Communications in Statistics - Theory and Methods

2000 - 2025

Current editor(s): Debbie Iscoe

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Volume 49, issue 24, 2020

Evaluation of geographical variation in live-birth registrations using Bayesian method pp. 5883-5896

Abayomi Ayodele Akomolafe, Funmilayo Adenike Fadiji and Ezra Gayawan

Mahalanobis distance based on minimum regularized covariance determinant estimators for high dimensional data pp. 5897-5907

Hasan Bulut

Limit theorems related to the integral functionals of one dimensional fractional Brownian motion pp. 5908-5916

Xianye Yu and Mingbo Zhang

Estimation and testing of nonparametric hidden Markov model with application in stock market pp. 5917-5929

Yue Huang

Joint distributional expansions of maxima and minima from skew-normal samples pp. 5930-5947

Xin Liao, Qian Xiong and Zhichao Weng

Optimal threshold determination based on the mean excess plot pp. 5948-5963

Queensley C. Chukwudum, Peter Mwita and Joseph K. Mung’atu

Option pricing based on a regime switching dividend process pp. 5964-5974

HuaHui Yan, Qihong Chen and HuiSheng Shu

Analysis of process yield in a cost-effective double acceptance sampling plan pp. 5975-5987

Kalsoom Afzal Butt, Muhammad Aslam and Chi-Hyuck Jun

Nonparametric estimation of random effects densities in a linear mixed-effects model with Fourier-oscillating noise density pp. 5988-6015

Dang Duc Trong, Cao Xuan Phuong and Tran Quoc Viet

Prediction variance of a central composite design with missing observation pp. 6016-6031

Kohei Fujiwara and Shun Matsuura

On mean-based bivariate Birnbaum-Saunders distributions: Properties, inference and application pp. 6032-6056

Helton Saulo, Jeremias Leão, Roberto Vila, Victor Leiva and Vera Tomazella

Consumption-leisure-investment strategies with time-inconsistent preference in a life-cycle model pp. 6057-6079

Qian Zhao and Tak Kuen Siu

On multivariate discrete q-Distributions-A multivariate q-Cauchy’s formula pp. 6080-6095

Malvina Vamvakari

On A-efficient treatment-control designs constructed by cyclic and generalized cyclic designs pp. 6096-6111

Kazuhiro Ozawa and Shinji Kuriki

Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model pp. 6112-6120

Fotios Loukissas

An optimal multivariate cluster sampling design pp. 6121-6128

M. G. M. Khan, Mahmood A. Rashid and Sushita Sharma

Uniqueness of one-parameter exponential curves fitted by non-linear least-squares to non-negative data in monotone non-increasing blocks pp. 6129-6132

Yves Nievergelt

Sn covariance pp. 6133-6138

Sajana O. Kunjunni and Sajesh T. Abraham

Volume 49, issue 23, 2020

On combining independent tests in case of conditional normal distribution pp. 5627-5638

Mohammad Al-Talib, Mohammad Al Kadiri and Abedel-Qader Al-Masri

Two generalized bivariate FGM distributions and rank reduction pp. 5639-5665

Carles M. Cuadras, Walter Diaz and Sonia Salvo-Garrido

Spatial local linear estimation of the L1-conditional quantiles for functional regressors pp. 5666-5685

Ibrahim M. Almanjahie, Zouaoui Chikr Elmezouar, Bachir Ahmed Bachir and Zoulikha Kaid

Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion pp. 5686-5708

Wen Su, Benxuan Shi and Yunyun Wang

An repeated service queue with N-policy and setup time subject to server’s breakdown and delayed repair pp. 5709-5737

Chandi Ram Kalita and Gautam Choudhury

Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model pp. 5738-5764

Xu Chen and WenYan Zhuo

On improved estimation in multivariate Dirichlet regressions pp. 5765-5777

Tatiane F. N. Melo, Tiago M. Vargas, Artur J. Lemonte and Germán Moreno–Arenas

Improved class of difference-type estimators for population median in survey sampling pp. 5778-5793

Afifa Baig, Saadia Masood and Tanveer Ahmed Tarray

How the mechanism of missing data on longitudinal biomarkers influences the survival analysis pp. 5794-5809

Feng-shou Ko

Jackknife resampling parameter estimation method for weighted total least squares pp. 5810-5828

Leyang Wang and Fengbin Yu

Refined asymptotic Kolmogorov-Smirnov tests for the case of finite support pp. 5829-5841

Jesse Frey

Use of coefficient of variation in calibration estimation of population mean in stratified sampling pp. 5842-5852

Neha Garg and Menakshi Pachori

Estimation of parameters in linear mixed measurement error models with stochastic linear restrictions pp. 5853-5865

Bahareh Yavarizadeh, Abdolrahman Rasekh and Babak Babadi

Complete convergence and strong law of large numbers for arrays of random variables under sublinear expectations pp. 5866-5882

Yiwei Lin and Xinwei Feng

Volume 49, issue 22, 2020

Asymptotic normality of conditional density estimation under truncated, censored and dependent data pp. 5371-5391

Han-Ying Liang, Hong-Bing Zhou and Qiu-Li Guo

On stochastic behaviors of load-sharing parallel systems pp. 5392-5405

Zhengcheng Zhang, Yonghong Yang and Xiujie Ji

Interval robust design under contaminated and non normal data pp. 5406-5418

Melis Zeybek

A finite population quantile estimation by unequal probability sampling pp. 5419-5426

Arijit Chaudhuri and Purnima Shaw

Some improved tail bounds for the sum of variables with geometric distribution pp. 5427-5435

Dawei Lu, Qing Liu and Xinmei Shen

Seamless phase II/III/IIIb clinical trial designs with different endpoints for different phases pp. 5436-5454

Hui Quan, Xiaodong Luo, Tianyue Zhou and Peng-Liang Zhao

On some inequalities for ψ-mixing sequences and its applications in conditional value-at-risk estimate pp. 5455-5467

Liwang Ding, Ping Chen and Li Yongming

Signed compound poisson integer-valued GARCH processes pp. 5468-5492

Esmeralda Gonçalves and Nazaré Mendes-Lopes

A classroom approach to the construction of Bayesian credible intervals of a Poisson mean pp. 5493-5503

Per Gösta Andersson

On the estimation of extreme directional multivariate quantiles pp. 5504-5534

Raúl Torres, Elena Di Bernardino, Henry Laniado and Rosa E. Lillo

On an elementary ratio technique for proving convergence of known distributions pp. 5535-5552

Subhash C. Bagui and K. L. Mehra

Robust difference-based outlier detection pp. 5553-5577

Chun Gun Park and Inyoung Kim

Strong convergence properties for partial sums of asymptotically negatively associated random vectors in Hilbert spaces pp. 5578-5586

Kunpeng Wang and Xuejun Wang

Estimation of proportions by group testing with retesting of positive groups pp. 5587-5597

Graham Hepworth and Stephen D. Walter

The competing risks analysis for parallel and series systems using Type-II progressive censoring pp. 5598-5612

Leila Amiri, Mojtaba Ganjali, Reza Hashemi and Mojtaba Khazaei

Complete integral convergence for arrays of row-wise extended independent random variables under Sub-linear expectations pp. 5613-5626

Jie Li and Qunying Wu

Volume 49, issue 21, 2020

Clipped AR(p) with unknown threshold pp. 5115-5122

Samuel Flimmel

Survival analysis for a new compounded bivariate failure time distribution in shock and competing risk models via an EM algorithm pp. 5123-5153

Shirin Shoaee and Esmaile Khorram

An effective approach to linear calibration estimation with its applications pp. 5154-5174

Faqir Muhammad, Muhammad Riaz and Hassan Dawood

On the consistency and the robustness in model selection criteria pp. 5175-5195

Sumito Kurata and Etsuo Hamada

Weighted extensions of generalized cumulative residual entropy and their applications pp. 5196-5219

Saeid Tahmasebi

Approximation to two independent Gaussian processes from a unique Lévy process and applications pp. 5220-5234

Jun Wang, Xianmei Song, Guangjun Shen and Xiuwei Yin

A study on geographically weighted spatial autoregression models with spatial autoregressive disturbances pp. 5235-5251

Xiaozhi Peng, Hecheng Wu and Ling Ma

A strong law of large numbers for independent random variables under non-additive probabilities pp. 5252-5272

Ning Zhang and Yuting Lan

A note on identifiability and maximum likelihood estimation for a heterogeneous capture-recapture model pp. 5273-5293

George Lucas Moraes Pezzott, Luis Ernesto Bueno Salasar, José Galvão Leite and Francisco Louzada-Neto

Error bounds for the perturbation solution of the transition density under a multi-factor CIR term structure model with weak mean-reversion effect pp. 5294-5311

Cheng-Hsun Wu and Kai-Jiun Chang

Minimax adaptive wavelet estimator for the anisotropic functional deconvolution model with unknown kernel pp. 5312-5331

Rida Benhaddou and Qing Liu

Minimax designs for estimating slopes in a trigonometric regression model pp. 5332-5341

S. Huda and Fatemah Alqallaf

Local influence of nonlinear mixed effects model based on M-estimation pp. 5342-5355

Huihui Sun and Qiang Liu

A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint pp. 5356-5370

Zhen Wu and Zhenda Xu

Volume 49, issue 20, 2020

On the optimal designs for the prediction of complex Ornstein-Uhlenbeck processes pp. 4859-4870

Kinga Sikolya and Sándor Baran

Modeling of persistent homology pp. 4871-4888

Sarit Agami and Robert J. Adler

Testing for structural changes in linear regressions with time-varying variance pp. 4889-4918

Erhua Zhang and Jilin Wu

Abundance estimation with a categorical covariate subject to missing in continuous-time capture-recapture studies pp. 4919-4928

Yang Liu, Lin Zhu, Guanfu Liu and Huapeng Li

The further study of semimodules over commutative semirings pp. 4929-4950

Yuying Li, Xiaozhu Xu and Haifeng Zhang

A cost-effective computational approach with non response on two occasions pp. 4951-4973

Shashi Bhushan and Shailja Pandey

Estimating finite mixture of continuous trees using penalized mutual information pp. 4974-4987

Atefeh Khalili and Farzad Eskandari

Generalized value at risk forecasting pp. 4988-4995

Aerambamoorthy Thavaneswaran, Alex Paseka and Julieta Frank

Distribution-free precedence schemes with a generalized runs-rule for monitoring unknown location pp. 4996-5027

J.C. Malela-Majika, E.m Rapoo, A. Mukherjee and M.A. Graham

Testing of mean interval for interval-valued data pp. 5028-5044

Anuradha Roy and Daniel Klein

Diagnostics for repeated measurements in nonlinear mixed effects models pp. 5045-5059

Jungwon Mun and Minkyung Oh

Goodness-of-fit tests for centralized Wishart processes pp. 5060-5090

Gustav Alfelt, Taras Bodnar and Joanna Tyrcha

Correlation properties of continuous-time autoregressive processes delayed by the inverse of the stable subordinator pp. 5091-5113

Nikolai N. Leonenko and Ivan Papić

Correction pp. 5114-5114

The Editors

Volume 49, issue 19, 2020

Modified slashed generalized exponential distribution pp. 4603-4617

Juan M. Astorga, Yuri A. Iriarte, Héctor W. Gómez and Heleno Bolfarine

A revisit to two-way factorial ANOVA with mixed effects and interactions pp. 4618-4635

Tao Wang and Nicholas DeVogel

Spectrum of large random inner-product kernel matrices generated from lp ellipsoids pp. 4636-4647

Xingyuan Zeng

Nonparametric estimation of the ROC curve for length-biased and right-censored data pp. 4648-4668

Shanshan Song and Yong Zhou

Improved estimation of quantiles of two normal populations with common mean and ordered variances pp. 4669-4692

Nadiminti Nagamani and Manas Ranjan Tripathy

Plug-in estimators for the mean value and variance functions in delayed renewal processes pp. 4693-4711

Mustafa Hilmi Pekalp, Ömer Altındağ, Özgür Acar and Halil Aydoğdu

Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data pp. 4712-4736

Xianli Gao and Qiang Liu

On the functional central limit theorem for first passage time of nonlinear semi-Markov reward processes pp. 4737-4750

Omid Chatrabgoun, Alireza Daneshkhah and Gholamali Parham

Two-stage approaches to the analysis of occupancy data I: the homogeneous case (analysis of occupancy data) pp. 4751-4761

Natalie Karavarsamis and Richard M. Huggins

A note on the most powerful invariant test of Rayleigh against exponential distribution pp. 4762-4770

A. Rasekhi and S. M. Sadooghi-Alvandi

Homogeneity test based on ranked set samples pp. 4771-4786

Hamid Rahmani and Mostafa Razmkhah

Comparison of elementary price indices pp. 4787-4803

Jacek Białek

Testing economic “genetic pleiotropy” for Box-Cox linear model pp. 4804-4818

Qing Jiang, Xun Zhang, Min Wu and Xingwei Tong

Gamma mixture of generalized error distribution pp. 4819-4833

Zhengyuan Wei, Suping Li, Qiao Li, Yucan Yu and Xiaoyang Zheng

On the two-parameter Bell–Touchard discrete distribution pp. 4834-4852

Fredy Castellares, Artur J. Lemonte and Germán Moreno–Arenas

Continuous counterexamples for three dependence notions pp. 4853-4858

Liang Hong

Volume 49, issue 18, 2020

A new model selection procedure for finite mixture regression models pp. 4347-4366

Conglian Yu and Xiyang Wang

Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force pp. 4367-4377

Cen Chen and Shijie Wang

Asymptotics in the β-model for networks with a differentially private degree sequence pp. 4378-4393

Lu Pan and Ting Yan

An asymmetric multivariate weibull distribution pp. 4394-4412

Višnja Jurić, Tomasz J. Kozubowski and Mihael Perman

Asymmetric generalizations of symmetric univariate probability distributions obtained through quantile splicing pp. 4413-4429

Brenda V. Mac’Oduol, Paul J. van Staden and Robert A. R. King

Quantile regression for panel data models with fixed effects under random censoring pp. 4430-4445

Dai Xiaowen, Jin Libin, Tian Yuzhu, Tian Maozai and Tang Manlai

A stochastic variant of the EM algorithm to fit mixed (discrete and continuous) longitudinal data with nonignorable missingness pp. 4446-4467

Abdallah S. A. Yaseen and Ahmed M. Gad

Visualization of generalized mean estimators using auxiliary information in survey sampling pp. 4468-4489

Rodolphe Priam

Optimal regression parameter-specific shrinkage by plug-in estimation pp. 4490-4505

Yoonsuh Jung

Discriminant coordinates analysis for multivariate functional data pp. 4506-4519

Zofia Hanusz, Mirosław Krzyśko, Rafał Nadulski and Łukasz Waszak

A novel approach to estimate the Cox model with temporal covariates and application to medical cost data pp. 4520-4535

Yanqiao Zheng, Xiaobing Zhao and Xiaoqi Zhang

Rates of convergence in conditional covariance matrix with nonparametric entries estimation pp. 4536-4558

Jean-Michel Loubes, Clément Marteau and Maikol Solís

Mixing and moments properties of a non-stationary copula-based Markov process pp. 4559-4570

Fabio Gobbi and Sabrina Mulinacci

Empirical likelihood ratio confidence intervals in terms of cumulative hazard function for left-truncated and right-censored data pp. 4571-4586

Pao-sheng Shen

Firth adjustment for Weibull current-status survival analysis pp. 4587-4602

Hung-Mo Lin, John M. Williamson and Hae-Young Kim

Volume 49, issue 17, 2020

Test for high dimensional regression coefficients of partially linear models pp. 4091-4116

Siyang Wang and Hengjian Cui

Addressing the effect of parameter estimation on phase II monitoring of multivariate multiple linear profiles via a new cluster-based approach pp. 4117-4132

Ahmad Ahmadi Yazdi, Ali Zeinal Hamadani and Amirhossein Amiri

Multi-modal tempered stable distributions and prosses with applications to finance pp. 4133-4149

Ahmad Arefi and Reza Pourtaheri

A Bayesian approach to zero-inflated data in extremes pp. 4150-4161

Alexandre Henrique Quadros Gramosa, Fernando Ferraz do Nascimento and Fidel Ernesto Castro Morales

A bivariate mixture of negative binomial distributions and its applications pp. 4162-4177

Deepak Singh and Somesh Kumar

Performance of some new Liu parameters for the linear regression model pp. 4178-4196

Muhammad Qasim, Muhammad Amin and Talha Omer

Log-epsilon-skew normal: A generalization of the log-normal distribution pp. 4197-4215

Alan D. Hutson, Terry L. Mashtare and Govind S. Mudholkar

Independence test in high-dimension using distance correlation and power enhancement technique pp. 4216-4233

Yongshuai Chen and Wenwen Guo

Some calibration estimators for finite population mean in two-stage stratified random sampling pp. 4234-4247

Dhirendra Singh, Bhupendra Veer Singh Sisodia, Nidhi and Sandeep Pundir

Side-sensitive synthetic and runs-rules charts for monitoring AR(1) processes with skipping sampling strategies pp. 4248-4269

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

Asymptotic power comparison of T2-type test and likelihood ratio test for a mean vector based on two-step monotone missing data pp. 4270-4287

Masashi Hyodo and Nobumichi Shutoh

Construction of repeated measurements designs strongly balanced for residual effects pp. 4288-4297

Muhammad Daniyal, Rashid Ahmed, Farrukh Shehzad, M. H. Tahir and Zafar Iqbal

Sub-optimal investment for insurers pp. 4298-4312

Michele Longo and Gabriele Stabile

Choice of link and variance function for generalized linear mixed models: a case study with binomial response in proteomics pp. 4313-4332

Waqas Ahmed Malik, Carles Marco-Llorca, Kenneth Berendzen and Hans-Peter Piepho

Preservation properties of stochastic orders by transformation to the transmuted-G model pp. 4333-4346

Hossein Nadeb and Hamzeh Torabi

Volume 49, issue 16, 2020

Parameter estimation approaches to tackling measurement error and multicollinearity in ordinal probit models pp. 3835-3859

Jing Guan and Yunfeng Zhao

Estimation of stress-strength reliability for the multivariate SGPII distribution pp. 3860-3881

Amir Rezaei, Fatemeh Yousefzadeh and Sarah Jomhoori

Almost sure convergence for weighted sums of φ-mixing random variables with applications pp. 3882-3894

João Lita da Silva

The Hamming distances of saturated asymmetrical orthogonal arrays with strength 2 pp. 3895-3910

Shanqi Pang, Xiao Zhang and Qingjuan Zhang

Testing equality of two normal covariance matrices with monotone missing data pp. 3911-3918

Jianqi Yu, Kalimuthu Krishnamoorthy and Yafei He

Quantile estimation for a progressively censored exponential distribution pp. 3919-3932

Yogesh Mani Tripathi, Constantinos Petropoulos and Tanmay Sen

Combining answers to direct and indirect questions: An implementation of Kuk’s randomized response model pp. 3933-3949

Said Farooq Shah, Zawar Hussain and Salman Arif Cheema

Mathematical proof of the third order accuracy of the speedy double bootstrap method pp. 3950-3964

Aizhen Ren, Takashi Ishida and Yutaka Akiyama

A discrete-time risk model with Poisson ARCH claim-number process pp. 3965-3984

Jiahui Li, Kam Chuen Yuen and Mi Chen

Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process pp. 3985-4001

Mi Chen and Xiang Hu

Optimal investment and life insurance strategies in a mixed jump-diffusion framework pp. 4002-4029

Zhaoqiang Yang (Yeung Chiu Keung)

A class of additive transformation models for recurrent gap times pp. 4030-4045

Ling Chen, Yanqin Feng and Jianguo Sun

Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes pp. 4046-4072

Abdelouahab Bibi and Fateh Merahi

Multiple comparison procedures for finding non-maximum normal means pp. 4073-4090

Tsunehisa Imada

Volume 49, issue 15, 2020

Preface pp. 3585-3588

Xufeng Zhao and Jingyuan Shen

Reliability analysis for stress-strength model from a general family of truncated distributions under censored data pp. 3589-3608

Liang Wang, Xuanjia Zuo, Yogesh Mani Tripathi and Junyuan Wang

A multiple warm standby repairable system under N-policy with multiple vacations following Markovian arrival process pp. 3609-3634

Baoliang Liu, Yanqing Wen, Shugui Kang and Qingan Qiu

Failure analysis of network nodes and edges in scale-free networks pp. 3635-3649

Dui Hongyan, Zhang Chi and Xu Xin

Estimation of system reliability for exponential distributions based on L ranked set sampling pp. 3650-3662

Xiaofang Dong and Liangyong Zhang

Statistical analysis of accelerated temperature cycling test based on Coffin-Manson model pp. 3663-3680

Yudong Wang and Yincai Tang

Numerical method for means of linear Hawkes processes pp. 3681-3697

Zhongping Li and Lirong Cui

On comparisons of population and subpopulations in frailty models pp. 3698-3711

Gaofeng Da, Weiyong Ding and Xiaohu Li

A phase expansion for non-Markovian availability models with time-based aperiodic rejuvenation and checkpointing pp. 3712-3729

Junjun Zheng, Hiroyuki Okamura and Tadashi Dohi

Bayesian inference for zero-and-one-inflated geometric distribution regression model using Pólya-Gamma latent variables pp. 3730-3743

Xiang Xiao, Yincai Tang, Ancha Xu and Guoqiang Wang

A sampling plan for one-shot systems considering destructive inspection pp. 3744-3760

Qian Qian Zhao and Won Young Yun

Optimal training plans on physical performance considering supercompensation pp. 3761-3771

Naoya Wada, Kodo Ito and Toshio Nakagawa

An improved algorithm for reliability bounds of multistate networks pp. 3772-3791

Chao Zhang, Tao Liu and Guanghan Bai

Optimization problems for consecutive-2-out-of-n:G system pp. 3792-3807

Lei Zhou, Hisashi Yamamoto, Taishin Nakamura and Xiao Xiao

Approximate calculations of age-based random replacement times pp. 3808-3820

Xufeng Zhao, Chen Gao, Cunhua Qian and Toshio Nakagawa

Preventive replacement policies with products update announcements pp. 3821-3833

Satoshi Mizutani, Wenjie Dong, Xufeng Zhao and Toshio Nakagawa

Volume 49, issue 14, 2020

Some imputation methods to compensate with non-response for estimation of population mean in two-occasion successive sampling pp. 3329-3351

Garib Nath Singh and Mohd Khalid

Elementary renewal theorems for widely dependent random variables with applications to precise large deviations pp. 3352-3374

Yuebao Wang and Dongya Cheng

Stress-strength reliability estimation for exponentially distributed system with common minimum guarantee time pp. 3375-3396

Piyali Kundu, Nabakumar Jana, Somesh Kumar and Kashinath Chatterjee

Rényi entropy of m-generalized order statistics pp. 3397-3406

Stefan Bedbur, Udo Kamps and Miriam Marner

Modified regression estimators using robust regression methods and covariance matrices in stratified random sampling pp. 3407-3420

Tolga Zaman and Hasan Bulut

Valuation of contingent claims with stochastic interest rate and mortality driven by Lévy processes pp. 3421-3437

Qian Zhao, Peng Li and Jie Zhang

Rank-based multiple change-point detection pp. 3438-3454

Yunlong Wang, Zhaojun Wang and Xuemin Zi

The strong convergence properties of weighted sums for a class of dependent random variables pp. 3455-3465

Mingzhu Song and Quanxin Zhu

Second-order approximations for a multivariate analog of Behrens-Fisher problem through three-stage procedure pp. 3466-3480

Ajit Chaturvedi, Sudeep R. Bapat and Neeraj Joshi

Optimal asset allocation for participating contracts with mortality risk under minimum guarantee pp. 3481-3497

Sang Wu, Yinghui Dong, Wenxin Lv and Guojing Wang

Extended binomial AR(1) processes with generalized binomial thinning operator pp. 3498-3520

Yao Kang, Dehui Wang and Kai Yang

On Δvm(f)–statistical convergence of order α pp. 3521-3529

Mikail Et and Hatice Gidemen

Measuring the conformity of distributions to Benford's law pp. 3530-3536

Jalil Kazemitabar and Javad Kazemitabar

Rate of convergence of binomial formula for option pricing pp. 3537-3556

Yuttana Ratibenyakool and Kritsana Neammanee

A permutation-based Bayesian approach for inverse covariance estimation pp. 3557-3571

Xuan Cao and Shaojun Zhang

On high-dimensional tests for mutual independence based on Pearson’s correlation coefficient pp. 3572-3584

Guangyu Mao

Volume 49, issue 13, 2020

Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims pp. 3073-3093

Xijun Liu, Qingwu Gao and Ming Liu

An improved alternative estimation procedure for current population mean in presence of positively and negatively correlated auxiliary variables in two-occasion rotation patterns pp. 3094-3125

Garib N. Singh, Awadhesh K. Pandey, Chandraketu Singh and Surbhi Suman

A formula for Type III sums of squares pp. 3126-3136

Lynn Roy LaMotte

An inspection procedure for radio frequency repeaters using a multiple linear regression method pp. 3137-3152

Dong-Hee Lee

On exact strong laws of large numbers for ratios of random variables and their applications pp. 3153-3167

Przemysław Matuła, André Adler and Paweł Kurasiński

Optimal investment strategy for a DC pension plan with mispricing under the Heston model pp. 3168-3183

Jie Ma, Hui Zhao and Ximin Rong

A stratified estimation of a sensitive character by using geometric distribution pp. 3184-3205

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

Regression model for surrogate data in high dimensional statistics pp. 3206-3227

Firas Ibrahim, Ali Hajj Hassan, Jacques Demongeot and Mustapha Rachdi

Some extensions of the classical law of large numbers pp. 3228-3237

Huanhuan Ma, Yan Sun and Yu Miao

A surplus process involving a compound Poisson counting process and applications pp. 3238-3256

Yuying Li and Kristina P. Sendova

Bayesian predictive distribution for a Poisson model with a parametric restriction pp. 3257-3266

Yasuyuki Hamura and Tatsuya Kubokawa

A method of constructing test for the parameter of family of lifetime distributions under Type-II censored sample pp. 3267-3285

Ashok Shanubhogue and Rajendra G. Desai

Small area estimation using reduced rank regression models pp. 3286-3297

Tatjana von Rosen and Dietrich von Rosen

Nonparametric analysis of recurrent gap time data pp. 3298-3312

Pao-sheng Shen and Yu-Hsing Lai

Minimizing the expected time to detect a randomly located lost target using 3-dimensional search technique pp. 3313-3328

Tomás Caraballo, Abd El-Moneim Anwar Teamah and Abd Al-Aziz Hosni El-Bagoury

Volume 49, issue 12, 2020

Local asymptotic normality for long-memory process with strong mixing noises pp. 2817-2830

Soraya Haddad and Karima Belaide

Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns pp. 2831-2868

Helu Xiao, Zhongbao Zhou, Tiantian Ren, Yanfei Bai and Wenbin Liu

PCA likelihood ratio test approach for attributed social networks monitoring pp. 2869-2886

M. Shaghaghi and A. Saghaei

On some aspects of a general class of Yule distribution and its applications pp. 2887-2897

C. Satheesh Kumar and S. Harisankar

Parameter change test for periodic integer-valued autoregressive process pp. 2898-2912

GangHyok Yu and SongGuk Kim

Composite likelihood for aggregate data from clustered multistate processes under intermittent observation pp. 2913-2930

Shu Jiang and Richard J. Cook

Asymptotic analysis of tail distortion risk measure under the framework of multivariate regular variation pp. 2931-2941

Guo-dong Xing and Xiaoli Gan

Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method pp. 2942-2963

Salim Bouzebda and Yousri Slaoui

Monitoring multivariate simple linear profiles using robust estimators pp. 2964-2989

Moslem Kordestani, Farid Hassanvand, Yaser Samimi and Hamid Shahriari

The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood pp. 2990-3009

Shuxia Zhang, Xinrong Cong, Boping Tian, Yanpeng Li and Mingjun Yao

Life distribution properties of a new δ - shock model pp. 3010-3025

Hamed Lorvand, Alireza Nematollahi and Mohammad Hossien Poursaeed

Parameter estimation of Lindley step stress model with independent competing risk under type 1 censoring pp. 3026-3043

Sharon Varghese A and V. S. Vaidyanathan

Copulas checker-type approximations: Application to quantiles estimation of sums of dependent random variables pp. 3044-3062

A. Cuberos, E. Masiello and V. Maume-Deschamps

A note on joint mix random vectors pp. 3063-3072

Yugu Xiao and Jing Yao

Volume 49, issue 11, 2020

Local linear estimate of the point at high risk: Spatial functional data case pp. 2561-2584

M. Abeidallah, B. Mechab and T. Merouan

On construction of constant block-sum partially balanced incomplete block designs pp. 2585-2606

Ravindra Khattree

Inference of the derivative of nonparametric curve based on confidence distribution pp. 2607-2622

Na Li and Xuhua Liu

Assurance test and its equivalent truncated sequential test pp. 2623-2633

Sigui Hu and Honglei Wang

Use of scrambled response for estimating mean of the sensitivity variable pp. 2634-2647

Aamir Sanaullah, Iram Saleem and Javid Shabbir

Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima pp. 2648-2670

Jianxi Lin

Model averaging by jackknife criterion for varying-coefficient partially linear models pp. 2671-2689

Guozhi Hu, Weihu Cheng and Jie Zeng

The Kaplan–Meier estimator and hazard estimator for censored END survival time observations pp. 2690-2702

Yongming Li and Yong Zhou

Confidence intervals, significance values, maximum likelihood estimates, etc. sharpened into Occam’s razors pp. 2703-2712

David R. Bickel

Benchmark profile and inferences for joint-exposure quantal data in quantitative risk assessment pp. 2713-2727

Lucy Kerns

Water cycle algorithm for solving the reliability-redundancy allocation problem with a choice of redundancy strategies pp. 2728-2748

Narges Mahdavi-Nasab, Mostafa Abouei Ardakan and Mohammad Mohammadi

Nonparametric kernel estimation of expected shortfall under negatively associated sequences pp. 2749-2769

Zhongde Luo and Haizhen Meng

On the almost sure convergence for sums of negatively superadditive dependent random vectors in Hilbert spaces and its application pp. 2770-2786

Son Cong Ta, Cuong Manh Tran and Dung Van Le

Comparing ratios of the mean to a power of variance in two samples via self-normalized test statistics pp. 2787-2799

Shu Ding, Baisuo Jin, Yuehua Wu, Jing Li and Baiqi Miao

Weak consistency of M-estimator in linear regression model with asymptotically almost negatively associated errors pp. 2800-2816

Yu Zhang, Xinsheng Liu and Hongchang Hu

Volume 49, issue 10, 2020

Predicting effective customer lifetime: an application of survival analysis for telecommunication industry pp. 2305-2320

Gunjan Bansal, Adarsh Anand and V. S. S. Yadavalli

Further results on the vecd operator and its applications pp. 2321-2338

Daisuke Nagakura

A note on the multivariate generalized asymmetric Laplace motion pp. 2339-2355

Patrizia Semeraro

Frequentist-Bayesian Monte Carlo testing pp. 2356-2364

Ivair R. Silva and Reinaldo Marques

The robustness of response surface designs with errors in factor levels pp. 2365-2383

Juntao Fang, Zhen He, Shuguang He and Guodong Wang

Markov switch smooth transition HYGARCH model: Stability and estimation pp. 2384-2409

Ferdous Mohammadi Basatini and Saeid Rezakhah

A Conway Maxwell Poisson type generalization of the negative hypergeometric distribution pp. 2410-2428

Sudip Roy, Ram C. Tripathi and Narayanaswamy Balakrishnan

On estimating the reliability in a multicomponent stress-strength model based on Chen distribution pp. 2429-2447

Tanmay Kayal, Yogesh Mani Tripathi, Sanku Dey and Shuo-Jye Wu

Asymptotic cumulants of the minimum phi-divergence estimator for categorical data under possible model misspecification pp. 2448-2465

Haruhiko Ogasawara

A self-reliant projected information criterion for the number of factors pp. 2466-2484

Mingjing Chen

Variance estimation in adaptive cluster sampling pp. 2485-2497

Uzma Yasmeen and Mary Thompson

Three-level blocked regular designs with general minimum lower order confounding pp. 2498-2513

Yanfei Wang, Zhiming Li and Runchu Zhang

On the distribution of quotient of random variables conditioned to the positive quadrant pp. 2514-2528

Yuancheng Si, Saralees Nadarajah and Xiaodong Song

Statistical inference of agreement coefficient between two raters with binary outcomes pp. 2529-2539

Tetsuji Ohyama

Estimation of population distribution function involving measurement error in the presence of non response pp. 2540-2559

Mazhar Yaqub and Javid Shabbir

Volume 49, issue 9, 2020

Improved estimation of a function of scale parameter of a doubly censored exponential distribution pp. 2049-2064

Lakshmi Kanta Patra, Somesh Kumar and B. M. Golam Kibria

Nonparametric inference on mean residual life function with length-biased right-censored data pp. 2065-2079

Hongping Wu and Ang Shan

On the confusion matrix in credit scoring and its analytical properties pp. 2080-2093

Guoping Zeng

Slow-explosive AR(1) processes converging to random walk pp. 2094-2109

Tae Yoon Kim and Sun Young Hwang

Optimal investment and premium control for insurers with ambiguity pp. 2110-2130

Bing Liu, Ming Zhou and Peng Li

Semiparametric multiple kernel estimators and model diagnostics for count regression functions pp. 2131-2157

Lamia Djerroud, Tristan Senga Kiessé and Smail Adjabi

A stochastic model of cyber attacks with imperfect detection pp. 2158-2175

Rui Fang and Xiaohu Li

Parameter estimation for the skew Ornstein-Uhlenbeck processes based on discrete observations pp. 2176-2188

Xiaoyu Xing, Danfeng Zhao and Bing Li

A synthetic control chart for monitoring the small shifts in a process mean based on an attribute inspection pp. 2189-2204

Wenhui Zhou, Na Liu and Zhibin Zheng

Fractional approaches for the distribution of innovation sequence of INAR(1) processes pp. 2205-2216

Josemar Rodrigues, Marcelo Bourguignon, Manoel Santos-Neto and N. Balakrishnan

General composite quantile regression: Theory and methods pp. 2217-2236

Yanke Wu, Maozai Tian and Man-Lai Tang

An improved and efficient biased estimation technique in logistic regression model pp. 2237-2252

Yasin Asar and Jibo Wu

Some new construction of circular weakly balanced repeated measurements designs in periods of two different sizes pp. 2253-2263

Sajid Hussain, Rashid Ahmed, Muhammad Aslam, Azhar Shah and H. M. Kashif Rasheed

Properties of the beta regression model for small area estimation of proportions and application to estimation of poverty rates pp. 2264-2284

Ryan Janicki

Strong law of large numbers of the delayed sums for Markov Chains indexed by a Cayley tree pp. 2285-2294

Pingping Zhong, Weiguo Yang and Jie Yang

A note on the semiparametric approach to dimension reduction pp. 2295-2304

Bin Sun, Yuehua Wu, Wenzhi Yang and Yuejiao Fu

Volume 49, issue 8, 2020

Restricted minimax estimation in semiparametric linear models pp. 1793-1800

Hadi Emami

Analyzing multiple vector autoregressions through matrix-variate normal distribution with two covariance matrices pp. 1801-1817

Nuttanan Wichitaksorn

An empirical likelihood-based CUSUM for on-line model change detection pp. 1818-1839

Ghislain Verdier

A mixed double sampling plan based on Cpk pp. 1840-1857

Saminathan Balamurali, Muhammad Aslam, Liaquat Ahmad and Chi-Hyuck Jun

E-Bayesian estimation and its E-posterior risk of the exponential distribution parameter based on complete and type I censored samples pp. 1858-1872

Ming Han

Why does “last week” reporting give higher estimates than “last month”? pp. 1873-1893

Diganta Mukherjee and Prabir Chaudhury

The exponential distribution analog of the Grubbs–Weaver method pp. 1894-1903

Andrew V. Sills and Charles W. Champ

The Bayes rule of the parameter in (0,1) under Zhang’s loss function with an application to the beta-binomial model pp. 1904-1920

Ying-Ying Zhang, Yu-Han Xie, Wen-He Song and Ming-Qin Zhou

Some properties of general minimum lower-order confounding designs pp. 1921-1932

Qi Zhou, Xue Yang and Ziyang Yang

Test of parameter changes in a class of observation-driven models for count time series pp. 1933-1959

Yunwei Cui and Rongning Wu

Test for comparing complete expectations of life of two groups pp. 1960-1974

Kanchan Jain, Harmanpreet Singh Kapoor and Isha Dewan

On a class exhibiting trend change in average failure rate pp. 1975-1988

Priyanka Majumder and Murari Mitra

On generalized interval entropy pp. 1989-2007

Chanchal Kundu and Shivangi Singh

Shrinkage estimation of location parameters in a multivariate skew-normal distribution pp. 2008-2024

Tatsuya Kubokawa, William E. Strawderman and Ryota Yuasa

Generalized modified slash distribution with applications pp. 2025-2048

Jimmy Reyes, Inmaculada Barranco-Chamorro and Héctor W. Gómez

Volume 49, issue 7, 2020

Penalized proportion estimation for non parametric mixture of regressions pp. 1537-1560

Qinghua Ji and Zheng Ji

A classifier under the strongly spiked eigenvalue model in high-dimension, low-sample-size context pp. 1561-1577

Aki Ishii

The echelon Markov and Chebyshev inequalities pp. 1578-1591

Haruhiko Ogasawara

Exponentiated models preserve stochastic orderings of parallel and series systems pp. 1592-1602

Narayanaswamy Balakrishnan, Ghobad Barmalzan and Abedin Haidari

Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators pp. 1603-1628

Vitaliy Oryshchenko

A note on Whittaker–Henderson graduation: Bisymmetry of the smoother matrix pp. 1629-1634

Hiroshi Yamada

Spectral representation and autocovariance structure of Markov switching DSGE models pp. 1635-1652

Maddalena Cavicchioli

On lacunary weak statistical convergence of order α pp. 1653-1664

Sinan Ercan, Yavuz Altin and Çiğdem A. Bektaş

Accelerating the premiums for annuities, life annuities and life insurance pp. 1665-1694

Burcu Alpman and Deniz Ünal

Equilibrium strategies in a constant retrial queue with setup time and the N-policy pp. 1695-1711

Meng Zhou, Liwei Liu, Xudong Chai and Zhen Wang

A generalized ordered Probit model pp. 1712-1729

Carla Johnston, James McDonald and Kramer Quist

Asymptotic results for lower exponential spacings pp. 1730-1741

Alexandre Berred and Alexei Stepanov

Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times pp. 1742-1760

Dongya Cheng and Changjun Yu

On δ-shock model in a multi-state system pp. 1761-1767

Mohammad Hossein Poursaeed

Ordering properties of largest order statistics from independent and heterogeneous Dagum populations pp. 1768-1779

Longxiang Fang, Meifang Cheng, Daoxiang Cao and Ying Ding

A note on complete moment convergence for coordinatewise negatively associated random vectors in Hilbert spaces pp. 1780-1791

Mi-Hwa Ko

Correction pp. 1792-1792

The Editors

Volume 49, issue 6, 2020

Reducing sample size needed for cox-proportional hazards model analysis using more efficient sampling method pp. 1281-1298

Hani M. Samawi, Lili Yu, Haresh Rochani and Robert Vogel

Design of a sign chart using a new EWMA statistic pp. 1299-1310

Muhammad Aslam, Muhammad Ali Raza, Muhammad Azam, Liaquat Ahmad and Chi-Hyuck Jun

Some characterizations and properties of COM-Poisson random variables pp. 1311-1329

Bo Li, Huiming Zhang and Jiao He

Item count technique with no floor and ceiling effects pp. 1330-1356

Tasos C. Christofides and Eleni Manoli

New approximations for standard normal distribution function pp. 1357-1374

Omar M. Eidous and Rima Abu-Shareefa

Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models pp. 1375-1401

Paulo H. Ferreira and Francisco Louzada

On generalized conditional cumulative residual inaccuracy measure pp. 1402-1421

Amit Ghosh and Chanchal Kundu

Robust Bayesian analysis for parallel system with masked data under inverse Weibull lifetime distribution pp. 1422-1434

Jing Cai, Yimin Shi and Yongjin Zhang

Limit theorems for identically distributed martingale difference pp. 1435-1445

Yu Miao, Jianyong Mu and Shuili Zhang

Optimal nonparametric estimator of the area under ROC curve based on clustered data pp. 1446-1461

Yougui Wu

Construction of incomplete Sudoku square and partially balanced incomplete block designs pp. 1462-1474

Parneet Kaur and Davinder Kumar Garg

Minimum distance estimation in linear regression with strong mixing errors pp. 1475-1494

Jiwoong Kim

Kernel density estimation for hierarchical data pp. 1495-1512

Christopher M. Wilson and Patrick Gerard

Non-parametric estimation of copula based mutual information pp. 1513-1527

Baby Alpettiyil Krishnankutty, Rajesh Ganapathy and Paduthol Godan Sankaran

Prediction intervals for hypergeometric distributions pp. 1528-1536

Kalimuthu Krishnamoorthy and Shanshan Lv

Volume 49, issue 5, 2020

Improved likelihood ratio tests in a measurement error model for multivariate replicated data pp. 1025-1042

Chunzheng Cao, Yahui Wang, Shaobo Jin and Yunjie Chen

Bayesian and classical estimation of R=P(X pp. 1043-1081

Akram Kohansal

Law of the iterated logarithm for error density estimators in nonlinear autoregressive models pp. 1082-1098

Tianze Liu and Yong Zhang

Limit distributions of random record model in a stationary Gaussian sequence pp. 1099-1119

M. A. Abd Elgawad, H. M. Barakat and S. Xiong

An improved gray interval forecast method and its application pp. 1120-1131

Wen-ze Wu and Tao Zhang

Large deviations for method-of-quantiles estimators of one-dimensional parameters pp. 1132-1157

Valeria Bignozzi, Claudio Macci and Lea Petrella

Complete moment convergence for partial sums of arrays of rowwise negatively superadditive dependent random variables pp. 1158-1173

Meiqian Chen, Kan Chen, Zijian Wang, Zhengliang Lu and Xuejun Wang

Estimation of a covariance matrix in multivariate skew-normal distribution pp. 1174-1200

Hisayuki Tsukuma and Tatsuya Kubokawa

Some remarks on fundamental formulas and facts in the statistical analysis of a constrained general linear model pp. 1201-1216

Yongge Tian and Jie Wang

Empirical likelihood based estimation for a class of functional coefficient ARCH-M models pp. 1217-1231

Peixin Zhao, Yiping Yang and Xiaoshuang Zhou

A nonparametric EWMA chart with auxiliary information for process mean pp. 1232-1247

Abdul Haq

Testing the equality of two double-parameter exponential distributions via overlap coefficient pp. 1248-1260

Yuejin Zhou, Ting Chen, Qianjin Zhao and Tao Jiang

Further results on residual life and inactivity time at random time pp. 1261-1271

Arijit Patra and Chanchal Kundu

On the dividends of the risk model with Markovian barrier pp. 1272-1280

Qingbin Meng and Junna Bi

Volume 49, issue 4, 2020

On the convergence rate of the elitist genetic algorithm based on mutation probability pp. 769-780

André G. C. Pereira, Viviane S. M. Campos, André L. S. de Pinho, Carla A. Vivacqua and Roberto T. G. de Oliveira

A survey of a hurdle model for heavy-tailed data based on the generalized lambda distribution pp. 781-808

D. Marcondes, C. Peixoto and A. C. Maia

Asymptotic inference of least absolute deviation estimation for AR(1) processes pp. 809-826

Xinghui Wang, Huilong Wang, Hongrui Wang and Shuhe Hu

Extreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold framework pp. 827-844

Xu Zhao, Weihu Cheng and Pengyue Zhang

Correlated inverse Gaussian frailty models for bivariate survival data pp. 845-863

David D. Hanagal and Arvind Pandey

A novel wavelet artificial neural networks method to predict non-stationary time series pp. 864-878

Mitra Ghanbarzadeh and Mina Aminghafari

Statistical process control (SPC) for short production run with Cauchy distribution, a case study with corrected numbers approach pp. 879-893

Hassan Naseri, S. Esmaeil Najafi and Abbas Saghaei

Two-stage false discovery rate in microarray studies pp. 894-908

Joonsung Kang

New definition of the cross entropy based on the Dempster-Shafer theory and its application in a decision-making process pp. 909-923

Mehran Khalaj, Reza Tavakkoli-Moghaddam, Fereshteh Khalaj and Ali Siadat

Lower-order confounding information of inverse Yates-order two-level designs pp. 924-941

Zhi-Ming Li, Ming-Ming Li and Sheng-Li Zhao

Ordering results for individual risk model with dependent Location-Scale claim severities pp. 942-957

Sameen Naqvi, Yiying Zhang and Peng Zhao

On the joint Type-II progressive censoring scheme pp. 958-976

Shuvashree Mondal and Debasis Kundu

Variable selection for semiparametric random-effects conditional density models with longitudinal data pp. 977-996

Xiaohui Yuan, Yue Wang and Tianqing Liu

An alternate approach for sample size determination in a multi-regional trial pp. 997-1007

Feng-shou Ko

The average of a negative-binomial Lévy process and a class of Lerch distributions pp. 1008-1024

Weixuan Xia

Volume 49, issue 3, 2020

Asymptotic normality of a conditional hazard function estimate in the single index for quasi-associated data pp. 513-530

Daoudi Hamza, Boubaker Mechab and Chikr Elmezouar Zouaoui

Moderate deviations for the random weighted sums of WUOD random variables with consistently varying tails pp. 531-551

Dawei Lu, Xiaoyan Chen and Jinghai Feng

The effect of measurement error on the process incapability index pp. 552-566

Bahram Sadeghpour Gildeh and Zainab Abbasi Ganji

Quadratic reflected BSDEs and related obstacle problems for PDEs pp. 567-589

Zongyuan Huang, Haiyang Wang, Zhen Wu and Zhiyong Yu

Optimal confidence intervals for the geometric parameter pp. 590-606

Mo Yang and Borek Puza

On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions* pp. 607-630

Mehmet Niyazi Çankaya and Olcay Arslan

Least squares orthogonal polynomial regression estimation for irregular design pp. 631-647

Waldemar Popiński

Optimal investment-consumption and life insurance with capital constraints pp. 648-669

Calisto Guambe and Rodwell Kufakunesu

A Bayesian analysis for the Mann-Whitney statistic pp. 670-696

Richard A. Chechile

Nonparametric predictive inference for diagnostic test thresholds pp. 697-725

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

A new stochastic mixed Liu estimator in linear regression model pp. 726-737

Yong Li

A flexible procedure for formulating probability distributions on the unit interval with applications pp. 738-754

Josemar Rodrigues, Jorge L. Bazán and Adriano K. Suzuki

An asymptotic equivalence of the cross-data and predictive estimators pp. 755-768

Haruhiko Ogasawara

Volume 49, issue 2, 2020

Estimation of impulse response functions in two-output systems pp. 257-280

Irina Blazhievska and Vladimir Zaiats

Probability inequalities for sums of NSD random variables and applications pp. 281-306

Ting Cai and Hong Chang Hu

Estimation of population size in entropic perspective pp. 307-324

Zhiyi Zhang, Chen Chen and Jialin Zhang

Nonparametric density estimation based on beta prime kernel pp. 325-342

Elif Erçelik and Mustafa Nadar

Robust Bayesian inference via γ-divergence pp. 343-360

Tomoyuki Nakagawa and Shintaro Hashimoto

Bivariate and multivariate distributions with bimodal marginals pp. 361-384

Ismihan Bayramoglu

Further research on limit theorems for self-normalized sums pp. 385-402

Yong Zhang

On characterizations of some bivariate continuous distributions by properties of higher-degree bivariate stop-loss transforms pp. 403-420

N. Unnikrishnan Nair, S. M. Sunoj and Vipin N.

An approach to use of an adaptive procedure to clinical trials for molecularly heterogenous subject selection at interim pp. 421-429

Feng-shou Ko

Weak and strong laws of large numbers for sub-linear expectation pp. 430-440

Cheng Hu

The multivariate Markov and multiple Chebyshev inequalities pp. 441-453

Haruhiko Ogasawara

Alternative expectation formulas for real-valued random vectors pp. 454-470

Haruhiko Ogasawara

Statistical inference for Vasicek-type model driven by self-similar Gaussian processes pp. 471-484

Qian Yu

The probabilistic support Kendall correlation and its transitivity properties pp. 485-499

Ruiting Lian, Changle Zhou and Ben Goertzel

The normal tempered stable regression model pp. 500-512

Mahdi Louati, Afif Masmoudi and Farouk Mselmi

Volume 49, issue 1, 2020

Adaptive ridge estimator in a linear regression model with spherically symmetric error under constraint pp. 1-15

Younes Ommane and Idir Ouassou

Asymptotic behavior of the ratio of weak kth records pp. 16-26

Krzysztof Jasiński

A new test for exponentiality against HNBUE alternatives pp. 27-43

Shyamal Ghosh and Murari Mitra

An adjusted cumulative Kullback-Leibler information with application to test of exponentiality pp. 44-60

Younes Zohrevand, Reza Hashemi and Majid Asadi

Approximating Symmetric Distributions via Sampling and Coefficient of Variation pp. 61-77

Ioanna Papatsouma and Nikolaos Farmakis

An EM algorithm for fitting a mixture model with symmetric log-concave densities pp. 78-87

Xiao Pu and Ery Arias-Castro

Convergence rates in the law of large numbers for END linear processes with random coefficients pp. 88-98

S. Mohammad Hosseini and Ahmad Nezakati

A stratified randomized response model for sensitive characteristics using non identical trials pp. 99-115

Zawar Hussain, Salman A. Cheema and Ishtiaq Hussain

Sample size calculation for count outcomes in cluster randomization trials with varying cluster sizes pp. 116-124

Jijia Wang, Song Zhang and Chul Ahn

Orthogonal arrays and designs for partial triallel crosses pp. 125-134

Mahendra Kumar Sharma, Yabebal Ayalew and Anshula Pandey

Kernel estimation of regression function gradient pp. 135-151

Monika Kroupová, Ivana Horová and Jan Koláček

Empirical study of robust estimation methods for PAR models with application to the air quality area pp. 152-168

Carlo Corrêa Solci, Valdério Anselmo Reisen, Alessandro José Queiroz Sarnaglia and Pascal Bondon

A pseudo restricted MLE under multivariate order restrictions and its algorithm pp. 169-177

Xiaomi Hu

Volatility forecasting of financial time series using wavelet based exponential generalized autoregressive conditional heteroscedasticity model pp. 178-188

Siti Aisyah Mohammed, Mohd Aftar Abu Bakar and Noratiqah Mohd Ariff

Regression analysis of interval-censored failure time data with cured subgroup and mismeasured covariates pp. 189-202

Yeqian Liu, Tao Hu and Jianguo Sun

On the choice of the mesh for the analysis of geostatistical data using R-INLA pp. 203-220

Ana Julia Righetto, Christel Faes, Yannick Vandendijck and Paulo Justiniano Ribeiro

Bivariate distributions with transmuted conditionals: Models and applications pp. 221-242

José María Sarabia, A. Vincent Raja and G. Asha

Bounds on the efficiency of unbalanced ranked-set sampling pp. 243-256

Jesse Frey