Communications in Statistics - Theory and Methods

2000 - 2025

Current editor(s): Debbie Iscoe

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Volume 45, issue 24, 2016

Empirical likelihood dimension reduction inference for partially non-linear error-in-responses models with validation data pp. 7103-7118

Yanting Xiao, Zheng Tian and Jin Sun

A limit theorem on moment convergence of centered spectral statistics of random matrices pp. 7119-7129

Junshan Xie

Some process capability indices for unilateral specification limits—Their properties and the process capability control charts pp. 7130-7160

Moutushi Chatterjee and Ashis Kumar Chakraborty

Fisher Information for a partially observable simple birth process pp. 7161-7183

Nigel G. Bean, Ali Eshragh and Joshua V. Ross

More on the two-parameter estimation in the restricted regression pp. 7184-7196

Yalian Li and Hu Yang

Linear minimax prediction of finite population regression coefficient under a balanced loss function pp. 7197-7209

Guikai Hu, Qingguo Li and Shenghua Yu

Time series models associated with Mittag-Leffler type distributions and its properties pp. 7210-7225

Nicy Sebastian and Rudolf Gorenflo

A modified Mack–Wolfe test for the umbrella alternative problem pp. 7226-7241

Esra Gökpinar and Fikri Gökpinar

Estimation of the mixtures of GLMs with covariate-dependent mixing proportions pp. 7242-7257

Xing Wu and Conglian Yu

Inference on proportional hazard rate model parameter under Type-I progressively hybrid censoring scheme pp. 7258-7274

Leila Golparvar and Ahmad Parsian

Smoothed empirical likelihood for GARCH models with heavy-tailed errors pp. 7275-7293

Jinyu Li, Xingtong Chen and Song Zhu

Adjusted empirical likelihood inference for additive hazards regression pp. 7294-7305

Shanshan Wang, Tao Hu and Hengjian Cui

Causal inference for recurrent events data with all-or-none compliance pp. 7306-7325

Xiang Gao and Ming Zheng

The logistic-X family of distributions and its applications pp. 7326-7349

M. H. Tahir, Gauss M. Cordeiro, Ayman Alzaatreh, M. Mansoor and M. Zubair

A variance shift model for detection of outliers in the linear mixed measurement error models pp. 7350-7366

B. Babadi, A. Rasekh, K. Zare and A. A. Rasekhi

Goodness-of-link tests for multivariate regression models pp. 7367-7375

José M. R. Murteira

The Weibull–Dagum distribution: Properties and applications pp. 7376-7398

M. H. Tahir, Gauss M. Cordeiro, M. Mansoor, M. Zubair and Morad Alizadeh

Discrete time cold standby repairable system: Combinatorial analysis pp. 7399-7405

Serkan Eryilmaz

Volume 45, issue 23, 2016

Establishing decision tree-based short-term default credit risk assessment models pp. 6803-6815

Yung-Chia Chang, Kuei-Hu Chang, Heng-Hsuan Chu and Lee-Ing Tong

On hypothesis testing for Poisson processes: Regular case pp. 6816-6832

S. Dachian, Yu. A. Kutoyants and L. Yang

On hypothesis testing for Poisson processes. Singular cases pp. 6833-6859

S. Dachian, Yu. A. Kutoyants and L. Yang

Estimation of exponential-polynomial distribution by holonomic gradient descent pp. 6860-6882

Jumpei Hayakawa and Akimichi Takemura

Consistency of stochastic approximation algorithm with quasi-associated random errors pp. 6883-6890

Idir Arab and Abdelnasser Dahmani

Kurtosis of the logistic-exponential survival distribution pp. 6891-6899

Paul J. van Staden and Robert A. R. King

Consistency of information criteria for model selection with missing data pp. 6900-6914

Abdelaziz El Matouat, Freedath Djibril Moussa and Hassania Hamzaoui

New bootstrap confidence intervals for means of positively skewed distributions pp. 6915-6927

Santu Ghosh and Alan M. Polansky

Use of several auxiliary variables in estimating the population mean in a two-occasion rotation pattern pp. 6928-6942

Housila P. Singh and Surya K. Pal

Estimation of actuarial quantities at fractional ages with Kriging pp. 6943-6954

Ting Jiang and XiaoJian Zhou

A unified approach to marginal equivalence in the general framework of group invariance pp. 6955-6968

Hidehiko Kamiya

New results on the Ristić–Balakrishnan family of distributions pp. 6969-6988

Gauss M. Cordeiro and Marcelo Bourguignon

The robust economic statistical design of the Hotelling's T2 chart pp. 6989-7001

Alireza Faraz, Kamyar Chalaki, Erwin M. Saniga and Cedric Heuchenne

A new non parametric estimator for Pdf based on inverse gamma distribution pp. 7002-7010

A. M. Mousa, M. Kh. Hassan and A. Fathi

Bayesian hypothesis testing for selected regression coefficients pp. 7011-7026

Yonggang Lu, Peter H. Westfall, Gang Han and Marilyn M. Bui

A class of small deviation theorems for the random variables associated with mth-order asymptotic circular Markov chains pp. 7027-7039

Zhiyan Shi, Weiguo Yang and Bei Wang

An application of ranked set sampling when observations from several distributions are to be included in the sample pp. 7040-7052

R. S. Priya and P. Yageen Thomas

The flexible skew Laplace distribution pp. 7053-7059

Abdullah Yilmaz

Comparisons of allocating sample size rationally into individual regions under heterogeneous effect size in a multiregional trial by a fixed effect model and a random effect model pp. 7060-7074

Feng-shou Ko

A new definite linear algorithm for the structural equation model with application in fire risk evaluation pp. 7075-7085

Qian Ding, Qiaohui Tong, Qiaoling Tong, Xuecheng Zou and Hengqing Tong

On integral functionals of a density pp. 7086-7102

Elizbar Nadaraya and Grigol Sokhadze

Volume 45, issue 22, 2016

The equalities of estimations under a general partitioned linear model and its stochastically restricted model pp. 6495-6509

Xingwei Ren

A sinuous stratified unrelated question randomized response model pp. 6510-6520

Tanveer A. Tarray and Housila P. Singh

Joint modeling and estimation for longitudinal data with informative observation and terminal event times pp. 6521-6539

Ting Du, Jieli Ding and Liuquan Sun

The New Zenga curve in the context of reliability analysis pp. 6540-6552

K. R. Muraleedharan Nair and N. Sreelakshmi

Bayesian inference and diagnostics in zero-inflated generalized power series regression model pp. 6553-6568

Gladys D. Cacsire Barriga and Dipak K. Dey

Some asymptotic formulas of a Brownian motion with regular variation from the maximum and minimum complicated domains pp. 6569-6595

Dawei Lu

A Bayesian semi-parametric approach to the ordinal calibration problem pp. 6596-6610

María Paz Casanova and Yasna Orellana

An efficient new “Partial” randomized response model pp. 6611-6624

Housila P. Singh and Tanveer A. Tarray

An extension of almost sure central limit theorem for self-normalized products of sums for mixing sequences pp. 6625-6640

Yong Zhang

Comparison of the bias of trimmed and Winsorized means pp. 6641-6650

Mariusz Bieniek

The limiting spectral distribution for large sample covariance matrices with unbounded m-dependent entries pp. 6651-6662

Meng Wei, Guangyu Yang and Lingling Yang

A modified optimal orthogonal new additive model pp. 6663-6669

Housila P. Singh and Tanveer A. Tarray

Weighted log-normal kernel density estimation pp. 6670-6687

Gaku Igarashi

Estimating standard error of intra-class correlation coefficients up to three level unbalanced nested clinical trials pp. 6688-6699

Manoj K. Yadav

High-dimensional posterior consistency of the Bayesian lasso pp. 6700-6708

Shibasish Dasgupta

Mixed sampling plan based on exponentially weighted moving average statistic pp. 6709-6719

Muhammad Aslam, Muhammad Azam and Chi-Hyuck Jun

On generalized hyper-Poisson distribution of order k and its application pp. 6720-6731

C. Satheesh Kumar and B. Unnikrishnan Nair

Approximation of distributions by using the Anderson Darling statistic pp. 6732-6745

Eckhard Liebscher

An extended Poisson distribution pp. 6746-6764

Hassan S. Bakouch, Maher Kachour and Saralees Nadarajah

Number of appearances of events in random sequences: A new approach to non-overlapping runs pp. 6765-6772

Yong Kong

Calibration of compositional measurements pp. 6773-6788

Sandra Donevska, Eva Fišerová and Karel Hron

Characterizations of discrete compound Poisson distributions pp. 6789-6802

Huiming Zhang and Bo Li

Volume 45, issue 21, 2016

Survival analysis in supply chains using statistical flowgraph models: Predicting time to supply chain disruption pp. 6183-6208

Gholamreza Shafipour and Abdolvahhab Fetanat

On the rate of convergence in the strong law of large numbers for negatively orthant-dependent random variables pp. 6209-6222

Aiting Shen, Ying Zhang and Andrei Volodin

Admissible and optimal sampling strategy for estimating finite population mean in randomized response surveys with multiple responses pp. 6223-6228

S. Sengupta

General orthogonal designs for parameter estimation of ANOVA models under weighted sum-to-zero constraints pp. 6229-6244

Xiaodi Wang and Yingshan Zhang

Numerical solution to stochastic partial differential equation with variable repair rate pp. 6245-6252

Mangey Ram and Arpan Gupta

Conditional k-out-of-n systems with a cold standby component pp. 6253-6262

Yashi Wang

Asymmetric properties of the Pearson correlation coefficient: Correlation as the negative association between linear regression residuals pp. 6263-6283

Wolfgang Wiedermann and Michael Hagmann

Testing the difference between two independent regression models pp. 6284-6289

Mohammad Reza Mahmoudi, Marziyeh Mahmoudi and Elaheh Nahavandi

Uniform approximation of the tail probability of weighted sums of subexponential random variables pp. 6290-6298

Chenhua Zhang and Shaobai Kan

Parallel tempering for dynamic generalized linear models pp. 6299-6310

Guangbao Guo, Wei Shao, Lu Lin and Xuehu Zhu

Modeling participation duration, with application to the North American Breeding Bird Survey pp. 6311-6320

William A. Link and John R. Sauer

Dependence matrices for spatial extreme events pp. 6321-6341

C. Fonseca, A. P. Martins, L. Pereira and H. Ferreira

Inferences on partial linear models with right censored data by empirical likelihood pp. 6342-6356

Ran Wang

Precise large deviations for sums of two-dimensional random vectors with dependent components of heavy tails pp. 6357-6368

Xinmei Shen and Hailan Tian

The distribution of the product of two independent generalized trapezoidal random variables pp. 6369-6384

Mridula Garg, Ajay Sharma and Pratibha Manohar

Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors pp. 6385-6399

Kaifeng Zhao and Heng Lian

A geometric time series model with a new dependent Bernoulli counting series pp. 6400-6415

Ana V. Miletić Ilić

A recipe for bivariate copulas pp. 6416-6420

Eric Key

Combination of distribution-free tests for the general two-sample problem with application to the social sciences pp. 6421-6435

Marco Marozzi

M-Estimation for partially functional linear regression model based on splines pp. 6436-6446

Jianjun Zhou, Jiang Du and Zhimeng Sun

On the strong convergence of weighted sums of widely dependent random variables pp. 6447-6460

Dongya Cheng, Wenhai Zhang and Yuebao Wang

On minimum Lp-distance estimation for inhomogeneous Poisson processes pp. 6461-6470

Demba Bocar Ba and Ali Souleymane Dabye

An alternative approach to reliability analysis of cold standby systems pp. 6471-6480

M. Fathizadeh and K. Khorshidian

Proportional hazards model for discrete data: Some new developments pp. 6481-6493

Isha Dewan, K. K. Sudheesh and P. Anisha

Volume 45, issue 20, 2016

Multi-factor prediction of water flooding efficiency based on a time-varying system pp. 5873-5883

Liu Zhibin and Liu Haohan

Power-transformed linear regression on quantile residual life for censored competing risks data pp. 5884-5905

Caiyun Fan, Feipeng Zhang and Yong Zhou

Contingency tables with fuzzy information pp. 5906-5917

S. M. Taheri, G. Hesamian and R. Viertl

Stochastic EM algorithm of a finite mixture model from hurdle Poisson distribution with missing responses pp. 5918-5932

Ying-zi Fu

Empirical likelihood ratio tests for the linear regression model with inequality constraints pp. 5933-5945

Li Chen

A model for k-out-of-m load-sharing systems pp. 5946-5960

Santosh S. Sutar and U. V. Naik-Nimbalkar

Non binary partially neighbor balanced designs for circular blocks pp. 5961-5965

Naqvi Hamad and Muhammad Hanif

Win-probabilities for comparing two Poisson variables pp. 5966-5976

A. J. Hayter

Convergence of weighted sums for sequences of pairwise NQD random variables pp. 5977-5989

Yongfeng Wu and Mingle Guo

Inequalities on partial correlations in Gaussian graphical models containing star shapes pp. 5990-5996

Edmund Jones and Vanessa Didelez

Robust unit root tests with autoregressive errors pp. 5997-6021

Marta Moreno and Juan Romo

Shrinkage ridge regression in partial linear models pp. 6022-6044

Mahdi Roozbeh and Mohammad Arashi

Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model pp. 6045-6060

Xijun Liu, Qingwu Gao and Ermin Guo

Generalized preliminary test stochastic restricted estimator in the linear regression model pp. 6061-6086

S. Arumairajan and P. Wijekoon

Statistical analysis of the number of self-overlapping leftmost repeats in an homogeneous stationary Markov chain on finite states pp. 6087-6101

Ferhat Ziram, Dominique Cellier and François Charlot

Adaptive quasi-maximum likelihood estimation of GARCH models with Student’s t likelihood pp. 6102-6111

Xiaorui Zhu and Li Xie

One-sided EWMA control charts for monitoring Poisson processes with varying sample sizes pp. 6112-6132

Qin Zhou, Lianjie Shu and Wei Jiang

Penalized maximum likelihood estimation for Gaussian hidden Markov models pp. 6133-6148

Grigory Alexandrovich

Distribution of the product of a pair of independent two-sided power variates pp. 6149-6164

Selim Gündüz and Ali İ. Genç

On some generalized orderings: In the spirit of relative ageing pp. 6165-6181

Nil Kamal Hazra and Asok K. Nanda

Volume 45, issue 19, 2016

A simple solution for spurious regressions pp. 5561-5583

Daniel Ventosa-Santaulària and Antonio Noriega

On the E-optimality of blocked main effects plans when n ≡ 1(mod4) pp. 5584-5589

Mike Jacroux and Tom Jacroux

On the effect of long-range dependence on extreme value copula estimation with fixed marginals pp. 5590-5618

Jan Beran

Estimation of the offspring mean in a branching process with non stationary immigration pp. 5619-5627

I. Rahimov

On an application of concomitants of order statistics pp. 5628-5636

Serkan Eryilmaz

Second-order asymptotic comparison of the MLE and MCLE for a two-sided truncated exponential family of distributions pp. 5637-5659

M. Akahira, S. Hashimoto, K. Koike and N. Ohyauchi

Estimation in a bivariate integer-valued autoregressive process pp. 5660-5678

Aleksandar S. Nastić, Miroslav M. Ristić and Predrag M. Popović

Interval estimation for a lower-truncated distribution based on the double Type-II censored sample pp. 5679-5692

Liang Wang

A consistent method of estimation for the three-parameter lognormal distribution based on Type-II right censored data pp. 5693-5708

Hideki Nagatsuka and N. Balakrishnan

The generalized inverse Lindley distribution: A new inverse statistical model for the study of upside-down bathtub data pp. 5709-5729

Vikas Kumar Sharma, Sanjay Kumar Singh, Umesh Singh and Faton Merovci

A spatial scan statistic for survival data based on generalized life distribution pp. 5730-5744

Vijaya Bhatt and Neeraj Tiwari

Admissibility of a variance estimator in finite population sampling under Warner's randomized response plan with multiple responses pp. 5745-5750

S. Sengupta

On asymptotic behavior of Nadaraya–Watson regression estimator pp. 5751-5761

Jiexiang Li

Generalized linear regression models incorporating original outcome distributions pp. 5762-5786

Marcelo de Paula and Carlos Alberto Ribeiro Diniz

On estimation of stress–strength parameter using record values from proportional hazard rate models pp. 5787-5801

M. Basirat, S. Baratpour and Jafar Ahmadi

Least absolute relative error estimation for functional quadratic multiplicative model pp. 5802-5817

Tao Zhang, Qingzhao Zhang and Naixiong Li

Closed-form likelihood estimation for one type of affine point processes pp. 5818-5825

Suxin Wang, Shiyu Song and Yongjin Wang

ML and UMVU estimation in the M/D/1 queuing system pp. 5826-5834

V. Srinivas and B. K. Kale

Bridging the gap: A likelihood function approach for the analysis of ranking data pp. 5835-5847

Mayer Alvo

On the exponential inequalities for widely orthant-dependent random variables pp. 5848-5856

Tingting Liu, Xuejun Wang, Xinghui Wang and Shuhe Hu

On generalized exponential transformations for proportions pp. 5857-5870

Waqas Ahmed Malik and Hans-Peter Piepho

Erratum pp. 5871-5871

The Editors

Volume 45, issue 18, 2016

Exponential inequalities in linear calibration problem pp. 5251-5262

Zerouati Halima and Dahmani Abdelnasser

Characterization of discrete scale invariant Markov sequences pp. 5263-5278

N. Modarresi and S. Rezakhah

The discretely observed immigration-death process: Likelihood inference and spatiotemporal applications pp. 5279-5298

Ottmar Cronie and Jun Yu

Various measures of dependence of a new asymmetric generalized Farlie–Gumbel–Morgenstern copulas pp. 5299-5317

A. K. Pathak and P. Vellaisamy

Restricted estimation and testing of hypothesis in linear measurement errors models pp. 5318-5330

Wenxue Li, Tingting Li and Hu Yang

Influence diagnostics in constrained general linear models pp. 5331-5340

Hadi Emami and Mostafa Emami

Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims pp. 5341-5354

Xijun Liu and Qingwu Gao

PROMETHEE IV through kernel density estimation pp. 5355-5362

Pedro Henrique Melo Albuquerque and Mariana Rosa Montenegro

Robust designs for experiments with blocks pp. 5363-5379

Rena K. Mann, Roderick Edwards and Julie Zhou

Robustness of the shrinkage estimator for the relative potency in the combination of multivariate bioassays pp. 5380-5391

Ding-Geng (Din) Chen

Two new estimators of entropy for testing normality pp. 5392-5411

Akram Kohansal and Saeid Rezakhah

A two-stage design for multivariate estimation of proportions pp. 5412-5426

Fatima Batool and Javid Shabbir

On zero-distorted generalized geometric distribution pp. 5427-5442

D. V. S. Sastry, Deepesh Bhati, R. N. Rattihalli and E. Gómez-Déniz

Searching effective rotation patterns for population median using exponential type estimators in two-occasion rotation sampling pp. 5443-5460

Kumari Priyanka and Richa Mittal

On a bivariate Kumaraswamy type exponential distribution pp. 5461-5477

S. M. Mirhosseini, A. Dolati and M. Amini

A generalized polynomial-logistic distribution and applications pp. 5478-5494

Vasileios M. Koutras and Konstantinos Drakos

An extension of the gamma distribution pp. 5495-5516

Rodrigo R. Pescim and Saralees Nadarajah

Non uniform bound on a combinatorial central limit theorem pp. 5517-5532

W. Simcharoen and K. Neammanee

Robust variable selection and parametric component identification in varying coefficient models pp. 5533-5549

Hu Yang, Jing Lv and Chaohui Guo

Equivariant estimation for the parameters of location-scale multivariate exponential models and its application in reliability analysis pp. 5550-5559

B. Chandrasekar and S. Amala Revathy

Volume 45, issue 17, 2016

Estimation of a change point in the variance function based on the χ2-distribution pp. 4937-4968

Jib Huh

Modeling bivariate survival data using shared inverse Gaussian frailty model pp. 4969-4987

David D. Hanagal and Susmita M. Bhambure

Lindley first-order autoregressive model with applications pp. 4988-5006

Hassan S. Bakouch and Božidar V. Popović

Conditional probability and improper priors pp. 5007-5016

Gunnar Taraldsen and Bo Henry Lindqvist

An efficient effective rotation pattern in successive sampling over two occasions pp. 5017-5027

Housila P. Singh and Surya K. Pal

Construction of minimum aberration blocked two-level regular factorial designs pp. 5028-5036

Sheng-Li Zhao and Peng-Fei Li

Skew generalized extreme value distribution: Probability-weighted moments estimation and application to block maxima procedure pp. 5037-5052

Pierre Ribereau, Esterina Masiello and Philippe Naveau

Confidence intervals for the regression coefficient in a simple regression model with a balanced two-fold nested error structure pp. 5053-5065

Dong Joon Park and Min Yoon

Forecasting a point process with an ARIMA model pp. 5066-5076

Chih-Hsiang Ho

Berry–Esseen type bound of conditional mode estimation under truncation and strong mixing assumptions pp. 5077-5097

Han-Ying Liang, Deli Li and Tianxuan Miao

Adaptive optimal scaling of Metropolis–Hastings algorithms using the Robbins–Monro process pp. 5098-5111

P. H. Garthwaite, Y. Fan and S. A. Sisson

The Yule–Walker equations as a weighted least-squares problem and the association with tapering pp. 5112-5122

Joan Parrish, Steven M. Crunk and Bee Leng Lee

Optimal preventive policies for imperfect maintenance models with replacement first and last pp. 5123-5136

C. C. Chang

Simultaneous tests for homogeneity of two zero-inflated (beta) populations pp. 5137-5153

Luna Sun and Alix I. Gitelman

Quantile regression methods for censored gap time data pp. 5154-5165

Jung-Yu Cheng and Shinn-Jia Tzeng

Matching pseudocounts for interval estimation of binomial and Poisson parameters pp. 5166-5178

H. Ogasawara

Detection of outliers in mixed regressive-spatial autoregressive models pp. 5179-5192

Libin Jin, Xiaowen Dai, Anqi Shi and Lei Shi

On the predictive performance of the almost unbiased Liu estimator pp. 5193-5203

Jibo Wu

A new Lindley distribution with location parameter pp. 5204-5219

M. M. E. Abd El-Monsef

An extension of the multivariate Chebyshev's inequality to a random vector with a singular covariance matrix pp. 5220-5223

Katarzyna Budny

Tail dependence for skew Laplace distribution and skew Cauchy distribution pp. 5224-5233

Jiannan Ning and Wende Yi

On entropy of a Pareto distribution in the presence of outliers pp. 5234-5250

M. Jabbari Nooghabi and E. Khaleghpanah Nooghabi

Volume 45, issue 16, 2016

An extension of Franklin's randomized response technique for multi-proportions pp. 4637-4662

M. Javed, S. S. Sidhu and Sarjinder Singh

A changepoint statistic with uniform type I error probabilities pp. 4663-4672

Peter Rogerson and Peter Kedron

An adaptive multivariate CUSUM control chart for signaling a range of location shifts pp. 4673-4691

Tianhua Wang and Shuguang Huang

Exact calculation of minimum sample size for estimating a Poisson parameter pp. 4692-4715

Zhengjia Chen and Xinjia Chen

An objective look at obtaining the plotting positions for QQ-plots pp. 4716-4728

Reza Hosseini and Akimichi Takemura

The distribution of the maximum of a first-order moving average: The discrete casex pp. 4729-4744

Christopher S. Withers and Saralees Nadarajah

A simultaneous control scheme for mean and fraction non conforming in small process variation pp. 4745-4759

Sang Joon Um and Jong Gurl Kim

Asymptotic properties for the moment estimators in Rayleigh distribution with two parameters pp. 4760-4770

Hui Jiang, Xin Yun and Chen Xie

A three-population constrained discrimination procedure pp. 4771-4787

David Patterson

Minimax designs for 2k factorial experiments for generalized linear models pp. 4788-4797

Sofia Normark

Chain-type ratio estimator in successive sampling using multi-auxiliary information pp. 4798-4811

Manoj Kumar Srivastava and Namita Srivastava

On goodness-of-fit tests for Aalen's additive model based on left-truncated right-censored or doubly censored data pp. 4812-4823

Pao-Sheng Shen

Dynamic mixing probability measures of mixtures pp. 4824-4839

Ji Hwan Cha and Jie Mi

Use of multiauxiliary variables to cope with non response in estimation of current population mean in two-occasion successive sampling pp. 4840-4857

G. N. Singh, M. Khetan and S. Maurya

Estimation using hybrid censored data from a generalized inverted exponential distribution pp. 4858-4873

Yogesh Mani Tripathi and Manoj Kumar Rastogi

Residual Renyi entropy of k-record values pp. 4874-4885

P. S. Asha and Manoj Chacko

Conditioning out rare events for exponential families has negligible effect on inference pp. 4886-4895

Christopher S. Withers and Saralees Nadarajah

The conditional cumulative distribution function in single functional index model pp. 4896-4911

Ahmed Ait Saidi and Mecheri Kheira

Weighted similarity tests for location-scale families of stable distributions pp. 4912-4922

Chang C. Y. Dorea and Luciene P. Lopes

Inferential analysis for the reliability parameter based on the three-parameter Lindley distribution pp. 4923-4936

Mohammad Z. Raqab and D. K. Al-Mutairi

Volume 45, issue 15, 2016

Efficient family of estimators of median using two-phase sampling design pp. 4325-4331

H.S. Jhajj, Harpreet Kaur and Puneet Jhajj

Markov switching component GARCH model: Stability and forecasting pp. 4332-4348

N. Alemohammad, S. Rezakhah and S. H. Alizadeh

New sensitivity analysis subordinated to a contrast pp. 4349-4364

Jean-Claude Fort, Thierry Klein and Nabil Rachdi

Hayter and Tsui's test with double sampling for the vector mean of multivariate normal population pp. 4365-4377

Sueli Aparecida Mingoti and Graziele Umbelina Alves Ferreira

Computing the distribution of sequential Hölder norms of the Brownian motion pp. 4378-4391

Alfredas Račkauskas and Charles Suquet

Optimal block designs for double cross experiments pp. 4392-4396

M. K. Sharma and Mekonnen Tadesse

Inference in log-alpha-power and log-skew-normal multivariate models pp. 4397-4415

Guillermo Martínez-Flórez, Mario Pacheco and Ramón Giraldo

An alternative approach for compatibility of two discrete conditional distributions pp. 4416-4432

Indranil Ghosh and Saralees Nadarajah

A generalization of Jeffreys' rule for non regular models pp. 4433-4444

Francisco J. Ortega and Jesús Basulto

Convergence for weighted sums of widely orthant dependent random variables pp. 4445-4453

DeHua Qiu and PingYan Chen

Shrinkage and LASSO strategies in high-dimensional heteroscedastic models pp. 4454-4470

Sévérien Nkurunziza, Marwan Al-Momani and Eric Yu Yin Lin

Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models pp. 4471-4485

Jianbo Li, Yuan Li, Zhensheng Huang and Riquan Zhang

On the Kullback–Leibler information of hybrid censored data pp. 4486-4493

Sangun Park

General results of complete convergence and complete moment convergence for weighted sums of some class of random variables pp. 4494-4508

Xuejun Wang, Shuhe Hu and Andrei Volodin

Construction of peculiar diffusion process having Gaussian marginals pp. 4509-4516

Syeda Rabab Mudakkar

Assessing local influence for elliptical linear models under equality constraints pp. 4517-4527

Hu Yang and Lian Yang

Performance of unit-root tests for non linear unit-root and partial unit-root processes pp. 4528-4536

Lingxiang Zhang

On the Marshall–Olkin extended distributions pp. 4537-4555

Fredy Castellares and Artur J. Lemonte

On testing more IFRA ordering-II pp. 4556-4568

Muhyiddin Izadi, Baha-Eldin Khaledi and Chin-Diew Lai

Second-order regular variation inherited from Laplace–Stieltjes transforms pp. 4569-4588

Tiantian Mao and Lei Hua

Preservation of dependence concepts under bivariate weighted distributions pp. 4589-4599

S. Izadkhah, M. Amini and G. R. Mohtashami Borzadaran

The optimal group size using inverse binomial group testing considering misclassification pp. 4600-4610

Wenjun Xiong

Randomized response model versus mixture model in the crossover design for clinical trials pp. 4611-4627

Chien-Hua Wu

Characterization based on generalized entropy of order statistics pp. 4628-4636

Suchandan Kayal

Volume 45, issue 14, 2016

On proportional mean past lifetimes model pp. 4035-4047

Majid Rezaei

Robust estimation and variable selection for varying-coefficient single-index models based on modal regression pp. 4048-4067

Hu Yang, Jing Lv and Chaohui Guo

Semiparametric inference on partially linear single-index model pp. 4068-4085

Zhensheng Huang, Riquan Zhang and Yazhao Lv

The generalized family of estimators of population mean using auxiliary information in double sampling pp. 4086-4105

Ramkrishna S. Solanki and Housila P. Singh

A family of estimators of population variance in two-occasion rotation patterns pp. 4106-4116

Housila P. Singh, Jong M. Kim and Tanveer A. Tarray

A COM-Poisson-type generalization of the negative binomial distribution pp. 4117-4135

S. Chakraborty and S. H. Ong

Estimation of ratio of population means in two-occasion successive sampling pp. 4136-4155

A. Bandyopadhyay and G. N. Singh

A Study on EWMA charts with runs rules—the Markov chain approach pp. 4156-4180

Michael B. C. Khoo, Philippe Castagliola, J. Y. Liew, W. L. Teoh and Petros E. Maravelakis

A note on the implications of factorial invariance for common factor variable equivalence pp. 4181-4193

Michael Maraun and Moritz Heene

The effect of parameter estimation on the performance of one-sided Shewhart control charts for zero-inflated processes pp. 4194-4214

Athanasios C. Rakitzis and Philippe Castagliola

General laws of large numbers under sublinear expectations pp. 4215-4229

Feng Hu and Zengjing Chen

Tail behavior of the generalized Maxwell distribution pp. 4230-4236

Jianwen Huang and Shouquan Chen

Asymptotic approach for a renewal-reward process with a general interference of chance pp. 4237-4248

Rovshan Aliyev, Ozlem Ardic and Tahir Khaniyev

Predictive estimation of population mean in two-phase sampling pp. 4249-4267

A. Bandyopadhyay and G.N. Singh

Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models pp. 4268-4284

Abdelouahab Bibi

A new hybrid estimation method for the generalized pareto distribution pp. 4285-4294

Chunlin Wang and Gemai Chen

Repeated confidence intervals and prediction intervals using stochastic curtailment under fractional Brownian motion pp. 4295-4306

Qiang Zhang, Dejian Lai and Barry R. Davis

Multiple-start balanced modified systematic sampling in the presence of linear trend pp. 4307-4324

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

Volume 45, issue 13, 2016

Comparison of two sampling schemes for generating record-breaking data from the proportional hazard rate models pp. 3721-3733

Mahdi Salehi, Jafar Ahmadi and Sanku Dey

On the probability of ruin in a continuous risk model with two types of delayed claims pp. 3734-3750

Jianwei Gao, Liyuan Wu and Huihui Liu

A diagnostic of influential cases based on the information complexity criteria in generalized linear mixed models pp. 3751-3760

Junfeng Shang

Gompertz-power series distributions pp. 3761-3781

A. A. Jafari and S. Tahmasebi

Measures of uniformity in experimental designs: A selective overview pp. 3782-3806

E. Androulakis, K. Drosou, C. Koukouvinos and Y.-D. Zhou

A functional coefficient GARCH-M model pp. 3807-3821

Xingfa Zhang, Heung Wong and Yuan Li

Testing change in the variance with epidemic alternatives pp. 3822-3837

F. Graiche, D. Merabet and D. Hamadouche

The exponentiated-log-logistic geometric distribution: Dual activation pp. 3838-3859

Natalie V. R. Mendoza, Edwin M. M. Ortega and Gauss M. Cordeiro

A semi-Markov decision model for the optimal control of a simple immigration-birth-death process through the introduction of a predator pp. 3860-3873

E. G. Kyriakidis and T. D. Dimitrakos

Sign test based on k-tuple general ranked set samples pp. 3874-3883

Tao Li and Narayanaswamy Balakrishnan

Optimal investment, consumption, and life insurance in an incomplete market pp. 3884-3903

Xiaoqing Liang and Junyi Guo

Reliability design for a MANET with cluster-head gateway routing protocol pp. 3904-3918

K. S. Meena and T. Vasanthi

A statistically adaptive sampling policy to the Hotelling's T2 control chart: Markov chain approach pp. 3919-3929

Asghar Seif, Alireza Faraz, Erwin Saniga and Cédric Heuchenne

An improved estimation procedure of population mean in two-occasion successive sampling pp. 3930-3938

G. N. Singh and A. K. Singh

Estimation under non response when it occurs on both occasions in two-occasion successive sampling pp. 3939-3951

G. N. Singh, M. Khetan and S. Maurya

Bayesian estimation for non zero inflated modified power series distribution under linex and generalized entropy loss functions pp. 3952-3969

Małgorzata Murat

Bayes and robust Bayes predictions in a subfamily of scale parameters under a precautionary loss function pp. 3970-3992

Leila Golparvar, Ali Karimnezhad and Ahmad Parsian

Berry–Esseen type bounds in heteroscedastic errors-in-variables model pp. 3993-4017

Jing-Jing Zhang and Han-Ying Liang

Point estimation of lower quantiles based on two-sampling scheme pp. 4018-4034

H. Morabbi, M. Razmkhah and Jafar Ahmadi

Volume 45, issue 12, 2016

An almost sure central limit theorem for self-normalized partial sums of weakly dependent random variables pp. 3411-3420

Zhengyan Lin, Tian-Xiao Pang and Kyo-Shin Hwang

Multivariate autoregressive extreme value process and its application for modeling the time series properties of the extreme daily asset prices pp. 3421-3440

Rostyslav Bodnar, Taras Bodnar and Wolfgang Schmid

A random weighting approach for posterior distributions pp. 3441-3457

Zai-Ying Zhou and Ying Yang

A very simple proof of the multivariate Chebyshev's inequality pp. 3458-3463

Jorge Navarro

Contribution of maximum entropy principle in the field of queueing theory pp. 3464-3472

Om Parkash and Mukesh

Local linear double and asymmetric kernel estimation of conditional quantiles pp. 3473-3488

Muhammad Anas Knefati, Abderrahim Oulidi and Belkacem Abdous

Asymptotic results in gamma kernel regression pp. 3489-3509

Jianhong Shi and Weixing Song

Two-step calibration of design weights in survey sampling pp. 3510-3523

Sarjinder Singh and Stephen Andrew Sedory

Splice plots for generalized linear models pp. 3524-3540

David Nelson and Siamak Noorbaloochi

Improved best linear unbiased estimators for the simple linear regression model using double ranked set sampling schemes pp. 3541-3561

Abdul Haq, Jennifer Brown and Elena Moltchanova

Limit theory for random coefficient autoregressive process under possibly infinite variance error sequence pp. 3562-3576

Zhiyong Zhou and Zhengyan Lin

Hedging of contingent claims written on non traded assets under Markov-modulated models pp. 3577-3595

Wei Wang, Linyi Qian and Wensheng Wang

Using observed confidence levels to perform principal component analyses pp. 3596-3611

Alan M. Polansky and Santu Ghosh

On the Bayes estimators of the parameters of size-biased generalized power series distributions pp. 3612-3624

Peer Bilal Ahmad

Extreme value index estimator using maximum likelihood and moment estimation pp. 3625-3636

Jürg Hüsler, Deyuan Li and Mathias Raschke

Analysis of a batch arrival queue with vacation policy and exceptional service pp. 3637-3657

Jau-Chuan Ke and Dong-Yuh Yang

LAD-Lasso variable selection for doubly censored median regression models pp. 3658-3667

Xiuqing Zhou and Guoxiang Liu

Sample size determination for quality control process using a multiple components tolerance interval pp. 3668-3674

Feng-Shou Ko

Empirical Bayes estimation for the mean of the selected normal population when there are additional data pp. 3675-3691

Zohreh Mohammadi and Mina Towhidi

Maxima of skew elliptical triangular arrays pp. 3692-3705

Enkelejd Hashorva and Chengxiu Ling

Some results following from conditional characteristic functions pp. 3706-3720

Demei Yuan and Lan Lei

Volume 45, issue 11, 2016

Recursive kernel estimate of the conditional quantile for functional ergodic data pp. 3097-3113

Fatima Benziadi, Ali Laksaci and Fethallah Tebboune

On the use of several auxiliary variables in estimation of current population mean in successive sampling pp. 3114-3125

G. N. Singh, F. Homa and S. Maurya

A stratified Tracy and Osahan's two-stage randomized response model pp. 3126-3137

Housila P. Singh and Tanveer A. Tarray

A note on a family of criteria for evaluating test statistics pp. 3138-3144

Gordon Anderson and Teng Wah Leo

New estimators of distribution functions pp. 3145-3157

A. K. Md. Ehsanes Saleh and Amal Ghania

Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance pp. 3158-3167

Ke-Ang Fu, Jie Li and Xiao-Rong Yang

GMM estimation in partial linear models with endogenous covariates causing an over-identified problem pp. 3168-3184

Baicheng Chen, Hua Liang and Yong Zhou

Complete moment convergence of weighted sums for arrays of negatively dependent random variables and its applications pp. 3185-3195

Yongfeng Wu and Andrei Volodin

The Cornish-Fisher expansion for a class of statistics in first order autoregression pp. 3196-3205

Jorge M. Arevalillo

Inference about parameters in Binomial-Poisson distribution with additional incomplete data pp. 3206-3222

Suisui Che, Kai Huang and Jie Mi

Invariance principles and almost sure central limit theorem for the error variance estimator in linear models pp. 3223-3235

Yu Miao, Wei-Qiang Geng and Saralees Nadarajah

Empirical likelihood inference for a semiparametric hazards regression model pp. 3236-3248

Wei Chen and Dehui Wang

New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study pp. 3249-3263

Vassilly Voinov, Natalie Pya, Rashid Makarov and Yevgeniy Voinov

A note on successive comparisons between several ordered variances pp. 3264-3273

Parminder Singh

On variances and covariances of a kind of extreme order statistics pp. 3274-3282

Jinliang Wang, Changshou Deng, Jiangfeng Li and Mingfa Zhou

Online control by attributes in the presence of classification errors with variable inspection interval pp. 3283-3301

Lupércio F. Bessegato, Lucas S. Mota and Roberto C. Quinino

Generalized ratio-cum-product type exponential estimator in stratified random sampling pp. 3302-3309

Hilal A. Lone, Rajesh Tailor and Housila P. Singh

Simulation of Balakrishnan skew-normal order statistics pp. 3310-3322

Mahdi Teimouri and Saralees Nadarajah

Regression with an infinite number of observations applied to estimating the parameters of the stable distribution using the empirical characteristic function pp. 3323-3331

J. Martin Van Zyl

The two-step approach—a significant ANOVA F-test before Dunnett's comparisons against a control—is not recommended pp. 3332-3343

Ludwig A. Hothorn

Applying fast initial response features on GWMA control charts for monitoring autocorrelation data pp. 3344-3356

Shin-Li Lu

Unique decomposition of low-order time series pp. 3357-3366

Eugene Seneta and Simon Ku

The McDonald Gumbel model pp. 3367-3382

Edleide de Brito, Giovana Oliveira Silva, Gauss M. Cordeiro and Clarice Garcia B. Demétrio

A comparison study of effectiveness and robustness of robust economic designs of T2 chart using genetic algorithm pp. 3383-3396

Kamyar Chalaki, Abbas Saghaei and M.B. Moghadam

A nonparametric coherent confidence procedure pp. 3397-3409

John Tuhao Chen

Volume 45, issue 10, 2016

A transitional Markov switching autoregressive model pp. 2785-2800

J. Cheng

Precise large deviations for aggregate claims pp. 2801-2809

Yang Yang and Liwei Sha

A low-end quantile estimator from a right-skewed distribution pp. 2810-2833

Hongjun Wang and Paul S. Horn

Random walks and subfractional Brownian motion pp. 2834-2841

Hongshuai Dai

Calibration approach for estimating population total with subsampling of non respondents under single- and two-phase sampling pp. 2842-2856

Rohan Kumar Raman, U.C. Sud and Hukum Chandra

The Poisson-conjugate Lindley mixture distribution pp. 2857-2872

E. Gómez-Déniz and E. Calderín-Ojeda

Paired double-ranked set sampling pp. 2873-2889

Abdul Haq, Jennifer Brown, Elena Moltchanova and Amer Ibrahim Al-Omari

Bayesian inference for the offered optical network unit load pp. 2890-2919

Sumith Gunasekera

Goodness-of-fit tests for the Gompertz distribution pp. 2920-2937

Adam Lenart and Trifon I. Missov

Reliability evaluation of a Semi-Markov repairable system under alternative environments pp. 2938-2957

Liying Wang, Lirong Cui, Jie Zhang and Jing Peng

New multivariate aging notions based on the corrected orthant and the standard construction pp. 2958-2974

J. M. Fernández-Ponce, F. Pellery and M. R. Rodríguez-Griñolo

A proportional hazards model for the analysis of doubly censored competing risks data pp. 2975-2987

P. G. Sankaran and E. P. Sreedevi

A simple method to obtain minimum aberration split-plot designs pp. 2988-2997

Chun-Yi Lin, P. C. Wang, Meijie Wang and Ming-Hao Wang

The non parametric regression estimate with dependent measurement errors pp. 2998-3010

Litong Wang and Guobing Pan

Performance evaluation of processes with asymmetric tolerances in the presence of gauge measurement errors pp. 3011-3026

Dwi Yuli Rakhmawati, Chien-Wei Wu and Chao-Lung Yang

Composite quantile regression for varying-coefficient single-index models pp. 3027-3047

Yan Fan, Manlai Tang and Maozai Tian

Computing exact clustering posteriors with subset convolution pp. 3048-3058

Jukka Kohonen and Jukka Corander

A local join counts methodology for spatial clustering in disease from relative risk models pp. 3059-3075

Peter Congdon

Inference after truncated one-sided sequential test pp. 3076-3094

Yanhong Wu

Erratum pp. 3095-3095

The Editors

Volume 45, issue 9, 2016

Using logistic regression for semiparametric comparison of population means and variances pp. 2485-2503

Shuwen Wan, Binrong Xu and Biao Zhang

A robust R control chart based on a two-step estimator of the process dispersion pp. 2504-2523

Hamid Shahriari and Orod Ahmadi

Reliabilities of a single-unit system with multi-phased missions pp. 2524-2537

Shijia Du, Cong Lin and Lirong Cui

Systematically misclassified binary dependent variables pp. 2538-2555

Vidhura Tennekoon and Robert Rosenman

The exponential Poisson logarithmic distribution pp. 2556-2575

José Augusto Fioruci, Bao Yiqi, Francisco Louzada and Vicente G. Cancho

ML and Bayes estimation in a two-phase tandem queue with a second optional service and random feedback pp. 2576-2591

Mehrzad Ghorbani-Mandolakani and Mohammad Reza Salehi Rad

A unified approach to multilevel sample selection models pp. 2592-2611

Emmanuel O. Ogundimu and Jane L. Hutton

A general method of inference for two-parameter continuous distributions pp. 2612-2625

Sam Weerahandi and Jinadasa Gamage

Complete convergence of the non-identically distributed pairwise NQD random sequences pp. 2626-2637

Xili Tan, Hang Wang and Yong Zhang

Clustering large number of extragalactic spectra of galaxies and quasars through canopies pp. 2638-2653

Tuli De, Didier Fraix Burnet and Asis Kumar Chattopadhyay

Patched approximations and their convergence pp. 2654-2664

Nattakarn Chaidee, Tippawan Santiwipanont and Songkiat Sumetkijakan

Analysis of ordered probit model with surrogate response data and measurement error in covariates pp. 2665-2678

Surupa Roy

Some estimation procedures using a linear model in successive sampling pp. 2679-2698

G. N. Singh and S. Prasad

Comparison among non parametric prediction intervals of order statistics pp. 2699-2713

Elham Basiri, Jafar Ahmadi and Mohammad Z. Raqab

Influential observation in complex normal data for problems in allometry pp. 2714-2729

A.D.C. Nascimento, G.J.A. Amaral, B.B. Achic and J.T.M. Cruz

Parametric inference in a perturbed gamma degradation process pp. 2730-2747

Laurent Bordes, Christian Paroissin and Ali Salami

Modeling of covariance structures of random effects and random errors in linear mixed models pp. 2748-2769

Yu Fei, Yating Pan, Yin Chen and Jianxin Pan

Test for periodicity in restrictive EXPAR models pp. 2770-2783

M. Merzougui, H. Dridi and A. Chadli

Volume 45, issue 8, 2016

Some multivariate singular unified skew-normal distributions and their application pp. 2159-2171

Mehdi Amiri, Ahad Jamalizadeh and Mina Towhidi

Construction of uniform designs for mixture experiments with complex constraints pp. 2172-2180

Yan Liu and Min-Qian Liu

Some theoretical results concerning non parametric estimation by using a judgment poststratification sample pp. 2181-2203

Ali Dastbaravarde, Nasser Reza Arghami and Majid Sarmad

Generalized linear failure rate power series distribution pp. 2204-2227

S. Shams Harandi and M. H. Alamatsaz

Positive-rule stein-type almost unbiased ridge estimator in linear regression model pp. 2228-2255

Chaolin Liu and Hu Yang

A generalized p-value approach to inference on the performance measures of an M/Ek/1 queueing system pp. 2256-2267

Qian Zhang, Xingzhong Xu and Shiyun Mi

An extended Birnbaum–Saunders distribution: Theory, estimation, and applications pp. 2268-2297

Gauss M. Cordeiro, Maria Do Carmo S. Lima, Audrey H.M.A. Cysneiros, Marcelino A. R. Pascoa, Rodrigo R. Pescim and Edwin M. M. Ortega

A non stochastic ridge regression estimator and comparison with the James-Stein estimator pp. 2298-2310

Luis Firinguetti, Hernán Rubio and Yogendra P. Chaubey

A discrete distribution including the Poisson pp. 2311-2322

Emilio Gómez Déniz and José María Sarabia

A unified class of compound lifetime distributions pp. 2323-2331

Josemar Rodrigues, Gauss M. Cordeiro, Mário de Castro and Saralees Nadarajah

New Sigmoid-like function better than Fisher z transformation pp. 2332-2341

Zheng-Ling Yang, Yan-Wen Song, Zhi-Feng Duan, Teng Wang and Jun Zhang

Reliability characteristics of Farlie–Gumbel–Morgenstern family of bivariate distributions pp. 2342-2353

Ramesh C. Gupta

A Bayesian random effects model for analyzing mixed negative binomial and continuous longitudinal responses pp. 2354-2367

E. Bahrami Samani and M. Ganjali

Resampling method to estimate intra-cluster correlation for clustered binary data pp. 2368-2377

Hrishikesh Chakraborty and Pranab K. Sen

Estimation for exponential distribution based on competing risk middle censored data pp. 2378-2391

Liang Wang

On maximum variance of kth records pp. 2392-2401

Krzysztof Jasiński

Convergence properties for weighted sums of NSD random variables pp. 2402-2412

Aiting Shen, Xinghui Wang and Huayan Zhu

Incomplete block designs for asymmetric parallel line assays pp. 2413-2425

Shashi Shekhar and Lalmohan Bhar

Final outcome probabilities for SIR epidemic model pp. 2426-2437

Hamid El Maroufy, Driss Kiouach and Taib Ziad

Irreconcilability of P-value and Bayesian measure in two-sided hypothesis: Pareto distribution with the presence of nuisance parameter pp. 2438-2449

Rahim Chinipardaz and Khadijeh Mehri

Graphical procedures and goodness-of-fit tests for the compound poisson-exponential distribution pp. 2450-2464

Ioannis A. Koutrouvelis

Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution pp. 2465-2483

David Giles, Hui Feng and Ryan T. Godwin

Volume 45, issue 7, 2016

On kernel density and mode estimates for associated and censored data pp. 1853-1862

Yacine Ferrani, Elias Ould Saïd and Abdelkader Tatachak

Strong consistency result of a non parametric conditional mode estimator under random censorship for functional regressors pp. 1863-1875

Khardani Salah and Thiam Baba

Goodness of fit tests for Nakagami distribution based on smooth tests pp. 1876-1886

Deniz Özonur, Fikri Gökpınar, Esra Gökpınar and Hülya Bayrak

Bias reduction for the maximum likelihood estimator of the doubly-truncated Poisson distribution pp. 1887-1901

Ryan T. Godwin

Estimation of missing data in analysis of covariance: A least-squares approach pp. 1902-1909

Chibueze E. Ogbonnaya and Emeka C. Uzochukwu

Estimation of the covariance matrix with two-step monotone missing data pp. 1910-1922

Masashi Hyodo, Nobumichi Shutoh, Takashi Seo and Tatjana Pavlenko

Reliability modeling of systems with two dependent degrading components based on gamma processes pp. 1923-1938

Zhengqiang Pan, Quan Sun and Jing Feng

Asymptotics of improved generalized moment estimators for spatial autoregressive error models pp. 1939-1952

Carsten Drinkuth and Matthias Arnold

A taxonomy of mixing and outcome distributions based on conjugacy and bridging pp. 1953-1968

Michael G. Kenward and Geert Molenberghs

A semi-parametric cox’s regression model for zero-inflated left-censored time to event data pp. 1969-1988

Roel Braekers and Yves Grouwels

Lasso with convex loss: Model selection consistency and estimation pp. 1989-2004

Wojciech Rejchel

The McDonald half-logistic distribution: Theory and practice pp. 2005-2022

José Oliveira, Jéssica Santos, Cleber Xavier, Daniele Trindade and Gauss M. Cordeiro

A Marshall–Olkin family of heavy-tailed distributions which includes the lognormal one pp. 2023-2044

V. J. García, E. Gómez-Déniz and F. J. Vázquez-Polo

The strong law of large numbers and the Shannon-McMillan theorem for the mth-order nonhomogeneous Markov chains indexed by an m rooted Cayley tree pp. 2045-2055

Zhiyan Shi and Weiguo Yang

An improved estimation in stratified random sampling pp. 2056-2070

Ramkrishna S. Solanki and Housila P. Singh

Gamma shared frailty model based on reversed hazard rate pp. 2071-2088

David D. Hanagal and Arvind Pandey

Domains of attraction of asymptotic distributions of extreme generalized order statistics pp. 2089-2104

Anja B. Schmiedt

Some remarks on the traditional way of circular and diagonal circular systematic sampling schemes pp. 2105-2117

Zaheen Khan and Javid Shabbir

Large deviations for sum of UEND and φ-mixing random variables with heavy tails pp. 2118-2129

Dawei Lu, Lixin Song and Tao Zhang

On the quantile past lifetime of the components of the parallel systems pp. 2130-2136

M. Shafaei Noughabi and S. Izadkhah

On the distribution of some ordered variables pp. 2137-2142

Saralees Nadarajah, Stephen Chan and Emmanuel Afuecheta

Identifiability of masking probabilities in competing risks models with emphasis on Weibull models pp. 2143-2157

Ye Liang and Dongchu Sun

Volume 45, issue 6, 2016

Theory and practice of stochastic models and data analysis pp. 1577-1579

Guglielmo D’Amico, Raimondo Manca and Sally McClean

Empirically effective bond pricing model for USGBs and analysis on term structures of implied interest rates in financial crisis pp. 1580-1606

Takeaki Kariya, Yoshiro Yamamura and Zhu Wang

Stochastic approximation methods for American type options pp. 1607-1631

Dmitrii Silvestrov and Yanxiong Li

Scan statistics for monitoring data modeled by a negative binomial distribution pp. 1632-1642

Jie Chen and Joseph Glaz

A non linear mixed effects model of plant growth and estimation via stochastic variants of the EM algorithm pp. 1643-1669

Charlotte Baey, Samis Trevezas and Paul-Henry Cournède

The use of flexible quantile-based measures in risk assessment pp. 1670-1681

Jaume Belles-Sampera, Montserrat Guillén and Miguel Santolino

The health state curve and the health state life table: Life expectancy and healthy life expectancy estimates pp. 1682-1692

Christos H. Skiadas and Charilaos Skiadas

Performance and robustness evaluation in sequential hypotheses testing pp. 1693-1709

Alexey Kharin

Intergenerational educational mobility in Greece: Transitions and social distances pp. 1710-1722

M. Symeonaki, G. Stamatopoulou and C. Michalopoulou

Multiple mortality modeling in Poisson Lee–Carter framework pp. 1723-1732

Valeria D'Amato, Steven Haberman, Gabriella Piscopo, Maria Russolillo and Lorenzo Trapani

Comparisons of multistate models with discrete-time pure-birth process for recurrent events and uncertain parameters pp. 1733-1746

Eva-Maria Ortega, José Alonso and Encarnacion Ortega-Quiles

Testing homogeneity of the multinomial proportions pp. 1747-1777

Jie Chen, Joseph Glaz and Cristina P. Sison

Asymptotic behavior of the processes describing some insurance models pp. 1778-1793

Ekaterina Bulinskaya and Alexander Gromov

Multistage non homogeneous Markov chain modeling of the non homogeneous genetic algorithm and convergence results pp. 1794-1804

André G. C. Pereira and Viviane S. M. Campos

Balancing desirability and promotion steadiness in partially stochastic manpower planning systems pp. 1805-1818

Komarudin, Tim De Feyter, Marie-Anne Guerry and Greet Vanden Berghe

The coxian phase-type distribution as a contribution to the multilevel model of in-hospital mortality pp. 1819-1830

Mariangela Zenga, Adele H. Marshall, Franca Crippa and Hannah Mitchell

Optimal sample size allocation for multi-level stress testing with exponential regression under type-I censoring pp. 1831-1852

Ping Shing Chan, Narayanaswamy Balakrishnan, Hon Yiu So and Hon Keung Tony Ng

Volume 45, issue 5, 2016

Inverse probability weighted estimators for single-index models with missing covariates pp. 1199-1214

Tingting Li and Hu Yang

On the convergence rate for arrays of row-wise NOD random variables pp. 1215-1223

Zhiyong Chen, Tingting Liu, Jimin Ling and Xuejun Wang

The sampling distribution of the W estimator of the number of valid signatures on a petition pp. 1224-1240

Mark E. Eakin and Mary M. Whiteside

Some mixing properties of conditionally independent processes pp. 1241-1259

Manel Kacem, Stéphane Loisel and Véronique Maume-Deschamps

Performance measures for asymmetric power loss functions pp. 1260-1269

Toshihiko Kawamura and Hitoshi Motoyama

Bootstrap test of hypothesis for the multi-state models in survival analysis pp. 1270-1277

Prabhanjan N. Tattar

Some uniform consistency results in the partially linear additive model components estimation pp. 1278-1310

Salim Bouzebda, Khalid Chokri and Djamal Louani

Matrix variate Macdonald distribution pp. 1311-1328

Daya K. Nagar, Alejandro Roldán-Correa and Arjun K. Gupta

Sup–Hellinger consistency for local density regression pp. 1329-1344

Fei Xiang and Stephen G. Walker

Semiparametric quasi-likelihood estimation with missing data pp. 1345-1369

Francesco Bravo and David Jacho-Chávez

A model with long-term survivors: negative binomial Birnbaum-Saunders pp. 1370-1387

Gauss M. Cordeiro, Vicente G. Cancho, Edwin M. M. Ortega and Gladys D. C. Barriga

Penalized inverse probability weighted estimators for weighted rank regression with missing covariates pp. 1388-1402

Hu Yang, Chaohui Guo and Jing Lv

Transient analysis of a finite source discrete-time queueing system using homogeneous Markov system with state size capacities (HMS/c) pp. 1403-1423

George Vasiliadis

On left-truncating and mixing Poisson distributions pp. 1424-1434

Jordi Valero, Marta Pérez-Casany and Josep Ginebra

Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations pp. 1435-1452

D. Najarzadeh, M. Khazaei and M. Ganjali

Superiority of the r-k class estimator over some estimators in a misspecified linear model pp. 1453-1458

Jibo Wu

A note on the estimates of multivariate Gaussian probability pp. 1459-1465

Dawei Lu

Improved estimation of scale parameters of morgenstern type bivariate uniform distribution using ranked set sampling pp. 1466-1476

Housila P. Singh and Vishal Mehta

Shrinkage estimation of P(Y pp. 1477-1486

Mehdi Jabbari Nooghabi

Selection of bandwidth for kernel regression pp. 1487-1500

Jan Koláček and Ivanka Horová

On an ad hoc test for order restricted multivariate normal means pp. 1501-1507

Xiaomi Hu

Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective pp. 1508-1526

Juan Fernández Sánchez and Wolfgang Trutschnig

Bimodal skew-symmetric normal distribution pp. 1527-1541

M.Y. Hassan and M.Y. El-Bassiouni

Finding the PDF of the hypoexponential random variable using the Kad matrix similar to the general Vandermonde matrix pp. 1542-1549

Khaled Smaili, Therrar Kadri and Seifedine Kadry

Marshall–Olkin gamma–Weibull distribution with applications pp. 1550-1563

Abdus Saboor and Tibor K. Pogány

Quasi-sure functional limit theorem for increments of a fractional Brownian sheet in Hölder norm pp. 1564-1574

Jie Xu, Yu Miao and Jicheng Liu

A note on exponentiated geometric distribution: Another generalization of geometric distribution pp. 1575-1575

V. Nekoukhou, M. H. Alamatsaz and H. Bidram

Volume 45, issue 4, 2016

A modified class of ratio estimators for population mean pp. 837-849

Sylvanus Itoro Etuk, Ekaette Inyang Enang and Emmanuel John Ekpenyong

A cold standby repairable system with the repairman having multiple vacations and operational, repair, and vacation times following phase-type distributions pp. 850-858

Baoliang Liu, Lirong Cui, Yanqing Wen and Furi Guo

Cyclic circular balanced and strongly balanced crossover designs through integer programming pp. 859-871

B. N. Mandal, Rajender Parsad and V. K. Gupta

Optimal test for PAR(1) dependence against PSETAR(2,1,1) models with specified threshold pp. 872-886

M. Merzougui

Estimation of entropy-type integral functionals pp. 887-905

David Källberg and Oleg Seleznjev

Robust estimation in the additive hazards model pp. 906-921

Enrique E. Álvarez and Julieta Ferrario

The adaptive calibration of testing p-values pp. 922-932

Guimei Zhao, Xingzhong Xu and Li Wang

Testing stability in a spatial unilateral autoregressive model pp. 933-949

Sándor Baran, Gyula Pap and Kinga Sikolya

Sufficient reduction methods for multivariate time-dependent health surveillance data pp. 950-966

S. Siripanthana and E. C. Stillman

Combined estimating function for random coefficient models with correlated errors pp. 967-975

I. Mohamed, K. Khalid and M. S. Yahya

The T-type estimate of a class of partially non linear models pp. 976-999

Lele Huang, Tao Hu and Hengjian Cui

Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model pp. 1000-1013

Baoguo Pan and Min Chen

Role of weights in improving the efficiency of Kim and Warde's mixed randomized response model pp. 1014-1030

Housila P. Singh and Tanveer A. Tarray

Estimation in second order branching processes with application to swine flu data pp. 1031-1046

Akanksha S. Kashikar and S. R. Deshmukh

An improved estimator of omission rate for census count: With particular reference to India pp. 1047-1062

Kiranmoy Chatterjee and Diganta Mukherjee

Linearly admissible estimators of mean vector with respect to balanced loss function in multivariate statistics pp. 1063-1069

Ming-Xiang Cao and Guang-Jun Shena

Modified skew-slash distribution pp. 1070-1080

Jimmy Reyes, Héctor W. Gómez and Ignacio Vidal

Further results on discrete mean past lifetime pp. 1081-1098

G. Asha, I. Elbatal and C. J. Rejeesh

Difference-based estimation and model identification for panel data semiparametric models with cross-section dependence pp. 1099-1117

Haibing Zhao and Rui Li

Score function of distribution and revival of the moment method pp. 1118-1136

Zdeněk Fabián

Inventory model for convertible item with deterioration pp. 1137-1147

Diwakar Shukla and Uttam Kumar Khedlekar

Recurrence formula on the joint distribution of sample skewness and kurtosis under normality pp. 1148-1155

Shigekazu Nakagawa, Hiroki Hashiguchi and Naoto Niki

The uniform local asymptotics for a Lévy process and its overshoot and undershoot pp. 1156-1181

Zhaolei Cui, Yuebao Wang and Kaiyong Wang

Run rules based phase II c and np charts when process parameters are unknown pp. 1182-1197

Shu Wu, Philippe Castagliola and Michael B. C. Khoo

Volume 45, issue 3, 2016

Estimation of finite population variance in successive sampling using multi-auxiliary variables pp. 553-565

Zahoor Ahmad, Ijaz Hussain and Muhammad Hanif

Further research on the principal component two-parameter estimator in linear model pp. 566-576

Hu Yang and Jiewu Huang

On bivariate transformation of scale distributions pp. 577-588

M.C. Jones

Comparison of simultaneous confidence bands for univariate polynomial regression over an interval pp. 589-596

Shan Lin

Online change detection of Markov chains with unknown post-change transition probabilities pp. 597-611

Jin-Guo Xian, Dong Han and Jian-Qi Yu

A discrete probability problem in card shuffling pp. 612-620

M. Bhaskara Rao, Haimeng Zhang, Chunfeng Huang and Fu-Chih Cheng

Bayesian estimation and prediction for the inverse weibull distribution under general progressive censoring pp. 621-635

Peng Xiuyun and Yan Zaizai

A study of the Gamma-Pareto (IV) distribution and its applications pp. 636-654

Ayman Alzaatreh and Indranil Ghosh

Identification of potential longitudinal biomarkers under the accelerated failure time model in multivariate survival data pp. 655-669

Feng-Shou Ko

Determining the optimal allocation of testing resource for modular software system using dynamic programming pp. 670-694

M. G. M. Khan, N. Ahmad and L. S. Rafi

Variable selection in finite mixture of semi-parametric regression models pp. 695-711

Ehsan Ormoz and Farzad Eskandari

Properties of Lagrangian distributions pp. 712-721

Tomoaki Imoto

Concomitants of multivariate order statistics from multivariate elliptical distributions pp. 722-738

Roohollah Roozegar, Ahad Jamalizadeh and Alireza Nematollahi

Efficiency bounds for a generalization of ranked-set sampling pp. 739-756

Timothy G. Feeman and Jesse Frey

A-optimal designs for heteroscedastic multifactor regression models pp. 757-771

Carmelo Rodríguez, Isabel Ortiz and Ignacio Martínez

On a nonlinear Birnbaum–Saunders model based on a bivariate construction and its characteristics pp. 772-793

Mohsen Khosravi, Víctor Leiva, Ahad Jamalizadeh and Emilio Porcu

Moments and quadratic forms of matrix variate skew normal distributions pp. 794-803

Shimin Zheng, Jeff Knisley and Kesheng Wang

Trigonometric regression estimation for observations with additive and multiplicative errors pp. 804-812

Waldemar Popiński

Joint modeling of longitudinal data with a dependent terminal event pp. 813-835

Sui He, Ting Du and Liuquan Sun

Volume 45, issue 2, 2016

The quasi-stochastically constrained least squares method for ill linear regression pp. 217-225

Siming Li, Yao Sheng and Yong Li

Some representation theorems in terms of mean residual lifetime and mean inactivity time of coherent systems pp. 226-235

Mahdi Tavangar

A proposal for categorizing the severity of non uniform differential item functioning: The polytomous case pp. 236-251

Silvia Golia

Consistency of multivariate density estimators using random bandwidths pp. 252-266

Santanu Dutta and Koushik Saha

A modified ratio-cum-product estimator of finite population mean using ranked set sampling pp. 267-276

Nitu Mehta (Ranka) and V. L. Mandowara

Non parametric derivative estimation with confidence bands pp. 277-290

Qiongxia Song

Precise large deviation for the difference of two sums of random variables pp. 291-306

Dawei Lu, Lixin Song and Xiaohu Wang

Bayesian analysis of a linear model involving structural changes in either regression parameters or disturbances precision pp. 307-320

Anoop Chaturvedi and Arvind Shrivastava

A Mann–Whitney scan statistic for continuous data pp. 321-329

Lionel Cucala

Moderate deviations for the moment estimators in Rayleigh distribution with two parameters pp. 330-339

Hui Jiang and Qingshan Yang

Ranking in the generalized Bradley–Terry models when the strong connection condition fails pp. 340-353

Ting Yan

Different estimators of the spectral matrix: an empirical comparison testing a new shrinkage estimator pp. 354-364

Matteo Farné and Angela Montanari

Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin pp. 365-384

Yongxia Zhao, Rongming Wang and Dingjun Yao

Non parametric portmanteau tests for detecting non linearities in high dimensions pp. 385-399

Jan G. Gooijer and Ao Yuan

Large deviation for negatively dependent random variables under sublinear expectation pp. 400-412

Zengjing Chen and Xinwei Feng

Estimating additive models with missing responses pp. 413-429

Graciela Boente and Alejandra M. Martínez

Time-varying clustering of multivariate longitudinal observations pp. 430-443

Antonello Maruotti and Maurizio Vichi

Balakrishnan skew logistic distribution pp. 444-464

A. Asgharzadeh, L. Esmaeili and S. Nadarajah

Bias-reduced maximum likelihood estimation of the zero-inflated Poisson distribution pp. 465-478

Jacob Schwartz and David Giles

The LAD estimation of the change-point linear model with randomly censored data pp. 479-491

Linjun Tang, Zhangong Zhou and Changchun Wu

A new discrete probability distribution with integer support on (−∞, ∞) pp. 492-505

Subrata Chakraborty and Dhrubajyoti Chakravarty

Finite sample properties of an HPT estimator when each individual regression coefficient is estimated in a misspecified linear regression model pp. 506-519

Haifeng Xu

Exponential inequalities for the Robbins–Monro’s algorithm under mixing condition pp. 520-528

Samir Rahmani and Abdelnasser Dahmani

Improved confidence intervals for the exponential mean via tail functions pp. 529-539

Borek Puza and Mo Yang

Stochastic comparisons of series and parallel systems with independent heterogeneous lower-truncated Weibull components pp. 540-551

Longxiang Fang, Jie Ling and N. Balakrishnan

Volume 45, issue 1, 2016

A central limit theorem for weighted sums of associated random field pp. 1-8

Mi-Hwa Ko

Inference based on progressively censored sample from Pareto population pp. 9-24

Lida Fallah, Leila Golparvar and Ahmad Parsian

Best linear unbiased and invariant estimation in location-scale families based on double-ranked set sampling pp. 25-48

Abdul Haq, Jennifer Brown, Elena Moltchanova and Amer Ibrahim Al-Omari

Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence pp. 49-62

M. Faliva, Valerio Potì and Maria Zoia

Characterizations of the exponential distribution by Pascal compound pp. 63-70

Maria Iwińska and Magdalena Szymkowiak

Admissible minimax estimators for the shape parameter of Topp–Leone distribution pp. 71-82

Husam Awni Bayoud

Modified large sample confidence intervals for Poisson distributions: Ratio, weighted average, and product of means pp. 83-97

K. Krishnamoorthy, Jie Peng and Dan Zhang

Convolution-invariant subclasses of generalized hyperbolic distributions pp. 98-103

Krzysztof Podgórski and Jonas Wallin

On study of dynamic survival and cumulative past entropies pp. 104-122

Amarjit Kundu and Asok K. Nanda

A note on an integer valued time series model with Poisson–negative binomial marginal distribution pp. 123-131

K. K. Jose and K. D. Mariyamma

Consistency of non parametric estimators of the area under the ROC curve pp. 132-141

Michał Chrzanowski and Ryszard Magiera

Improved versions of greenwood estimators under koziol-green model pp. 142-157

Jiantian Wang

A generalized ratio-cum-product estimator for estimating the finite population mean in survey sampling pp. 158-172

Housila P. Singh, Ramkrishna S. Solanki and Alok K. Singh

The modified exponential-geometric distribution pp. 173-181

F. Bordbar and A. R. Nematollahi

Mean and sensitivity estimation of a sensitive variable through additive scrambling pp. 182-193

Zawar Hussain and Bander Al-Zahrani

Equilibrium probabilities for a production-inventory system maintained by a control-limit policy pp. 194-200

E. G. Kyriakidis

Diagnostic tests for the distribution of random effects in multivariate mixed effects models pp. 201-215

Simos G. Meintanis, James S. Allison and Leonard Santana