Communications in Statistics - Theory and Methods

2000 - 2025

Current editor(s): Debbie Iscoe

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Volume 47, issue 24, 2018

Phase I monitoring and change point estimation of autocorrelated poisson regression profiles pp. 5885-5903

M. R. Maleki, A. Amiri, A. R. Taheriyoun and P. Castagliola

Stratified pair ranked set sampling pp. 5904-5915

M. Mahdizadeh and Ehsan Zamanzade

Bayesian blinded sample size re-estimation pp. 5916-5933

Marc Sobel and Ibrahim Turkoz

Design of an attribute np control chart for process monitoring based on repetitive group sampling under truncated life tests pp. 5934-5955

P. Jeyadurga, S. Balamurali and M. Aslam

A general class of non parametric tests for comparing scale parameters pp. 5956-5972

Narinder Kumar and Manish Goyal

A HEWMA-CUSUM control chart for the Weibull distribution pp. 5973-5985

Muhammad Aslam, Muhammad Azam and Chi-Hyuck Jun

Outlier detection using difference-based variance estimators in multiple regression pp. 5986-6001

Chun Gun Park and Inyoung Kim

Measures of inaccuracy in record values pp. 6002-6018

S. Tahmasebi and S. Daneshi

Variable selection in heteroscedastic single-index quantile regression pp. 6019-6033

Eliana Christou and Michael G. Akritas

Variance ratio screening for ultrahigh dimensional discriminant analysis pp. 6034-6051

Fengli Song, Peng Lai, Baohua Shen and Guosheng Cheng

On the moment distance of Poisson processes pp. 6052-6063

Rafał Kapelko

A generalization of discrete Weibull distribution pp. 6064-6078

K. Jayakumar and K. K. Sankaran

Affiliation discrete weighted networks with an increasing degree sequence pp. 6079-6094

Jing Luo and Shan Duan

Bayesian significance test for discriminating between survival distributions pp. 6095-6107

Cachimo Combo Assane, Basilio de Bragança Pereira and Carlos Alberto de Bragança Pereira

Small sample confidence intervals for survival functions under the proportional hazards model pp. 6108-6124

Robert L. Paige and Emad Abdurasul

Limit theory for moderate deviations from a unit root with a break in variance pp. 6125-6143

Cheng Xu and Tianxiao Pang

EOV: End of Volume Editorial Board pp. ebi-ebi

The Editors

Volume 47, issue 23, 2018

M-estimation and model identification based on double SCAD penalization pp. 5639-5661

Jianhua Hu and NengHui Zhu

An alternative to Cramér's coefficient of association pp. 5662-5674

Tarald O. Kvålseth

Karhunen–Loève expansions of Lévy processes pp. 5675-5687

Daniel Hackmann

Two multivariate generalized beta families pp. 5688-5701

William M. Cockriel and James McDonald

An improved survival estimator for censored medical costs with a kernel approach pp. 5702-5716

Shuai Chen, Wenbin Lu and Hongwei Zhao

Interval estimation in two-group discriminant analysis under heteroscedasticity for large dimension pp. 5717-5728

Takayuki Yamada

Jump-detection and curve estimation methods for discontinuous regression functions based on the piecewise B-spline function pp. 5729-5749

Guo-Xiang Liu, Meng-Meng Wang, Xiu-Li Du, Jin-Guan Lin and Qi-Bing Gao

Some results for maximum likelihood estimation of adjusted relative risks pp. 5750-5769

Bernardo Borba de Andrade and Joanlise Marco de Leon Andrade

Testing the validity of the exponential model for hybrid Type-I censored data pp. 5770-5778

H. Alizadeh Noughabi and M. Chahkandi

A model selection method based on the adaptive LASSO-penalized GEE and weighted Gaussian pseudo-likelihood BIC in longitudinal robust analysis pp. 5779-5794

Jiamao Zhang and Jianwen Xu

Local linear estimation of a generalized regression function with functional dependent data pp. 5795-5811

Sara Leulmi and Fatiha Messaci

A new family of multivariate skew slash distribution pp. 5812-5824

Weizhong Tian, Tonghui Wang and Arjun K. Gupta

A comparison of count data models with an application to daily cigarette consumption of young persons pp. 5825-5844

Muhammed Fatih Tüzen and Semra Erbaş

Calibration estimator of population mean under stratified ranked set sampling design pp. 5845-5853

Nursel Koyuncu

Necessary and sufficient conditions for stochastic orders between (n − r + 1)-out-of-n systems in proportional hazard (reversed hazard) rates model pp. 5854-5866

Narayanaswamy Balakrishnan, Ghobad Barmalzan, Abedin Haidari and Amir T. Payandeh Najafabadi

On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates pp. 5867-5883

Yingchun Deng, Juan Liu, Ya Huang, Man Li and Jieming Zhou

Volume 47, issue 22, 2018

The variance upper bound for a mixed random variable pp. 5391-9395

Martín Egozcue and Luis Fuentes García

Asymptotic ruin probabilities of a dependent renewal risk model based on entrance processes with constant interest rate pp. 5396-5417

Hongmin Xiao and Lin Xie

Joint modeling of multivariate hearing thresholds measured longitudinally at multiple frequencies pp. 5418-5434

Mulugeta Gebregziabher, Mark A. Eckert, Lois J. Matthews, Abeba A. Teklehaimanot and Judy R. Dubno

Stochastic approximation results for variational inequality problem using random-type iterative schemes pp. 5435-5444

Akaninyene Udo Udom

Weighted product index and its two-independent-sample comparison based on weighted sensitivity and specificity pp. 5445-5459

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

On nonparametric density estimation for multivariate linear long-memory processes pp. 5460-5473

Jan Beran and Klaus Telkmann

A quantile-based study on ageing intensity function pp. 5474-5484

S. M. Sunoj and R. S. Rasin

Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models pp. 5485-5496

Feng Liu, Chunyan Li, Pengfei Wang and Xinmei Kang

On some dynamic generalized information measures for bivariate lifetimes pp. 5497-5513

Chanchal Kundu and Amit Ghosh

Expectation formulas for integer valued multivariate random variables pp. 5514-5518

Hok Shing Kwong and Saralees Nadarajah

Bayes minimax ridge regression estimators pp. 5519-5533

S. Zinodiny

Testing equality of mean vectors in a one-way MANOVA with monotone missing data pp. 5534-5546

Ayaka Yagi, Takashi Seo and Muni S. Srivastava

Shrinkage estimator of regression model under asymmetric loss pp. 5547-5557

Zahirul Hoque, Jacek Wesolowski and Shahadut Hossain

On the dependent competing risks using Marshall–Olkin bivariate Weibull model: Parameter estimation with different methods pp. 5558-5572

Yan Shen and Ancha Xu

Relationship between the weighted distributions and some inequality measures pp. 5573-5589

Zahra Behdani, Gholam Reza Mohtashami Borzadaran and Bahram Sadeghpour Gildeh

On convergence of moving average series of martingale differences fields taking values in Banach spaces pp. 5590-5603

Ta Cong Son, Dang Hung Thang and Le Van Dung

Lp convergence and complete convergence for weighted sums of AANA random variables pp. 5604-5613

Mengmei Xi, Xin Deng, Xuejun Wang and Zhaoyang Cheng

Regression analysis of restricted mean survival time based on pseudo-observations for competing risks data pp. 5614-5625

Xin Wang, Xiaoming Xue and Liuquan Sun

Two-stage phase II trials with early stopping for effectiveness and safety as well as ineffectiveness or harm pp. 5626-5638

Shixin Li, Hua Jin and Wanyi Chen

Volume 47, issue 21, 2018

High breakdown point robust estimators with missing data pp. 5145-5162

Florencia Statti, Mariela Sued and Victor J. Yohai

Estimation of Sobol's sensitivity indices under generalized linear models pp. 5163-5195

Rong Lu, Danxin Wang, Min Wang and Grzegorz A. Rempala

Semiparametric hidden Markov model with non-parametric regression pp. 5196-5204

Mian Huang, Qinghua Ji and Weixin Yao

A new three-parameter extension of the log-logistic distribution with applications to survival data pp. 5205-5226

Mohammed K. Shakhatreh

The exact distribution function of the ratio of two dependent quadratic forms pp. 5227-5240

Edmund Rudiuk and Aleksander Kowalski

A Bayesian analysis for the Wilcoxon signed-rank statistic pp. 5241-5254

Richard A. Chechile

A note on fourth moment-based direction dependence measures when regression errors are non normal pp. 5255-5264

Wolfgang Wiedermann

Comparison of spline estimator at various levels of autocorrelation in smoothing spline non parametric regression for longitudinal data pp. 5265-5285

Adji Achmad Rinaldo Fernandes, Paul Janssen, Umu Sa'adah, Solimun, Achmad Effendi, Nurjannah and Luthfatul Amaliana

The Shannon–McMillan theorem for Markov chains in Markovian environments indexed by homogeneous trees pp. 5286-5297

Huilin Huang, Weiguo Yang and Zhiyan Shi

Particle swarm optimization-based variable selection in Poisson regression analysis via information complexity-type criteria pp. 5298-5306

Haydar Koç, Emre Dünder, Serpil Gümüştekin, Tuba Koç and Mehmet Ali Cengiz

A new policy for designing acceptance sampling plan based on Bayesian inference in the presence of inspection errors pp. 5307-5318

Mohammad Saber Fallah Nezhad and Faeze Zahmatkesh Saredorahi

A new class of boundary kernels for distribution function estimation pp. 5319-5332

Carlos Tenreiro

Bayesian inference for double SARMA models pp. 5333-5345

Ayman A. Amin

On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality pp. 5346-5356

Xiang Deng and Jing Yao

The Cox–Aalen model for left-truncated and right-censored data pp. 5357-5368

Pao-sheng Shen and Li Ning Weng

Asymptotic behaviour of frequency polygons under φ-mixing samples pp. 5369-5377

Suling Kang, Rashid Abbasi, Huiling Wang, Lixiang Xu, Xiaofeng Wang and Yuanyan Tang

Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models pp. 5378-5389

Eunju Hwang and Dong Wan Shin

Volume 47, issue 20, 2018

Designs enhancing Fisher information pp. 4895-4904

D. R. Jensen and D. E. Ramirez

Limiting bias-reduced Amoroso kernel density estimators for non-negative data pp. 4905-4937

Gaku Igarashi and Yoshihide Kakizawa

Quantile-based Chernoff distance for truncated random variables pp. 4938-4957

Suchandan Kayal

WLAD-LASSO method for robust estimation and variable selection in partially linear models pp. 4958-4976

Hu Yang and Ning Li

On some new randomized item sum techniques pp. 4977-4990

Zawar Hussain and Naila Shabbir

Importance of sampling weights in multilevel modeling of international large-scale assessment data pp. 4991-5012

Inga Laukaityte and Marie Wiberg

Asymptotics of maxima and sums for a type of strongly dependent isotropic Gaussian random fields pp. 5013-5028

Zhongquan Tan

Seemingly unrelated regressions with covariance matrix of cross-equation ridge regression residuals pp. 5029-5053

Zangin Zeebari, B. M. Golam Kibria and Ghazi Shukur

Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation pp. 5054-5063

Shijie Wang, Yiyu Hu, LianQiang Yang and Wensheng Wang

Construction and analysis of edge designs from skew-symmetric supplementary difference sets pp. 5064-5076

T. Alanazi, S. D. Georgiou and S. Stylianou

Admissible unbiased estimation of finite population variance under a randomized response model pp. 5077-5082

S. Sengupta

Some theoretical results regarding the polygonal distribution pp. 5083-5095

Hien D. Nguyen and Geoffrey J. McLachlan

Letter to the Editor concerning “A new method for generating distributions with an application to exponential distribution” and “Alpha power Weibull distribution: Properties and applications” pp. 5096-5096

M. C. Jones

A Bernstein inequality for exponentially growing graphs pp. 5097-5106

Johannes T. N. Krebs

Quantile regression estimation for distortion measurement error data pp. 5107-5126

Jun Zhang, Jiefei Wang, Cuizhen Niu and Ming Sun

β-Skeleton depth functions and medians pp. 5127-5143

Mengta Yang and Reza Modarres

Volume 47, issue 19, 2018

An effective estimation strategy for population mean under random non-response situations in two-phase successive sampling pp. 4641-4660

G. N. Singh and M. Khalid

Exchange option pricing in jump-diffusion models based on esscher transform pp. 4661-4672

Wenhan Li, Lixia Liu, Guiwen Lv and Cuixiang Li

Empirical likelihood inference for partial functional linear model with missing responses pp. 4673-4691

Yuping Hu, Liugen Xue and Sanying Feng

Measures of information for maximum ranked set sampling with unequal samples pp. 4692-4709

Maryam Eskandarzadeh, Antonio Di Crescenzo and Saeid Tahmasebi

Proportional hazards model with quantile functions pp. 4710-4723

N. Unnikrishnan Nair, P. G. Sankaran and S. M. Sunoj

A unified approach to stochastic comparisons of multivariate mixture models pp. 4724-4740

Neeraj Misra and Sameen Naqvi

Complete convergence for weighted sums of extended negatively dependent random variables under sub-linear expectations pp. 4741-4750

Donglin Yu and Qunying Wu

Doubly reweighted estimators for the parameters of the multivariate t-distribution pp. 4751-4771

Fatma Zehra Doğru, Y. Murat Bulut and Olcay Arslan

Ordering k-out-of-n systems with interdependent components and one active redundancy pp. 4772-4784

Yinping You and Xiaohu Li

A note on multivariate linear regression pp. 4785-4790

Sascha Wörz and Heinz Bernhardt

Precise large deviations for sums of WUOD and φ-mixing random variables with dominated variation pp. 4791-4807

Dawei Lu, Lixin Song and Henan Li

Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model pp. 4808-4839

Guangyu Mao

A new adaptive EWMA control chart using auxiliary information for monitoring the process mean pp. 4840-4858

Abdul Haq

Acceptance sampling plan based on an exponentially weighted moving average statistic with the yield index for autocorrelation between polynomial profiles pp. 4859-4871

Fu-Kwun Wang and Yeneneh Tamirat

System reliability under δ-shock model pp. 4872-4880

Altan Tuncel and Serkan Eryilmaz

Exponential stability of stochastic cellular neural networks with mixed delays pp. 4881-4894

Xiaofei Li, Deng Ding and Di Sang

Volume 47, issue 18, 2018

Orthogonal weighted empirical likelihood-based variable selection for semiparametric instrumental variable models pp. 4375-4388

Jiting Huang and Peixin Zhao

On the restricted almost unbiased Liu estimator in the logistic regression model pp. 4389-4401

Jibo Wu, Yasin Asar and Mohammad Arashi

Multiple comparison for checking differences among normal variances pp. 4402-4414

T. Imada

On some analogues of lack of memory properties for the Gompertz distribution pp. 4415-4421

B. L. S. Prakasa Rao

Phase I risk-adjusted control charts for surgical data with ordinal outcomes pp. 4422-4432

Ramezan Khosravi, Mohammad Saleh Owlia, Mohammad Saber Fallahnezhad and Amirhossein Amiri

Improvement of generalized difference-based mixed Liu estimator in partially linear model pp. 4433-4442

Jibo Wu

Basket CDS pricing with default intensities using a regime-switching shot-noise model pp. 4443-4458

Jie Guo, Yinghui Dong and Guojing Wang

Estimation of the shape parameter of a Pareto distribution pp. 4459-4468

Yogesh Mani Tripathi, Constantinos Petropoulos and Mayank Jha

Variable selection and weighted composite quantile estimation of regression parameters with left-truncated data pp. 4469-4482

Mei Yao, Jiang-Feng Wang, Lu Lin and Yu-Xin Wang

A new generalized Balakrishnan type skewed–normal distribution: properties and associated inference pp. 4483-4492

Abdolnasser Sadeghkhani and Indranil Ghosh

Incomplete row-column designs with factorial treatment structure for estimating main effects with full efficiency pp. 4493-4502

Pratheesh P. Gopinath, Rajender Parsad and Baidya Nath Mandal

Non parametric regression analysis for longitudinal data with time-depending autoregressive error process pp. 4503-4533

Yin Hang and Shu Liu

Multivariate generalized Birnbaum—Saunders kernel density estimators pp. 4534-4555

N. Zougab, L. Harfouche, Y. Ziane and S. Adjabi

Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean pp. 4556-4567

Yury V. Kozachenko and Viktor B. Troshki

The discrete delta and nabla Mittag-Leffler distributions pp. 4568-4589

M. Ganji and F. Gharari

New measures of statistical performance of process control charts pp. 4590-4608

George Nenes

Bootstrap procedures for variance breaks test in time series with a changing trend pp. 4609-4627

Hao Jin, Si Zhang, Jinsuo Zhang and Shougang Zhang

Bayesian ROC curve estimation under binormality using an ordinal category likelihood pp. 4628-4640

Xiaoguang Wang, Yi Niu and Xiaofang Li

Volume 47, issue 17, 2018

Bayesian inference on P(X > Y) in bivariate Rayleigh model pp. 4095-4105

Abbas Pak and Arjun Kumar Gupta

Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate pp. 4106-4130

Jingyun Sun, Yongjun Li and Ling Zhang

Finding the maximum efficiency for multistage ranked-set sampling pp. 4131-4141

Jesse Frey and Timothy G. Feeman

Some new constructions of circular balanced repeated measurements designs pp. 4142-4151

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

An improved Bennett's inequality pp. 4152-4159

Songfeng Zheng

CBPS-based estimation for linear models with responses missing at random pp. 4160-4169

Donglin Guo and Liugen Xue

The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks pp. 4170-4186

Rongfei Liu, Dingcheng Wang and Fenglong Guo

Ordering extremes of interdependent random variables pp. 4187-4201

Rui Fang and Xiaohu Li

A method for constructing asymmetric pair-copula and its application pp. 4202-4214

Dingfang Li, Yifan Gui, Yifan Li and Lihua Xiong

Robust image segmentation via Bayesian type criterion pp. 4215-4228

Xiaoguang Wang, Dawei Lu and Lixin Song

Bayesian inference of three-parameter bathtub-shaped lifetime distribution pp. 4229-4241

Myoungjin Jung and Younshik Chung

Risk efficient estimation of fully dependent random coefficient autoregressive models of general order pp. 4242-4253

Bikram Karmakar and Indranil Mukhopadhyay

Bayesian and frequentist prediction limits for the Poisson distribution pp. 4254-4271

Valbona Bejleri and Balgobin Nandram

Corrected likelihood-ratio tests in logistic regression using small-sample data pp. 4272-4285

Ujjwal Das, Subhra Sankar Dhar and Vivek Pradhan

Weighted composite quantile regression method via empirical likelihood for non linear models pp. 4286-4296

Yunxia Li and Jiali Ding

A weighted Poisson distribution and its application to cure rate models pp. 4297-4310

N. Balakrishnan, M. V. Koutras and F. S. Milienos

Moments of order statistics of the standard two-sided power distribution pp. 4311-4328

Çağatay Çetinkaya and Ali İ. Genç

Optimal designing of an SkSP-R double sampling plan pp. 4329-4337

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

Robust integer-valued designs for linear random intercept models pp. 4338-4354

Rong-Xian Yue and Xiao-Dong Zhou

Portmanteau tests based on quadratic forms in the autocorrelations pp. 4355-4374

Roberto Baragona, Francesco Battaglia and Domenico Cucina

Volume 47, issue 16, 2018

Locally optimal designs for some dose–response models with continuous endpoints pp. 3803-3819

Yi Zhai and Zhide Fang

An analysis of query-agnostic sampling for interactive data exploration pp. 3820-3837

Wenzhao Liu, Yanlei Diao and Anna Liu

Logistic regression analyses for indirect data pp. 3838-3856

Heiko Groenitz

The conditional maximum of Poisson random variables pp. 3857-3870

István Fazekas and Alexey Chuprunov

On the mean L1-error in the heteroscedastic deconvolution problem with compactly supported noises pp. 3871-3892

Cao Xuan Phuong, Dang Duc Trong and Tran Quoc Viet

Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models pp. 3893-3909

Jigao Yan

Complete convergence and complete moment convergence for arrays of rowwise negatively superadditive dependent random variables pp. 3910-3922

Bing Meng, Dingcheng Wang and Qunying Wu

Group selection for processes with multiple quality characteristics pp. 3923-3934

Chen-Ju Lin, W. L. Pearn, J. Y. Huang and Y. H. Chen

Estimation of regression vectors in linear mixed models with Dirichlet process random effects pp. 3935-3954

Chen Li, George Casella and Malay Ghosh

On some classifiers based on multivariate ranks pp. 3955-3969

Olusola Makinde and Biman Chakraborty

Quasi maximum likelihood estimation of dynamic panel data models pp. 3970-3986

Robert Phillips

Weighted composite quantile regression for partially linear varying coefficient models pp. 3987-4005

Rong Jiang, Wei-Min Qian and Zhan-Gong Zhou

A new lifetime model with different types of failure rate pp. 4006-4020

Laleh Tafakori, Armin Pourkhanali and Saralees Nadarajah

Bayesian estimation of sensitivity level and population proportion of a sensitive characteristic in a binary optional unrelated question RRT model pp. 4021-4028

Samridhi Mehta and Priyanka Aggarwal

Refined solution to upper-bound problem for the expectations of order statistics from decreasing density on the average distributions pp. 4029-4041

Agnieszka Goroncy and Tomasz Rychlik

A prediction approach for precise marketing based on ARIMA-ARCH Model: A case of China Mobile pp. 4042-4058

Bo Yan and Zhuo Chen

Asymptotic expansion of the risk of maximum likelihood estimator with respect to α-divergence pp. 4059-4087

Yo Sheena

Minimal circular strongly balanced repeated measurements designs in periods of three different sizes pp. 4088-4094

Uzma Rasheed, H. M. Kashif Rasheed, Muhammad Rasheed and Rashid Ahmed

Volume 47, issue 15, 2018

A robust posterior preference multi-response optimization approach in multistage processes pp. 3547-3570

Amir Moslemi, Mirmehdi Seyyed-Esfahani and Seyed Taghi Akhavan Niaki

Closed testing procedures for all pairwise comparisons in a randomized block design pp. 3571-3587

Taka-Aki Shiraishi and Shin-Ichi Matsuda

A multiple testing protocol for exploratory data analysis and the local misclassification rate pp. 3588-3604

David D. Watts and Joshua D. Habiger

A note on a transient queuing system of a linear birth–immigration process in presence of twin births pp. 3605-3615

Priyaranjan Dash and Bijoy Kumar Pradhan

A review of backtesting for value at risk pp. 3616-3639

Y. Zhang and S. Nadarajah

Asymptotic normality of estimators for parameters of a multivariate skew-normal distribution pp. 3640-3655

Tõnu Kollo, Meelis Käärik and Anne Selart

Efficient estimation for time-dynamic longitudinal single-index model pp. 3656-3674

Shu Liu and Liangyuan Liu

A bias-corrected histogram estimator for line transect sampling pp. 3675-3686

Omar Eidous and Fahid Al-Eibood

Generalized method of moments for an extended gamma process pp. 3687-3714

Z. Al Masry, S. Mercier and G. Verdier

Spatial autoregression with repeated measurements for social networks pp. 3715-3727

Danyang Huang, Xiangyu Chang and Hansheng Wang

Bounded risk estimation of a linear combination of location parameters in negative exponential distributions via three-stage sampling pp. 3728-3733

Eiichi Isogai and Andreas Futschik

Elementary expressions for moments of truncated negative binomial random variables pp. 3734-3743

Saralees Nadarajah and Stephen Chan

A two-stage unrelated randomized response model for estimating a rare sensitive attribute in probability proportional to size sampling using Poisson distribution pp. 3744-3766

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

Improved maximum-likelihood estimators for the parameters of the unit-gamma distribution pp. 3767-3778

Josmar Mazucheli, André Felipe Berdusco Menezes and Sanku Dey

A mixed GWMA–CUSUM control chart for monitoring the process mean pp. 3779-3801

Rizwan Ali and Abdul Haq

Volume 47, issue 14, 2018

Toward the evaluation of P(X(t) > Y(t)) when both X(t) and Y(t) are inactivity times of two systems pp. 3293-3304

T. H. M. Abouelmagd, M. S. Hamed, Abd El Hadi N. Ebraheim and Ahmed Z. Afify

Model selection in randomized response techniques for binary responses pp. 3305-3323

Husam I. Ardah and Evrim Oral

Using Wald-type estimator to combat outliers and Berkson-type uncertainties with mixture distributions in linear regression models pp. 3324-3337

Yuh-Jenn Wu, Li-Hsueh Cheng and Wei-Quan Fang

Semiparametric estimation of treatment effect with density ratio model pp. 3338-3359

Cunjie Lin, Wenhua Wei and Yong Zhou

Infinite horizon reflected backward stochastic differential equations with Markov chains pp. 3360-3376

Siyu Lv and Zhen Wu

Bias and size corrections in extreme value modeling pp. 3377-3391

David Roodman

On the use of the selection matrix in the maximum likelihood estimation of normal distribution models with missing data pp. 3392-3407

Keiji Takai

A copula-based partition Markov procedure pp. 3408-3417

M. Fernández, Jesús E. García and V. A. González-López

Asymptotic normality of the local linear estimation of the conditional density for functional time-series data pp. 3418-3440

Xianzhu Xiong, Peiqin Zhou and Chen Ailian

Higher order expansion for moments of extreme for generalized Maxwell distribution pp. 3441-3452

Jianwen Huang, Jianjun Wang, Guowang Luo and Hao Pu

Moment convergence of powered normal extremes pp. 3453-3463

Tingting Li and Zuoxiang Peng

Some properties of Lin–Wong divergence on the past lifetime data pp. 3464-3476

M. Khalili, A. Habibirad and F. Yousefzadeh

On the correspondence between frequentist and Bayesian tests pp. 3477-3487

Ivair R. Silva

Orthogonal-array composite design for the third-order models pp. 3488-3507

Xue-Ru Zhang, Zong-Feng Qi, Yong-Dao Zhou and Feng Yang

Analyzing continuous randomized response data with an indifference-zone selection procedure pp. 3508-3522

Alaa Elkadry and Gary C. McDonald

Graphical evaluation of robust parameter designs based on extended scaled prediction variance and extended spherical average prediction variance pp. 3523-3531

Jin H. Oh, Sung H. Park and Soon S. Kwon

On discrete distributions generated from drawing balls with bivariate labels pp. 3532-3546

Kiyoshi I. Noue and Sigeo Aki

Volume 47, issue 13, 2018

Finding confidence bound using two-stage data pp. 3043-3051

Debashis Kushary

A lifetime distribution motivated by parallel and series structures pp. 3052-3072

M. Goldoust, S. Rezaei, Y. Si and S. Nadarajah

Analysis of MAP/M/1 queue with working breakdowns pp. 3073-3084

Qingqing Ye and Liwei Liu

Karhunen–Loeve expansion for the additive two-sided Brownian motion pp. 3085-3091

Xiaohui Ai and Yang Sun

Further results on the residual quantile entropy pp. 3092-3103

Guoxin Qiu

A quantile-based generalized dynamic cumulative measure of entropy pp. 3104-3117

S. Baratpour and A. H. Khammar

A half circular distribution for modeling the posterior corneal curvature pp. 3118-3124

Ali H. Abuzaid

A note on fiducial model averaging as an alternative to checking Bayesian and frequentist models pp. 3125-3137

David R. Bickel

A characteristic function-based approach to approximate maximum likelihood estimation pp. 3138-3160

Marco Bee and L. Trapin

Multi-sample test for high-dimensional covariance matrices pp. 3161-3177

Chao Zhang, Zhidong Bai, Jiang Hu and Chen Wang

Innovative methods for modeling of scale invariant processes pp. 3178-3191

S. Rezakhah, A. Philippe and N. Modarresi

Uniformity pattern and related criteria for mixed-level designs pp. 3192-3203

Zhenghong Wang and Hong Qin

An extended geometric process repair model with imperfect delayed repair under different objective functions pp. 3204-3219

Y. L. Zhang and G. J. Wang

Modified slashed-Rayleigh distribution pp. 3220-3233

Yuri A. Iriarte, Nabor O. Castillo, Heleno Bolfarine and Héctor W. Gómez

Detecting instants of jumps and estimating their intensity in the context of p derivatives with continuous or discrete data pp. 3234-3251

D. Bosq

On the relationship between the matrix operators, vech and vecd pp. 3252-3268

Daisuke Nagakura

Robust Bayesian prediction under a general linear-exponential posterior risk function and its application in finite population pp. 3269-3292

Razieh Jafaraghaie and Nader Nematollahi

Volume 47, issue 12, 2018

Performance of some ridge regression estimators for the multinomial logit model pp. 2795-2804

Kristofer Månsson, Ghazi Shukur and B. M. Golam Kibria

A new test for decreasing mean residual lifetimes pp. 2805-2812

Edgardo Lorenzo, Ganesh Malla and Hari Mukerjee

Simultaneous estimation of several CDF’s: homogeneity constraint pp. 2813-2826

A. K. Md. Ehsanes Saleh, B. M. Golam Kibria and Florence George

2m − p compromise plans with strongly clear specified main effects and two-factor interactions pp. 2827-2834

Shili Ye, Dongying Wang and Runchu Zhang

A note on calibration weightings for stratified double sampling with equal probability pp. 2835-2847

Etebong P. Clement

Doubly inflated Poisson model using Gaussian copula pp. 2848-2858

Sumen Sen, Pooja Sengupta and Norou Diawara

Generalized-order statistics with random indices pp. 2859-2868

H. M. Barakat, M. A. Abd Elgawad and Ting Yan

A study of uniformity pattern for extended designs pp. 2869-2880

Tingxun Gou, Hong Qin and Kashinath Chatterjee

Design of acceptance sampling plan using a modified EWMA statistic pp. 2881-2891

Nasrullah Khan, Muhammad Aslam, Chi-Hyuck Jun and Jaffer Hussain

An integrated model for economic design of chi-square control chart and maintenance planning pp. 2892-2907

Hasan Rasay, Mohammad Saber Fallahnezhad and Yahia Zare Mehrjerdi

Inference for proportional hazard model with propensity score pp. 2908-2918

Bo Lu, Dingjiao Cai, Luheng Wang, Xingwei Tong and Huiyun Xiang

Testing the equality of two independent regression models pp. 2919-2926

Mohammad Reza Mahmoudi, Mohsen Maleki and Abbas Pak

Oracle inequalities for the Lasso in the additive hazards model with interval-censored data pp. 2927-2949

Yanqin Feng and Yurong Chen

A new skew-bimodal distribution with applications pp. 2950-2968

Altemir da Silva Braga, Gauss M. Cordeiro and Edwin M. M. Ortega

On the distribution-free confidence intervals and universal bounds for quantiles based on joint records pp. 2969-2978

R. Arabi Belaghi, M. Noori Asl, H. Bevrani, William Volterman and N. Balakrishnan

Performance of the difference-based Liu-type estimator in partially linear model pp. 2979-2987

Jibo Wu

Bayesian adaptive bandwidth selector for multivariate discrete kernel estimator pp. 2988-3001

Nawal Belaid, Smail Adjabi, Célestin C. Kokonendji and Nabil Zougab

A zero-inflated non default rate regression model for credit scoring data pp. 3002-3021

Francisco Louzada, Fernando F. Moreira and Mauro Ribeiro de Oliveira

Note on posterior inference for the Bingham distribution pp. 3022-3028

Mike Tsionas

A consistent estimator of the smoothing operator in the functional Hodrick–Prescott filter pp. 3029-3042

Hiba Nassar

Volume 47, issue 11, 2018

A log-location-scale lifetime distribution with censored data: Regression modeling, residuals, and global influence pp. 2549-2562

Francisco Louzada and Vitor A. A. Marchi

Cumulative or adjacent logits: Which choice for an ordinal logistic latent variable model? pp. 2563-2575

Petan Dossar and Mounir Mesbah

Optimality of ratio type estimation methods for population mean in the presence of missing data pp. 2576-2589

Shashi Bhushan and Abhay Pratap Pandey

Kolmogorov–Smirnov test for life test data with hybrid censoring pp. 2590-2604

Buddhananda Banerjee and Biswabrata Pradhan

The four-parameter Burr XII distribution: Properties, regression model, and applications pp. 2605-2624

Ahmed Z. Afify, Gauss M. Cordeiro, Edwin M. M. Ortega, Haitham M. Yousof and Nadeem Shafique Butt

Economic design of an integrated adaptive synthetic X‾$\bar{X}$ chart and maintenance management system pp. 2625-2642

Qiang Wan, Yongzhong Wu, Wenhui Zhou and Xiaohong Chen

A methodology for quantifying the effect of missing data on decision quality in classification problems pp. 2643-2663

Michael Feldman, Adir Even and Yisrael Parmet

Semiparametric method for detecting multiple change points model in financial time series pp. 2664-2683

Shuxia Zhang and Boping Tian

Non parametric double generally weighted moving average sign charts based on process proportion pp. 2684-2700

Shin-Li Lu

Robust estimation and model identification for longitudinal data varying-coefficient model pp. 2701-2719

Shu Liu and Heng Lian

Binary discrimination methods for high-dimensional data with a geometric representation pp. 2720-2740

A. Bolivar-Cime and L. M. Cordova-Rodriguez

Estimation and influence diagnostics for zero-inflated hyper-Poisson regression model: full Bayesian analysis pp. 2741-2759

Vicente G. Cancho, Bao Yiqi, Jose A. Fiorucci, Gladys D. C. Barriga and Dipak K. Dey

Testing factor–covariate interaction in rank repeated-measures analysis of covariance models pp. 2760-2778

Chunpeng Fan and Donghui Zhang

Some new results on aggregate claim amounts from two heterogeneous Marshall–Olkin extended exponential portfolios pp. 2779-2794

Ghobad Barmalzan, Amir. T. Payandeh Najafabadi and Narayanaswamy Balakrishnan

Volume 47, issue 10, 2018

A reduced new modified Weibull distribution pp. 2297-2313

Saad J. Almalki

On the three-dimensional negative binomial distribution pp. 2314-2326

Camilla Mondrup Andreassen and Jens Ledet Jensen

Quickly variable selection for varying coefficient models with missing response at random pp. 2327-2336

Jian Wu, Liugen Xue and Peixin Zhao

Shuffle of min’s random variable approximations of bivariate copulas’ realization pp. 2337-2350

Yanting Zheng, Jingping Yang and Jianhua Z. Huang

Empirical likelihood inference for error density estimators in first-order autoregression models pp. 2351-2361

Hui Zhou and Jie Li

On the mean residual life of a generalized k-out-of-n system pp. 2362-2372

S. Goliforushani, M. Xie and N. Balakrishnan

A note on the conditional residual lifetime of a coherent system under double monitoring pp. 2373-2378

A. Parvardeh, N. Balakrishnan and Azam Arshadipour

On the optimal allocation of active redundancies in series system pp. 2379-2388

Rongfang Yan and Tianqi Luo

Wavelet-based estimators of multivariable mean regression function with long-memory data pp. 2389-2406

Yunzhu He and Dongsheng Wu

Non-parametric quantile estimate for length-biased and right-censored data with competing risks pp. 2407-2424

Feipeng Zhang and Yong Zhou

Complete convergence for weighted sums of arrays of APND random variables pp. 2425-2431

H. R. Nili Sani, M. Amini and A. Bozorgnia

Statistical inference for heteroscedastic semi-varying coefficient EV models pp. 2432-2455

Fanrong Zhao, Weixing Song and Jianhong Shi

Comparisons of several Pareto distributions based on record values pp. 2456-2468

Jing Zhao, Weihu Cheng, Haiqing Chen and Mixia Wu

Remainder modified systematic sampling in the presence of linear trend pp. 2469-2481

L. R. Naidoo, D. North, T. Zewotir and R. Arnab

Construction of neighbor designs of block size 4 for all values of v ≥ 5 by using the method of addition pp. 2482-2489

I. Iqbal, P. F. Buzdar and I. Ahmed

Optimal designing of a new mixed variable lot-size chain sampling plan based on the process capability index pp. 2490-2503

S. Balamurali

Wavelet estimation in time-varying coefficient time series models with measurement errors pp. 2504-2519

Xing-cai Zhou, Ying-zhi Xu and Jin-guan Lin

The generalized exponential family of distributions and its characteristics pp. 2520-2526

Tomer Shushi

Non-parametric predictive inference for future order statistics pp. 2527-2548

Frank P. A. Coolen, Tahani Coolen-Maturi and Hana N. Alqifari

Volume 47, issue 9, 2018

A new class of generalized logistic distribution pp. 2043-2055

Indranil Ghosh and Ayman Alzaatreh

The Gamma–Kumaraswamy distribution: An alternative to Gamma distribution pp. 2056-2072

Indranil Ghosh and G. G. Hamedani

On the mixtures of Weibull and Pareto (IV) distribution: An alternative to Pareto distribution pp. 2073-2084

I. Ghosh, G. G. Hamedani, N. Bansal and M. Maadooliat

Group divisible designs with block size five from Clatworthy's table pp. 2085-2097

Dinesh Sarvate, Nutan Mishra and Kasifa Namyalo

An extension of Ben-Daya–Rahim (2000) and Rahim–Banerjee (1993) cost models for economic design of T2-control charts for multivariate deteriorating processes with preventive maintenance and early replacement pp. 2098-2109

M. A. Pasha and M. Bameni Moghadam

The strong law of large numbers for non homogeneous M-bifurcating Markov chains indexed by a M-branch Cayley tree pp. 2110-2125

Hui Dang

Life table estimator revisited pp. 2126-2133

Sergey V. Malov and Stephen J. O’Brien

Conditional logistic regression in cluster-specific 1: m matched treatment–control designs pp. 2134-2145

Zhulin He

The ARCH(2) model: Pseudo-maximum estimation and asymptotic results under dependent innovations pp. 2146-2171

Eugene Kouassi, Patrice Takam Soh, Morvan N. Donfack and Jean Marcelin B. Bosson

Bootstrapping analogs of the two-sample hotelling’s T2 test pp. 2172-2182

H. S. Rupasinghe Arachchige Don and L. C. R. Pelawa Watagoda

Some extensions of circular balanced and circular strongly balanced repeated measurements designs pp. 2183-2194

Zahid Bashir, Rashid Ahmed, M. H. Tahir, Syed Shakir Ali Ghazali and Farrukh Shehzad

Asymptotic properties of the kernel mode estimator under twice censorship model pp. 2195-2212

Zohra Guessoum, Mohamed-Amine Mansouri and Elias Ould Saïd

Fisher information in exponential-weighted location-scale distributions pp. 2213-2226

S. Ghorbanpour, R. Chinipardaz and S. M. R. Alavi

Some results on constructing two-level block designs with general minimum lower order confounding pp. 2227-2237

Sheng-Li Zhao and Qian-Qian Zhao

Distributions of statistics describing concentration of runs in non homogeneous Markov-dependent trials pp. 2238-2250

Anastasios N. Arapis, Frosso S. Makri and Zaharias M. Psillakis

On the first time of ruin in two-dimensional discrete time risk model with dependent claim occurrences pp. 2251-2258

Serkan Eryilmaz

Robust Bayesian analysis for exponential parameters under generalized Type-II progressive hybrid censoring pp. 2259-2277

Jung In Seo and Yongku Kim

On the performance of the Jackknifed Liu-type estimator in linear regression model pp. 2278-2290

Nilgün Yıldız

Vapnik–Chervonenkis dimension of axis-parallel cuts pp. 2291-2296

Servane Gey

Volume 47, issue 8, 2018

A self-normalized central limit theorem for a ρ-mixing stationary sequence pp. 1785-1791

Guang-hui Cai, Lin Xiang, Xin-xing Su and Xue-hai Ying

Similar coefficient for cluster of probability density functions pp. 1792-1811

Tai VoVan and Thao NguyenTrang

A new characterization of the jump rate for piecewise-deterministic Markov processes with discrete transitions pp. 1812-1829

Romain Azaïs and Alexandre Genadot

Some estimation procedures of sensitive character using scrambled response techniques in successive sampling pp. 1830-1841

G. N. Singh, S. Suman, M. Khetan and C. Paul

Effects of quality characteristic distributions on the integrated model of Taguchi's loss function and economic statistical design of X‾$\bar{X}$-control charts by modifying the Banerjee and Rahim economic model pp. 1842-1855

M. A. Pasha, M. B. Moghadam, S. Fani and Y. Khadem

On using non identical and independent Bernoulli trials in human surveys pp. 1856-1867

Zahid Pervez, Zawar Hussain and Maryam Hafeez

Minimum aberration criterion for screening experiments at two levels from an entropy-based perspective pp. 1868-1881

Virtue U. Ekhosuehi, Daniel O. Iruegbukpe and Julian I. Mbegbu

Adaptive LASSO for linear mixed model selection via profile log-likelihood pp. 1882-1900

Juming Pan and Junfeng Shang

An additive marginal regression model for clustered recurrent event in the presence of a terminal event pp. 1901-1912

Kang FangYuan

A self-normalizing approach to the specification test of mixed-frequency models pp. 1913-1922

Henriette Groenvik and Yeonwoo Rho

Likelihood ratio tests for multivariate normality pp. 1923-1934

Ilmun Kim and Sangun Park

Performance of the stein-type two-parameter estimator in multiple linear regression model pp. 1935-1952

Xinfeng Chang and Jibo Wu

Three strings of inequalities among six Bayes estimators pp. 1953-1961

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

Bivariate extension of generalized cumulative past entropy pp. 1962-1977

Amarjit Kundu and Chanchal Kundu

Attribute control chart for some popular distributions pp. 1978-1988

Ambreen Shafqat, Jaffer Hussain, Amjad Al-Nasser and Muhammad Aslam

An alternative to ratio estimator in post-stratification pp. 1989-2000

Gajendra K. Vishwakarma

Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information pp. 2001-2021

Yu Shen, Han-Ying Liang and Guo-Liang Fan

Matrix mean squared error comparisons of some biased estimators with two biasing parameters pp. 2022-2035

Fatma Sevinç Kurnaz and Kadri Ulaş Akay

Wavelet analysis of uniformly time-modulated processes pp. 2036-2041

Behzad Mansouri

Volume 47, issue 7, 2018

The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks pp. 1529-1550

Rongfei Liu, Dingcheng Wang and Fenglong Guo

General cumulative Kullback–Leibler information pp. 1551-1560

Sangun Park, Hadi Alizadeh Noughabi and Ilmun Kim

Mixed Liu estimator in linear measurement error models pp. 1561-1570

F. Ghapani and B. Babadi

Strong law of large numbers for generalized sample relative entropy of non homogeneous Markov chains pp. 1571-1579

Jie Yang, Weiguo Yang, Zhiyan Shi, Yiqing Li, Bei Wang and Yue Zhang

Lagrange multiplier unit root test in the presence of a break in the innovation variance pp. 1580-1596

Amit Sen

Optimal reinsurance and investment problem in a defaultable market pp. 1597-1614

Jianjing Ma, Guojing Wang and George Xianzhi Yuan

Estimation and prediction for an inverted exponentiated Rayleigh distribution under hybrid censoring pp. 1615-1640

Tanmay Kayal, Yogesh Mani Tripathi and Manoj Kumar Rastogi

Modified branching process for the reliability analysis of complex systems: Multiple-robot systems pp. 1641-1652

Hamed Fazlollahtabar and Seyed Taghi Akhavan Niaki

m-Associate PBIB designs using Youden-m squares pp. 1653-1662

Kush Sharma and Davinder Kumar Garg

Asymptotic properties of the estimators of the semi-parametric spatial regression model pp. 1663-1678

Peng Xiaozhi, Wu Hecheng and Ma Ling

Estimating the parameter of selected uniform population under the squared log error loss function pp. 1679-1692

K. R. Meena, Mohd. Arshad and Aditi Kar Gangopadhyay

Time-consistent investment and reinsurance under relative performance concerns pp. 1693-1717

Duni Hu and Hailong Wang

Large and moderate deviations for the total population in the nearly unstable INAR(1) model pp. 1718-1730

Shimin Li, Hui Jiang and Shaochen Wang

Variable selection in expectile regression pp. 1731-1746

Jun Zhao and Yi Zhang

Testing the equality of several multivariate normal mean vectors under heteroscedasticity: A fiducial approach and an approximate test pp. 1747-1766

Sana Eftekhar, Mohammad Sadooghi-Alvandi and Mahmood Kharrati-Kopaei

Discrete Weibull geometric distribution and its properties pp. 1767-1783

K. Jayakumar and M. Girish Babu

Volume 47, issue 6, 2018

Optimal designs for accelerated life tests with multiple stress factors and heteroscedasticity pp. 1273-1306

Xiaojian Xu and Mark Krzeminski

Some characteristics on the selection of spline smoothing parameter pp. 1307-1317

Chun-Shu Chen and Yi-Tsz Huang

Transient analysis of an M/M/c queuing system with balking and retention of reneging customers pp. 1318-1327

Rakesh Kumar and Sapana Sharma

Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities pp. 1328-1349

Betuel Canhanga, Anatoliy Malyarenko, Ying Ni, Milica Rančić and Sergei Silvestrov

Stepanov-like almost automorphic solutions for stochastic differential equations with Lévy noise pp. 1350-1371

Zhi Li, Litan Yan and Liping Xu

Regime-switching pure jump processes and applications in the valuation of mortality-linked products pp. 1372-1391

Yinghui Dong, Kam Chuen Yuen and Guojing Wang

A high-dimensional likelihood ratio test for circular symmetric covariance structure pp. 1392-1402

Linqi Yi and Junshan Xie

Multiple dependent state repetitive sampling plans based on one-sided process capability indices pp. 1403-1412

Ching-Ho Yen, Chia-Hao Chang, Muhammad Aslam and Chi-Hyuck Jun

Random search algorithm for optimal mixture experimental design pp. 1413-1422

Guanghui Li and Chongqi Zhang

Approximation of fractional Brownian sheet by Wiener integral pp. 1423-1441

Liheng Sang, Guangjun Shen and Qiangqiang Chang

A study on the chain ratio-ratio-type exponential estimator for finite population variance pp. 1442-1458

Housila P. Singh, Surya K. Pal and Anita Yadav

Statistical hypothesis testing for the shape of impulse response function pp. 1459-1474

Iryna V. Rozora

A new estimator of proportion with a linear function using data from two-decks randomized response model pp. 1475-1490

Augustus Jayaraj, Stephen A. Sedory, Sarjinder Singh and Oluseun Odumade

Gamma lifetimes and associated inference for interval-censored cure rate model with COM–Poisson competing cause pp. 1491-1509

Piyachart Wiangnak and Suvra Pal

Weighted geometric distribution with new characterizations of geometric distribution pp. 1510-1527

Deepesh Bhati and Savitri Joshi

Volume 47, issue 5, 2018

Wrapped Lindley distribution pp. 1013-1021

Savitri Joshi and K. K. Jose

Several least-squares problems related to the Hodrick–Prescott filtering pp. 1022-1027

Hiroshi Yamada

On some aspects of a flexible class of additive Weibull distribution pp. 1028-1049

C. Satheesh Kumar and Subha R. Nair

General mathematical properties, regression and applications of the log-gamma-generated family pp. 1050-1070

Gauss M. Cordeiro, Marcelo Bourguignon, Edwin M. M. Ortega and Thiago G. Ramires

Multivariate normal estimation: the case (n pp. 1071-1090

Nina Strydom and Nico Crowther

Reliability study of proportional odds family of discrete distributions pp. 1091-1103

Pradip Kundu and Asok K. Nanda

Block bootstrap testing for changes in persistence with heavy-tailed innovations pp. 1104-1116

Ruibing Qin and Yang Liu

Non uniform exponential bounds on normal approximation by Stein’s method and monotone size bias couplings pp. 1117-1132

Kamonrat Kamjornkittikoon, Kritsana Neammanee and Nattakarn Chaidee

A BINAR(1) time-series model with cross-correlated COM–Poisson innovations pp. 1133-1154

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

Bayesian analysis of head and neck cancer data using generalized inverse Lindley stress–strength reliability model pp. 1155-1180

Vikas Kumar Sharma

Increased Fisher’s information for parameters of association in count regression via extreme ranks pp. 1181-1203

Daniel F. Linder, Jingjing Yin, Haresh Rochani, Hani Samawi and Sanjay Sethi

MSE performance of the weighted average estimators consisting of shrinkage estimators pp. 1204-1214

Akio Namba and Kazuhiro Ohtani

On multiple change-point estimation for Poisson process pp. 1215-1233

O. V. Chernoyarov, Yu. A. Kutoyants and A. Top

Small area estimation of proportions under a spatial dependent aggregated level random effects model pp. 1234-1255

Hukum Chandra and Nicola Salvati

Designing an economic rectifying sampling plan in the presence of two markets pp. 1256-1272

Mohammad Saber Fallah Nezhad and Tahereh Jafari Nodoushan

Volume 47, issue 4, 2018

A general class of flexible Weibull distributions pp. 767-778

Sangun Park and Jiwhan Park

Half-normal approximation for statistics of symmetric simple random walk pp. 779-792

Al-ameen Sama-ae, Nattakarn Chaidee and Kritsana Neammanee

Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model pp. 793-804

Yalian Li

Modified probability proportional to size sampling pp. 805-815

Kalyan Joshi and M. B. Rajarshi

Estimation and simulation of conditional hazard function in the quasi-associated framework when the observations are linked via a functional single-index structure pp. 816-838

Tabti Hadjila and Ait Saidi Ahmed

Estimation of population mean on the most recent occasion under non response in h-occasion successive sampling using several auxiliary variables pp. 839-861

G. N. Singh, A. K. Sharma and A. K. Singh

Conditional mix-GEE models for longitudinal data with unspecified random-effects distributions pp. 862-876

Yanchun Xing, Lili Xu, Wenqing Ma and Zhichuan Zhu

Density estimation via the random forest method pp. 877-889

Kaiyuan Wu, Wei Hou and Hongbo Yang

Testing for constancy in varying coefficient models pp. 890-911

Mohamed Ahkim and Anneleen Verhasselt

Improved estimator of population total in PPS sampling pp. 912-934

Housila P. Singh, Abhishek C. Mishra and Surya K. Pal

Confidence intervals for a two-parameter exponential distribution: One- and two-sample problems pp. 935-952

K. Krishnamoorthy and Yanping Xia

Analysis of a jump-diffusion option pricing model with serially correlated jump sizes pp. 953-979

Xenos Chang-Shuo Lin, Daniel Wei-Chung Miao and Wan-Ling Chao

Analysis of survival data by a Weibull–Bessel distribution pp. 980-995

Ramesh C. Gupta and Muhammad Waleed

An introduction to copula-based bivariate reliability Concepts pp. 996-1012

N. Sreelakshmi

Volume 47, issue 3, 2018

A revisit of the distribution of linear combinations of Dirichlet components pp. 509-520

Kun-Lin Kuo and Thomas J. Jiang

Estimation of the integrated volatility using noisy high-frequency data with jumps and endogeneity pp. 521-531

Cuixia Li and Erlin Guo

A robust generalization and asymptotic properties of the model selection criterion family pp. 532-547

Sumito Kurata and Etsuo Hamada

A closed testing procedure for comparing successive exponential populations with respect to location parameter pp. 548-561

Parminder Singh and Navdeep Singh

Copula-based reliability analysis for a parallel system with a cold standby pp. 562-582

Zhang Yongjin, Sun Youchao, Li Longbiao and Zhao Ming

On preliminary test almost unbiased two-parameter estimator in linear regression model with student's t errors pp. 583-600

Xinfeng Chang

Survival Weibull regression model for mismeasured outcomes pp. 601-614

Magda C. Pires, Enrico A. Colosimo and Arlaine A. Silva

Determination of a new mixed variable lot-size multiple dependent state sampling plan based on the process capability index pp. 615-627

S Balamurali, Muhammad Aslam and Ahmad Liaquat

Testing for residual correlation of any order in the autoregressive process pp. 628-654

Frédéric Proïa

Marshall–Olkin Laplace transform copulas of multivariate gamma distributions pp. 655-670

Philippe Bernardoff

Complete convergence for coordinatewise asymptotically negatively associated random vectors in Hilbert spaces pp. 671-680

Mi-Hwa Ko

Semiparametric mixture of additive regression models pp. 681-697

Yi Zhang and Qingle Zheng

Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals pp. 698-707

Ke-Ang Fu and Jie Li

Allocation strategies of standby redundancies in series/parallel system pp. 708-724

Jianbin Chen, Yiying Zhang, Peng Zhao and Shan Zhou

Correlation coefficient of response variances in compound noise and product array experiments pp. 725-738

Shun Matsuura

A class of partially linear transformation models for recurrent gap times pp. 739-766

Miao Han, Dongxiao Han and Liuquan Sun

Volume 47, issue 2, 2018

Bimodal symmetric-asymmetric power-normal families pp. 259-276

Heleno Bolfarine, Guillermo Martínez-Flórez and Hugo S. Salinas

A Markov chain approach for double-objective economic statistical design of the variable sampling interval X‾$\bm{\bar{X}}$ control chart pp. 277-288

H. Safe, R. B. Kazemzadeh and Y. Gholipour Kanani

Asymptotic estimate of variance with applications to stochastic differential equations arises in mathematical neuroscience pp. 289-306

M. Rahman

Markov-switching BILINEAR − GARCH models: Structure and estimation pp. 307-323

Abdelouahab Bibi and Ahmed Ghezal

Simultaneous estimation of means of two sensitive variables pp. 324-343

Segun Ahmed, Stephen A. Sedory and Sarjinder Singh

On Markov-switching periodic ARMA models pp. 344-364

Billel Aliat and Fayçal Hamdi

Asymptotic distributions in affiliation networks with an increasing sequence pp. 365-371

Jing Luo, Hong Qin, Jianwei Hu and Yong Zhang

Some results on residual life and inactivity time at random time pp. 372-384

Chanchal Kundu and Arijit Patra

Economic design of quick switching sampling system for assuring Weibull distributed mean life pp. 385-398

S. Balamurali, P. Jeyadurga and M. Usha

Development of a canonical correlation model involving non linearity and asymmetric variables pp. 399-414

Idowu Ayodeji and Titilola O. Obilade

Non parametric mixture of strictly monotone regression models pp. 415-426

Yi Zhang and Qingle Zheng

A Poisson-multinomial mixture approach to grouped and right-censored counts pp. 427-447

Qiang Fu, Xin Guo and Kenneth C. Land

Random spectral measure for non Gaussian moving averages pp. 448-462

Anastassia Baxevani and Krzysztof Podgórski

Optimal generalized logistic estimator pp. 463-474

Nagarajah Varathan and Pushpakanthie Wijekoon

On deviations between kernel-type estimators of a distribution density in p ⩾ 2 independent samples pp. 475-492

P. K. Babilua and E. A. Nadaraya

Capability index-based control chart for monitoring process mean using repetitive sampling pp. 493-507

Olatunde A. Adeoti and John O. Olaomi

Volume 47, issue 1, 2018

Performance analysis of the preliminary test estimator with series of stochastic restrictions pp. 1-17

M. H. Karbalaee, M. Arashi and S. M. M. Tabatabaey

Comparison of pivotals for confidence bounds and intervals for the mean of a stationary time series pp. 18-27

M. B. Rajarshi

A note on stable limit theory for the OLSE with non usual rates and the heteroskedasticity robust Wald test pp. 28-41

Stelios Arvanitis

A non uniform bound for half-normal approximation of the number of returns to the origin of symmetric simple random walk pp. 42-54

Tatpon Siripraparat and Kritsana Neammanee

Likelihood ratio order of parallel systems under multiple-outlier models pp. 55-63

Jiantian Wang

False discovery rates for large-scale model checking under certain dependence pp. 64-79

Lu Deng, Xuemin Zi and Zhonghua Li

A series of two-urn biased sampling problems pp. 80-91

Borek Puza and Andre Bonfrer

Efficient utilization of two auxiliary variables in stratified double sampling pp. 92-101

Javid Shabbir

Statistic inference for a single-index ARCH-M model pp. 102-117

Qiang Xiong, Zhiyong Hu and Yuan Li

On the least-squares model averaging interval estimator pp. 118-132

Sebastian Ankargren and Shaobo Jin

An enhanced absorbing Markov chain model for predicting TAIEX Index Futures pp. 133-146

Wen-Tso Huang and Cheng-Chang Lu

Discrete distributions based on inter arrival times with application to football data pp. 147-165

Saralees Nadarajah and Stephen Chan

Asymptotic distribution of regression correlation coefficient for Poisson regression model pp. 166-180

Takeshi Kurosawa and Nobuhiro Suzuki

Non parametric analysis of gap times for bivariate recurrent event data with cure fraction pp. 181-195

Pao-Sheng Shen

A relative error-based estimation with an increasing number of parameters pp. 196-209

Hao Ding, Zhanfeng Wang and Yaohua Wu

Pricing dynamic fund protections for a hyperexponential jump diffusion process pp. 210-221

Linyi Qian, Zhuo Jin, Wei Wang and Lyu Chen

Fitting spatial regressions to large datasets using unilateral approximations pp. 222-238

Giuseppe Arbia, Marco Bee, Giuseppe Espa and Flavio Santi

An accurate, tractable, and analytically integrable polynomial expansion of the skewed Student’s t-distribution pp. 239-246

Liborio I. Costa

A novel spatial outlier detection technique pp. 247-257

Alok Kumar Singh and S. Lalitha