Content
August 2017, Volume 46, Issue 16
- 8086-8100 Bayesian inference on multiply sequential order statistics from heterogeneous exponential populations with GLR test for homogeneity
by Majid Hashempour & Mahdi Doostparast - 8101-8112 Improved estimation methods for unrelated question randomized response techniques
by Shen-Ming Lee & Ter-Chao Peng & Jean de Dieu Tapsoba & Shu-Hui Hsieh - 8113-8133 Estimation of population coefficient of variation in simple and stratified random sampling under two-phase sampling scheme when using two auxiliary variables
by Javid Shabbir & Sat Gupta - 8134-8154 Estimation of a parametric function associated with the lognormal distribution
by Jiangtao Gou & Ajit C. Tamhane - 8155-8165 Mixture designs with orthogonal blocks
by Premadhis Das & Bikas K. Sinha - 8166-8177 The almost sure convergence rate of the estimator of optimized certainty equivalent risk measure under α-mixing sequences
by Zhongde Luo & Shide Ou - 8178-8186 A martingale-based test for independence of time to failure and cause of failure for competing risks models
by P. G. Sankaran & Isha Dewan & E. P. Sreedevi - 8187-8198 A new robust and most powerful test in the presence of local misspecification
by Anil K. Bera & Gabriel Montes-Rojas & Walter Sosa-Escudero - 8199-8209 Ergodicity of generalized Ait-Sahalia-type interest rate model
by Xinghu Jin & Zhenzhong Zhang - 8210-8216 Karhunen–Loeve expansion for the additive detrended Brownian motion
by Xiaohui Ai - 8217-8229 A note on dependence modeling for Bernoulli variables
by Engin A. Sungur & Jessica M. Orth - 8230-8235 Predictive information and distance between past and future of a time series
by Umberto Triacca - 8236-8256 A new computational approach test for one-way ANOVA under heteroscedasticity
by Hakan Tahiri Mutlu & Fikri Gökpinar & Esra Gökpinar & Hasan Hüseyin Gül & Gamze Güven - 8257-8268 Generalized Kerridge’s inaccuracy measure for conditionally specified models
by S. Kayal & S. M. Sunoj - 8269-8277 Perturbation diagnostics of autocorrelation coefficients in non linear mixed-effects models with AR(1) errors based on M-estimation
by Huihui Sun - 8278-8294 Complete convergence and complete moment convergence for widely orthant-dependent random variables
by Yang Ding & Yi Wu & Songlin Ma & Xinran Tao & Xuejun Wang - 8295-8306 Large and moderate deviations for modified Engel series
by Jian Liu & Lei Shang
August 2017, Volume 46, Issue 15
- 7267-7288 Statistical inference of partially linear panel data regression models with fixed individual and time effects
by Tian Liu - 7289-7300 Bayesian credit ratings: A random forest alternative approach
by Imad Bou-Hamad - 7301-7312 On a Skew Bimodal Normal–Normal distribution fitted to the Old-Faithful geyser data
by Sayed Mohammad Reza Alavi & Mahtab Tarhani - 7313-7326 Large deviation expansion for maximum-likelihood estimator of α −Brownian bridge
by Shoujiang Zhao & Ting Chen - 7327-7336 Densities and distribution functions of the ratio of two linear functions and the product of Gamma variates: A saddlepoint approach
by Ehab F. Abd-Elfattah - 7337-7354 Wavelet estimators for the derivatives of the density function from data contaminated with heteroscedastic measurement errors
by Jinru Wang & Qingqing Zhang & Junke Kou - 7355-7374 Truncated location-scale non linear regression models
by Carolina Costa Mota Paraíba & Carlos Alberto Ribeiro Diniz & Aline de Holanda Nunes Maia & Lineu Neiva Rodrigues - 7375-7389 Bivariate regression models based on compound Poisson distribution
by Abdulhamid A. Alzaid & Fatimah E. Almuhayfith & Maha A. Omair - 7390-7408 Efficient inference for parameters of unobservable periodic autoregressive time series
by Jingning Mei & Q. Shao & R. Liu - 7409-7426 An objective Bayesian estimation in a two-period crossover design
by Dandan Li & Siva Sivaganesan - 7427-7443 Modified Euler approximation of stochastic differential equation driven by Brownian motion and fractional Brownian motion
by Weiguo Liu & Jiaowan Luo - 7444-7459 Minimally changed run sequences in factorial experiments
by Arpan Bhowmik & Eldho Varghese & Seema Jaggi & Cini Varghese - 7460-7478 Planning the duration of a survival group sequential trial with a fixed follow-up time for all subjects
by Yanning Liu - 7479-7494 Simultaneous decomposition of the variance by sources and subgroups – new insights
by Y. Parmet & E. Schechtman - 7495-7502 Estimation of reliability in multicomponent stress–strength based on two parameter exponentiated Weibull Distribution
by G. Srinivasa Rao & Muhammad Aslam & Osama H. Arif - 7503-7510 Generalized Holm’s procedure for multiple hypotheses testing problems
by Huajiang Li & Yi Ma & Hong Zhou - 7511-7528 Local estimation for varying-coefficient models with longitudinal data
by Hongmei Lin & Riquan Zhang & Jianhong Shi - 7529-7545 Strong laws of large numbers for sub-linear expectation without independence
by Zengjing Chen & Cheng Hu & Gaofeng Zong - 7546-7561 Bayesian approach to epsilon-skew-normal family
by M. Maleki & A. R. Nematollahi - 7562-7579 Empirical likelihood confidence regions in the single-index model with growing dimensions
by Guangren Yang & Xia Cui & Sumin Hou - 7580-7592 Goodness-of-fit test under length-biased sampling
by S. M. A. Jahanshahi & A. Habibi Rad & V. Fakoor - 7593-7602 Series estimation of functional-coefficient partially linear regression model
by Kien C. Tran & Mike G. Tsionas - 7603-7611 On the complete convergence for martingale difference sequence
by Ying-Xia Chen & Shui-Li Zhang & Fu-Qiang Ma - 7612-7620 Role of stylized features in constructing better estimators
by L. Ramprasath - 7621-7629 Criticism of the predictive distribution
by Mathias Raschke - 7630-7641 Analytic connections between a double design and its original design in terms of different optimality criteria
by Zujun Ou & Hong Qin - 7642-7660 ANOVA models for Brownian motion
by Gordon Hazen & Daniel Apley & Neehar Parikh - 7661-7671 Multivariate semi-α-Laplace distributions
by Hsiaw-Chan Yeh - 7672-7691 On the sparse Bayesian learning of linear models
by Chia Chye Yee & Yves F. Atchadé - 7692-7702 Permutation tests for homogeneity based on some characterizations
by N. G. Ushakov & V. G. Ushakov - 7703-7716 Automatic structure discovery for varying-coefficient partially linear models
by Guangren Yang & Yanqing Sun & Xia Cui - 7717-7731 Bayesian composite quantile regression for linear mixed-effects models
by Yuzhu Tian & Heng Lian & Maozai Tian - 7732-7750 Improvement over variance estimation using auxiliary information in sample surveys
by Housila P. Singh & Surya K. Pal - 7751-7768 Bayesian inference on extreme value distribution using upper record values
by Jung In Seo & Yongku Kim - 7769-7785 Bivariate zero-inflated generalized Poisson regression model with flexible covariance
by Pouya Faroughi & Noriszura Ismail
July 2017, Volume 46, Issue 14
- 6743-6753 Sample size estimation for a two-group comparison of repeated count outcomes using GEE
by Ying Lou & Jing Cao & Song Zhang & Chul Ahn - 6754-6763 The statistical impact of inflation on interest rates
by A. E. Monsalve-Cobis & W. González-Manteiga & W. Stute - 6764-6773 Asymptotic normality for the estimator of non parametric regression model under ϕ-mixing errors
by Lulu Zheng & Yang Ding & Xuejun Wang - 6774-6781 Relative effect sizes for measures of risk
by Jake Olivier & Warren L. May & Melanie L. Bell - 6782-6790 Applications of quadrivariate exponential distribution to a three-unit warm standby system with dependent structure
by V. S. S. Yadavalli & V. S. Vaidyanathan & P. Chandrasekhar & S. Abbas - 6791-6802 Replacement policies for age and working numbers with random life cycle
by Xufeng Zhao & Satoshi Mizutani & Toshio Nakagawa - 6803-6807 Strong uniform consistency rates of kernel estimators of cumulative distribution functions
by Fuxia Cheng - 6808-6822 Economic design based on a multivariate Bayesian VSI chart with a dual control limit
by Xing Zhang & Jian Liu & Chao Tan - 6823-6830 A class of small deviation theorem for the sequences of countable state random variables with respect to homogeneous Markov chains
by Zhiyan Shi & Jinli Ji & Weiguo Yang - 6831-6845 Retrospective change detection in categorical time series
by Edit Gombay & Fuxiao Li & Hao Yu - 6846-6863 Sample size increase during a survival trial when interim results are promising
by Yanning Liu & Pilar Lim - 6864-6873 Developing a restricted two-parameter Liu-type estimator: A comparison of restricted estimators in the binary logistic regression model
by Yasin Asar & Murat Erişoğlu & Mohammad Arashi - 6874-6881 Coefficient of relationship for two symmetric alpha-stable variables when alpha is in the interval (1,2]
by Stanislaus S. Uyanto - 6882-6898 Detecting influential observations in Watson data
by C. M. Barros & G. J. A. Amaral & A. D. C. Nascimento & A. H. M. A. Cysneiros - 6899-6908 A profile Godambe information of power transformations for ARCH time series
by Sunah Chung & S.Y. Hwang - 6909-6915 Empirical likelihood ratio under infinite second moment
by Conghua Cheng & Yiming Liu & Zhi Liu - 6916-6935 Group runs revised m-of-k runs rule control chart
by Zhi Lin Chong & Michael B. C. Khoo & Ming Ha Lee & Chung-Ho Chen - 6936-6946 Parameter estimation of the censored δ-shock model on uniform interval
by Bai Jing Pan & Ma Ming & Yang Ya Wen - 6947-6958 Outlier detection in high-dimensional regression model
by Tao Wang & Zhonghua Li - 6959-6966 Application of an imputation method for variance estimation under pseudo-likelihood when missing data are NMAR
by Amy M. Kwon & Gong Tang - 6967-6979 A joint-adaptive np control chart with multiple dependent state sampling scheme
by Wenhui Zhou & Qiang Wan & Yanfang Zheng & Yong-wu Zhou - 6980-6993 Mixed multivariate EWMA-CUSUM control charts for an improved process monitoring
by Jimoh Olawale Ajadi & Muhammad Riaz - 6994-7006 Inference for random coefficient INAR(k) with the occasional level shift random noise based on dual empirical likelihood
by Shuxia Zhang & Boping Tian - 7007-7019 Polynomial logistic distribution associated with a cubic polynomial
by Ümit Aksoy & Sofiya Ostrovska & Ahmet Yaşar Özban - 7020-7038 On extreme order statistics from heterogeneous beta distributions with applications
by Peng Zhao & Lei Wang & Yiying Zhang - 7039-7062 A new perspective in functional EIV linear model: Part I
by Ali Al-Sharadqah - 7063-7084 Dividend barrier and ruin problems for a risk model with delayed claims
by Jie-hua Xie & Wei Zou - 7085-7098 Weighted Renyi's entropy for lifetime distributions
by Mohammadreza Nourbakhsh & Gholamhoseein Yari - 7099-7113 Limit distributions of order statistics with random indices in a stationary Gaussian sequence
by H. M. Barakat & E. M. Nigm & E. O. Abo Zaid - 7114-7124 Gini index based goodness-of-fit test for the logistic distribution
by Hadi Alizadeh Noughabi - 7125-7133 The Bayes rule of the variance parameter of the hierarchical normal and inverse gamma model under Stein's loss
by Ying-Ying Zhang - 7134-7146 Bounds for the expected value of the stochastic Divisia's price index
by Jacek Białek - 7147-7156 The bivariate alpha-skew-normal distribution
by Francisco Louzada & Anderson Ara & Guilherme Fernandes - 7157-7173 On estimation of the change points in multivariate regression models with structural changes
by Fuqi Chen & Sévérien Nkurunziza - 7174-7187 A dynamic hurdle model for zero-inflated count data
by Gregori Baetschmann & Rainer Winkelmann - 7188-7200 Non-parametric MANOVA approaches for non-normal multivariate outcomes with missing values
by Fanyin He & Sati Mazumdar & Gong Tang & Triptish Bhatia & Stewart J. Anderson & Mary Amanda Dew & Robert Krafty & Vishwajit Nimgaonkar & Smita Deshpande & Martica Hall & Charles F. Reynolds - 7201-7224 Effectual variance estimation strategy in two-occasion successive sampling in presence of random non response
by G. N. Singh & A. K. Sharma & A. Bandyopadhyay - 7225-7237 On generalized variance of product of powered components and multiple stable Tweedie models
by Johann Cuenin & Adrien Faivre & Célestin C. Kokonendji - 7238-7255 Inference for a simple step-stress model with progressively censored competing risks data from Weibull distribution
by Fen Liu & Yimin Shi - 7256-7265 Complete moment convergence of widely orthant dependent random variables
by Xi Liu & Yan Shen & Jie Yang & Yamei Lu
July 2017, Volume 46, Issue 13
- 6229-6239 Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood non linear models with stochastic regression
by Xuejun Jiang & Tian Xia & Xueren Wang - 6240-6257 Bimodal Birnbaum–Saunders distribution with applications to non negative measurements
by Neveka M. Olmos & Guillermo Martínez-Flórez & Heleno Bolfarine - 6258-6263 On balanced incomplete Latin square designs
by B. N. Mandal & Sukanta Dash - 6264-6279 Bayesian inference and prediction of the Pareto distribution based on ordered ranked set sampling
by Mostafa M. Mohie El-Din & Mohamed S. Kotb & Ehab F. Abd-Elfattah & Haidy A. Newer - 6280-6292 Asymptotic normality for a non parametric estimator of conditional quantile with left-truncated data
by Mei Yao & Jiang-Feng Wang & Lu Lin - 6293-6302 Extending the Barnard’s test to non-inferiority
by Félix Almendra-Arao & David Sotres-Ramos & Magin Zuñiga-Estrada - 6303-6322 Consistent variable selection via the optimal discovery procedure in multiple testing
by Li Wang & Xingzhong Xu - 6323-6335 Two-sample high-dimensional empirical likelihood
by Jianglin Fang & Wanrong Liu & Xuewen Lu - 6336-6357 Prediction of the residual failure processes based on the process history
by Ji Hwan Cha & F. G. Badía - 6358-6381 Vine copula models with GLM and sparsity
by Dezhao Han & Ken Seng Tan & Chengguo Weng - 6382-6400 The mean general residual lifetime of (n − k + 1)-out-of-n systems with exchangeable components
by E. Salehi & S. S. Hashemi-Bosra - 6401-6411 Optimal designs for additive mixture model with heteroscedastic errors
by Fei Yan & Chongqi Zhang & Heng Peng - 6412-6432 Generalized elliptical distributions
by M. Arashi & S. Nadarajah - 6433-6445 Stochastic properties of the mixed accelerated hazard models
by Ping Li & Xiaoliang Ling & Weiyong Ding - 6446-6462 The raise estimator estimation, inference, and properties
by Roman Salmeron & Catalina Garcia & Jose Garcia & Maria del Mar Lopez - 6463-6477 Heteroskedasticity–robust tests with minimum size distortion
by Patrick Richard - 6478-6490 Model-based study of families of exponential-type estimators in presence of non response
by Ajeet Kumar Singh & Priyanka Singh & V. K. Singh - 6491-6496 A probabilistic approach to Wallis’ formula
by Zhengyuan Wei & Juan Li & Xiaoyang Zheng - 6497-6511 Analysis of incomplete data in the presence of dependent competing risks from Marshall–Olkin bivariate Weibull distribution under progressive hybrid censoring
by Jing Cai & Yimin Shi & Bin Liu - 6512-6527 On sufficient conditions for the comparison of some quantile-based measures
by Félix Belzunce & Carolina Martínez-Riquelme - 6528-6542 Mixture of extreme-value distributions: identifiability and estimation
by C. E. G. Otiniano & C. R. Gonçalves & C. C. Y. Dorea - 6543-6557 A new method for generating distributions with an application to exponential distribution
by Abbas Mahdavi & Debasis Kundu - 6558-6578 Penalized composite quantile estimation for censored regression model with a diverging number of parameters
by Huilan Liu & Hu Yang - 6579-6589 Classes of estimators for population mean using auxiliary variable in stratified population in the presence of non response
by B. B. Khare & P. S. Jha - 6590-6604 A bivariate first-order signed integer-valued autoregressive process
by Jan Bulla & Christophe Chesneau & Maher Kachour - 6605-6623 Marginal distribution of Markov-switching VAR processes
by Gabriele Fiorentini & Christophe Planas & Alessandro Rossi - 6624-6634 Designing optimal double-sampling plan based on process capability index
by Mohammad Saber Fallah Nezhad & Sina Seifi - 6635-6644 Estimation and test of conditional Kendall's Tau under bivariate left-truncation data
by Jin-Jian Hsieh & Zih-Jyun Li - 6645-6667 A modified Liu-type estimator with an intercept term under mixture experiments
by Ai-Chun Chen & Takeshi Emura - 6668-6683 Test for the mean matrix in a Growth Curve model for high dimensions
by Muni S. Srivastava & Martin Singull - 6684-6693 Fitting finite mixture models using iterative Monte Carlo classification
by Jing Xu & Jun Ma - 6694-6703 On the rate of convergence of the Robbins–Monro's algorithm in a linear stochastic ill-posed problem with α-mixing data
by Nabila Aiane & Abdelnasser Dahmani - 6704-6726 Trend estimation of multivariate time series with controlled smoothness
by Victor M. Guerrero & Alejandro Islas-Camargo & L. Leticia Ramirez-Ramirez - 6727-6736 Statistical inference for α-series process with gamma distribution
by Mahmut Kara & Halil Aydoğdu & Birdal Şenoğlu - 6737-6741 A note on exact calculation of the non central hypergeometric distribution
by Bruce Barrett
June 2017, Volume 46, Issue 12
- 5707-5727 On weighted generalized entropy
by Suchismita Das - 5728-5737 On the reciprocity of connections in weighted and unweighted networks
by Johannes Ledolter & Franklin Dexter - 5738-5753 Latent variable model for mixed correlated power series and ordinal longitudinal responses with non ignorable missing values
by F. Razie & E. Bahrami Samani & M. Ganjali - 5754-5765 An optimal k of kth MA-ARIMA models under a class of ARIMA model
by Issam Dawoud & Selahattin Kaçiranlar - 5766-5778 The effects of measurement error on the MAX EWMAMS control chart
by S. Abedin Daryabari & S. Mohammad Hashemian & Ali Keyvandarian & Shekary A. Maryam - 5779-5794 Discussion on the common threshold of several exponential distributions with different rates
by S. H. Lin & R. S. Wang - 5795-5811 A Bayesian control chart for a common coefficient of variation
by R. van Zyl & A. J. van der Merwe - 5812-5826 Shared gamma frailty models based on reversed hazard rate for modeling Australian twin data
by David D. Hanagal & Susmita M. Bhambure - 5827-5839 Bayesian multiple change-point estimation for exponential distribution with truncated and censored data
by Chaobing He - 5840-5850 Survival function estimation with non parametric adaptive refined descriptive sampling algorithm: A case study
by Megdouda Ourbih-Tari & Mahdia Azzal - 5851-5871 The use of temporally aggregated data on detecting a mean change of a time series process
by Bu Hyoung Lee & William W. S. Wei - 5872-5887 Objective Bayesian hypothesis testing in regression models with first-order autoregressive residuals
by Yongku Kim & Woo Dong Lee & Sang Gil Kang & Dal Ho Kim - 5888-5895 Asymptotic tail behavior of a random sum with conditionally dependent subexponential summands
by Yanfang Zhang & Fengyang Cheng - 5896-5913 An extension on INAR models with discrete Laplace marginal distributions
by Miodrag S. Djordjević - 5914-5931 Synthetic double sampling s chart
by Ming Ha Lee & Michael B. C. Khoo - 5932-5940 On Esseen type inequalities for combinatorial random sums
by Andrei N. Frolov - 5941-5955 Non parametric sequential estimation of the probability density function by orthogonal series
by Karima Lagha & Smail Adjabi - 5956-5984 Tabulations for value at risk and expected shortfall
by Saralees Nadarajah & Stephen Chan & Emmanuel Afuecheta - 5985-5993 Optimal investment and consumption with unknown parameters
by Weijia Zhang & Po Yang - 5994-5999 On the limit distribution of a second-order semi-Markov chain in state and duration
by Guglielmo D’Amico & Filippo Petroni & Flavio Prattico - 6000-6016 Estimation of conditional mode with truncated, censored, and dependent data
by Jong-Il Baek & Si-Li Niu - 6017-6034 Estimation in a change-point non linear quantile model
by Gabriela Ciuperca - 6035-6053 Collaborative sliced inverse regression
by Alessandro Chiancone & Stéphane Girard & Jocelyn Chanussot - 6054-6073 A new exponentiated class of distributions: Properties and applications
by S. Rezaei & A. K. Marvasty & S. Nadarajah & M. Alizadeh - 6074-6084 Testing for serial correlation in linear model with validation data
by Feng Liu & Xiangyong Tan & Sitong Guo & Xinmei Kang - 6085-6097 Second-order asymptotic loss of the MLE of a truncation parameter for a truncated exponential family of distributions
by M. Akahira & N. Ohyauchi - 6098-6111 A new generalization of alpha-skew-normal distribution
by Maryam Sharafi & Zahra Sajjadnia & Javad Behboodian - 6112-6118 Some tests for the allometric extension model in regression
by James R. Schott - 6119-6129 “What If” analysis: Benefits of utilizing a “What If” analysis in excel
by Corey Peltier - 6130-6136 Orthogonal polynomials generated by random vectors
by Christopher S. Withers & Saralees Nadarajah - 6137-6150 Sparse Bayesian variable selection in multinomial probit regression model with application to high-dimensional data classification
by Yang Aijun & Jiang Xuejun & Xiang Liming & Lin Jinguan - 6151-6173 Reliability inference for a general lower-truncated family of distributions under records
by Liang Wang - 6174-6191 Reliability analysis of masked data in adaptive step-stress partially accelerated lifetime tests with progressive removal
by Bin Liu & Yimin Shi & Jing Cai & Ruibing Wang - 6192-6212 Asymptotic inference in poverty indices: an empirical processes approach
by Cheikh Tidiane Seck & Joseph Ngatchou-Wandji & Gane Samb Lô - 6213-6221 Generalized confounded row–column designs
by Anindita Datta & Seema Jaggi & Eldho Varghese & Cini Varghese - 6222-6227 Characterization of Lindley distribution by truncated moments
by M. Ahsanullah & M. E. Ghitany & D. K. Al-Mutairi
June 2017, Volume 46, Issue 11
- 5195-5202 Finite-sample distributions of the Wald, likelihood ratio, and Lagrange multiplier test statistics in the classical linear model
by Thomas Parker - 5203-5222 A non parametric approach to monitor simple linear profiles in phases I and II
by Ali Sayyad & Seyed Taghi Akhavan Niaki & Behrouz Afshar-Najafi - 5223-5227 Comments on “Detecting Outliers in Gamma Distribution” by M. Jabbari Nooghabi et al. (2010)
by M. Magdalena Lucini & Alejandro C. Frery - 5228-5237 Optimal acceptance sampling policy considering Bayesian risks
by Saeed Adibfar & Mohammad Saber Fallah Nezhad & Roya Jafari - 5238-5251 Cross-validation: What is it and how is it used in regression?
by Kristi Morin & John L. Davis - 5252-5264 Ignorability conditions for frequentist non parametric analysis of conditional distributions with incomplete data
by Shaun Bender & Daniel F. Heitjan - 5265-5272 Some limit theorems of delayed sums for rowwise conditionally independent stochastic arrays
by Z.-Z. Wang - 5273-5291 On some generalized ageing orderings
by Asok K. Nanda & Nil Kamal Hazra & D. K. Al-Mutairi & M. E. Ghitany - 5292-5310 An FFT approach for option pricing under a regime-switching stochastic interest rate model
by Kun Fan & Yang Shen & Tak Kuen Siu & Rongming Wang - 5311-5326 The Lamé class of Lorenz curves
by José María Sarabia & Vanesa Jordá & Carmen Trueba - 5327-5341 Partially adaptive quantile estimators
by David J. Mauler & James B. McDonald & Logan C. Tatham - 5342-5356 Robust estimation for partially linear single-index model
by Zean Li & Weihua Zhao & Riquan Zhang & Jicai Liu - 5357-5367 On the efficiency of ratio estimator over the regression estimator
by Etebong P. Clement & Ekaette I. Enang - 5368-5383 Equivalence of predictors under real and over-parameterized linear models
by Shengjun Gan & Yuqin Sun & Yongge Tian - 5384-5393 Some properties of discrete bathtub-shaped distributions
by N. Unnikrishnan Nair & P. G. Sankaran & Nidhi P. Ramesh - 5394-5418 Transmuted Weibull distribution: Properties and estimation
by Muhammad Shuaib Khan & Robert King & Irene Lena Hudson - 5419-5442 Weibull lagged effect step-stress model with competing risks
by Joleen Beltrami - 5443-5452 Precise large deviations for φ-mixing and UND random variables with long-tailed distributions
by Dawei Lu & Xiaomeng Qi - 5453-5465 A bivariate generalized geometric distribution with applications
by E. Gómez–Déniz & M. E. Ghitany & Ramesh C. Gupta - 5466-5486 Search of good rotation patterns using exponential method of estimation in two-occasion successive sampling
by Housila P. Singh & Surya K. Pal - 5487-5500 A test of separate hypotheses for comparing linear mixed models with non nested fixed effects
by Ché L. Smith & Lloyd J. Edwards - 5501-5516 Consistent estimation approach to tackling collinearity and Berkson-type measurement error in linear regression using adjusted Wald-type estimator
by Yuh-Jenn Wu & Wei-Quan Fang - 5517-5530 Scan statistics for detecting a local change in variance for two-dimensional normal data
by Bo Zhao & Joseph Glaz - 5531-5543 Bayes prediction of Poisson regression superpopulation mean with a non gamma prior
by Priyanka Aggarwal & Ashok K. Bansal - 5544-5555 The discrepancy of P-values and posterior probability: Two-sided hypothesis of variance of normal distribution with unknown mean
by Rahim Chinipardaz & Behzad Falahifard & Mohammad Reza Akhoond - 5556-5578 Stratified Gaussian graphical models
by Henrik Nyman & Johan Pensar & Jukka Corander - 5579-5594 Parametric bootstrap inferences for panel data models
by Liwen Xu & Maozai Tian - 5595-5611 Progressively Type-II censored conditionally N-ordered statistics from a unified elliptically contoured copula
by Mohsen Rezapour - 5612-5632 A study of generalized normal distributions
by Wen-Jang Huang & Nan-Cheng Su - 5633-5642 Consistency of the Tikhonov’s regularization in an ill-posed problem with α-mixing random data
by Nabila Aiane & Abdelnasser Dahmani - 5643-5655 On the pointwise mean squared error of a multidimensional term-by-term thresholding wavelet estimator
by Christophe Chesneau & Fabien Navarro - 5656-5671 Estimating quantiles of several normal populations with a common mean
by Manas Ranjan Tripathy & Somesh Kumar & Adarsha Kumar Jena - 5672-5684 Exploring the distribution for the estimator of Rosenthal's ‘fail-safe’ number of unpublished studies in meta-analysis
by Konstantinos C. Fragkos & Michail Tsagris & Christos C. Frangos - 5685-5705 The generalized odd half-Cauchy family of distributions: Properties and applications
by Gauss M. Cordeiro & Morad Alizadeh & Thiago G. Ramires & Edwin M. M. Ortega
May 2017, Volume 46, Issue 10
- 4671-4685 An integral formula for the distribution of self-normalized Gaussian random samples
by Juan Kalemkerian