Communications in Statistics - Theory and Methods

2000 - 2025

Current editor(s): Debbie Iscoe

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Volume 51, issue 24, 2022

Recursive kernel regression estimation under α – mixing data pp. 8459-8475

Yousri Slaoui

Bayesian analysis of generalized linear mixed models with spatial correlated and unrestricted skew normal errors pp. 8476-8498

Mohadeseh Alsadat Farzammehr, Mohsen Mohammadzadeh, Mohammad Reza Zadkarami and Geoffrey J. McLachlan

Comparing the extremes order statistics between two random variables sequences using transmuted distributions pp. 8499-8516

Luigi-Ionut Catana and Vasile Preda

Zero-one inflated negative binomial - beta exponential distribution for count data with many zeros and ones pp. 8517-8531

Chanakarn Jornsatian and Winai Bodhisuwan

Estimating proportions by group retesting with unequal group sizes at each stage pp. 8532-8552

Yusang Hu, S. D. Walter and Graham Hepworth

On the Liu estimator in the beta and Kumaraswamy regression models: A comparative study pp. 8553-8578

Shima Pirmohammadi and Hamid Bidram

Reliability model for dual constant-stress accelerated life test with Weibull distribution under Type-I censoring scheme pp. 8579-8597

Xuefeng Feng, Jiayin Tang, Qitao Tan and Zekai Yin

Direct construction of three-level designs with less β-aberration pp. 8598-8616

Liangwei Qi and Yu Tang

Summability approximation theorems of double random variables pp. 8617-8624

Rabia Savaş and Richard F. Patterson

Exact solutions of the two-side exit time problems for the Vasicek model pp. 8625-8633

Jingmin He and Fangling Wu

The Kolmogrov–Feller type weak law of large numbers for APND random variables pp. 8634-8643

H. R. Nili-Sani and M. Jafari

Semi-parametric estimation of multinomial choice model with unobserved heterogeneity pp. 8644-8656

Changbiao Liu

Dispersion and variability orders of mixture exponential distributions and their sample spacings, and some associated characterizations pp. 8657-8670

Ghobad Barmalzan, Ali Akbar Hosseinzadeh and Narayanaswamy Balakrishnan

Strong law of large numbers under moment restrictions in sublinear expectation spaces pp. 8671-8683

Weihuan Huang and Panyu Wu

Kernel estimation of entropy function under length-biased sampling pp. 8684-8693

G. Rajesh, S. M. Sunoj and Richu Rajesh

Universal approximation on the hypersphere pp. 8694-8704

Tin Lok James Ng and Kwok-Kun Kwong

Optimal excess-of-loss reinsurance and investment with stochastic factor process pp. 8705-8727

Xiaoyu Kong and Yuhua Lü

The optimal wavelet estimation for biased density pp. 8728-8740

Junlian Xu

Estimation of stigmatized population total: A new additive quantitative randomized response model pp. 8741-8753

Zawar Hussain, Sidra Shakeel and Salman A. Cheema

A robustness evaluation of Bayesian tests for longitudinal data pp. 8754-8775

Lukas Arnroth and Rauf Ahmad

Uncertain threshold autoregressive model with imprecise observations pp. 8776-8785

Han Tang

On deferred statistical boundedness of order α pp. 8786-8798

Mikail Et, Vinod K. Bhardwaj and Sandeep Gupta

Optimal consumption and portfolios with the hyperbolic absolute risk aversion preference under the CEV model pp. 8799-8821

Hao Chang, Xueyan Li and Xingjiang Chen

Some useful classes of minimal weakly balanced neighbor designs in circular blocks of two different sizes pp. 8822-8839

Muhammad Rasheed, Khadija Noreen, Rashid Ahmed, M. H. Tahir and Farrukh Jamal

Volume 51, issue 23, 2022

The Cox-Aalen model for doubly censored data pp. 8075-8092

Pao-sheng Shen

Asymptotics for semi-strong augmented GARCH(1,1) model pp. 8093-8109

Oesook Lee and Jooyoung Kim

The extended slash distribution of the sum of two independent logistic random variables pp. 8110-8129

Jose Maria del Castillo

System reliability of the functions using Pareto-Rayleigh distribution pp. 8130-8148

Shakila Bashir, Ahmad Mahmood Qureshi and Noor Waseem

Statistical inference for bathtub-shaped distribution based on generalized progressive hybrid censored data pp. 8149-8172

Shuhan Liu and Wenhao Gui

Multi server queuing system with crashes and alternative repair strategies pp. 8173-8185

Mamatha Elliriki, C. S. Reddy, Krishna Anand and S. Saritha

Standardized lifetime-capability and warranty-return-rate-based suppliers qualification and selection with accelerated Weibull-life type II testing data pp. 8186-8204

Ming-Hung Shu, Chien-Wei Wu, Bi-Min Hsu and To-Cheng Wang

Scalable inference for high-dimensional precision matrix pp. 8205-8224

Zemin Zheng, Yue Wang, Yugang Yu and Yang Li

Estimation of the drift of a Gaussian process under balanced loss function pp. 8225-8245

Jabrane Moustaaid and Idir Ouassou

A note on regression kink model pp. 8246-8263

Yi Li, Zongyi Hu, Jiaqi Liu and Jingjing Deng

Testing the fit of relational models pp. 8264-8282

Anna Klimova and Tamás Rudas

Model averages sharpened into Occam’s razors: Deep learning enhanced by Rényi entropy pp. 8283-8295

David R. Bickel

Pricing double-barrier option with processes depending on various states of the economy pp. 8296-8309

Tianqi Zhang and Bingqing Li

An intermediate muth distribution with increasing failure rate pp. 8310-8327

Pedro Jodrá and Mohd Arshad

Distributed estimation and its fast algorithm for change-point in location models* pp. 8328-8348

Ping Cao and Zhiming Xia

Revealing unnoticed properties of super exogeneity in a cointegrated vector autoregression pp. 8349-8370

Takamitsu Kurita

Parametric Lorenz curves based on the beta system of distributions pp. 8371-8390

Emilio Gómez–Déniz, José María Sarabia and Vanesa Jordá

A non-uniform bound on binomial approximation with w-functions pp. 8391-8405

K. Teerapabolarn

On non-parametric density estimation on linear and non-linear manifolds using generalized Radon transforms pp. 8406-8426

James Webber, Erika Hussey, Eric Miller and Shuchin Aeron

Factorwise variance dispersion graphs pp. 8427-8445

John J. Borkowski, Wanida Limmun and Boonorm Chomtee

Computing Birnbaum and Barlow-Proschan importance measures using system signature pp. 8446-8457

Femin Yalcin and Ceki Franko

Volume 51, issue 22, 2021

Efficiency evaluation with cross-efficiency in the presence of undesirable outputs in stochastic environment pp. 7691-7712

M. Khodadadipour, A. Hadi-Vencheh, M.H. Behzadi and M. Rostamy-malkhalifeh

Additive regression splines with total variation and non negative garrote penalties pp. 7713-7736

Jae-Hwan Jhong, Kwan-Young Bak, Jae-Kyung Shin and Ja-Yong Koo

Regression analysis of clustered interval-censored failure time data with cure fraction and informative cluster size pp. 7737-7750

Dian Yang, Nicholas Sun and Jianguo Sun

Clustering and expected seat-share for district maps pp. 7751-7766

Kristopher Tapp

Stochastic comparisons of finite mixture models with generalized Lehmann distributed components pp. 7767-7782

Mostafa Sattari, Ghobad Barmalzan and Narayanaswamy Balakrishnan

Robust multiple-set linear canonical analysis based on minimum covariance determinant estimator pp. 7783-7800

Ulrich Djemby Bivigou and Guy Martial Nkiet

Maximum likelihood estimation of the change point in stationary state of auto regressive moving average (ARMA) models, using SVD-based smoothing pp. 7801-7818

Raza Sheikhrabori and Majid Aminnayeri

Non parametric covariance model with circular condition and its application pp. 7819-7829

Xu Qin and Yu Q. Zhang

Semiparametric copula-based regression modeling of semi-competing risks data pp. 7830-7845

Hong Zhu, Yu Lan, Jing Ning and Yu Shen

Information generating function for order statistics and mixed reliability systems pp. 7846-7855

Omid Kharazmi and Narayanaswamy Balakrishnan

Asymptotic properties of MLE’s of parameters of exponentiated exponential lifetime distributions pp. 7856-7870

James U. Gleaton, Ping Sa and Sami Hamid

Uniform asymptotics for ruin probabilities of a non standard bidimensional perturbed risk model with subexponential claims pp. 7871-7884

Shijie Wang, Huan Qian, Huimin Sun and Bingzhen Geng

Strong convergence for weighted sums of END random variables under the sub-linear expectations pp. 7885-7896

Fengxiang Feng and Haiwu Huang

Parameter estimation for univariate Skew-Normal distribution based on the modified empirical characteristic function pp. 7897-7910

Gege Hou, Ancha Xu, Fengjing Cai and You-Gan Wang

On some general survival models with delayed failures pp. 7911-7928

Ji Hwan Cha and Maxim Finkelstein

Estimation of the scale parameter of a family of distributions using a newly derived minimal sufficient statistic pp. 7929-7962

P. Yageen Thomas and V. Anjana

On some characterization results of R˜-norm dynamic survival entropies pp. 7963-7979

Tanuj Kumar and Rakesh Kumar Bajaj

Robust optimal investment strategy of DC pension plans with stochastic salary and a return of premiums clause pp. 7980-8011

Ming Yan, Zheng Cao, Ting Wang and Shuhua Zhang

Prediction intervals for GLMs, GAMs, and some survival regression models pp. 8012-8026

David J. Olive, Rasanji C. Rathnayake and Mulubrhan G. Haile

Estimation of coefficient of quartile deviation in case of missing data pp. 8027-8052

G. N. Singh and M. Usman

Robust variable selection via penalized MT-estimator in generalized linear models pp. 8053-8065

R. L. Salamwade and D. M. Sakate

My musings on a pioneering work of Erich Lehmann and its rediscoveries on some families of distributions pp. 8066-8073

Narayanaswamy Balakrishnan

Volume 51, issue 21, 2022

Further improvements on unrelated characteristic models in randomized response techniques pp. 7305-7321

Purnima Shaw and Arijit Chaudhuri

A clustering method combining multiple range tests and K-means pp. 7322-7339

T. J. Devika and J. Ravichandran

A pliant parametric detection model for line transect data sampling pp. 7340-7353

Hassan S. Bakouch, Christophe Chesneau and Rawda I. Abdullah

Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models pp. 7354-7389

Naiqi Liu, Kunyang Song, Yuping Song and Xiaochen Wang

Modified EWMA and DEWMA control charts for process monitoring pp. 7390-7412

Vasileios Alevizakos, Kashinath Chatterjee and Christos Koukouvinos

Market price of risk estimation: Does distribution matter? pp. 7413-7432

Panayiotis Theodossiou and Christos Savva

Pólya urn models in the presence of additional information pp. 7433-7451

Babak Jamshidi, Parisa Torkaman and Azad Sheikhi

Uniform moment bounds for the standard estimators in the Cox proportional hazard model pp. 7452-7464

Cécile Durot and Eni Musta

A note on the weak law of large numbers for weighted negatively superadditive dependent random variables pp. 7465-7475

Habib Naderi, Fakhreddine Boukhari and Przemysław Matuła

Hypothesis testing for high-dimensional multivariate regression with false discovery rate control pp. 7476-7495

Yunlong Zhu

Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer pp. 7496-7527

Danping Li, Ximin Rong, Yajie Wang and Hui Zhao

Inference in a probit model for affiliation networks pp. 7528-7546

Qian Wang, Chen Zhao and Jing Luo

Optimization and analysis of a tandem queueing system with parallel channel at second station pp. 7547-7560

Murat Sagir and Vedat Saglam

A note on estimation of a shape parameter in a Pareto distribution pp. 7561-7574

Mashu Yabuno and Hidekazu Tanaka

Asymptotic properties of LS estimator in nonlinear functional EV models pp. 7575-7606

Yu Miao and Yuhang Zhen

Hybrid synthetic and group runs charts using alternating the charting statistic to monitor the mean vector of a multivariate process pp. 7607-7630

Gadre Mukund Parasharam and Nisha Padappa

Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model pp. 7631-7651

Georgios Psarrakos

Complete moment convergence for the linear processes with random coefficients generated by a class of random variables pp. 7652-7664

Zhiqiang Tang and Yong Zhang

Assessing the percent rotatability of the central composite designs pp. 7665-7682

Emmanuel Uchenna Ohaegbulem and Polycarp E. Chigbu

Multiplicative controlled branching process with immigration pp. 7683-7690

Mukund Ramtirthkar and Mohan Kale

Volume 51, issue 20, 2022

Computing the effect of measurement errors on the use of auxiliary information under systematic sampling pp. 6919-6934

Neha Singh and Gajendra K. Vishwakarma

On Gaver’s parallel system supervised by a safety unit: The global recovery time pp. 6935-6946

Edmond J. Vanderperre and Stanislav S. Makhanov

Strong law of large numbers for functionals of random fields with unboundedly increasing covariances pp. 6947-6962

Illia Donhauzer, Andriy Olenko and Andrei Volodin

On the asymptotic distribution of Matusita's overlapping measure pp. 6963-6977

M. T. Alodat, Moh’d Al Fayez and Omer Eidous

A useful variance decomposition for destructive Waring regression cure model with an application to HIV data pp. 6978-6989

Jonathan K. J. Vasquez, Josemar Rodrigues and N. Balakrishnan

Generalized multiple dependent state sampling plans for coefficient of variation pp. 6990-7005

Gadde Srinivasa Rao, Muhammad Aslam, Rehan Ahmad Khan Sherwani, Muhammad Ahmed Shehzad and Chi-Hyuck Jun

Dual response surface optimization using a process “capability” index pp. 7006-7020

Michael Bendersky, Noam Barak and Yisrael Parmet

A repairable multi-state system with a general α-series process and an order-replacement policy pp. 7021-7037

Kai Zuo and Mei Xiao

Estimation and prediction based on record statistics in the presence of an outlier pp. 7038-7055

Bahareh Khatib Astaneh and Jafar Ahmadi

Strong consistency of the nonparametric local linear regression estimation under censorship model pp. 7056-7072

Feriel Bouhadjera, Elias Ould Saïd and Mohamed Riad Remita

Identifiability and estimation of two-sample data with nonignorable missing response pp. 7073-7087

Lei Wang

Statistical convergence of complex uncertain triple sequence pp. 7088-7100

Birojit Das, Binod Chandra Tripathy, Piyali Debnath and Baby Bhattacharya

Change point estimation in regression model with response missing at random pp. 7101-7119

Hong-Bing Zhou and Han-Ying Liang

On consistency of the weighted estimator in nonparametric regression model with asymptotically almost negatively associated random variables pp. 7120-7135

Liwang Ding and Ping Chen

Almost sure central limit theorems for the maxima of Gaussian functions pp. 7136-7147

Wenyi Song, Jiamin Shao and Zhongquan Tan

A stratified estimation of a sensitive attribute by using negative binomial and negative hypergeometric distribution as randomization devices pp. 7148-7171

Gi-Sung Lee, Ki-Hak Hong and Chang-Kyoon Son

Asymptotic results of semi-functional partial linear regression estimate under functional spatial dependency pp. 7172-7192

M. Benallou, M. K. Attouch, T. Benchikh and O. Fetitah

Estimation in nonparametric regression model with additive and multiplicative noise via Laguerre series pp. 7193-7207

Rida Benhaddou

Model selection for time series with nonlinear trend pp. 7208-7224

R. Alraddadi and Q. Shao

Effects of missing observations on predictive capability of augmented Box-Behnken designs pp. 7225-7242

Fareeha Rashid, Atif Akbar and Hafiz Muhammad Arshad

Joint modeling of longitudinal count and time-to-event data with excess zero using accelerated failure time model: an application with CD4 cell counts pp. 7243-7263

Mojtaba Zeinali Najafabadi, Ehsan Bahrami Samani and Mojtaba Ganjali

Functional data clustering using principal curve methods pp. 7264-7283

Ruhao Wu, Bo Wang and Aiping Xu

Testing equality of the regression coefficients in panel data models pp. 7284-7296

Asghar Esmaeli-Ayan, Ahad Malekzadeh and Farshin Hormozinejad

Generalized convolution product of an infinitely divisible distribution and a Bernoulli distribution pp. 7297-7304

Ben Salah Nahla

Volume 51, issue 19, 2022

Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk pp. 6535-6558

Yongtao Zhang, Hui Zhao, Ximin Rong and Kai Han

Moderating probability distributions for unrepresented uncertainty: Application to sentiment analysis via deep learning pp. 6559-6572

David R. Bickel

Some classes of circular balanced RMDs and their conversion into circular strongly and nearly strongly balanced RMDs pp. 6573-6584

Zahid Bashir, Rashid Ahmed, Jigneshkumar Gondaliya and Kashif Rasheed

Optimal sequential tests for detection of changes under finite measure space for finite sequences of networks pp. 6585-6600

Lei Qiao and Dong Han

Absolutely continuous copulas with prescribed support constructed by differential equations, with an application in toxicology pp. 6601-6625

Oscar Björnham, Niklas Brännström and Leif Persson

A stratified three-stage randomized response model for estimation of rare sensitive parameter under Poisson approximation pp. 6626-6652

Garib Nath Singh and Chandraketu Singh

The issue about sample size for survival analysis considering the interaction of unrecognized heterogeneity and treatment pp. 6653-6666

Feng-shou Ko

Comparison of Bayesian nonparametric density estimation methods pp. 6667-6682

Adel Bedoui and Ori Rosen

Inference on volatility curve at high frequencies via functional data analysis pp. 6683-6700

Fan Wu, Guan-jun Wang and Xin-bing Kong

A nonparametric estimation for infectious diseases with latent period pp. 6701-6718

Wensheng Wang, Hui Zhou and Anwei Zhu

Hermite-Hadamard type integral inequalities for multidimensional general h-harmonic preinvex stochastic processes pp. 6719-6740

Nidhi Sharma, Rohan Mishra and Abdelouahed Hamdi

Likelihood ratio ordering for parallel systems with exponential components pp. 6741-6759

Jiantian Wang and Bin Cheng

Objective Bayesian approach to the Jeffreys-Lindley paradox pp. 6760-6765

Andrew Fowlie

On (λ,f)-statistical boundedness of order α pp. 6766-6776

Fatih Temizsu, Mikail Et, Muhammed Çinar and Hacer Şengül Kandemir

Estimating the scale parameter of an exponential distribution under progressive type II censoring pp. 6777-6791

Yogesh Mani Tripathi, Constantinos Petropoulos and Amulya Kumar Mahto

ELS algorithm for estimating open source software reliability with masked data considering both fault detection and correction processes pp. 6792-6817

Jianfeng Yang, Ming Zhao and Jing Chen

Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations pp. 6818-6833

Olena Dehtiar, Yuliya Mishura and Kostiantyn Ralchenko

Unified and non-recursive formulas for moments of the normal distribution with stripe truncation pp. 6834-6862

Haruhiko Ogasawara

Effect of measurement error on joint monitoring of process mean and coefficient of variation pp. 6863-6882

Afshan Riaz, Muhammad Noor-ul-Amin and Eralp Dogu

On the bias and variance of odds ratio, relative risk and false discovery proportion pp. 6883-6908

Guodong Pang, Demissie Alemayehu, Victor de la Peña and Michael J. Klass

Insensitivity of Nadaraya–Watson estimators to design correlation pp. 6909-6918

Yuliana Linke and Igor Borisov

Volume 51, issue 18, 2022

A satisficing policy of the secretary problem: theory and simulation pp. 6151-6165

Xinlin Wu and Haixiong Li

Stability of sampling proposals for reducible diffusions over large time intervals pp. 6166-6181

David Suda

Assessing the accuracy of individual link with varying block sizes and cutoff values using MaCSim approach pp. 6182-6196

Shovanur Haque and Kerrie Mengersen

Bayesian inference for merged panel autoregressive model pp. 6197-6217

Jitendra Kumar and Varun Agiwal

On a Feller–Jajte strong law of large numbers pp. 6218-6226

Fakhreddine Boukhari

Convergence of trinomial formula for European option pricing pp. 6227-6249

Yuttana Ratibenyakool and Kritsana Neammanee

On weighted extropies pp. 6250-6267

Narayanaswamy Balakrishnan, Francesco Buono and Maria Longobardi

Optimal insurance design under Vajda condition and exclusion clauses pp. 6268-6295

Yanhong Chen and Yijun Hu

A new generalized regression estimator and variance estimation for unequal probability sampling without replacement for missing data pp. 6296-6318

Nuanpan Lawson and Pachitjanut Siripanich

A double-sequential sampling scheme pp. 6319-6333

Jun Hu

Statistical inference for the partially linear single-index model of panel data with serially correlated error structure pp. 6334-6366

Gui Linlin and Liu Yang

Portfolio optimization based on generalized information theoretic measures pp. 6367-6384

Luckshay Batra and H. C. Taneja

Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages pp. 6385-6395

Masoud Amiri, Jan Dhaene, Muhyiddin Izadi and Baha-Eldin Khaledi

A constrained marginal zero-inflated binomial regression model pp. 6396-6422

Essoham Ali, Aliou Diop and Jean-François Dupuy

Test for high dimensional partially linear models pp. 6423-6434

Xiangyong Tan

Non parametric bias reduction of diffusion coefficient in integrated diffusion processes pp. 6435-6446

Mingtian Tang, Yunyan Wang and Qingqing Zhan

Varentropy of order statistics and some stochastic comparisons pp. 6447-6460

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

A single server queuing system with correlated reneging and feedback of served customers pp. 6461-6475

Bhavneet Singh Soodan and Rakesh Kumar

A δ-shock model for reengineering of a repairable supply chain using quasi renewal process pp. 6476-6501

Y. Sarada and S. Sangeetha

Modeling sums of exchangeable binary variables pp. 6502-6514

Ryan Elmore

A Berry-Esseen theorem for sample quantiles under association pp. 6515-6528

Lahcen Douge

Characterization of probability measures by linear functions of Q-independent random variables defined on a homogeneous Markov chain pp. 6529-6534

B. L. S. Prakasa Rao

Volume 51, issue 17, 2022

Assessing the effect of E-Bayesian inference for Poisson inverse exponential distribution parameters under different loss functions and its application pp. 5763-5805

Anurag Pathak, Manoj Kumar, Sanjay Kumar Singh and Umesh Singh

Monitoring number of non-conforming items based on multiple dependent state repetitive sampling under truncated life tests pp. 5806-5825

Muhammad Aslam, S. Balamurali, P. Jeyadurga and Muhammad Ali Raza

Kernel based method for the k-sample problem with functional data pp. 5826-5849

Armando S. K. Balogoun, Guy M. Nkiet and Carlos Ogouyandjou

Some properties of the failure rate function for mixtures of Erlang distributions pp. 5850-5872

George Tzavelas, Christina Koutropoulou and Konstadinos Politis

Asymptotic analysis of singular likelihood ratio of normal mixture by Bayesian learning theory for testing homogeneity pp. 5873-5888

Natsuki Kariya and Sumio Watanabe

Deconvolution of ℙ(X pp. 5889-5912

Cao Xuan Phuong and Le Thi Hong Thuy

Poisson-Gamma mixture processes and applications to premium calculation pp. 5913-5936

Shujin Wu

A scalable approximate Bayesian inference for high-dimensional Gaussian processes pp. 5937-5956

Anis Fradi, Chafik Samir and François Bachoc

Penalized Lq-likelihood estimators and variable selection in linear regression models pp. 5957-5970

Hongchang Hu and Zhen Zeng

Penalized estimation in finite mixture of ultra-high dimensional regression models pp. 5971-5992

Shiyi Tang and Jiali Zheng

Optimal investment strategy for a family with a random household expenditure under the CEV model pp. 5993-6007

Danping Li, Xiaotao Liu and Hailong Liu

Bayesian non-homogeneous cumulative probability models for ordinal data from designed experiments pp. 6008-6020

I-Tang Yu

Exact inference for the parameters of absolutely continuous trivariate exponential location–scale model pp. 6021-6031

Roshini George and S. Thobias

Joint monitoring of mean and variance under double ranked set sampling using likelihood ratio test statistic pp. 6032-6048

Farah Arif, Muhammad Noor-ul-Amin and Muhammad Hanif

On retrial queue with customer balking and feedback subject to server breakdowns pp. 6049-6063

Jau-Chuan Ke, Tzu-Hsin Liu, Siping Su and Zhe-George Zhang

Adaptive test for periodicity in restrictive EXPAR(p) models pp. 6064-6077

A. Yousfi and M. Merzougui

Projection pursuit emulation for many-input computer experiments pp. 6078-6090

Yunfei Wei, Daijun Chen and Shifeng Xiong

Weighted extropies and past extropy of order statistics and k-record values pp. 6091-6108

Shilpa Bansal and Nitin Gupta

Clustering condition-based maintenance for manufacturing systems with both perfect and imperfect maintenance actions pp. 6109-6126

Shakiba Bazeli, Mohammad Saber Fallahnezhad, Ahmad Sadegheih and Hasan Hosseini Nasab

On improved accelerated sequential estimation of the mean of an inverse Gaussian distribution pp. 6127-6143

Neeraj Joshi and Sudeep R. Bapat

A note on the properties of estimators in missing data analysis pp. 6144-6149

Tadayoshi Fushiki

Volume 51, issue 16, 2022

Adaptive MEWMA charts for univariate and multivariate simple linear profiles pp. 5383-5411

Abdul Haq

A graphic and tabular variable deduction method in logistic regression pp. 5412-5427

Guoping Zeng

Asymptotic behavior and calibration of short-time option prices under the normal tempered stable model pp. 5428-5445

Jing Zhao and Shenghong Li

Linear prediction of sums of sequential minima pp. 5446-5454

Valery Borisovich Nevzorov, Valeriia Savinova and Alexei Stepanov

Strong laws of large numbers for pairwise PQD random variables: a necessary condition pp. 5455-5460

João Lita da Silva

Asymmetric influence measure for high dimensional regression pp. 5461-5487

Amadou Barry, Nikhil Bhagwat, Bratislav Misic, Jean-Baptiste Poline and Celia M. T. Greenwood

Concomitants of generalized order statistics from iterated Farlie–Gumbel–Morgenstern type bivariate distribution pp. 5488-5504

M. A. Alawady, H. M. Barakat, Shengwu Xiong and M. A. Abd Elgawad

Bayes analysis of abridged age specific fertility pattern using parametric models pp. 5505-5533

Rahul Kumar Mishra and Satyanshu K. Upadhyay

Sample size and performance estimation for biomarker combinations based on pilot studies with small sample sizes pp. 5534-5548

Amani Al-Mekhlafi, Tobias Becker and Frank Klawonn

Mean targeting estimation for integer-valued time series with application to change point test pp. 5549-5565

Minyoung Jo and Sangyeol Lee

Bayesian singular value regularization via a cumulative shrinkage process pp. 5566-5589

Masahiro Tanaka

The generalized Pearson family of distributions and explicit representation of the associated density functions pp. 5590-5606

Serge B. Provost, Hossein Zareamoghaddam, S. Ejaz Ahmed and Hyung-Tae Ha

A distribution-free tracking interval for model selection: application in the strength of brittle materials pp. 5607-5637

Abdolreza Sayyareh and Saba Sayyareh

The Poisson-stopped Hurwitz–Lerch zeta distribution pp. 5638-5652

Kian Wah Liew, Seng Huat Ong and Kian Kok Toh

Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion pp. 5653-5680

Yijun Wang, Yingchun Deng, Ya Huang, Jieming Zhou and Xuyan Xiang

How to analyze change in perception from paired Q-sorts pp. 5681-5691

Noori Akhtar-Danesh and Stephen C. Wingreen

Hypothesis testing and interval estimation for quantiles of two normal populations with a common mean pp. 5692-5713

Habiba Khatun, Manas Ranjan Tripathy and Nabendu Pal

On seemingly unrelated regressions with uniform correlation error pp. 5714-5727

Tian He and Lichun Wang

Optimal dividends and reinsurance with capital injection under thinning dependence pp. 5728-5749

Mi Chen, Ming Zhou, Haiyan Liu and Kam Chuen Yuen

The alternative distribution of the non parametric extended median test CUSUM chart for multiple stream processes pp. 5750-5761

Austin R. Brown

Volume 51, issue 15, 2022

A note on the stochastic precedence order between component redundancy and system redundancy for k-out-of-n systems pp. 5003-5011

Mithu Rani Kuiti, Nil Kamal Hazra and Maxim Finkelstein

On efficient median-based linear regression estimator for population mean pp. 5012-5024

Umar Kabir Abdullahi and Fidelis Ifeanyi Ugwuowo

On negative cumulative extropy with applications pp. 5025-5047

Saeid Tahmasebi and Abdolsaeed Toomaj

Nonparametric estimation of ruin probability by complex Fourier series expansion in the compound Poisson model pp. 5048-5063

Jing Li, Wenguang Yu and Chaolin Liu

Analytic expressions for the positive definite and unimodal regions of Gram-Charlier series pp. 5064-5084

Oh Kang Kwon

Objective bayesian inference for quantile ratios in normal models pp. 5085-5111

Sang Gil Kang, Woo Dong Lee and Yongku Kim

A unified option pricing model with Markov regime-switching double stochastic volatility, stochastic interest rate and jumps pp. 5112-5123

Jianping Lyu, Yong Ma and Wei Sun

Valuation of mortgage pass-through securities with partial prepayment risk pp. 5124-5145

Congjin Zhou, Guojing Wang, Liang Liu and Jie Guo

A multiple regression imputation method with application to sensitivity analysis under intermittent missingness pp. 5146-5161

Rolando Uranga, Geert Molenberghs and Sira Allende

On the robust regression for a censored response data in the single functional index model pp. 5162-5186

M’hamed Ezzahrioui and Elias Ould Saïd

Classification by fiducial predictive density functions pp. 5187-5203

Yuqi Long and Xingzhong Xu

High-dimensional dynamic systems identification with additional constraints pp. 5204-5225

Junlin Li

On a new goodness-of-fit test for the Rayleigh distribution based on a conditional expectation characterization pp. 5226-5240

Shawn Carl Liebenberg, Joseph Ngatchou-Wandji and James Samuel Allison

On a discrete interaction risk model with delayed claims and randomized dividends pp. 5241-5257

Juan Liu, Ya Huang, Xuyan Xiang and Jieming Zhou

A note on the Helmert transformation pp. 5258-5264

Reza Farhadian and Brenton R. Clarke

A framework for information synthesis into sentiment indicators using text mining methods pp. 5265-5283

Roberto Casarin, Jorge E. Camargo, German Molina and Enrique ter Horst

An EM algorithm for analyzing right-censored survival data under the semiparametric proportional odds model pp. 5284-5297

Lu Wang and Lianming Wang

On linear prediction for stationary random fields with nonsymmetrical half-plane past pp. 5298-5309

Ouerdia Arezki and Abdelghani Hamaz

Bayesian estimation of the expected queue length of a system M/M/1 with certain and uncertain priors pp. 5310-5317

Azadeh Kiapour

On ordering parallel systems with two components having Marshall/Olkin-type lifetime distribution pp. 5318-5329

Xiaoxiao Hu and Xiaohu Li

Bayesian inference with uncertain data of imprecise observations pp. 5330-5341

Kai Yao

Least squares estimator for a class of subdiffusion processes pp. 5342-5363

Huiyan Zhao, Chongqi Zhang, Yu Guo and Sheng Lin

A pioneering study on discrete cosine transform pp. 5364-5368

Hiroshi Yamada

Nonlinear least squares estimation of the periodic EXPAR(1) model pp. 5369-5381

S. Becila and M. Merzougui

Volume 51, issue 14, 2022

Variable sampling interval EWMA chart for multivariate coefficient of variation pp. 4617-4637

Heba N. Ayyoub, Michael B. C. Khoo, Sajal Saha and Ming Ha Lee

On the behavior of the high order stop-loss transform for convolutions with some applications pp. 4638-4652

Idir Arab, Milto Hadjikyriakou and Paulo Eduardo Oliveira

Estimation of population variance in successive sampling in presence and absence of measurement error pp. 4653-4666

Pitambar Das, Garib Nath Singh and Arnab Bandyopadhyay

Some new results on likelihood ratio ordering and aging properties of generalized order statistics pp. 4667-4691

Maryam Esna-Ashari, Mahdi Alimohammadi and Erhard Cramer

Neyman-Scott process with skew-normal clusters pp. 4692-4711

Nader Najari, Mohammad Q. Vahidi Asl and Abdollah Jalilian

Stochastic comparisons of parallel systems with generalized Kumaraswamy-G components pp. 4712-4738

Suchandan Kayal and Phalguni Nanda

Post-selection inference of generalized linear models based on the lasso and the elastic net pp. 4739-4756

Xiang-yu Shi, Bo Liang and Qi Zhang

Equilibrium dividend strategies for spectrally negative Lévy processes with time value of ruin and random time horizon pp. 4757-4780

Yongxia Zhao, Hua Dong and Wei Zhong

Usual stochastic and reversed hazard orders of parallel systems with independent heterogeneous components pp. 4781-4806

Ghobad Barmalzan, Sajad Kosari and Narayanaswamy Balakrishnan

On a non-monotonic ageing class based on the failure rate average pp. 4807-4826

Dhrubasish Bhattacharyya, Shyamal Ghosh and Murari Mitra

Jackknife empirical likelihood for the error variance in linear errors-in-variables models with missing data pp. 4827-4840

Hong-Xia Xu, Guo-Liang Fan and Jiang-Feng Wang

Asymptotic properties of lower exponential spacings under Type-II progressive censoring pp. 4841-4853

Alexandre Berred and Alexei Stepanov

Multivariate q-Pólya and inverse q-Pólya distributions pp. 4854-4876

Charalambos A. Charalambides

Bayesian inference in quantile functions pp. 4877-4889

N. Unnikrishnan Nair, P. G. Sankaran and M. Dileepkumar

Software reliability modeling based on NHPP for error occurrence in each fault with periodic debugging schedule pp. 4890-4902

Sudipta Das, Damitri Kundu and Anup Dewanji

Monitoring the process mean with an ATTRIVAR chart pp. 4903-4920

Antonio Fernando Branco Costa and Antonio Faria Neto

Bayesian prior information fusion for power law process via evidence theory pp. 4921-4939

Jun-Ming Hu, Hong-Zhong Huang, Yan-Feng Li and Hui-Ying Gao

Confidence intervals with maximal average power pp. 4940-4956

Christian Bartels, Johanna Mielke and Ekkehard Glimm

On some counter examples of the bivariate and multivariate normal distributions: A brief survey pp. 4957-4972

Indranil Ghosh and G.G. Hamedani

Empirical likelihood based inference for varying coefficient panel data models with fixed effect pp. 4973-4990

Wanbin Li, Liugen Xue and Peixin Zhao

Tail behavior and extremes of the beta-normal distribution pp. 4991-5002

Yingying Jiang and Baokun Li

Volume 51, issue 13, 2022

A new class of marginally regular multivariate counting processes generated by the mixture of multivariate Poisson processes pp. 4235-4251

Ji Hwan Cha and F. G. Badía

Reweighting estimators for the transformation models with length-biased sampling data and missing covariates pp. 4252-4275

Zhiping Qiu, Huijuan Ma and Jianhua Shi

Stochastic comparisons and ageing properties of RLRT (ITRT) based on variance residual life pp. 4276-4295

Arijit Patra and Chanchal Kundu

Open-loop equilibrium strategy for mean-variance asset-liability management with margin requirements pp. 4296-4312

Qian Zhao and Jiaqin Wei

First-order integer-valued autoregressive process with Markov-switching coefficients pp. 4313-4329

Feilong Lu and Dehui Wang

Stationary queue and server content distribution of a batch-size-dependent service queue with batch Markovian arrival process: BMAP/Gn(a,b)/1 pp. 4330-4357

S. Pradhan and U. C. Gupta

An extension of entropy power inequality for dependent random variables pp. 4358-4369

Fatemeh Asgari and Mohammad Hossein Alamatsaz

A new Liu-type estimator in binary logistic regression models pp. 4370-4394

Esra Ertan and Kadri Ulaş Akay

Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models pp. 4395-4416

Fikri Akdeniz, Mahdi Roozbeh, Esra Akdeniz and Naushad Mamode Khan

Optimal designing of multiple deferred (dependent) state repetitive group sampling plan for variables inspection pp. 4417-4433

P. Jeyadurga and S. Balamurali

On construction of equireplicated constant block-sum designs pp. 4434-4450

Ravindra Khattree

A robust high dimensional estimation of a finite mixture of the generalized linear model pp. 4451-4463

Azam Sabbaghi and Farzad Eskandari

Two-component generalized bent-cable models pp. 4464-4475

Getachew A. Dagne

A new method for multi-sample high-dimensional covariance matrices test based on permutation pp. 4476-4486

Wei Yu

Does how long observing correlate with upper record value? Fukushima nuclear disaster’s radiation levels are illustrated pp. 4487-4499

Ramalingam Shanmugam

Generalized Mittag-Leffler Lévy process and its connections to first passage times of Lévy subordinators pp. 4500-4508

Janusz Gajda

Some new resolvable group divisible designs pp. 4509-4514

Shyam Saurabh and Kishore Sinha

Partial functional linear regression with autoregressive errors pp. 4515-4536

Piaoxuan Xiao and Guochang Wang

A new class of symmetric distributions including the elliptically symmetric logistic pp. 4537-4558

Chuancun Yin, Yeshunying Wang and Xiuyan Sha

Run sum control chart for monitoring the ratio of population means of a bivariate normal distribution pp. 4559-4588

Sani Salihu Abubakar, Michael B. C. Khoo, Sajal Saha and Wei Lin Teoh

Anisotropic functional deconvolution for the irregular design: A minimax study pp. 4589-4601

Rida Benhaddou

GEE-based Bell model for longitudinal count outcomes pp. 4602-4616

Hatice Tul Kubra Akdur

Volume 51, issue 12, 2022

Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables pp. 3847-3863

Bing Meng, Dingcheng Wang and Qunying Wu

Estimation in single-index varying-coefficient panel data model pp. 3864-3885

Tonghui Wang, Liming Wang and Xian Zhou

Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications pp. 3886-3933

Salim Bouzebda and Sultana Didi

Stage life testing with random stage changing times pp. 3934-3959

Benjamin Laumen and Erhard Cramer

Hybrid exponentially weighted moving average control chart using Bayesian approach pp. 3960-3984

Surria Noor, Muhammad Noor-ul-Amin, Muhammad Mohsin and Azaz Ahmed

Auxiliary information based maximum EWMA and DEWMA charts with variable sampling intervals for process mean and variance pp. 3985-4005

Abdul Haq and Shareen Akhtar

Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data pp. 4006-4028

Daniel Gaigall

Prediction under an adaptive progressive type-II censoring scheme for Burr Type-XII distribution pp. 4029-4041

Saieed F. Ateya, M. M. Amein and Heba S. Mohammed

Exponential convergence rates for the kernel bivariate distribution function estimator under NSD assumption with application to hydrology data pp. 4042-4054

A. Kheyri, M. Amini, H. Jabbari, A. Bozorgnia and A. Volodin

Bayesian estimation of ridge parameter under different loss functions pp. 4055-4071

Muhammad Amin, Muhammad Nauman Akram and Qasim Ramzan

Hierarchical mixture-of-experts models for count variables with excessive zeros pp. 4072-4096

Myung Hyun Park and Joseph H. T. Kim

Discrete convolution statistic for hypothesis testing pp. 4097-4118

Giulio Prevedello and Ken R. Duffy

The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims pp. 4119-4132

Fengyang Cheng and Hui Xu

The shape of partial correlation matrices pp. 4133-4150

Richard Artner, Paul P. Wellingerhof, Ginette Lafit, Tim Loossens, Wolf Vanpaemel and Francis Tuerlinckx

Cumulative residual entropy applied to testing uniformity pp. 4151-4161

Hadi Alizadeh Noughabi

Errors due to departure from independence in exponential series system pp. 4162-4178

Asok K. Nanda, Sanjib Gayen and Shovan Chowdhury

Fiducial confidence intervals for proportions in finite populations: One- and two-sample problems pp. 4179-4195

Shanshan Lv and K. Krishnamoorthy

The k nearest neighbors smoothing of the relative-error regression with functional regressor pp. 4196-4209

Ibrahim M. Almanjahie, Khlood A. Aissiri, Ali Laksaci and Zouaoui Chikr Elmezouar

Quantum entropy in terms of local quantum Bernoulli noises and related properties pp. 4210-4220

Qi Han, Zhihe Chen and Ziqiang Lu

Improved test for the scale parameter of the power-law process with incomplete failure data pp. 4221-4234

J. Chumnaul and M. Sepehrifar

Volume 51, issue 11, 2022

Asymptotics in a probit model for directed networks pp. 3463-3479

Qian Wang, Qiuping Wang and Jing Luo

The parametric and additive partial linear regressions based on the generalized odd log-logistic log-normal distribution pp. 3480-3507

Julio C. S. Vasconcelos, Gauss M. Cordeiro, Edwin M. M. Ortega and Marco A. M. Biaggioni

An improved general class of estimators for finite population mean in simple random sampling pp. 3508-3520

Javid Shabbir, Sat Gupta and Saadia Masood

Variance reduction approach for the volatility over a finite-time horizon pp. 3521-3541

Yuping Song, Zheng Sun, Qicheng Zhao and Youyou Chen

Holt–Winters model with grey generating operator and its application pp. 3542-3555

Lianyi Liu and Lifeng Wu

Simultaneous confidence band for the difference of regression functions of two samples pp. 3556-3572

Jiakun Jiang, Li Cai and Lijian Yang

Complete moment convergence for m-END random variables with application to non-parametric regression models pp. 3573-3595

Nan Cheng, Xiaoqin Li, Minghui Wang, Xuejun Wang and Mengmei Xi

Pliable lasso for the multinomial logistic regression pp. 3596-3611

Theophilus Quachie Asenso, Hai Zhang and Yong Liang

Income modeling with the Weibull mixtures pp. 3612-3628

Shaiful Anuar Abu Bakar and Dharini Pathmanathan

Some finite sample results for a system of seemingly unrelated regression equations pp. 3629-3644

Jinshan Liu and Qiang Xia

Beta rank function: A smooth double-Pareto-like distribution pp. 3645-3668

Oscar Fontanelli, Pedro Miramontes, Ricardo Mansilla, Germinal Cocho and Wentian Li

On best linear and Bayesian linear predictor in calibration pp. 3669-3693

Faqir Muhammad, Muhammad Riaz, Hassan Dawood and Hussain Dawood

Stochastic monotonicity of a distribution family associated with matrix projections and its application pp. 3694-3704

Xiaomi Hu and Yufei Wang

A new example for a proper scoring rule pp. 3705-3712

Mátyás Barczy

Variable selection for longitudinal varying coefficient errors-in-variables models pp. 3713-3738

Mingtao Zhao, Yuzhao Gao and Yuehua Cui

Extended analysis and computationally efficient results for the GI/Ma,b/1 queueing system pp. 3739-3760

S. K. Samanta and B. Bank

Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations pp. 3761-3786

Haojie Jing, Jiangyan Peng, Zhiquan Jiang and Qian Bao

Empirical likelihood ratio for two-sample compound Poisson processes under infinite second moment pp. 3787-3798

Conghua Cheng

On a property of a non–local moment prior pp. 3799-3805

Stephen G. Walker

Normal distribution with plasticizing component pp. 3806-3835

Piotr Sulewski

Comparison of diagnostic likelihood ratios of two binary tests with case-control clustered data pp. 3836-3846

Yougui Wu

Volume 51, issue 10, 2022

Statistical inference of Type-I progressively censored step-stress accelerated life test with dependent competing risks pp. 3077-3103

Xuchao Bai, Yimin Shi and Hon Keung Tony Ng

New results on stochastic comparisons of finite mixtures for some families of distributions pp. 3104-3119

Hossein Nadeb and Hamzeh Torabi

Robust tests of the equality of two high-dimensional covariance matrices pp. 3120-3141

Xuemin Zi and Hui Chen

Confidence distributions and empirical Bayes posterior distributions unified as distributions of evidential support pp. 3142-3163

David R. Bickel

Higher order calibrated estimator in two-stage sampling pp. 3164-3180

Veronica I. Salinas, Stephen A. Sedory and Sarjinder Singh

The queue GeoX/G/1/N+1 revisited pp. 3181-3201

Veena Goswami and M. L. Chaudhry

Complete convergence theorem for negatively dependent random variables under sub-linear expectations pp. 3202-3215

Binxia Chen and Qunying Wu

New shrinkage parameters for the inverse Gaussian Liu regression pp. 3216-3236

Khalid Naveed, Muhammad Amin, Saima Afzal and Muhammad Qasim

Nonparametric smoothed quantile difference estimation for length-biased and right-censored data pp. 3237-3252

Jianhua Shi, Yutao Liu and Jinfeng Xu

On stochastic comparisons of coherent systems with two different types of components pp. 3253-3268

Maryam Kelkinnama

Optimum stratification for a generalized auxiliary variable proportional allocation under a superpopulation model pp. 3269-3284

Bhuwaneshwar Kumar Gupt and Md. Irphan Ahamed

Assessment of local influence in spatial elliptical linear measurement error models pp. 3285-3300

Hadi Emami and Ali M. Mosammam

Two-sample test based on empirical likelihood ratio under semi-competing risks data pp. 3301-3311

Jin-Jian Hsieh and Jyun-Peng Li

Numerical pricing of exchange option with stock liquidity under Bayesian statistical method pp. 3312-3333

Rui Gao, Yaqiong Li and Yanfei Bai

On improved class of difference type estimators for population median in survey sampling pp. 3334-3354

Javid Shabbir, Sat Gupta and Ghulam Narjis

Generalized method of moment for case-cohort under additive hazards model pp. 3355-3381

Wenpeng Shang

Influential nodes and anomalous topic activities in social networks using multivariate time series and topic modeling pp. 3382-3407

Suchismita Goswami

On the almost sure limit theorem for the joint version of maxima and minima of non-stationary random fields pp. 3408-3418

Zacarias Panga and Luísa Pereira

A revisit to Bennett’s goodness-of-fit statistic for comparing two predictive values pp. 3419-3433

Yougui Wu

A note on the construction of Latin square type designs pp. 3434-3437

Shyam Saurabh and Mithilesh Kumar Singh

A bivariate zero-inflated Poisson control chart: Comments and corrections on earlier results pp. 3438-3445

Edwin R. van den Heuvel, Stephan A. W. van Driel and Zhuozhao Zhan

Complete moment convergence of moving-average processes under END assumptions pp. 3446-3458

Xiaoming Qu

A report on the paper “Sungsu Kim. 2019. The probable error in the hypothesis test of normal means using a small sample. Communications in Statistics - Theory and Methods. DOI: 10.1080/03610926.2019.1703135.” pp. 3459-3461

Kalimuthu Krishnamoorthy and Arvind K. Shah

Volume 51, issue 9, 2022

Estimation of population proportion using concomitant based ranked set sampling pp. 2689-2709

Azhar Mehmood Abbasi and Muhammad Yousaf Shad

A measure of orthogonality for the central composite designs pp. 2710-2724

Emmanuel Uchenna Ohaegbulem and Polycarp Emeka Chigbu

Localized mixture models for prediction with application pp. 2725-2747

Najla M. Qarmalah

Optimal allocation of two redundancies in a n-component series system with proportional hazard rates lifetimes pp. 2748-2764

Jianbin Chen, Xiaoying Lai, Mengmeng Wang and Peng Zhao

Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process pp. 2765-2782

B. Gail Ivanoff and Neville C. Weber

Confidence-credible intervals pp. 2783-2802

Ivair R. Silva and Dionatan W. R. Oliveira

One-sided precedence monitoring schemes for unknown shift sizes using generalized 2-of-(h+1) and w-of-w improved runs-rules pp. 2803-2837

Jean-Claude Malela-Majika, Sandile C. Shongwe and Philippe Castagliola

Empirical likelihood for panel data models with spatial errors pp. 2838-2857

Yinghua Li, Yuan Li and Yongsong Qin

Developed cosine similarity measure on belief function theory: An application in medical diagnosis pp. 2858-2869

Fereshteh Khalaj and Mehran Khalaj

The mean, variance, and bias of the OLS based estimator of the extremum of a quadratic regression model for small samples pp. 2870-2886

Andreas Karlsson Rosenblad

Optimal design of one-sided exponential EWMA charts based on median run length and expected median run length pp. 2887-2907

YuLong Qiao, JinSheng Sun, Philippe Castagliola and XueLong Hu

First-passage problems for diffusion processes with state-dependent jumps pp. 2908-2918

Mario Lefebvre

Maintenance strategy of multicomponent system based on structure updating and group importance measure pp. 2919-2935

Yijie Chen and Hailin Feng

Local asymptotic normality for a periodically time varying long memory parameter pp. 2936-2952

Amine Amimour and Karima Belaide

A new extension of the FGM copula with an application in reliability pp. 2953-2961

Rasha Ebaid, Walid Elbadawy, Essam Ahmed and Abdalla Abdelghaly

Quantile regression for massive data with network-induced dependence, and application to the New York statewide planning and research cooperative system pp. 2962-2993

Yanqiao Zheng, Xiaobing Zhao and Xiaoqi Zhang

Complete and complete integral convergence for arrays of row wise widely negative dependent random variables under the sub-linear expectations pp. 2994-3007

Dawei Lu and Yao Meng

Strong laws of large numbers for WAPND Banach-valued random elements pp. 3008-3017

Mehdi Jafari, Hamid Reza Nili Sani and Abolghasem Bozorgnia

In defense of LASSO pp. 3018-3042

Chi Tim Ng, Woojoo Lee and Youngjo Lee

Reliability and sensitivity analysis of a repairable k-out-of-n:G system with two failure modes and retrial feature pp. 3043-3064

Linmin Hu, Sijia Liu, Rui Peng and Zhaocai Liu

Welch’s ANOVA: Heteroskedastic skew-t error terms pp. 3065-3076

N. Celik

Volume 51, issue 8, 2022

Optimal designs for collapsed homogeneous linear model pp. 2303-2329

Xuebo Sun and Yingnan Guan

Generalized moments of the distance between Poisson process events pp. 2330-2342

Adolfo M. D. da Silva and C. E. G. Otiniano

Weighted step-down confidence procedures with applications to gene expression data pp. 2343-2356

Yang Yu, John T. Chen and Arthur B. Yeh

How to construct a nomogram for hypertension using complex sampling data from Korean adults pp. 2357-2367

Min-Ho Kim and Jea-Young Lee

Kernel-based estimation of P(X pp. 2368-2384

Rola Musleh, Amal Helu and Hani Samawi

High-dimensional asymptotic results for EPMCs of W- and Z- rules pp. 2385-2413

Takayuki Yamada, Tetsuro Sakurai and Yasunori Fujikoshi

Integrated nested Laplace approximation method for hierarchical Bayesian inference of spatial model with application to functional magnetic resonance imaging data pp. 2414-2437

Parisa Naseri, Hamid Alavi Majd and Seyyed Mohammad Tabatabaei

Auxiliary information based joint monitoring control chart using generalized likelihood ratio test statistic pp. 2438-2460

Muhammad Noor-ul-Amin and Waqas Kazmi

Computational analysis and optimization of randomized control of N-policy for an M/G/1/K queue with starting failures pp. 2461-2476

Dong-Yuh Yang

On bivariate Kumaraswamy-distorted copulas pp. 2477-2495

Ranadeera Gamage Madhuka Samanthi and Jungsywan Sepanski

Consistent estimation of the number of regimes in Markov-switching autoregressive models pp. 2496-2518

Jingxue Fu and Lan Wu

Estimation and inference for mixture of partially linear additive models pp. 2519-2533

Yi Zhang and Weiquan Pan

On cumulative residual Tsallis entropy and its dynamic version of concomitants of generalized order statistics pp. 2534-2551

Mohamed Said Mohamed

Diagnostic techniques for the inverse Gaussian regression model pp. 2552-2564

Muhammad Amin, Muhammad Aman Ullah and Muhammad Qasim

Construction of optimal supersaturated designs via generalized Hadamard matrices pp. 2565-2579

Min Li, Min-Qian Liu, Fasheng Sun and Dong Zhang

Average sampling theorem for the homogeneous random fields in a reproducing kernel subspace of mixed Lebesgue space pp. 2580-2589

Suping Wang and Zhanjie Song

Inactivity stochastic precedence order pp. 2590-2609

Amit Kumar Misra, Vaishali Gupta and Ruby Chanchal

On optimal classes of estimators under ranked set sampling pp. 2610-2639

Shashi Bhushan and Anoop Kumar

Improved strategy to collect sensitive data by using negative binomial and negative hypergeometric distribution as randomization devices pp. 2640-2658

Niharika Yennum, Stephen A. Sedory and Sarjinder Singh

A simple and improved score confidence interval for a single proportion pp. 2659-2675

Yingshu Cao, Ying Xu, Ming T. Tan, Pingyan Chen and Chongyang Duan

Large deviations for empirical measures of generalized random graphs pp. 2676-2687

Qun Liu and Zhishan Dong

Volume 51, issue 7, 2022

On similarity of the sample projection depth contours and its application pp. 1919-1935

Yefang Yuan, Xiaohui Liu, Yuting Chen, Yuxin Dong and Yuzi Liu

New parametrization of stochastic volatility models pp. 1936-1953

Ibrahim Sadok and Afif Masmoudi

On estimation and influence measures for the Negative Binomial regression model based on Q-function pp. 1954-1974

Luisa Rivas and Manuel Galea

D-optimal design for logistic model based on more precise approximation pp. 1975-1992

Mina Hooshangifar, Hooshang Talebi and Davood Poursina

System signatures: A review and bibliometric analysis pp. 1993-2008

Sameen Naqvi, Ping Shing Chan and Deepa Bhatt Mishra

Theoretical developments in response surface designs: an informative review and further thoughts pp. 2009-2033

M. Hemavathi, Shashi Shekhar, Eldho Varghese, Seema Jaggi, Bikas Sinha and Nripes Kumar Mandal

Spurious multivariate regressions under fractionally integrated processes pp. 2034-2056

Daniel Ventosa-Santaulària, J. Eduardo Vera-Valdés, Katarzyna Łasak and Ricardo Ramírez-Vargas

Suppression and enhancement in multiple linear regression: A viewpoint from the perspective of a semipartial correlation coefficient pp. 2057-2072

Szu-Yuan Hsu and Jeng-Tung Chiang

Poisson approximation for locally dependent CDO pp. 2073-2081

Nat Yonghint, Kritsana Neammanee and Nattakarn Chaidee

Strong uniform consistency rate of an M-estimator of regression function for incomplete data under α-mixing condition pp. 2082-2115

Hassiba Benseradj and Zohra Guessoum

Semi-recursive kernel conditional density estimators under random censorship and dependent data pp. 2116-2138

Ali Laksaci, Salah Khardani and Sihem Semmar

Applications of an extended geometric Brownian motion degradation model pp. 2139-2153

Yu-Sheng Hsu, Pei-Chun Chen, Ming-Yung Lee and Cheng-Hsun Wu

Exchange rate risk and sectoral returns: A wavelet-based MRA-EDCC GARCH analysis pp. 2154-2182

Saba Qureshi, Fiza Qureshi, Arjumand Bano Soomro, Fida Hussain Chandio, Sobia Shafaq Shah and Ijaz Ur Rehman

A class of claim distributions: Properties, characterizations and applications to insurance claim data pp. 2183-2208

Zubair Ahmad, Eisa Mahmoudi and Gholamhossien Hamedani

Stochastic comparisons of series and parallel systems with dependent Burr type XII components pp. 2209-2230

Ghobad Barmalzan, Seyed masih Ayat and Narayanaswamy Balakrishnan

Construction and existence of constant block sum PBIB designs pp. 2231-2241

Namisha Bansal and Davinder Kumar Garg

Bayesian cluster analysis for registration and clustering homogeneous subgroups in multidimensional functional data pp. 2242-2258

Anis Fradi and Chafik Samir

A statistical approach for social network change detection: an ERGM based framework pp. 2259-2280

S. Golshid Sharifnia and Abbas Saghaei

Mean-variance asset-liability management with inside information pp. 2281-2302

Xingchun Peng and Fenge Chen

Volume 51, issue 6, 2022

Linear approximate Bayes estimator for regression parameter with an inequality constraint pp. 1531-1548

Jie Jiang, Lichun Wang and Liqun Wang

Gibbs sampler and coordinate ascent variational inference: A set-theoretical review pp. 1549-1568

Se Yoon Lee

Perfect simulation of steady-state Markov chain on mixed state space pp. 1569-1587

Az-eddine Zakrad and Abdelaziz Nasroallah

Modified Poisson estimators for grouped and right-censored counts pp. 1588-1604

Chendi Wang

The weighted ridge estimation for linear mixed models with measurement error under stochastic linear mixed restrictions pp. 1605-1621

Bahareh Yavarizadeh and S. Ejaz Ahmed

Minimizing ruin probability under the Sparre Anderson model pp. 1622-1636

Linlin Tian and Lihua Bai

Bayesian influence diagnostics using normalized functional Bregman divergence pp. 1637-1652

Ian M. Danilevicz and Ricardo S. Ehlers

The fixed effects PCA model in a common principal component environment pp. 1653-1673

Toni Duras

Efficient empirical Bayes estimates for risk parameters of Pareto distributions pp. 1674-1692

Yongmei Du, Zhouping Li and Xiaosong Chen

Distributions of successions of arbitrary multisets pp. 1693-1705

Yong Kong

Non parametric PROS quality control chart for monitoring the process mean pp. 1706-1723

Fahimeh Boroomandi and Mahmood Kharrati-Kopaei

Component level versus system level at active redundancies for coherent systems with dependent heterogeneous components pp. 1724-1744

Rongfang Yan and Junrui Wang

Optimal investment of DC pension plan with two VaR constraints pp. 1745-1764

Shunqing Zhu, Yinghui Dong and Sang Wu

Covariance matrix of maximum likelihood estimators in censored exponential regression models pp. 1765-1777

Artur J. Lemonte

A Bayesian approach to factor screening in life tests pp. 1778-1790

I-Tang Yu

A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations pp. 1791-1810

Lesedi Mabitsela, Calisto Guambe and Rodwell Kufakunesu

Economic and economic-statistical designs of variable sample size and sampling interval coefficient of variation chart pp. 1811-1835

YiYing Chew, Michael B. C. Khoo, Khai Wah Khaw and Wai Chung Yeong

A two-stage unrelated question randomized response model for estimating the rare sensitive parameter under Poisson distribution pp. 1836-1856

Ghulam Narjis and Javid Shabbir

A new robust model-free feature screening method for ultra-high dimensional right censored data pp. 1857-1875

Yi Liu and Xiaolin Chen

Non-marginal feature screening for additive hazard model with ultrahigh-dimensional covariates pp. 1876-1894

Zili Liu and Zikang Xiong

Fisher–Rao geometry and Jeffreys prior for Pareto distribution pp. 1895-1910

Mingming Li, Huafei Sun and Linyu Peng

A note on the shape of sample size functions of optimal adaptive two-stage designs pp. 1911-1918

Maximilian Pilz, Samuel Kilian and Meinhard Kieser

Volume 51, issue 5, 2022

Optimal wavelet estimators of the heteroscedastic pointspread effects and Gauss white noises model pp. 1133-1154

Jinru Wang, Wenhui Shi and Xiaochen Zeng

Optimal designs of collapsed Scheffé model pp. 1155-1178

Xuebo Sun and Yingnan Guan

Large-sample tests for comparing Likert-type scale data pp. 1179-1196

Tuhinshubhra Bhattacharya and Arindam Sengupta

Strong laws of large numbers for weighted sums of extended negatively dependent random variables under sub-linear expectations pp. 1197-1216

Zhouting Zhan and Qunying Wu

A hybrid transformation approach for common scaling on various type Likert scales in Bayesian structural equation modeling pp. 1217-1231

Naci Murat

Elementary price indices under the GBM price model pp. 1232-1251

Jacek Białek

Phase I and phase II analysis of linear profile monitoring using robust estimators pp. 1252-1269

H. R. Moheghi, R. Noorossana and O. Ahmadi

On a scale-scale plot for comparing multivariate distributions pp. 1270-1289

Pritha Guha and Biman Chakraborty

On laws exhibiting universal ordering under stochastic restart pp. 1290-1305

Matija Vidmar

Efficient fused learning for distributed imbalanced data pp. 1306-1317

Jie Zhou, Guohao Shen, Xuan Chen and Yuanyuan Lin

A new hybrid approach to panel data change point detection pp. 1318-1329

Karim Atashgar, Naser Rafiee and Mahdi Karbasian

One-tailed asymptotic inferences for the relative risk: A comparison of 63 inference methods pp. 1330-1348

Antonio Martín Andrés, Maria Álvarez Hernández and Inmaculada Herranz Tejedor

Data sharpening method in regression confidence band pp. 1349-1366

Xuyang He and Yuexiang Jiang

A Q–Q plot for detecting non-multinormality based on a normal characterization and the S–W statistic pp. 1367-1378

Qiang Zhao and Jiajuan Liang

Truncated skewed type III generalized logistic distribution: risk measurement applications pp. 1379-1402

Panayiotis Theodossiou

Efficiency of the generalized restricted difference-based almost unbiased ridge estimator in partially linear model pp. 1403-1412

Jibo Wu

Unbiased variable importance for random forests pp. 1413-1425

Markus Loecher

Multi-objective optimization design of accelerated degradation test based on Wiener process pp. 1426-1443

Xiaoping Liu, Bin Guo, Lijian Xia, Xiao Tian and Lijie Zhang

Progressively Type-II censored competing risks data from the linear exponential distribution pp. 1444-1460

Katherine F. Davies and William Volterman

Asymptotic theory for a stochastic unit root model pp. 1461-1487

Lingjie Du and Tianxiao Pang

On discrete Gibbs measure approximation to runs pp. 1488-1513

A. N. Kumar and N. S. Upadhye

Log transformations: What not to expect when you’re expecting pp. 1514-1521

William C. Bridges, Neil J. Calkin, Catherine M. Kenyon and Matthew J. Saltzman

Strong deviation theorems for delayed sums of the nonnegative continuous random variables pp. 1522-1530

Fengkai Dong and Huilin Huang

Volume 51, issue 4, 2022

Tail bounds for sum of gamma variables and related inferences pp. 853-862

Li Wang and Ting Ma

Prediction of finite population parameters using parametric model under some loss functions pp. 863-882

Razieh Jafaraghaie

Estimation for optimal treatment regimes with survival data under semiparametric model pp. 883-894

Yuexin Fang and Yong Zhou

On a model of ordering random variables – the (i,k)-th record values pp. 895-908

Piotr Pawlas and Dominik Szynal

Hybrid method based on neural networks and Monte Carlo simulation in view of a tradeoff between accuracy and computational time pp. 909-918

Yacin Jerbi and Samira Chaabene

On bounded range distribution of a Wiener process pp. 919-942

Abd El-Moneim A. Teamah, Mohamed Abd Allah El-Hadidy and Maraw M. El-Ghoul

Nonparametric estimate of spectral density functions of sample covariance matrices generated by VARMA models pp. 943-952

Yangchun Zhang, Jiaqi Chen, Bosen Cui and Boping Tian

Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates pp. 953-973

Xinrong Tang, Peixin Zhao, Yiping Yang and Weiming Yang

Covariate-adjusted Gaussian graphical model estimation with false discovery rate control pp. 974-993

Yunlong Zhu

An efficient and robust inference method based on empirical likelihood in longitudinal data analysis pp. 994-1010

Shuwen Hu and Jianwen Xu

An optimal projection test for zero multiple correlation coefficient in high-dimensional normal data pp. 1011-1028

D. Najarzadeh

Expected utility maximization for an insurer with investment and risk control under inside information pp. 1029-1053

Xingchun Peng

Admissibility in general Gauss–Markov model with respect to an ellipsoidal constraint under weighted balanced loss pp. 1054-1066

Gang Liu and Hong Yin

Orthogonality-based empirical likelihood inference for varying-coefficient partially nonlinear model with longitudinal data pp. 1067-1084

Yanting Xiao and Fuxiao Li

An unreliable single server retrial queue with collisions and transmission errors pp. 1085-1109

Lamia Lakaour, Djamil Aissani, Karima Adel-Aissanou, Kamel Barkaoui and Sofiane Ziani

Gaussian copula based composite quantile regression in semivarying models with longitudinal data pp. 1110-1132

Kangning Wang, Haotian Jin and Xiaofei Sun

Volume 51, issue 3, 2022

Some results on the construction of sliced orthogonal arrays of parallel-flats type pp. 569-580

Shin-Fu Tsai

Improved frequency table’s measures of skewness and kurtosis with application to weather data pp. 581-598

M. B. Mohammed, M. B. Adam, Nesma Ali and H. S. Zulkafli

Asymptotic comparison of some Bayesian information bounds pp. 599-609

Ken-ichi Koike

Moments of the logit-normal distribution pp. 610-623

John B. Holmes and Matthew R. Schofield

On the dependency of the components in complex systems pp. 624-635

Saeed Zalzadeh

Bayesian confidence intervals with more power to estimate the minimum effect and determine the sign pp. 636-648

Haibing Zhao

Multivariate shortfall risk statistics with scenario analysis pp. 649-668

Xianfu Zeng, Haiyan Song, Yanhong Chen and Yijun Hu

The consistency and convergence rate for the nearest neighbor density estimator based on φ-mixing random samples pp. 669-684

Zhengliang Lu, Shengnan Ding, Fei Zhang, Rui Wang and Xuejun Wang

Performance comparison of generalized confidence interval and modified sampling distribution approaches for assessing one-sided capability indices with gauge measurement errors pp. 685-700

Dwi Yuli Rakhmawati, Kwang-Jae Kim and Sumiati

Asymptoic efficiency of M.L.E. using prior survey in multinomial distributions pp. 701-723

Sheena Yo

A test of harmful multicollinearity: A generalized ridge regression approach pp. 724-743

Shapour Mohammadi

Multiple hypothesis testing for Poisson processes with variable change–point intensity pp. 744-766

Lin Yang

New stochastic comparisons based on tail value at risk measures pp. 767-788

Félix Belzunce, Alba M. Franco-Pereira and Julio Mulero

Asymptotic in undirected random graph models with a noisy degree sequence pp. 789-810

Jing Luo, Tour Liu, Jing Wu and Sailan Waleed Ahmed Ali

Complete moment convergence for the widely orthant dependent linear processes with random coefficients pp. 811-825

Dawei Lu and Lina Wang

A.s. convergence rate for a supercritical branching processes with immigration in a random environment pp. 826-839

Yingqiu Li and Xulan Huang

Asymptotic behavior of cross spectral density estimator at the zero frequency in the presence of degeneracy pp. 840-851

Jin Lee

Volume 51, issue 2, 2022

Weighted directed networks with a differentially private bi-degree sequence pp. 285-300

Qiuping Wang, Xiao Zhang, Jing Luo, Yang Ouyang and Qian Wang

The Maxwell paired comparison model under Bayesian paradigm using informative priors pp. 301-312

Tanveer Kifayat, Muhammad Aslam and Salman Arif Cheema

Monitoring customer complaints using the repetitive sampling pp. 313-327

Ali Hussein AL-Marshadi, Muhammad Aslam, Abdullah Hamoud Alharbey, Nasrullah Khan and Liaquat Ahmad

A flexible additive-multiplicative transformation mean model for recurrent event data pp. 328-339

Yanbin Du and Yuan Lv

R-optimal designs for multi-response regression models with multi-factors pp. 340-355

Pengqi Liu, Lucy L. Gao and Julie Zhou

On test for checking hypothesis on expectation and covariance function of stochastic process pp. 356-367

Tetiana O. Ianevych, Yuriy V. Kozachenko and Viktor B. Troshki

Estimation of stress-strength reliability using discrete phase type distribution pp. 368-386

Joby K. Jose, Drisya M. and Manoharan M.

The determination of biosimilarity margin and the assessment of biosimilarity for an (m+1)-arm parallel design pp. 387-403

Junhui Park and Seung-Ho Kang

A simulation-based tree method for building linear models with interactions pp. 404-413

Jin Wang, Javier Cabrera and Kwok Leung Tsui

A four-parameter negative binomial-Lindley distribution for modeling over and underdispersed count data with excess zeros pp. 414-426

Razik Ridzuan Mohd Tajuddin, Noriszura Ismail, Kamarulzaman Ibrahim and Shaiful Anuar Abu Bakar

Adaptive nonparametric regression on finite support pp. 427-447

Balasubramaniam Natarajan and Weixing Song

On asymptotics of discretized functionals of long-range dependent functional data pp. 448-473

Tareq Alodat and Andriy Olenko

Multicollinearity in measurement error models pp. 474-485

Sahika Gokmen, Rukiye Dagalp and Serdar Kilickaplan

Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns pp. 486-500

Luca Bagnato, Antonio Punzo and Maria Zoia

Confidence interval estimation of the Youden index and corresponding cut-point for a combination of biomarkers under normality pp. 501-518

Kristopher Attwood and Lili Tian

Tail variance for Generalized Skew-Elliptical distributions pp. 519-536

Esmat Jamshidi Eini and Hamid Khaloozadeh

Nonparametric K-means algorithm with applications in economic and functional data pp. 537-551

Zhangmei Feng and Jiamin Zhang

Prediction in Riemannian metrics derived from divergence functions pp. 552-568

Henryk Gzyl

Volume 51, issue 1, 2022

An estimation of a sensitive attribute using adjusted Kuk’s randomization device with stratified unequal probability sampling pp. 1-25

Gi-Sung Lee and Chang-Kyoon Son

An overlooked Lomax-exponential connection pp. 26-28

Zhixin Lun and Ravindra Khattree

A new approach to precise interval estimation for the parameters of the hypergeometric distribution pp. 29-50

Mark F. Schilling and Alyssa Stanley

On monotonically proceeding structures and stepwise increasing transition matrices of Markov chains pp. 51-67

Marie-Anne Guerry and Philippe Carette

Estimation of the additive hazards model with linear inequality restrictions based on current status data pp. 68-81

Yanqin Feng, Jianguo Sun and Lingli Sun

The geometric mean? pp. 82-94

Richard M. Vogel

Unbiased estimator of correlation coefficient pp. 95-115

Veronika Jurková, Ivan Žežula, Daniel Klein and Ondrej Hutník

Identifiability conditions for the linear regression model under right censoring pp. 116-134

Qiqing Yu and Junyi Dong

Jointly type-II censored Lindley distributions pp. 135-149

Hare Krishna and Rajni Goel

Some generalized strong limit theorems for Markov chains in bi-infinite random environments pp. 150-161

Zhiyan Shi, Cong Liu, Yan Fan, Dan Bao and Yang Chen

Optimum sequential preventive maintenance first or last policies with imperfect maintenance for a system subject to shocks pp. 162-178

Yen-Luan Chen and Chin-Chih Chang

On the comparison of several classical estimators of the extreme value index pp. 179-196

Ivanilda Cabral, Frederico Caeiro and M. Ivette Gomes

A new control chart using GINI CPK pp. 197-211

Muhammad Aslam, G. Srinivasa Rao, Liaquat Ahmad and Chi-Hyuck Jun

Rank-based estimation in varying coefficient partially functional linear regression models pp. 212-225

Wanrong Liu, Jun Sun and Jing Yang

Min-infinite divisibility of the bivariate Marshall–Olkin copulas pp. 226-231

Natalia Shenkman

Variable selection for partially varying coefficient model based on modal regression under high dimensional data pp. 232-248

Yafeng Xia, Lirong Zhang and Aiping Zhang

Simultaneous tests of non inferiority and superiority in three-arm clinical studies with heterogeneous variance pp. 249-266

Junjiang Zhong, Miin-Jye Wen, Siu Hung Cheung and Wai-Yin Poon

Empirical likelihood in varying-coefficient quantile regression with missing observations pp. 267-283

Bao-Hua Wang and Han-Ying Liang