Communications in Statistics - Theory and Methods

2000 - 2025

Current editor(s): Debbie Iscoe

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Volume 53, issue 24, 2024

On the construction of asymmetric third-order rotatable designs pp. 8571-8591

Ankita Verma, Seema Jaggi, Eldho Varghese, Arpan Bhowmik, Cini Varghese and Anindita Datta

Non parametric regression models with additive distortions pp. 8592-8613

Yujie Gai, Jun Zhang and Yiping Yang

Robust reinsurance contract and investment with delay under mean-variance framework pp. 8614-8658

Xia Han, Danping Li and Yu Yuan

Experience rating of risk premium for Esscher premium principle pp. 8659-8687

Yi Zhang and Limin Wen

Asymptotics for a bidimensional delay-claim risk model with subexponential claims and arbitrary dependence between the generic inter-arrival time pair pp. 8688-8708

Keya Zhang and Shijie Wang

The estimations of drift parameters for the Gaussian Vasicek process with time-varying volatility pp. 8709-8730

Jixia Wang, Lu Sun and Yu Miao

Covariance ratio under multiplicative distortion measurement errors pp. 8731-8763

Jiongtao Zhong, Siming Deng, Jun Zhang and Zhenghui Feng

Optimal investment and benefit payment adjustment strategies for the target benefit plan under partial information pp. 8764-8786

Wanjin Chen and Xingchun Peng

Non parametric deconvolution of cumulative distribution function from repeated observations with unknown noise distribution pp. 8787-8818

Bui Thuy Trang, Le Thi Hong Thuy and Cao Xuan Phuong

A mixed INAR(p) model with serially dependent innovation with application to some COVID-19 data pp. 8819-8847

Xiufang Liu, Wenzheng Yin, Wenkun Zhang and Huaping Chen

Almost sure asymptotic representation for the conditional copula estimator pp. 8848-8856

Noël Veraverbeke

Construction of two-level component orthogonal arrays for order-of-addition experiments pp. 8857-8865

Guangni Mo, Yuyao Wang, Shuhao Wei, Jin Li, Hengzhen Huang and Xueru Zhang

Some results on characterization of distributions in reliability analysis pp. 8866-8877

Subarna Bhattacharjee, Rajib Lochan Giri and Magdalena Szymkowiak

Evaluation of the number of clusters in a data set using p-values from multiple tests of hypotheses pp. 8878-8889

Dr. Soumita Modak

Sup-extropy: A measure of uncertainty pp. 8890-8903

Husam A. Bayoud and Mohammad Z. Raqab

Moment-type estimation for Type-I censored samples pp. 8904-8915

Piotr Bolesław Nowak

Cluster-weighted modeling with measurement error in covariates pp. 8916-8928

Shaho Zarei

Comparison of predictors under constrained general linear model and its future observations pp. 8929-8941

Melek Eriş Büyükkaya

Saddlepoint approximations for the P-values and probability mass functions of some bivariate sign tests pp. 8942-8953

Abd El-Raheem M. Abd El-Raheem, Ibrahim A. A. Shanan and Ehab F. Abd-Elfattah

On integer partitions and the Wilcoxon rank-sum statistic pp. 8954-8963

Andrew V. Sills

Volume 53, issue 23, 2024

Bootstrapping ARMA time series models after model selection pp. 8255-8270

Mulubrhan G. Haile and David J. Olive

On approximation of linear regression disturbance distribution pp. 8271-8285

Janusz L. Wywiał

Expected spacing pp. 8286-8296

Greg Kreider

Inequality restricted estimator for gamma regression: Bayesian approach as a solution to the multicollinearity pp. 8297-8311

Solmaz Seifollahi, Hossein Bevrani and Kaniav Kamary

Inequalities on the ruin probability for light-tailed distributions with some restrictions pp. 8312-8328

Abouzar Bazyari

The Legendre transform-dual-asymptotic solution for optimal investment strategy with random incomes pp. 8329-8347

Jinyang Liu, Sheng Li, Yong He, Boping Tian and Li Deng

A relationship between orthogonal regression and the coefficient of determination under rotation of data sets pp. 8348-8358

Gregory Rhoads, Eric Marland, Jose Almer Sanqui, Michael Bossé and William Bauldry

Refinements on the exact method to solve the numerical difficulties in fitting the log binomial regression model for estimating relative risk pp. 8359-8375

Chao Zhu, David W. Hosmer, Jim Stankovich, Karen Wills and Leigh Blizzard

Asymptotic normality for the wavelet partially linear additive model components estimation pp. 8376-8411

Khalid Chokri and Salim Bouzebda

Exact convergence rate in central limit theorem for a supercritical branching process with immigration in a random environment pp. 8412-8427

Yingqiu Li, Xinping Tang and Hesong Wang

Bayesian Φq-optimal designs for multi-factor additive non linear models with heteroscedastic errors pp. 8428-8440

Wei Leng and Juliang Yin

Huber-Dutter estimation of linear models with dependent errors pp. 8441-8455

Zhen Zeng and Feng Xu

Statistical inference for the step-stress model with competing risks from the Kumaraswamy distribution under progressive type-II censoring pp. 8456-8483

Xinjing Wang, Tianrui Ye and Wenhao Gui

Estimating the scale parameters of several exponential distributions under order restriction pp. 8484-8497

Suchandan Kayal and Lakshmi Kanta Patra

Phase-type stress-strength reliability models under progressive type-II right censoring pp. 8498-8524

Joby K. Jose, Drisya M, Kulathinal Sangita and Sebastian George

A stratified modified probability proportional to size sampling technique pp. 8525-8542

Anupama Goyal, Sangeeta Arora and Anju Goyal

A generalized Rényi entropy to measure the uncertainty of a random permutation set pp. 8543-8555

Bingguang Hao, Yuelin Che, Luyuan Chen and Yong Deng

Tests in functional autoregressive processes via local asymptotic normality condition pp. 8556-8570

Kara-Terki Nesrine

Volume 53, issue 22, 2024

Time-consistent strategies between two competitive DC pension plans with the return of premiums clauses and salary risk pp. 7807-7828

Gaoqin Nie, Xingjiang Chen and Hao Chang

Estimation of treatment effects in two sample problems under general biased sampling data pp. 7829-7841

Fangfang Bai and Ruiyu Yang

Doubly bounded exponential model: Some information measures and estimation pp. 7842-7859

Brijesh P. Singh, Utpal Dhar Das, Kadir Karakaya, Hassan S. Bakouch and Badamasi Abba

Testing ANOVA effects: A resolution for unbalanced models pp. 7860-7870

Lynn R. LaMotte

A generalized class of estimators for the mean using multiauxiliary information in adaptive cluster sampling pp. 7871-7892

Housila P. Singh, Anurag Gupta, Rajesh Tailor and Neha Garg

Optimal truncated sequential test for exponential distribution pp. 7893-7907

Maoda Fang, Sigui Hu, Qiude Li, Huijuan Chen, Rongjin Long and Maoyue Ye

Granger non causality and predictor spaces pp. 7908-7913

Umberto Triacca

An extended exponential SEMIFAR model with application in R pp. 7914-7926

Sebastian Letmathe, Jan Beran and Yuanhua Feng

Kernel estimators for mean residual lifetime in length-biased sampling pp. 7927-7941

R. Zamini, M. Ajami and S. Ghafouri

Feature screening for ultra-high-dimensional data via multiscale graph correlation pp. 7942-7979

Luojia Deng, Jinhai Wu, Bin Zhang and Yue Zhang

Optimal choice of IHS-type of transformations for log-linear modeling pp. 7980-8008

Wolfgang M. Grimm

The Bessel function expression of characteristic function pp. 8009-8025

Chuancun Yin and Hua Dong

On regression analysis with Padé approximants pp. 8026-8040

Glib Yevkin and Olexandr Yevkin

Strong consistency of parameter estimation for the CIR integrated diffusion process with long-span high-frequency data pp. 8041-8061

Shanchao Yang, Shuyi Luo, Zhiyong Li, Jiaying Xie and Xin Yang

Precise large deviations of aggregate claims in bidimensional risk model with dependence structures pp. 8062-8075

Qingwu Gao, Wen Li and Linmin Kan

General weighted cumulative residual (past) extropy of minimum (maximum) ranked set sampling with unequal samples pp. 8076-8096

Santosh Kumar Chaudhary and Nitin Gupta

Revised schematic array pp. 8097-8108

Zuolu Hao and Yu Tang

Non parametric maximin aggregation for data with inhomogeneity pp. 8109-8126

Jinwen Liang, Maozai Tian and Yaohua Rong

K-optimal designs for the second-order Scheffé polynomial model pp. 8127-8139

Haosheng Jiang, Chongqi Zhang and Jiali Chen

Properties and applications of two-tailed quasi-Lindley distribution pp. 8140-8154

C. Satheesh Kumar and Rosmi Jose

A new wavelet-based estimation of conditional density via block threshold method pp. 8155-8165

Esmaeil Shirazi and Olivier P. Faugeras

Complete convergence for moving average process generated by extended negatively dependent random variables under sub-linear expectations pp. 8166-8185

Xue Ding

A new kernel regression approach for robustified L2 boosting pp. 8186-8209

Suneel Babu Chatla

A novel method of generating distributions on the unit interval with applications pp. 8210-8233

Aniket Biswas, Subrata Chakraborty and Indranil Ghosh

Parameter estimation for fractional power type diffusion: A hybrid Bayesian-deep learning approach pp. 8234-8254

Héctor Araya and Francisco Plaza-Vega

Volume 53, issue 21, 2024

Analysis of M/M/1 queueing systems with negative customers and unreliable repairers pp. 7491-7504

Ruiling Tian and Yao Zhang

Moment-based approximations for stochastic control model of type (s, S) pp. 7505-7516

Aslı Bektaş Kamışlık, Feyrouz Baghezze, Tulay Kesemen and Tahir Khaniyev

Random logistic machine (RLM): Transforming statistical models into machine learning approach pp. 7517-7525

Yu-Shan Li and Chao-Yu Guo

Asymptotic loss of the MLE of a truncation parameter in the presence of a nuisance parameter for a one-sided truncated family of distributions pp. 7526-7540

M. Akahira and N. Ohyauchi

Stochastic comparisons of the largest and smallest claim amounts with heterogeneous survival exponentiated location-scale distributed claim severities pp. 7541-7559

Longxiang Fang, Qi Zheng and Ying Ding

Construction of mixed-level fractional factorial split-plot designs with combined minimum aberration pp. 7560-7581

Haosheng Jiang and Chongqi Zhang

Ordering properties of parallel and series systems with a general lifetime family of distributions for independent components under random shocks pp. 7582-7603

Abed Hossein Panahi, Habib Jafari and Ghobad Saadat Kia (Barmalzan)

An economic-statistical design of synthetic Tukey’s control chart with Taguchi’s asymmetric loss functions under log-normal distribution pp. 7604-7623

Pei-Hsi Lee and Chao-Yu Chou

Estimation of uncertainty distribution function by the principle of least squares pp. 7624-7641

Yang Liu and Baoding Liu

Comparison of higher degree stop-loss transforms pp. 7642-7650

Idir Arab, Paulo Eduardo Oliveira and Beatriz Santos

A better one stage multiple comparison procedure of several treatment mean lifetimes with the control for exponential distributions under heteroscedasticity pp. 7651-7658

Shu-Fei Wu

Poissonian occupation times of refracted Lévy processes with applications pp. 7659-7677

Zaiming Liu, Xiaofeng Yang and Hua Dong

A correction to Begg’s test for publication bias pp. 7678-7698

Haben Michael and Musie Ghebremichael

Optimal periodic dividends with penalty payments under a diffusion model pp. 7699-7710

Long Yang and Guohe Deng

Identifiability of the random effects’ covariance matrix of the linear mixed model pp. 7711-7722

Matteo Amestoy, Mark A. van de Wiel and Wessel N. van Wieringen

Matrix spaces and ordinary least square estimators in linear models for random matrices pp. 7723-7732

Xiaomi Hu

A sample size-dependent prior strategy for bridging the Bayesian-frequentist gap in point null hypothesis testing pp. 7733-7745

Qiu-Hu Zhang and Yi-Qing Ni

Least squares estimators for reflected Ornstein–Uhlenbeck processes pp. 7746-7759

Han Yuecaia and Zhang Dingwen

Bayesian analysis for two-part latent variable model with application to fractional data pp. 7760-7788

Jinye Chen, Linyi Zheng and Yemao Xia

Jackknife Kibria-Lukman estimator for the beta regression model pp. 7789-7805

Tuba Koç and Emre Dünder

Volume 53, issue 20, 2024

A composite Bayesian approach for quantile curve fitting with non-crossing constraints pp. 7119-7143

Qiao Wang and Zhongheng Cai

Robustness of clustering coefficients pp. 7144-7180

Xiaofeng Zhao and Mingao Yuan

A population model with Markovian arrival process and binomial correlated catastrophes pp. 7181-7196

Nitin Kumar

Complete convergence for randomly weighted sums of dependent random variables and an application pp. 7197-7215

Pingyan Chen, Jingjing Luo and Soo Hak Sung

Estimation of zero-inflated bivariate Poisson regression with missing covariates pp. 7216-7243

Konan Jean Geoffroy Kouakou, Ouagnina Hili and Jean-François Dupuy

Autocorrelated unreplicated linear functional relationship model for multivariate time series data pp. 7244-7261

Yun Fah Chang, Sing Yan Looi, Wei Yeing Pan and Shin Zhu Sim

Hyper Markov law in undirected graphical models with its applications pp. 7262-7280

Xiong Kang and Brian Yi Sun

On generalized f-statistics pp. 7281-7297

Quentin Barthélemy

Short proof of posterior robustness: An illustration of basic ideas in a simple case pp. 7298-7310

Yasuyuki Hamura

A note on switching eigenvalues under small perturbations pp. 7311-7325

Marina Masioti, Connie S. N. Li-Wai-Suen, Luke A. Prendergast and Amanda Shaker

A note on statistical analysis of Cpk for autocorrelated data in the presence of random measurement errors pp. 7326-7331

Kuntal Bera and M.Z. Anis

Statistical properties of co-quantiles and their applications to momentum spillovers pp. 7332-7351

Oh Kang Kwon and Stephen Satchell

Moments of inverse Weibull-geometric distribution based on progressive type-II right censored order statistics pp. 7352-7369

Areej M. AL-Zaydi and Bander Al-Zahrani

Lr convergence for arrays of rowwise m-extended negatively dependent random variables pp. 7370-7383

Zi-jian Wang, Yi Wu, Yue Du and Xue-jun Wang

Complete f-moment convergence for randomly weighted sums of extended negatively dependent random variables pp. 7384-7404

Meimei Ge, Yongfeng Wu and Xin Deng

Fraction of design space plots for evaluating orthogonal composite designs pp. 7405-7416

Abimibola Victoria Oladugba, Brenda Mbouamba Yankam and Uchenna Charity Onwuamaeze

Penalized Mallow’s model averaging pp. 7417-7435

Yifan Liu

A Parzen–Rosenblatt type density estimator for circular data: exact and asymptotic optimal bandwidths pp. 7436-7452

Carlos Tenreiro

Statistical inference of multi-state transition model for longitudinal data with measurement error and heterogeneity pp. 7453-7476

Jiajie Qin and Jing Guan

An innovation mortality prediction model with cohort effect pp. 7477-7489

Hongmin Xiao, Miaomiao Zhao, Xiang Li and Aiqin Bai

Volume 53, issue 19, 2024

Two-stage shrunken least squares estimator and its superiority pp. 6717-6731

Quanhong Song, Lichun Wang and Liqun Wang

Analysis of a GIX/M/1 queue with two-stage vacation policy using shift operator method pp. 6732-6761

Yufei Liu, Qingqing Ye and Junnai Yan

How to use randomized response survey data at hand by a specific procedure to judge its efficiency versus a possible rival pp. 6762-6776

Arijit Chaudhuri and Dipika Patra

Partially balanced bipartite block designs pp. 6777-6784

Vinayaka, Rajender Parsad, B. N. Mandal, Sukanta Dash, Vinaykumar L. N., Mukesh Kumar and D. R. Singh

Non parametric multivariate distribution estimation under right censoring pp. 6785-6798

Adil Nafii, Taoufik Bouezmarni and Mhamed Mesfioui

Jackknife model averaging for additive expectile prediction pp. 6799-6831

Xianwen Sun and Lixin Zhang

A generalized Burr mixture autoregressive models for modeling non linear time series pp. 6832-6851

Victor Jian Ming Low, Wooi Chen Khoo and Hooi Ling Khoo

A new uncertainty measure via belief Rényi entropy in Dempster-Shafer theory and its application to decision making pp. 6852-6868

Zhe Liu, Yu Cao, Xiangli Yang and Lusi Liu

Robust estimators of functional single index models for longitudinal data pp. 6869-6890

Yang Sun and Xiangzhong Fang

Oracle inequalities for weighted group Lasso in high-dimensional Poisson regression model pp. 6891-6917

Ling Peng

A new bivariate distribution with uniform marginals pp. 6918-6943

Asok K. Nanda, Shovan Chowdhury, Sanjib Gayen and Subarna Bhattacharjee

Concentration inequalities of MLE and robust MLE pp. 6944-6956

Xiaowei Yang, Xinqiao Liu and Haoyu Wei

An extended Markov-switching model approach to latent heterogeneity in departmentalized manpower systems pp. 6957-6976

Everestus O. Ossai, Uchenna C. Nduka, Mbanefo S. Madukaife, Akaninyene U. Udom and Samson O. Ugwu

A study on utilization of a cold standby component to enhance the mean residual life function of a coherent system pp. 6977-6996

Achintya Roy and Nitin Gupta

Calibration estimation of subpopulation total for direct and indirect situations pp. 6997-7012

Ashutosh Ashutosh, Usman Shahzad and Nadia H. Al Noor

New bounds on entropies based on order statistics and Gini’s mean difference pp. 7013-7030

Xuehua Yin

A combined adaptive double sampling and variable sampling interval control chart for monitoring three-level products pp. 7031-7053

M. S. Mehdi Katebi and Abdur Rahim

A calibration-based approach on estimation of mean of a stratified population in the presence of non response pp. 7054-7068

Manoj K. Chaudhary, Basant K. Ray, Gautam K. Vishwakarma and Cem Kadilar

Exponentially quantile regression-ratio-type estimators for robust mean estimation pp. 7069-7086

Memoona Khalid, Hina Khana and Javid Shabbir

New heteroscedasticity-adjusted ridge estimators in linear regression model pp. 7087-7101

Irum Sajjad Dar and Sohail Chand

Further research on complete integral convergence for moving average process of ND random variables under sub-linear expectations pp. 7102-7118

Xiaocong Chen and Qunying Wu

Volume 53, issue 18, 2024

On the maxima of non stationary random fields subject to missing observations pp. 6339-6361

Shengchao Zheng and Zhongquan Tan

On the effect of items measuring different factors across individuals on item inter-correlations pp. 6362-6379

André Beauducel and Norbert Hilger

Exact sampling distribution of the general case sample correlation matrix pp. 6380-6393

Nicy Sebastian and T. Princy

The use of the Karhunen Loève expansion in the design of computer experiments pp. 6394-6416

Noha Youssef

A note on the exponentiation approximation of the birthday paradox pp. 6417-6426

Kaiji Motegi and Sejun Woo

Testing symmetry of model errors for non linear multiplicative distortion measurement error models pp. 6427-6448

Jun Zhang, Zhenghui Feng and Yue Zhou

Adjusted empirical likelihood for probability density functions under strong mixing samples pp. 6449-6461

Jie Tang and Yongsong Qin

Estimation of a clustering model for non Gaussian functional data pp. 6462-6476

Xu Tengteng, Xiuzhen Zhang and Riquan Zhang

Differentially private estimation in a class of bipartite graph models pp. 6477-6496

Lu Pan and Jianwei Hu

Wavelet estimation of norms for a probability density with negatively dependent biased data pp. 6497-6512

Junlian Xu and Lu Hao

Bernstein copula characteristic function pp. 6513-6526

Tarik Bahraoui

A new frailty-based GEE approach of the informatively case K interval-censored failure time data pp. 6527-6543

Bo Zhao, Shuying Wang and Chunjie Wang

Reproducible learning for accelerated failure time models via deep knockoffs pp. 6544-6560

Jinzhao Yu, Daoji Li, Lin Luo and Hui Zhao

Quantile-based PLS-SEM with bag of little bootstraps pp. 6561-6579

Hao Cheng

Zero-inflated logit probit model: a novel model for binary data pp. 6580-6599

Kim-Hung Pho

Bayesian analysis of mixture models with Yeo-Johnson transformation pp. 6600-6613

Jingheng Cai and Xiaoli Xu

Estimating powers of the scale parameters under order restriction for two shifted exponential populations with a common location pp. 6614-6648

Pravash Jena and Manas Ranjan Tripathy

A modified uncertain maximum likelihood estimation with applications in uncertain statistics pp. 6649-6670

Yang Liu and Baoding Liu

Efficient non parametric spectral density estimation with censored observations pp. 6671-6694

Sam Efromovich and Jiaju Wu

A first-order Stein characterization for absolutely continuous bivariate distributions pp. 6695-6716

Lester Charles A. Umali, Richard B. Eden and Timothy Robin Y. Teng

Volume 53, issue 17, 2024

Cumulative α-Jensen–Shannon measure of divergence: Properties and applications pp. 5989-6011

H. Riyahi, M. Baratnia and M. Doostparast

Hamming distances of tight orthogonal arrays pp. 6012-6029

Shanqi Pang, Mengqian Chen and Xiao Zhang

Convergence of parameter estimation of a Gaussian mixture model minimizing the Gini index of dissimilarity pp. 6030-6037

Adriana Laura López Lobato and Martha Lorena Avendaño Garrido

Estimating transition intensity rate on interval-censored data using semi-parametric with EM algorithm approach pp. 6038-6054

Chen Qian, Deo Kumar Srivastava, Jianmin Pan, Melissa M. Hudson and Shesh N. Rai

Chover’s law of the iterated logarithm for weighted sums under sub-linear expectations pp. 6055-6075

Xue Ding and Yong Zhang

Further results on laws of large numbers for the array of random variables under sub-linear expectation pp. 6076-6101

Feng Hu, Yanan Fu, Miaomiao Gao and Zhaojun Zong

A new method of testing mutual independence pp. 6102-6115

Xiangyu Guo and Fukang Zhu

Consistent ridge estimation for replicated ultrastructural measurement error models pp. 6116-6136

Gülesen Üstündağ Şiray

A novel sample variance formula and Sv-plot3 for testing hypotheses pp. 6137-6151

Uditha Amarananda Wijesuriya

Nonparametric estimation of trend for SDEs driven by a Gaussian process pp. 6152-6159

B.L.S. Prakasa Rao

Some asymptotic inferential aspects of the Kumaraswamy distribution pp. 6160-6176

Hérica P. A. Carneiro, Mônica C. Sandoval, Denise A. Botter and Tiago M. Magalhães

Whittle likelihood estimation in INAR(1) process pp. 6177-6196

Xiaoqiang Zeng

Estimating parameters of the gamma distribution easily and efficiently pp. 6197-6205

Zhou Junmei and Li Liqin

Construction of asymmetric orthogonal arrays of high strength via generator matrix pp. 6206-6223

Tian-Fang Zhang, Yingxing Duan and Jian-Feng Yang

Diagnostics for partially linear measurement error models pp. 6224-6239

Hadi Emami

On interval estimation methods for the location parameter of the Weibull distribution: An application to alloy material fatigue failure data pp. 6240-6251

Xiaoyu Yang, Liyang Xie, Jiaxin Song, Bingfeng Zhao and Yuan Li

Negation of a probability distribution: An information theoretic analysis pp. 6252-6265

Manpreet Kaur and Amit Srivastava

Confidence intervals in general regression models that utilize uncertain prior information pp. 6266-6284

Paul Kabaila and Nishika Ranathunga

Exponential method of estimation in sampling theory under robust quantile regression methods pp. 6285-6298

Vinay Kumar Yadav and Shakti Prasad

Smoothed empirical likelihood for optimal cut point analysis pp. 6299-6314

Rong Liu, Chunjie Wang, Yujing Yao and Zhezhen Jin

Some properties of q-Gaussian distributions pp. 6315-6337

Ben Mrad Oumaima, Afif Masmoudi and Yousri Slaoui

Volume 53, issue 16, 2024

A Bernstein polynomial approach to the estimation of a distribution function and quantiles under censorship model pp. 5673-5686

Salah Khardani

On the Conway-Maxwell-Poisson point process pp. 5687-5705

Ian Flint, Yan Wang and Aihua Xia

Applying machine learning techniques in survival analysis to the private pension system in Turkey pp. 5706-5720

Güven Şimşek and Duru Karasoy

Determining seasonal unit roots with bridge estimator: Monte Carlo evidence and an application to convergence hypothesis pp. 5721-5743

Cigdem Kosar Tas and Hüseyin Guler

Group sequential hypothesis tests with variable group sizes: Optimal design and performance evaluation pp. 5744-5760

Andrey Novikov

Bayesian inference using least median of squares and least trimmed squares in models with independent or correlated errors and outliers pp. 5761-5772

Mike Tsionas

Asymptotic ruin probabilities for a two-dimensional risk model with dependent claims and stochastic return pp. 5773-5784

Jinzhu Li

How many times until a coincidence becomes a pattern? The case of yield curve inversions preceding recessions and the magical number 7 pp. 5785-5792

Ned Kock and Augustine Tarkom

An optimal screening policy for heterogeneous items with minimal repairs pp. 5793-5813

Xiaoliang Ling, Meng Wang and Yinzhao Wei

Decomposition of measure from symmetry for analyzing collapsed ordinal square contingency tables pp. 5814-5827

Satoru Shinoda, Kouji Yamamoto and Sadao Tomizawa

Design of Hotelling T2 control chart using various covariance structures pp. 5828-5839

Hafiza Nida, Muhammad Kashif, Muhammad Imran Khan, Liaquat Ahmad and Muhammad Aslam

Non parametric estimation of transition density for second-order diffusion processes pp. 5840-5852

Yue Li, Yunyan Wang and Mingtian Tang

Solvability of one kind of forward-backward stochastic difference equations pp. 5853-5870

Shaolin Ji and Haodong Liu

Real natural exponential families and generalized orthogonality pp. 5871-5889

Raouf Fakhfakh and Marwa Hamza

Dynamic cumulative residual entropy generating function and its properties pp. 5890-5909

S. Smitha, Sudheesh K. Kattumannil and E.P. Sreedevi

Computation of VaR for portfolios in intensity models pp. 5910-5923

Shiyu Song and Ying Lu

Extended Glivenko—Cantelli theorem for simple random sampling without replacement from a finite population pp. 5924-5934

Hitoshi Motoyama

Weighted least squares: A robust method of estimation for sinusoidal model pp. 5935-5953

Debasis Kundu

Optimal confounding measures for two-level regular designs pp. 5954-5971

Peng Can, Zhi-Ming Li and Li Zhi

A novel residual subsampling method for skew-normal mode regression model with massive data pp. 5972-5988

Zhe Jiang, Yan Wu, Min Wang and Liucang Wu

Volume 53, issue 15, 2024

Hermite-Hadamard and Fejér-type inequalities for generalized η-convex stochastic processes pp. 5299-5310

Jaya Bisht, Rohan Mishra and A. Hamdi

Robust estimation strategy for handling outliers pp. 5311-5330

G. N. Singh, D. Bhattacharyya and A. Bandyopadhyay

Objective Bayesian analysis of Marshall-Olkin bivariate Weibull distribution with partial information pp. 5331-5352

M. S. Panwar and Vikas Barnwal

Performance evaluation of novel logarithmic estimators under correlated measurement errors pp. 5353-5363

Shashi Bhushan, Anoop Kumar and Shivam Shukla

Adaptive cluster sampling based on balanced sampling plan excluding contiguous units pp. 5364-5377

Neeraj Tiwari, Jharna Banerjie, Girish Chandra and Shailja Bhari

Complete convergence theorems for moving average process generated by independent random variables under sub-linear expectations pp. 5378-5404

Xiaocong Chen and Qunying Wu

A new approach for semi-parametric regression analysis of bivariate interval-censored outcomes from case-cohort studies pp. 5405-5420

Yichen Lou, Peijie Wang and Jianguo Sun

Two-sample test based on maximum variance discrepancy pp. 5421-5438

N. Makigusa

Process incapability index for autocorrelated data in the presence of measurement errors pp. 5439-5459

Kuntal Bera and M. Z. Anis

Sequential detection of transient signal by moving likelihood ratio statistic in an exponential family pp. 5460-5485

Yanhong Wu

The asymptotic behaviors for autoregression quantile estimates pp. 5486-5506

Xin Li, Mingzhi Mao and Gang Huang

EM estimation for the mixed Pareto regression model for claim severities pp. 5507-5523

Girish Aradhye, George Tzougas and Deepesh Bhati

Reliability analysis and optimization design of a repairable k-out-of-n retrial system with two failure modes and preventive maintenance pp. 5524-5552

Jing Li, Linmin Hu, Yuyu Wang and Jia Kang

On some non parametric estimators of the quantile density function for a stationary associated process pp. 5553-5573

Yogendra P. Chaubey, Isha Dewan and Jun Li

Dispersion indices based on Kerridge inaccuracy measure and Kullback-Leibler divergence pp. 5574-5592

Narayanaswamy Balakrishnan, Francesco Buono, Camilla Calì and Maria Longobardi

D- and A-optimal designs for multi-response mixture experiments with qualitative factors pp. 5593-5611

Jiali Chen, Ling Ling and Chongqi Zhang

Positive definite functions, stationary covariance functions, and Bochner’s theorem: Some results and a critical overview pp. 5612-5628

Donato Posa

A Statistical Approach to Broken Stick Problems pp. 5629-5637

Rahul Mukerjee

Robust estimation with exponential squared loss for partially linear panel data model with fixed effects pp. 5638-5656

Ping He, Yiping Yang and Peixin Zhao

Revisit optimal reinsurance under a new distortion risk measure pp. 5657-5672

Zichao Xia, Wanwan Xia and Zhenfeng Zou

Volume 53, issue 14, 2024

Estimation and variable selection for single-index models with non ignorable missing data pp. 4945-4974

Yue Wang, Xiaohui Yuan and Chunjie Wang

Pharmacokinetics with intravenous infusion of two-compartment model based on Liu process pp. 4975-4990

Zhe Liu and Rui Kang

Robust consumption for individuals with pessimistic survival beliefs pp. 4991-5002

Xuejiao Chen, Peng Li, Ming Zhou and Bing Liu

A new extension of the Burr XII distribution generated by odd log-logistic random variables pp. 5003-5017

Mara C. T. Santos and Rodrigo R. Pescim

Complete convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations pp. 5018-5040

Chengcheng Jia and Qunying Wu

Asymptotics of the general GEE estimator for high-dimensional longitudinal data pp. 5041-5056

Xianbin Chen and Juliang Yin

A statistical study for some classes of first-order mixed generalized binomial autoregressive models pp. 5057-5075

Jie Zhang, Siyu Shao, Kai Yang and Xiaogang Dong

Subcritical multitype Markov branching processes with immigration generated by Poisson random measures pp. 5076-5091

Maroussia Slavtchova-Bojkova, Ollivier Hyrien and Nikolay M. Yanev

Dynamic risk measures via backward doubly stochastic Volterra integral equations with jumps pp. 5092-5116

Yanhong Chen and Liangliang Miao

Maximum likelihood and Bayesian estimation on M/M/1 queueing model with balking pp. 5117-5145

Gulab Singh Bura and Himanshi Sharma

Stochastic comparisons of series systems with heterogeneous Gompertz-G components pp. 5146-5167

Marzieh Shekari, Zohreh Pakdaman and Hossein Zamani

The asymptotic distribution of a truncated sample mean for the extremely heavy-tailed distributions pp. 5168-5185

Fuquan Tang and Dong Han

A hybrid method for density power divergence minimization with application to robust univariate location and scale estimation pp. 5186-5209

Andrews T. Anum and Michael Pokojovy

An unbiased regression type estimator of proportion in randomized response sampling by using analysis of variance mechanism pp. 5210-5217

Daryan Naatjes, Stephen A. Sedory and Sarjinder Singh

Three-level saturated orthogonal arrays with less β-wordlength pattern pp. 5218-5229

Jingke Zhang, Beibei Fan, Umer Daraz and Yu Tang

Bayesian prior modeling in vector autoregressions via the Yule-Walker equations pp. 5230-5247

Luigi Spezia

Improved chi-square control charts with weak-run rules pp. 5248-5264

Spiros D. Dafnis, Theodoros Perdikis and Georgios K. Papadopoulos

Poisson approximation for the expectation of call function with application in collateralized debt obligation pp. 5265-5279

N. Yonghint and K. Neammanee

Construction of bivariate symmetric and asymmetric copulas and its relationship to ratios of conditional hazard rate functions pp. 5280-5296

Jan W. H. Swanepoel

Errata: Interval estimation, point estimation, and null hypothesis significance testing calibrated by an estimated posterior probability of the null hypothesis Bickel (2023) pp. 5297-5297

David R. Bickel

Volume 53, issue 13, 2024

Run orders in factorial designs: A literature review pp. 4557-4575

Romario A. Conto López, Alexander A. Correa Espinal and Olga C. Úsuga Manco

New efficient estimators for the Weibull distribution pp. 4576-4601

Hyoung-Moon Kim, Yu-Hyeong Jang, Barry C. Arnold and Jun Zhao

Asymptotic properties of conditional U-statistics using delta sequences pp. 4602-4657

Salim Bouzebda and Amel Nezzal

On a cost and availability analysis for software systems via phase type non-homogeneous Poisson process pp. 4658-4679

Shenbagam R. and Sarada Y.

Analyzing unreplicated two-level factorial designs by combining multiple tests pp. 4680-4695

Mahmood Kharrati-Kopaei and Zahra Shenavari

Minimally replicated PBIB designs for multi-environmental trials pp. 4696-4716

L. N. Vinaykumar, Cini Varghese, Mohd Harun and Sayantani Karmakar

The failure rate for the convolution of two distributions, one of which has bounded support pp. 4717-4729

George Tzavelas and Konstadinos Politis

Reducing bias and mitigating the influence of excess of zeros in regression covariates with multi-outcome adaptive LAD-lasso pp. 4730-4744

Jyrki Möttönen, Tero Lähderanta, Janne Salonen and Mikko J. Sillanpää

On the strong laws of large numbers for pairwise NQD random variables pp. 4745-4754

Jianan Shi, Zhenhong Yu and Yu Miao

Some reliability aspects of record values using quantile functions pp. 4755-4775

I. C. Aswin, P. G. Sankaran and S. M. Sunoj

HR and RHR orderings of extremes of dependent variables under Archimedean copula pp. 4776-4789

Ghobad Saadat Kia (Barmalzan), Narayanaswamy Balakrishnan, Seyed Masih Ayat and Abbas Akrami

Complete convergence and complete integral convergence for randomly weighted sums under the sublinear expectations pp. 4790-4804

Chengcheng Jia and Qunying Wu

Uniform almost sure convergence rate of wavelet estimator for regression model with mixed noise pp. 4805-4818

Junke Kou, Qinmei Huang and Hao Zhang

A few theoretical results for Laplace and arctan penalized ordinary least squares linear regression estimators pp. 4819-4840

Majnu John and Sujit Vettam

The parameter estimations for uncertain regression model with autoregressive time series errors pp. 4841-4856

Yuxin Shi and Yuhong Sheng

Rate of convergence of discretized drift parameters estimators in the Cox–Ingersoll–Ross model pp. 4857-4879

Oksana Chernova, Olena Dehtiar, Yuliya Mishura and Kostiantyn Ralchenko

Reliability modeling of weighted-k-out-of-n: G system under multiple failure modes with dependent components pp. 4880-4897

Yan Li, Jiaqi Niu, Mengxue Xing and Jinzhi Chen

Shrinkage estimation in the zero-inflated Poisson regression model with right-censored data pp. 4898-4917

Zahra Zandi, Hossein Bevrani and Reza Arabi Belaghi

The local limit theorem for general weighted sums of Bernoulli random variables pp. 4918-4926

Punyapat Kammoo, Kritsana Neammanee and Kittipong Laipaporn

Improved estimators of hazard rate from a selected exponential population pp. 4927-4943

Brijesh Kumar Jha, Ajaya Kumar Mahapatra and Suchandan Kayal

Volume 53, issue 12, 2024

Copula-based multivariate EWMA control charts for monitoring the mean vector of bivariate processes using a mixture model pp. 4211-4234

Hussam Ahmad, Mohammad Amini, Bahram Sadeghpour Gildeh and Adel Ahmadi Nadi

Variable selection for high-dimensional incomplete data using horseshoe estimation with data augmentation pp. 4235-4251

Yunxi Zhang and Soeun Kim

A new zero–inflated discrete Lindley regression model pp. 4252-4271

Caner Tanış, Haydar Koç and Ahmet Pekgör

A model calibration procedure for count response pp. 4272-4289

Yang Sun and Xiangzhong Fang

Bayesian inference in a sample selection model with multiple selection rules pp. 4290-4310

Alireza Rezaee, Mojtaba Ganjali and Ehsan Bahrami Samani

An extended exponential hyper-Poisson distribution: Properties and applications pp. 4311-4333

C. Satheesh Kumar and A. S. Satheenthar

Results and applications of a new inaccuracy measure based on cumulative Tsallis entropy pp. 4334-4353

David Chris Raju, S. M. Sunoj and G. Rajesh

Sequential specification tests to choose a model: A change-point approach pp. 4354-4368

Adam C Sales

Ultrahigh dimensional single index model estimation via refitted cross-validation pp. 4369-4394

Lixia Zhang and Xuguang Song

Minimal circular efficient generalized strongly balanced repeated measurements designs pp. 4395-4406

Rashid Ahmed, M. H. Tahir, Rida Jabeen, H. M. Kashif Rasheed and Abid Khan

Stochastic decomposition in a queueing-inventory system with batch demands, randomized order policy and multiple vacations pp. 4407-4427

Linhong Li, Liwei Liu, Wei Xu and Zhen Wang

On general weighted extropy of ranked set sampling pp. 4428-4441

Nitin Gupta and Santosh Kumar Chaudhary

ANVILS-VOCE: ANova-based Varying Inner-Loop Size estimation of Variance of Conditional Expectation pp. 4442-4449

Mohammed Shahid Abdulla and L. Ramprasath

Designing optimal proactive replacement strategies for degraded systems subject to two types of external shocks pp. 4450-4468

Wenjie Dong, Yingjie Yang, Yingsai Cao, Jingru Zhang and Sifeng Liu

Robust equilibrium investment-reinsurance strategy for n competitive insurers with square-root factor process pp. 4469-4486

Xiaoyu Xing and Xiaofang Li

When are there too many collisions? Variants of the birthday problem pp. 4487-4497

John E. Connett

Higher-order expansions of sample range from general error distribution pp. 4498-4514

Yingyin Lu, Xin Liao and Jinhui Guo

Optimal dividend and stopping problems for two-dimensional compound poisson risk model pp. 4515-4530

Jingwei Li and Guoxin Liu

Strong asymptotic properties of kernel smoothing estimation for NA random variables with right censoring pp. 4531-4541

Jian-hua Shi, Jian-sen Xu and Jin-feng Xu

The Inertial properties of EWMA control charts pp. 4542-4555

Poune Ghasemian and Rassoul Noorossana

Volume 53, issue 11, 2024

Generalized location-scale mixtures of elliptical distributions: Definitions and stochastic comparisons pp. 3851-3875

Tong Pu, Yiying Zhang and Chuancun Yin

Flexible CDF-quantile distributions on the closed unit interval, with software and applications pp. 3876-3898

Michael Smithson and Yiyun Shou

Doubly weighted mean score estimating functions with a partially observed effect modifier pp. 3899-3919

Meaghan S. Cuerden, Liqun Diao, Cecilia A. Cotton and Richard J. Cook

Berry-Esséen bounds and almost sure CLT for the quadratic variation of a class of Gaussian process pp. 3920-3939

Yong Chen, Zhen Ding and Ying Li

D-optimal designs for two-variable logistic regression model with restricted design space pp. 3940-3957

Yi Zhai, Chengci Wang, Hui-Yi Lin and Zhide Fang

Boundary-free estimators of the mean residual life function for data on general interval pp. 3958-3972

Rizky Reza Fauzi and Yoshihiko Maesono

Meta-analysis of exponential lifetime data from Type-I hybrid censored samples pp. 3973-3991

Kiran Prajapat, Shuvashree Mondal, Sharmishtha Mitra and Debasis Kundu

Joint modeling of the longitudinal student mark and the competing events of degree completion and academic dropout pp. 3992-4011

Lionel Establet Kemda and Michael Murray

A bootstrap method for estimation in linear mixed models with heteroscedasticity pp. 4012-4036

Nelum S. S. M. Hapuhinna and Junfeng Shang

Smoothed bootstrap for right-censored data pp. 4037-4061

Asamh Saleh M. Al Luhayb, Frank P. A. Coolen and Tahani Coolen-Maturi

On the hazard rate of α-mixture of survival functions pp. 4062-4084

Omid Shojaee, Majid Asadi and Maxim Finkelstein

Two-step conditional least squares estimation for the bivariate Z-valued INAR(1) model with bivariate Skellam innovations pp. 4085-4106

Huaping Chen, Fukang Zhu and Xiufang Liu

On the probability of (falsely) connecting two distinct components when learning a GGM pp. 4107-4115

Daniela De Canditiis and Marika Turdó

Precise large deviations in a non stationary risk model with arbitrary dependence between subexponential claim sizes and waiting times pp. 4116-4126

Ke-Ang Fu, Yang Liu and Jiangfeng Wang

Entropy of Random Permutation Set pp. 4127-4146

Luyuan Chen and Yong Deng

Shrinkage efficiency bounds: An extension pp. 4147-4152

Giuseppe De Luca and Jan R. Magnus

Minimum aberration 412n designs via secondary complementary sets pp. 4153-4171

Yuliang Zhou, Shengli Zhao and Qianqian Zhao

Two-stage conditional density estimation based on Bernstein polynomials pp. 4172-4193

Mohamed Belalia and Guanjie Lyu

Quantile cumulative distribution function and its applications pp. 4194-4206

Angel Mathew

Letter to the editor: on the paper “The double Pareto-Lognormal distribution—a new parametric model for size distributions” and its correction pp. 4207-4209

Neven Grbac and Tihana Galinac Grbac

Volume 53, issue 10, 2024

Almost sure convergence for weighted sums of pairwise PQD random variables pp. 3435-3458

João Lita da Silva

Stability of stochastic Gilpin-Ayala model driven by α-stable process under regime switching pp. 3459-3471

Xuekang Zhang, Huisheng Shu and Dajun Liu

A pseudo principal component analysis method for multi-dimensional open-high-low-close data in candlestick chart pp. 3472-3498

Wenyang Huang, Huiwen Wang and Shanshan Wang

On robustness of model selection criteria based on divergence measures: Generalizations of BHHJ divergence-based method and comparison pp. 3499-3516

Sumito Kurata

Classical and Bayesian estimations of performance measures in a single server Markovian queueing system based on arrivals during service times pp. 3517-3546

Saroja Kumar Singh, Frederico R. B. Cruz, Eriky S. Gomes and Abhijit Datta Banik

Estimation of complier causal treatment effects under the additive hazards model with interval-censored data pp. 3547-3567

Yuqing Ma, Peijie Wang, Shuwei Li and Jianguo Sun

A measure of variability within parametric families of continuous distributions pp. 3568-3580

Zdeněk Fabián

Weak consistency for the nonparametric kernel regression estimator based on negatively associated random errors pp. 3581-3598

Lu Zhang, Rui Wang, Min Wang and Xuejun Wang

Complete convergence and complete integral convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations pp. 3599-3615

Li Wang and Qunying Wu

Pareto-optimal reinsurance for both the insurer and the reinsurer under the risk-adjusted value and general premium principles pp. 3616-3641

Qian Bao, Jiangyan Peng and Lei Zou

An algebraic analysis of the bimodality of the generalized von Mises distribution pp. 3642-3658

Sara Salvador and Riccardo Gatto

Nonparametric estimations for the cumulative distribution functions of random effects in a linear mixed-effects model pp. 3659-3687

Le Thi Hong Thuy and Cao Xuan Phuong

A nonparametric test for the two-sample problem based on order statistics pp. 3688-3712

Fazil Aliev, Levent Özbek, Mehmet Fedai Kaya, Coşkun Kuş, Hon Keung Tony Ng and Haikady N. Nagaraja

Locally D-optimal designs for spline measurement error models with estimated knots pp. 3713-3727

Min-Jue Zhang, Rong-Xian Yue and Xue-Ping Chen

Simultaneous population enrichment and endpoint selection in phase 3 randomized controlled trials: An adaptive group sequential design with two binary alternative primary endpoints pp. 3728-3741

Arup K. Sinha, Lemuel Moye, Linda B. Piller, Jose-Miguel Yamal, Carlos H. Barcenas, Jaejoon Song and Barry R. Davis

Monitoring the structure of social networks based on exponential random graph model pp. 3742-3757

Mahboubeh Mohebbi, Amirhossein Amiri and Ali Reza Taheriyoun

Bayesian joint modeling of binomial and rank response with non-ignorable missing data for primate cognition pp. 3758-3778

Maryam Aghayerashti, Ehsan Bahrami Samani and Mojtaba Ganjali

On complete moment convergence for the maximal weighted sums of NSD random variables pp. 3779-3796

Haiwu Huang, Yuan Yuan, Wei Wang and Hongguo Zeng

Generalized autocovariance matrices for multivariate time series pp. 3797-3817

Maddalena Cavicchioli

Complete and complete moment convergence for arrays of rowwise asymptotically almost negatively associated random variables pp. 3818-3832

Aiting Shen and Rui Wang

Consecutive Bayes factor for the mean vector pp. 3833-3849

Marzieh Taheri and Manouchehr Kheradmandnia

Volume 53, issue 9, 2024

A fortune cookie problem: A test for nominal data whether two samples are from the same population of equally likely elements pp. 3063-3077

Jiangtao Gou, Karen Ruth, Stanley Basickes and Samuel Litwin

Simultaneous optimization of inventory, maintenance, and quality for production systems subject to multiple mean and variance shifts pp. 3078-3101

Konstantinos A. Tasias

On weighted generalized entropy for double truncated distribution with applications pp. 3102-3122

Shivangi Singh and Chanchal Kundu

Concentration inequality of sums of dependent subexponential random variables and application to bounds for value-at-risk pp. 3123-3142

Yuta Tanoue

Asymptotic normality of the k-NN single index regression estimator for functional weak dependence data* pp. 3143-3168

Mustapha Mohammedi, Salim Bouzebda, Ali Laksaci and Oussama Bouanani

Asymptotics of M-estimators for moderate deviations from a unit root model with possibly infinite variance pp. 3169-3186

Xiaochen Wang, Xiaolong Tang and Yuping Song

Extropy properties of ranked set sample when ranking is not perfect pp. 3187-3210

Manoj Chacko and Varghese George

Behavior of FWER in Normal Distributions pp. 3211-3225

Monitirtha Dey

On the Jajte weak law of large numbers for exchangeable random variables pp. 3226-3234

Habib Naderi, Mehdi Jafari, Przemysław Matuła and Morteza Mohammadi

Supersaturated designs with less β-aberration pp. 3235-3245

Umer Daraz, E Chen and Yu Tang

Classifying one-parameter Fréchet populations on the basis of a non-linear fixed effects model pp. 3246-3258

Mohammad Baratnia and Mahdi Doostparast

Pairwise comparisons using ranks in block designs pp. 3259-3275

Dennis Boos and Kaiyuan Duan

Design choices in randomization tests that affect power pp. 3276-3291

Abba M. Krieger, David Azriel, Michael Sklar and Adam Kapelner

The effect of sample size and missingness on inference with missing data pp. 3292-3311

Julian Morimoto

Asymptotic properties of the wavelet estimator in non parametric regression model with martingale difference errors pp. 3312-3336

Xuejun Wang, Xin Deng and Yi Wu

Asymptotics for the random time ruin probability with non stationary arrivals and Brownian perturbation pp. 3337-3349

Yang Liu, Zhenlong Chen and Ke-Ang Fu

Asymptotics in the Thurstone model with an increasing items pp. 3350-3364

Yuyun Wang, Jing Luo, Zhimeng Xu and Lewei Zhou

Adaptive distributed support vector regression of massive data pp. 3365-3382

Shu-na Liang, Fei Sun and Qi Zhang

Uniform-in-bandwidth consistency results in the partially linear additive model components estimation pp. 3383-3424

Khalid Chokri and Salim Bouzebda

Regular D-optimal spring balance weighing designs with correlated errors pp. 3425-3433

Małgorzata Graczyk and Bronisław Ceranka

Volume 53, issue 8, 2024

Optimal reinsurance and investment problem with multiple risky assets and correlation risk for an insurer under the Ornstein-Uhlenbeck model pp. 2689-2714

Ximin Rong, Yiqi Yan and Hui Zhao

On the dependence structure of the trade/no trade sequence of illiquid assets pp. 2715-2729

Hamdi Raïssi

Heterogeneous robust estimation with the mixed penalty in high-dimensional regression model pp. 2730-2743

Yanling Zhu and Kai Wang

Higher-order representation of Karamata theorem pp. 2744-2756

Xi Yang, Qian Xiong and Zuoxiang Peng

Exact laws of large numbers for k-th order statistics from the asymmetrical Cauchy distribution pp. 2757-2770

Wenzhi Yang, Ran Ding, Shuhe Hu and Chunyu Yao

Interpoint distance-based two-sample tests for functional data pp. 2771-2791

Hikaru Yamaguchi and Hidetoshi Murakami

Strong consistency of nonparametric kernel estimators for integrated diffusion process pp. 2792-2815

Shanchao Yang, Shi Zhang, Guodong Xing and Xin Yang

Lasso regression under stochastic restrictions in linear regression: An application to genomic data pp. 2816-2839

Murat Genç and M. Revan Özkale

Unit root tests and their challenges pp. 2840-2847

Seul Gee Kim, Cheolyong Park, Sun-Young Hwang, Jeongcheol Ha, Inho Park and Tae Yoon Kim

Testing for main fixed effects: The symmetry assumption and monotone incomplete data pp. 2848-2856

Sevgi Demircioğlu and Bilgehan Güven

Generalized multiple dependent state sampling plan for quality inspection in ocean dataset pp. 2857-2867

Ritwik Bhattacharya and Muhammad Aslam

Performability analysis of a MMAP[2]/PH[2]/S model with PH retrial times pp. 2868-2887

Vidyottama Jain, Raina Raj and S. Dharmaraja

Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors pp. 2888-2907

A. Aghamohammadi and M. Bahmani

On strongly generalized convex stochastic processes pp. 2908-2923

Nidhi Sharma, Rohan Mishra and Abdelouahed Hamdi

Incremental Huber-Support vector regression based online robust parameter design pp. 2924-2944

Xiaojian Zhou, Dan Xiao, Jieyao Yu and Ting Jiang

Estimation of structural parameters in balanced Bühlmann credibility model with correlation risk pp. 2945-2960

Yang Yang and Lichun Wang

Convergence of asymptotically negatively associated random variables with random coefficients pp. 2961-2976

Bing Meng and Qunying Wu

Asymptotic properties of asymmetric kernel estimators for non-negative and censored data pp. 2977-3004

Sarah Ghettab and Zohra Guessoum

Optimal reinsurance-investment problem for two competitive or cooperative insurers under two investment patterns pp. 3005-3039

Peng Yang

Distributions of runs and scans in multistate Markov exchangeable sequences pp. 3040-3061

Kiyoshi Inoue

Volume 53, issue 7, 2024

A novel multivariate time series combination prediction model pp. 2253-2284

Lian Lian and Zhongda Tian

A new RCAR(1) model based on explanatory variables and observations pp. 2285-2306

Danshu Sheng, Dehui Wang and Yao Kang

Application of objective priors for the multivariate Lomax distribution pp. 2307-2328

Sang Gil Kang, Woo Dong Lee and Yongku Kim

Option pricing with exchange rate risk under regime-switching multi-scale jump-diffusion models pp. 2329-2354

Miao Han and Wei Wang

R-optimal designs for linear log contrast model with mixture experiments pp. 2355-2368

Mahesh Kumar Panda and Rushi Prasad Sahoo

On proportional odds relevation transform and its applications pp. 2369-2389

M. Dileepkumar and P. G. Sankaran

Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion pp. 2390-2421

Litan Yan, Rui Guo and Han Gao

A crucial note on stress-strength models: Wrong asymptotic variance in some published papers pp. 2422-2429

Mohammad Mehdi Saber and Mehrdad Taghipour

Stochastic comparison of the second-order statistics arising from exponentiated location-scale model pp. 2430-2458

Sangita Das and Suchandan Kayal

Restricted Stein-rule estimation in ultrastructural linear measurement error models pp. 2459-2476

Omid Khademnoe and Hadi Emami

A solution to the multidimensionality in option pricing pp. 2477-2482

Moawia Alghalith and Wing Keung Wong

Estimating parameters from the generalized inverse Lindley distribution under hybrid censoring scheme pp. 2483-2515

Mojammel Haque Sarkar, Manas Ranjan Tripathy and Debasis Kundu

Approximate Bayesian estimator for the parameter vector in linear models with multivariate t distribution errors pp. 2516-2534

Jie Jiang, Lichun Wang and Liqun Wang

Central limit theorems for functional Z-estimators with functional nuisance parameters pp. 2535-2577

Salim Bouzebda, Thouria El-hadjali and Anouar Abdeldjaoued Ferfache

How to estimate the memory of the elephant random walk pp. 2578-2598

Bernard Bercu and Lucile Laulin

Moderate deviation principle for different types of classical likelihood ratio tests pp. 2599-2616

Yansong Bai, Yong Zhang, Congmin Liu and Zhiming Wang

Distribution-free minimum risk point estimation of the mean under powered absolute error loss plus cost of sampling: Illustrations with cancer data pp. 2617-2644

Yakov Khariton and Nitis Mukhopadhyay

Confidence intervals for distributional positions pp. 2645-2660

Sture Holm and Rolf Larsson

The Simon’s two-stage design accounting for genetic heterogeneity pp. 2661-2669

Feng-shou Ko

Foreign exchange option pricing under the 4/2 stochastic volatility model with CIR interest rates pp. 2670-2687

Wujun Lv and Pingping Jiang

Volume 53, issue 6, 2024

Stein estimators for the drift of the mixing of two fractional Brownian motions pp. 1891-1905

Kouider Djerfi, Ghaouti Djellouli and Fethi Madani

Enhanced CUSUM and dual CUSUM mean charts pp. 1906-1941

Abdul Haq and Ehsana Anum Syed

Asymptotic results for expected probability of misclassifications in linear discriminant analysis with repeated measurements pp. 1942-1963

Edward Kanuti Ngailo and Innocent Ngaruye

Selecting among treatments with two Bernoulli endpoints pp. 1964-1984

Elena M. Buzaianu, Pinyuen Chen and Lifang Hsu

The distribution of the sum of two dependent randomly weighted random variables with applications pp. 1985-2002

Rasool Roozegar, Abdolsaleh Toghdori and Saralees Nadarajah

A simple tuning parameter selection method for high dimensional regression pp. 2003-2020

Yanxin Wang, Jiaqing Xu and Zhi Wang

Biadditive models: Commutativity and optimum estimators pp. 2021-2033

Armando Alexandre, Manuela Oliveira, Eugénio Garção and João Mexia

Robust circular-circular correlation coefficient pp. 2034-2042

Ehab A. Mahmood

Evaluation and optimal designing of a two-level skip-lot sampling plan for resubmitted lots pp. 2043-2066

N. Murugeswari, P. Jeyadurga and S. Balamurali

Parametric and partially linear regressions for agricultural economy data pp. 2067-2091

Julio Cezar S. Vasconcelos, Gauss M. Cordeiro, Edwin M. M. Ortega and Helton Saulo

Optimal replacement scheduling for a multi-component system with failure interaction pp. 2092-2102

Yen-Luan Chen

On the relationship between higher-order stochastic expansions, influence functions and U-statistics for M-estimators pp. 2103-2121

Paul Rilstone

Adaptive lasso variable selection method for semiparametric spatial autoregressive panel data model with random effects pp. 2122-2140

Yu Liu

A robust Spearman correlation coefficient permutation test pp. 2141-2153

Han Yu and Alan D. Hutson

Experimental designs for accelerated degradation tests based on linear mixed effects models pp. 2154-2177

Helmi Shat and Rainer Schwabe

The generalized entropy ergodic theorem for Markov chains indexed by a spherically symmetric tree pp. 2178-2193

Zhiyan Shi, Xinyue Xi and Qingpei Zang

The finite-time ruin probability of a risk model with stochastic return and subexponential claim sizes* pp. 2194-2204

Chenghao Xu, Kaiyong Wang and Xinyi Wu

Strong law of large numbers for linear processes under sublinear expectation pp. 2205-2218

Zhao-Ang Zhang

Analyzing the behavior of general class of estimators of population mean in presence of correlated measurement errors pp. 2219-2235

Kumari Priyanka

Wald type tests with the wrong dispersion matrix pp. 2236-2251

Kosman W. G. D. H. Rajapaksha and David J. Olive

Volume 53, issue 5, 2024

Equivalent conditions of convergence properties for m-ANA sequence and statistical applications pp. 1547-1575

Miaomiao Wang, Min Wang, Xuejun Wang and Fei Zhang

Model selection of Gaussian mixture process and its application pp. 1576-1589

Xinyu Fu

Results on conditional variance in parallel system and lower bounds for varextropy pp. 1590-1610

F. Goodarzi

Prediction variance capability of orthogonal uniform composite designs and orthogonal array composite designs in the spherical region pp. 1611-1623

Abimibola Victoria Oladugba, Brenda Mbouamba Yankam and Oluchukwu Chukwuemeka Asogwa

Uniform asymptotics for ruin probabilities of a delayed renewal risk model with one-sided linear dependence and stochastic returns pp. 1624-1652

Lei Zou, Jiangyan Peng, Zhiquan Jiang and Ruonan Yang

On tail behavior of randomly weighted sums of dependent subexponential random variables pp. 1653-1668

Bingzhen Geng, Zaiming Liu and Shijie Wang

Stochastic approximation of eigenvectors and eigenvalues of the Q-symmetric expectation of a random matrix pp. 1669-1683

Jean-Marie Monnez

Inconsistency for the Gaussian QMLE in GARCH-type models with infinite variance pp. 1684-1699

Stelios Arvanitis and Alexandros Louka

Compromised imputation based mean estimators using robust quantile regression pp. 1700-1715

Malik Muhammad Anas, Zhensheng Huang, Usman Shahzad, Tolga Zaman and Shabnam Shahzadi

Testing components of two-way interaction in multi-environment trials pp. 1716-1735

Johannes Forkman, Waqas Ahmed Malik, Steffen Hadasch and Hans-Peter Piepho

Extreme value theory for space-time with random coefficients pp. 1736-1744

Saliou Diouf and Yentchabaré Kolani

Theoretical results and modeling under the discrete Birnbaum-Saunders distribution pp. 1745-1759

Filidor Vilca, Roberto Vila, Helton Saulo, Luis Sánchez and Jeremias Leão

Edgeworth expansion of the t-statistic of the whittle MLE for linear regression processes with long-memory disturbances pp. 1760-1776

Mosisa Aga

Exponential parametric distortion nonlinear measurement errors Models pp. 1777-1799

Jun Zhang and Leyi Cui

Berry-Esseen bound for smooth estimator of distribution function under length-biased data pp. 1800-1809

R. Zamini, M. Ajami and V. Fakoor

Using copula information in wavelet estimation of bivariate density function based on censorship observations pp. 1810-1824

Bahareh Ghanbari and Esmaeil Shirazi

A note on identification of causal effects in cluster randomized trials with post-randomization selection bias pp. 1825-1837

Fan Li, Zizhong Tian, Zibo Tian and Fan Li

Single-index partially functional linear quantile regression pp. 1838-1850

Zhiqiang Jiang and Zhensheng Huang

R-optimal designs for mixture models in two types of regions pp. 1851-1863

Jiacheng Luo and Chongqi Zhang

Sample distribution theory using Coarea Formula pp. 1864-1889

L. Negro

Volume 53, issue 4, 2024

Asymptotic properties of a kernel etimate of the conditional mode in the presence of doubly censored data pp. 1143-1161

H. Benchoulak, M. Boukeloua and F. Messaci

On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property pp. 1162-1187

Abouzar Bazyari

Reliability optimization for series and parallel systems with series subsystem and comprising of dependent components under random shock environment pp. 1188-1211

Yinzhao Wei, Sanyang Liu, Xiaoliang Ling and Narayanaswamy Balakrishnan

Competing risks analysis for dependent causes using Marshall-Olkin bivariate generalized lifetime family pp. 1212-1240

Vikas Barnwal and M. S Panwar

Weighted R-efficiency optimal design for experiments with mixture pp. 1241-1256

Junpeng Li, Guanghui Li and Chongqi Zhang

Phase transitions in a power-law uniform hypergraph pp. 1257-1276

Mingao Yuan

The chover-type law of iterated logarithm for the weighted sums of negatively superadditive dependent random variables pp. 1277-1293

Xue Ding

On dynamic cumulative past inaccuracy measure based on extropy pp. 1294-1311

Majid Hashempour and Morteza Mohammadi

Correlated compound Poisson frailty models based on reversed hazard rate pp. 1312-1330

David D. Hanagal

Information theory approach to ranked set sampling and new sub-ratio estimators pp. 1331-1353

Eda Gizem Koçyiğit and Cem Kadilar

Supplementary notes on the least variance ratio estimator pp. 1354-1357

Richard William Farebrother

Destructive measurement instrument repeatability estimation using two item types with equal coefficient of variation pp. 1358-1380

Sayooj Sunil Raj and David S. Kim

Random weighting method for M-test in linear model with dependent errors pp. 1381-1401

Zhen Zeng, Lin Cong and Xiangdong Liu

Projection tests for linear hypothesis in the functional response model pp. 1402-1419

Łukasz Smaga

On modified Anderson-Darling test statistics with asymptotic properties pp. 1420-1439

Yuyan Ma, Masato Kitani and Hidetoshi Murakami

Minimal circular generalized strongly balanced and their conversion into circular balanced and strongly balanced repeated measurements designs pp. 1440-1458

Rida Jabeen, Zahid Bashir, H. M. Kashif Rasheed, Jigneshkumar Gondaliya and Rashid Ahmed

Generalized Gaussian quasi-maximum likelihood estimation for most common time series pp. 1459-1478

Yakoub Boularouk and Jean-Marc Bardet

Stochastic differential reinsurance and investment games with delay under VaR constraints⋆ pp. 1479-1515

Xinya He, Ailing Gu and Haixiang Yao

Redundancy allocation optimizing in the satellite attitude determination and control system based on the exact solution algorithm pp. 1516-1534

Akbar Mansouri and Akbar Alem-Tabriz

Limit distribution for products of sums of partial sums of linear processes generated by NSD sequence pp. 1535-1545

Zhiqiang Tang, Yong Zhang and Wei Liu

Volume 53, issue 3, 2024

Statistical design of ATS-unbiased charts with runs rules for monitoring exponential time between events pp. 815-833

Nirpeksh Kumar, Athanasios C. Rakitzis, Subha Chakraborti and Tribhuvan Singh

The enhanced strong invariance principle for the elephant random walk pp. 834-847

Zhishui Hu and Qunqiang Feng

On the estimation of finite population variance for a mail survey design in the presence of non-response using new conventional and calibrated estimators pp. 848-864

Ahmed Audu, Ran Vijay Kumar Singh, Olatunji Olawoyin Ishaq, Supriya Khare, Rajesh Singh and Adedayo Amos Adewara

Information measures for order statistics and their concomitants from Cambanis bivariate family pp. 865-881

I. A. Husseiny, M. A. Alawady, H. M. Barakat and M. A. Abd Elgawad

Empirical likelihood in single-index partially functional linear model with missing observations pp. 882-908

Yan-Ping Hu and Han-Ying Liang

High-dimensional asymptotic expansion of the null distribution for Schott’s test statistic for complete independence of normal random variables pp. 909-925

Takayuki Yamada

Complex-valued Rényi entropy pp. 926-937

Lipeng Pan and Yong Deng

On almost sure convergence for double arrays of dependent random variables pp. 938-952

Meng-ru Chen, Ya-hui Zhu, Xiao-hui Niu, Wei-cai Peng and Zhong-zhi Wang

Method of solving the problem of non-response error in dual sampling frame pp. 953-964

Jinping Ma, Xiaoling Liu and Huanle Wen

The finite sample performance of two methods for choosing a power transformation when seasonally adjusting a time series with X-13ARIMA-SEATS pp. 965-979

Francisco Corona, Víctor M. Guerrero and Jesús López-Pérez

Jackknife empirical likelihood for the mean of a zero-and-one inflated population pp. 980-994

Weizhong Tian, Tingting Liu and Wei Ning

Bayesian inference for the parameters of mortality rate in the models of dependent lives with application in life insurance pp. 995-1023

Shirin Shoaee

Graph reliability evaluation via random K-out-of-N systems pp. 1024-1034

Hiroaki Mohri and Jun-ichi Takeshita

Confidence interval construction in massive data sets pp. 1035-1048

Kai Song, Xiaoyue Xie and Jian Shi

Robust variable selection in semiparametric mixed effects longitudinal data models pp. 1049-1064

Huihui Sun and Qiang Liu

Seasonal generalized AR models pp. 1065-1080

Richard Hunt, Shelton Peiris and Neville Weber

A-optimal design for the special cubic mixture model pp. 1081-1090

Xiaoyuan Zhu and Honghua Hao

Some explicit expressions for GBM with Markovian switching and parameter estimations pp. 1091-1121

Zhenzhong Zhang, Xiaofeng Wang, Jinying Tong, Tiandao Zhou and Zhenjiang Qin

Moments of the likelihood-based discriminant function pp. 1122-1134

Emelyne Umunoza Gasana, Dietrich von Rosen and Martin Singull

A fresh look at distribution theory for quadratic forms in jointly normally distributed random variables pp. 1135-1142

John E. Angus

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