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May 2024, Volume 53, Issue 10
- 3435-3458 Almost sure convergence for weighted sums of pairwise PQD random variables
by João Lita da Silva - 3459-3471 Stability of stochastic Gilpin-Ayala model driven by α-stable process under regime switching
by Xuekang Zhang & Huisheng Shu & Dajun Liu - 3472-3498 A pseudo principal component analysis method for multi-dimensional open-high-low-close data in candlestick chart
by Wenyang Huang & Huiwen Wang & Shanshan Wang - 3499-3516 On robustness of model selection criteria based on divergence measures: Generalizations of BHHJ divergence-based method and comparison
by Sumito Kurata - 3517-3546 Classical and Bayesian estimations of performance measures in a single server Markovian queueing system based on arrivals during service times
by Saroja Kumar Singh & Frederico R. B. Cruz & Eriky S. Gomes & Abhijit Datta Banik - 3547-3567 Estimation of complier causal treatment effects under the additive hazards model with interval-censored data
by Yuqing Ma & Peijie Wang & Shuwei Li & Jianguo Sun - 3568-3580 A measure of variability within parametric families of continuous distributions
by Zdeněk Fabián - 3581-3598 Weak consistency for the nonparametric kernel regression estimator based on negatively associated random errors
by Lu Zhang & Rui Wang & Min Wang & Xuejun Wang - 3599-3615 Complete convergence and complete integral convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations
by Li Wang & Qunying Wu - 3616-3641 Pareto-optimal reinsurance for both the insurer and the reinsurer under the risk-adjusted value and general premium principles
by Qian Bao & Jiangyan Peng & Lei Zou - 3642-3658 An algebraic analysis of the bimodality of the generalized von Mises distribution
by Sara Salvador & Riccardo Gatto - 3659-3687 Nonparametric estimations for the cumulative distribution functions of random effects in a linear mixed-effects model
by Le Thi Hong Thuy & Cao Xuan Phuong - 3688-3712 A nonparametric test for the two-sample problem based on order statistics
by Fazil Aliev & Levent Özbek & Mehmet Fedai Kaya & Coşkun Kuş & Hon Keung Tony Ng & Haikady N. Nagaraja - 3713-3727 Locally D-optimal designs for spline measurement error models with estimated knots
by Min-Jue Zhang & Rong-Xian Yue & Xue-Ping Chen - 3728-3741 Simultaneous population enrichment and endpoint selection in phase 3 randomized controlled trials: An adaptive group sequential design with two binary alternative primary endpoints
by Arup K. Sinha & Lemuel Moye & Linda B. Piller & Jose-Miguel Yamal & Carlos H. Barcenas & Jaejoon Song & Barry R. Davis - 3742-3757 Monitoring the structure of social networks based on exponential random graph model
by Mahboubeh Mohebbi & Amirhossein Amiri & Ali Reza Taheriyoun - 3758-3778 Bayesian joint modeling of binomial and rank response with non-ignorable missing data for primate cognition
by Maryam Aghayerashti & Ehsan Bahrami Samani & Mojtaba Ganjali - 3779-3796 On complete moment convergence for the maximal weighted sums of NSD random variables
by Haiwu Huang & Yuan Yuan & Wei Wang & Hongguo Zeng - 3797-3817 Generalized autocovariance matrices for multivariate time series
by Maddalena Cavicchioli - 3818-3832 Complete and complete moment convergence for arrays of rowwise asymptotically almost negatively associated random variables
by Aiting Shen & Rui Wang - 3833-3849 Consecutive Bayes factor for the mean vector
by Marzieh Taheri & Manouchehr Kheradmandnia
May 2024, Volume 53, Issue 9
- 3063-3077 A fortune cookie problem: A test for nominal data whether two samples are from the same population of equally likely elements
by Jiangtao Gou & Karen Ruth & Stanley Basickes & Samuel Litwin - 3078-3101 Simultaneous optimization of inventory, maintenance, and quality for production systems subject to multiple mean and variance shifts
by Konstantinos A. Tasias - 3102-3122 On weighted generalized entropy for double truncated distribution with applications
by Shivangi Singh & Chanchal Kundu - 3123-3142 Concentration inequality of sums of dependent subexponential random variables and application to bounds for value-at-risk
by Yuta Tanoue - 3143-3168 Asymptotic normality of the k-NN single index regression estimator for functional weak dependence data
by Mustapha Mohammedi & Salim Bouzebda & Ali Laksaci & Oussama Bouanani - 3169-3186 Asymptotics of M-estimators for moderate deviations from a unit root model with possibly infinite variance
by Xiaochen Wang & Xiaolong Tang & Yuping Song - 3187-3210 Extropy properties of ranked set sample when ranking is not perfect
by Manoj Chacko & Varghese George - 3211-3225 Behavior of FWER in Normal Distributions
by Monitirtha Dey - 3226-3234 On the Jajte weak law of large numbers for exchangeable random variables
by Habib Naderi & Mehdi Jafari & Przemysław Matuła & Morteza Mohammadi - 3235-3245 Supersaturated designs with less β-aberration
by Umer Daraz & E Chen & Yu Tang - 3246-3258 Classifying one-parameter Fréchet populations on the basis of a non-linear fixed effects model
by Mohammad Baratnia & Mahdi Doostparast - 3259-3275 Pairwise comparisons using ranks in block designs
by Dennis Boos & Kaiyuan Duan - 3276-3291 Design choices in randomization tests that affect power
by Abba M. Krieger & David Azriel & Michael Sklar & Adam Kapelner - 3292-3311 The effect of sample size and missingness on inference with missing data
by Julian Morimoto - 3312-3336 Asymptotic properties of the wavelet estimator in non parametric regression model with martingale difference errors
by Xuejun Wang & Xin Deng & Yi Wu - 3337-3349 Asymptotics for the random time ruin probability with non stationary arrivals and Brownian perturbation
by Yang Liu & Zhenlong Chen & Ke-Ang Fu - 3350-3364 Asymptotics in the Thurstone model with an increasing items
by Yuyun Wang & Jing Luo & Zhimeng Xu & Lewei Zhou - 3365-3382 Adaptive distributed support vector regression of massive data
by Shu-na Liang & Fei Sun & Qi Zhang - 3383-3424 Uniform-in-bandwidth consistency results in the partially linear additive model components estimation
by Khalid Chokri & Salim Bouzebda - 3425-3433 Regular D-optimal spring balance weighing designs with correlated errors
by Małgorzata Graczyk & Bronisław Ceranka
April 2024, Volume 53, Issue 8
- 2689-2714 Optimal reinsurance and investment problem with multiple risky assets and correlation risk for an insurer under the Ornstein-Uhlenbeck model
by Ximin Rong & Yiqi Yan & Hui Zhao - 2715-2729 On the dependence structure of the trade/no trade sequence of illiquid assets
by Hamdi Raïssi - 2730-2743 Heterogeneous robust estimation with the mixed penalty in high-dimensional regression model
by Yanling Zhu & Kai Wang - 2744-2756 Higher-order representation of Karamata theorem
by Xi Yang & Qian Xiong & Zuoxiang Peng - 2757-2770 Exact laws of large numbers for k-th order statistics from the asymmetrical Cauchy distribution
by Wenzhi Yang & Ran Ding & Shuhe Hu & Chunyu Yao - 2771-2791 Interpoint distance-based two-sample tests for functional data
by Hikaru Yamaguchi & Hidetoshi Murakami - 2792-2815 Strong consistency of nonparametric kernel estimators for integrated diffusion process
by Shanchao Yang & Shi Zhang & Guodong Xing & Xin Yang - 2816-2839 Lasso regression under stochastic restrictions in linear regression: An application to genomic data
by Murat Genç & M. Revan Özkale - 2840-2847 Unit root tests and their challenges
by Seul Gee Kim & Cheolyong Park & Sun-Young Hwang & Jeongcheol Ha & Inho Park & Tae Yoon Kim - 2848-2856 Testing for main fixed effects: The symmetry assumption and monotone incomplete data
by Sevgi Demircioğlu & Bilgehan Güven - 2857-2867 Generalized multiple dependent state sampling plan for quality inspection in ocean dataset
by Ritwik Bhattacharya & Muhammad Aslam - 2868-2887 Performability analysis of a MMAP[2]/PH[2]/S model with PH retrial times
by Vidyottama Jain & Raina Raj & S. Dharmaraja - 2888-2907 Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors
by A. Aghamohammadi & M. Bahmani - 2908-2923 On strongly generalized convex stochastic processes
by Nidhi Sharma & Rohan Mishra & Abdelouahed Hamdi - 2924-2944 Incremental Huber-Support vector regression based online robust parameter design
by Xiaojian Zhou & Dan Xiao & Jieyao Yu & Ting Jiang - 2945-2960 Estimation of structural parameters in balanced Bühlmann credibility model with correlation risk
by Yang Yang & Lichun Wang - 2961-2976 Convergence of asymptotically negatively associated random variables with random coefficients
by Bing Meng & Qunying Wu - 3005-3039 Optimal reinsurance-investment problem for two competitive or cooperative insurers under two investment patterns
by Peng Yang - 3040-3061 Distributions of runs and scans in multistate Markov exchangeable sequences
by Kiyoshi Inoue
April 2024, Volume 53, Issue 7
- 2253-2284 A novel multivariate time series combination prediction model
by Lian Lian & Zhongda Tian - 2285-2306 A new RCAR(1) model based on explanatory variables and observations
by Danshu Sheng & Dehui Wang & Yao Kang - 2307-2328 Application of objective priors for the multivariate Lomax distribution
by Sang Gil Kang & Woo Dong Lee & Yongku Kim - 2329-2354 Option pricing with exchange rate risk under regime-switching multi-scale jump-diffusion models
by Miao Han & Wei Wang - 2355-2368 R-optimal designs for linear log contrast model with mixture experiments
by Mahesh Kumar Panda & Rushi Prasad Sahoo - 2369-2389 On proportional odds relevation transform and its applications
by M. Dileepkumar & P. G. Sankaran - 2390-2421 Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion
by Litan Yan & Rui Guo & Han Gao - 2422-2429 A crucial note on stress-strength models: Wrong asymptotic variance in some published papers
by Mohammad Mehdi Saber & Mehrdad Taghipour - 2430-2458 Stochastic comparison of the second-order statistics arising from exponentiated location-scale model
by Sangita Das & Suchandan Kayal - 2459-2476 Restricted Stein-rule estimation in ultrastructural linear measurement error models
by Omid Khademnoe & Hadi Emami - 2477-2482 A solution to the multidimensionality in option pricing
by Moawia Alghalith & Wing Keung Wong - 2483-2515 Estimating parameters from the generalized inverse Lindley distribution under hybrid censoring scheme
by Mojammel Haque Sarkar & Manas Ranjan Tripathy & Debasis Kundu - 2516-2534 Approximate Bayesian estimator for the parameter vector in linear models with multivariate t distribution errors
by Jie Jiang & Lichun Wang & Liqun Wang - 2535-2577 Central limit theorems for functional Z-estimators with functional nuisance parameters
by Salim Bouzebda & Thouria El-hadjali & Anouar Abdeldjaoued Ferfache - 2578-2598 How to estimate the memory of the elephant random walk
by Bernard Bercu & Lucile Laulin - 2599-2616 Moderate deviation principle for different types of classical likelihood ratio tests
by Yansong Bai & Yong Zhang & Congmin Liu & Zhiming Wang - 2617-2644 Distribution-free minimum risk point estimation of the mean under powered absolute error loss plus cost of sampling: Illustrations with cancer data
by Yakov Khariton & Nitis Mukhopadhyay - 2645-2660 Confidence intervals for distributional positions
by Sture Holm & Rolf Larsson - 2661-2669 The Simon’s two-stage design accounting for genetic heterogeneity
by Feng-shou Ko - 2670-2687 Foreign exchange option pricing under the 4/2 stochastic volatility model with CIR interest rates
by Wujun Lv & Pingping Jiang
March 2024, Volume 53, Issue 6
- 1891-1905 Stein estimators for the drift of the mixing of two fractional Brownian motions
by Kouider Djerfi & Ghaouti Djellouli & Fethi Madani - 1942-1963 Asymptotic results for expected probability of misclassifications in linear discriminant analysis with repeated measurements
by Edward Kanuti Ngailo & Innocent Ngaruye - 1964-1984 Selecting among treatments with two Bernoulli endpoints
by Elena M. Buzaianu & Pinyuen Chen & Lifang Hsu - 1985-2002 The distribution of the sum of two dependent randomly weighted random variables with applications
by Rasool Roozegar & Abdolsaleh Toghdori & Saralees Nadarajah - 2003-2020 A simple tuning parameter selection method for high dimensional regression
by Yanxin Wang & Jiaqing Xu & Zhi Wang - 2021-2033 Biadditive models: Commutativity and optimum estimators
by Armando Alexandre & Manuela Oliveira & Eugénio Garção & João Mexia - 2034-2042 Robust circular-circular correlation coefficient
by Ehab A. Mahmood - 2067-2091 Parametric and partially linear regressions for agricultural economy data
by Julio Cezar S. Vasconcelos & Gauss M. Cordeiro & Edwin M. M. Ortega & Helton Saulo - 2092-2102 Optimal replacement scheduling for a multi-component system with failure interaction
by Yen-Luan Chen - 2103-2121 On the relationship between higher-order stochastic expansions, influence functions and U-statistics for M-estimators
by Paul Rilstone - 2122-2140 Adaptive lasso variable selection method for semiparametric spatial autoregressive panel data model with random effects
by Yu Liu - 2141-2153 A robust Spearman correlation coefficient permutation test
by Han Yu & Alan D. Hutson - 2154-2177 Experimental designs for accelerated degradation tests based on linear mixed effects models
by Helmi Shat & Rainer Schwabe - 2178-2193 The generalized entropy ergodic theorem for Markov chains indexed by a spherically symmetric tree
by Zhiyan Shi & Xinyue Xi & Qingpei Zang - 2194-2204 The finite-time ruin probability of a risk model with stochastic return and subexponential claim sizes
by Chenghao Xu & Kaiyong Wang & Xinyi Wu - 2205-2218 Strong law of large numbers for linear processes under sublinear expectation
by Zhao-Ang Zhang - 2219-2235 Analyzing the behavior of general class of estimators of population mean in presence of correlated measurement errors
by Kumari Priyanka - 2236-2251 Wald type tests with the wrong dispersion matrix
by Kosman W. G. D. H. Rajapaksha & David J. Olive
March 2024, Volume 53, Issue 5
- 1547-1575 Equivalent conditions of convergence properties for m-ANA sequence and statistical applications
by Miaomiao Wang & Min Wang & Xuejun Wang & Fei Zhang - 1576-1589 Model selection of Gaussian mixture process and its application
by Xinyu Fu - 1590-1610 Results on conditional variance in parallel system and lower bounds for varextropy
by F. Goodarzi - 1611-1623 Prediction variance capability of orthogonal uniform composite designs and orthogonal array composite designs in the spherical region
by Abimibola Victoria Oladugba & Brenda Mbouamba Yankam & Oluchukwu Chukwuemeka Asogwa - 1624-1652 Uniform asymptotics for ruin probabilities of a delayed renewal risk model with one-sided linear dependence and stochastic returns
by Lei Zou & Jiangyan Peng & Zhiquan Jiang & Ruonan Yang - 1653-1668 On tail behavior of randomly weighted sums of dependent subexponential random variables
by Bingzhen Geng & Zaiming Liu & Shijie Wang - 1669-1683 Stochastic approximation of eigenvectors and eigenvalues of the Q-symmetric expectation of a random matrix
by Jean-Marie Monnez - 1684-1699 Inconsistency for the Gaussian QMLE in GARCH-type models with infinite variance
by Stelios Arvanitis & Alexandros Louka - 1716-1735 Testing components of two-way interaction in multi-environment trials
by Johannes Forkman & Waqas Ahmed Malik & Steffen Hadasch & Hans-Peter Piepho - 1736-1744 Extreme value theory for space-time with random coefficients
by Saliou Diouf & Yentchabaré Kolani - 1745-1759 Theoretical results and modeling under the discrete Birnbaum-Saunders distribution
by Filidor Vilca & Roberto Vila & Helton Saulo & Luis Sánchez & Jeremias Leão - 1760-1776 Edgeworth expansion of the t-statistic of the whittle MLE for linear regression processes with long-memory disturbances
by Mosisa Aga - 1777-1799 Exponential parametric distortion nonlinear measurement errors Models
by Jun Zhang & Leyi Cui - 1800-1809 Berry-Esseen bound for smooth estimator of distribution function under length-biased data
by R. Zamini & M. Ajami & V. Fakoor - 1810-1824 Using copula information in wavelet estimation of bivariate density function based on censorship observations
by Bahareh Ghanbari & Esmaeil Shirazi - 1825-1837 A note on identification of causal effects in cluster randomized trials with post-randomization selection bias
by Fan Li & Zizhong Tian & Zibo Tian & Fan Li - 1838-1850 Single-index partially functional linear quantile regression
by Zhiqiang Jiang & Zhensheng Huang - 1851-1863 R-optimal designs for mixture models in two types of regions
by Jiacheng Luo & Chongqi Zhang - 1864-1889 Sample distribution theory using Coarea Formula
by L. Negro
February 2024, Volume 53, Issue 4
- 1143-1161 Asymptotic properties of a kernel etimate of the conditional mode in the presence of doubly censored data
by H. Benchoulak & M. Boukeloua & F. Messaci - 1162-1187 On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property
by Abouzar Bazyari - 1188-1211 Reliability optimization for series and parallel systems with series subsystem and comprising of dependent components under random shock environment
by Yinzhao Wei & Sanyang Liu & Xiaoliang Ling & Narayanaswamy Balakrishnan - 1212-1240 Competing risks analysis for dependent causes using Marshall-Olkin bivariate generalized lifetime family
by Vikas Barnwal & M. S Panwar - 1241-1256 Weighted R-efficiency optimal design for experiments with mixture
by Junpeng Li & Guanghui Li & Chongqi Zhang - 1257-1276 Phase transitions in a power-law uniform hypergraph
by Mingao Yuan - 1277-1293 The chover-type law of iterated logarithm for the weighted sums of negatively superadditive dependent random variables
by Xue Ding - 1294-1311 On dynamic cumulative past inaccuracy measure based on extropy
by Majid Hashempour & Morteza Mohammadi - 1312-1330 Correlated compound Poisson frailty models based on reversed hazard rate
by David D. Hanagal - 1331-1353 Information theory approach to ranked set sampling and new sub-ratio estimators
by Eda Gizem Koçyiğit & Cem Kadilar - 1354-1357 Supplementary notes on the least variance ratio estimator
by Richard William Farebrother - 1358-1380 Destructive measurement instrument repeatability estimation using two item types with equal coefficient of variation
by Sayooj Sunil Raj & David S. Kim - 1381-1401 Random weighting method for M-test in linear model with dependent errors
by Zhen Zeng & Lin Cong & Xiangdong Liu - 1402-1419 Projection tests for linear hypothesis in the functional response model
by Łukasz Smaga - 1420-1439 On modified Anderson-Darling test statistics with asymptotic properties
by Yuyan Ma & Masato Kitani & Hidetoshi Murakami - 1440-1458 Minimal circular generalized strongly balanced and their conversion into circular balanced and strongly balanced repeated measurements designs
by Rida Jabeen & Zahid Bashir & H. M. Kashif Rasheed & Jigneshkumar Gondaliya & Rashid Ahmed - 1459-1478 Generalized Gaussian quasi-maximum likelihood estimation for most common time series
by Yakoub Boularouk & Jean-Marc Bardet - 1479-1515 Stochastic differential reinsurance and investment games with delay under VaR constraints⋆
by Xinya He & Ailing Gu & Haixiang Yao - 1516-1534 Redundancy allocation optimizing in the satellite attitude determination and control system based on the exact solution algorithm
by Akbar Mansouri & Akbar Alem-Tabriz - 1535-1545 Limit distribution for products of sums of partial sums of linear processes generated by NSD sequence
by Zhiqiang Tang & Yong Zhang & Wei Liu
February 2024, Volume 53, Issue 3
- 815-833 Statistical design of ATS-unbiased charts with runs rules for monitoring exponential time between events
by Nirpeksh Kumar & Athanasios C. Rakitzis & Subha Chakraborti & Tribhuvan Singh - 834-847 The enhanced strong invariance principle for the elephant random walk
by Zhishui Hu & Qunqiang Feng - 848-864 On the estimation of finite population variance for a mail survey design in the presence of non-response using new conventional and calibrated estimators
by Ahmed Audu & Ran Vijay Kumar Singh & Olatunji Olawoyin Ishaq & Supriya Khare & Rajesh Singh & Adedayo Amos Adewara - 865-881 Information measures for order statistics and their concomitants from Cambanis bivariate family
by I. A. Husseiny & M. A. Alawady & H. M. Barakat & M. A. Abd Elgawad - 882-908 Empirical likelihood in single-index partially functional linear model with missing observations
by Yan-Ping Hu & Han-Ying Liang - 909-925 High-dimensional asymptotic expansion of the null distribution for Schott’s test statistic for complete independence of normal random variables
by Takayuki Yamada - 926-937 Complex-valued Rényi entropy
by Lipeng Pan & Yong Deng - 938-952 On almost sure convergence for double arrays of dependent random variables
by Meng-ru Chen & Ya-hui Zhu & Xiao-hui Niu & Wei-cai Peng & Zhong-zhi Wang - 953-964 Method of solving the problem of non-response error in dual sampling frame
by Jinping Ma & Xiaoling Liu & Huanle Wen - 965-979 The finite sample performance of two methods for choosing a power transformation when seasonally adjusting a time series with X-13ARIMA-SEATS
by Francisco Corona & Víctor M. Guerrero & Jesús López-Pérez - 980-994 Jackknife empirical likelihood for the mean of a zero-and-one inflated population
by Weizhong Tian & Tingting Liu & Wei Ning - 995-1023 Bayesian inference for the parameters of mortality rate in the models of dependent lives with application in life insurance
by Shirin Shoaee - 1024-1034 Graph reliability evaluation via random K-out-of-N systems
by Hiroaki Mohri & Jun-ichi Takeshita - 1035-1048 Confidence interval construction in massive data sets
by Kai Song & Xiaoyue Xie & Jian Shi - 1049-1064 Robust variable selection in semiparametric mixed effects longitudinal data models
by Huihui Sun & Qiang Liu - 1065-1080 Seasonal generalized AR models
by Richard Hunt & Shelton Peiris & Neville Weber - 1081-1090 A-optimal design for the special cubic mixture model
by Xiaoyuan Zhu & Honghua Hao - 1091-1121 Some explicit expressions for GBM with Markovian switching and parameter estimations
by Zhenzhong Zhang & Xiaofeng Wang & Jinying Tong & Tiandao Zhou & Zhenjiang Qin - 1122-1134 Moments of the likelihood-based discriminant function
by Emelyne Umunoza Gasana & Dietrich von Rosen & Martin Singull - 1135-1142 A fresh look at distribution theory for quadratic forms in jointly normally distributed random variables
by John E. Angus
January 2024, Volume 53, Issue 2
- 451-474 On the Euclidean distance statistic of Benford’s law
by Leonardo Campanelli - 475-486 On the construction of some new asymmetric orthogonal arrays
by Qingjuan Zhang & Yuan Li & Shanqi Pang & Xingfa Zhang - 487-504 New precise model of studentized principal components
by Yasuyuki Kobayashi - 505-523 Bivariate Laplace transform of residual lives and their properties
by S. Jayalekshmi & G. Rajesh & N. Unnikrishnan Nair - 524-556 Some two-sample tests for simultaneously comparing both parameters of the shifted exponential models
by Zhi Lin Chong & Amitava Mukherjee & Marco Marozzi - 557-124 Ruin probability for finite negative binomial mixture claims via recurrence sequences
by Luis Rincón & David J. Santana - 574-586 A resubmission-based variable control chart
by Asma Arshad & Muhammad Azam & Muhammad Aslam & Chi-Hyuck Jun - 587-606 Asymptotic negative binomial quasi-likelihood inference for periodic integer-valued time series models
by Bader S. Almohaimeed - 607-626 Robust approaches to redundancy analysis
by Nadia L. Kudraszow & M. Victoria Fasano - 627-640 Subsample scan test for multiple breaks based on self-normalization
by Ji-Eun Choi & Dong Wan Shin - 641-665 Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments
by Xijun Liu & Qingwu Gao - 666-686 A new npCEV chart for monitoring process mean shifts based on an attribute inspection
by Wenhui Zhou & Ziyu Ye & Zhibin Zheng - 687-699 Optimal rates of convergence for nonparametric regression estimation under anisotropic Hölder condition
by Huijun Guo & Junke Kou - 700-717 Mis-specification analyses and optimum degradation test plan for Wiener and inverse Gaussian processes
by Cheng-Han Yang & Ya-Hsuan Hsu & Cheng-Hung Hu - 718-726 P-values don’t measure evidence
by Michael Lavine - 727-747 Improved family of estimators of population coefficient of variation under simple random sampling
by Subhash Kumar Yadav & Sheela Misra & Sat Gupta - 748-764 Modeling and analysis for a repairable system with multi-state components under K-mixed redundancy strategy
by Yanqing Wen & Baoliang Liu & Zhiqiang Zhang & Haiyan Shi & Shugui Kang - 765-785 Tempered stable autoregressive models
by Niharika Bhootna & Arun Kumar - 786-811 Stochastic comparisons on extremes of burr type XII samples associated with Archimedean copula and heterogeneous shape parameters
by Jing Zhang & Aoshuang Li & Rui Fang - 812-813 A note on the Cauchy–Schwarz inequality for expectations
by Reza Farhadian
January 2024, Volume 53, Issue 1
- 1-33 Analysis of an unreliable N – policy queue with set-up period under Bernoulli schedule and re-service approach
by Anjana Begum & Gautam Choudhury - 34-65 Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks
by Qiang Zhang & Lijun Wu - 66-89 Some properties of weighted survival extropy and its extended measures
by Siddhartha Chakraborty & Biswabrata Pradhan - 90-112 Permutation confidence region for multiple regression and fidelity to asymptotic approximation
by Qiang Wu & Paul Vos - 113-143 Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle
by Wanlu Zhang & Hui Meng - 144-169 The multivariate t-distribution with multiple degrees of freedom
by Haruhiko Ogasawara - 170-200 The empirical Bayes estimators of the variance parameter of the normal distribution with a conjugate inverse gamma prior under Stein’s loss function
by Ying-Ying Zhang & Yuan-Yu Zhang & Ze-Yu Wang & Ya Sun & Ji Sun - 201-214 Infinite series expansion of some finite-time dividend and ruin related functions
by Jiayi Xie & Zhimin Zhang - 215-231 L0-regularization for high-dimensional regression with corrupted data
by Jie Zhang & Yang Li & Ni Zhao & Zemin Zheng - 232-259 Partial linear additive distortion measurement errors models
by Jun Zhang - 260-275 Improving estimation efficiency for multivariate failure time data with auxiliary covariates
by Lin Zhu & Feifei Yan - 276-293 Design and implementation of distribution-free Phase-II charting schemes based on unconditional run-length percentiles
by Jean-Claude Malela-Majika & Marien A. Graham - 294-309 Estimation in nonlinear random fields models of autoregressive type with random parameters
by Amel Saidi & Abdelghani Hamaz & Ouerdia Arezki - 310-327 Implementing night light data as auxiliary variable of small area estimation
by Puspita Anggraini Kaban & Bahrul Ilmi Nasution & Rezzy Eko Caraka & Robert Kurniawan - 328-345 Ordering properties of the second smallest and the second largest order statistics from a general semiparametric family of distributions
by Nil Kamal Hazra & Ghobad Barmalzan & Ali Akbar Hosseinzadeh - 346-364 Stochastic comparisons of linear degradation and failure time models with dependent failure modes
by Xiaoliang Ling & Jiaojiao Zhang & Yinzhao Wei - 365-377 On reliability analysis in k-out-of-n systems under Archimedean copula dependence
by Longxiang Fang & Shuai Zhang & Jinling Lu - 378-395 On weighted extropy of ranked set sampling and its comparison with simple random sampling counterpart
by Guoxin Qiu & Mohammad Z. Raqab - 446-447 Letter on the paper “On the two-parameter Bell–Touchard discrete distribution”
by Pedro Puig - 448-449 Remark on “a further remark on the alternative expectation formula”
by Reza Farhadian
December 2023, Volume 52, Issue 24
- 8611-8635 Bivariate residual entropy function: A quantile approach
by N. Unnikrishnan Nair & Silpa Subhash & S. M. Sunoj & G. Rajesh - 8636-8657 High-dimensional Edgeworth expansion of LR statistic for testing block circular symmetry covariance structure and its errors
by Gaoming Sun & Junshan Xie