Communications in Statistics - Theory and Methods

2000 - 2025

Current editor(s): Debbie Iscoe

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Volume 52, issue 24, 2023

Bivariate residual entropy function: A quantile approach pp. 8611-8635

N. Unnikrishnan Nair, Silpa Subhash, S. M. Sunoj and G. Rajesh

High-dimensional Edgeworth expansion of LR statistic for testing block circular symmetry covariance structure and its errors pp. 8636-8657

Gaoming Sun and Junshan Xie

Sample size analysis for two-sample linear rank tests pp. 8658-8676

Monika Doll and Ingo Klein

Bayesian analysis of multiple break-points threshold ARMA model with exogenous inputs pp. 8677-8695

Yuqin Sun, Yawen Wang, Yan Li and Wei Zhu

On the linearly extended negative quadrant dependent random variables and its inequalities pp. 8696-8711

Yongming Li, Weicai Pang, Ziqing Feng and Naiyi Li

Limit behaviors of the estimator of non parametric regression model based on extended negatively dependent errors pp. 8712-8724

Shuili Zhang, Cong Qu and Tiantian Hou

A generalized likelihood ratio test for linear hypothesis of k-sample means in high dimension pp. 8725-8737

Mingxiang Cao and Shiting Liang

Comparing residual lifetimes and inactivity times of dependent random variables pp. 8738-8748

Ebrahim Amini-Seresht, Maryam Kelkinnama and Narayanaswamy Balakrishnan

Consistency of the adaptive Bayesian estimator of reliability based on sequential experiments pp. 8749-8762

Jun Wang

Complete integral convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations pp. 8763-8784

Li Wang and Qunying Wu

A remark about a learning risk lower bound pp. 8785-8793

Man Fung Leung, Yiqi Lin and Nicolas Wicker

Optimal preventive maintenance policies for products with multiple failure modes after geometric warranty expiry pp. 8794-8813

Peng Liu and Guanjun Wang

Multivariate ELR control chart with estimated mean vector and covariance matrix pp. 8814-8827

Mohammad Reza Maleki, Ali Salmasnia and Sahand Yousefi

D-optimal designs for mixture experiments with various correlation structures pp. 8828-8843

Chang Li and Chongqi Zhang

Bayesian inference and prediction in an M/D/1 queueing system pp. 8844-8864

Saroja Kumar Singh, Sarat Kumar Acharya, Frederico R. B. Cruz and Roberto C. Quinino

A multitest procedure for testing MTP2 for Gaussian distributions pp. 8865-8874

Konrad Furmańczyk

On bivariate alpha logarithmic series distribution and its properties pp. 8875-8883

C. Satheesh Kumar and A. Riyaz

Diffuse Kalman filtering with linear constraints on the state parameters pp. 8884-8893

Adrian Pizzinga and Marcelo Fernandes

Further research on the modified ridge principal component estimator in linear model pp. 8894-8901

Hongmei Chen, Jibo Wu and B. M. Golam Kibria

Existence result for the BSDE with superquadratic growth pp. 8902-8908

Yufeng Shi and Zhi Yang

Volume 52, issue 23, 2023

Comparisons of a multi-regional trial for four or five regions by fixed effect model and random effect model about allocating sample size rationally into individual regions for a multi-regional trial pp. 8241-8260

Feng-shou Ko

On robust probabilistic principal component analysis using multivariate t-distributions pp. 8261-8279

Yiping Guo and Howard Bondell

Penalized maximum likelihood estimator for finite multivariate skew normal mixtures pp. 8280-8305

Weisan Wu and Shaoting Li

Local Walsh-average regression for single index varying coefficient models pp. 8306-8316

Jun Sun, Wanrong Liu, Jing Yang and Jianglin Fang

Multivariate wavelet estimators for weakly dependent processes: strong consistency rate pp. 8317-8350

Soumaya Allaoui, Salim Bouzebda and Jicheng Liu

Estimating a parametric function involving several exponential populations pp. 8351-8370

Mohd Arshad and Omer Abdalghani

On the convergence for weighted sums of Hilbert-valued coordinatewise pairwise NQD random variables and its application pp. 8371-8387

Son Cong Ta, Cuong Manh Tran, Dung Van Le and Chien Van Ta

Approximation of misclassification probabilities in linear discriminant analysis based on repeated measurements pp. 8388-8407

Edward Kanuti Ngailo and Furaha Chuma

Optimal time plan in accelerated degradation testing pp. 8408-8424

Helmi Shat and Rainer Schwabe

Model-modified BIC as a competitor of BIC variants for model selection in regression and order selection in time series pp. 8425-8453

Ashok Chaurasia

Comparison of difference based variance estimators for partially linear models pp. 8454-8466

Guoyi Zhang and Yan Lu

The complete moment convergence for coordinatewise pairwise negatively quadrant dependent random vectors in Hilbert space pp. 8467-8477

Mi-Hwa Ko

On semiparametric inference for periodically modulated density functions pp. 8478-8500

Jan Beran

Reliability of Poisson censored δ-shock model* pp. 8501-8514

Ming Ma, Ailing Shi and Miaomiao Wang

Efficient estimation method for generalized ARFIMA models pp. 8515-8537

S. S. Pandher, S. Hossain, K. Budsaba and A. Volodin

A robust scalar-on-function logistic regression for classification pp. 8538-8554

Muge Mutis, Ufuk Beyaztas, Gulhayat Golbasi Simsek and Han Lin Shang

Entropy maximization for the busy period of a single server queue pp. 8555-8565

Messaoud Bounkhel, Lotfi Tadj and Ramdane Hedjar

Expected discounted penalty function and asymptotic dependence of the severity of ruin and surplus prior to ruin for two-sided Lévy risk processes pp. 8566-8583

Ehyter M. Martín-González and Ekaterina T. Kolkovska

Integrated QSS-RS plans based on the process yield index for lot acceptance determination pp. 8584-8606

Atefe Banihashemi, Mohammad Saber Fallah Nezhad, Amirhossein Amiri and Michael B. C. Khoo

A list of new partially balanced designs pp. 8607-8610

Shyam Saurabh and Kishore Sinha

Volume 52, issue 22, 2023

Complete consistency for the weighted least squares estimators in semiparametric regression models pp. 7797-7818

Yutan Lv, Yunbao Yao, Jun Zhou, Xiaoqin Li, Ruiqi Yang and Xuejun Wang

An optimal construction of yield-based EWMA repetitive multivariate sampling plan pp. 7819-7839

Robab Afshari and Adel Ahmadi Nadi

Asymptotic behavior of the distributions of eigenvalues for beta-Wishart ensemble under the dispersed population eigenvalues pp. 7840-7860

Ryo Nasuda, Koki Shimizu and Hiroki Hashiguchi

The Generalized Multiple CO-inertia Analysis (GMCOA) pp. 7861-7885

Gabriel Kissita, Christian D’Aquin Nzouzi Kibangou, Léonard Niéré and Guy Martial Nkiet

A new nonparametric lack-of-fit test of nonlinear regression in presence of heteroscedastic variances pp. 7886-7914

Mohammed M. Gharaibeh and Haiyan Wang

Maximum likelihood estimation for quantile autoregression models with Markovian switching pp. 7915-7943

Ye Tao and Juliang Yin

Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one pp. 7944-7965

Allal Jelloul, Nabil Azouagh and Said El Melhaoui

Incorporating grouping information into Bayesian Gaussian graphical model selection pp. 7966-7983

Wei Dai, Taizhong Hu, Baisuo Jin and Xiaoping Shi

Value added in hierarchical linear mixed models with error in variables pp. 7984-8001

Mayo Luz Polo González and Ernesto Javier San Martín Gutiérrez

Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims pp. 8002-8017

Zhangting Chen, Bingjie Wang, Dongya Cheng and Jigao Yan

Finite-dimensional approximation of Gaussian processes with linear inequality constraints and noisy observations pp. 8018-8037

H. Maatouk

Asymptotics in the Thurstone model with an increasing items pp. 8038-8052

Wang Yuyun, Luo Jing, Xu Zhimeng and Lewei Zhou

Mixture discrete reversed hazard rate and its main properties pp. 8053-8068

Hyunju Lee

A joint monitoring of the process mean and variance with a TEWMA-Max control chart pp. 8069-8095

Kashinath Chatterjee, Christos Koukouvinos and Angeliki Lappa

Normalizing transformation of Dempster type statistic in high-dimensional settings pp. 8096-8113

Masashi Hyodo, Hiroki Watanabe, Shigekazu Nakagawa and Tomoyuki Nakagawa

Statistical inference of Lomax distribution based on adaptive progressive Type-II hybrid censored competing risks data pp. 8114-8135

Xinyan Qin and Wenhao Gui

Monitoring largest extreme observations using Frechet distribution based on weighted variance method pp. 8136-8151

Muhammad Taqi Shah, Muhammad Azam, Muhammad Hanif, Muhammad Aslam and Uzma Sherazi

Consistency of semi-parametric maximum likelihood estimator under identifiability conditions for the linear regression model with type I right censoring data pp. 8152-8168

Junyi Dong

Law of the logarithm and law of the iterated logarithm for a class of random variables with non-identical distributions pp. 8169-8183

Haichao Yu and Yong Zhang

Complete convergence for maximum of weighted sums of WNOD random variables and its application pp. 8184-8206

Jinyu Zhou, Jigao Yan and Dongya Cheng

Heteroscedastic two-way ANOVA under constraints pp. 8207-8222

Malwane M. A. Ananda, Osman Dag and Samaradasa Weerahandi

A nonparametric Bayesian analysis for meningococcal disease counts based on integer-valued threshold time series models pp. 8223-8240

Han Li, Haoyu Wang, Kai Yang, Jie Sun and Yan Liu

Volume 52, issue 21, 2023

Bi-additive models for extremes pp. 7543-7554

Patrícia Antunes, Sandra S. Ferreira, Dário Ferreira and João T. Mexia

A feasible Spline-kernel estimate for short cross-sectional dependence panel data models pp. 7555-7563

Jian Wu and Huang Wei

On the estimation of hazard rate in mixed populations with its application pp. 7564-7575

Zahra Mansourvar and Majid Asadi

On the complete consistency of the kernel estimator of spot volatility pp. 7576-7585

Guo-dong Xing and Shanchao Yang

Strong consistency of kernel method for sliced average variance estimation pp. 7586-7600

Emmanuel De Dieu Nkou

Grey-based approach for estimating Weibull model and its application pp. 7601-7617

Xiaomei Liu and Naiming Xie

Analyzing insurance data with an exponentiated composite inverse Gamma-Pareto model pp. 7618-7631

Bowen Liu and Malwane M. A. Ananda

Uncertain regression model with moving average time series errors pp. 7632-7646

Dan Chen

Robust estimation of panel data regression models and applications pp. 7647-7659

Ai-bing Ji, Bo-wen Wei and Lan-ying Xu

A new blocks estimator for the extremal index pp. 7660-7668

Helena Ferreira and Marta Ferreira

Complete convergence theorems for arrays of row-wise extended negatively dependent random variables under sub-linear expectations pp. 7669-7683

Rong Hu and Qunying Wu

Properties of BLUEs in full versus small linear models pp. 7684-7698

Stephen J. Haslett, Augustyn Markiewicz and Simo Puntanen

A goodness-of fit improvement based on τ-preserving transformation for semiparametric family of copulas pp. 7699-7708

Selim Orhun Susam and Burcu Hudaverdi

Bayesian bivariate bent-cable model for longitudinal data pp. 7709-7717

Getachew A. Dagne

Take a look at the hierarchical Bayesian estimation of parameters from several different angles pp. 7718-7730

Ming Han

Generalizing R2 for deming regressions pp. 7731-7743

Michael Bossé, Eric Marland, Gregory Rhoads, Jose Almer Sanqui and Zack BeMent

On μ– statistical uniform convergence and Dini’s theorem pp. 7744-7751

Mustafa Gülfırat

On the local linear estimation of a generalized regression function with spatial functional data pp. 7752-7779

Allal Saadaoui, Fadila Benaissa and Abdelhak Chouaf

Asymptotic behavior of LSE estimator of an AR(1) coefficient with associated innovations pp. 7780-7787

Sara-Imane Zemoul and Youcef Berkoun

On the distribution of Gini’s rank association index pp. 7788-7796

Yiwei Zong, Ffion Loring and William F. Scott

Volume 52, issue 20, 2023

Functional autoregressive process with seasonality pp. 7131-7145

Fatna Bensaber and Tahar Mourid

Adversarial risk analysis for auctions using non-strategic play and level-k thinking: A general case of n bidders with regret pp. 7146-7164

Muhammad Ejaz, Chaitanya Joshi and Stephen Joe

Semi-blinded design in clinical trials pp. 7165-7183

Shu-Mei Wan, Narayanaswamy Balakrishnan, Monica Mayeni Manurung, Kwang-Hwa Chang and Chien-Hua Wu

Sparse Laplacian shrinkage for nonparametric transformation survival model pp. 7184-7205

Xiao Zhang and Yiming Liu

A new fractional modified exponential curve model and its applications pp. 7206-7222

Kai Zuo and Hang Zuo

Bayesian analysis in single-index quantile regression with missing observation pp. 7223-7251

Chang-Sheng Liu and Han-Ying Liang

Reparameterized extended Maxwell regression: Properties, estimation and application pp. 7252-7270

Fábio Prataviera, Roberto Vila, Vicente G. Cancho, Edwin M. M. Ortega and Gauss M. Cordeiro

Uncertain significance test for regression coefficients with application to regional economic analysis pp. 7271-7288

Tingqing Ye and Baoding Liu

A generalization to zero-inflated hyper-Poisson distribution: Properties and applications pp. 7289-7302

C. Satheesh Kumar and Rakhi Ramachandran

Gibbs sampling for Bayesian estimation of triple seasonal autoregressive models pp. 7303-7322

Ayman A. Amin

Bayesian empirical likelihood of linear regression model with current status data pp. 7323-7333

Binxia Liu, Hui Zhao and Chunjie Wang

A study on the g and h control charts pp. 7334-7349

Chanseok Park and Min Wang

Extensions of fractional cumulative residual entropy with applications pp. 7350-7369

Farid Foroghi, Saeid Tahmasebi, Mahmoud Afshari and Fazlollah Lak

On distributions of covariance structures pp. 7370-7384

A. M. Mathai and Nicy Sebastian

A Shewhart-type nonparametric multivariate depth-based control chart for monitoring location pp. 7385-7404

Sh. Nasrollahzadeh, M. Bameni Moghadam and R. Farnoosh

Bootstrap confidence interval of ridge regression in linear regression model: A comparative study via a simulation study pp. 7405-7441

M. Revan Özkale and Hüsniye Altuner

Distribution of weighted Lancaster’s statistic for combining independent or dependent P-values, with applications to human genetic studies pp. 7442-7454

Chia-Ding Hou and Ti-Sung Yang

Simple change point model in heteroscedastic extremes pp. 7455-7464

Aline Mefleh

A sequential modeling approach for predicting clinical outcomes with repeated measures pp. 7465-7478

Konstantin Shestopaloff, Mayilee Canizares and J. Denise Power

Estimation for finite mixture of mode regression models using skew-normal distribution pp. 7479-7501

Xin Zeng, Xingyun Cao and Liucang Wu

Efficient Bayes estimators of sensitive proportion with simple and mixture priors using direct and indirect responses pp. 7502-7531

Nida Khan, Said Farooq Shah and Syed Muhammad Asim

Optimal filtering equations in state space model of the two factors mean reverting Ornstein-Uhlenbech process pp. 7532-7542

A. Hajrajabi and P. Nabati

Volume 52, issue 19, 2023

Likelihood ratio and dispersive orders of parallel and series systems consisting of dependent multiple-outlier components pp. 6695-6715

Ghobad Barmalzan, Sajad Kosari, Ali Akbar Hosseinzadeh and Narayanaswamy Balakrishnan

Lower bounds of the average mixture discrepancy for row augmented designs with mixed four- and five-level pp. 6716-6733

Jiaqi Liu, Kang Wang, Di Yuan and Jianjun Li

Concentration inequalities using approximate zero bias couplings with applications to Hoeffding’s statistic under the Ewens distribution pp. 6734-6750

Nathakhun Wiroonsri

Optimal reinsurance and investment problem with the minimum capital deposit constraint pp. 6751-6766

Linlin Tian, Guoqing Li and You Lv

About the use of the overlap coefficient in the binary classification context pp. 6767-6777

Pablo Martínez-Camblor

Orderings for series and parallel systems comprising heterogeneous new extended Weibull components pp. 6778-6793

Mostafa Sattari, Abdin Haidari and Ghobad Barmalzan

Confidence intervals for a Poisson parameter with background pp. 6794-6805

Hezhi Lu, Hua Jin, Yuan Li and Zhining Wang

Robust factor models for high-dimensional time series and their forecasting pp. 6806-6819

Xiaodong Bai and Li Zheng

Perturbation analysis for dynamic poverty indexes pp. 6820-6839

Guglielmo D’Amico, Riccardo De Blasis and Fulvio Gismondi

Spectral analysis for GARCH processes through a bilinear representation pp. 6840-6856

Karima Kimouche and Abdelouahab Bibi

A risk model for Forest fires based on asymptotic results for multivariate collective models. Single models and structured families of models pp. 6857-6877

Ana Cantarinha, Elsa Moreira, Manuela Oliveira, Susete Marques and João T. Mexia

Uniform asymptotics for ruin probabilities of multidimensional risk models with stochastic returns and regular variation claims pp. 6878-6895

Xinmei Shen, Meng Yuan and Dawei Lu

Nonparametric empirical Bayes estimation based on generalized Laguerre series pp. 6896-6915

Rida Benhaddou and Matthew A. Connell

On a length-biased Birnbaum-Saunders regression model applied to meteorological data pp. 6916-6935

Kessys L. P. Oliveira, Bruno S. Castro, Helton Saulo and Roberto Vila

Dispersive and star ordering of sample extremes from dependent random variables following the proportional odds model pp. 6936-6959

Arindam Panja, Pradip Kundu and Biswabrata Pradhan

Sketched approximation of regularized canonical correlation analysis pp. 6960-6971

Jiamin Liu, Wangli Xu, Hongmei Lin and Heng Lian

Regression to the mean: Estimation and adjustment under the bivariate normal distribution pp. 6972-6990

Manzoor Khan and Jake Olivier

A generalization of Rényi entropy for basic probability assignment pp. 6991-7008

Ran Yu and Yong Deng

On polynomials associated with Cauchy–Stieltjes kernel families pp. 7009-7021

Raouf Fakhfakh

Orderings of fail-safe systems with components having Marshall-Olkin-Harris lifetime distributions pp. 7022-7040

Ghobad Barmalzan, Abbas Akrami, Ali Akbar Hosseinzadeh and Narayanaswamy Balakrishnan

Complete moment convergence for moving average process based on m-WOD random variables pp. 7041-7056

Rui Wang and Aiting Shen

Universal optimality of circular balanced repeated measurements designs through method of cyclic shifts pp. 7057-7068

Muhammad Rajab, Rashid Ahmed, Farrukh Shehzad and Muhammad Daniyal

Asymptotic normality of the regression mode in the nonparametric random design model for censored data pp. 7069-7093

Salim Bouzebda, Salah Khardani and Yousri Slaoui

Optimal portfolio and reinsurance with two differential risky assets pp. 7094-7114

Haoran Yi, Xuekang Zhang, Yuanchuang Shan and Huisheng Shu

The bilinear mean residual quantile function pp. 7115-7129

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

Volume 52, issue 18, 2023

Correction to: Ghosh, I.K., & Hamedani, G.G. (2018). The Gamma–Kumaraswamy distribution: an alternative to Gamma distribution. Communications in Statistics-Theory and Methods, 47, 2056–2072 pp. i-iv

Reza Azimi and Mahdy Esmailian

Correction to: Pararai, M., Warahena-Liyanage, G., and Oluyede, B. (2017). Exponentiated power Lindley Poisson distribution: Properties and applications. Communications in Statistics – Theory and Methods, 46, 4726–4755 pp. v-vi

Reza Azimi and Mahdy Esmailian

The asymptotic distribution of robust maximum likelihood estimator with Huber function for the mixed spatial autoregressive model with outliers pp. 6311-6340

Zhen Yang, Yihui Luan and Jiming Jiang

Integral transformation of a copula function pp. 6341-6354

Božidar V. Popović, Miroslav M. Ristić and Konstantinos Zografos

High-dimensional linear mixed model selection by partial correlation pp. 6355-6380

Audry Alabiso and Junfeng Shang

Kernel regression estimation for LTRC and associated data pp. 6381-6406

Siham Bey, Zohra Guessoum and Abdelkader Tatachak

Central limit theorem for linear processes generated by m-dependent random variables under the sub-linear expectation pp. 6407-6419

Shuang Guo and Yong Zhang

A general adaptive ridge regression method for generalized linear models: an iterative re-weighting approach pp. 6420-6443

Zijun Guo, Mengxing Chen, Yali Fan and Yan Song

A test for the Behrens–Fisher problem based on the method of variance estimates recovery pp. 6444-6455

Chao Chen, Yilin Li, Keqing Liang and Jinlin Du

Estimation of generalized threshold autoregressive models pp. 6456-6474

Rongmao Zhang, Qimeng Liu and Jianhua Shi

Using an inequality constraint to increase the power of the homogeneity tests for a two-sample problem with a mixture structure pp. 6475-6486

Guanfu Liu, Rongji Mu, Yang Liu and Zhimei Sheng

Influence of environmental factors on stress-strength systems with replaceable components pp. 6487-6503

Zohreh Pakdaman and Mahdi Doostparast

Pricing and hedging for correlation options with regime switching and common jump risk pp. 6504-6524

Xiaonan Su, Miao Han, Yu Xing and Wei Wang

Ordering properties of the smallest order statistic from Weibull-G random variables pp. 6525-6541

Shovan Chowdhury, Amarjit Kundu and Surja Kanta Mishra

Constructing minimum aberration split-plot designs via complementary designs when the subplot factors are more important pp. 6542-6560

Hui-Ping Dang, Sheng-Li Zhao and Qian-Qian Zhao

Graphical evaluation of prediction capability when the number of noise variable increases in robust parameter design pp. 6561-6572

Jin H. Oh

Estimation of the scale parameter of a selected gamma population with unequal shape parameters under stein loss function pp. 6573-6596

Negin Mahlooji and Nader Nematollahi

Harris skewed normal distribution pp. 6597-6615

Noriah Al-Kandari, Emad-Eldin A. A. Aly and Lakdere Benkherouf

Estimation of the nonparametric mean and covariance functions for multivariate longitudinal and sparse functional data pp. 6616-6639

Xu Tengteng and Riquan Zhang

Inference for sparse linear regression based on the leave-one-covariate-out solution path pp. 6640-6657

Xiangyang Cao, Karl Gregory and Dewei Wang

Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors pp. 6658-6683

Jianrong Rong, Yan Liu and Yongsong Qin

Capital allocation with multivariate risk statistics with positive homogeneity and subadditivity pp. 6684-6694

Linhai Wei and Yijun Hu

Volume 52, issue 17, 2023

Correction to: Oliveira, J., J. Santos, C. Xavier, D. Trindade, and G. M. Cordeiro. 2016. The McDonald half-logistic distribution: Theory and practice. Communications in Statistics-Theory and methods 45 (7):2005-22 pp. (i)-(ii)

Reza Azimi and Mahdy Esmailian

Correction to: Charalambides, C. A. (2021). q-Multinomial and negative q-multinomial distributions. Communications in Statistics - Theory and Methods. doi:10.1080/03610926.2020.1737711 pp. (iii)-(iv)

Charalambos A. Charalambides

A matrix based computational method of the Gini index pp. 5923-5941

Eleni Ketzaki and Nikolaos Farmakis

A new measure for assessment of clustering based on kernel density estimation pp. 5942-5951

Soumita Modak

Likelihood ratio test for change in persistence pp. 5952-5965

Anton Skrobotov

An inventory system with replacement and refurbishment of failed items pp. 5966-5988

N. Saranya, A. Shophia Lawrence and B. Sivakumar

Robust ridge estimator in censored semiparametric linear models pp. 5989-6007

Hadi Emami and Korosh Arzideh

A generalized difference-based mixed two-parameter estimator in partially linear model pp. 6008-6017

Jibo Wu and B. M. Golam Kibria

Expectation identity of the hypergeometric distribution and its application in the calculations of high-order origin moments pp. 6018-6036

Yuan-Quan Wang, Ying-Ying Zhang and Jia-Lei Liu

Large and moderate deviations for a discrete-time marked Hawkes process pp. 6037-6062

Haixu Wang

A new INAR model based on Poisson-BE2 innovations pp. 6063-6077

Jiayue Zhang, Fukang Zhu and Naushad Mamode Khan

On the first passage time of the parabolic boundary by the Markov random walk pp. 6078-6087

Rovshan Telman Aliyev, Fada Rahimov and Aynura Farhadova

Multiplicative bias correction for inverse gamma and beta prime kernel density estimators pp. 6088-6102

Lynda Harfouche, Yasmina Ziane, Nabil Zougab and Smail Adjabi

Multivariate Behrens-Fisher problem using means of auxiliary variables pp. 6103-6110

Jianqi Yu, Kalimuthu Krishnamoorthy and Bin Wang

L2 consistency of the kernel quantile estimator pp. 6111-6125

É. Youndjé

On the Hartman–Wintner law of the iterated logarithm under sublinear expectation pp. 6126-6135

Xiaofan Guo, Shan Li and Xinpeng Li

On convergence properties for weighted sums of coordinatewise ANA random vectors in Hilbert spaces pp. 6136-6146

Mi-Hwa Ko

Testing parallelism and confidence intervals of level difference in an intraclass correlation model with monotone missing data pp. 6147-6160

Yuichiro Saeki, Takashi Seo and Hiroto Hyakutake

Bi-seasonal discrete time risk model with income rate two pp. 6161-6178

Alina Alencenovič and Andrius Grigutis

A new robust parameter estimation approach for multinomial categorical response data with outliers and mismeasured covariates pp. 6179-6206

Yunfeng Zhao and Jing Guan

Analysis of a retrial queueing system with priority service and modified multiple vacations pp. 6207-6231

Jia Xu, Liwei Liu and Kan Wu

The variable selection methods and algorithms in the multiple linear model pp. 6232-6240

Gongding Wei and Mingyuan Yu

Ruin-related problems in the dual risk model under two different randomized observations pp. 6241-6265

Yingchun Deng, Kang Hu, Ya Huang, Hui Ou and Jieming Zhou

Moderate deviations for a Hawkes-type risk model with arbitrary dependence between claim sizes and waiting times pp. 6266-6274

Ke-Ang Fu and Jiangfeng Wang

Estimating 2-D GARCH models by quasi-maximum of likelihood pp. 6275-6286

Soumia Kharfouchi and Wafa Mili

Compound Poisson shared frailty models based on additive hazards pp. 6287-6309

David D. Hanagal

Volume 52, issue 16, 2023

Correction to: Aljarrah, M.A., Famoye, F. and Lee, C. (2015). A New Weibull-Pareto distribution. Communications in Statistics - Theory and Methods, 44:19, 4077-4095 pp. i-ii

The Editors

Correction to the paper “A new extension of the FGM copula with an application in reliability” by Rasha Ebaid, Walid Elbadawy, Essam Ahmed & Abdalla Abdelghaly pp. iii-iii

Haroon M. Barakat, Metwally A. Alawady and M. A. Abd Elgawad

Correction to: Gomes, A.E., da-Silva, C., Cordeiro, G.M. (2015). The exponentiated G Poisson model. Communications in Statistics - Theory and Methods, 44:20, 4217-4240 pp. iv-vi

Reza Azimi and Mahdy Esmailian

A review of compositional data analysis and recent advances pp. 5535-5567

Abdulaziz Alenazi

On approximating the shape of one-dimensional posterior marginals using the low discrepancy points pp. 5568-5586

Chaitanya Joshi, Paul T. Brown and Stephen Joe

Construction of circular quasi rees neighbor designs which can be converted into minimal circular balanced and strongly balanced neighbor designs pp. 5587-5605

Jamshaidul Hassan, Khadija Noreen, H. M. Kashif Rasheed, Mahmood ul Hassan and Rashid Ahmed

Ordering results of the smallest order statistics from independent heterogeneous new modified generalized linear failure rate random variables pp. 5606-5639

Molod Abdolahi, Gholam Ali Parham and Rahim Chinipardaz

Inferences for uncertain nonparametric regression by least absolute deviations pp. 5640-5649

Jianhua Ding, Hongyu Zhang and Zhiqiang Zhang

Lp solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition pp. 5650-5676

Xinying Li and Shengjun Fan

q-Factorial moments of bivariate discrete q-distributions pp. 5677-5702

Charalambos A. Charalambides

A note on asymptotic distributions in a directed network model with degree heterogeneity and homophily pp. 5703-5715

Jing Luo, Xiaohui Ma and Lewei Zhou

A characterization of multivariate independence using copulas pp. 5716-5726

José M. González-Barrios, Eduardo Gutiérrez-Peña, Juan D. Nieves and Raúl Rueda

Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation pp. 5727-5741

Wei Liu and Yong Zhang

Modified likelihood ratio tests for extreme value distributions pp. 5742-5751

Hyunseok Seung and Sangun Park

An improved variable parameter mean square error control chart pp. 5752-5766

Pei-Le Chen

A note on semiparametric efficient generalization of causal effects from randomized trials to target populations pp. 5767-5798

Fan Li, Hwanhee Hong and Elizabeth A. Stuart

Estimation of the slope parameter in a linear regression model under a bounded loss function pp. 5799-5813

Z. Mahdizadeh, M. Naghizadeh Qomi and Shahjahan Khan

Empirical likelihood for special self-exciting threshold autoregressive models with heavy-tailed errors pp. 5814-5835

Jinyu Li

Renyi extropy pp. 5836-5847

Jiali Liu and Fuyuan Xiao

On cumulative residual (past) extropy of extreme order statistics pp. 5848-5865

Chanchal Kundu

High-dimensional inference robust to outliers with ℓ1-norm penalization pp. 5866-5876

Jad Beyhum

Unbiased estimator for the variance of the leave-one-out cross-validation estimator for a Bayesian normal model with fixed variance pp. 5877-5899

Tuomas Sivula, Måns Magnusson and Aki Vehtari

Nomogram for sample size calculation in assessing validity of a new method based on a regression line pp. 5900-5909

Hyunsook Hong, Seokyoung Hahn, Ho Kim and Yunhee Choi

A posterior convergence rate theorem for general Markov chains pp. 5910-5921

Yang Xing

Volume 52, issue 15, 2023

Ridge-GME estimation in linear mixed models pp. 5115-5132

Fariba Janamiri, Abdolrahman Rasekh, Alireza Chaji and Babak Babadi

On the asymptotic properties of the likelihood estimates and some inferential issues related to hidden truncated Pareto (type II) model pp. 5133-5144

Indranil Ghosh

Estimating time-varying treatment switching effect using accelerated failure time model with application to vascular access for hemodialysis pp. 5145-5154

Fang-I Chu and Yuedong Wang

Identification of survival relevant genes with measurement error in gene expression incorporated pp. 5155-5172

Juan Xiong and Wenqing He

A model of discrete random walk with history-dependent transition probabilities pp. 5173-5186

Petr Volf and Tomáš Kouřim

Almost sure central limit theorem for non-stationary Markov chains pp. 5187-5194

Hui Yan, Lifeng Xu and Shaoyi Zhang

Retention of impatient customers in a multi-server Markovian queueing system with optional service and working vacations pp. 5195-5212

P. Vijaya Laxmi, E. Girija Bhavani and Andwilile Abrahamu George

Two-time-scale nonparametric recursive regression estimator for independent functional data pp. 5213-5245

Yousri Slaoui

Confidence bands for hazard rate function based on a debiased estimation pp. 5246-5259

Guangcai Mao and Jing Zhang

Cumulative and relative cumulative residual information generating measures and associated properties pp. 5260-5273

Omid Kharazmi and Narayanaswamy Balakrishnan

A network Poisson model for weighted directed networks with covariates pp. 5274-5293

Meng Xu and Qiuping Wang

Optimal time-consistent investment-reinsurance strategy for state-dependent risk aversion with delay and common shocks pp. 5294-5331

Sheng Li

Distributed testing on mutual independence of massive multivariate data pp. 5332-5348

Yongxin Kuang and Junshan Xie

Robustness of definitive screening composite designs to missing observations pp. 5349-5363

Abimbola V. Oladugba and Ogechukwu C. Nwanonobi

λ− Wijsman statistical convergence on time scales pp. 5364-5378

Emrah Yilmaz, Tuba Gulsen, Yavuz Altin and Hikmet Koyunbakan

Neyman–Pearson lemma for Bayes factors pp. 5379-5386

Andrew Fowlie

Tampered random variable modeling for multiple step-stress life test pp. 5387-5406

Farha Sultana and Anup Dewanji

Measurement error in linear regression models with fat tails and skewed errors pp. 5407-5426

Mahmoud Torabi, Malay Ghosh, Jiyoun Myung and Mark Steel

Testing conditional heteroscedasticity with systematic sampling of time series pp. 5427-5450

Paulo Teles

Minimization of ruin probability with joint strategies of investment and reinsurance pp. 5451-5469

Han Yu, Yu Zhang and Xikui Wang

A new approach to regression analysis of linear transformation model with interval-censored data pp. 5470-5482

Lin Luo and Hui Zhao

Subdata selection based on orthogonal array for big data pp. 5483-5501

Min Ren and Sheng-Li Zhao

M/M/1 queue with bi-level network process and bi-level vacation policy with balking pp. 5502-5526

Anshul Kumar and Madhu Jain

Conservative sample size for multiple regression models pp. 5527-5533

Matthew J. McIntosh

Volume 52, issue 14, 2023

RETRACTED ARTICLE: Some properties of the generalized autoregressive moving average (GARMA(1, 2; δ, 1)) model pp. i-xv

Thulasyammal R. Pillai and Mahendran Shitan

Variance Bounds for Functions of Unimodal Random Variable pp. 4765-4772

Guoqing Liu and Wenbo V. Li

On The Least Absolute Deviations Method for Ridge Estimation of Sure Models pp. 4773-4791

Zangin Zeebari and Ghazi Shukur

An improved Hoeffding’s inequality of closed form using refinements of the arithmetic mean-geometric mean inequality pp. 4792-4798

Steven G. From

A Generalized General Minimum Lower Order Confounding Criterion for General Orthogonal Designs pp. 4799-4814

Yi Cheng and Runchu Zhang

Asymptotics for penalized spline estimators in quantile regression pp. 4815-4834

Takuma Yoshida

Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds pp. 4835-4851

Guillermo Henry and Daniela Rodriguezs

Modified see variable selection for linear instrumental variable regression models pp. 4852-4861

Peixin Zhao and Liugen Xue

Two-stage stratified partial randomized response strategies pp. 4862-4893

Housila P. Singh and Tanveer A. Tarray

Estimating upper confidence bounds for positive ratios of normal random variables pp. 4894-4903

Lin Xie, Rui Xiong, Kevin Blot and Jean-Marc Dessirier

Behavioral mean-risk portfolio selection in continuous time via quantile pp. 4904-4933

Junna Bi and Danping Li

A new class of distributions on the whole real line based on the continuous iteration approach pp. 4934-4959

Yann Dijoux

Statistical inference of varying-coefficient partial functional spatial autoregressive model pp. 4960-4980

Yuping Hu, Yilun Wang, Liying Zhang and Liugen Xue

Control chart for exponential individual samples with adaptive sampling interval method based on economic statistical design: an extension of costa and Rahim’s model pp. 4993-5009

Masoud Tavakoli and Ali Akbar Heydari

Testing uniformity based on negative cumulative extropy pp. 4998-5009

Hadi Alizadeh Noughabi

Medical diagnostics accuracy measures and cut-point selection: an innovative approach based on relative net benefit pp. 5010-5025

Hani Samawi, Ding-Geng Chen, Ferdous Ahmed and Jing Kersey

Reinsurance contract design with heterogeneous beliefs and learning pp. 5026-5047

Duni Hu and Hailong Wang

Approximation of probability density functions via location-scale finite mixtures in Lebesgue spaces pp. 5048-5059

TrungTin Nguyen, Faicel Chamroukhi, Hien D. Nguyen and Geoffrey J. McLachlan

A note on the Bayes factor for small interval hypotheses pp. 5060-5067

Rudy Ligtvoet

The Itô integral and near-martingales in Riesz spaces pp. 5068-5081

Mahin Sadat Divandar and Ghadir Sadeghi

Order restricted classical and Bayesian inference of a multiple step-stress model from two-parameter Rayleigh distribution under Type I censoring pp. 5082-5112

Siqi Chen and Wenhao Gui

Correction notice to “Heine process as a q-analog of the Poisson process-waiting and interarrival times” pp. 5113-5113

Andreas Kyriakoussis and Malvina Vamvakari

Retraction: Some Properties of the Generalised Autoregressive Moving Average (GARMA(1, 2; δ, 1)) Model pp. 5114-5114

The Editors

Volume 52, issue 13, 2023

Case-cohort and inference for the proportional hazards model with covariate adjustment pp. 4379-4399

Yingli Pan, Zhan Liu, Guangyu Song and Sha Wei

A generalisation of geometric distribution pp. 4400-4413

R. N. Rattihalli and S. R. Rattihalli

On accelerating the EM-based algorithms for the VAR(1) models with multivariate generalized scaled t-distributed innovations pp. 4414-4428

A. S. Mirniam and A. R. Nematollahi

Calibrating fractional Vasicek model pp. 4429-4443

Yuecai Han and Nan Li

Linear shrinkage estimation of high-dimensional means pp. 4444-4460

Yuki Ikeda, Ryumei Nakada, Tatsuya Kubokawa and Muni S. Srivastava

On the bias of the score function of finite mixture models pp. 4461-4467

R. Labouriau

UMVUEs and Bayes estimators for various performance measures on a Poisson queue with discouraged arrivals pp. 4468-4483

Miaomiao Yu, Jianfang Tang and Yinghui Tang

On infinitely divisible multivariate gamma distributions pp. 4484-4490

Stephen G. Walker

Inference in a class of directed random graph models with an increasing number of parameters pp. 4491-4513

Yifan Fan

Reliability evaluation of a system with active redundancy strategy and load-sharing time-dependent failure rate components using Markov process pp. 4514-4533

Mani Sharifi, Pedram Pourkarim Guilani, Arash Zaretalab and Abdolreza Abhari

Bayesian inference for the negative binomial-generalized Lindley regression model: properties and applications pp. 4534-4552

Sirinapa Aryuyuen

Uniform asymptotics for ruin probabilities of a time-dependent renewal risk model with dependence structures and stochastic returns pp. 4553-4577

Zhiquan Jiang, Jiangyan Peng and Lei Zou

Test size calculation by comparing three binomial proportions pp. 4578-4589

José Juan Castro-Alva, Félix Almendra-Arao, Hortensia Josefina Reyes-Cervantes and Francisco Solano Tajonar-Sanabria

A robust Hotelling test statistic for one sample case in high dimensional data pp. 4590-4604

Hasan Bulut

Strong convergence rates of multiple change-point estimator for ρ-mixing sequence pp. 4605-4621

Yuncai Yu and Zhicheng Chen

Efficiency of a generalized difference-based weighted mixed ridge estimator in partially linear model pp. 4622-4635

Jibo Wu

A Bayesian small area model with order restrictions for contingency tables pp. 4636-4658

Xinyu Chen and Balgobin Nandram

Non parametric estimations of the conditional density and mode when the regressor and the response are curves pp. 4659-4674

Ali Laksaci, Zoulikha Kaid, Mohamed Alahiane, Idir Ouassou and Mustapha Rachdi

Tests for symmetry based on the integrated empirical process pp. 4675-4691

Carl J. L. van Heerden and Charl Pretorius

A flexible bivariate distribution for count data expressing data dispersion pp. 4692-4718

Kimberly S. Weems, Kimberly F. Sellers and Tong Li

Estimation of the drift of Riemann-Liouville fractional Brownian motion pp. 4719-4728

Farah Fatima-Ezzahra

An asymptotic result of conditional logistic regression estimator pp. 4729-4740

Zhulin He and Yuyuan Ouyang

Estimation on functional partially linear single index measurement error model pp. 4741-4763

Shuyu Meng, Zhensheng Huang, Jing Zhang and Zhiqiang Jiang

Volume 52, issue 12, 2023

Bayesian estimation for the threshold stochastic volatility model with generalized hyperbolic skew Student’s t distribution pp. 4053-4071

Feng-Chang Xie and Xian-Ju Li

Saddle-point p-values and confidence intervals based on log-rank tests when dependent subunits of clustered survival data are randomized by random allocation design pp. 4072-4082

Haidy A. Newer

Asymptotic normality of U-statistics based on i.i.d. or negatively associated observations by utilizing Zolotarev’s ideal metric pp. 4083-4102

Tasos C. Christofides and Charalambos Charalambous

Weighted log-rank tests for left-truncated data: Saddlepoint p-values and confidence intervals pp. 4103-4113

Kholoud S. Kamal, Abd El-Raheem M. Abd El-Raheem and Ehab F. Abd-Elfattah

Spatial-nonparametric regression: an approach for monitoring image data pp. 4114-4137

Dariush Eslami, Hamidreza Izadbakhsh, Orod Ahmadi and Marzieh Zarinbal

Least squares estimation for discretely observed Ornstein–Uhlenbeck process driven by small stable noises pp. 4138-4150

Chao Wei

Optimal reinsurance policy under a new distortion risk measure pp. 4151-4164

Dan Zhu and Chuancun Yin

Statistical monitoring of image data using multi-channel functional principal component analysis pp. 4165-4182

Dariush Eslami, Hamidreza Izadbakhsh, Orod Ahmadi and Marzieh Zarinbal

On binomial quantile and proportion bounds: With applications in engineering and informatics pp. 4183-4199

Michael Short

Mixtures of higher-order fractional Brownian motions pp. 4200-4215

Mohamed El Omari

A generalized normal scores test that increases the power of a test of significance for a coefficient in a linear model pp. 4216-4228

Thomas W. O’Gorman

Artificial intelligence in portfolio formation and forecast: Using different variance-covariance matrices pp. 4229-4246

Pedro Henrique Melo Albuquerque, João Gabriel de Moraes Souza and Herbert Kimura

Classical and Bayesian inference procedures of a three unit cold standby system with dependent structure pp. 4247-4258

S. A. Thiagarajan and S. Thobias

Stochastic comparisons of series and parallel systems with dependent log-logistic components pp. 4259-4282

Fariba Ghanbari, Ghobad Barmalzan and Reza Hashemi

Analysis of BMAP/MSP/1 queue with MAP generated negative customers and disasters pp. 4283-4309

Nitin Kumar and U. C. Gupta

Some design considerations for cluster randomized trials with binary responses pp. 4310-4328

Arpan Singh, Meghendar Pal and Satya Prakash Singh

Convergence results for stochastic convex feasibility problem using random Mann and simultaneous projection iterative algorithms in Hilbert space pp. 4329-4343

Akaninyene Udo Udom and Chijioke Joel Nweke

The data sampling effect on financial distress prediction by single and ensemble learning techniques pp. 4344-4355

Kuen-Liang Sue, Chih-Fong Tsai and Andy Chiu

Strong limit theorems of weighted sums for extended negatively dependent random variables under sub-linear expectations pp. 4356-4368

Qunying Wu

Relating the Friedman test adjusted for ties, the Cochran–Mantel–Haenszel mean score test and the ANOVA F test pp. 4369-4378

J. C. W. Rayner and Glen Livingston

Volume 52, issue 11, 2023

Measuring local sensitivity in Bayesian inference using a new class of metrics pp. 3581-3597

Tabassom Sedighi, Amin Hosseinian-Far and Alireza Daneshkhah

Some limiting behavior of the maximum of the partial sum for asymptotically negatively associated random vectors in Hilbert space pp. 3598-3611

Mi-Hwa Ko

A new biased estimator for the gamma regression model: Some applications in medical sciences pp. 3612-3632

Muhammad Nauman Akram, Muhammad Amin and Muhammad Qasim

Design and construction of a quick-switching sampling system with a third-generation capability index pp. 3633-3651

Zih-Huei Wang, Chien-Wei Wu and Jhen-Jia Jhu

Markov's inequality: Sharpness, renewal theory, finite samples, reliability theory pp. 3652-3660

Mark Brown and Joel E. Cohen

Hypothesis testing for populations of networks pp. 3661-3684

Li Chen, Jie Zhou and Lizhen Lin

On the method of moments approach applied to a (generalized) gamma population pp. 3685-3708

Hadi Abbaszadehpeivasti and J. B. G. Frenk

Relative error prediction: Strong uniform consistency for censoring time series model pp. 3709-3729

Feriel Bouhadjera, Ould Saïd Elias and Remita Mohamed Riad

Limit distribution of the least square estimator with observations sampled at random times driven by standard Brownian motion pp. 3730-3750

Tania Roa, Soledad Torres and Ciprian Tudor

Bootstrap inference on the Behrens–Fisher-type problem for the skew-normal population under dependent samples pp. 3751-3766

Rendao Ye, Bingni Fang, Zhongchi Wang, Kun Luo and Wenting Ge

Bayesian point estimation and predictive density estimation for the binomial distribution with a restricted probability parameter pp. 3767-3794

Yasuyuki Hamura

Bayesian modeling and forecasting of vector autoregressive moving average processes pp. 3795-3815

Samir M. Shaarawy

Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects pp. 3816-3824

B. L. S. Prakasa Rao

Belief eXtropy: Measure uncertainty from negation pp. 3825-3847

Qianli Zhou and Yong Deng

Time-varying additive model with autoregressive errors for locally stationary time series pp. 3848-3878

Jiyanglin Li and Tao Li

A new process capability index for simple linear profile pp. 3879-3894

Zainab Abbasi Ganji and Bahram Sadeghpour Gildeh

Modeling periodically inspected k/r-out-of-n system pp. 3895-3909

Himani Pant and S. B. Singh

Detecting influential data in multivariate survival models pp. 3910-3926

Tsirizani M. Kaombe and Samuel O. M. Manda

Restricted estimation of distributed lag model from a Bayesian point of view pp. 3927-3938

Selma Toker and Nimet Özbay

Fault classification via energy based features of two-dimensional image data pp. 3939-3959

Munwon Lim, Brani Vidakovic and Suk Joo Bae

Mean field approximations to a queueing system with threshold-based workload control scheme pp. 3960-3981

Qihui Bu, Liwei Liu and Yiqiang Q. Zhao

Failure rate-based models for systems subject to random shocks pp. 3982-4000

Guanjun Wang, Peng Liu and Lijuan Shen

A continuous-time network evolution model describing 3-interactions pp. 4001-4020

István Fazekas, Attila Barta, Csaba Noszály and Bettina Porvázsnyik

State space splitting of a finite markov process and some discussions on related counting processes pp. 4021-4052

Lirong Cui, He Yi and Narayanaswamy Balakrishnan

Volume 52, issue 10, 2023

Robust posterior inference for Youden’s index cutoff pp. 3193-3208

Nicholas Syring

Systematic deviation in mean of log bayes factor: Implication and application pp. 3209-3218

Vishal Midya and Jiangang Liao

A note on the two-stage multiple comparison procedures with the average for exponential location parameters under heteroscedasticity pp. 3219-3228

Shu-Fei Wu

Maximum likelihood estimation of spatial lag models in the presence of the error-prone variables pp. 3229-3240

Anil Eralp, Sahika Gokmen and Rukiye Dagalp

Robust polychoric correlation pp. 3241-3261

Johan Lyhagen and Petra Ornstein

Identifying the support of rectangular signals in Gaussian noise pp. 3262-3289

Jiyao Kou

Limiting behavior of the gap between the largest two representative points of statistical distributions pp. 3290-3313

Long-Hao Xu, Kai-Tai Fang and Jianxin Pan

Modified ridge-type estimator for the inverse Gaussian regression model pp. 3314-3332

Muhammad Nauman Akram, Muhammad Amin, Muhammad Aman Ullah and Saima Afzal

The effect of autocorrelation on the diagnostic procedures pp. 3333-3349

Feng Xu and Xiongying Li

Supplementary notes on the minimax and orthogonal least squares line fitting procedures pp. 3350-3353

Richard William Farebrother

A note on second-order stochastic dominance for linear combinations of dependent Bernoulli random variables pp. 3354-3360

Martín Egozcue and Luis Fuentes García

Wavelet-L1-estimation for non parametric location-scale models under a general dependence framework pp. 3361-3381

Xingcai Zhou, Hao Shen, Beibei Ni and Yingzhi Xu

Transient and steady-state analysis of hybrid arrivals of single and batch customers queueing systems with switch-off period pp. 3382-3413

B. Krishna Kumar, R. Sankar, R. Navaneetha Krishnan, R. Rukmani and Alexander Rumnyantsev

A randomization tool for obtaining efficient estimators through focus group discussion in sensitive surveys pp. 3414-3428

Qamruz Zaman, Muhammad Ijaz and Tolga Zaman

Minimax randomized response methods for protecting respondent’s privacy pp. 3429-3451

Jichong Chai and Tapan K. Nayak

Parameter estimation for a discrete time model driven by fractional Poisson process pp. 3452-3477

Héctor Araya, Natalia Bahamonde, Tania Roa and Soledad Torres

Associate an optimal normal distribution with a finite numerical discrete data set via extended spline functions pp. 3478-3491

Ray-Ming Chen

Stochastic comparisons on extreme order statistics from observations associated by FGM copula pp. 3492-3510

Boyang Wang and Rui Fang

The confidence interval of q-Gaussian distributions pp. 3511-3525

Ben Salah Nahla and Masmoudi Afif

The dual risk model under a mixed ratcheting and periodic dividend strategy pp. 3526-3540

Zhan-Jie Song and Fu-Yun Sun

Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion pp. 3541-3556

Qian Yu, Qiangqiang Chang and Guangjun Shen

New approaches to parameter estimation with statistical censoring by means of the CEV algorithm: Characterization of its properties for high-performance normal processes pp. 3557-3573

Javier Neira Rueda and Andres Carrión García

Autoregressive inverse Gaussian process and the stochastic volatility modeling pp. 3574-3580

P Sujith and N. Balakrishna

Volume 52, issue 9, 2023

On Birnbaum type joint importance measures for multistate reliability systems pp. 2799-2818

V. M. Chacko

Robust second-order rotatable invariably designs for some lifetime distributions pp. 2819-2835

Jinseog Kim, Gaurab Bhattacharyya, Sabyasachi Mukherjee and Rabindra Nath Das

Maximum likelihood estimation of two-sample population proportions under constraint on their difference pp. 2836-2851

Shubhabrata Das

A new look at the correlation coefficient: Correlation as the difference-sum ratio of SSEs pp. 2852-2859

Adriano Pareto

Extreme quantile regression for tail single-index varying-coefficient models pp. 2860-2881

Yingjie Wang and Xinsheng Liu

The quadruple moving average control chart for monitoring the process mean pp. 2882-2916

Vasileios Alevizakos, Kashinath Chatterjee and Christos Koukouvinos

An improved approximate Bayesian computation scheme for parameter inference based on a recalibration post-processing method pp. 2917-2930

Bin Zhu, Yongzhen Pei and Changguo Li

Convergence of asymptotically almost negatively associated random variables with random coefficients pp. 2931-2945

Bing Meng, Dingcheng Wang and Qunying Wu

Bayesian inference for quantile autoregressive model with explanatory variables pp. 2946-2965

Kai Yang, Bo Peng and Xiaogang Dong

Parameter estimation for power function-lognormal composite distribution pp. 2966-2982

Chao Wang

Reliability and expectation bounds based on Hardy’s inequality pp. 2983-2997

F. Goodarzi and M. Amini

Ordering results on extremes of inverse Kumaraswamy random samples pp. 2998-3011

Suchandan Kayal and Amarjit Kundu

Stationary joint distribution of a discrete-time group-arrival and batch-size-dependent service queue with single and multiple vacation pp. 3012-3046

N. Nandy and S. Pradhan

Semiparametric tests for equality of two independent variances pp. 3047-3069

Kai Peng and Cheng Peng

Estimation in a general semiparametric hazards regression model with missing covariates pp. 3070-3097

Jin Jin and Liuquan Sun

On strong deviation theorems concerning array of dependent random sequence pp. 3098-3107

Ping Hu, Mengru Chen, Shu Chen and Zhong-zhi Wang

Inertia and rank approach in transformed linear mixed models for comparison of BLUPs pp. 3108-3123

Nesrin Güler and Melek Eriş Büyükkaya

Some results on increments of l∞-valued random fields pp. 3124-3131

A. Bahram and B. Almohaimeed

Parameter estimation for Vasicek model driven by a general Gaussian noise pp. 3132-3148

Yong Chen, Ying Li and Xingzhi Pei

Testing for the equivalence of several sets of time series and its multiple comparison procedure pp. 3149-3164

Yukio Yanagisawa

Actual error rates in linear discrimination of spatial Gaussian data in terms of semivariograms pp. 3165-3173

Kestutis Ducinskas and Lina Dreiziene

The price of the Bermudan option: A simple, explicit formula pp. 3174-3177

Moawia Alghalith

Residual lifetime prediction for sequential k-out-of-n systems with dependent component lifetimes pp. 3178-3192

M. Baratnia and A. H. Rezaei Roknabadi

Volume 52, issue 8, 2023

Forecasting short-term mortality trends using Bernstein polynomials pp. 2417-2433

Yuh-Jenn Wu, Li-Syuan Hong, Li-Hsueh Cheng and Li-Chu Chien

Schematic saturated orthogonal arrays obtained by using the expansive replacement method pp. 2434-2447

Shanqi Pang, Rong Yan, Xiao Zhang and Jinhui Shen

On a couple of unresolved group testing conjectures pp. 2448-2460

Ugnė Čižikovienė and Viktor Skorniakov

Reliability analysis for uncertain competing failure degradation system with a change point pp. 2461-2481

Yanqing Wen, Baoliang Liu, Zhiqiang Zhang, Shugui Kang, Qingan Qiu and Haiyan Shi

A new standardized mortality ratio method for hospital quality evaluation pp. 2482-2492

Qing Peng, Xin Lai, Liu Liu and Jing Chen

IPLSL and IPLSQ: Two types of imputation PLS algorithms for hierarchical latent variable model pp. 2493-2513

Hao Cheng

Valuation of kth-to-default credit-linked notes with counterparty risk in a reduced-form model pp. 2514-2537

Kangquan Zhi, Xiaosong Qian and Ayu Xie

A class of general pretest estimators for the univariate normal mean pp. 2538-2561

Jia-Han Shih, Yoshihiko Konno, Yuan-Tsung Chang and Takeshi Emura

Shannon-McMillan theorem and strong law of large numbers for Markov chains indexed by generalized spherically symmetric trees pp. 2562-2573

Weicai Peng and Xinyue Xi

Estimation of finite population distribution function in a complex survey sampling pp. 2574-2596

Abdul Haq, Mohsin Abbas and Manzoor Khan

The distribution of the sum of independent and non identically generalized Lindley random variables pp. 2597-2609

Masato Kitani, Hidetoshi Murakami and Hiroki Hashiguchi

An efficient family of robust-type estimators for the population variance in simple and stratified random sampling pp. 2610-2624

Tolga Zaman and Hasan Bulut

Bootstrapping some GLM and survival regression variable selection estimators pp. 2625-2645

Rasanji C. Rathnayake and David J. Olive

A product acceptance decision-making method based on process capability with considering gauge measurement errors pp. 2646-2665

Dwi Yuli Rakhmawati and Junghye Lee

Objective Bayesian analysis of accelerated degradation models based on Wiener process with correlation pp. 2666-2681

Lei He

Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond pp. 2682-2701

Tetyana Kadankova, Nikolai Leonenko and Enrico Scalas

The effect of gauge measurement errors on double sampling X¯ control chart pp. 2702-2717

Mohammad Reza Maleki, Bahareh Shamseddin, Hossein Eghbali and Aliasghar Bazdar

An empirical estimate of quantile density function in presence of censoring pp. 2718-2734

Esmaeil Shirazi

Development of a new modified hogg type adaptive scheme for multilevel models with diverse error distributions pp. 2735-2750

Sehar Saleem, Rehan Ahmad Khan Sherwani and Muhammad Amin

Bias reduction and model selection in misspecified models pp. 2751-2765

Hidenori Okumura

Sampling design for the lifetime performance index of exponential lifetime distribution under progressive type I interval censoring pp. 2766-2782

Shu-Fei Wu, Jyun-Jhe Jheng and Wei-Tsung Chang

Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality pp. 2783-2798

Abdullah Qayed and Dong Han

Volume 52, issue 7, 2023

Explicit free multiplicative law of large numbers pp. 2031-2042

Raouf Fakhfakh

Option valuation under double exponential jump with stochastic intensity, stochastic interest rates and Markov regime-switching stochastic volatility pp. 2043-2056

Yong Ma, Li Chen and Jianping Lyu

Asymptotic sum-ruin probability for a bidimensional renewal risk model with subexponential claims pp. 2057-2071

Huimin Sun, Bingzhen Geng and Shijie Wang

Kernel conditional density and mode estimation for psi-weakly dependent observations pp. 2072-2098

Soumia Rih and Abdelkader Tatachak

Monitoring social networks based on Zero-inflated Poisson regression model pp. 2099-2115

Narges Motalebi, Mohammad Saleh Owlia, Amirhossein Amiri and Mohammad Saber Fallahnezhad

Identifying the distribution of linear combinations of gamma random variables via Stein’s method pp. 2116-2123

Dawei Lu and Jingcai Yang

Objective priors for common correlation coefficient in bivariate normal populations pp. 2124-2143

Sang Gil Kang, Woo Dong Lee and Yongku Kim

Some correlation tests for vectors of large dimension pp. 2144-2160

M. Rauf Ahmad and S. Ejaz Ahmed

Spatial nonstationary hierarchical Bayes estimation of small area proportions pp. 2161-2181

Priyanka Anjoy and Hukum Chandra

Consistency of the frequency polygon estimators of density mode for strongly mixing processes pp. 2182-2197

Ahmad Younso

Optimal investment strategies for an insurer with liquid constraint pp. 2198-2214

Haili Yuan and Yijun Hu

Bayes estimator of process capability index Cpk with a specified prior mean pp. 2215-2227

Shun Matsuura

Empirical Bayes on a shoestring and other applications pp. 2228-2239

Mayer Alvo

An improvement decision-making method by similarity and belief function theory pp. 2240-2258

Mehran Khalaj and Fereshteh Khalaj

Optimal post-retirement consumption and portfolio choices with idiosyncratic individual mortality force and awareness of mortality risk pp. 2259-2275

Lei He and Shuling Tian

The SPRT sign chart for process location pp. 2276-2290

Shashibhushan B. Mahadik and Dadasaheb G. Godase

Adaptive bridge estimator for Cox model with a diverging number of parameters pp. 2291-2308

Xiangdong Liu and Mingyun Sun

Equilibrium behavioral strategy for a DC pension plan with piecewise linear state-dependent risk tolerance pp. 2309-2337

Liyuan Wang, Zhiping Chen and Peng Yang

Uniform k-Tuple Partially Rank-Ordered Set Sampling pp. 2338-2355

Marvin Javier and Kaushik Ghosh

A modified one stage multiple comparison procedure of exponential location parameters with the control under heteroscedasticity pp. 2356-2364

Shu-Fei Wu

Simultaneous test for linear model via projection pp. 2365-2378

Hui Chen and Xuemin Zi

The effect of parameters estimation on the performance of variables control charts under repetitive sampling pp. 2379-2401

Vasileios Alevizakos, Kashinath Chatterjee, Christos Koukouvinos and Angeliki Lappa

A monotonicity property of weighted log-rank tests pp. 2402-2416

Tahani Coolen-Maturi and Frank P. A. Coolen

Volume 52, issue 6, 2023

Singular matrix variate Birnbaum-Saunders distribution under elliptical models pp. 1653-1667

José A. Díaz-García and Francisco J. Caro-Lopera

Nonexistence of robust designs against presence of more than one outlier in a restricted class pp. 1668-1675

Ganesh Dutta, Nripes Kumar Mandal and Premadhis Das

Orthogonality based penalized GMM estimation for variable selection in partially linear spatial autoregressive models pp. 1676-1691

Peixin Zhao, Haogeng Gan, Suli Cheng and Xiaoshuang Zhou

On optimality and construction of two-treatment circular cross-over designs pp. 1692-1701

Vasilis Chasiotis

A network Lasso model for regression pp. 1702-1727

Meihong Su and Wenjian Wang

Minimal sample size in balanced ANOVA models of crossed, nested, and mixed classifications pp. 1728-1743

Bernhard Spangl, Norbert Kaiblinger, Peter Ruckdeschel and Dieter Rasch

Jackknife empirical likelihood of error variance for partially linear varying-coefficient model with missing covariates pp. 1744-1766

Yuye Zou, Chengxin Wu, Guoliang Fan and Riquan Zhang

Some efficient classes of estimators under stratified sampling pp. 1767-1796

Shashi Bhushan, Anoop Kumar and Saurabh Singh

Equilibrium strategy for a multi-period weighted mean-variance portfolio selection in a Markov regime-switching market with uncertain time-horizon and a stochastic cash flow pp. 1797-1832

Hao Ge, Xingyi Li, Xun Li and Zhongfei Li

Diagnostic tools for a multivariate negative binomial model for fitting correlated data with overdispersion pp. 1833-1853

Lizandra C. Fabio, Cristian Villegas, Jalmar M. F. Carrasco and Mário de Castro

Risk-based premium evaluation with jump diffusion process for PBGC pp. 1854-1869

Lin Xie, Wei Wang, Zhixin Yang and Nan Zhang

On the analytical properties of category encodings in logistic regression pp. 1870-1887

Guoping Zeng

Multivariate wavelet density estimation for strong mixing stratified size-biased sample pp. 1888-1904

Junke Kou and Kaili Cui

Comparison of likelihood-based predictors of future Pareto and Lomax record values in terms of Pitman closeness pp. 1905-1922

Grigoriy Volovskiy and Udo Kamps

Construction of resolvable incomplete block designs for estimating main effects with full efficiency pp. 1923-1936

Pratheesh P. Gopinath, Rajender Parsad and B. N. Mandal

Sequential estimation of quantiles from delayed observations pp. 1937-1945

Agnieszka Stępień-Baran

A survey of resolvable solutions of partially balanced designs pp. 1946-1962

Shyam Saurabh, Kishore Sinha and Mithilesh Kumar Singh

A new stochastic order based on discrete Laplace transform and some ordering results of the order statistics pp. 1963-1980

Fatemeh Gharari and Masoud Ganji

Estimation of parameters of logistic regression with covariates missing separately or simultaneously pp. 1981-2009

Phuoc-Loc Tran, Truong-Nhat Le, Shen-Ming Lee and Chin-Shang Li

Improved imputation methods for missing data in two-occasion successive sampling pp. 2010-2029

Garib Nath Singh, Ashok Kumar Jaiswal and Awadhesh K. Pandey

Volume 52, issue 5, 2023

Detecting sparse heterogeneous mixtures in a two-sample problem pp. 1333-1347

Rong Huang

Some properties of 2-orthogonal polynomials associated with inverse Gaussian distribution pp. 1348-1355

Zarai Mohamed

Optimal preventive replacement policies for a system with discrete scheduled times pp. 1356-1368

Yen-Luan Chen

Robustness of orthogonal uniform composite designs against missing data pp. 1369-1384

Brenda Mbouamba Yankam and Abimibola Victoria Oladugba

Double smoothing local linear estimation in nonlinear time series pp. 1385-1399

K. D. Prasangika, Wan Tang, Zeng Yao and Guoxin Zuo

Determination of warranty length for one-shot devices with Rayleigh lifetime distribution pp. 1400-1416

Shuo-Jye Wu, Syuan-Rong Huang and Jie-Huei Wang

On use of randomized response technique for estimating sensitive subpopulation total pp. 1417-1430

Shakeel Ahmed and Javid Shabbir

Pricing power exchange options with default risk, stochastic volatility and stochastic interest rate pp. 1431-1456

Shengjie Yue, Chaoqun Ma, Xinwei Zhao and Chao Deng

Maximal moment inequalities for partial sums of ρ-mixing random variables with application to conditional value-at-risk estimator pp. 1457-1471

Qingqing Kang, Guo-dong Xing, Shanchao Yang and Zhiyong Chen

Optimal investment mean-field and N-player games with memory effect and relative performance competition pp. 1472-1489

Xuhui Wang and Lei Hu

Option pricing under a Markov-modulated Merton jump-diffusion dividend pp. 1490-1506

Yuanchuang Shan, Haoran Yi, Xuekang Zhang and Huisheng Shu

An insight into control charts using EWMA pp. 1507-1511

Muhammad Aslam

An ordered approach on cumulative extropy measures for information analysis pp. 1512-1532

Jitto Jose and E. I. Abdul Sathar

Colored Tobit Kalman filter pp. 1533-1547

Kostas Loumponias

A proposal of new disnormality indexes pp. 1548-1563

Giovanni Girone, Antonella Massari, Francesco Campobasso, Angela Maria D’Uggento, Claudia Marin and Fabio Manca

Lack-of-partial-memory and aging properties of multivariate generalized Marshall-Olkin distributions pp. 1564-1579

Jianhua Lin and Xiaohu Li

A minimum matrix valued risk estimator combining restricted and ordinary least squares estimators pp. 1580-1590

Buatikan Mirezi, Selahattin Kaçıranlar and Nimet Özbay

The Modified-Half-Normal distribution: Properties and an efficient sampling scheme pp. 1591-1613

Jingchao Sun, Maiying Kong and Subhadip Pal

Scalable and efficient inference via CPE pp. 1614-1633

Qin Yu, Yang Li, Yumeng Wang, Yachong Yang and Zemin Zheng

Optimal calibrated weights while minimizing a variance function pp. 1634-1651

Shameem Alam, Sarjinder Singh and Javid Shabbir

Volume 52, issue 4, 2023

On the use of Cauchy integral formula for the embedding problem of discrete-time Markov chains pp. 973-987

Virtue U. Ekhosuehi

Exact convergence rate of the local limit theorem for a branching random walk in a time-dependent random environment on d-dimensional integer lattice pp. 988-1011

Zhiqiang Gao and Xiaoyan Zhang

Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes pp. 1012-1038

Weihua Zhao, Xiaoyu Zhang, Kam Chuen Yuen, Rui Li and Heng Lian

Availability and reliability analysis of a retrial system with warm standbys and second optional repair service pp. 1039-1057

Shan Gao

Nonlinear autoregressive stochastic frontier model with dynamic technical inefficiency in panel data pp. 1058-1075

Bahareh Feizi and Ahmad Pourdarvish

Joining strategies of noncooperative and cooperative in a single server retrial queue with N-policy and multiple server vacations pp. 1076-1100

Zhen Wang, Liwei Liu, Yiqiang Q. Zhao, Linhong Li and Wei Xu

Contributions to the class of beta-generated distributions pp. 1101-1117

I. J. H. Visagie, D. J. de Waal, S. L. Makgai and A. Bekker

Nonconcave penalized M-estimation for the least absolute relative errors model pp. 1118-1135

Ruiya Fan, Shuguang Zhang and Yaohua Wu

On the extremes of the max-INAR(1) process for time series of counts pp. 1136-1154

Manuel G. Scotto and Sónia Gouveia

Memory type ratio and product estimators under ranked-based sampling schemes pp. 1155-1177

Irfan Aslam, Muhammad Noor-ul-Amin, Muhammad Hanif and Prayas Sharma

The numerical reconcilability of Bayesian measure and p-value in interval hypotheses is not possible in general pp. 1178-1189

Parisa Zolfaghari, Rahim Chinipardaz and Jafar Esmaily

Consistency of the P–C estimator in non parametric regression model based on m-END errors pp. 1190-1201

Shuili Zhang, Tiantian Hou and Cong Qu

Optimal preventive replacement last policy for a successive random works system with random lead time pp. 1202-1216

Chin-Chih Chang

An IM-based efficient test for non inferiority of the odds ratio between two independent binomial proportions pp. 1217-1236

Zhining Wang, Hua Jin and Hezhi Lu

On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences pp. 1237-1250

Jiamin Shao and Zhongquan Tan

Statistical inference of a partitioned linear random-effects model pp. 1251-1272

Ming Liu, Yongge Tian and Ruixia Yuan

Complete and complete integral convergence for weighted sums of arrays of rowwise widely negative dependent random variables under the sub-linear expectations pp. 1273-1286

Dawei Lu and Yao Meng

Penalized quantile regression for spatial panel data with fixed effects pp. 1287-1299

Yuanqing Zhang, Jiayuan Jiang and Yaqin Feng

Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates pp. 1300-1317

Xianbin Chen and Juliang Yin

Estimation of finite population distribution function of sensitive variable* pp. 1318-1331

Sanghamitra Pal and Purnima Shaw

Volume 52, issue 3, 2023

Quantum mutual entropy in terms of local quantum Bernoulli noises pp. 515-522

Qi Han, Yanan Han, Yaxin Kou and Ziqiang Lu

Estimation of the Pareto and related distributions – A reference-intrinsic approach pp. 523-542

James Sharpe and Miguel Juárez

Optimal dividend strategy for the dual model with surplus-dependent expense pp. 543-566

Shanshan Liu, Zhaoyang Liu and Guoxin Liu

Robust Bayesian estimator in a normal model with uncertain hierarchical priors pp. 567-582

Guikai Hu and Xinhai Xiao

Limit theorems for a class of integral functionals driven by fractional Brownian motion pp. 583-601

Xiaoyu Xia and Litan Yan

On the asymptotic properties of a certain class of goodness-of-fit tests associated with multinomial distributions pp. 602-622

Sherzod M. Mirakhmedov

A study on weighted dynamic survival and failure extropies pp. 623-642

E. I. Abdul Sathar and R. Dhanya Nair

Ordering properties of the smallest and largest lifetimes in Gompertz–Makeham model pp. 643-669

Amarjit Kundu, Shovan Chowdhury and Narayanaswamy Balakrishnan

Generalized linear models for ordered categorical data pp. 670-683

Sture Holm

Dalenius and Vitale randomized response technique for complex survey designs pp. 684-692

Raghunath Arnab

A class of small deviation theorems for Markov chains in bi-infinite random environment pp. 693-701

Chengjun Ding, Cong Liu, Qingpei Zang and Yannan Niu

An issue about the efficacy for the time-to-event outcome based on accelerated failure time model with interaction of unrecognized heterogeneity and main effect pp. 702-713

Feng-shou Ko

Strongly almost convergence in sequences of complex uncertain variables pp. 714-729

Jagannath Nath, Binod Chandra Tripathy, Piyali Debnath and Baby Bhattacharya

Generalized weighted survival and failure entropies and their dynamic versions pp. 730-750

Siddhartha Chakraborty and Biswabrata Pradhan

Tsallis eXtropy pp. 751-762

Yige Xue and Yong Deng

Interval estimation, point estimation, and null hypothesis significance testing calibrated by an estimated posterior probability of the null hypothesis pp. 763-787

David R. Bickel

Some new results on redundancy allocation in series systems pp. 788-805

Yinzhao Wei, Sanyang Liu and Xiaoliang Ling

Smoothed average variance estimation for dimension reduction with functional data pp. 806-829

Mètolidji Moquilas Raymond Affossogbe, Guy Martial Nkiet and Carlos Ogouyandjou

Goodness-of-fit test based on information criterion for interval censored data pp. 830-850

Fatemeh Omidi, Vahid Fakoor and Arezou Habibirad

Cumulative residual entropy of equilibrium distribution of order n pp. 851-863

N. Unnikrishnan Nair, S. M. Sunoj and Rajesh G.

A rank-based test for monotone trends in k-sample multivariate problems pp. 864-885

Taddesse Kassahun, Eshetu Wencheko and Arne C. Bathke

Rate of convergence of the asymptotic normality of sample quantiles from a finite population pp. 886-895

Hitoshi Motoyama

A class of location invariant estimators for heavy tailed distributions pp. 896-917

Lvyun Zhang and Shouquan Chen

Bayesian meta-elliptical multivariate regression models with fixed marginals on unit intervals pp. 918-938

Josemar Rodrigues, Yury R. Benites, Vicente G. Cancho, N. Balakrishnan and Adriano K. Suzuki

Estimation and selection for spatial confounding regression models pp. 939-955

Hong-Ding Yang, Yung-Huei Chiou and Chun-Shu Chen

Testing independence between discrete random variables pp. 956-971

Adriano Z. Zambom and Qing Wang

Volume 52, issue 2, 2023

Fitting generalized logistic distribution by least squares based on the logistic transformation of order statistics pp. 1-11

Haiqing Chen, Xu Zhao, Leilei Zhu, Weihu Cheng and Lu Xu

A testing procedure in clinical trials with multiple binary endpoints pp. 273-282

Takuma Ishihara and Kouji Yamamoto

Robust Bayesian approach to logistic regression modeling in small sample size utilizing a weakly informative student’s t prior distribution pp. 283-293

Kenneth Chukwuemeka Asanya, Mohamed Kharrat, Akaninyene Udo Udom and Emmanuel Torsen

A refinement of the binomial distribution using the quantum binomial theorem pp. 294-308

Andrew V. Sills

Bayesian estimation and prediction for certain type of mixtures pp. 309-334

Aziz LMoudden and Éric Marchand

Cyclic structural causal model with unobserved confounder effect pp. 335-345

Mario Nagase and Yutaka Kano

Statistical inference in EV linear model pp. 346-363

Chunxiu Zhang, Ping Yu and Xiaofeng Wang

Testing normality in the time series of EMP indices: an application and power-comparison of alternative tests pp. 364-377

Sanjay Kumar and Nand Kumar

Viability property for multi-dimensional stochastic differential equation and its applications to comparison theorem pp. 378-397

Xuejun Shi

KBER: A kernel bandwidth estimate using the Ricci curvature pp. 398-408

Abdelrahman Eid and Nicolas Wicker

K-combined random fields: Basic properties and stochastic orderings pp. 409-428

Boming Chen, Fangfang Wang and Chunsheng Ma

A method to estimate intra-cluster correlation for clustered categorical data pp. 429-444

Hrishikesh Chakraborty, Nicole Solomon and Kevin J Anstrom

Integrating the EM algorithm with particle filter for image restoration with exponential dispersion noise pp. 446-462

Ibrahim Sadok, Afif Masmoudi and Mourad Zribi

The extended two-type parameter estimator in linear regression model pp. 463-478

Amir Zeinal

Robust estimation of Pareto-type tail index through an exponential regression model pp. 479-498

Richard Minkah, Tertius de Wet and Abhik Ghosh

A mixture autoregressive model based on Student’s t–distribution pp. 499-515

Mika Meitz, Daniel Preve and Pentti Saikkonen

Volume 52, issue 1, 2023

Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation pp. 1-18

Guangjun Shen, Zheng Tang and Jun Wang

Uncertain logistic and Box-Cox regression analysis with maximum likelihood estimation pp. 19-38

Liang Fang, Yiping Hong, Zaiying Zhou and Wenhui Chen

Discriminant analysis with mixed non normal variables pp. 39-45

George Chinanu Mbaeyi and Chijioke Joel Nweke

Power for balanced linear mixed models with complex missing data processes pp. 46-64

Kevin P. Josey, Brandy M. Ringham, Anna E. Barón, Margaret Schenkman, Katherine A. Sauder, Keith E. Muller, Dana Dabelea and Deborah H. Glueck

High-dimensional statistical inference via DATE pp. 65-79

Zemin Zheng, Lei Liu, Yang Li and Ni Zhao

The skewness and kurtosis of the product of two normally distributed random variables pp. 80-93

Antonio Seijas-Macias, Amílcar Oliveira and Teresa A. Oliveira

A note on randomized response technique for multiple sensitive attribute from complex surveys pp. 94-103

Raghunath Arnab

On estimation of the PDF and the CDF of the one-parameter polynomial exponential family of distributions pp. 104-120

Indrani Mukherjee, Sudhansu S. Maiti and Vijay Vir Singh

On comparison of two parallel systems having Log–Lindley distributed components pp. 121-140

Shovan Chowdhury, Amarjit Kundu and Surja Kanta Mishra

An improved banded estimation for large covariance matrix pp. 141-155

Wenyu Yang and Xiaoning Kang

Reliability of a system under a new mixed shock model pp. 156-169

Ali Doostmoradi, Mohammad Reza Akhoond and Mohammad Reza Zadkarami

Stochastic comparisons of parallel systems with starting devices pp. 170-182

Ghobad Barmalzan, Sajad Kosari and Narayanaswamy Balakrishnan

Stochastic comparisons of parallel systems with heterogeneous exponentiated half logistic-F components pp. 183-195

Marzieh Shekari, Zohreh Pakdaman and Hossein Zamani

A new limit result in change point analysis pp. 196-207

Shrief Prince Atya, Abdalla Abdel-Ghaly and Rasha Ebaid

Consistent model checking procedures for parametric regressions with missing response pp. 208-226

Yang Sun

On ageing intensity function of some Weibull models pp. 227-262

Rajib Lochan Giri, Asok K. Nanda, Mahua Dasgupta, Satya Kr. Misra and Subarna Bhattacharjee