Communications in Statistics - Theory and Methods

2000 - 2025

Current editor(s): Debbie Iscoe

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Volume 44, issue 24, 2015

Allocating Redundancies to k-out-of-n Systems with Independent and Heterogeneous Components pp. 5109-5119

Jinsen Zhuang and Xiaohu Li

Empirical Analysis of Interval-Censored Failure Time Data with Linear Transformation Models pp. 5120-5135

Yanqin Feng, Ling Ma and Jianguo Sun

Simultaneous Inferences on the Cumulative Distribution Function of a Normal Distribution pp. 5136-5145

A. J. Hayter, S. Kiatsupaibul, P. Napalai and W. Liu

Multivariate Excess Wealth Ordering of Generalized Order Statistics pp. 5146-5160

Hongmei Xie, Weiwei Zhuang, Keshe Ni and Wenyu Liu

Semiparametric Proportional Mean Residual Life Model With Censoring Indicators Missing at Random pp. 5161-5188

Xiaolin Chen and Qihua Wang

Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions pp. 5189-5203

Yinfeng Wang, Yanlin Tang and Xinsheng Zhang

On Augmented Franses Tests for Seasonal Unit Roots pp. 5204-5212

Tomás del Barrio Castro and Andreu Sansó

Bhattacharyya-Type Information Inequality for the Bayes Risk pp. 5213-5224

Shintaro Hashimoto and Ken-Ichi Koike

Combination-Based Permutation Tests: Equipower Property and Power Behavior in Presence of Correlation pp. 5225-5239

Luigi Salmaso

Compositional Performance Evaluation with Importance Measures pp. 5240-5253

Xibin Zhao, Shubin Si, Hongyan Dui, Zhiqiang Cai, Junbo Wang and Xiaoyu Song

Generalized Concept of Relative Risk and Wider Applications of the Proportional Hazards Model and the Kaplan–Meier Estimator pp. 5254-5266

Bojuan Barbara Zhao

Sequential Monitoring Variance Changes in Location Model pp. 5267-5284

Peiyan Qi, Zheng Tian and Xifa Duan

Proportional Rate Model with Incomplete Covariate and Complete Auxiliary Information pp. 5285-5305

Zhibin Xu, Luqin Liu and Yanyan Liu

Stress-Strength Reliability of a Two-Parameter Bathtub-shaped Lifetime Distribution Based on Progressively Censored Samples pp. 5306-5328

Shirin Shoaee and Esmaile Khorram

Volume 44, issue 23, 2015

Reference Priors for Poisson Processes Involving Nuisance Parameters pp. 4893-4911

Dieter Grientschnig

Geiger Counter-Type Pólya–Eggenberger Distributions pp. 4912-4926

Kanwar Sen, Manju L. Agarwal and Sonali Bhattacharya

A New Test for New Better Than Used in Expectation Lifetimes pp. 4927-4939

Edgardo Lorenzo, Ganesh Malla and Hari Mukerjee

On Comparing Cumulative Incidence Functions Using an Empirical Likelihood Ratio Type Test pp. 4940-4952

Hammou El Barmi and Lahcen El Bermi

Burr-XII Distribution Parametric Estimation and Estimation of Reliability of Multicomponent Stress-Strength pp. 4953-4961

G. Srinivasa Rao, Muhammad Aslam and Debasis Kundu

Statistical Analysis in Constant-stress Accelerated Life Tests for Generalized Exponential Distribution with Progressive Type-I Hybrid Censoring pp. 4962-4982

Guangyu Zheng and Yimin Shi

The Scale Invariant Wigner Spectrum Estimation of Gaussian Locally Self-Similar Processes pp. 4983-5004

Y. Maleki and S. Rezakhah

Convolution of Binomial and Negative Binomial Variables pp. 5005-5022

Tomoaki Imoto

Inferential Issues on CUBE Models with Covariates pp. 5023-5036

Domenico Piccolo

A Dynamic Latent Model for Poverty Measurement pp. 5037-5048

Michele Costa and Luca De Angelis

Two-Sided Generalized Exponential Distribution pp. 5049-5070

Mustafa Ç. Korkmaz and Ali İ. Genç

A Bayesian Hierarchical Model for Multiple Comparisons in Mixed Models pp. 5071-5090

Qie Li and Junfeng Shang

Comparison of Shared Frailty Models for Kidney Infection Data under Exponential Power Baseline Distribution pp. 5091-5108

David D. Hanagal and Alok D. Dabade

Volume 44, issue 22, 2015

Distributions of Runs Revisited pp. 4663-4678

Yong Kong

Inference from the Exponentiated Weibull Model with Applications to Real Data pp. 4679-4695

Hafiz M. R. Khan, Anshul Saxena, Sankalp Das and Elizabeth Ross

Laws of the Iterated Logarithm and a Moderate Deviation of MLE for the Proportional Hazards Model with Incomplete Information pp. 4696-4708

Yurong Chen and Luqin Liu

Computation of Spatial Gini Coefficients pp. 4709-4720

Sucharita Ghosh

Nested Latin Hypercube Designs with Sliced Structures pp. 4721-4733

Hao Chen and Min-Qian Liu

Asymptotic Theory of Taguchi’s Natural Estimators of the Signal to Noise Ratio for Dynamic Robust Parameter Design pp. 4734-4741

Koji Tsukuda and Yasushi Nagata

r-d Class Estimator Under Misspecification pp. 4742-4756

Gülesen Üstündaĝ Şiray

Exact Average Run Lengths for Monitoring Poisson Counts pp. 4757-4771

M. A. A. Cox

Inverse Circular–Linear/Linear–Circular Regression pp. 4772-4782

Sungsu Kim and Ashis SenGupta

An Alpha Half Normal Slash Distribution for Analyzing Non Negative Data pp. 4783-4795

Wenhao Gui

Estimation of the Parameter of the Selected Binomial Population pp. 4796-4811

Riyadh R. Al-Mosawi and P. Vellaisamy

The Wild Bootstrap for Multilevel Models pp. 4812-4825

Lucia Modugno and Simone Giannerini

Adaptive Order Determination for Constructing Time Series Forecasting Models pp. 4826-4847

Yongli Zhang and Sergio Koreisha

Asymptotic Inferences for an AR(1) Model with a Change Point and Possibly Infinite Variance pp. 4848-4865

Tianxiao Pang and Danna Zhang

Binomial Mixture Modeling of University Credits pp. 4866-4879

Leonardo Grilli, Carla Rampichini and Roberta Varriale

Some Elementary Theory of Permutation Tests pp. 4880-4892

Fortunato Pesarin

Volume 44, issue 21, 2015

Tucker3 Model for Compositional Data pp. 4441-4453

Michele Gallo

Statistical Monitoring of Autocorrelated Simple Linear Profiles Based on Principal Components Analysis pp. 4454-4475

Seyed Taghi Akhavan Niaki, Majid Khedmati and Mir Emad Soleymanian

Testing Linear Regression Models in Non Regular Case pp. 4476-4490

Zaher Mohdeb and Abdelkader Mokkadem

On Wavelet Estimation of the Derivatives of a Density Based on Biased Data pp. 4491-4506

Yogendra P. Chaubey and Esmaeil Shirazi

Multiple Comparisons with Control Under Stochastic Ordering: Controlling FDR pp. 4507-4520

Jianwei Gou and Jinde Wang

Variable Selection for Semiparametric Varying Coefficient Partially Linear Errors-in-Variables (EV) Model with Missing Response pp. 4521-4539

Hu Yang and Xiaochao Xia

Analysis of the Covariance Structure in Manufactured Parts pp. 4540-4551

Suela Ruffa, Grazia Vicario and Giovanni Pistone

On the Bivariate Skellam Distribution pp. 4552-4567

Jan Bulla, Christophe Chesneau and Maher Kachour

Smoothing a Time Series by Segments of the Data Range pp. 4568-4585

Victor M. Guerrero and Eliud Silva

Obtaining a Trapezoidal Distribution pp. 4586-4599

Jim Lawrence, Raghu Kacker and Rüdiger Kessel

D-minimax Second-order Designs Over Hypercubes for Extrapolation and Restricted Interpolation Regions pp. 4600-4613

S. Huda and R. M’Hallah

An Investigation of Agreement Between the Item Difficulty Coefficient Calculated in Accordance With Classical Test Theory and Item Response Theory With Bland–Altman Method pp. 4614-4621

Tülin Acar

A Note on Wald's Type Chi-squared Tests of Fit pp. 4622-4630

Vassilly Voinov

Estimation of Multiple Linear Regression Model with Twice-Censored Data pp. 4631-4640

Pao-Sheng Shen

Limit Laws for Maxima of Contracted Stationary Gaussian Sequences pp. 4641-4650

Enkelejd Hashorva and Zhichao Weng

Probabilistic Properties of Parametric Dual and Inverse Time Series Models Generated by ARMA Models pp. 4651-4661

Ahmed El Ghini

Volume 44, issue 20, 2015

The Exponentiated G Poisson Model pp. 4217-4240

Antonio E. Gomes, Cibele Q. Da-Silva and Gauss M. Cordeiro

An Improved Class of Estimators for the General Population Parameters Using Auxiliary Information pp. 4241-4262

Ramkrishna S. Solanki and Housila P. Singh

On the Mixture Proportional Mean Residual Life Model pp. 4263-4277

Majid Rezaei and Behzad Gholizadeh

Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims pp. 4278-4306

Fenglong Guo and Dingcheng Wang

Non Parametric Regression Quantile Estimation for Dependent Functional Data under Random Censorship: Asymptotic Normality pp. 4307-4332

Walid Horrigue and Elias Ould Saïd

Distributions and Process Capability Control Charts for CPU and CPL Using Subgroup Information pp. 4333-4353

Moutushi Chatterjee and Ashis Kumar Chakraborty

A Quantile Regression Model for Time-Series Data in the Presence of Additive Components pp. 4354-4379

Yebin Cheng and Dawit Zerom

The Lehmann Model with Time-dependent Covariates pp. 4380-4395

Qiqing Yu, George Y. C. Wong, Michael P. Osborne, Yuting Hsu and Xiaosong Ai

Fisher Information Matrix for the Generalized Feller-Pareto Distribution pp. 4396-4407

Mahmoud Riad Mahmoud and Amani Shaheen Abd El-Ghafour

New Folded Models for the Log-Transformed Norwegian Fire Claim Data pp. 4408-4440

S. Nadarajah and S. A. A. Bakar

Volume 44, issue 19, 2015

Preface pp. 3997-3997

Syed N. U. A. Kirmani and Ram C. Tripathi

Orthogonal Spacings pp. 3998-4006

Barry C. Arnold and Jose A. Villasenor

Likelihood Inference for Flexible Cure Rate Models with Gamma Lifetimes pp. 4007-4048

N. Balakrishnan and Suvra Pal

An Extension of Chen’s Family of Survival Distributions with Bathtub Shape or Increasing Hazard Rate Function pp. 4049-4064

Yogendra P. Chaubey and Rui Zhang

Testing an Exponential Delay Time Model Against an Intensity Proportional Repair Alert Model pp. 4065-4076

J. Y. Dauxois and S. Jomhoori

A New Weibull-Pareto Distribution pp. 4077-4095

Mohammad A. Aljarrah, Felix Famoye and Carl Lee

Inferences on Stress-Strength Reliability from Weighted Lindley Distributions pp. 4096-4113

D. K. Al-Mutairi, M. E. Ghitany and Debasis Kundu

Properties of Reliability Functions of Discrete Distributions pp. 4114-4131

Pushpa L. Gupta

On Stochastic Comparisons of Largest Order Statistics in the Scale Model pp. 4132-4143

Subhash C. Kochar and Nuria Torrado

Selecting The Exponential Population Having The Larger Guarantee Time With Unequal Sample Sizes pp. 4144-4171

Mohd. Arshad and Neeraj Misra

Fisher Information in Censored Samples from the Marshall-Olkin Bivariate Exponential Distribution pp. 4172-4184

H. N. Nagaraja and Qinying He

Odds Function and Odds Rate for Discrete Lifetime Distributions pp. 4185-4202

N. Unnikrishnan Nair and P. G. Sankaran

Count Distribution for Generalized Weibull Duration with Applications pp. 4203-4216

S. H. Ong, Atanu Biswas, S. Peiris and Y. C. Low

Volume 44, issue 18, 2015

Evaluation of Response Surface Designs in Presence of Errors in Factor Levels pp. 3769-3781

Juntao Fang, Zhen He and Linxi Song

Conditional Choquet Expectation pp. 3782-3795

Hongxia Wang

On Fitting Transformation Model to Survey Data pp. 3796-3811

Pao-Sheng Shen

Asymptotic Properties of Random Weighted Empirical Distribution Function pp. 3812-3824

Gaoge Hu, Shesheng Gao, Yongmin Zhong and Chengfan Gu

Convergence of Sample Eigenvectors of Spiked Population Model pp. 3825-3840

Xue Ding

A New GWMA Control Chart for Monitoring Process Mean and Variability pp. 3841-3856

Chi-Jui Huang

Skewness-Kurtosis Bounds for EGB1, EGB2, and Special Cases pp. 3857-3864

Sean C. Kerman and James McDonald

On ℓ-overlapping Runs of Ones of Length k in Sequences of Independent Binary Random Variables pp. 3865-3884

Frosso S. Makri and Zaharias M. Psillakis

Randomly Weighted Sums of Pairwise Quasi Upper-Tail Independent Increments with Application to Risk Theory pp. 3885-3902

Qingwu Gao and Na Jin

Local Linear Estimation of Second-order Jump-diffusion Model pp. 3903-3920

Yingyu Chen and Lixin Zhang

Bounded Area Tests For Comparing The Dynamics Between ARMA Processes pp. 3921-3941

Ferebee Tunno

From Conditional Independence to Conditionally Negative Association: Some Preliminary Results pp. 3942-3966

Demei Yuan and Shunjing Li

Zenga Distribution and Inequality Ordering pp. 3967-3977

Francesco Porro

Independence in Contingency Tables Using Simplicial Geometry pp. 3978-3996

Juan José Egozcue, Vera Pawlowsky-Glahn, Matthias Templ and Karel Hron

Volume 44, issue 17, 2015

Preliminary Test Regression Estimator When two Prior Values of Population Mean (μx) of an Auxiliary Variable (x) are Available pp. 3541-3548

D. Shukla and B. V. S. Sisodia

Limit Theory for the QMLE of the GQARCH (1,1) Model pp. 3549-3575

Stelios Arvanitis and Alexandros Louka

A Recursive Algorithm For the Single and Product Moments of Order Statistics From the Exponential-geometric Distribution and Some Estimation Methods pp. 3576-3598

N. Balakrishnan, Xiaojun Zhu and Bander Al-Zahrani

Modeling Interval Time Series with Space–Time Processes pp. 3599-3627

Paulo Teles and Paula Brito

On Blest’s Measure of Kurtosis Adjusted for Skewness pp. 3628-3638

J. F. Rosco, Arthur Pewsey and M. C. Jones

The Berry–Esseen Bounds for Sample Rescaled Poly-Variograms pp. 3639-3652

Wensheng Wang, Ka-Ho Wu and Kyo-Shin Hwang

A Note on Equality and Inequality of Some Factor Score Predictors pp. 3653-3657

André Beauducel

Unbiased Estimation for the General Half-Normal Distribution pp. 3658-3667

A. G. Nogales and P. Pérez

Testing of Suspected Observations in an Exponential Sample With Unknown Origin pp. 3668-3679

Nirpeksh Kumar

Estimation of a Cumulative Distribution Function Under Interval Censoring “case 1” Via Warped Wavelets pp. 3680-3702

Christophe Chesneau and Thomas Willer

Point and Interval Estimations of Marginal Risk Difference by Logistic Model pp. 3703-3722

Xiaoqin Wang, Yin Jin and Li Yin

Single Attribute Control Charts for a Markovian-Dependent Process pp. 3723-3737

Adnaik S. B., Gadre M. P. and Rattihalli R. N.

Subjective Bayesian Analysis of the Elliptical Model pp. 3738-3753

J. Van Niekerk, A. Bekker, M. Arashi and J.J.J. Roux

Fiducial and Posterior Sampling pp. 3754-3767

Gunnar Taraldsen and Bo H. Lindqvist

Volume 44, issue 16, 2015

Interpreting the Principal Component Analysis of Multivariate Density Functions pp. 3321-3339

Rachid Boumaza, Smail Yousfi and Sabine Demotes-Mainard

Randomized Response Techniques Using Maximum Likelihood Estimator pp. 3340-3349

Raghunath Arnab and D. K. Shangodoyin

A New Design on Attributes Single Sampling Plans pp. 3350-3362

Fangyu Liu and Lirong Cui

A Note on the Comparison of the Stein Estimator and the James-Stein Estimator pp. 3363-3374

Shi-Shun Zhao, Jian Tao, Ning-Zhong Shi and Nan Lin

Bounds on Sample Variation Measures Based on Majorization pp. 3375-3386

Tarald O. Kvålseth

The Transmuted Log-Logistic Distribution: Modeling, Inference, and an Application to a Polled Tabapua Race Time up to First Calving Data pp. 3387-3402

Daniele Cristina Tita Granzotto and Francisco Louzada

Calibrated Estimators of Population Mean for a Mail Survey Design pp. 3403-3427

Lee Dykes, Sarjinder Singh, Stephen A. sedory and Vincent Louis

Gaussian Process Models for Non Parametric Functional Regression with Functional Responses pp. 3428-3445

Xingyu Tang, Zhaoping Hong, Yuao Hu and Heng Lian

Kernel-Based Profile Estimation for Ordinary Differential Equations with Partially Measured State Variables pp. 3446-3463

Jie Zhou, Lu Han and Sanyang Liu

Berry-Esseen Bounds for Random Index Non Linear Statistics via Stein's Method pp. 3464-3485

Mongkhon Tuntapthai, Nattakarn Chaidee and Kritsana Neammanee

The Harris Extended Exponential Distribution pp. 3486-3502

Luis Gustavo Bastos Pinho, Gauss Moutinho Cordeiro and Juvêncio Santos Nobre

Bias Adjustment Minimizing the Asymptotic Mean Square Error pp. 3503-3522

Haruhiko Ogasawara

Empirical Likelihood for Partially Non Linear Models with Missing Response Variables at Random pp. 3523-3540

Yanting Xiao, Zheng Tian and Wenyan Guo

Volume 44, issue 15, 2015

Two-dimensional Renewal Function Approximation pp. 3107-3124

Ehsan Moghimi Hadji, Nirmal Singh Kambo and Alagar Rangan

Geometric Ergodicity and Scanning Strategies for Two-Component Gibbs Samplers pp. 3125-3145

Alicia A. Johnson and Owen Burbank

Further Results for a General Family of Bivariate Copulas pp. 3146-3157

S. Izadkhah, H. Ahmadzade and M. Amini

Minimum Cost Linear Trend Free 2n-(n-k) Designs of Resolution IV pp. 3158-3172

Hisham Hilow

Capturing the Spillover Effect With Multiplicative Error Models pp. 3173-3191

Edoardo Otranto

Some Asymptotic Formulas for a Brownian Motion From the Maximum and Minimum Complicated Domains pp. 3192-3217

Dawei Lu

Empirical Likelihood for Linear Models Under Linear Process Errors pp. 3218-3233

Yongsong Qin and Qingzhu Lei

Effect of Violation of the Normal Assumption on MI and ML Estimators in the Analysis of Incomplete Data pp. 3234-3250

Shintaro Hojo, Michio Yamamoto and Yutaka Kano

An Asymptotic Characterization of Finite Degree U-statistics With Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test Statistics pp. 3251-3265

Feng Yao and Carlos Martins-Filho

Some Theoretical Comparisons of Negative Binomial and Zero-Inflated Poisson Distributions pp. 3266-3277

Changyong Feng, Hongyue Wang, Yu Han, Yinglin Xia, Naiji Lu and Xin M. Tu

Reliability Evaluation for A Class of Multi-Unit Cold Standby Systems under Poisson Shocks pp. 3278-3288

Qingtai Wu, Jin Zhang and Jiashan Tang

A Test for Comparing Tail Indices for Heavy-Tailed Distributions via Empirical Likelihood pp. 3289-3302

Julien Worms and Rym Worms

Ridge Autoregression Estimation: LS Method pp. 3303-3320

A. K. MD. Ehsanes Saleh and Amal F. Ghania

Volume 44, issue 14, 2015

Score Tests for Both Extra Zeros and Extra Ones in Binomial Mixed Regression Models pp. 2881-2897

Dianliang Deng and Yu Zhang

Designs Robust against Violation of Normality Assumption in the Standard F-test pp. 2898-2910

A. Biswas, P. Das and N. K. Mandal

Threshold Vector Arma Models pp. 2911-2923

Marcella Niglio and Cosimo Damiano Vitale

A Note on the Use of Some Functions of Spacings in the Estimation of Common Scale Parameter of Several Symmetric Distributions pp. 2924-2932

R. S. Priya and P. Yageen Thomas

The Consumer’s Risk and Costs in Zero-Acceptance Number Sampling pp. 2933-2944

K. Govindaraju and M. Bebbington

Analysis of Frechet Distribution Using Reference Priors pp. 2945-2956

Kamran Abbas and Yincai Tang

Asymptotically Efficient Estimation of a Bivariate Gaussian–Weibull Distribution and an Introduction to the Associated Pseudo-truncated Weibull pp. 2957-2975

Steve P. Verrill, James W. Evans, David E. Kretschmann and Cherilyn A. Hatfield

Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate pp. 2976-2983

Xiaodong Bai, Lixin Song and Yuebao Wang

Partially Calibrated Poststratified Weights for Handling Unit Non Response pp. 2984-3000

Mingue Park

Confidence Intervals for Quantiles of a Two-parameter Exponential Distribution under Progressive Type-II Censoring pp. 3001-3010

N. Balakrishnan, A. J. Hayter, W. Liu and S. Kiatsupaibul

A Modified Version of Logarithmic Series Distribution and Its Applications pp. 3011-3021

C. Satheesh Kumar and A. Riyaz

On a Risk Model With Delayed Claims Under Stochastic Interest Rates pp. 3022-3041

Jie-Hua Xie, Jian-Wei Gao and Wei Zou

Bonferroni-type Plug-in Procedure Controlling Generalized Familywise Error Rate pp. 3042-3055

Li Wang and Xingzhong Xu

Two Conditionally Specified Mixed Binomial Distributions pp. 3056-3072

A. J. Sáez-Castillo and A. M. Martínez-Rodríguez

Multivariate Weibull and Pareto Distributions in Hilbert Space pp. 3073-3086

Hsiaw-Chan Yeh

On Discrete Gamma Distribution pp. 3087-3098

A. M. Abouammoh and Najla S. Alhazzani

On General Continuous Triangular and Two-sided Power Distributions pp. 3099-3106

Silvio S. Zocchi and Célestin C. Kokonendji

Volume 44, issue 13, 2015

A Note on the Factor Values of Three Common Shewhart Variables Control Charts pp. 2655-2673

Henry H. Bi

An Improved Test for Continuous Local Martingales pp. 2674-2688

David A. Rolls and Owen D. Jones

Statistical Monitoring of Nominal Logistic Profiles in Phase II pp. 2689-2704

R. Noorossana, S. T. A. Niaki and H. Izadbakhsh

A Compressive Sensing Based Analysis of Anomalies in Generalized Linear Models pp. 2705-2719

Brian Moore and Balasubramaniam Natarajan

Moments for Some Kumaraswamy Generalized Distributions pp. 2720-2737

Gauss M. Cordeiro and Rejane dos S. B. Bager

The Generalized Pascal Triangle and the Matrix Variate Jensen-Logistic Distribution pp. 2738-2752

Francisco J. Caro-Lopera, Graciela González-Farías and N. Balakrishnan

Characterizing Discrete Life Distributions by Properties of Reversed Variance Residual life pp. 2753-2763

Deemat C. Mathew and M. I. Beg

Minimum Aberration Regular Two-Level Designs in the Presence of Dispersion Factors pp. 2764-2773

Ya-Chun Hsiao, Chen-Tuo Liao and Li-Yu D. Liu

Bayesian Statistical Inference For Laplacian Class of Matrix Variate Elliptically Contoured Models pp. 2774-2787

M. Arashi, A. K. MD. Ehsanes Saleh, Daya K. Nagar and S. M. M. Tabatabaey

A Tutorial of Survival Modeling to Capture Covariate Effect pp. 2788-2797

Ying Zhang, Jagbir Singh and Ramalingam Shanmugam

Estimation of Finite Population Mean in Stratified Random Sampling with Two Auxiliary Variables under Double Sampling Design pp. 2798-2808

Sat Gupta and Javid Shabbir

Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models pp. 2809-2826

Jiang Du, Gaorong Li and Heng Peng

Faster Convergence to the Estimation of Quadratic Variation with Microstructure Noise pp. 2827-2841

Yun-Cheng Tsai and Yuh-Dauh Lyuu

Generalized Analysis-of-variance-type Test for the Single-index Quantile Model pp. 2842-2861

Rong Jiang, Zhan-Gong Zhou and Wei-Min Qian

Lack-of-fit Tests Based On Partial Sums of Residuals pp. 2862-2880

Ronald Christensen and Yong Lin

Volume 44, issue 12, 2015

The Empirical Likelihood Inference of a Regression Parameter in Censored Partial Linear Models Based on a Piecewise Polynomial pp. 2431-2451

Guannan Wang, Zhizhong Wang and Ye Tian

SCAD-Penalized Least Absolute Deviation Regression in High-Dimensional Models pp. 2452-2472

Mingqiu Wang, Lixin Song and Guo-liang Tian

On the Use of Semi-folding in Regular Blocked Two-level Factorial Designs pp. 2473-2506

Yibing Oliver Chen and Mike Jacroux

A Note On Regions of Given Probability of the Extended Skew-normal Distribution pp. 2507-2516

Antonio Canale

Distribution of the Number of Observations Greater Than the ith Dependent Progressively Type-II Censored Order Statistic and Its Use in Goodness-of-fit Testing pp. 2517-2529

M. Rezapour, M. H. Alamatsaz and N. Balakrishnan

Application of Concomitants of Order Statistics of Independent Non Identically Distributed Random Variables in Estimation pp. 2530-2545

Veena T.g and P. Yageen Thomas

Uniform AR(1) Processes and Maxima on Partial Samples pp. 2546-2563

Pavle Mladenović and Lenka Živadinović

Existence Conditions for Balanced Fractional 2m Factorial Designs of Resolution 2l + 1 Derived from Simple Arrays pp. 2564-2570

Y. Hyodo, H. Yumiba and M. Kuwada

Some Effective Rotation Patterns in Estimation of Population Mean in Two-Occasion Successive Sampling pp. 2571-2585

G. N. Singh, D. Majhi, S. Maurya and A. K. Sharma

Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model pp. 2586-2599

Zhi-Wen Zhao, De-Hui Wang, Cui-Xin Peng and Mei-Li Zhang

Improving The Efficiency of The Case-Crossover Design pp. 2600-2619

Tonya Lauriski-Karriker and William Navidi

A Statistical Issue About a Phase III Multi-regional Trial for the Survival Data under Accelerated Failure Time Model with Unrecognized Heterogeneity pp. 2620-2629

Feng-Shou Ko

Inferences on the Coefficients of Variation in a Multivariate Normal Population pp. 2630-2643

Ali Akbar Jafari

Hierarchical Bayesian Models for the Estimation of Correlated Effects in Multilevel Data: A Simulation Study to Assess Model Performance pp. 2644-2653

Giulia Roli and Paola Monari

Volume 44, issue 11, 2015

Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model pp. 2207-2221

Huahui Yan, Huisheng Shu and Xiu Kan

Dependent Right Censorship in the MOMW Distribution pp. 2222-2242

Nasser Davarzani, Ahmad Parsian and Ralf Peeters

Variable Selection in Semiparametric Quantile Modeling for Longitudinal Data pp. 2243-2266

Kangning Wang and Lu Lin

Leverages and Influential Observations in a Regression Model with Autocorrelated Errors pp. 2267-2290

M. Revan Özkale and Tuğba Söküt Açar

The Methods for Approximation of Principal Points for Binary Distributions on the Basis of Submodularity pp. 2291-2309

Haruka Yamashita and Hideo Suzuki

Bounds on Normal Approximations for the number of Descents and Inversions pp. 2310-2329

Wichairat Chuntee and Kritsana Neammanee

Asymptotic Expansions for i.i.d. Sums Via Lower-order Convolutions pp. 2330-2350

Kenneth S. Berenhaut, James W. Chernesky, Jr. and Ross P. Hilton

Likelihood Ratio Tests for Interval Hypotheses with Applications pp. 2351-2370

Junyong Park, Bimal Sinha, Arvind Shah, Dihua Xu and Jianxin Lin

Almost Periodic Solutions for Stochastic Differential Equations Driven By G-Brownian Motion pp. 2371-2384

Miao Zhang and Gaofeng Zong

Exponential Inequalities in Stochastic Inverse Problems Using an Iterative Method pp. 2385-2397

Abdelnasser Dahmani and Karima Belaide

On Some Families of Estimators of Variance of Post-Stratified Sample Mean Using Two Auxiliary Variables pp. 2398-2415

Saadia Masood and Javid Shabbir

Asymptotic Properties and Variance Estimators of the M-quantile Regression Coefficients Estimators pp. 2416-2429

Annamaria Bianchi and Nicola Salvati

Volume 44, issue 10, 2015

Evaluation of the Predictive Performance of the Liu Estimator pp. 1981-1993

Fela Özbey and Selahattin Kaçiranlar

The General Segmented Distribution pp. 1994-2009

Michael Vander Wielen and Ryan Vander Wielen

Improved Ordering Results for Fail-Safe Systems with Exponential Components pp. 2010-2023

N. Balakrishnan, Abedin Haidari and Ghobad Barmalzan

A Simple Corrected Score for Logistic Regression with Errors-in-Covariates pp. 2024-2036

Jian Chen, John J. Hanfelt and Yijian Huang

The Poisson Generalized Linear Failure Rate Model pp. 2037-2058

Gauss M. Cordeiro, Edwin Ortega and Artur Lemonte

Autoregressive Order Identification for VAR Models with Non Constant Variance pp. 2059-2078

Hamdi Raïssi

Discrete Beta-Exponential Distribution pp. 2079-2091

V. Nekoukhou, M. H. Alamatsaz, H. Bidram and A. H. Aghajani

Optimal Block Designs With Interference Effects From Neighboring Units Under a Non Additive Model pp. 2092-2103

Arpan Bhowmik, Seema Jaggi, Cini Varghese and Eldho Varghese

On Linear Operations on Stationary and Non Stationary Random Processes pp. 2104-2106

Elias Masry

An Investigation of Quantile Function Estimators Relative to Quantile Confidence Interval Coverage pp. 2107-2135

Lai Wei, Dongliang Wang and Alan D. Hutson

Inference for a Hidden Truncated (Both-Sided) Bivariate Pareto (II) Distribution pp. 2136-2150

Indranil Ghosh and Saralees Nadarajah

On Variance-Stabilizing Multivariate Non Parametric Regression Estimation pp. 2151-2175

Kiheiji Nishida and Yuichiro Kanazawa

A Note on a Commonly Used Ridge Regression Monte Carlo Design pp. 2176-2179

H. E.T. Holgersson

Stochastic Loss Reserving in Discrete Time: Individual vs. Aggregate Data Models pp. 2180-2206

Jinlong Huang, Chunjuan Qiu and Xianyi Wu

Volume 44, issue 9, 2015

Some Asymptotic Formulas for a Brownian Motion With a Regular Variation From a Parabolic Domain pp. 1763-1778

Dawei Lu and Lixin Song

Diagnostics of Variance of the Error in Mixed Effects Linear Models Based on M-estimation pp. 1779-1785

Huihui Sun and Jinguan Lin

A Selection Procedure for Selecting the Least Increasing Failure Rate Average Distribution pp. 1786-1796

Suresh Kumar Sharma, Kanchan Jain and Neetu Singla

A Measure of Discrimination Between two Double Truncated Distributions pp. 1797-1805

Omar Abd Al-Rahman Ibrahim Kittaneh

Non Autonomous Semilinear Stochastic Evolution Equations pp. 1806-1818

Xi-Liang Fan

A General Model of Random Variation pp. 1819-1841

Haim Shore

Influence Measures in Quantile Regression Models pp. 1842-1853

Bruno R. Santos and Silvia N. Elian

Empirical Likelihood for Single-Index Regression Models under Negatively Associated Errors pp. 1854-1868

Zheng-Yan Lin and Ran Wang

On Parametrization of Multivariate Skew-Normal Distribution pp. 1869-1885

Meelis Käärik, Anne Selart and Ene Käärik

Fitting Distributions with the Polyhazard Model with Dependence pp. 1886-1895

Rodrigo Tsai and Luiz Hotta

Non Parametric Estimation of Second-Order Diffusion Equation by Using Asymmetric Kernels pp. 1896-1910

Muhammad Hanif

Detection and Diagnosis of Distribution Changes of Degree Ratio in Complex Networks pp. 1911-1938

Dong Han, Fugee Tsung and Xianghui Ning

Adaptive Procedures for the Wilcoxon–Mann–Whitney Test: Seven Decades of Advances pp. 1939-1957

Li Hao and Daniel Houser

On Second Order Admissibilities in Two-Parameter Logistic Regression Model pp. 1958-1966

Hidekazu Tanaka, Chie Obayashi and Yoshiji Takagi

A Bayesian Analysis of Autoregressive Models with Exogenous Variables and Power-Transformed and Threshold GARCH Errors pp. 1967-1980

Qiang Xia, Rubing Liang and Jinshan Liu

Volume 44, issue 8, 2015

Regression Analysis of Left-truncated and Case I Interval-censored Data with the Additive Hazards Model pp. 1537-1551

Peijie Wang, Xingwei Tong, Shishun Zhao and Jianguo Sun

Nonparametric Mixtures Based on Skew-normal Distributions: An Application to Density Estimation pp. 1552-1570

Caroline C. Vieira, Rosangela H. Loschi and Denise Duarte

Inversion Theorem Based Kernel Density Estimation for the Ordinary Least Squares Estimator of a Regression Coefficient pp. 1571-1579

Dongliang Wang and Alan D. Hutson

Shrinkage Estimation of the Memory Parameter in Stationary Gaussian Processes pp. 1580-1591

Sévérien Nkurunziza and Abdulkadir Hussein

An Alternative Cluster Detection Test in Spatial Scan Statistics pp. 1592-1601

A. R. Soltani and S. M. Aboukhamseen

Mixtures of Linear Regression with Measurement Errors pp. 1602-1614

Weixin Yao and Weixing Song

On Strong Convergence pp. 1615-1620

Alexei Stepanov

A Test of Non Null Hypothesis for Linear Trends in Proportions pp. 1621-1639

Guolong Zhao

On a Selection Weibull Distribution pp. 1640-1652

Mohammadreza Nourbakhsh, Yaser Mehrali, Ahad Jamalizadeh and Gholamhoseein Yari

Some Results on Dynamic Generalized Survival Entropy pp. 1653-1668

M. Abbasnejad and G. R. Mohtashami Borzadaran

Best Linear Classification Rule for Multivariate Interval Screened Data pp. 1669-1690

Hea-jung Kim

A New Discrete Distribution Related to Generalized Gamma Distribution and Its Properties pp. 1691-1705

Subrata Chakraborty

Two Extended Burr Models: Theory and Practice pp. 1706-1734

Antonio E. Gomes, Cibele Q. da-Silva and Gauss M. Cordeiro

Missing Values in Linear Regression: Imputations Using An Error-Contaminated Linear Predictor pp. 1735-1744

Sibnarayan Guria and Sugata Sen Roy

Approximate and Fiducial Confidence Intervals for the Difference Between Two Binomial Proportions pp. 1745-1759

K. Krishnamoorthy and Dan Zhang

Erratum pp. 1760-1760

The Editors

Erratum pp. 1761-1761

The Editors

Corrigendum pp. 1762-1762

The Editors

Volume 44, issue 7, 2015

Nonparametric Estimation of the Stationary Distribution of a Discrete-Time Semi-Markov Process pp. 1319-1337

Stylianos Georgiadis and Nikolaos Limnios

Comparison of Frailty Models for Acute Leukemia Data under Gompertz Baseline Distribution pp. 1338-1350

David D. Hanagal and Richa Sharma

Analysis of Bivariate Survival Data using Shared Inverse Gaussian Frailty Model pp. 1351-1380

David D. Hanagal and Richa Sharma

A Note on Rank Correlation Inequalities with Missing Data pp. 1381-1386

Ted Speevak and Takis Papaioannou

Tests of Covariance Matrices for High Dimensional Multivariate Data Under Non Normality pp. 1387-1398

M. Rauf Ahmad and Dietrich Von Rosen

Approximation to Multifractional Riemann-Liouville Brownian Sheet pp. 1399-1410

Hongshuai Dai

A Lasso-type Robust Variable Selection for Time-Course Microarray Data pp. 1411-1425

Ji Young Kim

Generalized Inverse Gamma Distribution and its Application in Reliability pp. 1426-1435

M. E. Mead

Efficient Penalized Estimation for Linear Regression Model pp. 1436-1449

Guangyu Mao

Some Classes of Estimators for Median Estimation in Survey Sampling pp. 1450-1465

Ramkrishna S. Solanki and Housila P. Singh

Adaptive Crossover Design for Normal Responses pp. 1466-1482

Uttam Bandyopadhyay and Shirsendu Mukherjee

Precise Asymptotics in Complete Moment Convergence of Parameter Estimator in the Gaussian Autoregressive Process pp. 1483-1496

Jiang Hui and Yu Lei

Some Results About Standardization for a Non Confounder in Estimators of (log) Relative Risk pp. 1497-1507

Xueli Wang and Xiao-Hua Zhou

Local Linear Estimation for Spatiotemporal Models Based on Least Absolute Deviation pp. 1508-1522

Hongxia Wang, Jinguan Lin and Jinde Wang

Quantile Regression with Left-Truncated and Right-Censored Data in a Reproducing Kernel Hilbert Space pp. 1523-1536

Jinho Park

Volume 44, issue 6, 2015

Detection and Estimation of Jump Points in Non parametric Regression Function with AR(1) Noise pp. 1097-1110

Dan Wang and Pengjiang Guo

A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations pp. 1111-1129

Shibin Zhang, Zhengyan Lin and Xinsheng Zhang

Moving Block Bootstrap for Analyzing Longitudinal Data pp. 1130-1142

Hyunsu Ju

Exponentiated Geometric Distribution: Another Generalization of Geometric Distribution pp. 1143-1157

Subrata Chakraborty and Rameshwar D. Gupta

A Superstructure of Process Capability Indices for Circular Specification Region pp. 1158-1181

Moutushi Chatterjee and Ashis Kumar Chakraborty

Effective Rotation Patterns Under Non Response in Two-Occasion Successive Sampling pp. 1182-1195

G. N. Singh, D. Majhi, S. Prasad and F. Homa

An Improved Procedure of Estimating the Finite Population Mean Using Auxiliary Information in the Presence of Random Non Response pp. 1196-1209

Rajesh Tailor, Balkishan Sharma and Housila P. Singh

Interval Estimation of the Stress-Strength Reliability with Independent Normal Random Variables pp. 1210-1221

Pierre Nguimkeu, Marie Rekkas and Augustine Wong

Asymmetrical Orthogonal Arrays With Run Size 100 pp. 1222-1240

Chun Luo, Yingshan Zhang and Sihui He

Trace of the Variance-Covariance Matrix in Natural Exponential Families pp. 1241-1254

Taher Ben Arab, Afif Masmoudi and Mourad Zribi

Combined Variable Sample Size, Sampling Interval, and Double Sampling (CVSSIDS) Adaptive Control Charts pp. 1255-1269

Rassoul Noorossana, Maryam Shekary A and Ali Deheshvar

A New Robust Regression Method Based on Particle Swarm Optimization pp. 1270-1280

Ozge Cagcag, Ufuk Yolcu and Erol Egrioglu

Singular Ridge Regression With Stochastic Constraints pp. 1281-1292

M. Arashi, M. Janfada and M. Norouzirad

Maximal Invariant and Weakly Equivariant Estimators pp. 1293-1317

M. Shams, M. Emadi and N. R. Arghami

Volume 44, issue 5, 2015

On MISE of a Non linear Wavelet Estimator of the Regression Function Based on Biased Data under Strong Mixing pp. 885-899

Yogendra P. Chaubey and Esmaeil Shirazi

Asymptotic Distributions of the Generalized Range, Midrange, Extremal Quotient, and Extremal Product, with a Comparison Study pp. 900-913

H. M. Barakat, E. M. Nigm and A. Elsawah

Robustness of the Affine Equivariant Scatter Estimator Based on the Spatial Rank Covariance Matrix pp. 914-932

Kai Yu, Xin Dang and Yixin Chen

Autocovariance Function of the Fractionally Integrated Separable Spatial ARMA (FISSARMA) Models pp. 933-941

Alireza Ghodsi and Mahendran Shitan

Modified Synthetic Control Chart for One-Step Markov-Dependent Processes pp. 942-952

Adnaik Sachin Bajirao and Gadre Mukund Parasharam

Bayesian Analysis of the Censored Regression Model with an AEPD Error Term pp. 953-971

Cheng Gao and Hiroki Tsurumi

A Universal Prior Distribution for Bayesian Consistency of Non parametric Procedures pp. 972-982

Yang Xing

Semiparametric Regression for Time Series of Counts pp. 983-995

Qin Wang and Rongning Wu

Semiparametric Hierarchical Composite Quantile Regression pp. 996-1012

Yanliang Chen, Man-Lai Tang and Maozai Tian

Improvement in Estimating the Population Median in Simple Random Sampling and Stratified Random Sampling Using Auxiliary Information pp. 1013-1032

Sibel Aladag and Hulya Cingi

Robust Sparse Regression with High-Breakdown Value pp. 1033-1043

Weiyan Mu and Shifeng Xiong

On Complete Convergence for the Hybrid Process pp. 1044-1052

Sergio Alvarez-Andrade

Stochastically Curtailed Tests Under Fractional Brownian Motion pp. 1053-1064

Qiang Zhang, Dejian Lai and Barry R. Davis

Additive Transformation Models for Multivariate Interval-Censored Data pp. 1065-1079

Pao-Sheng Shen

Measuring and Estimating Treatment Effect on Count Outcome in Randomized Trial and Observational Studies pp. 1080-1095

Li Yin and Xiaoqin Wang

Volume 44, issue 4, 2015

Properties of the Cox–Ingersoll–Ross Interest Rate Processes with Two-sided Reflections pp. 657-670

Liu Chang, Shouting Chen and Ailin Zhu

Fractional Factorial Split-plot Designs with Two- and Four-level Factors Containing Clear Effects pp. 671-682

Jianxin Wang, Ye Yuan and Shengli Zhao

On Prediction for Correlated Domains in Longitudinal Surveys pp. 683-697

Tomasz Żądło

Benford’s Law for Mixtures pp. 698-709

Eugenio P. Balanzario

Recurrent Events Analysis in the Presence of Terminal Event and Zero-recurrence Subjects pp. 710-725

Xiaobing Zhao, Jinglong Wang, Xian Zhou and Zhongyi Zhu

A Non Parametric Exact Test Based on the Number of Records for an Early Detection of Emerging Events: Illustration in Epidemiology pp. 726-749

Zaher Khraibani, Christine Jacob, Christian Ducrot, Myriam Charras-Garrido and Carole Sala

Operating Characteristics of a Subset Selection Procedure Applied to a Hybrid Randomized Response Model pp. 750-777

Gary C. McDonald and Feiyi Jia

Integral Representation of Quaternion Elliptical Density and its Applications pp. 778-789

M. Arashi, A. Bekker, M. T. Loots and J. J. J. Roux

An Estimate of a Change Point in Variance of Measurement Errors and Its Convergence Rate pp. 790-797

C. Dong, B. Miao, C. Tan, D. Wei and Y. Wu

Residual Kriging for Functional Spatial Prediction of Salinity Curves pp. 798-809

Adriana Reyes, Ramón Giraldo and Jorge Mateu

Minimizing Upper Bound of Ruin Probability Under Discrete Risk Model with Markov Chain Interest Rate pp. 810-822

Xu Lin, Zhu Dongjin and Zhou Yanru

Bayesian Identification of Seasonal Multivariate Autoregressive Processes pp. 823-836

Samir M. Shaarawy and Sherif S. Ali

Spurious Regressions in Time Series with Long Memory pp. 837-854

Gaowen Wang and Nan-Wei Han

Calibration Estimator of a Rare Sensitive Attribute with Poisson Distribution pp. 855-871

Chang-Kyoon Son and Jong-Min Kim

Statistical Inference on Partially Linear Additive Models with Missing Response Variables and Error-prone Covariates pp. 872-883

Chuan-Hua Wei, Xu-Jie Jia and Hong-Sheng Hu

Volume 44, issue 3, 2015

Optimal Simultaneous Confidence Bands in Multiple Linear Regression with Predictor Variables Constrained in an Ellipsoidal Region pp. 441-452

P. Ah-Kine and W. Liu

Bayesian Inference of Autoregressive and Functional-Coefficient Moving Average Models pp. 453-467

Hai-Bin Wang and Ping Wu

Models Associated with Extended Exponential Smoothing pp. 468-475

Denis Bosq

M-estimation for Moderate Deviations From a Unit Root pp. 476-485

Xin-Bing Kong

Sample Size Determination and Rational Partition for A Multi- Regional Trial for Survival (Time-To-Event) Data with Unrecognized Heterogeneity that Interacts with Treatment pp. 486-496

Feng-Shou Ko

A Multivariate Generalized Poisson Regression Model pp. 497-511

Felix Famoye

On the Nonparametric Mean Residual Life Estimator in Length-biased Sampling pp. 512-519

V. Fakoor

First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks pp. 520-532

Fan Yang

Estimation of Survival Function in Cox Regression Model Under Random Censoring From Both Sides pp. 533-553

A. A. Abdushukurov

Some Skew-Symmetric Distributions Which Include the Bimodal Ones pp. 554-563

Dexter O. Cahoy

Testing for Random Effects in Growth Curve Models pp. 564-572

Zaixing Li

On an Extended Version of Skew Generalized Normal Distribution and Some of its Properties pp. 573-586

C. Satheesh Kumar and M. R. Anusree

Testing Three-factor Interaction in Unreplicated Three-way Layouts pp. 587-606

S. M. Sadooghi-Alvandi and M. Kharrati-Kopaei

An Appreciation of Balanced Loss Functions Via Regret Loss pp. 607-616

Tapan K. Nayak and Bimal Sinha

On the Strong Consistency of Ridge Estimates pp. 617-626

João Lita Da Silva, João Tiago Mexia and Luís Pedro Ramos

Prediction of Variables Via Their Order Statistics in Bivariate Elliptical Distributions with Application in the Financial Markets pp. 627-643

Sobhan Shafiei, Mahdi Doostparast and Ahad Jamalizadeh

Phase-I Design Scheme for -chart Based on Posterior Distribution pp. 644-655

Aamir Saghir

Volume 44, issue 2, 2015

Statistical Analysis of Non Linear Least Squares Estimation for Harmonic Signals in Multiplicative and Additive Noise pp. 217-240

Huiming Peng, Shaoquan Yu, Jiawen Bian, Yujie Zhang and Hongwei Li

Efficient Inference in a Generalized Partially Linear Model with Random Effect for Longitudinal Data pp. 241-260

Wanbin Li and Liugen Xue

On a Correlated Variance Ratio Distribution and Its Industrial Application pp. 261-274

M. Hafidz Omar, Anwar H. Joarder and Muhammad Riaz

Sample Size Requirements and Study Duration for Testing Main Effects and Interactions in Completely Randomized Factorial Designs When Time to Event is the Outcome pp. 275-285

Barry Kurt Moser and Susan Halabi

Asymptotically Optimal Nonparametric Empirical Bayes Via Predictive Recursion pp. 286-299

Ryan Martin

On Relative Reversed Hazard Rate Order pp. 300-308

Majid Rezaei, Behzad Gholizadeh and Salman Izadkhah

Generalization of the Divisia Price and Quantity Indices in a Stochastic Model with Continuous Time pp. 309-328

Jacek Białek

Moderate Deviations for Estimators of Financial Risk Under an Asymmetric Laplace Law pp. 329-339

Yujie Cai, Fuqing Gao and Shaochen Wang

Visualizing Predicted and Observed Densities Jointly with Beanplot pp. 340-348

I. Juutilainen, S. Tamminen and J. Röning

Improved Large-Sample Confidence Intervals for Ratios of Variance Components in Nonnormal Distributions pp. 349-362

Brent D. Burch

Performance of Some Weighted Liu Estimators for Logit Regression Model: An Application to Swedish Accident Data pp. 363-375

Kristofer Månsson, B. M. Golam Kibria and Ghazi Shukur

Posterior Predictive Comparisons for the Two-sample Problem pp. 376-389

Paul Blomstedt and Jukka Corander

Mixture Models and the Krätzel Integral Transform pp. 390-405

T. Princy

Comparison of Prediction Capabilities of Partially Replicated Central Composite Designs in Cuboidal Region pp. 406-427

Eugene C. Ukaegbu and Polycarp E. Chigbu

A Strong Limit Theorem for Weighted Sums of Negatively Dependent Random Variables pp. 428-439

Soo Hak Sung

Volume 44, issue 1, 2015

On the Construction of Preliminary Test Estimator Based on Record Values for the Burr XII Model pp. 1-23

R. Arabi Belaghi, M. Arashi and S. M. M. Tabatabaey

Bayesian Inference in Marshall–Olkin Bivariate Exponential Shared Gamma Frailty Regression Model under Random Censoring pp. 24-47

David D. Hanagal and Richa Sharma

Local M-estimation for Conditional Variance in Heteroscedastic Regression Models pp. 48-62

Yunyan Wang and Mingtian Tang

Variance Estimation from Complex Survey Designs: A Case Study of Household Income and Expenditure Survey Design 2002/03, Botswana pp. 63-79

Raghunath Arnab, T. Zewotir and D. North

Modified Robust Second-Order Slope-Rotatable Designs pp. 80-94

Rabindra Nath Das, Partha Pal and Sung H. Park

Confidence Regions and Approximate p-values for Classical and Non Symmetric Correspondence Analysis pp. 95-114

Eric J. Beh and Rosaria Lombardo

On The Intersection Of Max Domains Of Attraction Of p-Max Stable Laws and the Class of Subexponential Distributions pp. 115-124

S. Ravi and A. S. Praveena

Further Study on the Marcinkiewicz Strong Laws for Linear Statistics of ρ*-Mixing Sequences of Random Variables pp. 125-134

Haiwu Huang, Dingcheng Wang and Qunying Wu

Comparing Score-Based Methods for Estimating Bayesian Networks Using the Kullback–Leibler Divergence pp. 135-152

Jessica Kasza and Patty Solomon

Likelihood-based Inference in S-distributions pp. 153-158

Mike Tsionas

A New Model for the Representation of the ISO 2859 Standard pp. 159-170

George Nenes and Yiannis Nikolaidis

Semi Varying Coefficient Zero-Inflated Generalized Poisson Regression Model pp. 171-185

Weihua Zhao, Riquan Zhang, Jicai Liu and Yazhao Lv

The Zografos–Balakrishnan-G Family of Distributions: Mathematical Properties and Applications pp. 186-215

Saralees Nadarajah, Gauss M. Cordeiro and Edwin M. M. Ortega