Communications in Statistics - Theory and Methods

2000 - 2025

Current editor(s): Debbie Iscoe

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Volume 48, issue 24, 2019

Pricing longevity-linked derivatives using a stochastic mortality model pp. 5923-5942

Yige Wang, Nan Zhang, Zhuo Jin and Tin Long Ho

On the UMVU estimator for the generalized variance of the multinomial family pp. 5943-5952

Abdelaziz Ghribi

Fractional Lévy stable motion time-changed by gamma subordinator pp. 5953-5968

Janusz Gajda, Agnieszka Wylomanska and Arun Kumar

Central limit theorems of range-based estimators for diffusion models pp. 5969-5984

Jingwei Cai, Quanxin Zhu, Ping Chen and Xia Mei

Parameter estimation for semiparametric ordinary differential equation models pp. 5985-6004

Hongqi Xue, Arun Kumar and Hulin Wu

Efficient regression modeling for correlated and overdispersed count data pp. 6005-6018

Xiaomeng Niu and Hyunkeun Ryan Cho

The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate pp. 6019-6037

Zhongqin Gao and Jingmin He

Block designs for incomplete factorial treatment structures with two factors pp. 6038-6053

Shyamsundar Parui, Rajender Parsad, B. N. Mandal and Sukanta Dash

Some new third order designs robust to one missing observation pp. 6054-6062

Fareeha Rashid, Atif Akbar and Zahra Zafar

Statistical inference for the accelerated failure time model under two-stage generalized case–cohort design pp. 6063-6079

Yongxiu Cao, Yueyong Shi and Jichang Yu

Construction of optimal reliability test plans for multi-state coherent systems of type 1 pp. 6080-6097

Leena Kulkarni and Sanjeev Sabnis

On the choice of instruments in mixed frequency specification tests pp. 6098-6118

Yun Liu and Yeonwoo Rho

A variant of the Geo/G/1 queues with disasters and general repair times pp. 6119-6133

Yoel G. Yera, Carlos A. Fernández and José E. Valdés

Pareto-optimal reinsurance for both the insurer and the reinsurer with general premium principles pp. 6134-6154

Ying Fang, Xia Wang, Hongli Liu and Tong Li

Variance stabilizing filters# pp. 6155-6168

Oskar Gustafsson and Pär Stockhammar

Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary arrivals pp. 6169-6178

Ke-Ang Fu and Jie Li

Weak kth records from geometric distribution and some characterizations pp. 6179-6187

Krzysztof Jasiński

Volume 48, issue 23, 2019

Convergence of sums of dependent Bernoulli random variables: an application from portfolio theory pp. 5673-5681

Madelyn Houser and Pak-Wing Fok

Sampling from Archimedean n-copulas pp. 5682-5700

Włodzimierz Wysocki

Multiple robustness estimation in causal inference pp. 5701-5718

Lei Wang

Testing high-dimensional normality based on classical skewness and Kurtosis with a possible small sample size pp. 5719-5732

Jiajuan Liang, Man-Lai Tang and Xuejing Zhao

Estimation of multi-state models with missing covariate values based on observed data likelihood pp. 5733-5747

Wenjie Lou, Erin L. Abner, Lijie Wan, David W. Fardo, Richard Lipton, Mindy Katz and Richard J. Kryscio

High-order data sharpening with dependent errors for regression bias reduction pp. 5748-5755

Xuyang He, Yuexiang Jiang and Jiazhen Wang

A continuous-time Markov chain approach with the analytic likelihood in studies of behavioral changes pp. 5756-5765

Ho-Lan Peng, Andrew Aschenbrenner, Kirk von Sternberg, Patricia D. Mullen and Wenyaw Chan

Comparison of cumulative incidence functions of current status competing risks data with discrete observation times pp. 5766-5776

Engakkattu Purushothaman Sreedevi, Paduthol Godan Sankaran and Isha Dewan

Improved strategy to collect sensitive data by using geometric distribution as a randomization device pp. 5777-5795

Niharika Yennum, Stephen A. Sedory and Sarjinder Singh

Fiducial distribution in a power series family pp. 5796-5808

Edilberto Nájera, Federico O’Reilly and Silvia Ruiz-Velasco

Skewed type III generalized logistic distribution pp. 5809-5819

Panayiotis Theodossiou

Stochastic comparisons of two-unit repairable systems pp. 5820-5838

Josué M. Corujo, José E. Valdés and Juan C. Laria

Johansen cointegration rank tests under local alternative hypotheses when related drift or linear trend is not dependent upon sample size in VARs pp. 5839-5849

Mitsuhiro Odaki and Min Li

Precise deviations for Cox processes with a shot noise intensity pp. 5850-5861

Zailei Cheng and Youngsoo Seol

Economic-statistical design of synthetic double sampling T2 chart pp. 5862-5876

Ming Ha Lee and Michael B. C. Khoo

Optimal designs for estimating a choice hierarchy by a general nested multinomial logit model pp. 5877-5888

Wilfrido J. Paredes-García and Eduardo Castaño-Tostado

Multiscale Gaussian convolution algorithm for estimate of Gaussian mixture model pp. 5889-5910

Rui Xia, Qiuyue Zhang and Xiaoyan Deng

An entropic structure in capability indices pp. 5911-5921

Seyedeh Azadeh Fallah Mortezanejad, Gholamreza Mohtashami Borzadaran and Bahram Sadeghpour Gildeh

Correction pp. 5922-5922

The Editors

Volume 48, issue 22, 2019

Multiple nonlinear regression of the Markovian arrival process for estimating the daily global solar radiation pp. 5427-5444

Mohammed El Genidy

Chisquared and related inducing pivot variables: an application to orthogonal mixed models pp. 5445-5466

Dário Ferreira, Sandra S. Ferreira, Célia Nunes, Miguel Fonseca and João T. Mexia

Expectation identity for the binomial distribution and its application in the calculations of high-order binomial moments pp. 5467-5476

Ying-Ying Zhang, Teng-Zhong Rong and Man-Man Li

A hybrid method to estimate the full parametric hazard model pp. 5477-5491

Farag Hamad and Nezamoddin N. Kachouie

Near-collinearity in linear regression revisited: The numerical vs. the statistical perspective pp. 5492-5516

Aris Spanos

Impact of additive covariate error on linear model pp. 5517-5529

Eiji Nakashima

A unified class of penalties with the capability of producing a differentiable alternative to l1 norm penalty pp. 5530-5545

Hamed Haselimashhadi

Bootstrapping analogs of the one way MANOVA test pp. 5546-5558

Hasthika S. Rupasinghe Arachchige Don and David J. Olive

Construction of some compound criteria via A-optimality pp. 5559-5570

W. A. Hassanein and M. M. Seyam

A new approach to optimal design of control charts based on change point estimation and total time on test plot pp. 5571-5584

S. Fani, M. A. Pasha and M. Bameni Moghadam

Multivariate convex risk statistics with scenario analysis pp. 5585-5601

Wei Liu, Linxiao Wei and Yijun Hu

Performance analysis of machine repair system with single working vacation pp. 5602-5620

Gang He, Wenqing Wu and Yuanyuan Zhang

Statistical inference for varying-coefficient partially linear errors-in-variables models with missing data pp. 5621-5636

Hong-Xia Xu, Guo-Liang Fan, Cheng-Xin Wu and Zhen-Long Chen

High dimensional asymptotics for the naive Hotelling T2 statistic in pattern recognition pp. 5637-5656

Mitsuru Tamatani and Kanta Naito

An analytical approximation method for pricing barrier options under the double Heston model pp. 5657-5671

Sumei Zhang and Guangdong Zhang

Volume 48, issue 21, 2019

Comments on “Improvement of generalized difference-based mixed Liu estimator in partially linear model” pp. 5193-5194

Yong Li

Testing for abrupt breaks in variance structures with smooth changes pp. 5195-5212

Raja Ben Hajria, Salah Khardani and Hamdi Raïssi

A central limit theorem for correlated variables with limited normal or gamma distributions pp. 5213-5222

Dennis DeRiggi

Minimal circular balanced repeated measurement designs in unequal period sizes pp. 5223-5232

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

E- and R-optimality of block designs for treatment-control comparisons pp. 5233-5244

Samuel Rosa

Shrinkage estimators of the reliability characteristics of a family of lifetime distributions based on records pp. 5245-5264

Ajit Chaturvedi and Ananya Malhotra

On the estimation of the quantile density function by orthogonal series pp. 5265-5289

Nora Saadi, Smail Adjabi and Lamia Djerroud

An integrated dominance analysis and dynamic programing approach for measuring predictor importance for customer satisfaction pp. 5290-5307

Michael J. Brusco, J. Dennis Cradit and Susan Brudvig

Characterizations of asymptotic distributions of continuous-time Pólya processes pp. 5308-5321

Chen Chen and Panpan Zhang

B-spline estimation for partially linear varying coefficient composite quantile regression models pp. 5322-5335

Jun Jin, Chenyan Hao and Tiefeng Ma

Analysis of an unreliable MX/G1G2/1/repeated service queue with delayed repair under randomized vacation policy pp. 5336-5369

Chandi Ram Kalita and Gautam Choudhury

Robust variable selection in finite mixture of regression models using the t distribution pp. 5370-5386

Lin Dai, Junhui Yin, Zhengfen Xie and Liucang Wu

Estimation of rare and clustered population variance in adaptive cluster sampling pp. 5387-5400

Muhammad Nouman Qureshi, Sadia Khalil, Chang-Tai Chao and Muhammad Hanif

Weak laws of large numbers for nonnegative independent random variables without finite means pp. 5401-5413

Pingyan Chen and Soo Hak Sung

A version of the Kolmogrov–Feller weak law of large numbers for maximal weighted sums of random variables pp. 5414-5418

H. Naderi, P. Matuła, M. Amini and H. Ahmadzade

The sample monomode and an associated test for discrete monomodality pp. 5419-5426

Raúl Pérez-Fernández and Bernard De Baets

Volume 48, issue 20, 2019

Optimal group sequential designs constrained on both overall and stage one error rates pp. 4959-4975

Yanning Liu and Dayong Li

Parameter estimation in α-series process with lognormal distribution pp. 4976-4998

Mahmut Kara, Ömer Altındağ, Mustafa Hilmi Pekalp and Halil Aydoğdu

K-medoids inverse regression pp. 4999-5011

Michael J. Brusco, Douglas Steinley and Jordan Stevens

Risk minimization for an insurer with investment and reinsurance via g-expectation pp. 5012-5035

Fenge Chen, Xingchun Peng and Wenyuan Wang

BMS: An improved Dunn index for Document Clustering validation pp. 5036-5049

Michelangelo Misuraca, Maria Spano and Simona Balbi

A tool to facilitate the production of control charts within a spreadsheet pp. 5050-5057

M. A. A. Cox

A strong law of large number for negatively dependent and non identical distributed random variables in the framework of sublinear expectation pp. 5058-5073

Miaomiao Gao, Feng Hu, Jingbo Sun and Zhaojun Zong

On Complete Convergence in Marcinkiewicz-Zygmund Type SLLN for END Random Variables and Its Applications pp. 5074-5098

Jigao Yan

Exponential order statistics and some combinatorial identities pp. 5099-5105

Palaniappan Vellaisamy and Aklilu Zeleke

Adaptive elastic net-penalized quantile regression for variable selection pp. 5106-5120

Ailing Yan and Fengli Song

Variable selection for semiparametric varying coefficient partially linear model based on modal regression with missing data pp. 5121-5137

Yafeng Xia, Yarong Qu and Nailing Sun

An asymptotic confidence interval for the process capability index Cpm pp. 5138-5144

Vasileios Alevizakos and Christos Koukouvinos

Mean inactivity time of lower record values pp. 5145-5164

Phalguni Nanda and Suchandan Kayal

A note on the nonexistence of the constant block-sum balanced incomplete block designs pp. 5165-5168

Ravindra Khattree

On the moment generating functions for integer valued random variables pp. 5169-5174

Pingfan Song and Shaochen Wang

Precise large deviations for strong subexponential distributions and applications on a multi risk model pp. 5175-5190

Fotios Loukissas

Corrigendum pp. 5191-5191

The Editors

Volume 48, issue 19, 2019

Semiparametric estimator for a secondary analysis with correlated outcomes pp. 4703-4711

Gustavo Guimarães de Castro Amorim

On some study of skew-t distributions pp. 4712-4729

Wen-Jang Huang, Nan-Cheng Su and Hui-Yi Teng

The joint reliability signature of order statistics pp. 4730-4747

Leila Mohammadi

Using Liu estimator for detection of influential observations in linear measurement error models pp. 4748-4763

Fatemeh Ghapani

Some ordering properties of series and parallel systems with dependent component lifetimes pp. 4764-4779

Nanlian Cai, Wenqing Ni and Chen Li

Equivalence between Bayes and the maximum likelihood estimator in M/M/1 queue pp. 4780-4793

Saroja Kumar Singh and Sarat Kumar Acharya

Robust two-level regular fractional factorial designs pp. 4794-4803

Chao Chen and Run-Chu Zhang

Lin–Wong divergence and relations on type I censored data pp. 4804-4819

A. Pakgohar, A. Habibirad and F. Yousefzadeh

Random weighting-based quantile estimation via importance resampling pp. 4820-4833

Wenhui Wei, Shesheng Gao, Bingbing Gao, Yongmin Zhong, Chengfan Gu and Zhaohui Gao

Power periodic threshold GARCH model: Structure and estimation pp. 4834-4860

Hafida Guerbyenne and Abderrahim Kessira

Estimating the common hazard rate of several exponential distributions pp. 4861-4873

Lakshmi Kanta Patra and Somesh Kumar

Subjective elicitation of hyperparameters of a conjugate Dirichlet prior and the corresponding Bayes analysis pp. 4874-4887

Richa Srivastava, S. K. Upadhyay and V. K. Shukla

A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven by α-stable white noise pp. 4888-4902

Jiao Song and Jiang-Lun Wu

Overlapping group lasso for high-dimensional generalized linear models pp. 4903-4917

Shengbin Zhou, Jingke Zhou and Bo Zhang

Nonparametric estimators for quantile density function under length-biased sampling pp. 4918-4935

Mahboubeh Akbari, Majid Rezaei, Sarah Jomhoori and Vahid Fakoor

A class of distributions with the quadratic mean residual quantile function pp. 4936-4957

P. G. Sankaran and M. Dileep Kumar

Volume 48, issue 18, 2019

Preliminary test almost unbiased two-parameter estimators with student’s t errors and conflicting test statistics pp. 4449-4473

Xinfeng Chang and Hexiang Wang

A new generalized normal distribution: Properties and applications pp. 4474-4491

Mohammad A. Aljarrah, Felix Famoye and Carl Lee

The analysis of MX/M/1 queue with two-stage vacations policy pp. 4492-4510

Qingqing Ye

Upper bounds for ruin probabilities under model uncertainty pp. 4511-4527

Zhongyang Sun

Optimal statistical, economic and economic statistical designs of attribute np control charts using a full adaptive approach pp. 4528-4549

Mehdi Katebi and M. Bameni Moghadam

Bootstrap likelihood ratio test for Weibull mixture models fitted to grouped data pp. 4550-4568

Youjiao Yu and Jane L. Harvill

Sequential order statistics from dependent random variables pp. 4569-4580

Mohammad Baratnia and Mahdi Doostparast

Maximum entropy in the mean methods in propensity score matching for interval and noisy data pp. 4581-4597

Laura H. Gunn, Henryk Gzyl, Enrique ter Horst, Miller Janny Ariza and German Molina

Conditional Quantile Estimation for Truncated and Associated Data pp. 4598-4641

Latifa Adjoudj and Abdelkader Tatachak

An improved comorbidity summary score for measuring disease burden and predicting mortality with applications to two national cohorts pp. 4642-4655

Ralph C. Ward, Leonard Egede, Viswanathan Ramakrishnan, Lewis Frey, Robert Neal Axon, Clara Libby E. Dismuke, Kelly J. Hunt and Mulugeta Gebregziabher

Biases in bias elicitation pp. 4656-4674

Giancarlo Manzi and Martin Forster

Equivalent conditions of the complete convergence for weighted sums of NSD random variables pp. 4675-4689

Haiwu Huang, Hang Zou and Qingxia Zhang

On Redundancy Allocation to Series and Parallel Systems of Two Components pp. 4690-4701

Rongfang Yan, Bin Lu and Xiaohu Li

Volume 48, issue 17, 2019

Asymptotic distribution in affiliation finite discrete weighted networks with an increasing degree sequence pp. 4195-4205

Jing Luo, Hong Qin and Zhenghong Wang

A goodness-of-fit test for the stratified proportional hazards model for survival data pp. 4206-4220

Rim Ben Elouefi and Rim Ben Elouefi

Mean-variance problem for an insurer with default risk under a jump-diffusion risk model pp. 4221-4249

Suxin Wang, Ximin Rong and Hui Zhao

Skewness of maximum likelihood estimators in the varying dispersion beta regression model pp. 4250-4260

Tiago M. Magalhães, Denise A. Botter, Mônica C. Sandoval, Gustavo H. A. Pereira and Gauss M. Cordeiro

Optimization of continuous and discrete scheduled times for a cumulative damage system with age-dependent maintenance pp. 4261-4277

Chin-Chih Chang and Yen-Luan Chen

Smoothness of self-intersection local time of multidimensional fractional Brownian motion pp. 4278-4293

Xianye Yu

The performance of the truncated mixed control chart pp. 4294-4301

Roberto Campos Leoni and Antonio Fernando Branco Costa

A combined SR-CUSUM procedure for detecting common changes in panel data pp. 4302-4319

Yanhong Wu

PMSE performance of two different types of preliminary test estimators under a multivariate t error term pp. 4320-4338

Haifeng Xu and Kazuhiro Ohtani

On simultaneous confidence intervals based on rank-estimates with application to analysis of gene expression data pp. 4339-4349

Hossein Mansouri and Bo Li

Inference for IZAWA’S Bivariate Gamma Distribution pp. 4350-4366

Sang-Hoon Cho and Richard A. Johnson

Classical estimation of hazard rate and mean residual life functions of Pareto distribution pp. 4367-4379

K. V. Viswakala and E. I. Abdul Sathar

Estimation on semi-functional linear errors-in-variables models pp. 4380-4393

Hanbing Zhu, Riquan Zhang and Huiying Li

Estimation in a semiparametric partially linear errors-in-variables model with inverse Gaussian kernel pp. 4394-4424

Juxia Xiao, Xu Li and Jianhong Shi

Shared frailty models with baseline generalized Pareto distribution pp. 4425-4447

Arvind Pandey, Shashi Bhushan and Ralte Lalpawimawha

Volume 48, issue 16, 2019

On approximations via convolution-defined mixture models pp. 3945-3955

Hien D. Nguyen and Geoffrey McLachlan

A truncated Cramér–von Mises test of normality pp. 3956-3975

Juan Kalemkerian

Transition probabilities and ARL performance of Six Sigma zone control charts pp. 3976-3991

J. Ravichandran

Averaging estimation for conditional covariance models pp. 3992-4007

Jin Liu

Generalized Log-Lindley distribution and its applications in stochastic comparison pp. 4008-4018

Pingfan Song and Shaochen Wang

Economic design of quick switching sampling system for resubmitted lots pp. 4019-4033

Usha Mahalingam and Saminathan Balamurali

Adaptive estimation for varying coefficient models with nonstationary covariates pp. 4034-4050

Zhiyong Zhou and Jun Yu

Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims pp. 4051-4066

Bingzhen Geng, Cen Chen and Shijie Wang

Oracle model selection for correlated data via residuals pp. 4067-4081

H. Nguyen and Q. Shao

Some bounds related to Harris family of distributions pp. 4082-4095

Somayeh Abbasi and Mohammasd Hossein Alamatsaz

Asymptotic properties of one-step M-estimators pp. 4096-4118

Yuliana Linke

A non uniform bound on geometric approximation with w-functions pp. 4119-4131

K. Teerapabolarn and C. Soponpimol

Bayesian generalized fused lasso modeling via NEG distribution pp. 4132-4153

Kaito Shimamura, Masao Ueki, Shuichi Kawano and Sadanori Konishi

Optional randomized response techniques for quantitative characteristics pp. 4154-4170

Raghunath Arnab

The Weibull Marshall–Olkin family: Regression model and application to censored data pp. 4171-4194

Mustafa Ç. Korkmaz, Gauss M. Cordeiro, Haitham M. Yousof, Rodrigo R. Pescim, Ahmed Z. Afify and Saralees Nadarajah

Volume 48, issue 15, 2019

Statistical analysis of competing risks model from Marshall–Olkin extended Chen distribution under adaptive progressively interval censoring with random removals pp. 3683-3702

Xuchao Bai, Yimin Shi, Yiming Liu, Hon Keung Tony Ng and Bin Liu

A new non-parametric multivariate EWMA sign control chart for monitoring process dispersion pp. 3703-3716

Abdul Haq and Michael B. C. Khoo

The N-policy for an unreliablequeue (Mx/G1G2/1 queue) with optional repeated service and delayed repair pp. 3717-3745

Chandi Ram Kalita and Gautam Choudhury

Impact of unbalanced DIF item proportions on group-specific DIF identification pp. 3746-3760

Ronna C. Turner and Elizabeth A. Keiffer

A generalized class of estimators under two-phase stratified sampling for non response pp. 3761-3777

Javid Shabbir, Sat Gupta and Shakeel Ahmed

A simple root selection method for univariate finite normal mixture models pp. 3778-3794

Supawadee Wichitchan, Weixin Yao and Guangren Yang

A modification of the Whittaker–Henderson method of graduation pp. 3795-3800

Hiroshi Yamada and Ruixue Du

A discrete probabilistic model for analyzing pairwise comparison matrices pp. 3801-3815

Sumito Kurata and Etsuo Hamada

Local linear estimation for covariate-adjusted varying-coefficient models pp. 3816-3835

Yiqiang Lu, Feng Li and Sanying Feng

Performance of ridge estimator in inverse Gaussian regression model pp. 3836-3849

Zakariya Yahya Algamal

Estimation of population mean in successive sampling under super-population model in presence of random non response situations pp. 3850-3863

A. Chatterjee, G. N. Singh and A. Bandyopadhyay

Complete convergence and the strong laws of large numbers for pairwise NQD random variables pp. 3864-3875

Yongfeng Wu and JiangYan Peng

A note on limiting distribution of the sample auto-covariance function for the first-order autoregressive (AR(1)) model pp. 3876-3883

Mohammad Reza Kazemi and Mohammad Reza Mahmoudi

Some results on discrete mixture failure rates pp. 3884-3898

Ji Hwan Cha and Maxim Finkelstein

Bayesian and robust Bayesian analysis in a general setting pp. 3899-3920

Ali Karimnezhad and Ahmad Parsian

Whittle estimation in multivariate CCC-GARCH processes pp. 3921-3940

Abdelouahab Bibi and Karima Kimouche

Corrigendum pp. 3941-3942

The Editors

Volume 48, issue 14, 2019

The unit-inverse Gaussian distribution: A new alternative to two-parameter distributions on the unit interval pp. 3423-3438

M. E. Ghitany, J. Mazucheli, A. F. B. Menezes and F. Alqallaf

Transient solution of an M/M/∞ queue with catastrophes pp. 3439-3450

Gulab Singh Bura

Lifetime distribution of two discrete censored δ shock models pp. 3451-3463

Lina Bian, Ming Ma, Hua Liu and Jian Hua Ye

On bivariate discrete Weibull distribution pp. 3464-3481

Debasis Kundu and Vahid Nekoukhou

Computations of predictors/estimators under a linear random-effects model with parameter restrictions pp. 3482-3497

Yuqin Sun, Bo Jiang and Hong Jiang

Normal approximation for call function via Stein’s method pp. 3498-3517

Suporn Jongpreechaharn and Kritsana Neammanee

Confidence intervals for the closed population size under inverse sampling without replacement pp. 3518-3529

Mohammad Mohammadi

Optimal investment-consumption-insurance strategy in a continuous-time self-exciting threshold model pp. 3530-3548

Hao Wang, Rongming Wang, Jiaqin Wei and Shaosheng Xu

Asymptotic properties of maximum likelihood estimators from single server queues: A martingale approach pp. 3549-3557

Sarat Kumar Acharya and Saroja Kumar Singh

Systemic risk statistics with scenario analysis pp. 3558-3569

Yanhong Chen and Yijun Hu

Estimating ordered quantiles of two exponential populations with a common minimum guarantee time pp. 3570-3585

Adarsha Kumar Jena and Manas Ranjan Tripathy

Estimation of population mean in presence of random non response in two-stage cluster sampling pp. 3586-3608

Reba Maji, G. N. Singh and Arnab Bandyopadhyay

On almost sure convergence for sums of stochastic sequence pp. 3609-3621

Zhong-zhi Wang, Yun Dong and Fangqing Ding

Back propagation neural network based big data analytics for a stock market challenge pp. 3622-3642

V. P. Ramesh, Priyanga Baskaran, Aarthika Krishnamoorthy, Divya Damodaran and Preethi Sadasivam

The quantile-based flattened logistic distribution: Some properties and applications pp. 3643-3662

Dreamlee Sharma and Tapan Kumar Chakrabarty

Value-at-risk estimation with new skew extension of generalized normal distribution pp. 3663-3681

Emrah Altun, Huseyin Tatlidil and Gamze Ozel

Volume 48, issue 13, 2019

Complete convergence for arrays of row-wise ND random variables under sub-linear expectations pp. 3165-3176

Wenjuan Wang and Qunying Wu

Non-parametric estimation of reciprocal coordinate subtangent for right censored dependent scheme pp. 3177-3190

T. B. Sreejith, S. M. Sunoj and G. Rajesh

Near exogeneity, weak identification and specification testing: Some asymptotic results pp. 3191-3207

Firmin Doko Tchatoka

Statistical methods for assessing the contagion of spatial extreme events among regions pp. 3208-3218

Luísa Pereira and Cecília Fonseca

Non linear wavelet estimation of regression derivatives based on biased data pp. 3219-3235

Huijun Guo and Junke Kou

Simultaneous estimation of Cronbach’s alpha coefficients pp. 3236-3257

Supranee Lisawadi, S. Ejaz Ahmed, Orawan Reangsephet and Muhammad Kashif Ali Shah

RCEV heteroscedasticity test based on the studentized residuals pp. 3258-3268

Reşit Çelik

Asymptotic dependence of bivariate maxima pp. 3269-3279

Helena Ferreira and Marta Ferreira

MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated pp. 3280-3290

Haifeng Xu and Akio Namba

QMLE of periodic time-varying bilinear– GARCH models pp. 3291-3310

Abdelouahab Bibi and Ahmed Ghezal

Estimation of time-varying coefficient dynamic panel data models pp. 3311-3324

Kazuhiko Hayakawa and Jie Hou

The product distribution of dependent random variables with applications to a discrete-time risk model pp. 3325-3340

Jikun Chen, Hui Xu and Fengyang Cheng

Confidence regions for Pareto parameters from a single and independent samples pp. 3341-3359

Stefan Bedbur, Udo Kamps and Jens M. Lennartz

The Performance of Gaussian and non Gaussian dynamic models in assessing market risk: The Implications for risk management pp. 3360-3376

Faisal Nawaz, Faisal Shahzad, Ijaz Ur Rehman, Muhammad Shujahat, Shabir Hyder and Sameer Al Barghouthi

The empirical likelihood estimation of the quantile function under the multiplicative intercept risk model pp. 3377-3387

Jianhua Shi, Zhiping Qiu, Xiaoping Chen and Haiqing Lin

Conditional maximum likelihood estimation in negative binomial INGARCH processes with known number of successes when the true parameter is at the boundary of the parameter space pp. 3388-3401

Yunwei Cui and Xiaoyin Wang

Mixed-level designs with multi block variables containing clear two-factor interaction components pp. 3402-3412

Qian-Qian Zhao and Sheng-Li Zhao

Stochastic ordering of medians in samples from normal distributions pp. 3413-3420

Mehdi Amiri and Ahad Jamalizadeh

Corrigendum pp. 3421-3421

The Editors

Volume 48, issue 12, 2019

Moderate deviations for quantile regression processes pp. 2879-2892

Mingzhi Mao and Wanli Guo

The effect of small sample on optimal designs for logistic regression models pp. 2893-2903

S. Mehr Mansour and M. Niaparast

A new aging concept derived from the increasing convex ordering pp. 2904-2916

T. H. M. Abouelmagd, A. A. E. Ahmed, Enayat M. Abd Elrazik, Mahmoud M. Mansour, A-Hadi N. Ahmed and Ahmed Z. Afify

Mean estimate in ranked set sampling using a length-biased concomitant variable pp. 2917-2931

Chang Cui, Tao Li and Lei Zhang

Modelling ordinal assessments: fit is not sufficient pp. 2932-2947

David Andrich and Pender Pedler

Estimation for periodic ARMA models with unspecified noises pp. 2948-2961

Baoguo Pan

Power properties of the modified CUSUM tests pp. 2962-2981

Peiyun Jiang and Eiji Kurozumi

A likelihood based approach for joint modeling of longitudinal trajectories and informative censoring process pp. 2982-3004

Miran A. Jaffa and Ayad A. Jaffa

An alternative skew exponential power distribution formulation pp. 3005-3024

Alan D. Hutson

Joint (k, l)-hurdle random effects models for mixed longitudinal power series and normal outcomes pp. 3025-3043

F. Razie and E. Bahrami Samani

The laws of large numbers for Pareto-type random variables with infinite means pp. 3044-3054

Wenzhi Yang, Lei Yang, Da Wei and Shuhe Hu

A novel regularization method for estimation and variable selection in multi-index models pp. 3055-3067

Peng Zeng and Yu Zhu

Weighted empirical likelihood for quantile regression with non ignorable missing covariates pp. 3068-3084

Xiaohui Yuan and Xiaogang Dong

Explicit formulas for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical distributions pp. 3085-3091

Tomer Shushi

A note on estimation of the shape of density level sets of star-shaped distributions pp. 3092-3104

Hidehiko Kamiya

A new class of slash-elliptical distributions pp. 3105-3121

Jimmy Reyes, Diego I. Gallardo, Heleno Bolfarine and Héctor W. Gómez

Selected singular-generalized-hyperbolic distributions with applications to order statistics and reliability pp. 3122-3135

Mehdi Amiri, Roohollah Roozegar and Yousef Behbahani

Optimal stratification in stratified designs using weibull-distributed auxiliary information pp. 3136-3152

Karuna G. Reddy and M.G.M. Khan

Explicit formulas for the smoother weights of the Whittaker–Henderson graduation of order 1 pp. 3153-3161

Hiroshi Yamada and Fatima Tuj Jahra

Corrigendum to: Gupta et al. (2012). Estimation of the mean of a sensitive variable in the presence of auxiliary information. CSTM, 41 (13–14):2394–2404 pp. 3162-3163

Lovleen Kumar Grover and Amanpreet Kaur

Volume 48, issue 11, 2019

Modeling binary responses with stochastic covariates pp. 2619-2640

Evrim Oral and Denise M. Danos

Selecting better process based on difference statistic using double sampling plan pp. 2641-2656

Kalsoom Afzal Butt, Muhammad Aslam and Fu-Kwun Wang

Oracle GMM estimation for misspecified models via thresholding pp. 2657-2686

Mihai Giurcanu and Brett Presnell

Strong law of large numbers and complete convergence for non-identically distributed WOD random variables pp. 2687-2699

Xiaodong Bai, Qingjian Zhou and Zhiqiang Hua

Linearly admissible estimators on linear functions of regression coefficient under balanced loss function pp. 2700-2706

MingXiang Cao and DaoJiang He

Prediction of random fields with incomplete quarter-plane past pp. 2707-2716

Abdelghani Hamaz

Reversible jump MCMC to identify dropout mechanism in longitudinal data pp. 2717-2733

T. Baghfalaki and E. Farahani Jalali

Simultaneous estimation and inference for multiple response variables pp. 2734-2747

Xiaomeng Niu and Hyunkeun Ryan Cho

Estimation of the smallest scale parameter of two-parameter exponential distributions pp. 2748-2765

Panayiotis Bobotas

Revisit of a randomized response model for estimating a rare sensitive attribute under probability proportional to size sampling using Poisson probability distribution pp. 2766-2786

G. N. Singh, C. Singh and S. Suman

Availability analysis and optimal inspection policy for systems with neglected down time pp. 2787-2809

Qingan Qiu, Lirong Cui and Dejing Kong

An M/G/1 clearing queueing system with setup time and multiple vacations for an unreliable server pp. 2810-2826

Qihui Bu and Liwei Liu

A doubly restricted exponential dispersion model pp. 2827-2841

Luis Fernando Grajales, Raydonal Ospina, Luis A. López and Oscar O. Melo

A bivariate geometric distribution allowing for positive or negative correlation pp. 2842-2861

Alessandro Barbiero

Approximate Bayesian analysis of doubly censored samples from mixture of two Weibull distributions pp. 2862-2878

Navid Feroze and Muhammad Aslam

Volume 48, issue 10, 2019

A-optimal designs for mixture central polynomial model with qualitative factors pp. 2345-2355

Zhibin Zhu, Guanghui Li and Chongqi Zhang

Wavelet estimations for heteroscedastic super smooth errors pp. 2356-2371

Jinru Wang and Wei Liu

The inverse weighted Lindley distribution: Properties, estimation and an application on a failure time data pp. 2372-2389

Pedro L. Ramos, Francisco Louzada, Taciana K. O. Shimizu and Aline O. Luiz

A class of distortion measures generated from expectile and its estimation pp. 2390-2408

Sheng Wu and Yi Zhang

Lee discrepancy on mixed two- and three-level uniform augmented designs pp. 2409-2424

Jiaqi Liu, Zujun Ou, Liuping Hu and Kang Wang

On the distribution of maximum of multivariate normal random vectors pp. 2425-2445

Saralees Nadarajah, Emmanuel Afuecheta and Stephen Chan

Ergodicity for population dynamics driven by stable processes with Markovian switching pp. 2446-2458

Jinying Tong, Xuan Ma, Zhenzhong Zhang and Enwen Zhu

A Bayesian approach for parameter estimation in multi-stage models pp. 2459-2482

Hoa Pham, Darfiana Nur, Huong T. T. Pham and Alan Branford

New generalized regression estimator in the presence of non response under unequal probability sampling pp. 2483-2498

Nuanpan Lawson and Chugiat Ponkaew

On empirical likelihood test for predictability pp. 2499-2508

Kun Chen and Man Wang

Analysis of a two incongruent arrivals and services M/G/1 queue with random feedback pp. 2509-2520

A. Badamchi Zadeh and M. H. Ghahramani

New test statistics for hypothesis testing of parameters in conditional moment restriction models pp. 2521-2528

Ziqi Chen and Yan Zhou

Time varying long memory parameter estimation for locally stationary long memory processes pp. 2529-2547

Lihong Wang

The two-sided power-binomial distribution for modeling binary count data pp. 2548-2561

Ali İ. Genç

On weighted Renyi’s entropy for double-truncated distribution pp. 2562-2579

Shivangi Singh and Chanchal Kundu

Transient study of a queueing system with one unreliable server, batch arrivals, two types of verification, loss and vacation pp. 2580-2601

Imane Terfas, Hafida Saggou and Megdouda Ourbih-Tari

A new two sample type-II progressive censoring scheme pp. 2602-2618

Shuvashree Mondal and Debasis Kundu

Volume 48, issue 9, 2019

Reference points for getting a target in a soccer competition. A probabilistic model with applications to the Spanish and English Premier League pp. 2075-2087

Emilio Gómez-Déniz and Nancy Dávila-Cárdenes

Analysis of nonlinear state space model with dependent measurement noises pp. 2088-2101

A. Hajrajabi

A note on the almost sure central limit theorem for the product of partial sums of m-dependent random variables pp. 2102-2112

Yu Miao and Xiaoyan Xu

A new destructive Poisson odd log-logistic generalized half-normal cure rate model pp. 2113-2128

Rodrigo R. Pescim, Edwin M. M. Ortega, Adriano K. Suzuki, Vicente G. Cancho and Gauss M. Cordeiro

An improvement of a non-uniform bound for combinatorial central limit theorem pp. 2129-2146

Patcharee Sumritnorrapong, Kritsana Neammanee and Jiraphan Suntornchost

Reliability and sensitivity comparisons and average run lengths of CUSUM scale chart pp. 2147-2162

Mahwish Rabia, Nadia Saeed and Muhammad Aslam

Reporting Bayes factors or probabilities to decision makers of unknown loss functions pp. 2163-2174

David R. Bickel

Some results about bivariate discrete distributions through the vector of aging intensities pp. 2175-2184

Magdalena Szymkowiak and Maria Iwińska

The pricing of defaultable bonds under a regime-switching jump-diffusion model with stochastic default barrier pp. 2185-2205

Chao Xu, Yinghui Dong and Guojing Wang

General strong convergence for negatively associated random variables pp. 2206-2217

Yanjiao Meng

Closure property of consistently varying random variables based on precise large deviation principles pp. 2218-2228

Shijie Wang, Duo Guo and Wensheng Wang

Optimal design for constant-stress accelerated degradation test based on gamma process pp. 2229-2253

Fengjun Duan and Guanjun Wang

A fractional version of the Cox–Ingersoll–Ross interest rate model and pricing double barrier option with Hurst index H∈(23,1) pp. 2254-2266

Somayeh Fallah, Ali Reza Najafi and Farshid Mehrdoust

A new extension of the Fréchet distribution: Properties and its characterization pp. 2267-2285

Zohdy M. Nofal and M. Ahsanullah

The empirical Bayes estimators of the mean and variance parameters of the normal distribution with a conjugate normal-inverse-gamma prior by the moment method and the MLE method pp. 2286-2304

Ying-Ying Zhang, Teng-Zhong Rong and Man-Man Li

Improved two phase sampling exponential ratio and product type estimators for population mean of study character in the presence of non response pp. 2305-2319

Kamlesh Kumar and Sayed Mohammed Zeeshan

Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models pp. 2320-2328

Mohammad Reza Mahmoudi, Mohammad Hossein Heydari and Zakieh Avazzadeh

Modified profile likelihood estimation for the Weibull regression models in survival analysis pp. 2329-2343

Md. Mazharul Islam, Md. Hasinur Rahaman Khan and Tamanna Hawlader

Volume 48, issue 8, 2019

Influence diagnostics for the structural sharpe model under normal/independent distributions pp. 1815-1835

Camila Borelli Zeller, Filidor Vilca and Manuel Galea

On the local linear estimate for functional regression: Uniform in bandwidth consistency pp. 1836-1853

Mohammed Attouch, Ali Laksaci and Fatima Rafaa

On the asymptotic behavior of the periodograms of periodically correlated spatial processes: Periodicity detection pp. 1854-1870

Z. Shishebor and B. Amiri Aghbilagh

Conditional design of the EWMA median chart with estimated parameters pp. 1871-1889

XueLong Hu, Philippe Castagliola, XiaoJian Zhou and AnAn Tang

Asymptotic properties of approximate maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random effects pp. 1890-1901

Tian Xia, Xuejun Jiang and Xueren Wang

A new extension of the FGM copula for negative association pp. 1902-1919

Kahadawala Cooray

Kumaraswamy Marshall-Olkin Exponential distribution pp. 1920-1937

Roshini George and S. Thobias

Bayesian predictive modeling for Inverse Gamma-Pareto composite distribution pp. 1938-1954

M. S. Aminzadeh and M. Deng

Sequential estimation for nonhomogeneous Ornstein-Uhlenbeck processes pp. 1955-1962

Qingpei Zang and Tao Wang

A weighted Jackknife method for clustered data pp. 1963-1980

Ruofei Du and Ji-Hyun Lee

Consistent and robust variable selection in regression based on Wald test pp. 1981-2000

T. S. Kamble, D. N. Kashid and D. M. Sakate

A multi-treatment two stage adaptive allocation for survival outcomes pp. 2001-2013

Rahul Bhattacharya and Madhumita Shome

Exponentiated generalized Pareto distribution: Properties and applications towards extreme value theory pp. 2014-2038

Seyoon Lee and Joseph H. T. Kim

Modified ratio estimators using robust regression methods pp. 2039-2048

Tolga Zaman and Hasan Bulut

The Touchard distribution pp. 2049-2059

Raul Matsushita, Donald Pianto, Bernardo B. De Andrade, Andre Cançado and Sergio Da Silva

Mean-Squared errors of small area estimators under a multivariate linear model for repeated measures data pp. 2060-2073

Innocent Ngaruye, Dietrich Von Rosen and Martin Singull

Erratum pp. 2074-2074

The Editors

Volume 48, issue 7, 2019

q-Esscher transformed Laplace distribution pp. 1563-1578

Rimsha H and Dais George

The Lp consistency of error density estimator in censored linear regression pp. 1579-1584

Fuxia Cheng

A new stratified three-stage unrelated randomized response model for estimating a rare sensitive attribute based on the Poisson distribution pp. 1585-1610

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

Non-commutative Stein inequality and its applications pp. 1611-1620

Mohammad Sal Moslehian and Ali Talebi

Shewhart-type nonparametric control chart for process location pp. 1621-1634

D. M. Zombade and V. B. Ghute

On the three-way equivalence of AUC in credit scoring with tied scores pp. 1635-1650

Guoping Zeng and Edward Zeng

Analysis of mixed correlated bivariate zero-inflated count and (k, l)-inflated beta responses with application to social network datasets pp. 1651-1681

E. Tabrizi, E. Bahrami Samani and M. Ganjali

Efficient and superefficient estimators of filtered Poisson process intensities pp. 1682-1692

Fares Alazemi, Khalifa Es-Sebaiy and Youssef Ouknine

Ratio detection for mean change in α mixing observations pp. 1693-1708

Ruibing Qin and Weiqi Liu

Slashed power-Lindley distribution pp. 1709-1720

Yuri A. Iriarte and Mario A. Rojas

On the ratio of two independent skewnesses pp. 1721-1727

Mohammad Reza Mahmoudi, Roya Nasirzadeh and Mahmoud Mohammadi

Matching a correlation coefficient by a Gaussian copula pp. 1728-1747

Qing Xiao and Shaowu Zhou

A Bayesian approach for non-homogeneous gamma degradation processes pp. 1748-1765

Maurizio Guida, Fabio Postiglione and Gianpaolo Pulcini

Bayesian process monitoring schemes for the two-parameter exponential distribution pp. 1766-1797

R. van Zyl and A. J. van der Merwe

Likelihood-based inference for the transmuted log-logistic model in the presence of right-censored data pp. 1798-1813

Daniele C. T. Granzotto, Paulo H. Ferreira and Francisco Louzada

Volume 48, issue 6, 2019

Global stability of stochastic systems with Poisson distributed random time-delay pp. 1305-1315

Akaninyene Udo Udom and Quanxin Zhu

Comparisons between parallel systems with exponentiated generalized gamma components pp. 1316-1332

Abedin Haidari, Amir T. Payandeh Najafabadi and Narayanaswamy Balakrishnan

An enhanced EWMA-t control chart for monitoring the process mean pp. 1333-1350

Abdul Haq, Zain Ul Abidin and Michael B. C. Khoo

Complete convergence for weighted sums of negatively dependent random variables under the sub-linear expectations pp. 1351-1366

Feng-Xiang Feng, Ding-Cheng Wang and Qun-Ying Wu

The asymptotic normality of the linear weighted estimator in nonparametric regression models pp. 1367-1376

Aiting Shen, Mingming Ning and Caoqing Wu

Revisiting calendar effects in Malaysian finance stocks market: Evidence from threshold GARCH (TGARCH) model pp. 1377-1400

Qaiser Munir and Kok Sook Ching

A new infinitely divisible discrete distribution with applications to count data modeling pp. 1401-1416

Deepesh Bhati and Hassan S. Bakouch

Pricing and hedging equity-indexed annuities via local risk-minimization pp. 1417-1434

Linyi Qian, Wei Wang, Ning Wang and Shuai Wang

Calculating power for the general linear multivariate model with one or more Gaussian covariates pp. 1435-1448

S. M. Kreidler, B. M. Ringham, K. E. Muller and D. H. Glueck

Calibrated estimators in two-stage sampling pp. 1449-1469

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

Recent developments in D-optimal designs pp. 1470-1480

B. Ceranka and M. Graczyk

New calibration estimator based on two auxiliary variables in stratified sampling pp. 1481-1492

Nilgun Ozgul

A geometric process warranty model using a combination policy pp. 1493-1505

Yuan Lin Zhang and Guan Jun Wang

Parameter estimation for generalized logistic distribution by estimating equations based on the order statistics pp. 1506-1516

Haiqing Chen, Weihu Cheng and Jin Mingzhong

The computation of standard normal distribution integral in any required precision based on reliability method pp. 1517-1528

Yuge Dong, Haimeng Zhang, Liangguo He, Can Wang and Minghui Wang

On quantiles estimation based on different stratified sampling with optimal allocation pp. 1529-1544

Hani Samawi, Arpita Chatterjee, Jingjing Yin and Haresh Rochani

Estimation of common location parameter of two exponential populations based on records pp. 1545-1552

Mohd. Arshad and Ayman Baklizi

Estimation of finite population mean in stratified sampling using scrambled responses in the presence of measurement errors pp. 1553-1561

Sadia Khalil, Sat Gupta and Muhammad Hanif

Volume 48, issue 5, 2019

A bivariate extension of the beta generated distribution derived from copulas pp. 1043-1059

Ranadeera G. M. Samanthi and Jungsywan Sepanski

On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application pp. 1060-1072

Guodong Xing and Shanchao Yang

On diagnostic devices for proposing half-logistic and inverse half-logistic models using generalized (k) record values pp. 1073-1091

P. Yageen Thomas and Jerin Paul

A robust regression methodology via M-estimation pp. 1092-1107

Tao Yang, Colin M. Gallagher and Christopher S. McMahan

New types of shrinkage estimators of Poisson means under the normalized squared error loss pp. 1108-1122

Yuan-Tsung Chang and Nobuo Shinozaki

Adaptive wavelet estimation of a function from an m-dependent process with possibly unbounded m pp. 1123-1135

Christophe Chesneau, Hassan Doosti and Lewi Stone

Statistical estimation for a partially linear single-index model with errors in all variables pp. 1136-1148

Zhensheng Huang and Xin Zhao

On the distribution of summary statistics for missing data pp. 1149-1165

B. M. Ringham, S. M. Kreidler, K. E. Muller and D. H. Glueck

A location-invariant non-positive moment-type estimator of the extreme value index pp. 1166-1176

Chuandi Liu and Chengxiu Ling

The Hazard-Product method of generalization: Application to the gompertz and exponentiated Half-Normal distributions pp. 1177-1192

Scott E. Smith

Fitting competing risks data to bivariate Pareto models pp. 1193-1220

Jia-Han Shih, Wei Lee, Li-Hsien Sun and Takeshi Emura

Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes with jumps pp. 1221-1233

Huiyan Zhao and Chongqi Zhang

A reformulation of the criteria for the independence of quadratic functions in normal variables pp. 1234-1238

Jin Zhang, Junmei Zhou and Fen Jiang

An analysis pipeline for estimating true intake from repeated measurements with random errors pp. 1239-1254

Seongil Jo, Jeongseon Kim and Woojoo Lee

The estimation of normal mixtures with latent variables pp. 1255-1269

Gideon Magnus and Jan R. Magnus

Variance estimation for sparse ultra-high dimensional varying coefficient models pp. 1270-1283

Zhaoliang Wang and Liugen Xue

Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model pp. 1284-1304

Abouzar Bazyari and Rasool Roozegar

Volume 48, issue 4, 2019

Uniform asymptotics for discounted aggregate claims in dependent multi-risk model pp. 781-793

Dawei Lu, Lixin Song and Fuqi Li

Estimation of population proportion of a qualitative character using randomized response technique in stratified random sampling pp. 794-809

Housila P. Singh and Swarangi M. Gorey

Tail asymptotic of discounted aggregate claims with compound dependence under risky investment pp. 810-830

Fenglong Guo, Dingcheng Wang and Jiangyan Peng

Estimating E-bayesian and hierarchical bayesian of scalar parameter of gompertz distribution under type II censoring schemes based on fuzzy data pp. 831-840

Shahram Yaghoobzadeh Shahrastani

The Parshvanath yantram yields a constant-sum partially balanced incomplete block design pp. 841-849

Ravindra Khattree

Optimal designs for multivariate logistic mixed models with longitudinal data pp. 850-864

Hong-Yan Jiang, Rong-Xian Yue and Xiao-Dong Zhou

Monte Carlo simulation of ordinary least squares estimator through linear regression adaptive refined descriptive sampling algorithm pp. 865-875

Kahina Ouadhi and Megdouda Ourbih-Tari

Detection of jump location curve in spatial linear regression model with two-dimensional threshold pp. 876-888

Xuexue Liang and Zhiming Xia

A new generalized Weibull distribution in income economic inequality curves pp. 889-908

S. Mirzaei, G. R. Mohtashami Borzadaran, M. Amini and H. Jabbari

Multilevel maximum likelihood estimation with application to covariance matrices pp. 909-925

Marie Turčičová, Jan Mandel and Kryštof Eben

Computational analysis of the queue with working breakdowns and delaying repair under a Bernoulli-schedule-controlled policy pp. 926-941

Tao Jiang and Baogui Xin

Some new stochastic orders based on quantile function pp. 942-953

F. Sadeghi, F. Yousefzadeh and M. Chahkandi

Multiple cases deletion measures in linear measurement error models pp. 954-963

Karim Zare

Asymptotic biases of information and cross-validation criteria under canonical parametrization pp. 964-985

Haruhiko Ogasawara

On convergence rate for weighted sums of arrays of rowwise ANA random variables pp. 986-994

Rui Yang, Zhaojing Jing and Yan Shen

Lower bound of average centered L2${\bm L_2}$-discrepancy for U${\bm U}$-type designs pp. 995-1008

Xue Yang, Gui-Jun Yang and Ya-Juan Su

A composite class of estimators using scrambled response mechanism for sensitive population mean in successive sampling pp. 1009-1032

Kumari Priyanka and Pidugu Trisandhya

Multiple hypothesis tests based On conditional differences in means pp. 1033-1041

Sascha Wörz, Heinz Bernhardt, Anja Gräff and Huber Stefan

Volume 48, issue 3, 2019

Comments on “On the weighted mixed Liu-type estimator under unbiased stochastic restrictions” pp. 435-437

Selahattin Kaçiranlar

Blind deconvolution model in periodic setting with fractional Gaussian noise pp. 438-449

Rida Benhaddou

Estimation of multivariate frailty models with varying coefficients pp. 450-461

Zhongwen Zhang, Lixin Song, Xiaoguang Wang and Muhammad Amin

Double robust estimator in general treatment regimes based on Covariate-balancing pp. 462-478

Shunichiro Orihara and Etsuo Hamada

On moments of dual generalized order statistics from Topp-Leone distribution pp. 479-492

M. J. S. Khan and S. Iqrar

Joint distribution of rises, falls, and number of runs in random sequences pp. 493-499

Yong Kong

Economic design of X‾$\bar{X}$ control charts with multiple assignable causes under Burr XII shock model pp. 500-522

Aitin Saadatmelli, M. Bameni Moghadam, Asghar Seif and Alireza Faraz

BSDEs driven by time-changed Lévy noises with non-Lipschitz generators pp. 523-536

Xiaohui Shen and Long Jiang

Estimation and comparison of the stress-strength models with more than two states under Weibull distribution and type II censoring scheme pp. 537-548

Ajit Chaturvedi and Taruna Kumari

The consistency of model selection for dynamic Semi-varying coefficient models with autocorrelated errors pp. 549-558

Lei Huang, Hui Jiang and Haitao Tian

Jackknife empirical likelihood-based inferences for Lorenz curve with kernel smoothing pp. 559-582

Shan Luo and Gengsheng Qin

Bias corrected empirical Bayes confidence intervals for the selected mean pp. 583-595

Abhishek Bhattacharjee and Malay Ghosh

New bivariate gamma types with MIMO application pp. 596-615

A. Bekker, M. Arashi and J. T. Ferreira

Conditionally unbiased estimation in the normal setting with unknown variances pp. 616-627

David S. Robertson and Ekkehard Glimm

Availability analysis for general repairable systems with repair time threshold pp. 628-647

Qingan Qiu and Lirong Cui

E-Bayesian estimation of the exponentiated distribution family parameter under LINEX loss function pp. 648-659

Ming Han

Ordering results for series and parallel systems comprising heterogeneous exponentiated Weibull components pp. 660-675

Ghobad Barmalzan, Amir T. Payandeh Najafabadi and Narayanaswamy Balakrishnan

Optimal scheduling replacement policies for a system with multiple random works pp. 676-688

Yen-Luan Chen

A note reconciling ANOVA tests under unequal error variances pp. 689-693

S. Weerahandi and K. Krishnamoorthy

Stochastic comparisons of parallel and series systems of dependent components equipped with starting devices pp. 694-708

Chen Li and Xiaohu Li

Communication in Statistics-Theory and methods improved GQL estimation method for the generalised BINMA(1) model pp. 709-725

N. Mamode Khan, V. Jowaheer and Y. Sunecher

Zero-Inflated NGINAR(1) process pp. 726-741

Miroslav M. Ristić, Marcelo Bourguignon and Aleksandar S. Nastić

Three optimal cut-point selection criteria based on sensitivity and specificity with user-defined weights pp. 742-754

Dan-Ling Li, Jun-Xiang Peng, Chong-Yang Duan and Ju-Min Deng

Generalized confidence limits for the performance index of the exponentially distributed lifetime pp. 755-773

Sumith Gunasekera and Danush K. Wijekularathna

Construction of some new families of nested orthogonal arrays pp. 774-779

Tian-fang Zhang, Guobin Wu and Aloke Dey

Volume 48, issue 2, 2019

Letter to the Editor pp. 177-177

Nilgün Özgül

Analytical results for IGFR and DRPFR distributions, with actuarial applications pp. 178-202

Eva María Ortega and Xiaohu Li

An efficient exponential twisting importance sampling technique for pricing financial derivatives pp. 203-219

Junmei Ma, Kun Du and Guiding Gu

The Marshall-Olkin logistic-exponential distribution pp. 220-234

M. Mansoor, M. H. Tahir, Gauss M. Cordeiro, Serge B. Provost and Ayman Alzaatreh

Tail index varying coefficient model pp. 235-256

Yaolan Ma, Yuexiang Jiang and Wei Huang

On Hotelling’s T2 test in a special paired sample case pp. 257-267

Ludwig Baringhaus and Daniel Gaigall

Extended and updated tables for the Friedman rank test pp. 268-281

Carlos López-Vázquez and Esther Hochsztain

Performance of extrapolation based on Pitman's measure of closeness in spatial regression models with extended skew t innovations pp. 282-299

Mohammad Mehdi Saber

Nonparametric test for stratum effects in the cox model with interval-censored data pp. 300-310

Xiaodong Fan, Shishun Zhao and Jianguo Sun

Phase I monitoring of social network with baseline periods using poisson regression pp. 311-331

Ebrahim Mazrae Farahani and Reza Baradaran Kazemzadeh

Non-nested model selection based on the quantiles and it’s application in time series pp. 332-353

S. Zamani Mehreyan, A. Sayyareh and Dimitrios Thomakos

A new index for measuring evenness pp. 354-367

Zawar Hussain and Akbar Ali Khan

Nonparametric regression method with functional covariates and multivariate response pp. 368-380

Kurdistan M. Taher Omar and Bo Wang

Model selection and model averaging for semiparametric partially linear models with missing data pp. 381-395

Jie Zeng, Weihu Cheng, Guozhi Hu and Yaohua Rong

Tempered Mittag-Leffler Lévy processes pp. 396-411

Anjani Kumar, N. S. Upadhye, A. Wyłomańska and J. Gajda

Type-I hybrid censoring of uniformly distributed lifetimes pp. 412-433

Julian Górny and Erhard Cramer

Corrigendum pp. 434-434

The Editors

Volume 48, issue 1, 2019

Special issue – communications in statistics – theory and methods 4th stochastic modeling techniques and data analysis international conference pp. 1-2

Sally McClean, Christos H. Skiadas and Guglielmo D’Amico

Bayesian modeling of temperature-related mortality with latent functional relationships pp. 3-14

Robert G. Aykroyd

Modeling mortality rates in Malta using GEE models pp. 15-24

Liberato Camilleri and Kathleen England

The analysis of student paths at the University using the multivariate joint models pp. 25-39

Marcella Mazzoleni

Rate of convergence in fuzzy non homogeneous Markov systems pp. 40-49

Maria Symeonaki

The dependency premium based on a multifactor model for dependent mortality data pp. 50-61

Valeria D Amato, Steven Haberman and Gabriella Piscopo

Entropy-based goodness-of-fit tests—a unifying framework: Application to DNA replication pp. 62-74

Valérie Girardin and Justine Lequesne

Identification of hidden Markov chains governing dependent credit-rating migrations pp. 75-87

Dmitri Boreiko, S. Y. Kaniovski, Y. M. Kaniovski and G. Ch. Pflug

Measuring inequality in society pp. 88-99

Ka Ching Chan, Christopher T. Lenard, Terence M. Mills and Ruth F. G. Williams

Non parametric estimation of the measure associated with the Lévy–Khintchine canonical representation pp. 100-111

Mark Anthony Caruana

Recent mortality trends in Greece pp. 112-126

Konstantinos N. Zafeiris and Anastasia Kostaki

Mortality modeling using probability distributions. APPLICATION in greek mortality data pp. 127-140

Panagiotis Andreopoulos, G. Fragkiskos Bersimis, Alexandra Tragaki and Antonis Rovolis

The use of components’ weights improves the diagnostic accuracy of a health-related index pp. 141-164

Fragkiskos G. Bersimis, Dimosthenis Panagiotakos and Malvina Vamvakari

Sparse bayesian kernel multinomial probit regression model for high-dimensional data classification pp. 165-176

Aijun Yang, Xuejun Jiang, Lianjie Shu and Pengfei Liu