Communications in Statistics - Theory and Methods

2000 - 2025

Current editor(s): Debbie Iscoe

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Volume 43, issue 24, 2014

Burn-in for Eliminating Weak Items in Heterogeneous Populations pp. 5115-5129

Ji Hwan Cha and Maxim Finkelstein

Modified and Restricted r-k Class Estimators pp. 5130-5155

Gülesen Üstündağ Şiray

Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling pp. 5156-5174

B. Kodia and B. Garel

On Bayes Linear Unbiased Estimator Under the Balanced Loss Function pp. 5175-5194

Hongbing Qiu, Ji Luo and Shurong Zheng

A Simultaneous Confidence Band for Dense Longitudinal Regression pp. 5195-5210

Q. Song, R. Liu, Q. Shao and Lijian Yang

A Branching Process with Immigration in Varying Environments pp. 5211-5225

Kosto V. Mitov and Edward Omey

Adjusted Likelihood Inference in an Elliptical Multivariate Errors-in-Variables Model pp. 5226-5240

Tatiane F. N. Melo and Silvia L. P. Ferrari

Sample Size Determination for a Two-Sided Multiple Components Tolerance Interval pp. 5241-5248

Feng-Shou Ko

Jackknifing the Ridge Regression Estimator: A Revisit pp. 5249-5262

Mansi Khurana, Yogendra P. Chaubey and Shalini Chandra

On Integrated Volatility of Itô Semimartingales when Sampling Times are Endogenous pp. 5263-5275

Cui-Xia Li, Jin-Yuan Chen, Zhi Liu and Bing-Yi Jing

Tail Behavior and Limit Distribution of Maximum of Logarithmic General Error Distribution pp. 5276-5289

Xin Liao, Zuoxiang Peng and Saralees Nadarajah

A New Test on High-Dimensional Mean Vector Without Any Assumption on Population Covariance Matrix pp. 5290-5304

Shota Katayama and Yutaka Kano

An Approximation Model of the Collective Risk Model with INAR(1) Claim Process pp. 5305-5317

Haifang Shi and Dehui Wang

Bivariate Tail Dependence and the Generation of Multivariate Extreme Value Distributions pp. 5318-5325

Helena Ferreira

Volume 43, issue 23, 2014

Progressive Variance Control Charts for Monitoring Process Dispersion pp. 4893-4907

Raja Fawad Zafar, Nasir Abbas, Muhammad Riaz and Zawar Hussain

The Design of and R Control Charts for Skew Normal Distributed Data pp. 4908-4924

Chung-I Li, Nan-Cheng Su, Pei-Fang Su and Yu Shyr

An Approach to Determine Sample Size and to Allocate Sample Size for a Specific Region in a Multiregional Trial for Survival (Time-to-Event) Data under Accelerated Failure Time Model pp. 4925-4935

Feng-Shou Ko

Skew Gaussian Process for Nonlinear Regression pp. 4936-4961

M. T. Alodat and E. Y. Al-Momani

The Beta-Poisson Distribution in Wadley’s Problem pp. 4962-4971

Kerry L. Leask and Linda M. Haines

On the Ratios of Pathway Random Variables pp. 4972-4987

Naiju M. Thomas

Bayesian Analysis of Least Absolute Relative Error Regression pp. 4988-4997

Mike Tsionas

A Conditional Approach for Regression Analysis of Longitudinal Data with Informative Observation Time and Non-negligible Observation Duration pp. 4998-5011

Liang Zhu, Hui Zhao, Jianguo Sun and Stanley Pounds

The Dantzig Discriminant Analysis with High Dimensional Data pp. 5012-5025

Yanli Zhang, Lei Huo, Lu Lin and Yunhui Zeng

On a Bivariate Pólya-Aeppli Distribution pp. 5026-5038

Leda D. Minkova and N. Balakrishnan

Estimation of Parameters of a Mixed Failure Time Distribution Which is a Mixture of Degenerate (Degenerate at Zero) and I. G. Distribution pp. 5039-5051

V. U. Dixit and S. P. Nabar

A Sum of Squares Generally Weighted Moving Average Control Chart pp. 5052-5071

Chi-Jui Huang

Bayes Factor Consistency for One-way Random Effects Model pp. 5072-5090

Min Wang and Xiaoqian Sun

Pitman Closeness of kth Records Based on a Two-Sequence Case pp. 5091-5104

Huda A. El-Wahish, Mohammad Z. Raqab and Ahmad A. Zghoul

Strong Consistency of Conditional Value-at-risk Estimate for ϕ-mixing Samples pp. 5105-5113

Guo-Dong Xing, Shan-Chao Yang and Yong-Ming Li

Corrigendum pp. 5114-5114

The Editors

Volume 43, issue 22, 2014

Bahadur Representation of Linear Kernel Quantile Estimator for Stationary Processes pp. 4669-4678

Huang Chu and Zhang Li-Xin

Two-Term Edgeworth Expansions for the Classes of U- and V-statistics pp. 4679-4706

Fadlalla G. Elfadaly and Sanaa M. El Gayar

Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure pp. 4707-4722

Xing-Cai Zhou and Jin-Guan Lin

Improved Shewhart-type Runs-rules Nonparametric Sign Charts pp. 4723-4748

P. Kritzinger, S. W. Human and S. Chakraborti

Robust Estimation of Multi-response Surfaces Considering Correlation Structure pp. 4749-4765

Amir Moslemi, Mahdi Bashiri and Seyed Taghi Akhavan Niaki

Separate Ratio Estimators for the Population Variance in Stratified Random Sampling pp. 4766-4779

Gamze Özel, Hülya Çingi and Merve Oğuz

A Study for Missing Values in PINAR(1)T Processes pp. 4780-4789

Boting Jia, Dehui Wang and Haixiang Zhang

Pseudo-Likelihood Methodology for Hierarchical Count Data pp. 4790-4805

George Kalema and Geert Molenberghs

A Marginalized Combined Gamma Frailty and Normal Random-effects Model for Repeated, Overdispersed, Time-to-event Outcomes pp. 4806-4828

Achmad Efendi, Geert Molenberghs and Samuel Iddi

Statistical Analysis of Parameter Estimation for 2-D Harmonics in Multiplicative and Additive Noise pp. 4829-4844

Huiming Peng, Jiawen Bian, Diwei Yang, Zhihui Liu and Hongwei Li

Asymptotics of the Lp-Norms of Density Estimators in the Nonlinear Autoregressive Models pp. 4845-4855

Jie Li

On Complete Convergence for Nonstationary ϕ-Mixing Random Variables pp. 4856-4866

Aiting Shen, Xinghui Wang and Jimin Ling

Estimation of Bowley's Coefficient of Skewness in the Presence of Auxiliary Information pp. 4867-4880

Housila P. Singh, Ramkrishna S. Solanki and Sarjinder Singh

Inference on P(Y pp. 4881-4892

A. Pak, N. B. Khoolenjani and A. A. Jafari

Volume 43, issue 21, 2014

Parameter Estimation of Autoregressive Models Using the Iteratively Robust Filtered Fast-τ Method pp. 4445-4470

Nima Shariati, Hamid Shahriari and Rasoul Shafaei

The Pearson Score Statistic for Multinomial-Poisson Models pp. 4471-4491

Joseph B. Lang

Linear Signed Rank Test for Model Selection pp. 4492-4502

Abdolreza Sayyareh

On Variance Upper Bounds for Unimodal Distributions pp. 4503-4513

R. Sharma and R. Bhandari

Improved Asymptotics of a Decreasing Mean Residual Life Estimator pp. 4514-4518

Edgardo Lorenzo and Hari Mukerjee

Reliability Evaluation of a Multi-state Network with Multiple Sinks under Individual Accuracy Rate Constraint pp. 4519-4533

Yi-Kuei Lin and Cheng-Fu Huang

On the Optimality of Circular Block Designs Under a Mixed Interference Model pp. 4534-4545

Katarzyna Filipiak and Augustyn Markiewicz

Properties of a One-Sided Likelihood Ratio Test as Applied to Pool Screening pp. 4546-4565

Hongjiang Gao, Inmaculada B. Aban and Charles R. Katholi

Robust Variable Selection in Linear Mixed Models pp. 4566-4581

Yali Fan, Guoyou Qin and Zhong Yi Zhu

The Minimum Density Power Divergence Estimation for the Lognormal Density pp. 4582-4588

Ro Jin Pak

A Parametric Test of Perfect Ranking in Balanced Ranked Set Sampling pp. 4589-4611

Ehsan Zamanzade, Nasser Reza Arghami and Michael Vock

On the Properties of the SAVE Directions pp. 4612-4627

Santiago Velilla

Quantile Regression For Longitudinal Biomarker Data Subject to Left Censoring and Dropouts pp. 4628-4641

Minjae Lee and Lan Kong

On Secure Communication in a Sensor Network pp. 4642-4649

Bhupendra Gupta

Influence in the Elliptical Modified Ridge Regression pp. 4650-4667

M. Amanullah, G. R. Pasha and M. Aslam

Volume 43, issue 20, 2014

On General Multivariate Mixture Models pp. 4223-4240

Xiaoliang Ling and Peng Zhao

A Further Study of Predictions in Linear Mixed Models pp. 4241-4252

Hu Yang, Huiliang Ye and Kai Xue

Bayesian Estimation of Regression Coefficients Under Extended Balanced Loss Function pp. 4253-4264

Anoop Chaturvedi and Shalabh

A Simple Distribution for the Sum of Correlated, Exchangeable Binary Data pp. 4265-4280

Gary Witt

Maximizing Complex Likelihoods via Directed Stochastic Searching Algorithm pp. 4281-4296

Sheng-Mao Chang

Evaluation of Measurement Comparisons Using Generalized Least Squares: the Role of Participants’ Estimates of Systematic Error pp. 4297-4307

John F. Clare, Annette Koo and Robert Davies

Robust Estimation of Parameters in Simple Linear Profiles Using M-Estimators pp. 4308-4323

Mohsen Ebadi and Hamid Shahriari

An Optimality Probability Index for Correlated Multiple Responses pp. 4324-4336

Mahdi Bashiri and Mohammad Hasan Bakhtiarifar

Group-based Criminal Trajectory Analysis Using Cross-validation Criteria pp. 4337-4356

J. D. Nielsen, J. S. Rosenthal, Y. Sun, D. M. Day, I. Bevc and T. Duchesne

On the Nearness of Records to Population Quantiles with Respect to Order Statistics in the Sense of Pitman Closeness pp. 4357-4370

Mosayeb Ahmadi and G. R. Mohtashami Borzadaran

The Continuous Run Sum Chart pp. 4371-4383

Cesar A. Acosta-Mejia and Luis Rincon

Tikhonov’s Regularization to the Deconvolution Problem pp. 4384-4400

Dang Duc Trong, Cao Xuan Phuong, Truong Trung Tuyen and Dinh Ngoc Thanh

On a Correction of the Scale MLE for a Two-Parameter Exponential Distribution Under Progressive Type-I Censoring pp. 4401-4414

Erhard Cramer and Miriam Tamm

A Generalized Stochastic Restricted Ridge Regression Estimator pp. 4415-4427

M. I. Alheety and B. M. Golam Kibria

A Proportional Hazard Marshall–Olkin Extended Family of Distributions and its Application to Gompertz Distribution pp. 4428-4443

R. A. Al-Jarallah, M. E. Ghitany and Ramesh C. Gupta

Volume 43, issue 19, 2014

Generalized Estimating Equations to Binary Probit Model pp. 3997-4010

M-L. Feddag

An NMF-framework for Unifying Posterior Probabilistic Clustering and Probabilistic Latent Semantic Indexing pp. 4011-4024

Zhong-Yuan Zhang, Tao Li, Chris Ding and Jie Tang

Bayesian Estimation for Linear Functions of Poisson Rates pp. 4025-4045

Lizanne Raubenheimer and Abrie Van der Merwe

Failure Rate and Aging Properties of Generalized Beta- and Gamma-generated Distributions pp. 4046-4061

Ioannis S. Triantafyllou and Markos V. Koutras

Optimal Age Policy for a Used System with Imperfect Preventive Maintenance and Cumulative Damage Model pp. 4062-4073

Yen-Luan Chen

Simultaneous Confidence Intervals for the Population Cell Means, for Two-by-Two Factorial Data, that Utilize Uncertain Prior Information pp. 4074-4087

Paul Kabaila and Khageswor Giri

Empirical Likelihood for Partial Linear Models under Negatively Associated Errors pp. 4088-4102

Zheng-Yan Lin and Ran Wang

The Representation of Hypergeometric Random Variables using Independent Bernoulli Random Variables pp. 4103-4108

Stefen Hui and C. J. Park

Balakrishnan Skew-t Distribution and Associated Statistical Characteristics pp. 4109-4122

S. Shafiei and M. Doostparast

Confidence Intervals for Nonparametric Regression Functions with Missing Data pp. 4123-4142

Yongsong Qin, Tao Qiu and Qingzhu Lei

Understanding Directional Dependence Through Angular Correlation pp. 4143-4155

Engin A. Sungur and Jessica M. Orth

Empirical Likelihood for Generalized Partially Linear Single-index Models pp. 4156-4163

Zhuoxi Yu, Bing He and Min Chen

Marginal Correlation from Logit- and Probit-Beta-Normal Models for Hierarchical Binary Data pp. 4164-4178

Tony Vangeneugden, Geert Molenberghs, Geert Verbeke and Clarice G.B. Demétrio

On Using Hellinger Distance in Checking the Validity of Dynamic Approximations pp. 4179-4186

Ali. S. Gargoum

A Note on the Berry-Esséen Bound of Sample Quantiles for ϕ-mixing Sequence pp. 4187-4194

Wenzhi Yang, Xuejun Wang and Shuhe Hu

On The Optimal Choice of Cube and Star Replications in Restricted Second-Order Designs pp. 4195-4214

U. C Nduka and P. E. Chigbu

Moderate deviation principle for the error variance estimator in linear models pp. 4215-4222

Yu Miao, Weiqiang Geng, Nan Li and Qing Xiao

Volume 43, issue 18, 2014

A Strong Law of Large Numbers for Strongly Mixing Processes pp. 3777-3796

A. Kontorovich and A. Brockwell

Tail Probability Ratios of Normal and Student’s t Distributions pp. 3797-3811

Tiejun Tong and Heng Peng

Conditional Score Tests for Heteroscedasticity in the Two-Way Error Components Model pp. 3812-3835

Eugene Kouassi, Joel Sango, JM Bosson Brou and Mbodja Mougoue

On the Percentile Residual Lifetime of Parallel Systems pp. 3836-3847

M. Shafaei Noughabi, A. H. Rezaei Roknabadi and G. R. Mohtashami Borzadaran

Some Asymptotic Formulas for a Brownian Motion from The Maximum and Minimum Domains with Regular Varying Boundary pp. 3848-3865

Dawei Lu

A Summary of Some Research on PC and Bayesian PC Criterion in China pp. 3866-3892

Laisheng Wei

Generalized Empirical Likelihood Inference in Generalized Linear Models for Longitudinal Data pp. 3893-3904

Ruiqin Tian and Liugen Xue

A Consistent Method of Estimation For The Three-Parameter Gamma Distribution pp. 3905-3926

Hideki Nagatsuka, N. Balakrishnan and Toshinari Kamakura

Semi-parametric Efficient Inference for Heteroscedastic Semivarying-coefficient Models pp. 3927-3942

Xuemei Hu

Strong Law of Large Numbers for Countable Asymptotic Circular Markov Chains pp. 3943-3954

Weiguo Yang, Bei Wang and Zhiyan Shi

Bayesian Inference for the Jump-Diffusion Model with M Jumps pp. 3955-3985

Maciej Kostrzewski

Efficient Rank Regression with Wavelet Estimated Scores pp. 3986-3996

E. Kwessi, A. Abebe and G. De Souza

Volume 43, issue 17, 2014

Analyzing Mean Profiles of Nonnormal Populations pp. 3553-3573

Solomon W. Harrar and Jin Xu

Generating Bivariate Uniform Data with a Full Range of Correlations and Connections to Bivariate Binary Data pp. 3574-3579

Hakan Demirtas

Local Influence Analysis for The Ridge Regression Under Stochastic Linear Restrictions pp. 3580-3595

Lian Yang and Hu Yang

Fractional Moments and Maximum Entropy: Geometric Meaning pp. 3596-3601

Henryk Gzyl, Pier Luigi Novi Inverardi and Aldo Tagliani

Nonparametric Tests for Comparing Several Coefficients of Variation pp. 3602-3613

Reem Al-Jarallah and Emad-Eldin A. A. Aly

Asymptotics of Likelihood Ratio Tests for General One-sided Hypotheses in the Two-sample Normal Model pp. 3614-3628

Yoshiji Takagi

Preliminary Test Estimators Induced by Three Large Sample Tests for Stochastic Constraints in a Regression Model with Multivariate Student-t Error pp. 3629-3640

Xinfeng Chang and Hu Yang

Preliminary test and Bayes Estimation of a Location Parameter Under Blinex Loss pp. 3641-3660

J. Coetsee, A. Bekker and S. Millard

On Some Properties of Autopersistence Functions and Autopersistence Graphs pp. 3661-3673

Šárka Hudecová

A Class of Distributions with Linear Hazard Quantile Function pp. 3674-3689

N.N. Midhu, P.G. Sankaran and N. Unnikrishnan Nair

LIL for the Adjusted Range of Partial Sums in AR(1) Models with Possibly Infinite Variance pp. 3690-3697

Hui Zhou, Jie Li and Ke-Ang Fu

An Automated MCEM Algorithm for Hierarchical Models with Multivariate and Multitype Response Variables pp. 3698-3719

Vera Georgescu, Nicolas Desassis, Samuel Soubeyrand, André Kretzschmar and Rachid Senoussi

Extended Glivenko–Cantelli Theorem in Nonparametric Regression pp. 3720-3725

Fuxia Cheng, Jigao Yan and Lijian Yang

On Complete Convergence for Weighted Sums of NA Random Fields pp. 3726-3732

Mi-Hwa Ko

The CUSUM Test for Detecting Structural Changes in Strong Mixing Processes pp. 3733-3750

F. Azizzadeh and S. Rezakhah

Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence pp. 3751-3761

Eunju Hwang and Dong Wan Shin

Estimating a Finite Mixed Exponential Distribution under Progressively Type-II Censored Data pp. 3762-3776

Yuzhu Tian, Maozai Tian and Qianqian Zhu

Volume 43, issue 16, 2014

Identification of Longitudinal Biomarkers in Survival Analysis for Competing Risks Data pp. 3329-3342

Feng-Shou Ko

Multiple Case High Leverage Diagnosis in Regression Quantiles pp. 3343-3370

Edmore Ranganai, Johan O. Van Vuuren and Tertius De Wet

Universally Optimal Designs Balanced for Neighbor Effects pp. 3371-3379

Rashid Ahmed, Ijaz Iqbal and Munir Akhtar

An Efficient Class of Estimators for the Population Mean Using Auxiliary Information in Stratified Random Sampling pp. 3380-3401

Ramkrishna S. Solanki and Housila P. Singh

On the Characterization of Copulas by Differential Equations pp. 3402-3428

Piotr Jaworski

Estimation of Population Mean Under Non Response in Two-Occasion Rotation Patterns pp. 3429-3442

G. N. Singh and J. P. Karna

Quantile Inequalities for the Expectations of Generalized L-Statistics pp. 3443-3463

Tomasz Rychlik

Linear Quantile Regression Based on EM Algorithm pp. 3464-3484

Yuzhu Tian, Maozai Tian and Qianqian Zhu

An EWMA-Type Control Chart for Monitoring the Process Mean Using Auxiliary Information pp. 3485-3498

Nasir Abbas, Muhammad Riaz and Ronald J. M. M. Does

Inverse Probability Weighting with Missing Predictors of Treatment Assignment or Missingness pp. 3499-3515

Shaun Seaman and Ian White

Weighted Estimator for the Linear Transformation Models with Multivariate Failure Time Data pp. 3516-3535

Zhiping Qiu, Makhija Neeta and Yong Zhou

An Empirical Bayes Method for Multivariate Meta-analysis with an Application in Clinical Trials pp. 3536-3551

Yong Chen, Sheng Luo, Haitao Chu, Xiao Su and Lei Nie

Volume 43, issue 15, 2014

Estimation of Population Mean in the Presence of Linear Trend pp. 3095-3116

J. Subramani and Sarjinder Singh

Efficient Estimation for Semi-varying Coefficient Model with An Invertible Linear Process Error pp. 3117-3134

Xuemei Hu

The Steady-State Performance of Cumulative Count of a Conforming Control Chart Based On Runs Rules pp. 3135-3147

S. K. Khilare and D. T. Shirke

Failure Time of Non Homogeneous Gamma Process pp. 3148-3161

Christian Paroissin and Ali Salami

A Note on the Hartley-Ross Unbiased Ratio Estimator pp. 3162-3169

T. J. Rao and A. K. P. C. Swain

Some Limit Behaviors for Linear EV Model with Replicate Observations pp. 3170-3185

Yu Miao, Nan Li, Weiqiang Geng and Yaohua Zhang

Construction of Fuzzy Control Charts Based on Weighted Possibilistic Mean pp. 3186-3207

Dabuxilatu Wang, Pinghui Li and Masami Yasuda

Method of Moments Estimation in Linear Regression with Errors in both Variables pp. 3208-3222

Jonathan Gillard

Optimal Reinsurance Under VaR and CTE Risk Measures When Ceded Loss Function is Concave pp. 3223-3247

Zhi-Yi Lu, Le-Ping Liu, Qing-Jie Shen and Li-Li Meng

Empirical Likelihood-Based Confidence Intervals for the Sensitivity of a Continuous-Scale Diagnostic Test with Missing Data pp. 3248-3268

Binhuan Wang and Gengsheng Qin

Improved Ratio and Product Exponential type Estimators for Finite Population Mean in Stratified Random Sampling pp. 3269-3285

Rohini Yadav, Lakshmi N. Upadhyaya, Housila P. Singh and S. Chatterjee

Shannon Information In k-records pp. 3286-3301

M. Madadi and M. Tata

A Finite Horizon Dynamic Programming Model for Production and Repair Decisions pp. 3302-3313

Mohammad Saber Fallahnezhad

Non Null Asymptotic Distributions of Some Criteria in Censored Exponential Regression pp. 3314-3328

Artur J. Lemonte

Volume 43, issue 14, 2014

The Lack of Memory Property in the Density Form for the Bivariate Setup pp. 2859-2869

Rishideep Roy and Dilip Roy

Valuation of Equity-indexed Annuities with Stochastic Interest Rate and Jump Diffusion pp. 2870-2885

Linyi Qian, Rongming Wang and Qian Zhao

On a Family of Trimodal Distributions pp. 2886-2896

Xiaowu Li, Jingyan Hao, Jie Zhou and Dasen Ren

Some Comments Regarding the Synthetic Chart pp. 2897-2906

Marcela A. G. Machado and Antonio F. B. Costa

Supplier Evaluation and Selection Based on Stochastic Dominance: A Quality-Based Approach pp. 2907-2922

Ming-Hung Shu and Hsien-Chung Wu

On Complete Convergence for an Extended Negatively Dependent Sequence pp. 2923-2937

Xuejun Wang, Xiaoqin Li, Shuhe Hu and Xinghui Wang

Learning Concepts and Taxonomic Relations by Metric Learning for Regression pp. 2938-2950

Chen Sun, Ming Zhao and Yangjing Long

A Modification of a Percentile Estimation Procedure Based on Generalized Polya Urns pp. 2951-2957

Rameela Chandrasekhar and Gregory E. Wilding

A Generalization of Turnbull’s Estimator for Interval-Censored and Doubly Truncated Data pp. 2958-2972

Pao-Sheng Shen

Bayes Inference in Constant Partially Accelerated Life Tests for the Generalized Exponential Distribution with Progressive Censoring pp. 2973-2988

Z. F. Jaheen, H. M. Moustafa and G. H. Abd El-Monem

Some Results Based on a Version of the Generalized Dynamic Entropies pp. 2989-3006

S. Yasaei Sekeh, G. R. Mohtashami Borzadaran and A. H. Rezaei Roknabadi

Moderate Deviations Results for a Symmetry Testing Statistic Based on the Kernel Density Estimator for Directional Data pp. 3007-3018

Lina Li

Group Testing, the Pooled Hypergeometric Distribution, and Estimating the Number of Defectives in Small Populations pp. 3019-3026

C. M. Theobald and A. M. Davie

A Contrasting Study of Likelihood Methods for the Analysis of Longitudinal Binary Data pp. 3027-3046

Weiming Yang and N. Rao Chaganty

The Asymptotic Behavior of INAR (p) Models pp. 3047-3056

Mingtian Tang and Yunyan Wang

Diagnosis Aids in Multivariate Multiple Linear Regression Profiles Monitoring pp. 3057-3079

Amirhossein Amiri, Abbas Saghaei, Mohammad Mohseni and Yaser Zerehsaz

Asymptotically Informative Prior for Bayesian Analysis pp. 3080-3094

Ao Yuan and Jan G. Gooijer

Volume 43, issue 13, 2014

Chi-Squared Type Test for the AFT-Generalized Inverse Weibull Distribution pp. 2605-2617

Hafida Goual and Nacira Seddik-Ameur

Cramér Asymptotic Efficiency in a Semiparametric Model pp. 2618-2628

Min Yi, Guohua Deng and Hua Liang

Simple Robust Tests for Autocorrelated Errors in Time Series Design Intervention Models pp. 2629-2641

Oluwagbohunmi A. Awosoga, Joseph W. Mckean and Bradley E. Huitema

Nonparametric Wavelet Regression Based on Biased Data pp. 2642-2658

Christophe Chesneau and Esmaeil Shirazi

Mixed Correlated Bivariate Ordinal and Negative Binomial Longitudinal Responses with Nonignorable Missing Values pp. 2659-2673

E. Bahrami Samani and M. Ganjali

A New Markov Binomial Distribution pp. 2674-2688

Leda D. Minkova and Edward Omey

Minimum Size Survival Analysis Sampling Plans for Comparing Multiple Treatment Groups to a Single Control Group pp. 2689-2701

Daniel R. Jeske, James M. Flegal and Stephen R. Spindler

Analysis of Order Statistics from Distributions with Regularly Varying Tails pp. 2702-2713

Yu Huang, Yongling Li and Maochao Xu

On the Rate of Complete Convergence for Weighted Sums of Arrays of Rowwise ϕ-Mixing Random Variables pp. 2714-2725

Aiting Shen, Xinghui Wang, Xiaoqin Li and Xuejun Wang

A Note on Fisher Information and Imperfect Ranked-Set Sampling pp. 2726-2733

Jesse Frey

A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model pp. 2734-2751

Eugene Kouassi, Joel Sango, J. M. Bosson Brou and Mbodja Mougoue

Rate of Convergence of Strong Law of Large Numbers for Positively Associated Sequences pp. 2752-2765

Guo-Dong Xing and Shan-Chao Yang

On the Use of the Importance Measure for Multi-State Repairable k-out-of-n: G Systems pp. 2766-2781

Hongyan Dui, Shubin Si, Zhiqiang Cai, Shudong Sun and Yingfeng Zhang

Outliers in Multi-Response Experiments pp. 2782-2798

Lalmohan Bhar and Sankalpa Ojha

Marginal Nested Interactions for Contingency Tables pp. 2799-2814

Manuela Cazzaro and Roberto Colombi

Edge Estimation in the Population of a Binary Tree Using Node-Sampling pp. 2815-2829

D. Shukla, Yashwant Singh Rajput and Narendra Singh Thakur

Multiple Comparisons Controlling Expected Number of False Discoveries pp. 2830-2843

Xianhua Meng, Jinglong Wang and Xianyi Wu

The Relationship Between the T2 Statistic and the Influence Function pp. 2844-2857

Robert L. Mason, Youn-Min Chou and John C. Young

Volume 43, issue 10-12, 2014

Preface pp. 1991-1991

P. S. Chan, H. K. T. Ng and M. L. Tang

Baker- Lin-Huang Type Bivariate Distributions Based on Order Statistics pp. 1992-2006

K. Bayramoglu and I. Bayramoglu (Bairamov)

On the Exact and Near-Exact Distributions of the Product of Generalized Gamma Random Variables and the Generalized Variance pp. 2007-2033

Carlos A. Coelho and Barry C. Arnold

Modeling of Acoustic Signal Energies with a Generalized Frank Copula. A Linguistic Conjecture is Reviewed pp. 2034-2044

Jesús E. García and V. A. González-López

A Polynomial Logistic Distribution and its Applications in Finance pp. 2045-2065

Vasileios M. Koutras, Konstantinos Drakos and Markos V. Koutras

On the Additive Weibull Distribution pp. 2066-2080

Artur J. Lemonte, Gauss M. Cordeiro and Edwin M. M. Ortega

Covariance Matrix Functions of Isotropic Vector Random Fields pp. 2081-2093

Renxiang Wang, Juan Du and Chunsheng Ma

Estimate for the Finite-time Ruin Probability in the Discrete-time Risk Model with Insurance and Financial Risks pp. 2094-2104

Yang Yang

On Conditionally Independent Random Variables, Copula and Order Statistics pp. 2105-2117

Ismihan Bayramoglu (Bairamov)

Two Applications of Statistics to Traffic Models pp. 2118-2134

Enrique Castillo, MarÍa Nogal and Aida Calviño

Extreme Value Analysis for Progressively Type-II Censored Order Statistics pp. 2135-2155

Erhard Cramer

Kernel Density Estimator From Ranked Set Samples pp. 2156-2168

Johan Lim, Min Chen, Sangun Park, Xinlei Wang and Lynne Stokes

Closeness of k-records to Progressive Type-II Censored Order Statistics for Location-scale Families pp. 2169-2182

Elham Mirfarah and Jafar Ahmadi

On Bivariate Order Statistics from Elliptical Distributions pp. 2183-2198

Reza Pourmousa and Ahad Jamalizadeh

Maximal Expectations of Extreme Order Statistics from Increasing Density and Failure Rate Populations pp. 2199-2213

Tomasz Rychlik

Moments of Order Statistics from Weibull Distribution in the Presence of Multiple Outliers pp. 2214-2226

Khalaf S. Sultan and Mohamed E. Moshref

Permutation Approaches for Stochastic Ordering pp. 2227-2235

Stefano Bonnini, Nicola Prodi, Luigi Salmaso and Chiara Visentin

Some Multiple Decision Procedures for Comparing Several Population Proportions pp. 2236-2249

Ren-Fen Lee, Hsu-Sheng Wang, Wen-Hung Wu and Deng-Yuan Huang

A Restricted Subset Selection Rule for Selecting at Least One of the t Best Normal Populations in Terms of Their Means When Their Common Variance is Known, Case II pp. 2250-2259

Pinyuen Chen, Lifang Hsu and S. Panchapakesan

Ordering Properties of Convolutions from Heterogeneous Populations: A Review on Some Recent Developments pp. 2260-2273

Peng Zhao and Xiaohu Li

A Lower Bound for the Wrap-around L2-discrepancy on Combined Designs of Mixed Two- and Three-level Factorials pp. 2274-2285

Zujun Ou, Hong Qin and Xu Cai

Hyper-Graeco-Latin Squares and Fractional Factorial Designs pp. 2286-2296

Pen-Hwang Liau, Pi-Hsiang Huang, Jui-Jung Ho and Yen-Hung Chen

Solving Noisy ICA Using Multivariate Wavelet Denoising with an Application to Noisy Latent Variables Regression pp. 2297-2310

Vahid Nassiri, Mina Aminghafari and Ali Mohammad-Djafari

New Influence Measures in Polytomous Logistic Regression Models Based on Phi-Divergence Measures pp. 2311-2321

Nirian MartÍn and Leandro Pardo

Prediction of Times to Failure of Censored Items for a Simple Step-Stress Model with Regular and Progressive Type I Censoring from the Exponential Distribution pp. 2322-2341

Indrani Basak

General Model for Reliability-Based Engineering Design pp. 2342-2356

Efrén M. Benavides

A Bayesian Approach for Selecting the Best Exponential Population with Interval Censored Samples pp. 2357-2369

Ming-Chung Yang, Lee-Shen Chen and Tachen Liang

Constant Stress Accelerated Life Test on a Multiple-Component Series System under Weibull Lifetime Distributions pp. 2370-2383

Tsai-hung Fan and Tsung-ming Hsu

Asymptotic Comparison Between Constant-stress Testing and Step-stress Testing for Type-I Censored Data from Exponential Distribution pp. 2384-2394

David Han and H.K.T. Ng

On Estimating the Residual Rényi Entropy under Progressive Censoring pp. 2395-2405

Sarah Jomhoori and Fatemeh Yousefzadeh

Birnbaum Reliability Importance for (n,f,k) and ⟨n,k,f⟩ System pp. 2406-2418

K. K. Kamalja

Optimal Selection of the Most Reliable Design Based on Gamma Degradation Processes pp. 2419-2428

Chih-chun Tsai and Chien-tai Lin

Bayesian Accelerated Life Testing under Competing Weibull Causes of Failure pp. 2429-2451

Soumya Roy and Chiranjit Mukhopadhyay

On Uniformly Optimal Networks: A Reversal of Fortune? pp. 2452-2467

Michael P. McAssey and Francisco J. Samaniego

On the Failure Probability of Used Coherent Systems pp. 2468-2475

Majid Asadi and Amir R. Asadi

Approximations for Multiple Scan Statistics on the Circle pp. 2476-2488

Chien-Tai Lin

Variable Window Scan Statistics for Normal Data pp. 2489-2504

Xiao Wang and Joseph Glaz

Modeling Electricity Price Using A Threshold Conditional Autoregressive Geometric Process Jump Model pp. 2505-2515

Jennifer S.K. Chan, S.T. Boris Choy and Connie P.Y. Lam

Robust Model Selection for Stochastic Processes pp. 2516-2526

Jesús E. García, V. A. González-López and M. L. L. Viola

Equivalent Conditions of Complete Moment Convergence of Weighted Sums for ϕ-Mixing Sequence of Random Variables pp. 2527-2539

Ming Le Guo

Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process pp. 2540-2548

Enkelejd Hashorva and Lanpeng Ji

Uniform Convergence of Compactly Supported Wavelet Expansions of Gaussian Random Processes pp. 2549-2562

Yuriy Kozachenko, Andriy Olenko and Olga Polosmak

A Unified Approach for Construction of Probability Models for Bivariate Linear and Directional Data pp. 2563-2569

Ashis Sengupta and S. H. Ong

Modeling Lifetimes by a Stochastic Process Hitting a Critical Point pp. 2570-2580

Josemar Rodrigues, Gauss M. Cordeiro and Mário de Castro

Almost Sure Convergence of Weighted Sums for Negatively Associated Random Variables pp. 2581-2594

Shoufang Xu and Yu Miao

Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments pp. 2595-2604

Kaiyong Wang, Jinguan Lin and Yang Yang

Volume 43, issue 9, 2014

An Approximation of Subfractional Brownian Motion pp. 1873-1886

Guangjun Shen and Litan Yan

On Generalized Binomial and Negative Binomial Distributions for Dependent Bernoulli Variables pp. 1887-1906

Peter Zörnig

Hypothesis Testing in a Rayleigh Diffusion Model pp. 1907-1917

Nenghui Kuang and Fuqing Gao

A Note on the Compatibility of Bivariate Copulas pp. 1918-1923

Fabrizio Durante and Juan Fernández Sánchez

A Bivariate Gamma Model for a Latent Degradation Process pp. 1924-1938

Soudabeh Shemehsavar

Characterizations of Bivariate Models Using Some Dynamic Conditional Information Divergence Measures pp. 1939-1948

J. Navarro, S. M. Sunoj and M. N. Linu

Multivariate Process Capability Indices: A Directional Approach pp. 1949-1955

Miroslav Šiman

Wavelet Analysis of Change Points in Nonparametric Hazard Rate Models Under Random Censorship pp. 1956-1978

Jingle Wang, Ming Zheng and Wen Yu

A Smooth Bootstrap Procedure towards Deriving Confidence Intervals for the Relative Risk pp. 1979-1990

Dongliang Wang and Alan D. Hutson

Volume 43, issue 8, 2014

Estimators for the Drift of Subfractional Brownian Motion pp. 1601-1612

Guangjun Shen and Litan Yan

Unbiased Estimator for a Covariance Matrix Under Two-Step Monotone Incomplete Sample pp. 1613-1629

Shin-Ichi Tsukada

Topics on Dynamic Panel Data Models with Random Effects Using Semi-Parametric Bayesian Approach pp. 1630-1648

Iraj Kazemi and Reyhaneh Rikhtehgaran

On the Reliability of (n, f, k) and 〈n, f, k〉 Systems pp. 1649-1665

K. K. Kamalja and R. L. Shinde

A Note on the Frequency Polygon Based on the Weighted Sums of Binned Data pp. 1666-1685

Wen-shuenn Deng, Jyh-shyang Wu, Li-ching Chen and Shun-jie Ke

A Distribution-free Approach in Statistical Modelling with Repeated Measurements and Missing Values pp. 1686-1697

Nan Wang and Wei Liu

Bounds for the Expected Time to Extinction and the Probability of Extinction in the Galton-Watson Process pp. 1698-1707

JosÉ E. ValdÉs, Yoel G. Yera and Leonel Zuaznabar

A Class of Goodness-of-fit Tests Based on Transformation pp. 1708-1735

Simos G. Meintanis, Ma Dolores JimÉnez Gamero and V. Alba-fernÁndez

Some Asymptotics for Localized Principal Components and Curves pp. 1736-1749

Jochen Einbeck and Mohammad A. Zayed

A Note on the Inverse Moment for the Non Negative Random Variables pp. 1750-1757

Shuhe Hu, Xinghui Wang, Wenzhi Yang and Xuejun Wang

An Improvement of Poisson Approximation for Sums of Dependent Bernoulli Random Variables pp. 1758-1777

K. Teerapabolarn

Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions pp. 1778-1792

Xiao Ling and David Giles

A Note on the Upper Bound to Variance of the Sample Extreme from a Finite Population pp. 1793-1799

Andrius Čiginas and Dalius Pumputis

Empirical Likelihood for First-order Autoregressive Error-in-variable of Models With Validation Data pp. 1800-1823

Shi-hang Yu and De-hui Wang

Temporal Disaggregation of Economic Time Series using Artificial Neural Networks pp. 1824-1833

L. Hedhili Zaier and M. Abed

On Testing Exponentiality against NBAFR Alternatives pp. 1834-1844

Aditi Pal, Murari Mitra and M. Z. Anis

Variance Estimation for Fractional Brownian Motions with Fixed Hurst Parameters pp. 1845-1858

Jean-franÇois Coeurjolly, Kichun Lee and Brani Vidakovic

A Hierarchical Model for the Skew-normal Distribution with Application in Developmental Neurotoxicology pp. 1859-1872

Mehdi Razzaghi