonparametric recursive regression estimator for independent functional data pp. 5213-5245
*Yousri Slaoui*
- Confidence bands for hazard rate function based on a debiased estimation pp. 5246-5259
*Guangcai Mao* and *Jing Zhang*
- Cumulative and relative cumulative residual information generating measures and associated properties pp. 5260-5273
*Omid Kharazmi* and *Narayanaswamy Balakrishnan*
- A network Poisson model for weighted directed networks with covariates pp. 5274-5293
*Meng Xu* and *Qiuping Wang*
- Optimal time-consistent investment-reinsurance strategy for state-dependent risk aversion with delay and common shocks pp. 5294-5331
*Sheng Li*
- Distributed testing on mutual independence of massive multivariate data pp. 5332-5348
*Yongxin Kuang* and *Junshan Xie*
- Robustness of definitive screening composite designs to missing observations pp. 5349-5363
*Abimbola V. Oladugba* and *Ogechukwu C. Nwanonobi*
- λ− Wijsman statistical convergence on time scales pp. 5364-5378
*Emrah Yilmaz*, *Tuba Gulsen*, *Yavuz Altin* and *Hikmet Koyunbakan*
- Neyman–Pearson lemma for Bayes factors pp. 5379-5386
*Andrew Fowlie*
- Tampered random variable modeling for multiple step-stress life test pp. 5387-5406
*Farha Sultana* and *Anup Dewanji*
- Measurement error in linear regression models with fat tails and skewed errors pp. 5407-5426
*Mahmoud Torabi*, *Malay Ghosh*, *Jiyoun Myung* and *Mark Steel*
- Testing conditional heteroscedasticity with systematic sampling of time series pp. 5427-5450
*Paulo Teles*
- Minimization of ruin probability with joint strategies of investment and reinsurance pp. 5451-5469
*Han Yu*, *Yu Zhang* and *Xikui Wang*
- A new approach to regression analysis of linear transformation model with interval-censored data pp. 5470-5482
*Lin Luo* and *Hui Zhao*
- Subdata selection based on orthogonal array for big data pp. 5483-5501
*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
*Anshul Kumar* and *Madhu Jain*
- Conservative sample size for multiple regression models pp. 5527-5533
*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
*Thulasyammal R. Pillai* and *Mahendran Shitan*
- Variance Bounds for Functions of Unimodal Random Variable pp. 4765-4772
*Guoqing Liu* and *Wenbo V. Li*
- On The Least Absolute Deviations Method for Ridge Estimation of Sure Models pp. 4773-4791
*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
*Steven G. From*
- A Generalized General Minimum Lower Order Confounding Criterion for General Orthogonal Designs pp. 4799-4814
*Yi Cheng* and *Runchu Zhang*
- Asymptotics for penalized spline estimators in quantile regression pp. 4815-4834
*Takuma Yoshida*
- Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds pp. 4835-4851
*Guillermo Henry* and *Daniela Rodriguezs*
- Modified see variable selection for linear instrumental variable regression models pp. 4852-4861
*Peixin Zhao* and *Liugen Xue*
- Two-stage stratified partial randomized response strategies pp. 4862-4893
*Housila P. Singh* and *Tanveer A. Tarray*
- Estimating upper confidence bounds for positive ratios of normal random variables pp. 4894-4903
*Lin Xie*, *Rui Xiong*, *Kevin Blot* and *Jean-Marc Dessirier*
- Behavioral mean-risk portfolio selection in continuous time via quantile pp. 4904-4933
*Junna Bi* and *Danping Li*
- A new class of distributions on the whole real line based on the continuous iteration approach pp. 4934-4959
*Yann Dijoux*
- Statistical inference of varying-coefficient partial functional spatial autoregressive model pp. 4960-4980
*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
*Masoud Tavakoli* and *Ali Akbar Heydari*
- Testing uniformity based on negative cumulative extropy pp. 4998-5009
*Hadi Alizadeh Noughabi*
- Medical diagnostics accuracy measures and cut-point selection: an innovative approach based on relative net benefit pp. 5010-5025
*Hani Samawi*, *Ding-Geng Chen*, *Ferdous Ahmed* and *Jing Kersey*
- Reinsurance contract design with heterogeneous beliefs and learning pp. 5026-5047
*Duni Hu* and *Hailong Wang*
- Approximation of probability density functions via location-scale finite mixtures in Lebesgue spaces pp. 5048-5059
*TrungTin Nguyen*, *Faicel Chamroukhi*, *Hien D. Nguyen* and *Geoffrey J. McLachlan*
- A note on the Bayes factor for small interval hypotheses pp. 5060-5067
*Rudy Ligtvoet*
- The Itô integral and near-martingales in Riesz spaces pp. 5068-5081
*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
*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
*Andreas Kyriakoussis* and *Malvina Vamvakari*
- Retraction: Some Properties of the Generalised Autoregressive Moving Average (GARMA(1, 2; δ, 1)) Model pp. 5114-5114
*The Editors*
**Volume 52, issue 13, 2023**
- Case-cohort and inference for the proportional hazards model with covariate adjustment pp. 4379-4399
*Yingli Pan*, *Zhan Liu*, *Guangyu Song* and *Sha Wei*
- A generalisation of geometric distribution pp. 4400-4413
*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
*A. S. Mirniam* and *A. R. Nematollahi*
- Calibrating fractional Vasicek model pp. 4429-4443
*Yuecai Han* and *Nan Li*
- Linear shrinkage estimation of high-dimensional means pp. 4444-4460
*Yuki Ikeda*, *Ryumei Nakada*, *Tatsuya Kubokawa* and *Muni S. Srivastava*
- On the bias of the score function of finite mixture models pp. 4461-4467
*R. Labouriau*
- UMVUEs and Bayes estimators for various performance measures on a Poisson queue with discouraged arrivals pp. 4468-4483
*Miaomiao Yu*, *Jianfang Tang* and *Yinghui Tang*
- On infinitely divisible multivariate gamma distributions pp. 4484-4490
*Stephen G. Walker*
- Inference in a class of directed random graph models with an increasing number of parameters pp. 4491-4513
*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
*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
*Sirinapa Aryuyuen*
- Uniform asymptotics for ruin probabilities of a time-dependent renewal risk model with dependence structures and stochastic returns pp. 4553-4577
*Zhiquan Jiang*, *Jiangyan Peng* and *Lei Zou*
- Test size calculation by comparing three binomial proportions pp. 4578-4589
*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
*Hasan Bulut*
- Strong convergence rates of multiple change-point estimator for ρ-mixing sequence pp. 4605-4621
*Yuncai Yu* and *Zhicheng Chen*
- Efficiency of a generalized difference-based weighted mixed ridge estimator in partially linear model pp. 4622-4635
*Jibo Wu*
- A Bayesian small area model with order restrictions for contingency tables pp. 4636-4658
*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
*Ali Laksaci*, *Zoulikha Kaid*, *Mohamed Alahiane*, *Idir Ouassou* and *Mustapha Rachdi*
- Tests for symmetry based on the integrated empirical process pp. 4675-4691
*Carl J. L. van Heerden* and *Charl Pretorius*
- A flexible bivariate distribution for count data expressing data dispersion pp. 4692-4718
*Kimberly S. Weems*, *Kimberly F. Sellers* and *Tong Li*
- Estimation of the drift of Riemann-Liouville fractional Brownian motion pp. 4719-4728
*Farah Fatima-Ezzahra*
- An asymptotic result of conditional logistic regression estimator pp. 4729-4740
*Zhulin He* and *Yuyuan Ouyang*
- Estimation on functional partially linear single index measurement error model pp. 4741-4763
*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
*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
*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
*Tasos C. Christofides* and *Charalambos Charalambous*
- Weighted log-rank tests for left-truncated data: Saddlepoint p-values and confidence intervals pp. 4103-4113
*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
*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
*Chao Wei*
- Optimal reinsurance policy under a new distortion risk measure pp. 4151-4164
*Dan Zhu* and *Chuancun Yin*
- Statistical monitoring of image data using multi-channel functional principal component analysis pp. 4165-4182
*Dariush Eslami*, *Hamidreza Izadbakhsh*, *Orod Ahmadi* and *Marzieh Zarinbal*
- On binomial quantile and proportion bounds: With applications in engineering and informatics pp. 4183-4199
*Michael Short*
- Mixtures of higher-order fractional Brownian motions pp. 4200-4215
*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
*Thomas W. O’Gorman*
- Artificial intelligence in portfolio formation and forecast: Using different variance-covariance matrices pp. 4229-4246
*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
*S. A. Thiagarajan* and *S. Thobias*
- Stochastic comparisons of series and parallel systems with dependent log-logistic components pp. 4259-4282
*Fariba Ghanbari*, *Ghobad Barmalzan* and *Reza Hashemi*
- Analysis of BMAP/MSP/1 queue with MAP generated negative customers and disasters pp. 4283-4309
*Nitin Kumar* and *U. C. Gupta*
- Some design considerations for cluster randomized trials with binary responses pp. 4310-4328
*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
*Akaninyene Udo Udom* and *Chijioke Joel Nweke*
- The data sampling effect on financial distress prediction by single and ensemble learning techniques pp. 4344-4355
*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
*Qunying Wu*
- Relating the Friedman test adjusted for ties, the Cochran–Mantel–Haenszel mean score test and the ANOVA F test pp. 4369-4378
*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
*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
*Mi-Hwa Ko*
- A new biased estimator for the gamma regression model: Some applications in medical sciences pp. 3612-3632
*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
*Zih-Huei Wang*, *Chien-Wei Wu* and *Jhen-Jia Jhu*
- Markov's inequality: Sharpness, renewal theory, finite samples, reliability theory pp. 3652-3660
*Mark Brown* and *Joel E. Cohen*
- Hypothesis testing for populations of networks pp. 3661-3684
*Li Chen*, *Jie Zhou* and *Lizhen Lin*
- On the method of moments approach applied to a (generalized) gamma population pp. 3685-3708
*Hadi Abbaszadehpeivasti* and *J. B. G. Frenk*
- Relative error prediction: Strong uniform consistency for censoring time series model pp. 3709-3729
*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
*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
*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
*Yasuyuki Hamura*
- Bayesian modeling and forecasting of vector autoregressive moving average processes pp. 3795-3815
*Samir M. Shaarawy*
- Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects pp. 3816-3824
*B. L. S. Prakasa Rao*
- Belief eXtropy: Measure uncertainty from negation pp. 3825-3847
*Qianli Zhou* and *Yong Deng*
- Time-varying additive model with autoregressive errors for locally stationary time series pp. 3848-3878
*Jiyanglin Li* and *Tao Li*
- A new process capability index for simple linear profile pp. 3879-3894
*Zainab Abbasi Ganji* and *Bahram Sadeghpour Gildeh*
- Modeling periodically inspected k/r-out-of-n system pp. 3895-3909
*Himani Pant* and *S. B. Singh*
- Detecting influential data in multivariate survival models pp. 3910-3926
*Tsirizani M. Kaombe* and *Samuel O. M. Manda*
- Restricted estimation of distributed lag model from a Bayesian point of view pp. 3927-3938
*Selma Toker* and *Nimet Özbay*
- Fault classification via energy based features of two-dimensional image data pp. 3939-3959
*Munwon Lim*, *Brani Vidakovic* and *Suk Joo Bae*
- Mean field approximations to a queueing system with threshold-based workload control scheme pp. 3960-3981
*Qihui Bu*, *Liwei Liu* and *Yiqiang Q. Zhao*
- Failure rate-based models for systems subject to random shocks pp. 3982-4000
*Guanjun Wang*, *Peng Liu* and *Lijuan Shen*
- A continuous-time network evolution model describing 3-interactions pp. 4001-4020
*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
*Lirong Cui*, *He Yi* and *Narayanaswamy Balakrishnan*
**Volume 52, issue 10, 2023**
- Robust posterior inference for Youden’s index cutoff pp. 3193-3208
*Nicholas Syring*
- Systematic deviation in mean of log bayes factor: Implication and application pp. 3209-3218
*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
*Shu-Fei Wu*
- Maximum likelihood estimation of spatial lag models in the presence of the error-prone variables pp. 3229-3240
*Anil Eralp*, *Sahika Gokmen* and *Rukiye Dagalp*
- Robust polychoric correlation pp. 3241-3261
*Johan Lyhagen* and *Petra Ornstein*
- Identifying the support of rectangular signals in Gaussian noise pp. 3262-3289
*Jiyao Kou*
- Limiting behavior of the gap between the largest two representative points of statistical distributions pp. 3290-3313
*Long-Hao Xu*, *Kai-Tai Fang* and *Jianxin Pan*
- Modified ridge-type estimator for the inverse Gaussian regression model pp. 3314-3332
*Muhammad Nauman Akram*, *Muhammad Amin*, *Muhammad Aman Ullah* and *Saima Afzal*
- The effect of autocorrelation on the diagnostic procedures pp. 3333-3349
*Feng Xu* and *Xiongying Li*
- Supplementary notes on the minimax and orthogonal least squares line fitting procedures pp. 3350-3353
*Richard William Farebrother*
- A note on second-order stochastic dominance for linear combinations of dependent Bernoulli random variables pp. 3354-3360
*Martín Egozcue* and *Luis Fuentes García*
- Wavelet-L1-estimation for non parametric location-scale models under a general dependence framework pp. 3361-3381
*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
*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
*Qamruz Zaman*, *Muhammad Ijaz* and *Tolga Zaman*
- Minimax randomized response methods for protecting respondent’s privacy pp. 3429-3451
*Jichong Chai* and *Tapan K. Nayak*
- Parameter estimation for a discrete time model driven by fractional Poisson process pp. 3452-3477
*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
*Ray-Ming Chen*
- Stochastic comparisons on extreme order statistics from observations associated by FGM copula pp. 3492-3510
*Boyang Wang* and *Rui Fang*
- The confidence interval of q-Gaussian distributions pp. 3511-3525
*Ben Salah Nahla* and *Masmoudi Afif*
- The dual risk model under a mixed ratcheting and periodic dividend strategy pp. 3526-3540
*Zhan-Jie Song* and *Fu-Yun Sun*
- Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion pp. 3541-3556
*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
*Javier Neira Rueda* and *Andres Carrión García*
- Autoregressive inverse Gaussian process and the stochastic volatility modeling pp. 3574-3580
*P Sujith* and *N. Balakrishna*
**Volume 52, issue 9, 2023**
- On Birnbaum type joint importance measures for multistate reliability systems pp. 2799-2818
*V. M. Chacko*
- Robust second-order rotatable invariably designs for some lifetime distributions pp. 2819-2835
*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
*Shubhabrata Das*
- A new look at the correlation coefficient: Correlation as the difference-sum ratio of SSEs pp. 2852-2859
*Adriano Pareto*
- Extreme quantile regression for tail single-index varying-coefficient models pp. 2860-2881
*Yingjie Wang* and *Xinsheng Liu*
- The quadruple moving average control chart for monitoring the process mean pp. 2882-2916
*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
*Bin Zhu*, *Yongzhen Pei* and *Changguo Li*
- Convergence of asymptotically almost negatively associated random variables with random coefficients pp. 2931-2945
*Bing Meng*, *Dingcheng Wang* and *Qunying Wu*
- Bayesian inference for quantile autoregressive model with explanatory variables pp. 2946-2965
*Kai Yang*, *Bo Peng* and *Xiaogang Dong*
- Parameter estimation for power function-lognormal composite distribution pp. 2966-2982
*Chao Wang*
- Reliability and expectation bounds based on Hardy’s inequality pp. 2983-2997
*F. Goodarzi* and *M. Amini*
- Ordering results on extremes of inverse Kumaraswamy random samples pp. 2998-3011
*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
*N. Nandy* and *S. Pradhan*
- Semiparametric tests for equality of two independent variances pp. 3047-3069
*Kai Peng* and *Cheng Peng*
- Estimation in a general semiparametric hazards regression model with missing covariates pp. 3070-3097
*Jin Jin* and *Liuquan Sun*
- On strong deviation theorems concerning array of dependent random sequence pp. 3098-3107
*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
*Nesrin Güler* and *Melek Eriş Büyükkaya*
- Some results on increments of l∞-valued random fields pp. 3124-3131
*A. Bahram* and *B. Almohaimeed*
- Parameter estimation for Vasicek model driven by a general Gaussian noise pp. 3132-3148
*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
*Yukio Yanagisawa*
- Actual error rates in linear discrimination of spatial Gaussian data in terms of semivariograms pp. 3165-3173
*Kestutis Ducinskas* and *Lina Dreiziene*
- The price of the Bermudan option: A simple, explicit formula pp. 3174-3177
*Moawia Alghalith*
- Residual lifetime prediction for sequential k-out-of-n systems with dependent component lifetimes pp. 3178-3192
*M. Baratnia* and *A. H. Rezaei Roknabadi*
**Volume 52, issue 8, 2023**
- Forecasting short-term mortality trends using Bernstein polynomials pp. 2417-2433
*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
*Shanqi Pang*, *Rong Yan*, *Xiao Zhang* and *Jinhui Shen*
- On a couple of unresolved group testing conjectures pp. 2448-2460
*Ugnė Čižikovienė* and *Viktor Skorniakov*
- Reliability analysis for uncertain competing failure degradation system with a change point pp. 2461-2481
*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
*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
*Hao Cheng*
- Valuation of kth-to-default credit-linked notes with counterparty risk in a reduced-form model pp. 2514-2537
*Kangquan Zhi*, *Xiaosong Qian* and *Ayu Xie*
- A class of general pretest estimators for the univariate normal mean pp. 2538-2561
*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
*Weicai Peng* and *Xinyue Xi*
- Estimation of finite population distribution function in a complex survey sampling pp. 2574-2596
*Abdul Haq*, *Mohsin Abbas* and *Manzoor Khan*
- The distribution of the sum of independent and non identically generalized Lindley random variables pp. 2597-2609
*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
*Tolga Zaman* and *Hasan Bulut*
- Bootstrapping some GLM and survival regression variable selection estimators pp. 2625-2645
*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
*Dwi Yuli Rakhmawati* and *Junghye Lee*
- Objective Bayesian analysis of accelerated degradation models based on Wiener process with correlation pp. 2666-2681
*Lei He*
- Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond pp. 2682-2701
*Tetyana Kadankova*, *Nikolai Leonenko* and *Enrico Scalas*
- The effect of gauge measurement errors on double sampling X¯ control chart pp. 2702-2717
*Mohammad Reza Maleki*, *Bahareh Shamseddin*, *Hossein Eghbali* and *Aliasghar Bazdar*
- An empirical estimate of quantile density function in presence of censoring pp. 2718-2734
*Esmaeil Shirazi*
- Development of a new modified hogg type adaptive scheme for multilevel models with diverse error distributions pp. 2735-2750
*Sehar Saleem*, *Rehan Ahmad Khan Sherwani* and *Muhammad Amin*
- Bias reduction and model selection in misspecified models pp. 2751-2765
*Hidenori Okumura*
- Sampling design for the lifetime performance index of exponential lifetime distribution under progressive type I interval censoring pp. 2766-2782
*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
*Abdullah Qayed* and *Dong Han*
**Volume 52, issue 7, 2023**
- Explicit free multiplicative law of large numbers pp. 2031-2042
*Raouf Fakhfakh*
- Option valuation under double exponential jump with stochastic intensity, stochastic interest rates and Markov regime-switching stochastic volatility pp. 2043-2056
*Yong Ma*, *Li Chen* and *Jianping Lyu*
- Asymptotic sum-ruin probability for a bidimensional renewal risk model with subexponential claims pp. 2057-2071
*Huimin Sun*, *Bingzhen Geng* and *Shijie Wang*
- Kernel conditional density and mode estimation for psi-weakly dependent observations pp. 2072-2098
*Soumia Rih* and *Abdelkader Tatachak*
- Monitoring social networks based on Zero-inflated Poisson regression model pp. 2099-2115
*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
*Dawei Lu* and *Jingcai Yang*
- Objective priors for common correlation coefficient in bivariate normal populations pp. 2124-2143
*Sang Gil Kang*, *Woo Dong Lee* and *Yongku Kim*
- Some correlation tests for vectors of large dimension pp. 2144-2160
*M. Rauf Ahmad* and *S. Ejaz Ahmed*
- Spatial nonstationary hierarchical Bayes estimation of small area proportions pp. 2161-2181
*Priyanka Anjoy* and *Hukum Chandra*
- Consistency of the frequency polygon estimators of density mode for strongly mixing processes pp. 2182-2197
*Ahmad Younso*
- Optimal investment strategies for an insurer with liquid constraint pp. 2198-2214
*Haili Yuan* and *Yijun Hu*
- Bayes estimator of process capability index Cpk with a specified prior mean pp. 2215-2227
*Shun Matsuura*
- Empirical Bayes on a shoestring and other applications pp. 2228-2239
*Mayer Alvo*
- An improvement decision-making method by similarity and belief function theory pp. 2240-2258
*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
*Lei He* and *Shuling Tian*
- The SPRT sign chart for process location pp. 2276-2290
*Shashibhushan B. Mahadik* and *Dadasaheb G. Godase*
- Adaptive bridge estimator for Cox model with a diverging number of parameters pp. 2291-2308
*Xiangdong Liu* and *Mingyun Sun*
- Equilibrium behavioral strategy for a DC pension plan with piecewise linear state-dependent risk tolerance pp. 2309-2337
*Liyuan Wang*, *Zhiping Chen* and *Peng Yang*
- Uniform k-Tuple Partially Rank-Ordered Set Sampling pp. 2338-2355
*Marvin Javier* and *Kaushik Ghosh*
- A modified one stage multiple comparison procedure of exponential location parameters with the control under heteroscedasticity pp. 2356-2364
*Shu-Fei Wu*
- Simultaneous test for linear model via projection pp. 2365-2378
*Hui Chen* and *Xuemin Zi*
- The effect of parameters estimation on the performance of variables control charts under repetitive sampling pp. 2379-2401
*Vasileios Alevizakos*, *Kashinath Chatterjee*, *Christos Koukouvinos* and *Angeliki Lappa*
- A monotonicity property of weighted log-rank tests pp. 2402-2416
*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
*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
*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
*Peixin Zhao*, *Haogeng Gan*, *Suli Cheng* and *Xiaoshuang Zhou*
- On optimality and construction of two-treatment circular cross-over designs pp. 1692-1701
*Vasilis Chasiotis*
- A network Lasso model for regression pp. 1702-1727
*Meihong Su* and *Wenjian Wang*
- Minimal sample size in balanced ANOVA models of crossed, nested, and mixed classifications pp. 1728-1743
*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
*Yuye Zou*, *Chengxin Wu*, *Guoliang Fan* and *Riquan Zhang*
- Some efficient classes of estimators under stratified sampling pp. 1767-1796
*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
*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
*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
*Lin Xie*, *Wei Wang*, *Zhixin Yang* and *Nan Zhang*
- On the analytical properties of category encodings in logistic regression pp. 1870-1887
*Guoping Zeng*
- Multivariate wavelet density estimation for strong mixing stratified size-biased sample pp. 1888-1904
*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
*Grigoriy Volovskiy* and *Udo Kamps*
- Construction of resolvable incomplete block designs for estimating main effects with full efficiency pp. 1923-1936
*Pratheesh P. Gopinath*, *Rajender Parsad* and *B. N. Mandal*
- Sequential estimation of quantiles from delayed observations pp. 1937-1945
*Agnieszka Stępień-Baran*
- A survey of resolvable solutions of partially balanced designs pp. 1946-1962
*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
*Fatemeh Gharari* and *Masoud Ganji*
- Estimation of parameters of logistic regression with covariates missing separately or simultaneously pp. 1981-2009
*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
*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
*Rong Huang*
- Some properties of 2-orthogonal polynomials associated with inverse Gaussian distribution pp. 1348-1355
*Zarai Mohamed*
- Optimal preventive replacement policies for a system with discrete scheduled times pp. 1356-1368
*Yen-Luan Chen*
- Robustness of orthogonal uniform composite designs against missing data pp. 1369-1384
*Brenda Mbouamba Yankam* and *Abimibola Victoria Oladugba*
- Double smoothing local linear estimation in nonlinear time series pp. 1385-1399
*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
*Shuo-Jye Wu*, *Syuan-Rong Huang* and *Jie-Huei Wang*
- On use of randomized response technique for estimating sensitive subpopulation total pp. 1417-1430
*Shakeel Ahmed* and *Javid Shabbir*
- Pricing power exchange options with default risk, stochastic volatility and stochastic interest rate pp. 1431-1456
*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
*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
*Xuhui Wang* and *Lei Hu*
- Option pricing under a Markov-modulated Merton jump-diffusion dividend pp. 1490-1506
*Yuanchuang Shan*, *Haoran Yi*, *Xuekang Zhang* and *Huisheng Shu*
- An insight into control charts using EWMA pp. 1507-1511
*Muhammad Aslam*
- An ordered approach on cumulative extropy measures for information analysis pp. 1512-1532
*Jitto Jose* and *E. I. Abdul Sathar*
- Colored Tobit Kalman filter pp. 1533-1547
*Kostas Loumponias*
- A proposal of new disnormality indexes pp. 1548-1563
*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
*Jianhua Lin* and *Xiaohu Li*
- A minimum matrix valued risk estimator combining restricted and ordinary least squares estimators pp. 1580-1590
*Buatikan Mirezi*, *Selahattin Kaçıranlar* and *Nimet Özbay*
- The Modified-Half-Normal distribution: Properties and an efficient sampling scheme pp. 1591-1613
*Jingchao Sun*, *Maiying Kong* and *Subhadip Pal*
- Scalable and efficient inference via CPE pp. 1614-1633
*Qin Yu*, *Yang Li*, *Yumeng Wang*, *Yachong Yang* and *Zemin Zheng*
- Optimal calibrated weights while minimizing a variance function pp. 1634-1651
*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
*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
*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
*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
*Shan Gao*
- Nonlinear autoregressive stochastic frontier model with dynamic technical inefficiency in panel data pp. 1058-1075
*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
*Zhen Wang*, *Liwei Liu*, *Yiqiang Q. Zhao*, *Linhong Li* and *Wei Xu*
- Contributions to the class of beta-generated distributions pp. 1101-1117
*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
*Ruiya Fan*, *Shuguang Zhang* and *Yaohua Wu*
- On the extremes of the max-INAR(1) process for time series of counts pp. 1136-1154
*Manuel G. Scotto* and *Sónia Gouveia*
- Memory type ratio and product estimators under ranked-based sampling schemes pp. 1155-1177
*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
*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
*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
*Chin-Chih Chang*
- An IM-based efficient test for non inferiority of the odds ratio between two independent binomial proportions pp. 1217-1236
*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
*Jiamin Shao* and *Zhongquan Tan*
- Statistical inference of a partitioned linear random-effects model pp. 1251-1272
*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
*Dawei Lu* and *Yao Meng*
- Penalized quantile regression for spatial panel data with fixed effects pp. 1287-1299
*Yuanqing Zhang*, *Jiayuan Jiang* and *Yaqin Feng*
- Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates pp. 1300-1317
*Xianbin Chen* and *Juliang Yin*
- Estimation of finite population distribution function of sensitive variable* pp. 1318-1331
*Sanghamitra Pal* and *Purnima Shaw*
**Volume 52, issue 3, 2023**
- Quantum mutual entropy in terms of local quantum Bernoulli noises pp. 515-522
*Qi Han*, *Yanan Han*, *Yaxin Kou* and *Ziqiang Lu*
- Estimation of the Pareto and related distributions – A reference-intrinsic approach pp. 523-542
*James Sharpe* and *Miguel A. Juárez*
- Optimal dividend strategy for the dual model with surplus-dependent expense pp. 543-566
*Shanshan Liu*, *Zhaoyang Liu* and *Guoxin Liu*
- Robust Bayesian estimator in a normal model with uncertain hierarchical priors pp. 567-582
*Guikai Hu* and *Xinhai Xiao*
- Limit theorems for a class of integral functionals driven by fractional Brownian motion pp. 583-601
*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
*Sherzod M. Mirakhmedov*
- A study on weighted dynamic survival and failure extropies pp. 623-642
*E. I. Abdul Sathar* and *R. Dhanya Nair*
- Ordering properties of the smallest and largest lifetimes in Gompertz–Makeham model pp. 643-669
*Amarjit Kundu*, *Shovan Chowdhury* and *Narayanaswamy Balakrishnan*
- Generalized linear models for ordered categorical data pp. 670-683
*Sture Holm*
- Dalenius and Vitale randomized response technique for complex survey designs pp. 684-692
*Raghunath Arnab*
- A class of small deviation theorems for Markov chains in bi-infinite random environment pp. 693-701
*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
*Feng-shou Ko*
- Strongly almost convergence in sequences of complex uncertain variables pp. 714-729
*Jagannath Nath*, *Binod Chandra Tripathy*, *Piyali Debnath* and *Baby Bhattacharya*
- Generalized weighted survival and failure entropies and their dynamic versions pp. 730-750
*Siddhartha Chakraborty* and *Biswabrata Pradhan*
- Tsallis eXtropy pp. 751-762
*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
*David R. Bickel*
- Some new results on redundancy allocation in series systems pp. 788-805
*Yinzhao Wei*, *Sanyang Liu* and *Xiaoliang Ling*
- Smoothed average variance estimation for dimension reduction with functional data pp. 806-829
*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
*Fatemeh Omidi*, *Vahid Fakoor* and *Arezou Habibirad*
- Cumulative residual entropy of equilibrium distribution of order n pp. 851-863
*N. Unnikrishnan Nair*, *S. M. Sunoj* and *Rajesh G.*
- A rank-based test for monotone trends in k-sample multivariate problems pp. 864-885
*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
*Hitoshi Motoyama*
- A class of location invariant estimators for heavy tailed distributions pp. 896-917
*Lvyun Zhang* and *Shouquan Chen*
- Bayesian meta-elliptical multivariate regression models with fixed marginals on unit intervals pp. 918-938
*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
*Hong-Ding Yang*, *Yung-Huei Chiou* and *Chun-Shu Chen*
- Testing independence between discrete random variables pp. 956-971
*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
*Haiqing Chen*, *Xu Zhao*, *Leilei Zhu*, *Weihu Cheng* and *Lu Xu*
- A testing procedure in clinical trials with multiple binary endpoints pp. 273-282
*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
*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
*Andrew V. Sills*
- Bayesian estimation and prediction for certain type of mixtures pp. 309-334
*Aziz LMoudden* and *Éric Marchand*
- Cyclic structural causal model with unobserved confounder effect pp. 335-345
*Mario Nagase* and *Yutaka Kano*
- Statistical inference in EV linear model pp. 346-363
*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
*Sanjay Kumar* and *Nand Kumar*
- Viability property for multi-dimensional stochastic differential equation and its applications to comparison theorem pp. 378-397
*Xuejun Shi*
- KBER: A kernel bandwidth estimate using the Ricci curvature pp. 398-408
*Abdelrahman Eid* and *Nicolas Wicker*
- K-combined random fields: Basic properties and stochastic orderings pp. 409-428
*Boming Chen*, *Fangfang Wang* and *Chunsheng Ma*
- A method to estimate intra-cluster correlation for clustered categorical data pp. 429-444
*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
*Ibrahim Sadok*, *Afif Masmoudi* and *Mourad Zribi*
- The extended two-type parameter estimator in linear regression model pp. 463-478
*Amir Zeinal*
- Robust estimation of Pareto-type tail index through an exponential regression model pp. 479-498
*Richard Minkah*, *Tertius de Wet* and *Abhik Ghosh*
- A mixture autoregressive model based on Student’s t–distribution pp. 499-515
*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
*Guangjun Shen*, *Zheng Tang* and *Jun Wang*
- Uncertain logistic and Box-Cox regression analysis with maximum likelihood estimation pp. 19-38
*Liang Fang*, *Yiping Hong*, *Zaiying Zhou* and *Wenhui Chen*
- Discriminant analysis with mixed non normal variables pp. 39-45
*George Chinanu Mbaeyi* and *Chijioke Joel Nweke*
- Power for balanced linear mixed models with complex missing data processes pp. 46-64
*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
*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
*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
*Raghunath Arnab*
- On estimation of the PDF and the CDF of the one-parameter polynomial exponential family of distributions pp. 104-120
*Indrani Mukherjee*, *Sudhansu S. Maiti* and *Vijay Vir Singh*
- On comparison of two parallel systems having Log–Lindley distributed components pp. 121-140
*Shovan Chowdhury*, *Amarjit Kundu* and *Surja Kanta Mishra*
- An improved banded estimation for large covariance matrix pp. 141-155
*Wenyu Yang* and *Xiaoning Kang*
- Reliability of a system under a new mixed shock model pp. 156-169
*Ali Doostmoradi*, *Mohammad Reza Akhoond* and *Mohammad Reza Zadkarami*
- Stochastic comparisons of parallel systems with starting devices pp. 170-182
*Ghobad Barmalzan*, *Sajad Kosari* and *Narayanaswamy Balakrishnan*
- Stochastic comparisons of parallel systems with heterogeneous exponentiated half logistic-F components pp. 183-195
*Marzieh Shekari*, *Zohreh Pakdaman* and *Hossein Zamani*
- A new limit result in change point analysis pp. 196-207
*Shrief Prince Atya*, *Abdalla Abdel-Ghaly* and *Rasha Ebaid*
- Consistent model checking procedures for parametric regressions with missing response pp. 208-226
*Yang Sun*
- On ageing intensity function of some Weibull models pp. 227-262
*Rajib Lochan Giri*, *Asok K. Nanda*, *Mahua Dasgupta*, *Satya Kr. Misra* and *Subarna Bhattacharjee*
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