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Communications in Statistics - Theory and Methods

2014 - 2021

Current editor(s): Debbie Iscoe

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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 Downloads
Ali Mohammadi and Mohammad Reza Salehi Rad
A BSDE approach for bond pricing under interest rate models with self-exciting jumps pp. 3249-3261 Downloads
Zhongyang Sun, Xin Zhang and Ya-Nan Li
Generalized estimator for the estimation of clustered population mean in adaptive cluster sampling pp. 3262-3275 Downloads
Muhammad Nouman Qureshi and Muhammad Hanif
On λ-convergence and λ-boundedness of mth order pp. 3276-3285 Downloads
Sinan Ercan and Çiğdem Asma Bektaş
Local linear estimation of the conditional quantile for censored data and functional regressors pp. 3286-3300 Downloads
Sara Leulmi
A note on the progressive overlap of two alternative Bayesian intervals pp. 3301-3318 Downloads
Fulvio De Santis and Stefania Gubbiotti
Probabilistic evaluation of quantile estimators pp. 3319-3337 Downloads
Matti Pajari, Maria Tikanmäki and Lasse Makkonen
Some Hermite–Hadamard type integral inequalities for multidimensional general preinvex stochastic processes pp. 3338-3351 Downloads
Nurgul Okur and Rovshan Aliyev
Extended stochastic Laspeyres price index model with autocorrelated errors pp. 3352-3357 Downloads
Arfa Maqsood and S. M. Aqil Burney
Testing exponentiality against a trend change in mean time to failure in age replacement pp. 3358-3370 Downloads
Muhyiddin Izadi and Sirous Fathi Manesh
Latin square designs with neighbor effects-part II pp. 3371-3379 Downloads
Sobita Sapam, Nripes Mandal and Bikas Sinha
A simple proof of the characteristic function of Student’s t-distribution pp. 3380-3383 Downloads
Robert E. Gaunt
Oracally efficient estimation and testing for an ARCH model with trend pp. 3384-3402 Downloads
Huan Gong
A new approach to fitting the three-parameter Weibull distribution: An application to glass ceramics pp. 3403-3420 Downloads
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 Downloads
D. Najarzadeh
MISE of wavelet estimators for regression derivatives with biased strong mixing data pp. 3436-3452 Downloads
Junke Kou, Jia Chen and Huijun Guo
A high-dimensional bias-corrected AIC for selecting response variables in multivariate calibration pp. 3453-3476 Downloads
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 Downloads
Zara Waseem, Hina Khan and Javid Shabbir
Correction pp. 3489-3489 Downloads
The Editors

Volume 50, issue 13, 2021

Extropy information of maximum and minimum ranked set sampling with unequal samples pp. 2979-2995 Downloads
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 Downloads
Yong Chen and Ying Li
Stein’s Lemma for generalized skew-elliptical random vectors pp. 3014-3029 Downloads
Chris Adcock, Zinoviy Landsman and Tomer Shushi
Compound zero-truncated Poisson normal distribution and its applications pp. 3030-3050 Downloads
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 Downloads
Feng Xu, Binhui Wang and Yawen Hou
Exponential intervened Poisson distribution pp. 3063-3093 Downloads
K. Jayakumar and K. K. Sankaran
Bayesian Conway–Maxwell–Poisson regression models for overdispersed and underdispersed counts pp. 3094-3105 Downloads
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 Downloads
Deepesh Bhati and Ishfaq S. Ahmed
Optimal deterministic reinsurance and investment for an insurer under mean–variance criterion pp. 3123-3136 Downloads
Fenge Chen and Xingchun Peng
Analysis of a population model with batch Markovian arrivals influenced by Markov arrival geometric catastrophes pp. 3137-3158 Downloads
Nitin Kumar and U. C. Gupta
Non parametric estimation of the conditional density function with right-censored and dependent data pp. 3159-3178 Downloads
Xianzhu Xiong and Meijuan Ou
A simple data-driven fallback procedure for multiple comparisons pp. 3179-3197 Downloads
Jared Wolf and Hong Zhou
Blockwise AICc and its consistency properties in model selection pp. 3198-3213 Downloads
Guofeng Song, Lixun Zhu, Ai Gao and Lingzhu Kong
Likelihood-based inference in censored exponential regression models pp. 3214-3233 Downloads
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 Downloads
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 Downloads
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 Downloads
Muhammad Noor-ul-Amin
Asymptotic results in censored zero-inflated Poisson regression pp. 2759-2779 Downloads
Van Trinh Nguyen and Jean-François Dupuy
Construction of optimal reliability test plans for binary type multi-state strongly coherent systems pp. 2780-2800 Downloads
Leena Kulkarni and Sanjeev Sabnis
On estimating reliability function for the family of power series distribution pp. 2801-2830 Downloads
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 Downloads
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 Downloads
Sungsu Kim and Md Monjurul Islam Rifat
A general shock model for modelling coupled lives and its application to life insurance pp. 2859-2876 Downloads
Hyunju Lee
Complete moment convergence for randomly weighted sums of END sequences and its applications pp. 2877-2899 Downloads
Xiu Xu and Jigao Yan
Weighted composite quantile regression with censoring indicators missing at random pp. 2900-2917 Downloads
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 Downloads
Linghui Jin, Yanyan Liu and Lisha Guo
Option pricing under the Heston model where the interest rate follows the Vasicek model pp. 2930-2937 Downloads
Zhidong Guo
A note on a generalization of a statistical matrix pp. 2938-2946 Downloads
Reza Farhadian
Construction of asymmetric orthogonal arrays of high strength by juxtaposition pp. 2947-2957 Downloads
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 Downloads
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 Downloads
Fang Chen, Keying Ye and Min Wang
A penalized approach to mixed model selection via cross-validation pp. 2481-2507 Downloads
Jingwei Xiong and Junfeng Shang
Bayesian estimation of a multivariate TAR model when the noise process follows a Student-t distribution pp. 2508-2530 Downloads
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 Downloads
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 Downloads
Peng Yang, Zhiping Chen and Liyuan Wang
On the mean time to failure of an age-replacement model in discrete time pp. 2569-2585 Downloads
K. K. Sudheesh, G. Asha and K. M. Jagathnath Krishna
A further remark on the alternative expectation formula pp. 2586-2591 Downloads
Pingfan Song and Shaochen Wang
Strong convergence of ρ˜-mixing random sequences pp. 2592-2598 Downloads
Pingping Zhong, Yuesheng Song and Weiguo Yang
Statistical inferences for varying coefficient partially non linear model with missing covariates pp. 2599-2618 Downloads
Xiuli Wang, Peixin Zhao and Haiyan Du
Two-piece power normal distribution pp. 2619-2639 Downloads
Piotr Sulewski
Semiparametric mean model with non linear time effect of the covariate for clustered recurrent events with terminal events pp. 2640-2658 Downloads
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 Downloads
Fuxiang Liu, Wenzhang Guo, Ran Liu and Jun Liu
A proposed mechanism for skewing symmetric distributions pp. 2674-2695 Downloads
Moh'd T. Alodat and Mohammad Al-Rawwash
Attainments of the Bayesian information bounds pp. 2696-2709 Downloads
Ken-ichi Koike
A modified information criterion for model selection pp. 2710-2721 Downloads
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 Downloads
Muhammad Noor-ul-Amin, Muhammad Tayyab and Muhammad Hanif
Empirical best linear unbiased predictors in multivariate nested-error regression models pp. 2224-2249 Downloads
Tsubasa Ito and Tatsuya Kubokawa
Risk models based on copulas for premiums and claim sizes pp. 2250-2269 Downloads
Yao Kang, Dehui Wang and Jianhua Cheng
df-statistical convergence in connection with a modulus in metric spaces pp. 2270-2280 Downloads
Emine Kayan and Rifat Çolak
Flexible families of symmetric and asymmetric distributions based on the two-piece skew normal distribution pp. 2281-2305 Downloads
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 Downloads
Emrah Altun
Constrained optimal design of X¯ Control Chart for correlated data under Weibull Shock Model with multiple assignable causes pp. 2322-2353 Downloads
M. Hossein Naderi, Asghar Seif and M. Bameni Moghadam
The stochastic linear combination of Dirichlet distributions pp. 2354-2359 Downloads
Hazhir Homei
Mean, mode or median? The score mean pp. 2360-2370 Downloads
Zdeněk Fabián
Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models pp. 2371-2381 Downloads
Pengli Gao and Zhiming Xia
Quantile regression for varying coefficient spatial error models pp. 2382-2397 Downloads
Xiaowen Dai, Erqian Li and Maozai Tian
An invariance principle of strong law of large numbers under nonadditive probabilities pp. 2398-2418 Downloads
Xiaoyan Chen, Zengjing Chen and Liying Ren
Dimension-free bounds for largest singular values of matrix Gaussian series pp. 2419-2428 Downloads
Xianjie Gao, Chao Zhang and Hongwei Zhang
Analysis of two components parallel repairable system with vacation pp. 2429-2450 Downloads
Yan Ling Li and Gen Qi Xu
A new correction approach for information criteria to detect outliers in regression modeling pp. 2451-2465 Downloads
Emre Dünder

Volume 50, issue 9, 2021

Distribution regression model with a Reproducing Kernel Hilbert Space approach pp. 1955-1977 Downloads
Bui Thi Thien Trang, Jean-Michel Loubes, Laurent Risser and Patricia Balaresque
On transmuted generalized linear exponential distribution pp. 1978-2000 Downloads
S. Ghosh, K. K. Kataria and P. Vellaisamy
Optimum designs for parameter estimation in mixture experiments with group synergism pp. 2001-2014 Downloads
Manisha Pal and Nripes Kumar Mandal
Improved predictive estimation for mean using the Searls technique under ranked set sampling pp. 2015-2038 Downloads
Abhishek Singh and Gajendra K. Vishwakarma
Linear shrinkage estimation of the variance of a distribution with unknown mean pp. 2039-2047 Downloads
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 Downloads
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 Downloads
Guowang Luo and Mixia Wu
Modelling the aggregate loss for insurance claims with dependence pp. 2080-2095 Downloads
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 Downloads
Fei Wan
Some aspects of reversed hazard rate and past entropy pp. 2106-2116 Downloads
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 Downloads
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 Downloads
Anjana Begum and Gautam Choudhury
Tail probabilities of a random walk on an interval pp. 2161-2169 Downloads
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 Downloads
Miao Han, Xuefeng Song, Wei Wang and Shengwu Zhou
Efficient inferences for linear transformation models with doubly censored data pp. 2188-2200 Downloads
Sangbum Choi and Xuelin Huang
Posterior propriety of bivariate lomax distribution under objective priors pp. 2201-2209 Downloads
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 Downloads
Ekrem Savaş
Does the generalized mean have the potential to control outliers? pp. 1709-1727 Downloads
Soumalya Mukhopadhyay, Amlan Jyoti Das, Ayanendranath Basu, Aditya Chatterjee and Sabyasachi Bhattacharya
Outlier detection and accommodation in meta-regression models pp. 1728-1744 Downloads
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 Downloads
Zongda He and Zhonglian Ma
A consistent bayesian bootstrap for chi-squared goodness-of-fit test using a dirichlet prior pp. 1756-1773 Downloads
Reyhaneh Hosseini and Mahmoud Zarepour
New posterior distributions for the incidence of inefficiency in DEA scores pp. 1774-1780 Downloads
Mehmet Güray Ünsal, Daniel Friesner and Robert Rosenman
Optimal investment problem between two insurers with value-added service pp. 1781-1806 Downloads
Yajie Wang, Ximin Rong, Hui Zhao and Danping Li
Goodness-of-fit test for multistable Lévy processes pp. 1807-1837 Downloads
R. Le Guével
Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises pp. 1838-1855 Downloads
Qingbo Wang, Guangjun Shen and Zhenlong Gao
Lp (1 pp. 1856-1872 Downloads
Runyu Zhu and Dejian Tian
On Bayes minimax estimators for a normal mean with an uncertain constraint† pp. 1873-1883 Downloads
Éric Marchand and Theodoros Nicoleris
Two sensitivity orders applied to the comparison of ROC curves pp. 1884-1896 Downloads
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 Downloads
Luyun Ding and Zhongquan Tan
Optimal prediction variance properties of some central composite designs in the hypercube pp. 1911-1924 Downloads
Charity Uchenna Onwuamaeze
A nonparametric procedure for changepoint detection in linear regression pp. 1925-1935 Downloads
Jing Sun, Deepak Sakate and Sunil Mathur
Conditional distance correlation sure independence screening for ultra-high dimensional survival data pp. 1936-1953 Downloads
Shuiyun Lu, Xiaolin Chen and Hong Wang

Volume 50, issue 7, 2021

Preface pp. 1531-1531 Downloads
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 Downloads
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 Downloads
Gökhan Silahtaroğlu and Nevin Yılmaztürk
A novel flexible additive Weibull distribution with real-life applications pp. 1557-1572 Downloads
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 Downloads
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 Downloads
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 Downloads
Yüksel Akay Ünvan
Market basket analysis with association rules pp. 1615-1628 Downloads
Yüksel Akay Ünvan
Model selection in linear regression using paired bootstrap pp. 1629-1639 Downloads
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 Downloads
Alamgir Khalil, Salahuddin, Wali Khan Mashwani, Muhammad Shafiq, Saima Hassan and Wiyada Kumam
Sparsely restricted penalized estimators pp. 1656-1670 Downloads
Hüseyin Güler and Ebru Ozgur Guler
Optimal bandwidth selection for a kernel density with a location-scale property pp. 1671-1684 Downloads
Celal Aydın, Necla Gündüz and Jale Balibeyoğlu
Hybrid differential evolutionary strawberry algorithm for real-parameter optimization problems pp. 1685-1698 Downloads
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 Downloads
Suhua Zhang, Chunxiang A and Yongzeng Lai
On dynamic survival extropy pp. 1295-1313 Downloads
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 Downloads
Mukund Ramtirthkar and Mohan Kale
Variable selection for spatial autoregressive models pp. 1325-1340 Downloads
Li Xie, Xiaorui Wang, Weihu Cheng and Tian Tang
Calibration estimators for quantitative sensitive mean estimation under successive sampling pp. 1341-1361 Downloads
Kumari Priyanka, Ajay Kumar and Pidugu Trisandhya
Some results on maximum of expected sums of sequential minima pp. 1362-1369 Downloads
V. B. Nevzorov and A. Stepanov
On multinomial hidden Markov model for hierarchical manpower systems pp. 1370-1386 Downloads
Akaninyene Udo Udom and Ukobong Gregory Ebedoro
On strong limit theorems for general information sources with an application to AEP pp. 1387-1399 Downloads
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 Downloads
AliAkbar KazemiNia, Bahram Sadeghpour Gildeh and Zainab Abbasi Ganji
Estimation and variable selection for partially linear additive models with measurement errors pp. 1416-1445 Downloads
Rui Li, Shuchuan Mu and Ruili Hao
Estimation of past inaccuracy measure for the right censored dependent data pp. 1446-1455 Downloads
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 Downloads
Junyi Dong and Qiqing Yu
A group bridge approach for component selection in nonparametric accelerated failure time additive regression model pp. 1477-1501 Downloads
Longlong Huang, Karen Kopciuk and Xuewen Lu
Ordering properties of the largest order statistics from Kumaraswamy-G models under random shocks pp. 1502-1514 Downloads
Amarjit Kundu and Shovan Chowdhury
A robust adjustment to McNemar test when the data are clustered pp. 1515-1529 Downloads
Yougui Wu

Volume 50, issue 5, 2021

Lifetime behavior of discrete Markov chain censored δ shock model pp. 1019-1035 Downloads
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 Downloads
Francis G. Pascual and Sherzod Akhundjanov
Equilibrium pricing of foreign exchange options under a discontinuous model with stochastic jump intensity pp. 1059-1081 Downloads
Yu Xing, Dingcheng Wang and Xiaoping Yang
Optimal investment and reinsurance problem with jump-diffusion model pp. 1082-1098 Downloads
Mengmeng Guo, Xiu Kan and Huisheng Shu
A new robust ratio estimator with reference to non-normal distribution pp. 1099-1116 Downloads
Aamir Sanaullah, Azaz Ahmed and Muhammad Hanif
A New Functional Estimation Procedure for Varying Coefficient Models pp. 1117-1133 Downloads
Xingyu Yan, Xiaolong Pu, Xiaolei Xun and Yingchun Zhou
Joint modeling for longitudinal set-inflated continuous and count responses pp. 1134-1160 Downloads
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 Downloads
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 Downloads
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 Downloads
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 Downloads
Pingping Zhong, Zhiyan Shi, Weiguo Yang and Fan Min
A run shock-erosion model pp. 1228-1239 Downloads
Mohammad Hossein Poursaeed
Minimax rate in prediction for functional principal component regression pp. 1240-1249 Downloads
Guangren Yang, Hongmei Lin and Heng Lian
Jump-robust volatility estimation using dynamic dual-domain integration method pp. 1250-1273 Downloads
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 Downloads
Dawei Lu and Jialu Wang
Reliability analysis of a two-dissimilar-unit warm standby repairable system with priority in use pp. 792-814 Downloads
Jinting Wang, Nan Xie and Nan Yang
Parametrizations, weights, and optimal prediction pp. 815-836 Downloads
Azzouz Dermoune, Khalifa Es-Sebaiy, Mohammed Es.Sebaiy and Jabrane Moustaaid
Estimation of marginal generalized linear model with subgroup auxiliary information pp. 837-855 Downloads
Jie He, Xiaogang Duan, Shumei Zhang and Hui Li
A New Perspective in Functional EIV Linear Models: Part II pp. 856-873 Downloads
Ali Al-Sharadqah and Nicholas Woolsey
New class of exponential estimators for finite population mean in two-phase sampling pp. 874-889 Downloads
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 Downloads
Jose Maria Del Castillo
Regression credibility estimator with two-level common effects pp. 910-931 Downloads
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 Downloads
Kaiyong Wang and Yanzhu Mao
Hierarchical Bayesian models for continuous and positively skewed data from small areas pp. 944-962 Downloads
Binod Manandhar and Balgobin Nandram
Generalization of a statistical matrix and its factorization pp. 963-978 Downloads
Ilker Akkus and Gonca Kizilaslan
Robust-regression-type estimators for improving mean estimation of sensitive variables by using auxiliary information pp. 979-992 Downloads
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 Downloads
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 Downloads
Marziyeh Nesaee and Mohammad Saber Fallah Nezhad
Small sample inference for exponential survival times with heavy right-censoring pp. 521-539 Downloads
Robert L. Paige and Noroharivelo V. Randrianampy
The new form Libby-Novick distribution pp. 540- Downloads
Mohamed Ali Ahmed
Parameter estimation for the exponential-Poisson distribution based on ranked set samples pp. 560-581 Downloads
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 Downloads
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 Downloads
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 Downloads
M. Revan Özkale
A generalized family of estimators for estimating finite population mean in circular systematic sampling (CSS) pp. 631-662 Downloads
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 Downloads
Masashi Hyodo and Takahiro Nishiyama
Extreme value inference for quantile regression with varying coefficients pp. 685-710 Downloads
Takuma Yoshida
Optimal investment problem with complete memory on an infinite time horizon pp. 711-724 Downloads
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 Downloads
Eiji Nakashima
Δλ-Statistical boundedness on time scales pp. 738-746 Downloads
Yavuz Altin, Büşra Nur Er and Emrah Yilmaz
Testing for error correlation in partially functional linear regression models pp. 747-761 Downloads
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 Downloads
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 Downloads
Robert E. Gaunt
Bernstein-von Mises theorem and Bayes estimation from single server queues pp. 286-296 Downloads
Saroja Kumar Singh and Sarat Kumar Acharya
Generally weighted moving average control charts using repetitive sampling pp. 297-310 Downloads
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 Downloads
Ioannis S. Triantafyllou
The non-central negative binomial distribution: Further properties and applications pp. 329-344 Downloads
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 Downloads
Yuqin Sun, Hong Jiang and Yongge Tian
Complete consistency for the estimator of nonparametric regression model based on martingale difference errors pp. 358-370 Downloads
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 Downloads
Shahadut Hossain, Zahirul Hoque and Jacek Wesolowski
On the estimation of non linear functions in stochastic volatility models pp. 387-399 Downloads
Giuseppina Albano, Francesco Giordano and Cira Perna
Simultaneous Bayesian modeling of longitudinal and survival data in breast cancer patients pp. 400-414 Downloads
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 Downloads
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 Downloads
Haotian Chen and Yong Zhang
Binomial AR(1) processes with innovational outliers pp. 446-472 Downloads
Huaping Chen, Qi Li and Fukang Zhu
Standby redundancies at component level versus system level in series system pp. 473-485 Downloads
Xingyu Yan, Yiying Zhang and Peng Zhao
Common breaks in means for panel data under short-range dependence pp. 486-505 Downloads
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) Downloads
The Editors
An efficient partial randomized response model for estimating a rare sensitive attribute using Poisson distribution pp. 1-17 Downloads
Ghulam Narjis and Javid Shabbir
Exact group sequential designs for two-arm experiments with Poisson distributed outcome variables pp. 18-34 Downloads
Michael Grayling, James M. S. Wason and Adrian P. Mander
A new approach to address multiplicity in hypothesis testing with constraints pp. 35-60 Downloads
Huajiang Li and Hong Zhou
Symmetry tests for manifold-valued random variables pp. 61-72 Downloads
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 Downloads
Yuehan Yang and Hu Yang
Parameter estimation for certain nonstationary processes driven by α-stable motions pp. 95-104 Downloads
Xuekang Zhang, Haoran Yi and Huisheng Shu
Weak laws of large numbers for maximal weighted sums of random variables pp. 105-115 Downloads
Fakhreddine Boukhari
Improvements of the Markov and Chebyshev inequalities using the partial expectation pp. 116-131 Downloads
Haruhiko Ogasawara
Asymptotic behavior of expected shortfall for portfolio loss under bivariate dependent structure pp. 132-142 Downloads
Shengxue Wei, Xiaoli Gan and Guodong Xing
On new formulae for cumulative distribution function for McKay Bessel distribution pp. 143-160 Downloads
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 Downloads
Alaa Elkadry and Gary C. McDonald
Estimation and variable selection for a class of quantile regression models with multiple index pp. 180-202 Downloads
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 Downloads
Sudheesh K. Kattumannil and Deemat C. Mathew
Covariate adjustment via propensity scores for recurrent events in the presence of dependent censoring pp. 216-236 Downloads
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 Downloads
Ceren Ünal and Cem Kadilar
Statement of Retraction pp. 249-249 Downloads
The Editors
Page updated 2021-07-23