Communications in Statistics - Theory and Methods

2000 - 2025

Current editor(s): Debbie Iscoe

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Volume 46, issue 24, 2017

Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II pp. 11949-11971: Barry C. Arnold and G. G. Hamedani
Upper non positive bounds on expectations of generalized order statistics from DD and DDA populations pp. 11972-11987: Agnieszka Goroncy
Bayesian meta-analysis of correlation coefficients through power prior pp. 11988-12007: Zhiyong Zhang, Kaifeng Jiang, Haiyan Liu and In-Sue Oh
Non parametric Bayesian analysis of the two-sample problem with censoring pp. 12008-12022: Kan Shang and Cavan Reilly
A new economic scheme for CCC charts with run rules based on average number of inspected items pp. 12023-12044: V. Golbafian, M. S. Fallahnezhad and Y. Zare Mehrjerdi
Estimation for the scaled half-logistic distribution under Type-I progressively hybrid censoring scheme pp. 12045-12058: Chao Wang and Hong Liu
A new efficient unrelated randomized response model pp. 12059-12074: Housila P. Singh and Swarangi M. Gorey
Underdispersion models: Models that are “under the radar” pp. 12075-12086: Kimberly F. Sellers and Darcy S. Morris
Some results on dependent random variables and a connection with the multivariate s-increasing convex order pp. 12087-12102: Milto Hadjikyriakou
Optimal block designs with non additive mixed effects interference pp. 12103-12112: Arpan Bhowmik, Seema Jaggi, Eldho Varghese and Cini Varghese
An integration of Taguchi’s loss function in Banerjee–Rahim model for the economic and economic statistical design of X‾$\bar{X}$-control charts under multiple assignable causes and Weibull shock model pp. 12113-12129: M. A. Pasha, M. Bameni Moghadam, Y. Khadem and S. Fani
Estimation of population mean based on dual use of auxiliary information in non response pp. 12130-12151: Mazhar Yaqub, Javid Shabbir and Sat Narian Gupta
Goodness-of-fit tests based on Verma Kullback–Leibler information pp. 12152-12164: M. Bitaraf, M. Rezaei and F. Yousefzadeh
Partial linear single-index models with additive distortion measurement errors pp. 12165-12193: Jun Zhang and Zhenghui Feng
Some efficient classes of estimators of population mean in two-phase successive sampling under random non response pp. 12194-12209: G. N. Singh, M. Khalid and A. K. Sharma
A modified Conway–Maxwell–Poisson type binomial distribution and its applications pp. 12210-12225: T. Imoto, C. M. Ng, S. H. Ong and S. Chakraborty
Modified first-difference estimator in a panel data model with unobservable factors both in the errors and the regressors when the time dimension is small pp. 12226-12239: Giovanni Forchini and Bin Peng
Laplace approximations and Bayesian information criteria in possibly misspecified models pp. 12240-12258: Yoichi Miyata
Efficiency of the generalized-difference-based weighted mixed almost unbiased two-parameter estimator in partially linear model pp. 12259-12280: Fikri Akdeniz and Mahdi Roozbeh
On the Flatland paradox and limiting arguments pp. 12281-12289: P. Druilhet
On the mathematics of the Jeffreys–Lindley paradox pp. 12290-12298: Cristiano Villa and Stephen Walker
Confidence intervals for sparse precision matrix estimation via Lasso penalized D-trace loss pp. 12299-12316: Huang Xudong and Li Mengmeng
Partial unit root and surplus-lag Granger causality testing: A Monte Carlo simulation study pp. 12317-12323: Lingxiang Zhang
A new class of bivariate lifetime distributions pp. 12324-12335: Serkan Eryilmaz
Evaluate the relative efficiency of a targeted clinical trial design to an untargeted design under the issue of cost pp. 12336-12344: Feng-Shou Ko
A new test for two-sample location problem based on empirical distribution function pp. 12345-12355: S. K. Mathur and D. M. Sakate
Two-Piece location-scale distributions based on scale mixtures of normal family pp. 12356-12369: Mohsen Maleki and Mohammad Reza Mahmoudi
Multiple-response repeated measurement or multivariate growth curve model with distribution-free errors pp. 12370-12386: Xin Xin and Feng Qiu
Strong laws of large numbers for negatively dependent random variables under sublinear expectations pp. 12387-12400: Xiaoyan Chen and Fang Liu
EOV: Editorial Board pp. ebi-ebi: The Editors

Volume 46, issue 23, 2017

Signatures of series and parallel systems consisting of non disjoint modules pp. 11425-11439: C. Franko and F. Yalcin
Parameter estimation for three-parameter generalized Pareto distribution by weighted non linear least squares pp. 11440-11449: Haiqing Chen, Weihu Cheng, Leilei Zhu and Yaohua Rong
Mean and cell-mean imputation resulting in the use of a semicontinuous distribution and a mixture of semicontinuous distributions pp. 11450-11465: R. Aliakbari Saba, Z. Rezaei Ghahroodi, K. Kiani and D. M. Berridge
Ridge estimation in generalized linear models and proportional hazards regressions pp. 11466-11479: Guanghan Liu and Steven Piantadosi
Sample size needed to get given ratio of endpoints for confidence interval of standard deviation in a normal distribution pp. 11480-11484: Joanna Tarasińska
A goodness-of-fit test for generalized error distribution pp. 11485-11499: Daniele Coin
Multivariate forests with missing mixed outcomes pp. 11500-11513: Abdessamad Dine, Denis Larocque and François Bellavance
An alternative method correcting BDR type of heteroskedasticity by the weighting re-estimated absolute residuals pp. 11514-11538: Reşit Çelik and Aydın Erar
On estimating the marginal distribution of a detrended series with long memory pp. 11539-11557: Sucharita Ghosh
Pseudo maximum likelihood estimation of the univariate GARCH (2,2) and asymptotic normality under dependent innovations pp. 11558-11574: Eugene Kouassi, Patrice Soh Takam, Jean Marcelin Bosson Brou and Emile Herve Ndoumbe
Statistical inference under imputation for proportional hazard model with missing covariates pp. 11575-11590: Zhiping Qiu
On k-distorted generalized discrete family of distributions pp. 11591-11603: D. T. Shirke, S. R. Supanekar and Deepesh Bhati
Using repeated measures to correct correlated measurement errors through orthogonal decomposition pp. 11604-11611: Chang Yu, Sanguo Zhang, Christine Friedenreich and Charles E. Matthews
Supervised classifiers for high-dimensional higher-order data with locally doubly exchangeable covariance structure pp. 11612-11634: Tatjana Pavlenko and Anuradha Roy
Model-based clustering of Gaussian copulas for mixed data pp. 11635-11656: Matthieu Marbac, Christophe Biernacki and Vincent Vandewalle
The shape of the hazard function: Does the generalized gamma have the last word? pp. 11657-11666: Matthew B. Matheson and Christopher Cox
An additive subdistribution hazard model for competing risks data pp. 11667-11687: Wanxing Li, Xiaoming Xue and Yonghong Long
On density and regression estimation with incomplete data pp. 11688-11711: Majid Mojirsheibani, Kevin Manley and William Pouliot
An efficient randomized response model utilizing higher order moments ratios of scrambling variables pp. 11712-11720: Housila P. Singh and Swarangi M. Gorey
Data sharpening on unknown manifold pp. 11721-11744: Masaki Kudo and Kanta Naito
Saddlepoint density and distribution functions for the ratio of two linear functions and the product of generalized gamma variates pp. 11745-11755: Ehab F. Abd-Elfattah
Hybrid tripartite randomized response technique pp. 11756-11763: Femi B. Adebola, Adedamola A. Adediran and Olusegun S. Ewemooje
Comparing multiple process overall yields from multiple manufacturing lines pp. 11764-11775: Chen-Ju Lin and Yi-Ling Shen
Fubini theorem for non additive measures in the framework of g-expectation pp. 11776-11785: Feng Hu, Zhaojun Zong and Helin Wu
Asymptotics for Euclidean functionals of mixing processes pp. 11786-11800: Elia Liitiäinen
Lr convergence for arrays of rowwise asymptotically almost negatively associated random variables pp. 11801-11812: Aiting Shen and Deping Shi
A modified Hosmer–Lemeshow test for large data sets pp. 11813-11825: Wei Yu, Wangli Xu and Lixing Zhu
Adaptive Lasso for generalized linear models with a diverging number of parameters pp. 11826-11842: Yan Cui, Xia Chen and Li Yan
On bivariate ageing properties of exchangeable Farlie–Gumbel–Morgenstern distributions pp. 11843-11853: Rongfang Yan, Yinping You and Xiaohu Li
On the ridge regression estimator with sub-space restriction pp. 11854-11865: R. Fallah, M. Arashi and S. M. M. Tabatabaey
Transmuted two-parameter Lindley distribution pp. 11866-11879: Sibel Acik Kemaloglu and Mehmet Yilmaz
Conditional entropy, entropy density, and strong law of large numbers for generalized controlled tree-indexed Markov chains pp. 11880-11891: Weicai Peng
Combined double sampling and variable sampling interval np chart pp. 11892-11917: Ming Ha Lee and Michael B. C. Khoo
Cramér-type moderate deviations for intermediate trimmed means pp. 11918-11932: Nadezhda Gribkova
Cross-entropy method for estimation of posterior expectation in Bayesian VAR models pp. 11933-11947: Nuša Mikuljan Šljivić

Volume 46, issue 22, 2017

Complete moment convergence of moving-average process generated by a class of random variables pp. 10903-10913: Yang Ding, Xuefei Tang, Hui Wang and Xuejun Wang
On the generalized cumulative residual entropy weighted distributions pp. 10914-10925: Georgios Psarrakos and Polychronis Economou
A kind of asymptotic properties of moving averages for Markov chains in Markovian environments pp. 10926-10940: Wang Zhong-Zhi
Bartlett-corrected two-sample adjusted empirical likelihood via resampling pp. 10941-10952: Lei Wang
Bayesian quantile regression for skew-normal linear mixed models pp. 10953-10972: A. Aghamohammadi and M. R. Meshkani
On kernel density estimation based on different stratified sampling with optimal allocation pp. 10973-10990: Hani Samawi, Arpita Chatterjee, JingJing Yin and Haresh Rochani
Order statistics and their concomitants from multivariate normal mean–variance mixture distributions with application to Swiss Markets Data pp. 10991-11009: Ahad Jamalizadeh, Reza Pourmousa, Mehdi Amiri and N. Balakrishnan
Parameter estimation for multivariate diffusion processes with the time inhomogeneously positive semidefinite diffusion matrix pp. 11010-11025: Xiu-Li Du, Jin-Guan Lin and Xiu-Qing Zhou
Pricing power options with a generalized jump diffusion pp. 11026-11046: Juan Liao, Huisheng Shu and Chao Wei
Dynamic version of weighted cumulative residual entropy pp. 11047-11059: M. Mirali and S. Baratpour
A new count model generated from mixed Poisson transmuted exponential family with an application to health care data pp. 11060-11076: Deepesh Bhati, Pooja Kumawat and E. Gómez–Déniz
Optimal design of exponentially weighted moving average– chart for the mean with estimated process parameters pp. 11077-11090: H. W. You, Michael B. C. Khoo, M. H. Lee, P. Castagliola and S. Saha
Subset selection in quantile regression analysis via alternative Bayesian information criteria and heuristic optimization pp. 11091-11098: Emre Dünder, Serpil Gümüştekin, Naci Murat and Mehmet Ali Cengiz
Process capability index for bivariate exponentially distributed quality characteristics and its sampling properties pp. 11099-11109: Vidhika Tiwari and N. K. Singh
Modification of GEE1 and linear mixed-effects models for heteroscedastic longitudinal Gaussian data pp. 11110-11122: Eiji Nakashima
The successive raising estimator and its relation with the ridge estimator pp. 11123-11142: J. García and D. E. Ramirez
Shared inverse Gaussian frailty models based on additive hazards pp. 11143-11162: David D. Hanagal and Arvind Pandey
Affiliation networks with an increasing degree sequence pp. 11163-11180: Yong Zhang, Xiaodi Qian, Hong Qin and Ting Yan
Two-sample tests for sparse high-dimensional binary data pp. 11181-11193: Amanda Plunkett and Junyong Park
On the existence of maximum likelihood estimates for weighted logistic regression pp. 11194-11203: Guoping Zeng
Sample size estimation for comparing rates of change in K-group repeated count outcomes pp. 11204-11213: Ying Lou, Jing Cao and Chul Ahn
Bayesian estimation for first-order autoregressive model with explanatory variables pp. 11214-11227: Kai Yang and Dehui Wang
Empirical likelihood for high-dimensional partially linear model with martingale difference errors pp. 11228-11242: Guo-Liang Fan, Zhi-Qiang Jiang and Jiang-Feng Wang
A Mann–Whitney type effect measure of interaction for factorial designs pp. 11243-11260: Jan De Neve and Olivier Thas
Progress on a conjecture regarding the triangular distribution pp. 11261-11271: Hien D. Nguyen and Geoffrey J. McLachlan
A statistical approach to social network monitoring pp. 11272-11288: Ebrahim Mazrae Farahani, Reza Baradaran Kazemzadeh, Rassoul Noorossana and Ghazaleh Rahimian
A note on a by-claim risk model: Asymptotic results pp. 11289-11295: Jinzhu Li
On non parametric statistical inference for densities under long-range dependence pp. 11296-11314: Jan Beran and Nadja Schumm
The performance of the adaptive optimal estimator under the extended balanced loss function pp. 11315-11326: Nimet Özbay and Selahattin Kaçıranlar
Bayesian ratemaking under Dirichlet process mixtures pp. 11327-11340: J. Zhang, J. Huang and X. Wu
Using plausible values in secondary analysis in large-scale assessments pp. 11341-11357: Inga Laukaityte and Marie Wiberg
Particle swarm optimization based Liu-type estimator pp. 11358-11369: Deniz Inan, Erol Egrioglu, Busenur Sarica, Oykum Esra Askin and Mujgan Tez
Estimation and testing procedures for the reliability functions of a general class of distributions pp. 11370-11382: Ajit Chaturvedi and Taruna Kumari
Non parametric hazard estimation with dependent censoring using penalized likelihood and an assumed copula pp. 11383-11403: Jing Xu, Jun Ma and Tania Prvan
The power series skew normal class of distributions pp. 11404-11423: Rasool Roozegar and Saralees Nadarajah

Volume 46, issue 21, 2017

Improved Ratio- and Product-Type Exponential Estimators for Population Mean in Case of Post-Stratification pp. 10387-10393: Rajesh Tailor, Ritesh Tailor and Sunil Chouhan
Monitoring means and covariances of multivariate non linear time series with heavy tails pp. 10394-10415: Robert Garthoff and Wolfgang Schmid
On the uniformly asymptotic normality of frequency polygons for ψ-mixing samples pp. 10416-10425: Yuzhuo Wen and Guo-dong Xing
Outliers in incomplete multiresponse experiments pp. 10426-10445: Raju Kumar and Lal Mohan Bhar
Detecting structural change with heteroskedasticity pp. 10446-10455: Mumtaz Ahmed, Gulfam Haider and Asad Zaman
Designing of a mixed-chain sampling plan based on the process capability index with chain sampling as the attributes plan pp. 10456-10475: M. Usha and S. Balamurali
A letter to the editor about “Machado, M.A.G. and Costa A.F.B. (2014), some comments regarding the synthetic chart. Communications in Statistics---Theory and Methods, 43(14), 2897–2906” pp. 10476-10480: S.C. Shongwe and M.A. Graham
Application of decreasing integrated hazard in Rahim and Banerjee model on economic design of X‾$\bar{X}$-control charts for systems with increasing failure rate and early replacement pp. 10481-10494: M. A. Pasha, Y. Khadem and M. B. Moghadam
A generalized approach to economic design of control charts: A discussion on implementing pp. 10495-10506: M. A. Pasha, M. B. Moghadam and Sh. Fani
On a perturbed dual risk model with dependence between inter-gain times and gain sizes pp. 10507-10517: Zhong Li, Kristina P. Sendova and Chen Yang
Biparametric zero-modified power series distributions: Bayesian analysis under a reference prior approach pp. 10518-10536: Katiane S. Conceição, Vera Tomazella, Marinho G. Andrade and Francisco Louzada
Strong consistency of non parametric kernel regression estimator for strong mixing samples pp. 10537-10548: Xiutao Yang, Shanchao Yang and Xin Yang
Pairwise comparisons of treatments with ordinal responses in a two-way setting pp. 10549-10563: Tong-Yu Lu, Yueqiong Lin and Junjiang Zhong
Bayesian mixture model averaging for identifying the different gene expressions of chickpea (Cicer arietinum) plant tissue pp. 10564-10581: Ani Budi Astuti, Nur Iriawan, Irhamah and Heri Kuswanto
An alternative measure of ordinal association as a value-validity correction of the Goodman–Kruskal gamma pp. 10582-10593: Tarald O. Kvålseth
Chernoff distance for doubly truncated distributions pp. 10594-10606: Chanchal Kundu
Standard errors for the Laspeyres index number with autocorrelated error models pp. 10607-10616: Arfa Maqsood and S. M. Aqil Burney
The modified Fréchet distribution and its properties pp. 10617-10639: Claudio J. Tablada and Gauss M. Cordeiro
Non-parametric tests for the tail equivalence via empirical likelihood pp. 10640-10656: Yuexiang Jiang, Haoze Sun, Yi Zhang and Huaigang Long
Additive hazards regression of current status data with auxiliary covariates pp. 10657-10671: Yanqin Feng, Yuan Dong and Yang Li
A new test for single against competing risks models in duration analysis pp. 10672-10684: Cao Chao and Masahito Kobayashi
Orthogonal main-effect plans in row–column designs for two-level factorial experiments pp. 10685-10691: P. C. Wang
Complete convergence for weighted sums of mixingale sequences and statistical applications pp. 10692-10701: Lin Zhang, Yu Miao, Jianyong Mu and Jie Xu
Corrigendum to: “Covariance matrix formula for generalized linear models with unknown dispersion” by G. M. Cordeiro, L. P. Barroso, and D. A. Botter [Communications in Statistics—Theory and Methods (2006) 35(1), 113–120] pp. 10702-10704: Tiago M. Magalhães, Denise A. Botter and Mônica C. Sandoval
The effect of dependence on distribution of the functions of random variables pp. 10704-10717: Ali Dolati, Rasool Roozegar, Najmeh Ahmadi and Zohreh Shishebor
The performance of model averaged tail area confidence intervals pp. 10718-10732: Paul Kabaila, A. H. Welsh and Rheanna Mainzer
Robust optimal investment and proportional reinsurance toward joint interests of the insurer and the reinsurer pp. 10733-10757: Jieming Zhou, Xiangqun Yang and Ya Huang
On estimation of population mean based on two measurements pp. 10758-10767: Saralees Nadarajah, Rui Li, Rasool Roozegar and Ali Dolati
A mixture model for dimension reduction pp. 10768-10787: Jean-Luc Dortet-Bernadet and Laurent Gardes
Confidence distributions applied to propagating uncertainty to inference based on estimating the local false discovery rate: A fiducial continuum from confidence sets to empirical Bayes set estimates as the number of comparisons increases pp. 10788-10799: David R. Bickel
The exponentiated transmuted-G family of distributions: Theory and applications pp. 10800-10822: Faton Merovci, Morad Alizadeh, Haitham M. Yousof and G. G. Hamedani
An evaluation of common methods for dichotomization of continuous variables to discriminate disease status pp. 10823-10834: S. L. Prince Nelson, V. Ramakrishnan, P. J. Nietert, D. L. Kamen, P. S. Ramos and B. J. Wolf
Small area estimation under a multivariate linear model for repeated measures data pp. 10835-10850: Innocent Ngaruye, Joseph Nzabanita, Dietrich von Rosen and Martin Singull
Randomly weighted sums and their maxima with heavy-tailed increments and dependence structure pp. 10851-10863: Shijie Wang, Yiyu Hu, Jijiao He and Xuejun Wang
Parameter estimation for Ornstein–Uhlenbeck processes of the second kind driven by α-stable Lévy motions pp. 10864-10878: Qian Yu, Guangjun Shen and Mingxiang Cao
Parameter estimation for mixtures of skew Laplace normal distributions and application in mixture regression modeling pp. 10879-10896: Fatma Zehra Doğru and Olcay Arslan
The Frisch–Waugh–Lovell theorem for the lasso and the ridge regression pp. 10897-10902: Hiroshi Yamada

Volume 46, issue 20, 2017

Orderings for series and parallel systems comprising heterogeneous exponentiated Weibull-geometric components pp. 9869-9880: Ghobad Barmalzan, Amir T. Payandeh Najafabadi and Narayanaswamy Balakrishnan
The strong laws of large numbers for weighted sums of extended negatively dependent random variables pp. 9881-9891: Guohui Zhang
A decomposition of the Bradley–Blackwood paired-samples omnibus test pp. 9892-9896: Kevin Hayes, Kevin O’Brien and Anthony Kinsella
A new generalized odd log-logistic family of distributions pp. 9897-9920: Hossein Haghbin, Gamze Ozel, Morad Alizadeh and G. G. Hamedani
Theoretical evaluation of prediction error in linear regression with a bivariate response variable containing missing data pp. 9921-9929: Lars Erik Gangsei, Trygve Almøy and Solve Sæbø
Asymptotic properties of the maximum-likelihood estimator in zero-inflated binomial regression pp. 9930-9948: Alpha Oumar Diallo, Aliou Diop and Jean-François Dupuy
Higher-order expansions of extremes from mixed skew-t distribution pp. 9949-9971: Jingyao Hou, Xin Liao and Zuoxiang Peng
Reliability computing method combined with compressed storage and Krylov subspace for phased-mission system pp. 9972-9984: Hua Yan, Li Gao, Kui Wang and Lei Qi
On Fisher’s dispersion test for integer-valued autoregressive Poisson models with applications pp. 9985-9994: Sangyeol Lee, Siyun Park and Cathy W. S. Chen
Fourier-cosine method for pricing forward starting options with stochastic volatility and jumps pp. 9995-10004: Sumei Zhang and Junhao Geng
Not every Gibbs sampler is a special case of the Metropolis–Hastings algorithm pp. 10005-10009: Douglas VanDerwerken
A new revised version of McNemar's test for paired binary data pp. 10010-10024: Yunqing Lu, Min Wang and Gengsheng Zhang
On tests detecting difference in means and variances simultaneously under normality pp. 10025-10035: Hyo-Il Park
Robust test for independence in high dimensions pp. 10036-10050: Guangyu Mao
Revisiting purchasing power parity in BRICS countries using more powerful quantile unit-root tests with stationary covariates pp. 10051-10057: Hongfeng Peng, Zhijie Liu and Tsangyao Chang
Estimation of inaccuracy measure for censored dependent data pp. 10058-10070: G. Rajesh, E. I. Abdul Sathar and K. V. Viswakala
Semi-non parametric smooth isotonic regression pp. 10071-10087: Xianzheng Huang
Testing monotonic equilibrium residual entropy of N-State Random Evolution pp. 10088-10096: Mohammad Sepehrifar and Shantia Yarahmadian
Modeling binary familial data using Gaussian copula pp. 10097-10102: Yihao Deng
On hypothesis tests in misspecified change-point problems for a Poisson process pp. 10103-10115: Christian Farinetto
Moderate deviations for the random weighted sums of END random variables with consistently varying tails pp. 10116-10134: Yinghua Dong and Dingcheng Wang
Estimation of finite population mean in simple and stratified random sampling using two auxiliary variables pp. 10135-10148: Javid Shabbir and Sat Gupta
Economic and economic-statistical designs of the T2 control charts with SVSSI sampling scheme pp. 10149-10165: Mehdi Katebi, Asghar Seif and Alireza Faraz
Multivariate log-Birnbaum–Saunders regression models pp. 10166-10178: Guillermo Martínez-Flórez, Rafael Bráz Azevedo Farias and Germán Moreno-Arenas
Decomposition of the main effects and interaction term by using orthogonal polynomials in multiple non symmetrical correspondence analysis pp. 10179-10188: Antonello D'Ambra, Pietro Amenta and Anna Crisci
Complete moment convergence for weighted sums of extended negatively dependent random variables pp. 10189-10202: Yanchun Yi, Dehua Qiu and Pingyan Chen
The Kumaraswamy GEV distribution pp. 10203-10235: S. Eljabri and S. Nadarajah
Alpha power Weibull distribution: Properties and applications pp. 10236-10252: M. Nassar, A. Alzaatreh, M. Mead and O. Abo-Kasem
Pseudo maximum-likelihood estimation of the univariate GARCH (1,1) and asymptotic properties pp. 10253-10271: Eugene Kouassi, Patrice Takam Soh, Jean Marcelin Bosson Brou and Emile Herve Ndoumbe
A unified approach to adaptive Shewhart control charts pp. 10272-10293: Shashibhushan B. Mahadik
Penalized spline joint models for longitudinal and time-to-event data pp. 10294-10314: Pham Thi Thu Huong, Darfiana Nur and Alan Branford
Inference of R = P[X pp. 10315-10326: Salman Babayi and Esmaile Khorram
Bayesian inference and forecasting in the stationary bilinear model pp. 10327-10347: Roberto Leon-Gonzalez and Fuyu Yang
A note on the mean residual life of a coherent system with a cold standby component pp. 10348-10358: Ahmad Mirjalili, Mohammad Khanjari Sadegh and Majid Rezaei
A new class of distribution having decreasing, increasing, and bathtub-shaped failure rate pp. 10359-10372: S. K. Maurya, A. Kaushik, S. K. Singh and U. Singh
Complete moment convergence and Lr convergence for asymptotically almost negatively associated random variables pp. 10373-10386: Mengmei Xi, Xufei Tang, Junjie Lin, Ming Wang and Xuejun Wang

Volume 46, issue 19, 2017

Remarks on the L1 distance in statistical data analysis pp. 9355-9363: Robert J. Budzyński and Witold Kondracki
Adaptive-Cox model averaging for right-censored data pp. 9364-9376: Yu-Mei Chang, Pao-Sheng Shen and Chun-Shu Chen
A note on mixingale limit theorems and stable convergence in law pp. 9377-9387: Shin S. Ikeda
A note on the finite-dimensional Dirichlet prior pp. 9388-9396: Xia Yemao and Gou Jianwei
Estimating the Pólya process pp. 9397-9406: Yarong Feng, Xing Chen, Liyi Jia, Xiruo Song and Hosam M. Mahmoud
Chebyshev's inequality for Hilbert-space valued random elements with estimated mean and covariance pp. 9407-9414: B. L. S. Prakasa Rao
The generalizations of strong law of large numbers for asymptotic even–odd Markov chains indexed by a homogeneous tree pp. 9415-9424: Ying Tang and Weiguo Yang
Asymptotic posterior distributions for balanced nested multi-way models with a large number of main effect levels pp. 9425-9440: Chun-Lung Su
Generalized confidence intervals compatible with the Min test for simultaneous comparisons of one subpopulation to several other subpopulations pp. 9441-9449: Julia N. Soulakova
On estimating uniform distribution via linear Bayes method pp. 9450-9458: Lichun Wang and Haocheng Wang
Equilibrium excess-of-loss reinsurance–investment strategy for a mean–variance insurer under stochastic volatility model pp. 9459-9475: Danping Li, Ximin Rong and Hui Zhao
Three-group ROC predictive analysis for ordinal outcomes pp. 9476-9493: Tahani Coolen-Maturi
Erlang–Lindley distribution pp. 9494-9506: M. M. E. Abd El-Monsef, W. A. Hassanein and N. M. Kilany
Credit risk assessment with Bayesian model averaging pp. 9507-9517: Silvia Figini and Paolo Giudici
Concomitant record ranked set sampling pp. 9518-9540: Jerin Paul and P. Yageen Thomas
Linear wavelet estimation of the derivatives of a regression function based on biased data pp. 9541-9556: Yogendra P. Chaubey, Christophe Chesneau and Fabien Navarro
Efficient estimation of population mean of sensitive variable in presence of scrambled responses pp. 9557-9565: Housila P. Singh and Swarangi M. Gorey
Correcting double outward box distributed residuals by WCEV pp. 9566-9590: Reşit Çelik
Estimation and prediction for a Burr type-III distribution with progressive censoring pp. 9591-9613: Devendra Pratap Singh, Yogesh Mani Tripathi, Manoj Kumar Rastogi and Nikhil Dabral
Extended scaled prediction variance optimality for modified central composite design pp. 9614-9624: Jin H. Oh, Sung H. Park and Soon S. Kwon
Multivariate Chebyshev inequality in generalized measure space based on Choquet integral pp. 9625-9628: Hamzeh Agahi
An efficient new randomized response model pp. 9629-9635: Housila P. Singh and Swarangi M. Gorey
A new confidence interval in measurement error model with the reliability ratio known pp. 9636-9650: Liang Yan and Xingzhong Xu
Gap-based inverse sampling pp. 9651-9661: Bardia Panahbehagh and Jennifer Brown
Multipower variation from generalized difference for fractional integral processes with jumps pp. 9662-9678: Guangying Liu, Lixin Zhang and Xinian Fang
Simultaneous inference for treatment regimes pp. 9679-9690: Lu Wang, Yong Lin and John T. Chen
Nearly optimal covariate designs—Part I pp. 9691-9702: Ganesh Dutta and Bikas Kumar Sinha
Nearly optimal covariate designs—Part II pp. 9703-9725: Ganesh Dutta and Bikas Kumar Sinha
An absolutely continuous bivariate Topp–Leone distribution: A useful model on a bounded domain pp. 9726-9742: Ali İ. Genç
Generalized empirical likelihood inference in partially linear model for longitudinal data with missing response variables and error-prone covariates pp. 9743-9762: Juanfang Liu, Liugen Xue and Ruiqin Tian
Frailty models power variance function with cure fraction and latent risk factors negative binomial pp. 9763-9776: Vinicius Fernando Calsavara, Agatha Sacramento Rodrigues, Vera Lúcia Damasceno Tomazella and Mário de Castro
An extension of Horvitz–Thompson estimator used in adaptive cluster sampling to continuous universe pp. 9777-9786: Tomasz Ba̧k
Lower bounds for expected sample size of sequential procedures for the multinomial selection problems pp. 9787-9794: Iskander Kareev
Testing serial correlation in partially linear models with validation data pp. 9795-9806: Feng Liu, Xiangyong Tan, Sitong Guo and Xinmei Kang
Bayesian prediction for two-stage sequential analysis in clinical trials pp. 9807-9816: Hayet Merabet, Ahlam Labdaoui and Pierre Druilhet
Multivariate discrete reversed hazard rates pp. 9817-9833: P. G. Sankaran, Nidhi P. Ramesh and N. Unnikrishnan Nair
A general approximation to quantiles pp. 9834-9841: Chang Yu and Daniel Zelterman
General standby allocation in series and parallel systems pp. 9842-9858: Nil Kamal Hazra and Asok K. Nanda
Bayesian shrinkage estimation based on Rayleigh type-II censored data pp. 9859-9868: M. Naghizadeh Qomi

Volume 46, issue 18, 2017

The true maximum-likelihood estimators for the generalized Gaussian distribution with p = 3, 4, 5 pp. 8821-8835: Rui Li and Saralees Nadarajah
Diagnostics for quasi-likelihood nonlinear models pp. 8836-8851: Tian Xia, Xuejun Jiang and Xueren Wang
A note on asymptotic distributions in directed exponential random graph models with bi-degree sequences pp. 8852-8864: Jing Luo, Hong Qin, Ting Yan and Laala Zeyneb
A new two-parameter lifetime distribution with decreasing, increasing or upside-down bathtub-shaped failure rate pp. 8865-8880: Ayman M. Abd-Elrahman
Asymptotic random extremal ratio and product based on generalized order statistics and its dual pp. 8881-8896: M. A. Alawady, A. Elsawah, Jianwei Hu and Hong Qin
Construction of bivariate and multivariate weighted distributions via conditioning pp. 8897-8912: Barry C. Arnold, Indranil Ghosh and Ayman Alzaatreh
Schematic saturated orthogonal arrays obtained by using the contractive replacement method pp. 8913-8924: Shanqi Pang, Rong Yan and Sen Li
Disequilibrium multi-dividing ontology learning algorithm pp. 8925-8942: Jianzhang Wu, Xiao Yu and Wei Gao
Conditional moving linear regression: Modeling the recruitment process for ALLHAT pp. 8943-8951: Dejian Lai, Qiang Zhang, Jose-Miguel Yamal, Paula T. Einhorn and Barry R. Davis
Estimation under Cox proportional hazards model with covariates missing not at random pp. 8952-8972: Lisha Guo, X. Joan Hu and Yanyan Liu
Optional randomized response technique in two-phase sampling pp. 8973-8986: Raghunath Arnab and J. O. Olaomi
Economic design of non parametric sign control chart pp. 8987-8998: S. H. Patil and D. T. Shirke
Expected and unexpected values of individual Mahalanobis distances pp. 8999-9006: Deliang Dai, T. Holgersson and P. Karlsson
Mixture inverse Gaussian for unobserved heterogeneity in the autoregressive conditional duration model pp. 9007-9025: Emilio Gómez–Déniz and Jorge V. Pérez–Rodríguez
Exact likelihood inference for two populations from two-parameter exponential distributions under joint Type-II censoring pp. 9026-9041: Yahia Abdel-Aty
Interval estimation in discriminant analysis for large dimension pp. 9042-9052: Takayuki Yamada, Tetsuto Himeno and Tetsuro Sakurai
Limiting behavior of random Stieltjes partial sum: adjusted method of moments estimators pp. 9053-9062: Ahmad Reza Soltani and Kamel Abdollahnezhad
A new extension strategy on three-level factorials under wrap-around L2-discrepancy pp. 9063-9074: Tingxun Gou, Hong Qin and Kashinath Chatterjee
Some novel results on pairwise quasi-asymptotical independence with applications to risk theory pp. 9075-9085: Shijie Wang, Cen Chen and Xuejun Wang
Moment convergence rates for the uniform empirical process and the uniform sample quantile process pp. 9086-9091: Youyou Chen and Tailong Li
Testing homogeneity in semiparametric mixture case–control models pp. 9092-9100: Chong-Zhi Di, Kwun Chuen Gary Chan, Cheng Zheng and Kung-Yee Liang
Recursive kernel density estimators under missing data pp. 9101-9125: Yousri Slaoui
Vine copula constructions of higher-dimensional dependent reliability systems pp. 9126-9136: Xujie Jia, Jingyuan Shen, Liying Wang and Zhongping Li
Discrete random vectors generated by Taylor expansions pp. 9137-9149: Christopher S. Withers and Saralees Nadarajah
Network inference and community detection, based on covariance matrices, correlations, and test statistics from arbitrary distributions pp. 9150-9165: Thomas E. Bartlett
Extended exponential distribution based on order statistics pp. 9166-9184: Devendra Kumar, Sanku Dey and Saralees Nadarajah
Minimax estimators for the lower-bounded scale parameter of a location-scale family of distributions pp. 9185-9193: Yogesh Mani Tripathi, Somesh Kumar and C. Petropoulos
Covariance and variance evaluations of two estimators for drug–placebo difference in a trial with sequential parallel design pp. 9194-9217: Yanning Liu
Hill's estimator under weak dependence pp. 9218-9229: Karima Boualam and Youcef Berkoun
Comparison of spatial interpolation methods in the first order stationary multiplicative spatial autoregressive models pp. 9230-9246: M. M. Saber and A. R. Nematollahi
Lp distance for kernel density estimator in length-biased data pp. 9247-9264: Vahid Fakoor and Raheleh Zamini
Single-stage sampling procedure of the t best populations under heteroscedasticity pp. 9265-9273: Miin-Jye Wen, Li-Ching Huang and Junjiang Zhong
A weighted stochastic restricted ridge estimator in partially linear model pp. 9274-9283: Jibo Wu and Yasin Asar
On perturbations of Stein operator pp. 9284-9302: A. N. Kumar and N. S. Upadhye
A fresh approach for intercession of nonresponse in multivariate longitudinal designs pp. 9303-9323: Kumari Priyanka and Richa Mittal
Statistical test based on intuitionistic fuzzy hypotheses pp. 9324-9334: Gholamreza Hesamian and Mohamad Ghasem Akbari
Some alternative bivariate Kumaraswamy models pp. 9335-9354: Barry C. Arnold and Indranil Ghosh

Volume 46, issue 17, 2017

Linearly admissible estimators of the common mean parameter under balanced loss function pp. 8307-8317: Mingxiang Cao and Xingzhong Xu
Construction of nearly uniform designs on irregular regions pp. 8318-8327: Zong-Feng Qi, Jian-Feng Yang, Yan Liu and Min-Qian Liu
Closed-form evaluation of integrals involving the gamma function pp. 8328-8342: Richard Labib and Simon de Montigny
Characterization results based on dynamic Tsallis cumulative residual entropy pp. 8343-8354: Vikas Kumar
Weak convergence to a class of multiple stochastic integrals pp. 8355-8368: Xichao Sun and Litan Yan
Non parametric multiple comparisons of non nested rival models pp. 8369-8386: Abdolreza Sayyareh
Extrapolation techniques in U-statistic variance estimation pp. 8387-8400: Qing Wang
Change detection in the mean of a white Gaussian process by the backward standardized sum pp. 8401-8418: Sungwhan Cho and Jin Jiang
Inequalities for sums of squares of reranked differences involving ties and missing data pp. 8419-8429: Ted Speevak
A small but practically useful modification to the Hodrick–Prescott filtering: A note pp. 8430-8434: Hiroshi Yamada
Use of scrambled response model in estimating the finite population mean in presence of non response when coefficient of variation is known pp. 8435-8449: Shakeel Ahmed, Javid Shabbir and Sat Gupta
Two-stage cluster sampling with hybrid ranked set sampling in the secondary sampling frame pp. 8450-8467: Abdul Haq
Inequalities involving expectations of selected functions in reliability theory to characterize distributions pp. 8468-8478: Chanchal Kundu and Amit Ghosh
The likelihood ratio test for high-dimensional linear regression model pp. 8479-8492: Junshan Xie and Nannan Xiao
On the independence of linear and quadratic forms in normal variates pp. 8493-8496: Jin Zhang
Construction of some mixed two- and four-level regular designs with GMC criterion pp. 8497-8509: Tian-Fang Zhang, Zhi-Ming Li, Jian-Feng Yang and Run-Chu Zhang
Testing Wagner's Law in India: A cointegration and causality analysis pp. 8510-8520: Kirandeep Kaur and Umme Afifa
Estimation and hypothesis testing in multivariate linear regression models under non normality pp. 8521-8543: M. Qamarul Islam
Optimal design of synthetic np control chart based on median run length pp. 8544-8556: Ming Ha Lee and Michael B. C. Khoo
The kernel regression estimation for randomly censored functional stationary ergodic data pp. 8557-8574: Nengxiang Ling and Yang Liu
Inference on the ratio of two coefficients of variation of two lognormal distributions pp. 8575-8587: Jun-mo Nam and Deukwoo Kwon
Bias reduction of the maximum-likelihood estimator for a conditional Gaussian MA(1) model pp. 8588-8602: Takeshi Kurosawa, Kohei Noguchi and Fumiaki Honda
A variable selection method for detecting abnormality based on the T2 test pp. 8603-8617: N. Shinozaki and T. Iida
Empirical likelihood for compound Poisson processes under infinite second moment pp. 8618-8627: Conghua Cheng, Zhi Liu and Yi Wan
Examples of doubly stochastic measures supported on the graphs of two functions pp. 8628-8630: Holly Carley
Elasticity function of a discrete random variable and its properties pp. 8631-8646: Ernesto J. Veres-Ferrer and Jose M. Pavía
Performance analysis of queue with two-stage vacation policy pp. 8647-8665: Qingqing Ye and Liwei Liu
Stationary distributions of the R[X]/R/1 cross-correlated queue pp. 8666-8689: Gopinath Panda, A. D. Banik and M. L. Chaudhry
Estimation and testing for semiparametric mixtures of partially linear models pp. 8690-8705: Xing Wu and Tian Liu
Weighted quantile average estimation for general linear models with missing covariates pp. 8706-8722: Jing Sun
Stochastic differential equation systems for an SIS epidemic model with vaccination and immigration pp. 8723-8736: Rahman Farnoosh and Mahmood Parsamanesh
On the asymptotic behavior of maxima and near-maxima of random observations from three parameter lognormal distribution pp. 8737-8747: J. Vasantha Kumari, R. Vasudeva and S. Ravi
Limiting distribution of the number of clumps of palindromes in DNA pp. 8748-8759: Drago Špoljarić and Ivo Ugrina
On the Bayesian inference of Kumaraswamy distributions based on censored samples pp. 8760-8777: Indranil Ghosh and Saralees Nadarajah
The exponentiated reduced Kies distribution: Properties and applications pp. 8778-8790: C. Satheesh Kumar and S. H. S. Dharmaja
Invariant properties of logistic regression model in credit scoring under monotonic transformations pp. 8791-8807: Guoping Zeng
The strong laws of large numbers for countable non homogeneous hidden Markov models pp. 8808-8819: Guoqing Yang, Weiguo Yang and Xiaotai Wu

Volume 46, issue 16, 2017

On the asymptotic approximation of inverse moment for non negative random variables pp. 7787-7797: Wenzhi Yang, Shuhe Hu and Xuejun Wang
A nominal association matrix with feature selection for categorical data pp. 7798-7819: Wenxue Huang, Yong Shi and Xiaogang Wang
Recurrence relations for single and product moments of generalized order statistics from Marshall–Olkin extended Pareto distributions pp. 7820-7826: Nayabuddin and Haseeb Athar
A note on the two-sample mean problem based on jackknife empirical likelihood pp. 7827-7836: Xinqi Wu, Sanguo Zhang and Qingzhao Zhang
Joint detection for functional polynomial regression with autoregressive errors pp. 7837-7854: Tao Zhang, Pengjie Dai and Qingzhao Zhang
An extension of Banerjee and Rahim model in economic and economic statistical designs for multivariate quality characteristics under Burr XII distribution pp. 7855-7871: A. A. Heydari, M. B. Moghadam and F. Eskandari
On the survival time of a repairable duplex system sustained by a cold standby unit subjected to a priority rule pp. 7872-7886: E. J. Vanderperre and S. S. Makhanov
Selecting the normal population with the smallest variance: A restricted subset selection rule pp. 7887-7901: Elena M. Buzaianu, Pinyuen Chen and S. Panchapakesan
Estimation equations for multivariate linear models with Kronecker structured covariance matrices pp. 7902-7915: Anna Szczepańska-Álvarez, Chengcheng Hao, Yuli Liang and Dietrich von Rosen
An extension of the generalized linear failure rate distribution pp. 7916-7933: M. R. Kazemi, A. A. Jafari and S. Tahmasebi
The definition of tree-indexed Markov chains in random environment and their existence pp. 7934-7941: Zhiyan Shi and Weiguo Yang
LAN property for an ergodic Ornstein–Uhlenbeck process with Poisson jumps pp. 7942-7968: Ngoc Khue Tran
Multiple non linear regression model for the maximum number of migratory bird types during migration years pp. 7969-7975: Mohammed Mohammed El Genidy
Role of concomitants of order statistics in determining parent bivariate distributions pp. 7976-7997: T. G. Veena and P. Yageen Thomas
Performance measures of M/G/1 retrial queues with recurrent customers, breakdowns, and general delays pp. 7998-8015: Hafida Saggou, Tassadit Lachemot and Megdouda Ourbih-Tari
A generalized version of Banerjee and Rahim model in economic and economic statistical designs of multivariate control charts under generalized exponential shock model pp. 8016-8026: Saeedreza Rafie, Masoud Ghaderi Moghadam and M. B. Moghadam
On a multivariate Lindley distribution pp. 8027-8045: Mhamed Mesfioui and Abdulrahman M. Abouammoh
A geometric process repair model for a cold standby repairable system with imperfect delay repair and priority in use pp. 8046-8058: Yuan Lin Zhang and Guan Jun Wang
A note on generating correlated matched-pair binary data through conditional linear family pp. 8059-8068: Ming Zhou and Zhao Yang
New classes of discrete bivariate distributions with application to football data pp. 8069-8085: Xiao Jiang, Jeffrey Chu and Saralees Nadarajah
Bayesian inference on multiply sequential order statistics from heterogeneous exponential populations with GLR test for homogeneity pp. 8086-8100: Majid Hashempour and Mahdi Doostparast
Improved estimation methods for unrelated question randomized response techniques pp. 8101-8112: Shen-Ming Lee, Ter-Chao Peng, Jean de Dieu Tapsoba and Shu-Hui Hsieh
Estimation of population coefficient of variation in simple and stratified random sampling under two-phase sampling scheme when using two auxiliary variables pp. 8113-8133: Javid Shabbir and Sat Gupta
Estimation of a parametric function associated with the lognormal distribution pp. 8134-8154: Jiangtao Gou and Ajit C. Tamhane
Mixture designs with orthogonal blocks pp. 8155-8165: Premadhis Das and Bikas K. Sinha
The almost sure convergence rate of the estimator of optimized certainty equivalent risk measure under α-mixing sequences pp. 8166-8177: Zhongde Luo and Shide Ou
A martingale-based test for independence of time to failure and cause of failure for competing risks models pp. 8178-8186: P. G. Sankaran, Isha Dewan and E. P. Sreedevi
A new robust and most powerful test in the presence of local misspecification pp. 8187-8198: Anil K. Bera, Gabriel Montes-Rojas and Walter Sosa-Escudero
Ergodicity of generalized Ait-Sahalia-type interest rate model pp. 8199-8209: Xinghu Jin and Zhenzhong Zhang
Karhunen–Loeve expansion for the additive detrended Brownian motion pp. 8210-8216: Xiaohui Ai
A note on dependence modeling for Bernoulli variables pp. 8217-8229: Engin A. Sungur and Jessica M. Orth
Predictive information and distance between past and future of a time series pp. 8230-8235: Umberto Triacca
A new computational approach test for one-way ANOVA under heteroscedasticity pp. 8236-8256: Hakan Tahiri Mutlu, Fikri Gökpinar, Esra Gökpinar, Hasan Hüseyin Gül and Gamze Güven
Generalized Kerridge’s inaccuracy measure for conditionally specified models pp. 8257-8268: S. Kayal and S. M. Sunoj
Perturbation diagnostics of autocorrelation coefficients in non linear mixed-effects models with AR(1) errors based on M-estimation pp. 8269-8277: Huihui Sun
Complete convergence and complete moment convergence for widely orthant-dependent random variables pp. 8278-8294: Yang Ding, Yi Wu, Songlin Ma, Xinran Tao and Xuejun Wang
Large and moderate deviations for modified Engel series pp. 8295-8306: Jian Liu and Lei Shang

Volume 46, issue 15, 2017

Statistical inference of partially linear panel data regression models with fixed individual and time effects pp. 7267-7288: Tian Liu
Bayesian credit ratings: A random forest alternative approach pp. 7289-7300: Imad Bou-Hamad
On a Skew Bimodal Normal–Normal distribution fitted to the Old-Faithful geyser data pp. 7301-7312: Sayed Mohammad Reza Alavi and Mahtab Tarhani
Large deviation expansion for maximum-likelihood estimator of α −Brownian bridge pp. 7313-7326: Shoujiang Zhao and Ting Chen
Densities and distribution functions of the ratio of two linear functions and the product of Gamma variates: A saddlepoint approach pp. 7327-7336: Ehab F. Abd-Elfattah
Wavelet estimators for the derivatives of the density function from data contaminated with heteroscedastic measurement errors pp. 7337-7354: Jinru Wang, Qingqing Zhang and Junke Kou
Truncated location-scale non linear regression models pp. 7355-7374: Carolina Costa Mota Paraíba, Carlos Alberto Ribeiro Diniz, Aline de Holanda Nunes Maia and Lineu Neiva Rodrigues
Bivariate regression models based on compound Poisson distribution pp. 7375-7389: Abdulhamid A. Alzaid, Fatimah E. Almuhayfith and Maha A. Omair
Efficient inference for parameters of unobservable periodic autoregressive time series pp. 7390-7408: Jingning Mei, Q. Shao and R. Liu
An objective Bayesian estimation in a two-period crossover design pp. 7409-7426: Dandan Li and Siva Sivaganesan
Modified Euler approximation of stochastic differential equation driven by Brownian motion and fractional Brownian motion pp. 7427-7443: Weiguo Liu and Jiaowan Luo
Minimally changed run sequences in factorial experiments pp. 7444-7459: Arpan Bhowmik, Eldho Varghese, Seema Jaggi and Cini Varghese
Planning the duration of a survival group sequential trial with a fixed follow-up time for all subjects pp. 7460-7478: Yanning Liu
Simultaneous decomposition of the variance by sources and subgroups – new insights pp. 7479-7494: Y. Parmet and E. Schechtman
Estimation of reliability in multicomponent stress–strength based on two parameter exponentiated Weibull Distribution pp. 7495-7502: G. Srinivasa Rao, Muhammad Aslam and Osama H. Arif
Generalized Holm’s procedure for multiple hypotheses testing problems pp. 7503-7510: Huajiang Li, Yi Ma and Hong Zhou
Local estimation for varying-coefficient models with longitudinal data pp. 7511-7528: Hongmei Lin, Riquan Zhang and Jianhong Shi
Strong laws of large numbers for sub-linear expectation without independence pp. 7529-7545: Zengjing Chen, Cheng Hu and Gaofeng Zong
Bayesian approach to epsilon-skew-normal family pp. 7546-7561: M. Maleki and A. R. Nematollahi
Empirical likelihood confidence regions in the single-index model with growing dimensions pp. 7562-7579: Guangren Yang, Xia Cui and Sumin Hou
Goodness-of-fit test under length-biased sampling pp. 7580-7592: S. M. A. Jahanshahi, A. Habibi Rad and V. Fakoor
Series estimation of functional-coefficient partially linear regression model pp. 7593-7602: Kien Tran and Mike Tsionas
On the complete convergence for martingale difference sequence pp. 7603-7611: Ying-Xia Chen, Shui-Li Zhang and Fu-Qiang Ma
Role of stylized features in constructing better estimators pp. 7612-7620: L. Ramprasath
Criticism of the predictive distribution pp. 7621-7629: Mathias Raschke
Analytic connections between a double design and its original design in terms of different optimality criteria pp. 7630-7641: Zujun Ou and Hong Qin
ANOVA models for Brownian motion pp. 7642-7660: Gordon Hazen, Daniel Apley and Neehar Parikh
Multivariate semi-α-Laplace distributions pp. 7661-7671: Hsiaw-Chan Yeh
On the sparse Bayesian learning of linear models pp. 7672-7691: Chia Chye Yee and Yves F. Atchadé
Permutation tests for homogeneity based on some characterizations pp. 7692-7702: N. G. Ushakov and V. G. Ushakov
Automatic structure discovery for varying-coefficient partially linear models pp. 7703-7716: Guangren Yang, Yanqing Sun and Xia Cui
Bayesian composite quantile regression for linear mixed-effects models pp. 7717-7731: Yuzhu Tian, Heng Lian and Maozai Tian
Improvement over variance estimation using auxiliary information in sample surveys pp. 7732-7750: Housila P. Singh and Surya K. Pal
Bayesian inference on extreme value distribution using upper record values pp. 7751-7768: Jung In Seo and Yongku Kim
Bivariate zero-inflated generalized Poisson regression model with flexible covariance pp. 7769-7785: Pouya Faroughi and Noriszura Ismail

Volume 46, issue 14, 2017

Sample size estimation for a two-group comparison of repeated count outcomes using GEE pp. 6743-6753: Ying Lou, Jing Cao, Song Zhang and Chul Ahn
The statistical impact of inflation on interest rates pp. 6754-6763: A. E. Monsalve-Cobis, W. González-Manteiga and W. Stute
Asymptotic normality for the estimator of non parametric regression model under ϕ-mixing errors pp. 6764-6773: Lulu Zheng, Yang Ding and Xuejun Wang
Relative effect sizes for measures of risk pp. 6774-6781: Jake Olivier, Warren L. May and Melanie L. Bell
Applications of quadrivariate exponential distribution to a three-unit warm standby system with dependent structure pp. 6782-6790: V. S. S. Yadavalli, V. S. Vaidyanathan, P. Chandrasekhar and S. Abbas
Replacement policies for age and working numbers with random life cycle pp. 6791-6802: Xufeng Zhao, Satoshi Mizutani and Toshio Nakagawa
Strong uniform consistency rates of kernel estimators of cumulative distribution functions pp. 6803-6807: Fuxia Cheng
Economic design based on a multivariate Bayesian VSI chart with a dual control limit pp. 6808-6822: Xing Zhang, Jian Liu and Chao Tan
A class of small deviation theorem for the sequences of countable state random variables with respect to homogeneous Markov chains pp. 6823-6830: Zhiyan Shi, Jinli Ji and Weiguo Yang
Retrospective change detection in categorical time series pp. 6831-6845: Edit Gombay, Fuxiao Li and Hao Yu
Sample size increase during a survival trial when interim results are promising pp. 6846-6863: Yanning Liu and Pilar Lim
Developing a restricted two-parameter Liu-type estimator: A comparison of restricted estimators in the binary logistic regression model pp. 6864-6873: Yasin Asar, Murat Erişoğlu and Mohammad Arashi
Coefficient of relationship for two symmetric alpha-stable variables when alpha is in the interval (1,2] pp. 6874-6881: Stanislaus S. Uyanto
Detecting influential observations in Watson data pp. 6882-6898: C. M. Barros, G. J. A. Amaral, A. D. C. Nascimento and A. H. M. A. Cysneiros
A profile Godambe information of power transformations for ARCH time series pp. 6899-6908: Sunah Chung and S.Y. Hwang
Empirical likelihood ratio under infinite second moment pp. 6909-6915: Conghua Cheng, Yiming Liu and Zhi Liu
Group runs revised m-of-k runs rule control chart pp. 6916-6935: Zhi Lin Chong, Michael B. C. Khoo, Ming Ha Lee and Chung-Ho Chen
Parameter estimation of the censored δ-shock model on uniform interval pp. 6936-6946: Bai Jing Pan, Ma Ming and Yang Ya Wen
Outlier detection in high-dimensional regression model pp. 6947-6958: Tao Wang and Zhonghua Li
Application of an imputation method for variance estimation under pseudo-likelihood when missing data are NMAR pp. 6959-6966: Amy M. Kwon and Gong Tang
A joint-adaptive np control chart with multiple dependent state sampling scheme pp. 6967-6979: Wenhui Zhou, Qiang Wan, Yanfang Zheng and Yong-wu Zhou
Mixed multivariate EWMA-CUSUM control charts for an improved process monitoring pp. 6980-6993: Jimoh Olawale Ajadi and Muhammad Riaz
Inference for random coefficient INAR(k) with the occasional level shift random noise based on dual empirical likelihood pp. 6994-7006: Shuxia Zhang and Boping Tian
Polynomial logistic distribution associated with a cubic polynomial pp. 7007-7019: Ümit Aksoy, Sofiya Ostrovska and Ahmet Yaşar Özban
On extreme order statistics from heterogeneous beta distributions with applications pp. 7020-7038: Peng Zhao, Lei Wang and Yiying Zhang
A new perspective in functional EIV linear model: Part I pp. 7039-7062: Ali Al-Sharadqah
Dividend barrier and ruin problems for a risk model with delayed claims pp. 7063-7084: Jie-hua Xie and Wei Zou
Weighted Renyi's entropy for lifetime distributions pp. 7085-7098: Mohammadreza Nourbakhsh and Gholamhoseein Yari
Limit distributions of order statistics with random indices in a stationary Gaussian sequence pp. 7099-7113: H. M. Barakat, E. M. Nigm and E. O. Abo Zaid
Gini index based goodness-of-fit test for the logistic distribution pp. 7114-7124: Hadi Alizadeh Noughabi
The Bayes rule of the variance parameter of the hierarchical normal and inverse gamma model under Stein's loss pp. 7125-7133: Ying-Ying Zhang
Bounds for the expected value of the stochastic Divisia's price index pp. 7134-7146: Jacek Białek
The bivariate alpha-skew-normal distribution pp. 7147-7156: Francisco Louzada, Anderson Ara and Guilherme Fernandes
On estimation of the change points in multivariate regression models with structural changes pp. 7157-7173: Fuqi Chen and Sévérien Nkurunziza
A dynamic hurdle model for zero-inflated count data pp. 7174-7187: Gregori Baetschmann and Rainer Winkelmann
Non-parametric MANOVA approaches for non-normal multivariate outcomes with missing values pp. 7188-7200: Fanyin He, Sati Mazumdar, Gong Tang, Triptish Bhatia, Stewart J. Anderson, Mary Amanda Dew, Robert Krafty, Vishwajit Nimgaonkar, Smita Deshpande, Martica Hall and Charles F. Reynolds
Effectual variance estimation strategy in two-occasion successive sampling in presence of random non response pp. 7201-7224: G. N. Singh, A. K. Sharma and A. Bandyopadhyay
On generalized variance of product of powered components and multiple stable Tweedie models pp. 7225-7237: Johann Cuenin, Adrien Faivre and Célestin C. Kokonendji
Inference for a simple step-stress model with progressively censored competing risks data from Weibull distribution pp. 7238-7255: Fen Liu and Yimin Shi
Complete moment convergence of widely orthant dependent random variables pp. 7256-7265: Xi Liu, Yan Shen, Jie Yang and Yamei Lu

Volume 46, issue 13, 2017

Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood non linear models with stochastic regression pp. 6229-6239: Xuejun Jiang, Tian Xia and Xueren Wang
Bimodal Birnbaum–Saunders distribution with applications to non negative measurements pp. 6240-6257: Neveka M. Olmos, Guillermo Martínez-Flórez and Heleno Bolfarine
On balanced incomplete Latin square designs pp. 6258-6263: B. N. Mandal and Sukanta Dash
Bayesian inference and prediction of the Pareto distribution based on ordered ranked set sampling pp. 6264-6279: Mostafa M. Mohie El-Din, Mohamed S. Kotb, Ehab F. Abd-Elfattah and Haidy A. Newer
Asymptotic normality for a non parametric estimator of conditional quantile with left-truncated data pp. 6280-6292: Mei Yao, Jiang-Feng Wang and Lu Lin
Extending the Barnard’s test to non-inferiority pp. 6293-6302: Félix Almendra-Arao, David Sotres-Ramos and Magin Zuñiga-Estrada
Consistent variable selection via the optimal discovery procedure in multiple testing pp. 6303-6322: Li Wang and Xingzhong Xu
Two-sample high-dimensional empirical likelihood pp. 6323-6335: Jianglin Fang, Wanrong Liu and Xuewen Lu
Prediction of the residual failure processes based on the process history pp. 6336-6357: Ji Hwan Cha and F. G. Badía
Vine copula models with GLM and sparsity pp. 6358-6381: Dezhao Han, Ken Seng Tan and Chengguo Weng
The mean general residual lifetime of (n − k + 1)-out-of-n systems with exchangeable components pp. 6382-6400: E. Salehi and S. S. Hashemi-Bosra
Optimal designs for additive mixture model with heteroscedastic errors pp. 6401-6411: Fei Yan, Chongqi Zhang and Heng Peng
Generalized elliptical distributions pp. 6412-6432: M. Arashi and S. Nadarajah
Stochastic properties of the mixed accelerated hazard models pp. 6433-6445: Ping Li, Xiaoliang Ling and Weiyong Ding
The raise estimator estimation, inference, and properties pp. 6446-6462: Roman Salmeron, Catalina Garcia, Jose Garcia and Maria del Mar Lopez
Heteroskedasticity–robust tests with minimum size distortion pp. 6463-6477: Patrick Richard
Model-based study of families of exponential-type estimators in presence of non response pp. 6478-6490: Ajeet Kumar Singh, Priyanka Singh and V. K. Singh
A probabilistic approach to Wallis’ formula pp. 6491-6496: Zhengyuan Wei, Juan Li and Xiaoyang Zheng
Analysis of incomplete data in the presence of dependent competing risks from Marshall–Olkin bivariate Weibull distribution under progressive hybrid censoring pp. 6497-6511: Jing Cai, Yimin Shi and Bin Liu
On sufficient conditions for the comparison of some quantile-based measures pp. 6512-6527: Félix Belzunce and Carolina Martínez-Riquelme
Mixture of extreme-value distributions: identifiability and estimation pp. 6528-6542: C. E. G. Otiniano, C. R. Gonçalves and C. C. Y. Dorea
A new method for generating distributions with an application to exponential distribution pp. 6543-6557: Abbas Mahdavi and Debasis Kundu
Penalized composite quantile estimation for censored regression model with a diverging number of parameters pp. 6558-6578: Huilan Liu and Hu Yang
Classes of estimators for population mean using auxiliary variable in stratified population in the presence of non response pp. 6579-6589: B. B. Khare and P. S. Jha
A bivariate first-order signed integer-valued autoregressive process pp. 6590-6604: Jan Bulla, Christophe Chesneau and Maher Kachour
Marginal distribution of Markov-switching VAR processes pp. 6605-6623: Gabriele Fiorentini, Christophe Planas and Alessandro Rossi
Designing optimal double-sampling plan based on process capability index pp. 6624-6634: Mohammad Saber Fallah Nezhad and Sina Seifi
Estimation and test of conditional Kendall's Tau under bivariate left-truncation data pp. 6635-6644: Jin-Jian Hsieh and Zih-Jyun Li
A modified Liu-type estimator with an intercept term under mixture experiments pp. 6645-6667: Ai-Chun Chen and Takeshi Emura
Test for the mean matrix in a Growth Curve model for high dimensions pp. 6668-6683: Muni S. Srivastava and Martin Singull
Fitting finite mixture models using iterative Monte Carlo classification pp. 6684-6693: Jing Xu and Jun Ma
On the rate of convergence of the Robbins–Monro's algorithm in a linear stochastic ill-posed problem with α-mixing data pp. 6694-6703: Nabila Aiane and Abdelnasser Dahmani
Trend estimation of multivariate time series with controlled smoothness pp. 6704-6726: Victor M. Guerrero, Alejandro Islas-Camargo and L. Leticia Ramirez-Ramirez
Statistical inference for α-series process with gamma distribution pp. 6727-6736: Mahmut Kara, Halil Aydoğdu and Birdal Şenoğlu
A note on exact calculation of the non central hypergeometric distribution pp. 6737-6741: Bruce Barrett

Volume 46, issue 12, 2017

On weighted generalized entropy pp. 5707-5727: Suchismita Das
On the reciprocity of connections in weighted and unweighted networks pp. 5728-5737: Johannes Ledolter and Franklin Dexter
Latent variable model for mixed correlated power series and ordinal longitudinal responses with non ignorable missing values pp. 5738-5753: F. Razie, E. Bahrami Samani and M. Ganjali
An optimal k of kth MA-ARIMA models under a class of ARIMA model pp. 5754-5765: Issam Dawoud and Selahattin Kaçiranlar
The effects of measurement error on the MAX EWMAMS control chart pp. 5766-5778: S. Abedin Daryabari, S. Mohammad Hashemian, Ali Keyvandarian and Shekary A. Maryam
Discussion on the common threshold of several exponential distributions with different rates pp. 5779-5794: S. H. Lin and R. S. Wang
A Bayesian control chart for a common coefficient of variation pp. 5795-5811: R. van Zyl and A. J. van der Merwe
Shared gamma frailty models based on reversed hazard rate for modeling Australian twin data pp. 5812-5826: David D. Hanagal and Susmita M. Bhambure
Bayesian multiple change-point estimation for exponential distribution with truncated and censored data pp. 5827-5839: Chaobing He
Survival function estimation with non parametric adaptive refined descriptive sampling algorithm: A case study pp. 5840-5850: Megdouda Ourbih-Tari and Mahdia Azzal
The use of temporally aggregated data on detecting a mean change of a time series process pp. 5851-5871: Bu Hyoung Lee and William W. S. Wei
Objective Bayesian hypothesis testing in regression models with first-order autoregressive residuals pp. 5872-5887: Yongku Kim, Woo Dong Lee, Sang Gil Kang and Dal Ho Kim
Asymptotic tail behavior of a random sum with conditionally dependent subexponential summands pp. 5888-5895: Yanfang Zhang and Fengyang Cheng
An extension on INAR models with discrete Laplace marginal distributions pp. 5896-5913: Miodrag S. Djordjević
Synthetic double sampling s chart pp. 5914-5931: Ming Ha Lee and Michael B. C. Khoo
On Esseen type inequalities for combinatorial random sums pp. 5932-5940: Andrei N. Frolov
Non parametric sequential estimation of the probability density function by orthogonal series pp. 5941-5955: Karima Lagha and Smail Adjabi
Tabulations for value at risk and expected shortfall pp. 5956-5984: Saralees Nadarajah, Stephen Chan and Emmanuel Afuecheta
Optimal investment and consumption with unknown parameters pp. 5985-5993: Weijia Zhang and Po Yang
On the limit distribution of a second-order semi-Markov chain in state and duration pp. 5994-5999: Guglielmo D’Amico, Filippo Petroni and Flavio Prattico
Estimation of conditional mode with truncated, censored, and dependent data pp. 6000-6016: Jong-Il Baek and Si-Li Niu
Estimation in a change-point non linear quantile model pp. 6017-6034: Gabriela Ciuperca
Collaborative sliced inverse regression pp. 6035-6053: Alessandro Chiancone, Stéphane Girard and Jocelyn Chanussot
A new exponentiated class of distributions: Properties and applications pp. 6054-6073: S. Rezaei, A. K. Marvasty, S. Nadarajah and M. Alizadeh
Testing for serial correlation in linear model with validation data pp. 6074-6084: Feng Liu, Xiangyong Tan, Sitong Guo and Xinmei Kang
Second-order asymptotic loss of the MLE of a truncation parameter for a truncated exponential family of distributions pp. 6085-6097: M. Akahira and N. Ohyauchi
A new generalization of alpha-skew-normal distribution pp. 6098-6111: Maryam Sharafi, Zahra Sajjadnia and Javad Behboodian
Some tests for the allometric extension model in regression pp. 6112-6118: James R. Schott
“What If” analysis: Benefits of utilizing a “What If” analysis in excel pp. 6119-6129: Corey Peltier
Orthogonal polynomials generated by random vectors pp. 6130-6136: Christopher S. Withers and Saralees Nadarajah
Sparse Bayesian variable selection in multinomial probit regression model with application to high-dimensional data classification pp. 6137-6150: Yang Aijun, Jiang Xuejun, Xiang Liming and Lin Jinguan
Reliability inference for a general lower-truncated family of distributions under records pp. 6151-6173: Liang Wang
Reliability analysis of masked data in adaptive step-stress partially accelerated lifetime tests with progressive removal pp. 6174-6191: Bin Liu, Yimin Shi, Jing Cai and Ruibing Wang
Asymptotic inference in poverty indices: an empirical processes approach pp. 6192-6212: Cheikh Tidiane Seck, Joseph Ngatchou-Wandji and Gane Samb Lô
Generalized confounded row–column designs pp. 6213-6221: Anindita Datta, Seema Jaggi, Eldho Varghese and Cini Varghese
Characterization of Lindley distribution by truncated moments pp. 6222-6227: M. Ahsanullah, M. E. Ghitany and D. K. Al-Mutairi

Volume 46, issue 11, 2017

Finite-sample distributions of the Wald, likelihood ratio, and Lagrange multiplier test statistics in the classical linear model pp. 5195-5202: Thomas Parker
A non parametric approach to monitor simple linear profiles in phases I and II pp. 5203-5222: Ali Sayyad, Seyed Taghi Akhavan Niaki and Behrouz Afshar-Najafi
Comments on “Detecting Outliers in Gamma Distribution” by M. Jabbari Nooghabi et al. (2010) pp. 5223-5227: M. Magdalena Lucini and Alejandro C. Frery
Optimal acceptance sampling policy considering Bayesian risks pp. 5228-5237: Saeed Adibfar, Mohammad Saber Fallah Nezhad and Roya Jafari
Cross-validation: What is it and how is it used in regression? pp. 5238-5251: Kristi Morin and John L. Davis
Ignorability conditions for frequentist non parametric analysis of conditional distributions with incomplete data pp. 5252-5264: Shaun Bender and Daniel F. Heitjan
Some limit theorems of delayed sums for rowwise conditionally independent stochastic arrays pp. 5265-5272: Z.-Z. Wang
On some generalized ageing orderings pp. 5273-5291: Asok K. Nanda, Nil Kamal Hazra, D. K. Al-Mutairi and M. E. Ghitany
An FFT approach for option pricing under a regime-switching stochastic interest rate model pp. 5292-5310: Kun Fan, Yang Shen, Tak Kuen Siu and Rongming Wang
The Lamé class of Lorenz curves pp. 5311-5326: José María Sarabia, Vanesa Jordá and Carmen Trueba
Partially adaptive quantile estimators pp. 5327-5341: David J. Mauler, James McDonald and Logan C. Tatham
Robust estimation for partially linear single-index model pp. 5342-5356: Zean Li, Weihua Zhao, Riquan Zhang and Jicai Liu
On the efficiency of ratio estimator over the regression estimator pp. 5357-5367: Etebong P. Clement and Ekaette I. Enang
Equivalence of predictors under real and over-parameterized linear models pp. 5368-5383: Shengjun Gan, Yuqin Sun and Yongge Tian
Some properties of discrete bathtub-shaped distributions pp. 5384-5393: N. Unnikrishnan Nair, P. G. Sankaran and Nidhi P. Ramesh
Transmuted Weibull distribution: Properties and estimation pp. 5394-5418: Muhammad Shuaib Khan, Robert King and Irene Lena Hudson
Weibull lagged effect step-stress model with competing risks pp. 5419-5442: Joleen Beltrami
Precise large deviations for φ-mixing and UND random variables with long-tailed distributions pp. 5443-5452: Dawei Lu and Xiaomeng Qi
A bivariate generalized geometric distribution with applications pp. 5453-5465: E. Gómez–Déniz, M. E. Ghitany and Ramesh C. Gupta
Search of good rotation patterns using exponential method of estimation in two-occasion successive sampling pp. 5466-5486: Housila P. Singh and Surya K. Pal
A test of separate hypotheses for comparing linear mixed models with non nested fixed effects pp. 5487-5500: Ché L. Smith and Lloyd J. Edwards
Consistent estimation approach to tackling collinearity and Berkson-type measurement error in linear regression using adjusted Wald-type estimator pp. 5501-5516: Yuh-Jenn Wu and Wei-Quan Fang
Scan statistics for detecting a local change in variance for two-dimensional normal data pp. 5517-5530: Bo Zhao and Joseph Glaz
Bayes prediction of Poisson regression superpopulation mean with a non gamma prior pp. 5531-5543: Priyanka Aggarwal and Ashok K. Bansal
The discrepancy of P-values and posterior probability: Two-sided hypothesis of variance of normal distribution with unknown mean pp. 5544-5555: Rahim Chinipardaz, Behzad Falahifard and Mohammad Reza Akhoond
Stratified Gaussian graphical models pp. 5556-5578: Henrik Nyman, Johan Pensar and Jukka Corander
Parametric bootstrap inferences for panel data models pp. 5579-5594: Liwen Xu and Maozai Tian
Progressively Type-II censored conditionally N-ordered statistics from a unified elliptically contoured copula pp. 5595-5611: Mohsen Rezapour
A study of generalized normal distributions pp. 5612-5632: Wen-Jang Huang and Nan-Cheng Su
Consistency of the Tikhonov’s regularization in an ill-posed problem with α-mixing random data pp. 5633-5642: Nabila Aiane and Abdelnasser Dahmani
On the pointwise mean squared error of a multidimensional term-by-term thresholding wavelet estimator pp. 5643-5655: Christophe Chesneau and Fabien Navarro
Estimating quantiles of several normal populations with a common mean pp. 5656-5671: Manas Ranjan Tripathy, Somesh Kumar and Adarsha Kumar Jena
Exploring the distribution for the estimator of Rosenthal's ‘fail-safe’ number of unpublished studies in meta-analysis pp. 5672-5684: Konstantinos C. Fragkos, Michail Tsagris and Christos C. Frangos
The generalized odd half-Cauchy family of distributions: Properties and applications pp. 5685-5705: Gauss M. Cordeiro, Morad Alizadeh, Thiago G. Ramires and Edwin M. M. Ortega

Volume 46, issue 10, 2017

An integral formula for the distribution of self-normalized Gaussian random samples pp. 4671-4685: Juan Kalemkerian
Slashed generalized Rayleigh distribution pp. 4686-4699: Yuri A. Iriarte, F. Vilca, Héctor Varela and Héctor W. Gómez
Optimal covariance estimation of discrete-time locally self-similar processes in time-scale and ambiguity domains pp. 4700-4712: Yasaman Maleki
A non parametric CUSUM control chart based on the Mann–Whitney statistic pp. 4713-4725: Dabuxilatu Wang, Liang Zhang and Qiang Xiong
Exponentiated power Lindley–Poisson distribution: Properties and applications pp. 4726-4755: Mavis Pararai, Gayan Warahena-Liyanage and Broderick O. Oluyede
Inference for Weibull distribution under adaptive Type-I progressive hybrid censored competing risks data pp. 4756-4773: S. K. Ashour and M. Nassar
A formulation of the concept of probability based on the use of experimental devices pp. 4774-4790: Russell J. Bowater
A simple method for deriving the confidence regions for the penalized Cox’s model via the minimand perturbation pp. 4791-4808: Chen-Yen Lin and Susan Halabi
Theory and methods for partitioned Gini coefficients computed on post-stratified data pp. 4809-4823: Chaitra H. Nagaraja
Wavelet-based estimation of regression function with strong mixing errors under fixed design pp. 4824-4842: Linyuan Li and Yimin Xiao
Signed-rank analysis of a partial linear model with B-splines estimated monotone non parametric function pp. 4843-4854: Eddy Kwessi and Brice M. Nguelifack
On estimation of peakedness-ordered distributions pp. 4855-4869: Hammou El Barmi and Rongning Wu
Bayesian estimation and prediction based on generalized Type-I hybrid censored sample pp. 4870-4887: A. R. Shafay
An LM-type test for idiosyncratic unit roots in the exact factor model with integrated factors pp. 4888-4914: Xingwu Zhou and Martin Solberger
Extremum sieve estimation in k-out-of-n systems pp. 4915-4931: Tatiana Komarova
Calibration approach estimation of the mean in stratified sampling and stratified double sampling pp. 4932-4942: Nidhi, B. V. S. Sisodia, Subedar Singh and Sanjay K. Singh
Objective Bayesian inference for the ratio of the scale parameters of two Weibull distributions pp. 4943-4956: Woo Dong Lee, Sang Gil Kang and Yongku Kim
Comment on a generalized stochastic restricted ridge regression estimator pp. 4957-4960: Selahattin Kaçiranlar and Issam Dawoud
A new robust Kalman filter for filtering the microstructure noise pp. 4961-4976: Yun-Cheng Tsai and Yuh-Dauh Lyuu
Exponentially weighted moving average charts for correlated multivariate Poisson processes pp. 4977-5000: Sherzod Akhundjanov and Francis G. Pascual
Generalized inverse Lindley distribution with application to Danish fire insurance data pp. 5001-5021: A. Asgharzadeh, S. Nadarajah and F. Sharafi
A weighted Harrell–Davis distance test with applications to censored data pp. 5022-5034: Dongliang Wang and Alan D. Hutson
On the estimation of parameters, survival functions, and hazard rates based on fuzzy life time data pp. 5035-5055: Muhammad Shafiq and Reinhard Viertl
On the maxima of heterogeneous gamma variables pp. 5056-5071: Yiying Zhang and Peng Zhao
Optimal control strategies for dividend payments and capital injections in compound Markov binomial risk model with penalties for deficits pp. 5072-5092: Jiyang Tan, Yuhui Ma, Hanjun Zhang, Ziqiang Li and Xiangqun Yang
The strong consistency of M-estimates in linear models with extended negatively dependent errors pp. 5093-5108: Xinghui Wang and Shuhe Hu
Effects of drift and noise on the optimal sliding window size for data stream regression models pp. 5109-5132: Katharina Tschumitschew and Frank Klawonn
A Bayesian semiparametric model for non negative semicontinuous data pp. 5133-5146: Emanuela Dreassi and Emilia Rocco
Randomized quantile regression estimation for heteroskedastic non parametric model pp. 5147-5179: Wei Xiong, Maozai Tian and Man-Lai Tang
Monotone support vector quantile regression pp. 5180-5193: Jooyong Shim, Kyungha Seok and Changha Hwang

Volume 46, issue 9, 2017

Dimension reduction boosting pp. 4151-4162: Junlong Zhao and Xiuli Zhao
Bivariate extension of (dynamic) cumulative past entropy pp. 4163-4180: Amarjit Kundu and Chanchal Kundu
Third and fourth moments of vector autoregressions with regime switching pp. 4181-4194: Maddalena Cavicchioli
The odd log-logistic generalized half-normal lifetime distribution: Properties and applications pp. 4195-4214: Gauss M. Cordeiro, Morad Alizadeh, Rodrigo R. Pescim and Edwin M. M. Ortega
Two-sided empirical Bayes test for location parameter in the gamma distribution pp. 4215-4225: Min Yuan and Laisheng Wei
Multivariate Bayesian U-type asymmetric designs for non parametric response surface prediction under correlated errors pp. 4226-4239: Narayanaswamy Balakrishnan, Hong Qin and Kashinath Chatterjee
Optimum mixture designs in some constrained experimental regions pp. 4240-4249: Nripes Kumar Mandal and Manisha Pal
Bayesian variable selection with spherically symmetric priors pp. 4250-4263: Michiel B. De Kock and Hans C. Eggers
Gamma-Maxwell distribution pp. 4264-4274: Yuri A. Iriarte, Juan M. Astorga, Heleno Bolfarine and Héctor W. Gómez
Generalized minimum aberration mixed-level orthogonal arrays: A general approach based on sequential integer quadratically constrained quadratic programming pp. 4275-4284: Roberto Fontana
The relationship between the mean, median, and mode with grouped data pp. 4285-4295: Shimin Zheng, Eunice Mogusu, Sreenivas P. Veeranki, Megan Quinn and Yan Cao
A new generalization of the Weibull-geometric distribution with bathtub failure rate pp. 4296-4310: Vahid Nekoukhou and Hamid Bidram
Semiparametric estimation of the single-index varying-coefficient model pp. 4311-4326: Yang Zhao, Liugen Xue and Sanying Feng
A measure of general functional dependence between two continuous variables pp. 4327-4352: Nuo Xu, Xuan Huang and Samuel Huang
On hypothesis tests for disk-type intensities of spatial poisson processes pp. 4353-4368: Christian Farinetto
Non parametric learning approach to estimate conditional quantiles in the dependent functional data case pp. 4369-4387: Yousri Henchiri
Applying a Markov chain for the stock pricing of a novel forecasting model pp. 4388-4402: Jui-Chieh Huang, Wen-Tso Huang, Pei-Tzu Chu, Wen-Yi Lee, Hsin-Ping Pai, Chih-Chen Chuang and Ya-Wen Wu
Efficient estimation of conditional covariance matrices for dimension reduction pp. 4403-4424: Sébastien Da Veiga, Jean-Michel Loubes and Maikol Solís
A new estimator of finite population mean based on the dual use of the auxiliary information pp. 4425-4436: Abdul Haq, Manzoor Khan and Zawar Hussain
Conditional heteroscedasticity test for Poisson autoregressive model pp. 4437-4448: Zhiwen Zhao, Dehui Wang and Cuixin Peng
Profile maximal likelihood estimation for non linear mixed models with longitudinal data pp. 4449-4463: Zaixing Li
Bimatrix variate gamma-beta distributions pp. 4464-4483: D. K. Nagar, M. Arashi and S. Nadarajah
Optimal generalized case–cohort sampling design under the additive hazard model pp. 4484-4493: Yongxiu Cao and Jichang Yu
Wilks’ factorization of the matrix-variate Dirichlet–Riesz distributions pp. 4494-4509: Mariem Tounsi and Raoudha Zine
Complete and complete moment convergence for i.i.d. random variables under exponential moment conditions pp. 4510-4519: Qiu Dehua and Chen Pingyan
Fitting polynomial trend to time series by the method of Buys-Ballot estimators pp. 4520-4538: U. C. Nduka, S. I. Iwueze and E. C. Nwogu
Limiting behavior of randomly weighted averages of symmetric heavy-tailed random variables pp. 4539-4544: Rasool Roozegar
Bayesian expectile regression with asymmetric normal distribution pp. 4545-4555: Ji-Ji Xing and Xi-Yuan Qian
Approximation of the Rosenblatt process by semimartingales pp. 4556-4578: Litan Yan, Yumiao Li and Di Wu
A general non-central hypergeometric distribution pp. 4579-4598: Simon Loertscher, Ellen V. Muir and Peter G. Taylor
Bayesian analysis for confirmatory factor model with finite-dimensional Dirichlet prior mixing pp. 4599-4619: Xia Yemao and Pan Maolin
Testing for heteroscedasticity of exponential correlation mixed-effects linear models based on M-estimation pp. 4620-4630: Hui-Hui Sun
Kernel estimations for multivariate density functional with bootstrap pp. 4631-4641: Dewang Li
Robust adaptive Lasso for variable selection pp. 4642-4659: Qi Zheng, Colin Gallagher and K. B. Kulasekera
On a multivariate generalization of the covariance pp. 4660-4669: Walter Díaz and Carles M. Cuadras

Volume 46, issue 8, 2017

Income inequality versus utility inequality pp. 3631-3640: Hang Keun Ryu and Daniel Slottje
On the bivariate weighted exponential distribution based on the generalized exponential distribution pp. 3641-3648: Abbas Mahdavi, Malek Fathizadeh and Ahad Jamalizadeh
Entropy-based goodness-of-fit tests for the Pareto I distribution pp. 3649-3666: Bahareh Afhami and Mohsen Madadi
An extension of almost sure central limit theorem for the maximum of stationary Gaussian random fields pp. 3667-3675: Qunying Wu
Tests for compound periodicities and estimating a non linear function pp. 3676-3689: Yukio Yanagisawa
A note on the minimum size of an orthogonal array pp. 3690-3697: Jay H. Beder and Margaret Ann McComack
Non parametric hypothesis tests for comparing reliability functions pp. 3698-3717: Chathuri L. Jayasinghe and Panlop Zeephongsekul
Testing the effect of treatment on survival time with an immediate intermediate event pp. 3718-3727: Johan Lim and Sungim Lee
Balanced treatment incomplete block designs through integer programming pp. 3728-3737: B. N. Mandal, V. K. Gupta and Rajender Parsad
Testing homogeneity of several covariance matrices and multi-sample sphericity for high-dimensional data under non-normality pp. 3738-3753: M. Rauf Ahmad
Modeling Australian twin data using shared positive stable frailty models based on reversed hazard rate pp. 3754-3771: David D. Hanagal and Susmita M. Bhambure
Design of sampling plan using auxiliary information pp. 3772-3781: Muhammad Aslam, Saqlain Latif Satti, Mitwali Abd-el Moemen and Chi-Hyuck Jun
M-estimation for functional linear regression pp. 3782-3800: Tang Qingguo
Theoretical L-moments and TL-moments using combinatorial identities and finite operators pp. 3801-3828: Christophe Dutang
The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models pp. 3829-3837: M. Arashi, Saralees Nadarajah and Fikri Akdeniz
Modeling censored data using modified lambda family pp. 3838-3847: Haritha N. Haridas
Quantile regression for interval censored data pp. 3848-3863: Xiuqing Zhou, Yanqin Feng and Xiuli Du
Approximation of homogeneous random field from local averages pp. 3864-3877: Shuo Zhang, Zhan-Jie Song and Ying Li
Confidence bands for the logistic and probit regression models over intervals pp. 3878-3890: Lucy Kerns
Unit root test for short panels with serially correlated errors pp. 3891-3900: Kazuhiko Hayakawa
Estimation of the location parameter and the average worth of the selected subset of two parameter exponential populations under LINEX loss function pp. 3901-3914: N. Nematollahi and A. Pagheh
Statistical methods for continuous outcomes in partially clustered designs pp. 3915-3933: Hong Li and Donald Hedeker
Some new results on allocation of coverage limits and deductibles to mutually independent risks pp. 3934-3948: Chen Li and Xiaohu Li
Equal-tailed and shortest Bayesian tolerance intervals based on exponential k-records pp. 3949-3956: A. Kiapour and M. Naghizadeh Qomi
A class of exponential-type ratio estimators of a general parameter pp. 3957-3984: Housila P. Singh and Surya K. Pal
Berry–Esséen theorem for sample quantiles of asymptotically uncorrelated non reversible Markov chains pp. 3985-4003: Zbigniew S. Szewczak
Approximated non parametric confidence regions for the ratio of two percentiles pp. 4004-4015: Li-Fei Huang
Least-squares logistic curves with initial conditions exist pp. 4016-4030: Yves Nievergelt
Evaluation of the predictive performance of the r-k and r-d class estimators pp. 4031-4050: Issam Dawoud and Selahattin Kaçıranlar
Covariate selection for accelerated failure time data pp. 4051-4064: Ujjwal Das and Nader Ebrahimi
Estimating the causal effects in randomized trials for survival data with a cure fraction and non compliance pp. 4065-4087: Xiang Gao and Ming Zheng
Heine process as a q-analog of the Poisson process—waiting and interarrival times pp. 4088-4102: Andreas Kyriakoussis and Malvina Vamvakari
A strong convergence to the tempered fractional Brownian motion pp. 4103-4118: Guangjun Shen, Liangwen Xia and Dongjin Zhu
The generalized transmuted-G family of distributions pp. 4119-4136: Zohdy M. Nofal, Ahmed Z. Afify, Haitham M. Yousof and Gauss M. Cordeiro
Double-smoothed drift estimation of jump-diffusion model pp. 4137-4149: Likai Zhou
Erratum pp. 4150-4150: The Editors

Volume 46, issue 7, 2017

Jackknife empirical likelihood test for mean residual life functions pp. 3111-3122: Ying-Ju Chen, Wei Ning and Arjun K. Gupta
MSE performance and minimax regret significance points for a HPT estimator under a multivariate t error distribution pp. 3123-3134: Haifeng Xu
On weighted measure of inaccuracy for doubly truncated random variables pp. 3135-3147: Chanchal Kundu
Inference for quantile measures of kurtosis, peakedness, and tail weight pp. 3148-3163: Robert G. Staudte
Local convergency rate of MSE in density estimation using the second-order modulus of smoothness pp. 3164-3173: Mustafa Nadar and Elif Erçelik
Recovery of functions from transformed moments: A unified approach pp. 3174-3185: Robert M. Mnatsakanov
Successive comparisons between ordered normal means using isotonic regression estimators pp. 3186-3199: T. Imada
Comparison of preliminary test estimators based on generalized order statistics from proportional hazard family using Pitman measure of closeness pp. 3200-3216: Jafar Ahmadi, Elham Mirfarah and Ahmad Parsian
Estimation of the parameter of a dynamically selected population for two subclasses of the exponential family pp. 3217-3234: Morteza Amini and Nader Nematollahi
Moderate deviations for sums of dependent claims in a size-dependent renewal risk model pp. 3235-3243: Ke-Ang Fu and Xinmei Shen
Some new lower bounds to various discrepancies on combined designs pp. 3244-3254: Zujun Ou, Hong Qin and Kashinath Chatterjee
VIF-based adaptive matrix perturbation method for heteroskedasticity-robust covariance estimators in the presence of multicollinearity pp. 3255-3263: Chien-Chia Liäm Huang, Yow-Jen Jou and Hsun-Jung Cho
A new family of multivariate slash distributions pp. 3264-3275: Z. Ghayour Moradi, M. Arashi, O. Arslan and Anis Iranmanesh
Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus pp. 3276-3289: Junfeng Liu, Donglei Tang and Yuquan Cang
Orthogonality of the mean and error distribution in generalized linear models pp. 3290-3296: Alan Huang and Paul J. Rathouz
Empirical likelihood inference in partially linear single-index models with endogenous covariates pp. 3297-3307: Yiping Yang, Lifang Chen and Peixin Zhao
Parametric bootstrap inferences for the growth curve models with intraclass correlation structure pp. 3308-3320: Liwen Xu
Variable selection of linear programming discriminant estimator pp. 3321-3341: Dong Xia
Orthogonal polynomials, repeated measures, and SPSS pp. 3342-3364: William F. Scott, Sheng Lu and Cheuk Ngai Lo
Some asymptotic results for the integrated empirical process with applications to statistical tests pp. 3365-3392: Sergio Alvarez-Andrade, Salim Bouzebda and Aimé Lachal
On the estimation of missing values in AR(1) model with exponential innovations pp. 3393-3400: A. Saadatmand, A. R. Nematollahi and S. M. Sadooghi-Alvandi
Conditional residual lifetimes of coherent systems under double monitoring pp. 3401-3410: A. Parvardeh, N. Balakrishnan and Azam Arshadipour
Efficient estimation of non parametric simultaneous equations models pp. 3411-3416: Y. Tu
The determinacy of the regression factor score predictor based on continuous parameter estimates from categorical variables pp. 3417-3425: André Beauducel and Norbert Hilger
Assessment of modeling longitudinal binary data based on graphical methods pp. 3426-3437: Kuo-Chin Lin and Yi-Ju Chen
A weighted least-squares cross-validation bandwidth selector for kernel density estimation pp. 3438-3458: C. Tenreiro
Asymptotic expansions of density of normalized extremes from logarithmic general error distribution pp. 3459-3478: Shouquan Chen and Lingling Du
Statistical inference for two exponential populations under joint progressive type-I censored scheme pp. 3479-3488: S. K. Ashour and O. E. Abo-Kasem
On testing proportionality in the Cox regression model by Andersen's plot pp. 3489-3500: Changyong Feng, Hongyue Wang, Yun Zhang, Yu Han, Yuefeng Liang and Xin M. Tu
On the use of multi-auxiliary variables to neutralize the effect of non response in two-occasion successive sampling pp. 3501-3519: G. N. Singh, M. Khetan and S. Maurya
Note on reduction of dimensionality for second-order response surface design model pp. 3520-3525: N. Ch. Bhatra Charyulu and Sk. Ameen Saheb
A one-sample location test based on weighted averaging of two test statistics when the dimension and the sample size are large pp. 3526-3541: Masashi Hyodo and Takahiro Nishiyama
Ratio- and difference-type estimators for estimating finite population variance pp. 3542-3555: Amin Ghalamfarsa Mostofi and Mahmood Kharrati-Kopaei
The double sampling S2 chart with estimated process variance pp. 3556-3573: Philippe Castagliola, Pedro Carlos Oprime and Michael B. C. Khoo
Semiparametric test for multiple change-points based on empirical likelihood pp. 3574-3585: Shuxia Zhang, Gejun Bao, Boping Tian and Yijun Li
The modulus of continuity theorem for G-Brownian motion pp. 3586-3598: Feng Hu
Complete convergence for weighted sums of i.i.d. random variables with applications in regression estimation and EV model pp. 3599-3613: Pingyan Chen, Ningning Kong and Soo Hak Sung
Generalized definition of the geometric mean of a non negative random variable pp. 3614-3620: Changyong Feng, Hongyue Wang, Yun Zhang, Yu Han, Yuefeng Liang and Xin M. Tu
Empirical Bayes estimation in continuous one-parameter exponential families under associated samples pp. 3621-3630: Qingzhu Lei and Yongsong Qin

Volume 46, issue 6, 2017

Almost sure central limit theorem for self-normalized products of partial sums of negatively associated sequences pp. 2593-2606: Qunying Wu
A stratified randomized response model for sensitive characteristics using the negative hypergeometric distribution pp. 2607-2629: Tanveer A. Tarray and Housila P. Singh
A new class of estimators of finite population mean in sample surveys pp. 2630-2637: Housila P. Singh, Surya Kant Pal and Ramkrishna S. Solanki
An optional randomized response model for estimating a rare sensitive attribute using Poisson distribution pp. 2638-2654: Tanveer A. Tarray and Housila P. Singh
Trade-off between cost and variance for a multi-objective compromise allocation in stratified random sampling pp. 2655-2666: Muhamamd Yousaf Shad and Ijaz Husain
Assessing the impact of measurement error in modeling change in the absence of auxiliary data pp. 2667-2680: N. David Yanez, Ibrahim Aljasser, Mose Andre, Chengcheng Hu, Michal Juraska and Thomas Lumley
The parametric hypothesis test of multiple uniform populations pp. 2681-2685: Xu Chen and Wang Qi
Kiefer–Wolfowitz algorithm under quasi-associated random errors pp. 2686-2695: Idir Arab and Abdelnasser Dahmani
Maximal inequalities and strong law of large numbers for sequences of m-asymptotically almost negatively associated random variables pp. 2696-2707: Trinh Hoai Nam, Tien-Chung Hu and Andrei Volodin
Pointwise and uniform convergence of multivariate kernel density estimators using random bandwidths pp. 2708-2723: Santanu Dutta and Koushik Saha
Construction of regular 2n41 designs with general minimum lower-order confounding pp. 2724-2735: Tian-Fang Zhang, Jian-Feng Yang, Zhi-Ming Li and Run-Chu Zhang
On generalized geometric distributions and improved estimation of batting average in cricket pp. 2736-2750: Shubhabrata Das
A study on imbalance support vector machine algorithms for sufficient dimension reduction pp. 2751-2763: Luke Smallman and Andreas Artemiou
Spatial–temporal interpolation of non methane hydrocarbon levels in Kuwait pp. 2764-2779: S. A. Alawadhi and F. A. Alawadhi
Bayesian inference for a common scale parameter of several Pareto populations pp. 2780-2800: Sumith Gunasekera
Two non parametric methods for change-point detection in distribution pp. 2801-2815: Yan Zhou, Liya Fu and Baoxue Zhang
On generalized dynamic cumulative past entropy measure pp. 2816-2822: S. Minimol
Optimal and lead-in adaptive allocation for binary outcomes: A comparison of Bayesian methods pp. 2823-2836: Roy T. Sabo and Ghalib Bello
An optimal age-replacement policy for a simple repairable system with delayed repair pp. 2837-2850: Yuan Lin Zhang and Guan Jun Wang
Exact distribution of the convolution of negative binomial random variables pp. 2851-2856: Xu Chen and Chang Guisong
On weighted cumulative residual entropy pp. 2857-2869: M. Mirali, S. Baratpour and V. Fakoor
An adept-stratified Kuk's randomized response model using Neyman allocation pp. 2870-2881: Tanveer A. Tarray and Housila P. Singh
Likelihood estimation for exchangeable multinomial data pp. 2882-2892: Dale Bowman and E. Olusegun George
Topp–Leone generated family of distributions: Properties and applications pp. 2893-2909: Sadegh Rezaei, Behnam Bahrami Sadr, Morad Alizadeh and Saralees Nadarajah
On generalized exponential chain ratio estimators under stratified two-phase random sampling pp. 2910-2920: Javid Shabbir and Sat Gupta
Sharp bounds on the expectations of L-statistics expressed in the Gini mean difference units pp. 2921-2941: Paweł Marcin Kozyra and Tomasz Rychlik
Cumulative correspondence analysis using orthogonal polynomials pp. 2942-2954: Antonello D'Ambra
SkSP-R sampling plan based on process capability index pp. 2955-2966: Jaffer Hussain, S. Balamurali, Muhammad Aslam and Chi-Hyuck Jun
Robust variable selection for generalized linear models with a diverging number of parameters pp. 2967-2981: Chaohui Guo, Hu Yang and Jing Lv
Quasi-minimax estimation in the partial linear model pp. 2982-2989: Jibo Wu
On E∏i=0kTr{Wmi}${\mathbb {E}}\left[\prod _{i=0}^k \operatorname{Tr}\lbrace W^{m_i}\rbrace\right]$, where W∼Wp(I,n)$W\sim \mathcal {W}_p(I,n)$ pp. 2990-3005: Jolanta Pielaszkiewicz, Dietrich Von Rosen and Martin Singull
Non linear parametric mode regression pp. 3006-3024: Salah Khardani and Anne Françoise Yao
Modeling of maximum precipitation using maximal generalized extreme value distribution pp. 3025-3033: Farnoosh Ashoori, Malihe Ebrahimpour and Abolghasem Bozorgnia
Optimal designs of multivariate synthetic |S| control chart based on median run length pp. 3034-3053: Ming Ha Lee and Michael B. C. Khoo
Properties of the elasticity of a continuous random variable. A special look at its behavior and speed of change pp. 3054-3069: Ernesto J. Veres-Ferrer and Jose M. Pavía
On the estimation of a sensitive quantitative mean using blank cards pp. 3070-3079: Fatima Batool, Javid Shabbir and Zawar Hussain
A general long-term aging model with different underlying activation mechanisms: Modeling, Bayesian estimation, and case influence diagnostics pp. 3080-3098: Adriano K. Suzuki, Gladys D. C. Barriga, Francisco Louzada and Vicente G. Cancho
Testing equality of two intercepts for the parallel regression model with non sample prior information pp. 3099-3110: Budi Pratikno and Shahjahan Khan

Volume 46, issue 5, 2017

Inference on the Kumaraswamy distribution pp. 2079-2090: Bing Xing Wang, Xiu Kun Wang and Keming Yu
Slashed generalized exponential distribution pp. 2091-2102: Juan M. Astorga, Héctor W. Gómez and Heleno Bolfarine
Bayes inference using half-logistic generated Weibull model based on type-II censoring pp. 2103-2122: Essam K. AL-Hussaini and Alaa H. Abdel-Hamid
Variance-balanced row–column designs involving diallel crosses incorporating specific combining abilities for comparing test lines with a control line pp. 2123-2131: Eldho Varghese and Cini Varghese
On the E-optimality of blocked main effects plans in blocks of different sizes pp. 2132-2138: Mike Jacroux and Bonni Kealy-Dichone
On dynamic weighted survival entropy of order α pp. 2139-2150: G. Rajesh, E. I. Abdul-Sathar and S. Nair Rohini
Likelihood inference for correlated binary data without any information about the joint distributions pp. 2151-2160: Tsung-Shan Tsou and Wei-Cheng Hsiao
Optimal financing and dividend policy with Markovian switching regimes pp. 2161-2180: Huiming Zhu, Chao Deng, Yingchun Deng and Ya Huang
Estimation of finite population mean in simple random sampling and stratified random sampling using two auxiliary variables pp. 2181-2192: Siraj Muneer, Javid Shabbir and Alamgir Khalil
A generalized class of form-invariant bivariate weighted distributions pp. 2193-2201: S. M. R. Alavi
An optimization model for economic design of sampling plans based on conforming run length considering outgoing quality pp. 2202-2211: Mohammad Saber FallahNezhad and Ahmad Ahmadi Yazdi
An eigenproblem approach to optimal equal-precision sample allocation in subpopulations pp. 2212-2231: Jacek Wesołowski and Robert Wieczorkowski
On fiducial generators pp. 2232-2248: Edilberto Nájera and Federico O’Reilly
Efficient use of multi-auxiliary information in search of good rotation patterns in successive sampling pp. 2249-2269: Housila P. Singh, Manoj K. Srivastava and Namita Srivastava
The beta skew-generalized normal distribution pp. 2270-2276: Leili Hassani Oskouei, Parisa Hasanalipour, Hossein Jabbari Khamnei and Kavoos Khorshidian
Analysis of Gamma and Weibull lifetime data under a general censoring scheme and in the presence of covariates pp. 2277-2289: Nathan Bennett, Srikanth K. Iyer and S. Rao Jammalamadaka
Block designs robust against the presence of positional effects pp. 2290-2298: N. K. Mandal
Designing of variables quick switching sampling system by considering process loss functions pp. 2299-2314: S. Balamurali and M. Usha
On the skewness of extreme order statistics from heterogeneous samples pp. 2315-2331: Weiyong Ding, Jiaxin Yang and Xiaoliang Ling
Asymptotics of goodness-of-fit tests based on minimum p-value statistics pp. 2332-2342: Veronika Gontscharuk and Helmut Finner
A class of k-sample distribution-free tests for location against ordered alternatives pp. 2343-2353: Anil Gaur
Precise large deviations of aggregate claim amount in a dependent renewal risk model pp. 2354-2363: Xijun Liu, Changjun Yu and Qingwu Gao
Measures of non orthogonality in block designs pp. 2364-2369: Nripes Kumar Mandal
On the comparison of Warner's and unrelated question randomized response plans for estimating sensitive finite population proportions pp. 2370-2374: S. Sengupta
Non parametric regression estimations over Lp risk based on biased data pp. 2375-2395: Junke Kou and Youming Liu
Wavelet estimation for derivative of a density in a GARCH-type model pp. 2396-2410: B.L.S. Prakasa Rao
Influence measures in blocked designs of experiments with correlated errors pp. 2411-2434: Lalmohan Bhar and Sankalpa Ojha
First hitting probabilities for semi-Markov chains and estimation pp. 2435-2446: Stylianos Georgiadis
Shrinkage estimation of proportion via logit penalty pp. 2447-2453: Yoonsuh Jung
Additive regression model for stationary and ergodic continuous time processes pp. 2454-2493: Salim Bouzebda and Sultana Didi
Almost everywhere convergence for sequences of pairwise NQD random variables pp. 2494-2505: Weiguo Yang, Daying Zhu and Rong Gao
The augmentation of existing data for improving the path of steepest ascent pp. 2506-2518: M. Kiani
Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle pp. 2519-2541: Dingjun Yao, Rongming Wang and Lin Xu
Extensions of D-optimal minimal designs for symmetric mixture models pp. 2542-2558: Yanyan Li, Damaraju Raghavarao and Inna Chervoneva
Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model pp. 2559-2570: Ke-Ang Fu and Jie Li
On a stochastic process with a heavy-tailed distributed component describing inventory model type of (s, S) pp. 2571-2579: Rovshan Aliyev
Adjusted empirical likelihood for value at risk and expected shortfall pp. 2580-2591: Zhen Yan and Junjian Zhang

Volume 46, issue 4, 2017

Simple constructions for minimal neighbor and GN2 designs in linear blocks pp. 1547-1550: M. A. Ollis
Limit theorems for dependent Bernoulli variables with statistical inference pp. 1551-1559: Yang Zhang and Lixin Zhang
Estimation of reliability of multicomponent stress–strength for a Kumaraswamy distribution pp. 1560-1572: Sanku Dey, Josmar Mazucheli and M. Z. Anis
Robust estimation of complicated profiles using wavelets pp. 1573-1593: Hamid Shahriari and Orod Ahmadi
Generating correlated random vector involving discrete variables pp. 1594-1605: Qing Xiao
The E-Bayesian and hierarchical Bayesian estimations for the system reliability parameter pp. 1606-1620: Ming Han
A new look on optimal foldover plans in terms of uniformity criteria pp. 1621-1635: A. Elsawah and Hong Qin
Model selection using union-intersection principle for non nested models pp. 1636-1649: Hamid Lorestani and Abdolreza Sayyareh
Stochastic heat equation and martingale differences pp. 1650-1660: Zhi Wang
The small sample properties of the restricted principal component regression estimator in linear regression model pp. 1661-1667: Jibo Wu
On the restricted almost unbiased two-parameter estimator in linear regression model pp. 1668-1678: Hua Huang, Jibo Wu and Wende Yi
Joint influence of measurement error and non response on estimation of population mean pp. 1679-1693: Muhammad Azeem and Muhammad Hanif
On discrete-time stable multiple Markov processes pp. 1694-1708: M. Taghipour and A. R. Nematollahi
Uniform strong consistency of histogram density estimation for dependent process pp. 1709-1719: Xin Yang
Exact expressions for the weights used in least-squares regression estimation for the log-logistic and Weibull distribution pp. 1720-1730: J. Martin van Zyl
Toeplitz lemma, complete convergence, and complete moment convergence pp. 1731-1743: Jiyanglin Li and Ze-Chun Hu
Conditional tests for elliptical symmetry using robust estimators pp. 1744-1765: Ana M. Bianco, Graciela Boente and Isabel M. Rodrigues
Decision-making for paired comparison using the extended amended Davidson model pp. 1766-1778: Saima Altaf, Muhammad Aslam and Madiha Liaqat
On a new positive dependence concept based on the conditional mean inactivity time order pp. 1779-1787: Z. Zamani, G. R. Mohtashami Borzadaran and M. Amini
Bayesian prediction of minimal repair times of a series system based on hybrid censored sample of components’ lifetimes under Rayleigh distribution pp. 1788-1806: S. M. T. K. MirMostafaee, Morteza Amini and A. Asgharzadeh
Tests for symmetry of two-piece normal distribution pp. 1807-1820: V. U. Dixit and Leela Subramanian
Risk-minimizing pricing and hedging foreign currency options under regime-switching jump-diffusion models pp. 1821-1842: Shaoyong Hu and Ailin Zhu
Estimating the distribution function of symmetric pairs pp. 1843-1854: Reza Modarres
Strong laws of large numbers for the mth-order asymptotic odd–even Markov chains indexed by an m-rooted Cayley tree pp. 1855-1870: Zhiyan Shi and Weiguo Yang
Block bootstrap for dependent errors-in-variables pp. 1871-1897: Michal Pešta
On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy pp. 1898-1915: Jie-Hua Xie and Wei Zou
Linear transformation models for survival analysis with tumor growth information in cancer screening study pp. 1916-1926: Pao-Sheng Shen
Three-level control charts with variable sample size, sampling interval, and control limits pp. 1927-1940: Reza Pourtaheri
On 1α$\frac{1}{\alpha }$-characteristic functions and applications to asymptotic statistical inference pp. 1941-1958: Alessandro Selvitella
The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims pp. 1959-1971: Jinzhu Li
A gradient-based deletion diagnostic measure for generalized linear mixed models pp. 1972-1982: Marco Enea and Antonella Plaia
Longitudinal data analysis based on generalized linear partially varying-coefficient models pp. 1983-2001: Yaohua Rong, Manlai Tang and Maozai Tian
A note on the limiting properties of the least squares estimation for the random coefficient autoregressive model pp. 2002-2006: Zhi-Wen Zhao, De-Hui Wang, Cui-Xin Peng and Li Bi
Some new augmented fractional Box–Behnken designs pp. 2007-2012: Fareeha Rashid, Muhammad Akram, Atif Akbar and Anum Javed
Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails pp. 2013-2028: Lixin Song, Zhiqiang Hua, Dawei Lu and Xiaomeng Qi
Poverty comparisons with common relative poverty lines pp. 2029-2036: Tahsin Mehdi
The Monge–Ampère equation in transformation theory and an application to 1α$\frac{1}{\alpha }$-probabilities pp. 2037-2054: Alessandro Selvitella
Adjusted Kuk's model using two non sensitive characteristics unrelated to the sensitive characteristic pp. 2055-2075: Shu-Ching Su, Stephan A. Sedory and Sarjinder Singh
Letter to the editor: Correction to “The Normal-Laplace distribution and its relatives” pp. 2076-2078: Zahra Amini and Hossein Rabbani

Volume 46, issue 3, 2017

Consistent model identification of varying coefficient quantile regression with BIC tuning parameter selection pp. 1031-1049: Qi Zheng and Limin Peng
Almost sure local central limit theorem for sample range pp. 1050-1055: Qing-Pei Zang
Estimation of partially specified spatial panel data models with random-effects and spatially correlated error components pp. 1056-1079: Yuanqing Zhang
A bivariate integer-valued long-memory model for high-frequency financial count data pp. 1080-1089: Shahiduzzaman Quoreshi
The credibility premiums based on estimated moment-generating function pp. 1090-1106: Limin Wen, Jun Yu, Guoping Mei and Yi Zhang
Precise large deviations of aggregate claims in a compound size-dependent renewal risk model pp. 1107-1116: Hui Guo, Shijie Wang and Chuanwei Zhang
Moments of scale mixtures of skew-normal distributions and their quadratic forms pp. 1117-1126: Hyoung-Moon Kim and Chiwhan Kim
Universally optimal designs under interference models with and without block effects pp. 1127-1143: Katarzyna Filipiak and Augustyn Markiewicz
Bootstrap forecast intervals for asymmetric volatilities via EGARCH model pp. 1144-1157: Hyeyoung Maeng and Dong Wan Shin
Rank repeated measures analysis of covariance pp. 1158-1183: Chunpeng Fan and Donghui Zhang
Periodic integer-valued bilinear time series model pp. 1184-1201: Mohamed Bentarzi and Wissam Bentarzi
Non parametric confidence intervals for the extinction probability of a Galton–Watson branching process pp. 1202-1217: Steven G. From
Exponential bounds for normal approximation of the number of descents and inversions pp. 1218-1229: Wichairat Chuntee and Kritsana Neammanee
Stress−strength reliability with general form distributions pp. 1230-1246: Nahed A. Mokhlis, Emad J. Ibrahim and Dina M. Gharieb
Characterizations based on generalized cumulative residual entropy functions pp. 1247-1260: Jorge Navarro and Georgios Psarrakos
On constructing general minimum lower order confounding two-level block designs pp. 1261-1274: Sheng-Li Zhao and Qing Sun
Asymptotic equipartition property for second-order circular Markov chains indexed by a two-rooted Cayley tree pp. 1275-1289: Huilin Huang, Weiguo Yang and Zhiyan Shi
Estimation of variance in bivariate normal distribution after the preliminary test of homogeneity pp. 1290-1305: Juan Manuel Romero-Padilla and Chein-Pai Han
L2(Rd)$\mathbb {L}_{2}(\mathbb {R}^d)$-Almost sure convergence for multivariate probability density estimate from dependent observations pp. 1306-1316: Mohammed Badaoui and Noureddine Rhomari
Posterior analysis of the compound Rayleigh distribution under balanced loss functions for censored data pp. 1317-1336: D. R. Barot and M. N. Patel
Weak convergence of bivariate sequence to bivariate normal pp. 1337-1341: G. G. Hamedani and Hans Volkmer
Stopping rules for long-term clinical trials based on two consecutive rejections of the null hypothesis pp. 1342-1351: Mohamed Mubasher and Howard E. Rockette
Bayesian change-point problem using Bayes factor with hierarchical prior distribution pp. 1352-1366: Myoungjin Jung, Seongho Song and Younshik Chung
Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: Asymptotic results pp. 1367-1406: Salim Bouzebda and Sultana Didi
Ridge estimator with correlated errors and two-stage ridge estimator under inequality restrictions pp. 1407-1421: Selma Toker and Selahattin Kaçıranlar
Minimax estimation of the mean of the multivariate normal distribution pp. 1422-1432: S. Zinodiny, S. Rezaei and S. Nadarajah
Complete convergence for weighted sums of extended negatively dependent random variables pp. 1433-1444: Aiting Shen, Mingxiang Xue and Wenjuan Wang
Three-term asymptotic expansion: A semi-Markovian random walk with a generalized beta distributed interference of chance pp. 1445-1455: Tülay Kesemen, Zafer Küçük, Tahir Khaniyev and Çisem Öçal
On the comparison of Horvitz–Thompson and Murthy's sampling strategies for estimating finite population proportions in direct and randomized response surveys pp. 1456-1461: S. Sengupta
On the Bayesian estimation and influence diagnostics for the Weibull-Negative-Binomial regression model with cure rate under latent failure causes pp. 1462-1489: Bao Yiqi, Vicente G. Cancho and Francisco Louzada
A test of fit for a continuous distribution based on the empirical convex conditional mean function pp. 1490-1505: M. Towhidi and M. Salmanpour
The indirect method for stochastic logistic growth models pp. 1506-1518: Hu Xuemei
A stochastic procedure to solve linear ill-posed problems pp. 1519-1531: Fouad Maouche, Abdelnasser Dahmani and Nadji Rahmania
Estimation in autoregressive models with surrogate data and validation data pp. 1532-1545: Shi-Hang Yu, De-Hui Wang, Kun Li and Zhi-Wen Zhao

Volume 46, issue 2, 2017

An efficient use of moment's ratios of scrambling variables in a randomized response technique pp. 521-531: Housila P. Singh and Tanveer A. Tarray
Strong consistency of the general rank estimator pp. 532-539: Huybrechts F. Bindele
Overlapping subsampling and invariance to initial conditions pp. 540-553: Maria Kyriacou
Efficient separate class of estimators of population mean in stratified random sampling pp. 554-573: Hilal A. Lone, Rajesh Tailor and Med Ram Verma
New confidence interval estimator of the signal-to-noise ratio based on asymptotic sampling distribution pp. 574-590: Ahmed N. Albatineh, Ibrahimou Boubakari and B. M. Golam Kibria
Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails pp. 591-601: Changjun Yu and Dongya Cheng
The influence function of the optimal bandwidth for kernel density estimation pp. 602-608: Ro Jin Pak
On convergence rate in the SLLN for maximums of moving-average sums of ALNQD random fields pp. 609-615: Mi-Hwa Ko
t-Type corrected-loss estimation for error-in-variable model pp. 616-627: Jiao Jin, Liang Zhu, Xingwei Tong and Kirsten K. Ness
Mean response estimation with missing response in the presence of high-dimensional covariates pp. 628-643: Yongjin Li, Qihua Wang, Liping Zhu and Xiaobo Ding
A new sampling plan under the exponential distribution pp. 644-652: M. Aslam, M. Azam and C.-H. Jun
The Marshall–Olkin extended generalized Rayleigh distribution: Properties and applications pp. 653-671: S. M. T. K. MirMostafaee, M. Mahdizadeh and Artur J. Lemonte
Hajek–Renyi-type inequality and strong law of large numbers for END sequences pp. 672-682: Xin Deng, Xuejun Wang and Fengxi Xia
Empirical Bayes testing for guarantee lifetime: Non identical components case pp. 683-705: Lee-Shen Chen
Developing a variables two-plan sampling system for product acceptance determination pp. 706-720: Chien-Wei Wu, Muhammad Aslam and Chi-Hyuck Jun
Bayesian prediction of order statistics with fixed and random sample sizes based on k-record values from Pareto distribution pp. 721-735: A. R. Shafay, N. Balakrishnan and Jafar Ahmadi
Precise large deviations for the difference of two sums of END random variables with heavy tails pp. 736-746: Zhiqiang Hua, Lixin Song, Dawei Lu and Xiaomeng Qi
Stochastic properties and parameter estimation for a general load-sharing system pp. 747-760: Zhengcheng Zhang and N. Balakrishnan
Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes pp. 761-769: Hossein Haghbin, Atefeh Zamani and Zohreh Shishebor
A geometric time-series model with an alternative dependent Bernoulli counting series pp. 770-785: Aleksandar S. Nastić, Miroslav M. Ristić and Ana V. Miletić Ilić
Estimating and contextualizing the attenuation of odds ratios due to non collapsibility pp. 786-804: Stephen Burgess
Quantile-based cumulative entropies pp. 805-814: P. G. Sankaran and S. M. Sunoj
Detection and estimation of structural change in heavy-tailed sequence pp. 815-827: Wang Dan, Guo Pengjiang and Xia Zhiming
Copulas related to piecewise monotone functions of the interval and associated processes pp. 828-860: Guilherme Pumi and Sílvia R. C. Lopes
Length minimization for Poisson confidence procedures pp. 861-873: Mark F. Schilling and Bret Holladay
Aging and ordering properties of multivariate lifetimes with Archimedean dependence structures pp. 874-891: Chen Li and Xiaohu Li
Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift pp. 892-905: David Stibůrek
Renyi entropy properties of mixed systems pp. 906-916: A. Toomaj
On extremal behavior of aggregation of largest claims pp. 917-926: Yuquan Cang and Yang Yang
Estimators of contingent probabilities and means with actuarial applications pp. 927-941: Liang Hong
Existence conditions for balanced fractional 3m factorial designs of resolution R({00, 10, 01, 20, 11}) pp. 942-966: Masahide Kuwada, Yoshifumi Hyodo and Hiromu Yumiba
How far from identifiability? A systematic overview of the statistical matching problem in a non parametric framework pp. 967-994: Pier Luigi Conti, Daniela Marella and Mauro Scanu
Estimation of percentile residual life function with left-truncated and right-censored data pp. 995-1006: Mu Zhao, Hongmei Jiang and Yong Zhou
Convergence rate of wavelet density estimator with data missing randomly when covariables are present pp. 1007-1023: Yu-Ye Zou and Han-Ying Liang
Characterizations of arcsin and related distributions based on a new generalized unimodality pp. 1024-1030: Hazhir Homei

Volume 46, issue 1, 2017

E-Bayesian and hierarchical Bayesian estimations for the system reliability parameter based on asymmetric loss function pp. 1-8: F. Yousefzadeh
Design two-level factorial experiments in blocks of size four pp. 9-16: P. C. Wang
A stratified unrelated question randomized response model using Neyman allocation pp. 17-27: Tanveer A. Tarray and Housila P. Singh
Pseudo-likelihood for case–cohort studies under length-biased sampling pp. 28-48: Huijuan Ma and Yong Zhou
Some contributions on the multivariate Poisson–Skellam probability distribution pp. 49-68: Blache Paul Akpoue and Jean-François Angers
Characterizations of distributions through selected functions of reliability theory pp. 69-74: Maria Iwińska and Magdalena Szymkowiak
Statistical analysis for competing risks model from a Weibull distribution under progressively hybrid censoring pp. 75-86: Min Wu, Yimin Shi and Yudong Sun
Adaptive c-chart with estimated parameter pp. 87-103: Ali Keyvandarian, R. Noorossana, S. Mohammad Hashemian and Shekary A. Maryam
Closure properties of the second-order regular variation under convolutions pp. 104-119: Qing Liu, Tiantian Mao and Taizhong Hu
Stress–strength models with more than two states under exponential distribution pp. 120-132: Hong Qin, Nabakumar Jana, Somesh Kumar and Kashinath Chatterjee
Local Fourier tests for structural change based on residuals pp. 133-147: Jaehee Kim and Geung-Hee Lee
Minimum local distance density estimation pp. 148-164: Vikram V. Garg, Luis Tenorio and Karen Willcox
Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors pp. 165-175: Wenzhi Yang, Yiwei Wang and Shuhe Hu
Real-time reliability evaluation of two-phase Wiener degradation process pp. 176-188: Wei-an Yan, Bao-wei Song, Gui-lin Duan and Yi-min Shi
Comparison between count of cumulative conforming sampling plans and Dodge–Romig single sampling plan pp. 189-199: Ahmad Ahmadi Yazdi and Mohammad Saber Fallahnezhad
Optimal two treatment repeated measurement designs for three periods pp. 200-209: Miltiadis Chalikias and Stratis Kounias
On the Gerber–Shiu function with random discount rate pp. 210-220: Houchun Wang and Nengxiang Ling
Simple, exact inference for 2 × 2 tables pp. 221-233: Bruce Barrett
Shared frailty models based on reversed hazard rate for modified inverse Weibull distribution as baseline distribution pp. 234-246: David D. Hanagal and Arvind Pandey
On singular elliptical models pp. 247-258: M. Arashi and S. Nadarajah
Design and analysis of mixture experiments with process variable pp. 259-270: Upendra Kumar Pradhan, Krishan Lal, Sukanta Dash and K. N. Singh
Shortest tolerance intervals controlling both tails of the exponential distribution based on record values pp. 271-279: M. Naghizadeh Qomi and A. Kiapour
Some effective combinations of available information under non response in two-occasion successive sampling pp. 280-295: G. N. Singh, S. Maurya and M. Khetan
Bayesian analysis of multivariate threshold autoregressive models with missing data pp. 296-318: Sergio A. Calderón V. and Fabio H. Nieto
A local moment type estimator for an extreme quantile in regression with random covariates pp. 319-343: Yuri Goegebeur, Armelle Guillou and Michael Osmann
Sample size calculations for time-averaged difference of longitudinal binary outcomes pp. 344-353: Ying Lou, Jing Cao, Song Zhang and Chul Ahn
Monitoring distributional changes of squared residuals in GARCH models pp. 354-372: Fuxiao Li, Zheng Tian, Zhanshou Chen and Peiyan Qi
Spatial estimation and rescaled spatial bootstrap approach for finite population pp. 373-388: Ankur Biswas, Anil Rai, Tauqueer Ahmad and Prachi Misra Sahoo
A two-stage Land et al.'s randomized response model for estimating a rare sensitive attribute using Poisson distribution pp. 389-405: Housila P. Singh and Tanveer A. Tarray
Order statistics and the length of the best-n-of-(2n − 1) competition pp. 406-414: T. Lengyel
Credibility premium for rate-making systems pp. 415-426: Amir T. Payandeh Najafabadi, Fatemeh Atatalab and Maryam Omidi Najafabadi
An extended geometric process repair model with delayed repair and slight failure type pp. 427-437: Yuan-Lin Zhang and Guan-Jun Wang
A note on the passage time of finite-state Markov chains pp. 438-445: Wenming Hong and Ke Zhou
A simple condition for the multivariate CLT and the attraction to the Gaussian of Lévy processes at long and short times pp. 446-456: Michael Grabchak
Exponential inequalities for sums of unbounded ϕ-mixing sequence and their applications pp. 457-464: Xuejun Wang, Shijie Wang and Rui Wang
Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models pp. 465-484: Marek Dvořák
On second-order admissibilities of the estimators of gamma shape vector pp. 485-496: Eita Kamitamari and Hidekazu Tanaka
Optimal allocations of coverage limits for two independent random losses of insurance policy pp. 497-509: Yinping You, Xiaohu Li and Jairo Santanilla
Large-sample variance of simulation using refined descriptive sampling: Case of independent variables pp. 510-519: Leila Baiche and Megdouda Ourbih-Tari

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On this page

Vol 46 (2017): Issue 24
Issue 23
Issue 22
Issue 21
Issue 20
Issue 19
Issue 18
Issue 17
Issue 16
Issue 15
Issue 14
Issue 13
Issue 12
Issue 11
Issue 10
Issue 9
Issue 8
Issue 7
Issue 6
Issue 5
Issue 4
Issue 3
Issue 2
Issue 1

Other volumes

Vol 54 (2025)
Vol 53 (2024)
Vol 52 (2023)
Vol 51 (2022)
Vol 50 (2021)
Vol 49 (2020)
Vol 48 (2019)
Vol 47 (2018)

Vol 45 (2016)
Vol 44 (2015)
Vol 43 (2014)
Vol 38 (2009)
Vol 29 (2000)

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