Communications in Statistics - Theory and Methods

2000 - 2025

Current editor(s): Debbie Iscoe

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Volume 50, issue 24, 2021

Asymptotic properties of the spacings of kth records from discrete distributions pp. 5679-5691

Krzysztof Jasiński

Projection under pairwise distance control pp. 5692-5720

Hiba Alawieh, Nicolas Wicker and Christophe Biernacki

Representation of filtration-consistent nonlinear expectation by g-expectation in general framework pp. 5721-5737

Xuejun Shi, Ronglin Ji and Qun Feng

Robust residual control chart for contaminated time series: A solution to the effects of outlier-driven parameter misestimation on the control chart performance pp. 5738-5758

Nima Shariati

Reliability function of k-out-of-n system equipped with two cold standby components pp. 5759-5778

Achintya Roy and Nitin Gupta

A note on the strong consistency of nonparametric estimation of Shannon entropy in length-biased sampling pp. 5779-5791

Farzaneh Oliazadeh, Anis Iranmanesh and Vahid Fakoor

Equilibrium analysis of the fluid model with two types of parallel customers and breakdowns pp. 5792-5805

Jinping Liu, Xiuli Xu, Shuo Wang and Dequan Yue

The new synthetic and runs-rules schemes to monitor the process mean of autocorrelated observations with measurement errors pp. 5806-5835

Sandile Charles Shongwe, Jean-Claude Malela-Majika and Philippe Castagliola

The essential dependence for a group of random vectors pp. 5836-5872

Lingyue Zhang, Dawei Lu and Xiaoguang Wang

q-Multinomial and negative q-multinomial distributions pp. 5873-5898

Charalambos A. Charalambides

The Erlang(n) risk model with two-sided jumps and a constant dividend barrier pp. 5899-5917

Lili Zhang

Limit behaviors for ratios of order statistics from exponential distributions pp. 5918-5928

Shoufang Xu and Changlin Mei

Improvement of the Ushakov bound pp. 5929-5940

Kensho Kobayashi and Hidekazu Tanaka

Semi-functional partial linear spatial autoregressive model pp. 5941-5954

Yunxia Li and Caiyun Ying

Coordinate optimization for generalized fused Lasso pp. 5955-5973

M. Ohishi, K. Fukui, K. Okamura, Y. Itoh and H. Yanagihara

Semiparametric Bayesian networks for continuous data pp. 5974-5996

Seloua Boukabour and Afif Masmoudi

Mixture representations of noncentral distributions pp. 5997-6013

Ludwig Baringhaus and Rudolf Grübel

Parameter estimation for stochastic Lotka-Volterra model driven by small Lévy noises from discrete observations pp. 6014-6023

Chao Wei

On cross-correlogram IRF’s estimators of two-output systems in spaces of continuous functions pp. 6024-6048

Irina Blazhievska and Vladimir Zaiats

Reflected BSDEs with jumps and two rcll barriers under stochastic Lipschitz coefficient pp. 6049-6066

Mohamed Marzougue and Mohamed El Otmani

A nonparametric CUSUM control chart for multiple stream processes based on a modified extended median test pp. 6067-6080

Austin R. Brown and Jay R. Schaffer

Estimation and variable selection for mixture of joint mean and variance models pp. 6081-6098

Liucang Wu, Shuangshuang Li and Ye Tao

Bivariate exponentiated half logistic distribution: Properties and application pp. 6099-6121

Refah Mohammed Alotaibi, Hoda Ragab Rezk, Indranil Ghosh and Sanku Dey

The pricing of compound option under variance gamma process by FFT pp. 6122-6136

Cuixiang Li, Huili Liu, Mengna Wang and Wenhan Li

Conditional and unconditional tests for the extended Stuart-Maxwell design pp. 6137-6150

J. C. W. Rayner and D. J. Best

A study on the generalized ratio-type estimator based on the multiple regression estimator pp. 6151-6166

Jungtaek Oh, Hee-Jin Hwang and Key-Il Shin

A new boosting-based software reliability growth model pp. 6167-6194

Lev V. Utkin and Frank P. A. Coolen

Analysis of the condition number in the raise regression pp. 6195-6210

A. F. Roldán López de Hierro, C. García and R. Salmerón

A multi-step kernel–based regression estimator that adapts to error distributions of unknown form pp. 6211-6230

Jan G. De Gooijer and Hugo Reichardt

Maximum likelihood estimation of the DDRCINAR(p) model pp. 6231-6255

Xiufang Liu, Dehui Wang, Dianliang Deng, Jianhua Cheng and Feilong Lu

The conditional average entropies pp. 6256-6263

O. A. Kittaneh

Equivalent properties for the bifurcating Markov chains indexed by a binary tree pp. 6264-6272

Zhiyan Shi, Weiguo Yang and Ying Tang

Almost sure asymptotic properties of central order statistics from stationary processes pp. 6273-6285

Aneta Augustynowicz

Volume 50, issue 23, 2021

Study of semiparametric copula models via divergences with bivariate censored data pp. 5429-5452

Mohamed Boukeloua

A Bayesian approach to degradation modeling and reliability assessment of rolling element bearing pp. 5453-5474

G. Prakash

A class of strong deviation theorems for the sequence of real valued random variables with respect to continuous-state non-homogeneous Markov chains pp. 5475-5487

Meng-di Zhao, Zhi-yan Shi, Wei-guo Yang and Bei Wang

Robust minimum distance estimation of a linear regression model with correlated errors in the presence of outliers pp. 5488-5498

Sajjad Piradl and Ali Shadrokh

Gaussian copula joint models to analysis mixed correlated longitudinal count and continuous responses pp. 5499-5516

Fateme Rezaee, Ehsan Bahrami Samani and Mojtaba Ganjali

Non symmetric Rosenblatt process over a compact pp. 5517-5529

Héctor Araya, Johanna Garzón and Tania Roa

Minimum probability function of crossing the upper regulatory threshold for asset-liability management pp. 5530-5553

De-Lei Sheng, Danping Li and Peilong Shen

Estimation of population column proportions of 1’s in survey type designs pp. 5554-5560

Sungsu Kim

Mosaic normality test pp. 5561-5573

José A. Sánchez-Espigares, Pere Grima and Lluís Marco-Almagro

Nonparametric bivariate distribution estimation using Bernstein polynomials under right censoring pp. 5574-5584

K. Dib, T. Bouezmarni, M. Belalia and A. Kitouni

Applications of asymptotic inference in segmented line regression pp. 5585-5606

Jeankyung Kim and Hyune-Ju Kim

Sample size estimation for comparing rates of change in K-group repeated binary measurements studies pp. 5607-5616

Jijia Wang, Song Zhang and Chul Ahn

Correlated positive stable frailty models pp. 5617-5633

David D. Hanagal

Ruin probabilities for the phase-type dual model perturbed by diffusion pp. 5634-5651

Yu Chen, Yujie Liao, Qi Zhang and Weiping Zhang

A Bayesian-Frequentists approach for detecting outliers in a one-way variance components model pp. 5652-5677

Abraham J. van der Merwe, Piet C. N Groenewald, Morné R. Sjölander and Johan H. Meyer

Volume 50, issue 22, 2021

Split sample skewness pp. 5171-5188

Iftikhar Hussain Adil, Abdul Wahid and Edmund H. Mantell

Evolutionary transfer functions solution for continuous–time bilinear stochastic processes with time-varying coefficients pp. 5189-5214

Fateh Merahi and Abdelouahab Bibi

Comparison of the multivariate skew-normal random vectors based on the integral stochastic ordering pp. 5215-5227

Dariush Jamali, Mehdi Amiri and Ahad Jamalizadeh

Testing linear hypotheses in logistic regression analysis with complex sample survey data based on phi-divergence measures pp. 5228-5247

E. Castilla, N. Martín and L. Pardo

Estimation in quantile regression models with jump discontinuities pp. 5248-5261

Yuejin Zhou, Chi Ma, Dequan Li and Fengyang He

Modeling and analysis of data with confounding covariates and crossing of the hazard functions pp. 5262-5284

Vilijandas Bagdonavičius, Mohamed Ali Hafdi and Rūta Levulienė

Multi-sample progressive Type-I censoring of exponentially distributed lifetimes pp. 5285-5313

Erhard Cramer, Julian Górny and Benjamin Laumen

Analysis of a model of batch arrival single server queue with random vacation policy pp. 5314-5357

Choudhury Gautam, Kalita Priyanka and Selvamuthu Dharmaraja

Orderings of extremes dependent modified proportional hazard and modified proportional reversed hazard variables under Archimedean copula pp. 5358-5379

Ghobad Barmalzan, Narayanaswamy Balakrishnan, Seyed Masih Ayat and Abbas Akrami

A note on undirected random graph models parameterized by the strengths of vertices pp. 5380-5398

Qiuping Wang

Generalized FWER control procedures for testing multiple hypotheses pp. 5399-5410

Haibing Zhao

Classical and Bayes estimation in the M|D|1 queueing system pp. 5411-5421

P. Chandrasekhar, V. S. Vaidyanathan, T. M. Durairajan and V. S. S. Yadavalli

A note on admissibility of linear estimators in random models with a special structure pp. 5422-5428

Ewa Synówka-Bejenka and Stefan Zontek

Volume 50, issue 21, 2020

Elliptical difference based ridge and Liu type estimators in partial linear measurement error models pp. 4913-4933

Hadi Emami and Ali Aghamohammadi

Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics pp. 4934-4962

Monir Goudarzi and Mohammad Zokaei

Approximate estimation in a class of directed networks pp. 4963-4976

Jing Luo, Qianqian Chen, Zhenghong Wang and Laala Zeyneb

Linear prediction sufficiency in the misspecified linear model pp. 4977-4996

Augustyn Markiewicz and Simo Puntanen

Rank and inertia formulas for covariance matrices of BLUPs in general linear mixed models pp. 4997-5012

Nesrin Güler and Melek Eriş Büyükkaya

Recent accomplishments in weighing designs pp. 5013-5021

Małgorzata Graczyk and Bronisław Ceranka

A note on asymptotic distributions in a network model with degree heterogeneity and homophily pp. 5022-5033

Jing Luo, Hong Qin, Weifeng Wang and Jun Wang

Hasse diagrams as a visual aid for linear models and analysis of variance pp. 5034-5067

R. A. Bailey

General linear hypothesis testing in functional response model pp. 5068-5083

Łukasz Smaga

Mixtures of traces of Wishart and inverse Wishart matrices pp. 5084-5100

Jolanta Pielaszkiewicz and Thomas Holgersson

Estimation parameters for the Binomial q-distribution pp. 5101-5113

Bouzida Imed, Masmoudi Afif and Zitouni Mouna

Bayesian and classical inference of reliability in multicomponent stress-strength under the generalized logistic model pp. 5114-5125

Mahdi Rasekhi, Mohammad Mehdi Saber and Haitham M. Yousof

Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond pp. 5126-5159

Yingchun Deng, Man Li, Ya Huang and Jieming Zhou

Nonparametric multi-samples test for simple stochastic ordering against unrestricted alternative pp. 5160-5169

Jianling Zhang and Zhongzhan Zhang

Volume 50, issue 20, 2021

Nonparametric predictive inference for American option pricing based on the binomial tree model pp. 4657-4684

Ting He, Frank P. A. Coolen and Tahani Coolen-Maturi

Ratio-type estimators for improving mean estimation using Poisson regression method pp. 4685-4691

Haydar Koç

Some strong deviation theorems for arrays of arbitrarily dependent stochastic sequence pp. 4692-4702

Fang-qing Ding, Jing Song and Zhong-zhi Wang

Flexible multivariate regression density estimation pp. 4703-4717

Tung Dao and Minh-Ngoc Tran

The Jacobians of matrix transformation about singular random matrices and its applications pp. 4718-4732

Fei Li

Weighted general cumulative entropy and a goodness of fit for normality pp. 4733-4742

Sangun Park

Test dense subgraphs in sparse uniform hypergraph pp. 4743-4762

Mingao Yuan and Yehong Nan

A note on optimal sampling strategy for structural variant detection using optical mapping pp. 4763-4777

Weiwei Li, Jan Hannig and Corbin D. Jones

Construction of contingency tables by maximum entropy in the mean pp. 4778-4786

Henryk Gzyl

Testing for poolability of the space-time autoregressive moving-average model pp. 4787-4808

Andrew J. Gehman and William W. S. Wei

A new method of valuing American options based on Brownian models pp. 4809-4821

Yue Liu, Aijun Yang, Jinguan Lin and Jingjing Yao

On shifted integer-valued autoregressive model for count time series showing equidispersion, underdispersion or overdispersion pp. 4822-4843

Enai Taveira da Cunha, Marcelo Bourguignon and Klaus L. P. Vasconcellos

Generalized expected value of continuous random variables and its applications pp. 4844-4866

Su Chen

Optimal two treatment circular repeated measurements designs up to four periods pp. 4867-4878

Vasilis Chasiotis and Stratis Kounias

A frequentist’s resolution of the exchange paradox pp. 4879-4889

Seonghun Cho and Johan Lim

An exponential family of median based estimators for mean estimation with simple random sampling scheme pp. 4890-4899

Usman Shahzad, Nadia H. Al-Noor, Muhammad Hanif and Irsa Sajjad

Statistical monitoring for change detection of interactions between nodes in networks: With a case study in financial interactions network pp. 4900-4911

Hoorieh Najafi and Abbas Saghaei

Volume 50, issue 19, 2021

Some improved and alternative imputation methods for finite population mean in presence of missing information pp. 4401-4427

Garib Nath Singh, Awadhesh K. Pandey and Anup Kumar Sharma

Simple and efficient adaptive two-sample tests for high-dimensional data pp. 4428-4447

Jun Li

Effect of nonnormality on tests for a mean vector with missing data under an elliptically contoured pattern-mixture model pp. 4448-4469

Nobumichi Shutoh

Nonparametric predictive inference for comparison of two diagnostic tests pp. 4470-4486

Manal H. Alabdulhadi, Tahani Coolen-Maturi and Frank P. A. Coolen

Calibration estimation of population variance under stratified successive sampling in presence of random non response pp. 4487-4509

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

Efficiency balanced designs for bootstrap simulations pp. 4510-4527

Sudesh K. Srivastav and Apurv Srivastav

Geometric ergodicity of a more efficient conditional Metropolis-Hastings algorithm pp. 4528-4547

Jianan Hui, James M. Flegal and Alicia Johnson

A modification in generalized classes of distributions: A new Topp–Leone class as an example pp. 4548-4570

Zeeshan Ali, Azeem Ali and Gamze Ozel

Two-sample nonparametric prediction intervals based on random number of generalized order statistics pp. 4571-4586

H. M. Barakat, Magdy E. El-Adll and Amany E. Aly

A robust EM clustering approach: ROBEM pp. 4587-4605

Yüksel Öner and Hasan Bulut

Lower bound and construction of mixed-level locating arrays pp. 4606-4616

E. Chen, Zong-Feng Qi and Yu Tang

Estimating the number of equal components for two high-dimensional mean vectors pp. 4617-4638

Wei Yu, Wangli Xu and Lixing Zhu

Modeling atmospheric dispersion: Uncertainty management of release height after a nuclear accident pp. 4639-4648

A. S. Gargoum

Multiple additive models pp. 4649-4655

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

Volume 50, issue 18, 2021

Non identification of structural change in non stationary AR(1) models pp. 4145-4166

Tianxiao Pang, Terence Tai Leung Chong and Danna Zhang

A weighted quantile regression for nonlinear models with randomly censored data pp. 4167-4179

Hailin Feng and Qianqian Luo

A novel method for joint modeling of survival data and count data for both simple randomized and cluster randomized data pp. 4180-4202

A. A. Sunethra and M. R. Sooriyarachchi

Bayesian analysis of optional unrelated question randomized response models pp. 4203-4215

Ghulam Narjis and Javid Shabbir

A new family of quantile functions and its applications pp. 4216-4235

Dileep Kumar Maladan and Paduthol Godan Sankaran

Large deviations of the correlogram estimator of the random noise covariance function in the nonlinear regression model pp. 4236-4254

Alexander Ivanov, Yuriy Kozachenko and Kateryna Moskvychova

Optimal preventive replacement policy for operating products with renewing free-replacement warranty pp. 4255-4270

Chin-Chih Chang

Modification of the random differential transformation method and its applications to compartmental models pp. 4271-4292

Zafer Bekiryazici, Mehmet Merdan and Tulay Kesemen

A criterion for the number of factors pp. 4293-4299

Ard H. J. den Reijer, Jan Jacobs and Pieter W. Otter

Empirical likelihood ratio under infinite covariance matrix of the random vectors pp. 4300-4307

Conghua Cheng and Zhi Liu

Convergence rates in the law of large numbers and new kinds of convergence of random variables pp. 4308-4323

Ze-Chun Hu and Wei Sun

An enhanced random forest with canonical partial least squares for classification pp. 4324-4334

Chuan-Quan Li, You-Wu Lin and Qing-Song Xu

A study of stress-strength reliability using a generalization of power transformed half-logistic distribution pp. 4335-4351

Thomas Xavier and Joby K. Jose

Comparisons of series and parallel systems with heterogeneous exponentiated geometric components pp. 4352-4366

Ghobad Barmalzan and Somayeh Shahraki Dehsukhteh

Empirical likelihood and GMM for spatial models pp. 4367-4385

Yongsong Qin

A study on the effect of the loss function on Bayesian estimation and posterior risk of binomial distribution pp. 4386-4399

Ming Han

Volume 50, issue 17, 2021

Recurrence relations for moments of order statistics from half logistic-truncated exponential distribution pp. 3889-3902

Ahtasham Gul and Muhammad Mohsin

Median-of-means approach for repeated measures data pp. 3903-3912

Yangchun Zhang and Pengfei Liu

Almost sure convergence of recursive kernel estimatiors of the density and the regression under η− weak dependence pp. 3913-3927

Mezhoud Kenza Assia

On estimating the Bernoulli regression function using Bernstein polynomials pp. 3928-3941

P. K. Babilua and E. A. Nadaraya

The regression curve estimation by using mixed smoothing spline and kernel (MsS-K) model pp. 3942-3953

Rahmat Hidayat, I. Nyoman Budiantara, Bambang W. Otok and Vita Ratnasari

A bivariate test for location based on simplicial depth pp. 3954-3971

Timothy J. Killeen and Thomas P. Hettmansperger

Bayesian bent line quantile regression model pp. 3972-3987

Yi Li and Zongyi Hu

A multi-step procedure to determine the number of factors in large approximate factor models pp. 3988-3999

Ronghua Luo, Jiakun Jiang, Wei Lan, Chengliang Yan and Yue Ding

Subgroup analysis with a nonparametric unimodal symmetric error distribution pp. 4000-4021

Ao Yuan, Yizhao Zhou and Ming T. Tan

Regression analysis of case II interval-censored data with auxiliary covariates pp. 4022-4038

Yurong Chen, Ji Luo and Jie Feng

Posterior moments and quantiles for the normal location model with Laplace prior pp. 4039-4049

Giuseppe De Luca, Jan R. Magnus and Franco Peracchi

Φ admissibility of linear estimators of common mean parameter in general multivariate linear models under a balanced loss function pp. 4050-4065

Mingxiang Cao, Junyong Park and Guangjun Shen

Bayesian regression analysis of stutter in DNA mixtures pp. 4066-4080

Reza Alaeddini, Mo Yang and Borek Puza

Limit theorems for linear processes generated by ρ-mixing sequence pp. 4081-4095

Zhiqiang Tang and Yong Zhang

Bayesian estimation of ruin probability based on NHPP claim arrivals and Inverse-Gaussian distributed claim aggregates pp. 4096-4118

M. S. Aminzadeh and Min Deng

Optimal minimal balanced crossover designs in first and second carryover effects pp. 4119-4133

Jigneshkumar Gondaliya

Least-squares estimation for uncertain moving average model pp. 4134-4143

Xiangfeng Yang and Yaodong Ni

Volume 50, issue 16, 2021

Special issue on Statistical Models and Methods in Reliability for the 11th international conference on mathematical methods in reliability (MMR 2019) pp. 3747-3748

Isha Dewan, Hon Keung Tony Ng and Christian Paroissin

Penalized Cox regression with a five-parameter spline model pp. 3749-3768

Jia-Han Shih and Takeshi Emura

Variational Bayesian analysis for Wiener degradation model with random effects pp. 3769-3789

Shirong Zhou, Ancha Xu, Yongqiang Lian and Yincai Tang

Statistical inference for the lifetime performance index of products with Pareto distribution on basis of general progressive type II censored sample pp. 3790-3808

Yue Zhang and Wenhao Gui

Statistical inference for component lifetime distribution from coherent system lifetimes under a proportional reversed hazard model pp. 3809-3833

Adeleh Fallah, Akbar Asgharzadeh and Hon Keung Tony Ng

Testing for change in mean for associated random variables pp. 3834-3850

Mansi Garg and Isha Dewan

Goodness-of-fit test for Rayleigh distribution based on progressively type-II censored sample pp. 3851-3874

Junru Ren and Wenhao Gui

Copula models for one-shot device testing data with correlated failure modes pp. 3875-3888

M. H. Ling, P. S. Chan, H. K. T. Ng and N. Balakrishnan

Volume 50, issue 15, 2021

Uniform row augmented designs with multi-level pp. 3491-3504

Jiaqi Liu, Zujun Ou and Hongyi Li

Robust equivariant non parametric regression estimators for functional ergodic data pp. 3505-3521

Ibrahim M. Almanjahie, Mohammed Kadi Attouch, Zoulikha Kaid and Hayat Louhab

A dividend optimization problem with constraint of survival probability in a Markovian environment model pp. 3522-3546

Jiyang Tan and Senlin Yuan

Optimal partial triallel cross designs through diallel cross designs pp. 3547-3555

Mahendra Kumar Sharma and Mekonnen Tadesse

Integer partitions probability distributions pp. 3556-3563

Andrew V. Sills

Statistical inference of Gwet’s AC1 coefficient for multiple raters and binary outcomes pp. 3564-3572

Tetsuji Ohyama

The strong law of large numbers and Shannon-McMillan theorem for Markov chains indexed by an infinite tree with uniformly bounded degree in random environment pp. 3573-3585

Chengjun Ding, Zhiyan Shi and Weiguo Yang

Analytical and computational studies of the BMAP/G(a,Y)/1 queue pp. 3586-3614

B. Bank and S. K. Samanta

On the modified skew-normal-Cauchy distribution: properties, inference and applications pp. 3615-3631

Javier E. Contreras-Reyes, Fereshte Kahrari and Daniel Devia Cortés

Adaptive refined descriptive sampling algorithm for dependent variables using Iman and Conover method in Monte Carlo simulation pp. 3632-3644

Siham Kebaili, Megdouda Ourbih-Tari, Abdelouhab Aloui and Sofia Guebli

Detecting long-range dependence with truncated ratios of periodogram ordinates pp. 3645-3660

Erhard Reschenhofer and Manveer Kaur Mangat

Empirical likelihood for moving average models pp. 3661-3676

Yinghua Li and Yongsong Qin

Optimal reinsurance from the perspectives of both insurers and reinsurers under the VaR risk measure and Vajda condition pp. 3677-3694

Yanhong Chen and Yijun Hu

Asymptotics of maximum likelihood estimation for stable law with continuous parameterization pp. 3695-3712

Muneya Matsui

Some new generators to obtain efficient circular weakly balanced repeated measurements designs pp. 3713-3730

Sajid Hussain, Jigneshkumar Gondaliya, Rashid Ahmed and Rida Jabeen

Improved score tests for exponential family nonlinear models pp. 3731-3745

Alexsandro B. Cavalcanti, Denise A. Botter, Lúcia P. Barroso, Manoel Santos-Neto and Gauss M. Cordeiro

Volume 50, issue 14, 2021

Solution of an M/G/1 queueing model with k sequential heterogeneous service steps and vacations using the Tauberian property pp. 3235-3248

Ali Mohammadi and Mohammad Reza Salehi Rad

A BSDE approach for bond pricing under interest rate models with self-exciting jumps pp. 3249-3261

Zhongyang Sun, Xin Zhang and Ya-Nan Li

Generalized estimator for the estimation of clustered population mean in adaptive cluster sampling pp. 3262-3275

Muhammad Nouman Qureshi and Muhammad Hanif

On λ-convergence and λ-boundedness of mth order pp. 3276-3285

Sinan Ercan and Çiğdem Asma Bektaş

Local linear estimation of the conditional quantile for censored data and functional regressors pp. 3286-3300

Sara Leulmi

A note on the progressive overlap of two alternative Bayesian intervals pp. 3301-3318

Fulvio De Santis and Stefania Gubbiotti

Probabilistic evaluation of quantile estimators pp. 3319-3337

Matti Pajari, Maria Tikanmäki and Lasse Makkonen

Some Hermite–Hadamard type integral inequalities for multidimensional general preinvex stochastic processes pp. 3338-3351

Nurgul Okur and Rovshan Aliyev

Extended stochastic Laspeyres price index model with autocorrelated errors pp. 3352-3357

Arfa Maqsood and S. M. Aqil Burney

Testing exponentiality against a trend change in mean time to failure in age replacement pp. 3358-3370

Muhyiddin Izadi and Sirous Fathi Manesh

Latin square designs with neighbor effects-part II pp. 3371-3379

Sobita Sapam, Nripes Mandal and Bikas Sinha

A simple proof of the characteristic function of Student’s t-distribution pp. 3380-3383

Robert E. Gaunt

Oracally efficient estimation and testing for an ARCH model with trend pp. 3384-3402

Huan Gong

A new approach to fitting the three-parameter Weibull distribution: An application to glass ceramics pp. 3403-3420

Arturo Garrido, Raquel Caro-Carretero, Jesús R. Jimenez-Octavio, Alberto Carnicero and Miguel Such

Testing independence in high-dimensional multivariate normal data pp. 3421-3435

D. Najarzadeh

MISE of wavelet estimators for regression derivatives with biased strong mixing data pp. 3436-3452

Junke Kou, Jia Chen and Huijun Guo

A high-dimensional bias-corrected AIC for selecting response variables in multivariate calibration pp. 3453-3476

Ryoya Oda, Yoshie Mima, Hirokazu Yanagihara and Yasunori Fujikoshi

Generalized exponential type estimator for the mean of sensitive variable in the presence of non-sensitive auxiliary variable pp. 3477-3488

Zara Waseem, Hina Khan and Javid Shabbir

Correction pp. 3489-3489

The Editors

Volume 50, issue 13, 2021

Extropy information of maximum and minimum ranked set sampling with unequal samples pp. 2979-2995

Guoxin Qiu and Abbas Eftekharian

Berry-Esséen bound for the parameter estimation of fractional Ornstein-Uhlenbeck processes with the hurst parameter H∈(0,12) pp. 2996-3013

Yong Chen and Ying Li

Stein’s Lemma for generalized skew-elliptical random vectors pp. 3014-3029

Chris Adcock, Zinoviy Landsman and Tomer Shushi

Compound zero-truncated Poisson normal distribution and its applications pp. 3030-3050

Mohammad Z. Raqab, Debasis Kundu and Fahimah A. Al-Awadhi

Almost sure local central limit theorem for the product of some partial sums with optimized weight pp. 3051-3062

Feng Xu, Binhui Wang and Yawen Hou

Exponential intervened Poisson distribution pp. 3063-3093

K. Jayakumar and K. K. Sankaran

Bayesian Conway–Maxwell–Poisson regression models for overdispersed and underdispersed counts pp. 3094-3105

A. Huang and A. S. I. Kim

On uniform-negative binomial distribution including Gauss hypergeometric function and its application in count regression modeling pp. 3106-3122

Deepesh Bhati and Ishfaq S. Ahmed

Optimal deterministic reinsurance and investment for an insurer under mean–variance criterion pp. 3123-3136

Fenge Chen and Xingchun Peng

Analysis of a population model with batch Markovian arrivals influenced by Markov arrival geometric catastrophes pp. 3137-3158

Nitin Kumar and U. C. Gupta

Non parametric estimation of the conditional density function with right-censored and dependent data pp. 3159-3178

Xianzhu Xiong and Meijuan Ou

A simple data-driven fallback procedure for multiple comparisons pp. 3179-3197

Jared Wolf and Hong Zhou

Blockwise AICc and its consistency properties in model selection pp. 3198-3213

Guofeng Song, Lixun Zhu, Ai Gao and Lingzhu Kong

Likelihood-based inference in censored exponential regression models pp. 3214-3233

Francisco M. C. Medeiros and Artur J. Lemonte

Volume 50, issue 12, 2021

Meta analysis of regression: a review and new approach with application to linear-circular regression model pp. 2723-2731

Sungsu Kim and Thelge Buddika Peiris

Bayesian prediction of future observations from weighted exponential distribution constant-stress model based on Type-II hybrid censored data pp. 2732-2746

Abd EL-Baset A. Ahmad, Mohamad A. Fawzy and Hosam Ouda

Memory type estimators of population mean using exponentially weighted moving averages for time scaled surveys pp. 2747-2758

Muhammad Noor-ul-Amin

Asymptotic results in censored zero-inflated Poisson regression pp. 2759-2779

Van Trinh Nguyen and Jean-François Dupuy

Construction of optimal reliability test plans for binary type multi-state strongly coherent systems pp. 2780-2800

Leena Kulkarni and Sanjeev Sabnis

On estimating reliability function for the family of power series distribution pp. 2801-2830

Mriganka Mouli Choudhury, Rahul Bhattacharya and Sudhansu S. Maiti

Parametric and semiparametric copula-based models for the regression analysis of competing risks pp. 2831-2847

Alejandro R. Vásquez and Gabriel Escarela

Diagnostic analysis of a circular-circular regression model using asymmetric or asymmetric bi-modal circular errors pp. 2848-2858

Sungsu Kim and Md Monjurul Islam Rifat

A general shock model for modelling coupled lives and its application to life insurance pp. 2859-2876

Hyunju Lee

Complete moment convergence for randomly weighted sums of END sequences and its applications pp. 2877-2899

Xiu Xu and Jigao Yan

Weighted composite quantile regression with censoring indicators missing at random pp. 2900-2917

Jiang-Feng Wang, Wei-Jun Jiang, Fang-Yin Xu and Wu-Xin Fu

Asymptotic distribution theory on pseudo semiparametric maximum likelihood estimator with covariates missing not at random pp. 2918-2929

Linghui Jin, Yanyan Liu and Lisha Guo

Option pricing under the Heston model where the interest rate follows the Vasicek model pp. 2930-2937

Zhidong Guo

A note on a generalization of a statistical matrix pp. 2938-2946

Reza Farhadian

Construction of asymmetric orthogonal arrays of high strength by juxtaposition pp. 2947-2957

Jing Wang, Rong-Xian Yue and Shan-Qi Pang

Investigating the performance of a family of exponential-type estimators in presence of measurement error pp. 2958-2977

Abhishek Kumar, Ajeet Kumar Singh and V. K. Singh

Volume 50, issue 11, 2021

The minimum Bayes factor hypothesis test for correlations and partial correlations pp. 2467-2480

Fang Chen, Keying Ye and Min Wang

A penalized approach to mixed model selection via cross-validation pp. 2481-2507

Jingwei Xiong and Junfeng Shang

Bayesian estimation of a multivariate TAR model when the noise process follows a Student-t distribution pp. 2508-2530

Lizet Viviana Romero Orjuela and Sergio Alejandro Calderón Villanueva

Efficient block designs for incomplete factorial experiments for two factors with unequal block sizes pp. 2531-2545

Shyamsundar Parui, Rajender Parsad and B. N. Mandal

Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process pp. 2546-2568

Peng Yang, Zhiping Chen and Liyuan Wang

On the mean time to failure of an age-replacement model in discrete time pp. 2569-2585

K. K. Sudheesh, G. Asha and K. M. Jagathnath Krishna

A further remark on the alternative expectation formula pp. 2586-2591

Pingfan Song and Shaochen Wang

Strong convergence of ρ˜-mixing random sequences pp. 2592-2598

Pingping Zhong, Yuesheng Song and Weiguo Yang

Statistical inferences for varying coefficient partially non linear model with missing covariates pp. 2599-2618

Xiuli Wang, Peixin Zhao and Haiyan Du

Two-piece power normal distribution pp. 2619-2639

Piotr Sulewski

Semiparametric mean model with non linear time effect of the covariate for clustered recurrent events with terminal events pp. 2640-2658

Kang Fang Yuan

Improved load forecasting model based on two-stage optimization of gray model with fractional order accumulation and Markov chain pp. 2659-2673

Fuxiang Liu, Wenzhang Guo, Ran Liu and Jun Liu

A proposed mechanism for skewing symmetric distributions pp. 2674-2695

Moh'd T. Alodat and Mohammad Al-Rawwash

Attainments of the Bayesian information bounds pp. 2696-2709

Ken-ichi Koike

A modified information criterion for model selection pp. 2710-2721

Emre Dünder

Volume 50, issue 10, 2021

Efficient control charts for monitoring the process mean using different paired double ranked set sampling designs pp. 2211-2223

Muhammad Noor-ul-Amin, Muhammad Tayyab and Muhammad Hanif

Empirical best linear unbiased predictors in multivariate nested-error regression models pp. 2224-2249

Tsubasa Ito and Tatsuya Kubokawa

Risk models based on copulas for premiums and claim sizes pp. 2250-2269

Yao Kang, Dehui Wang and Jianhua Cheng

df-statistical convergence in connection with a modulus in metric spaces pp. 2270-2280

Emine Kayan and Rifat Çolak

Flexible families of symmetric and asymmetric distributions based on the two-piece skew normal distribution pp. 2281-2305

Najme Sharifipanah, Rahim Chinipardaz, Gholam Ali Parham and Reinaldo Boris Arellano-Valle

The log-weighted exponential regression model: alternative to the beta regression model pp. 2306-2321

Emrah Altun

Constrained optimal design of X¯ Control Chart for correlated data under Weibull Shock Model with multiple assignable causes pp. 2322-2353

M. Hossein Naderi, Asghar Seif and M. Bameni Moghadam

The stochastic linear combination of Dirichlet distributions pp. 2354-2359

Hazhir Homei

Mean, mode or median? The score mean pp. 2360-2370

Zdeněk Fabián

Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models pp. 2371-2381

Pengli Gao and Zhiming Xia

Quantile regression for varying coefficient spatial error models pp. 2382-2397

Xiaowen Dai, Erqian Li and Maozai Tian

An invariance principle of strong law of large numbers under nonadditive probabilities pp. 2398-2418

Xiaoyan Chen, Zengjing Chen and Liying Ren

Dimension-free bounds for largest singular values of matrix Gaussian series pp. 2419-2428

Xianjie Gao, Chao Zhang and Hongwei Zhang

Analysis of two components parallel repairable system with vacation pp. 2429-2450

Yan Ling Li and Gen Qi Xu

A new correction approach for information criteria to detect outliers in regression modeling pp. 2451-2465

Emre Dünder

Volume 50, issue 9, 2021

Distribution regression model with a Reproducing Kernel Hilbert Space approach pp. 1955-1977

Bui Thi Thien Trang, Jean-Michel Loubes, Laurent Risser and Patricia Balaresque

On transmuted generalized linear exponential distribution pp. 1978-2000

S. Ghosh, K. K. Kataria and P. Vellaisamy

Optimum designs for parameter estimation in mixture experiments with group synergism pp. 2001-2014

Manisha Pal and Nripes Kumar Mandal

Improved predictive estimation for mean using the Searls technique under ranked set sampling pp. 2015-2038

Abhishek Singh and Gajendra K. Vishwakarma

Linear shrinkage estimation of the variance of a distribution with unknown mean pp. 2039-2047

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

Optimal asset allocation for a DC plan with partial information under inflation and mortality risks pp. 2048-2061

Calisto Guambe, Rodwell Kufakunesu, Gusti van Zyl and Conrad Beyers

Variable selection for semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters pp. 2062-2079

Guowang Luo and Mixia Wu

Modelling the aggregate loss for insurance claims with dependence pp. 2080-2095

Ning Wang, Linyi Qian, Nan Zhang and Zehui Liu

An interpretation of the properties of the propensity score in the regression framework pp. 2096-2105

Fei Wan

Some aspects of reversed hazard rate and past entropy pp. 2106-2116

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

Pricing default risk in mortgage-backed securities under a regime-switching reduced-form model pp. 2117-2135

Jie Guo, Xiaosong Qian and Guojing Wang

Analysis of an unreliable single server batch arrival queue with two types of services under Bernoulli vacation policy pp. 2136-2160

Anjana Begum and Gautam Choudhury

Tail probabilities of a random walk on an interval pp. 2161-2169

Ewa M. Kubicka, Grzegorz Kubicki, Małgorzata Kuchta and Michał Morayne

Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models pp. 2170-2187

Miao Han, Xuefeng Song, Wei Wang and Shengwu Zhou

Efficient inferences for linear transformation models with doubly censored data pp. 2188-2200

Sangbum Choi and Xuelin Huang

Posterior propriety of bivariate lomax distribution under objective priors pp. 2201-2209

Sang Gil Kang, Woo Dong Lee and Yongku Kim

Volume 50, issue 8, 2021

On generalized invariant statistical convergence of weight g pp. 1699-1708

Ekrem Savaş

Does the generalized mean have the potential to control outliers? pp. 1709-1727

Soumalya Mukhopadhyay, Amlan Jyoti Das, Ayanendranath Basu, Aditya Chatterjee and Sabyasachi Bhattacharya

Outlier detection and accommodation in meta-regression models pp. 1728-1744

Min Zhang, Yong Li, Jun Lu and Lei Shi

A computational method to compare spectral densities of independent periodically correlated time series pp. 1745-1755

Zongda He and Zhonglian Ma

A consistent bayesian bootstrap for chi-squared goodness-of-fit test using a dirichlet prior pp. 1756-1773

Reyhaneh Hosseini and Mahmoud Zarepour

New posterior distributions for the incidence of inefficiency in DEA scores pp. 1774-1780

Mehmet Güray Ünsal, Daniel Friesner and Robert Rosenman

Optimal investment problem between two insurers with value-added service pp. 1781-1806

Yajie Wang, Ximin Rong, Hui Zhao and Danping Li

Goodness-of-fit test for multistable Lévy processes pp. 1807-1837

R. Le Guével

Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises pp. 1838-1855

Qingbo Wang, Guangjun Shen and Zhenlong Gao

Lp (1 pp. 1856-1872

Runyu Zhu and Dejian Tian

On Bayes minimax estimators for a normal mean with an uncertain constraint† pp. 1873-1883

Éric Marchand and Theodoros Nicoleris

Two sensitivity orders applied to the comparison of ROC curves pp. 1884-1896

Héctor M. Ramos, Jorge Ollero and Alfonso Suárez-Llorens

Almost sure central limit theorem for the location and height of extreme order statistics and high values pp. 1897-1910

Luyun Ding and Zhongquan Tan

Optimal prediction variance properties of some central composite designs in the hypercube pp. 1911-1924

Charity Uchenna Onwuamaeze

A nonparametric procedure for changepoint detection in linear regression pp. 1925-1935

Jing Sun, Deepak Sakate and Sunil Mathur

Conditional distance correlation sure independence screening for ultra-high dimensional survival data pp. 1936-1953

Shuiyun Lu, Xiaolin Chen and Hong Wang

Volume 50, issue 7, 2021

Preface pp. 1531-1531

Atila Göktaş, Selahattin Kaçiranlar and Yilmaz Akdi

Estimation of the system reliability for generalized inverse Lindley distribution based on different sampling designs pp. 1532-1546

Fatma Gul Akgul, Keming Yu and Birdal Senoglu

Data analysis in health and big data: A machine learning medical diagnosis model based on patients’ complaints pp. 1547-1556

Gökhan Silahtaroğlu and Nevin Yılmaztürk

A novel flexible additive Weibull distribution with real-life applications pp. 1557-1572

Alamgir Khalil, Muhammad Ijaz, Kashif Ali, Wali Khan Mashwani, Muhammad Shafiq, Poom Kumam and Wiyada Kumam

A credit default swap application by using quantile regression technique pp. 1573-1586

Yüksel Akay Ünvan

The effects of “economic crisis” and “financial crisis” searches conducted in google on dollar/TL parity and a causality analysis pp. 1587-1598

Yüksel Akay Ünvan

Impacts of Bitcoin on USA, Japan, China and Turkey stock market indexes: Causality analysis with value at risk method (VAR) pp. 1599-1614

Yüksel Akay Ünvan

Market basket analysis with association rules pp. 1615-1628

Yüksel Akay Ünvan

Model selection in linear regression using paired bootstrap pp. 1629-1639

Fazli Rabbi, Salahuddin Khan, Alamgir Khalil, Wali Khan Mashwani, Muhammad Shafiq, Pınar Göktaş and Yuksel.Akay Unvan

New advanced outliers detection tests pp. 1640-1655

Alamgir Khalil, Salahuddin, Wali Khan Mashwani, Muhammad Shafiq, Saima Hassan and Wiyada Kumam

Sparsely restricted penalized estimators pp. 1656-1670

Hüseyin Güler and Ebru Ozgur Guler

Optimal bandwidth selection for a kernel density with a location-scale property pp. 1671-1684

Celal Aydın, Necla Gündüz and Jale Balibeyoğlu

Hybrid differential evolutionary strawberry algorithm for real-parameter optimization problems pp. 1685-1698

Wali Khan Mashwani, Abdullah Khan, Atila Göktaş, Yuksel Akay Unvan, Ozgur Yaniay and Abdelouahed Hamdi

Volume 50, issue 6, 2021

Efficient multiple control variate method with applications to exotic option pricing pp. 1275-1294

Suhua Zhang, Chunxiang A and Yongzeng Lai

On dynamic survival extropy pp. 1295-1313

E. I. Abdul Sathar and Dhanya Nair R.

Joint estimation of the offspring mean and offspring variance of a second order branching process pp. 1314-1324

Mukund Ramtirthkar and Mohan Kale

Variable selection for spatial autoregressive models pp. 1325-1340

Li Xie, Xiaorui Wang, Weihu Cheng and Tian Tang

Calibration estimators for quantitative sensitive mean estimation under successive sampling pp. 1341-1361

Kumari Priyanka, Ajay Kumar and Pidugu Trisandhya

Some results on maximum of expected sums of sequential minima pp. 1362-1369

V. B. Nevzorov and A. Stepanov

On multinomial hidden Markov model for hierarchical manpower systems pp. 1370-1386

Akaninyene Udo Udom and Ukobong Gregory Ebedoro

On strong limit theorems for general information sources with an application to AEP pp. 1387-1399

Zhong-Zhi Wang, Shan-Shan Yang, Hai-Feng Jiang and Fang-Qing Ding

The design of Bayesian generalized likelihood ratio control chart for monitoring the normal process mean pp. 1400-1415

AliAkbar KazemiNia, Bahram Sadeghpour Gildeh and Zainab Abbasi Ganji

Estimation and variable selection for partially linear additive models with measurement errors pp. 1416-1445

Rui Li, Shuchuan Mu and Ruili Hao

Estimation of past inaccuracy measure for the right censored dependent data pp. 1446-1455

E. I. Abdul Sathar, K. V. Viswakala and G. Rajesh

Joint distribution and marginal distribution methods for checking assumptions of generalized linear model pp. 1456-1476

Junyi Dong and Qiqing Yu

A group bridge approach for component selection in nonparametric accelerated failure time additive regression model pp. 1477-1501

Longlong Huang, Karen Kopciuk and Xuewen Lu

Ordering properties of the largest order statistics from Kumaraswamy-G models under random shocks pp. 1502-1514

Amarjit Kundu and Shovan Chowdhury

A robust adjustment to McNemar test when the data are clustered pp. 1515-1529

Yougui Wu

Volume 50, issue 5, 2021

Lifetime behavior of discrete Markov chain censored δ shock model pp. 1019-1035

Ming Ma, Li Na Bian, Hua Liu and Jian Hua Ye

Monitoring a bivariate INAR(1) process with application to Hepatitis A pp. 1036-1058

Francis G. Pascual and Sherzod Akhundjanov

Equilibrium pricing of foreign exchange options under a discontinuous model with stochastic jump intensity pp. 1059-1081

Yu Xing, Dingcheng Wang and Xiaoping Yang

Optimal investment and reinsurance problem with jump-diffusion model pp. 1082-1098

Mengmeng Guo, Xiu Kan and Huisheng Shu

A new robust ratio estimator with reference to non-normal distribution pp. 1099-1116

Aamir Sanaullah, Azaz Ahmed and Muhammad Hanif

A New Functional Estimation Procedure for Varying Coefficient Models pp. 1117-1133

Xingyu Yan, Xiaolong Pu, Xiaolei Xun and Yingchun Zhou

Joint modeling for longitudinal set-inflated continuous and count responses pp. 1134-1160

Nastaran Sharifian, Ehsan Bahrami Samani and Mojtaba Ganjali

Survival model induced by discrete frailty for modeling of lifetime data with long-term survivors and change-point pp. 1161-1172

Vicente G. Cancho, Gladys Barriga, Jeremias Leão and Helton Saulo

Introduction, analysis and asymptotic behavior of a multi-level manpower planning model in a continuous time setting under potential department contraction pp. 1173-1199

V. A. Dimitriou and A. C. Georgiou

Second order asymptotics for ruin probabilities of the delayed renewal risk model with heavy-tailed claims pp. 1200-1209

Jianxi Lin

A class of strong deviation theorems for the random fields associated with bifurcating Markov chains indexed by a binary tree pp. 1210-1227

Pingping Zhong, Zhiyan Shi, Weiguo Yang and Fan Min

A run shock-erosion model pp. 1228-1239

Mohammad Hossein Poursaeed

Minimax rate in prediction for functional principal component regression pp. 1240-1249

Guangren Yang, Hongmei Lin and Heng Lian

Jump-robust volatility estimation using dynamic dual-domain integration method pp. 1250-1273

Xu-Guo Ye and Yan-Yong Zhao

Volume 50, issue 4, 2021

Complete convergence and complete moment convergence for maximal randomly weighted sums of widely orthant-dependent random variables with applications pp. 763-791

Dawei Lu and Jialu Wang

Reliability analysis of a two-dissimilar-unit warm standby repairable system with priority in use pp. 792-814

Jinting Wang, Nan Xie and Nan Yang

Parametrizations, weights, and optimal prediction pp. 815-836

Azzouz Dermoune, Khalifa Es-Sebaiy, Mohammed Es.Sebaiy and Jabrane Moustaaid

Estimation of marginal generalized linear model with subgroup auxiliary information pp. 837-855

Jie He, Xiaogang Duan, Shumei Zhang and Hui Li

A New Perspective in Functional EIV Linear Models: Part II pp. 856-873

Ali Al-Sharadqah and Nicholas Woolsey

New class of exponential estimators for finite population mean in two-phase sampling pp. 874-889

Tolga Zaman and Cem Kadilar

A Distribution on the Simplex Arising from Inverted Chi-square Random Variables with Odd Degrees of Freedom pp. 890-909

Jose Maria Del Castillo

Regression credibility estimator with two-level common effects pp. 910-931

Qiang Zhang and Ping Chen

Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate pp. 932-943

Kaiyong Wang and Yanzhu Mao

Hierarchical Bayesian models for continuous and positively skewed data from small areas pp. 944-962

Binod Manandhar and Balgobin Nandram

Generalization of a statistical matrix and its factorization pp. 963-978

Ilker Akkus and Gonca Kizilaslan

Robust-regression-type estimators for improving mean estimation of sensitive variables by using auxiliary information pp. 979-992

Nasir Ali, Ishfaq Ahmad, Muhammad Hanif and Usman Shahzad

Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon pp. 993-1017

Peiqi Wang, Ximin Rong, Hui Zhao and Yajie Wang

Volume 50, issue 3, 2021

Designing variables sampling plans based on the yield index Spk pp. 507-520

Marziyeh Nesaee and Mohammad Saber Fallah Nezhad

Small sample inference for exponential survival times with heavy right-censoring pp. 521-539

Robert L. Paige and Noroharivelo V. Randrianampy

The new form Libby-Novick distribution pp. 540-

Mohamed Ali Ahmed

Parameter estimation for the exponential-Poisson distribution based on ranked set samples pp. 560-581

Abolfazl Joukar, Masoumeh Ramezani and S. M. T. K. MirMostafaee

The first and second order moment structure of an inhomogeneous gamma point process pp. 582-593

Rodrigo Saul Gaitan and Keh-Shin Lii

Complete and complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under the sub-linear expectations pp. 594-608

Fengxiang Feng, Dingcheng Wang, Qunying Wu and Haiwu Huang

Identification of outlying and influential data with principal components regression estimation in binary logistic regression pp. 609-630

M. Revan Özkale

A generalized family of estimators for estimating finite population mean in circular systematic sampling (CSS) pp. 631-662

Housila P. Singh, Anita Yadav and Swarangi M. Gorey

Simultaneous testing of the mean vector and covariance matrix among k populations for high-dimensional data pp. 663-684

Masashi Hyodo and Takahiro Nishiyama

Extreme value inference for quantile regression with varying coefficients pp. 685-710

Takuma Yoshida

Optimal investment problem with complete memory on an infinite time horizon pp. 711-724

Hui Mi, Lei Li and Quanxin Zhu

Estimation of accelerated failure time due to exposure risk using piecewise-exponential model in cohort follow-up study pp. 725-737

Eiji Nakashima

Δλ-Statistical boundedness on time scales pp. 738-746

Yavuz Altin, Büşra Nur Er and Emrah Yilmaz

Testing for error correlation in partially functional linear regression models pp. 747-761

Qian Li, Xiangyong Tan and Liming Wang

Volume 50, issue 2, 2021

A new extended generalized Gompertz distribution with statistical properties and simulations pp. 251-279

Hamid Karamikabir, Mahmoud Afshari, Morad Alizadeh and G. G Hamedani

Stein’s method and the distribution of the product of zero mean correlated normal random variables pp. 280-285

Robert E. Gaunt

Bernstein-von Mises theorem and Bayes estimation from single server queues pp. 286-296

Saroja Kumar Singh and Sarat Kumar Acharya

Generally weighted moving average control charts using repetitive sampling pp. 297-310

Chi-Jui Huang, Jen-Hsiang Chen and Shin-Li Lu

Wilcoxon-type rank-sum control charts based on progressively censored reference data pp. 311-328

Ioannis S. Triantafyllou

The non-central negative binomial distribution: Further properties and applications pp. 329-344

Seng-Huat Ong, Kian-Kok Toh and Yeh-Ching Low

A prediction analysis in a constrained multivariate general linear model with future observations pp. 345-357

Yuqin Sun, Hong Jiang and Yongge Tian

Complete consistency for the estimator of nonparametric regression model based on martingale difference errors pp. 358-370

Shuili Zhang, Tiantian Hou and Cong Qu

Response-based multiple imputation method for minimizing the impact of covariate detection limit in logistic regression pp. 371-386

Shahadut Hossain, Zahirul Hoque and Jacek Wesolowski

On the estimation of non linear functions in stochastic volatility models pp. 387-399

Giuseppina Albano, Francesco Giordano and Cira Perna

Simultaneous Bayesian modeling of longitudinal and survival data in breast cancer patients pp. 400-414

Ali Azarbar, Yu Wang and Saralees Nadarajah

Bayesian two-stage design for drug screening trials with switching hypothesis tests based on continuous endpoints pp. 415-431

Nan Sun, Junjiang Zhong and Miin-Jye Wen

Moderate deviations for the total population arising from a nearly unstable sub-critical Galton-Watson process with immigration pp. 432-445

Haotian Chen and Yong Zhang

Binomial AR(1) processes with innovational outliers pp. 446-472

Huaping Chen, Qi Li and Fukang Zhu

Standby redundancies at component level versus system level in series system pp. 473-485

Xingyu Yan, Yiying Zhang and Peng Zhao

Common breaks in means for panel data under short-range dependence pp. 486-505

Daiqing Xi and Tianxiao Pang

Volume 50, issue 1, 2021

RETRACTED ARTICLE: The probable error in the hypothesis test of normal means using a small sample pp. (i)-(vi)

The Editors

An efficient partial randomized response model for estimating a rare sensitive attribute using Poisson distribution pp. 1-17

Ghulam Narjis and Javid Shabbir

Exact group sequential designs for two-arm experiments with Poisson distributed outcome variables pp. 18-34

Michael Grayling, James M. S. Wason and Adrian P. Mander

A new approach to address multiplicity in hypothesis testing with constraints pp. 35-60

Huajiang Li and Hong Zhou

Symmetry tests for manifold-valued random variables pp. 61-72

Juan Jesús Salamanca

Rates of convergence of the adaptive elastic net and the post-selection procedure in ultra-high dimensional sparse models pp. 73-94

Yuehan Yang and Hu Yang

Parameter estimation for certain nonstationary processes driven by α-stable motions pp. 95-104

Xuekang Zhang, Haoran Yi and Huisheng Shu

Weak laws of large numbers for maximal weighted sums of random variables pp. 105-115

Fakhreddine Boukhari

Improvements of the Markov and Chebyshev inequalities using the partial expectation pp. 116-131

Haruhiko Ogasawara

Asymptotic behavior of expected shortfall for portfolio loss under bivariate dependent structure pp. 132-142

Shengxue Wei, Xiaoli Gan and Guodong Xing

On new formulae for cumulative distribution function for McKay Bessel distribution pp. 143-160

Dragana Jankov Maširević and Tibor K. Pogány

Operating characteristics of a subset selection procedure applied to a randomized response model for continuous data pp. 161-179

Alaa Elkadry and Gary C. McDonald

Estimation and variable selection for a class of quantile regression models with multiple index pp. 180-202

Cun Han, Xiaofei Sun and Wenliang Gao

A family of non-parametric tests for decreasing mean time to failure with censored data pp. 203-215

Sudheesh K. Kattumannil and Deemat C. Mathew

Covariate adjustment via propensity scores for recurrent events in the presence of dependent censoring pp. 216-236

Youngjoo Cho and Debashis Ghosh

Improved family of estimators using exponential function for the population mean in the presence of non-response pp. 237-248

Ceren Ünal and Cem Kadilar

Statement of Retraction pp. 249-249

The Editors