Content
January 2015, Volume 44, Issue 2
- 275-285 Sample Size Requirements and Study Duration for Testing Main Effects and Interactions in Completely Randomized Factorial Designs When Time to Event is the Outcome
by Barry Kurt Moser & Susan Halabi - 286-299 Asymptotically Optimal Nonparametric Empirical Bayes Via Predictive Recursion
by Ryan Martin - 300-308 On Relative Reversed Hazard Rate Order
by Majid Rezaei & Behzad Gholizadeh & Salman Izadkhah - 309-328 Generalization of the Divisia Price and Quantity Indices in a Stochastic Model with Continuous Time
by Jacek Białek - 329-339 Moderate Deviations for Estimators of Financial Risk Under an Asymmetric Laplace Law
by Yujie Cai & Fuqing Gao & Shaochen Wang - 340-348 Visualizing Predicted and Observed Densities Jointly with Beanplot
by I. Juutilainen & S. Tamminen & J. Röning - 349-362 Improved Large-Sample Confidence Intervals for Ratios of Variance Components in Nonnormal Distributions
by Brent D. Burch - 363-375 Performance of Some Weighted Liu Estimators for Logit Regression Model: An Application to Swedish Accident Data
by Kristofer Månsson & B. M. Golam Kibria & Ghazi Shukur - 376-389 Posterior Predictive Comparisons for the Two-sample Problem
by Paul Blomstedt & Jukka Corander - 390-405 Mixture Models and the Krätzel Integral Transform
by T. Princy - 406-427 Comparison of Prediction Capabilities of Partially Replicated Central Composite Designs in Cuboidal Region
by Eugene C. Ukaegbu & Polycarp E. Chigbu - 428-439 A Strong Limit Theorem for Weighted Sums of Negatively Dependent Random Variables
by Soo Hak Sung
January 2015, Volume 44, Issue 1
- 1-23 On the Construction of Preliminary Test Estimator Based on Record Values for the Burr XII Model
by R. Arabi Belaghi & M. Arashi & S. M. M. Tabatabaey - 24-47 Bayesian Inference in Marshall–Olkin Bivariate Exponential Shared Gamma Frailty Regression Model under Random Censoring
by David D. Hanagal & Richa Sharma - 48-62 Local M-estimation for Conditional Variance in Heteroscedastic Regression Models
by Yunyan Wang & Mingtian Tang - 63-79 Variance Estimation from Complex Survey Designs: A Case Study of Household Income and Expenditure Survey Design 2002/03, Botswana
by Raghunath Arnab & T. Zewotir & D. North - 80-94 Modified Robust Second-Order Slope-Rotatable Designs
by Rabindra Nath Das & Partha Pal & Sung H. Park - 95-114 Confidence Regions and Approximate p-values for Classical and Non Symmetric Correspondence Analysis
by Eric J. Beh & Rosaria Lombardo - 115-124 On The Intersection Of Max Domains Of Attraction Of p-Max Stable Laws and the Class of Subexponential Distributions
by S. Ravi & A. S. Praveena - 125-134 Further Study on the Marcinkiewicz Strong Laws for Linear Statistics of ρ*-Mixing Sequences of Random Variables
by Haiwu Huang & Dingcheng Wang & Qunying Wu - 135-152 Comparing Score-Based Methods for Estimating Bayesian Networks Using the Kullback–Leibler Divergence
by Jessica Kasza & Patty Solomon - 153-158 Likelihood-based Inference in S-distributions
by Efthymios G. Tsionas - 159-170 A New Model for the Representation of the ISO 2859 Standard
by George Nenes & Yiannis Nikolaidis - 171-185 Semi Varying Coefficient Zero-Inflated Generalized Poisson Regression Model
by Weihua Zhao & Riquan Zhang & Jicai Liu & Yazhao Lv - 186-215 The Zografos–Balakrishnan-G Family of Distributions: Mathematical Properties and Applications
by Saralees Nadarajah & Gauss M. Cordeiro & Edwin M. M. Ortega
December 2014, Volume 43, Issue 24
- 5115-5129 Burn-in for Eliminating Weak Items in Heterogeneous Populations
by Ji Hwan Cha & Maxim Finkelstein - 5130-5155 Modified and Restricted r-k Class Estimators
by Gülesen Üstündağ Şiray - 5156-5174 Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling
by B. Kodia & B. Garel - 5175-5194 On Bayes Linear Unbiased Estimator Under the Balanced Loss Function
by Hongbing Qiu & Ji Luo & Shurong Zheng - 5195-5210 A Simultaneous Confidence Band for Dense Longitudinal Regression
by Q. Song & R. Liu & Q. Shao & L. Yang - 5211-5225 A Branching Process with Immigration in Varying Environments
by Kosto V. Mitov & Edward Omey - 5226-5240 Adjusted Likelihood Inference in an Elliptical Multivariate Errors-in-Variables Model
by Tatiane F. N. Melo & Silvia L. P. Ferrari - 5241-5248 Sample Size Determination for a Two-Sided Multiple Components Tolerance Interval
by Feng-Shou Ko - 5249-5262 Jackknifing the Ridge Regression Estimator: A Revisit
by Mansi Khurana & Yogendra P. Chaubey & Shalini Chandra - 5263-5275 On Integrated Volatility of Itô Semimartingales when Sampling Times are Endogenous
by Cui-Xia Li & Jin-Yuan Chen & Zhi Liu & Bing-Yi Jing - 5276-5289 Tail Behavior and Limit Distribution of Maximum of Logarithmic General Error Distribution
by Xin Liao & Zuoxiang Peng & Saralees Nadarajah - 5290-5304 A New Test on High-Dimensional Mean Vector Without Any Assumption on Population Covariance Matrix
by Shota Katayama & Yutaka Kano - 5305-5317 An Approximation Model of the Collective Risk Model with INAR(1) Claim Process
by Haifang Shi & Dehui Wang - 5318-5325 Bivariate Tail Dependence and the Generation of Multivariate Extreme Value Distributions
by Helena Ferreira
December 2014, Volume 43, Issue 23
- 4893-4907 Progressive Variance Control Charts for Monitoring Process Dispersion
by Raja Fawad Zafar & Nasir Abbas & Muhammad Riaz & Zawar Hussain - 4908-4924 The Design of and R Control Charts for Skew Normal Distributed Data
by Chung-I Li & Nan-Cheng Su & Pei-Fang Su & Yu Shyr - 4925-4935 An Approach to Determine Sample Size and to Allocate Sample Size for a Specific Region in a Multiregional Trial for Survival (Time-to-Event) Data under Accelerated Failure Time Model
by Feng-Shou Ko - 4936-4961 Skew Gaussian Process for Nonlinear Regression
by M. T. Alodat & E. Y. Al-Momani - 4962-4971 The Beta-Poisson Distribution in Wadley’s Problem
by Kerry L. Leask & Linda M. Haines - 4972-4987 On the Ratios of Pathway Random Variables
by Naiju M. Thomas - 4988-4997 Bayesian Analysis of Least Absolute Relative Error Regression
by Efthymios G. Tsionas - 4998-5011 A Conditional Approach for Regression Analysis of Longitudinal Data with Informative Observation Time and Non-negligible Observation Duration
by Liang Zhu & Hui Zhao & Jianguo Sun & Stanley Pounds - 5012-5025 The Dantzig Discriminant Analysis with High Dimensional Data
by Yanli Zhang & Lei Huo & Lu Lin & Yunhui Zeng - 5026-5038 On a Bivariate Pólya-Aeppli Distribution
by Leda D. Minkova & N. Balakrishnan - 5039-5051 Estimation of Parameters of a Mixed Failure Time Distribution Which is a Mixture of Degenerate (Degenerate at Zero) and I. G. Distribution
by V. U. Dixit & S. P. Nabar - 5052-5071 A Sum of Squares Generally Weighted Moving Average Control Chart
by Chi-Jui Huang - 5072-5090 Bayes Factor Consistency for One-way Random Effects Model
by Min Wang & Xiaoqian Sun - 5091-5104 Pitman Closeness of kth Records Based on a Two-Sequence Case
by Huda A. El-Wahish & Mohammad Z. Raqab & Ahmad A. Zghoul - 5105-5113 Strong Consistency of Conditional Value-at-risk Estimate for ϕ-mixing Samples
by Guo-Dong Xing & Shan-Chao Yang & Yong-Ming Li - 5114-5114 Corrigendum
by The Editors
November 2014, Volume 43, Issue 22
- 4669-4678 Bahadur Representation of Linear Kernel Quantile Estimator for Stationary Processes
by Huang Chu & Zhang Li-Xin - 4679-4706 Two-Term Edgeworth Expansions for the Classes of U- and V-statistics
by Fadlalla G. Elfadaly & Sanaa M. El Gayar - 4707-4722 Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure
by Xing-Cai Zhou & Jin-Guan Lin - 4723-4748 Improved Shewhart-type Runs-rules Nonparametric Sign Charts
by P. Kritzinger & S. W. Human & S. Chakraborti - 4749-4765 Robust Estimation of Multi-response Surfaces Considering Correlation Structure
by Amir Moslemi & Mahdi Bashiri & Seyed Taghi Akhavan Niaki - 4766-4779 Separate Ratio Estimators for the Population Variance in Stratified Random Sampling
by Gamze Özel & Hülya Çingi & Merve Oğuz - 4780-4789 A Study for Missing Values in PINAR(1)T Processes
by Boting Jia & Dehui Wang & Haixiang Zhang - 4790-4805 Pseudo-Likelihood Methodology for Hierarchical Count Data
by George Kalema & Geert Molenberghs - 4806-4828 A Marginalized Combined Gamma Frailty and Normal Random-effects Model for Repeated, Overdispersed, Time-to-event Outcomes
by Achmad Efendi & Geert Molenberghs & Samuel Iddi - 4829-4844 Statistical Analysis of Parameter Estimation for 2-D Harmonics in Multiplicative and Additive Noise
by Huiming Peng & Jiawen Bian & Diwei Yang & Zhihui Liu & Hongwei Li - 4845-4855 Asymptotics of the Lp-Norms of Density Estimators in the Nonlinear Autoregressive Models
by Jie Li - 4856-4866 On Complete Convergence for Nonstationary ϕ-Mixing Random Variables
by Aiting Shen & Xinghui Wang & Jimin Ling - 4867-4880 Estimation of Bowley's Coefficient of Skewness in the Presence of Auxiliary Information
by Housila P. Singh & Ramkrishna S. Solanki & Sarjinder Singh - 4881-4892 Inference on P(Y
by A. Pak & N. B. Khoolenjani & A. A. Jafari
November 2014, Volume 43, Issue 21
- 4445-4470 Parameter Estimation of Autoregressive Models Using the Iteratively Robust Filtered Fast-τ Method
by Nima Shariati & Hamid Shahriari & Rasoul Shafaei - 4471-4491 The Pearson Score Statistic for Multinomial-Poisson Models
by Joseph B. Lang - 4492-4502 Linear Signed Rank Test for Model Selection
by Abdolreza Sayyareh - 4503-4513 On Variance Upper Bounds for Unimodal Distributions
by R. Sharma & R. Bhandari - 4514-4518 Improved Asymptotics of a Decreasing Mean Residual Life Estimator
by Edgardo Lorenzo & Hari Mukerjee - 4519-4533 Reliability Evaluation of a Multi-state Network with Multiple Sinks under Individual Accuracy Rate Constraint
by Yi-Kuei Lin & Cheng-Fu Huang - 4534-4545 On the Optimality of Circular Block Designs Under a Mixed Interference Model
by Katarzyna Filipiak & Augustyn Markiewicz - 4546-4565 Properties of a One-Sided Likelihood Ratio Test as Applied to Pool Screening
by Hongjiang Gao & Inmaculada B. Aban & Charles R. Katholi - 4566-4581 Robust Variable Selection in Linear Mixed Models
by Yali Fan & Guoyou Qin & Zhong Yi Zhu - 4582-4588 The Minimum Density Power Divergence Estimation for the Lognormal Density
by Ro Jin Pak - 4589-4611 A Parametric Test of Perfect Ranking in Balanced Ranked Set Sampling
by Ehsan Zamanzade & Nasser Reza Arghami & Michael Vock - 4612-4627 On the Properties of the SAVE Directions
by Santiago Velilla - 4628-4641 Quantile Regression For Longitudinal Biomarker Data Subject to Left Censoring and Dropouts
by Minjae Lee & Lan Kong - 4642-4649 On Secure Communication in a Sensor Network
by Bhupendra Gupta - 4650-4667 Influence in the Elliptical Modified Ridge Regression
by M. Amanullah & G. R. Pasha & M. Aslam
October 2014, Volume 43, Issue 20
- 4223-4240 On General Multivariate Mixture Models
by Xiaoliang Ling & Peng Zhao - 4241-4252 A Further Study of Predictions in Linear Mixed Models
by Hu Yang & Huiliang Ye & Kai Xue - 4253-4264 Bayesian Estimation of Regression Coefficients Under Extended Balanced Loss Function
by Anoop Chaturvedi & Shalabh - 4265-4280 A Simple Distribution for the Sum of Correlated, Exchangeable Binary Data
by Gary Witt - 4281-4296 Maximizing Complex Likelihoods via Directed Stochastic Searching Algorithm
by Sheng-Mao Chang - 4297-4307 Evaluation of Measurement Comparisons Using Generalized Least Squares: the Role of Participants’ Estimates of Systematic Error
by John F. Clare & Annette Koo & Robert B. Davies - 4308-4323 Robust Estimation of Parameters in Simple Linear Profiles Using M-Estimators
by Mohsen Ebadi & Hamid Shahriari - 4324-4336 An Optimality Probability Index for Correlated Multiple Responses
by Mahdi Bashiri & Mohammad Hasan Bakhtiarifar - 4337-4356 Group-based Criminal Trajectory Analysis Using Cross-validation Criteria
by J. D. Nielsen & J. S. Rosenthal & Y. Sun & D. M. Day & I. Bevc & T. Duchesne - 4357-4370 On the Nearness of Records to Population Quantiles with Respect to Order Statistics in the Sense of Pitman Closeness
by Mosayeb Ahmadi & G. R. Mohtashami Borzadaran - 4371-4383 The Continuous Run Sum Chart
by Cesar A. Acosta-Mejia & Luis Rincon - 4384-4400 Tikhonov’s Regularization to the Deconvolution Problem
by Dang Duc Trong & Cao Xuan Phuong & Truong Trung Tuyen & Dinh Ngoc Thanh - 4401-4414 On a Correction of the Scale MLE for a Two-Parameter Exponential Distribution Under Progressive Type-I Censoring
by Erhard Cramer & Miriam Tamm - 4415-4427 A Generalized Stochastic Restricted Ridge Regression Estimator
by M. I. Alheety & B. M. Golam Kibria - 4428-4443 A Proportional Hazard Marshall–Olkin Extended Family of Distributions and its Application to Gompertz Distribution
by R. A. Al-Jarallah & M. E. Ghitany & Ramesh C. Gupta
October 2014, Volume 43, Issue 19
- 3997-4010 Generalized Estimating Equations to Binary Probit Model
by M-L. Feddag - 4011-4024 An NMF-framework for Unifying Posterior Probabilistic Clustering and Probabilistic Latent Semantic Indexing
by Zhong-Yuan Zhang & Tao Li & Chris Ding & Jie Tang - 4025-4045 Bayesian Estimation for Linear Functions of Poisson Rates
by Lizanne Raubenheimer & Abrie Van der Merwe - 4046-4061 Failure Rate and Aging Properties of Generalized Beta- and Gamma-generated Distributions
by Ioannis S. Triantafyllou & Markos V. Koutras - 4062-4073 Optimal Age Policy for a Used System with Imperfect Preventive Maintenance and Cumulative Damage Model
by Yen-Luan Chen - 4074-4087 Simultaneous Confidence Intervals for the Population Cell Means, for Two-by-Two Factorial Data, that Utilize Uncertain Prior Information
by Paul Kabaila & Khageswor Giri - 4088-4102 Empirical Likelihood for Partial Linear Models under Negatively Associated Errors
by Zheng-Yan Lin & Ran Wang - 4103-4108 The Representation of Hypergeometric Random Variables using Independent Bernoulli Random Variables
by Stefen Hui & C. J. Park - 4109-4122 Balakrishnan Skew-t Distribution and Associated Statistical Characteristics
by S. Shafiei & M. Doostparast - 4123-4142 Confidence Intervals for Nonparametric Regression Functions with Missing Data
by Yongsong Qin & Tao Qiu & Qingzhu Lei - 4143-4155 Understanding Directional Dependence Through Angular Correlation
by Engin A. Sungur & Jessica M. Orth - 4156-4163 Empirical Likelihood for Generalized Partially Linear Single-index Models
by Zhuoxi Yu & Bing He & Min Chen - 4164-4178 Marginal Correlation from Logit- and Probit-Beta-Normal Models for Hierarchical Binary Data
by Tony Vangeneugden & Geert Molenberghs & Geert Verbeke & Clarice G.B. Demétrio - 4179-4186 On Using Hellinger Distance in Checking the Validity of Dynamic Approximations
by Ali. S. Gargoum - 4187-4194 A Note on the Berry-Esséen Bound of Sample Quantiles for ϕ-mixing Sequence
by Wenzhi Yang & Xuejun Wang & Shuhe Hu - 4195-4214 On The Optimal Choice of Cube and Star Replications in Restricted Second-Order Designs
by U. C Nduka & P. E. Chigbu - 4215-4222 Moderate deviation principle for the error variance estimator in linear models
by Yu Miao & Weiqiang Geng & Nan Li & Qing Xiao
September 2014, Volume 43, Issue 18
- 3777-3796 A Strong Law of Large Numbers for Strongly Mixing Processes
by A. Kontorovich & A. Brockwell - 3797-3811 Tail Probability Ratios of Normal and Student’s t Distributions
by Tiejun Tong & Heng Peng - 3812-3835 Conditional Score Tests for Heteroscedasticity in the Two-Way Error Components Model
by Eugene Kouassi & Joel Sango & JM Bosson Brou & Mbodja Mougoué - 3836-3847 On the Percentile Residual Lifetime of Parallel Systems
by M. Shafaei Noughabi & A. H. Rezaei Roknabadi & G. R. Mohtashami Borzadaran - 3848-3865 Some Asymptotic Formulas for a Brownian Motion from The Maximum and Minimum Domains with Regular Varying Boundary
by Dawei Lu - 3866-3892 A Summary of Some Research on PC and Bayesian PC Criterion in China
by Laisheng Wei - 3893-3904 Generalized Empirical Likelihood Inference in Generalized Linear Models for Longitudinal Data
by Ruiqin Tian & Liugen Xue - 3905-3926 A Consistent Method of Estimation For The Three-Parameter Gamma Distribution
by Hideki Nagatsuka & N. Balakrishnan & Toshinari Kamakura - 3927-3942 Semi-parametric Efficient Inference for Heteroscedastic Semivarying-coefficient Models
by Xuemei Hu - 3943-3954 Strong Law of Large Numbers for Countable Asymptotic Circular Markov Chains
by Weiguo Yang & Bei Wang & Zhiyan Shi - 3955-3985 Bayesian Inference for the Jump-Diffusion Model with M Jumps
by Maciej Kostrzewski - 3986-3996 Efficient Rank Regression with Wavelet Estimated Scores
by E. Kwessi & A. Abebe & G. De Souza
September 2014, Volume 43, Issue 17
- 3553-3573 Analyzing Mean Profiles of Nonnormal Populations
by Solomon W. Harrar & Jin Xu - 3574-3579 Generating Bivariate Uniform Data with a Full Range of Correlations and Connections to Bivariate Binary Data
by Hakan Demirtas - 3580-3595 Local Influence Analysis for The Ridge Regression Under Stochastic Linear Restrictions
by Lian Yang & Hu Yang - 3596-3601 Fractional Moments and Maximum Entropy: Geometric Meaning
by Henryk Gzyl & Pier Luigi Novi Inverardi & Aldo Tagliani - 3602-3613 Nonparametric Tests for Comparing Several Coefficients of Variation
by Reem Al-Jarallah & Emad-Eldin A. A. Aly - 3614-3628 Asymptotics of Likelihood Ratio Tests for General One-sided Hypotheses in the Two-sample Normal Model
by Yoshiji Takagi - 3629-3640 Preliminary Test Estimators Induced by Three Large Sample Tests for Stochastic Constraints in a Regression Model with Multivariate Student-t Error
by Xinfeng Chang & Hu Yang - 3641-3660 Preliminary test and Bayes Estimation of a Location Parameter Under Blinex Loss
by J. Coetsee & A. Bekker & S. Millard - 3661-3673 On Some Properties of Autopersistence Functions and Autopersistence Graphs
by Šárka Hudecová - 3674-3689 A Class of Distributions with Linear Hazard Quantile Function
by N.N. Midhu & P.G. Sankaran & N. Unnikrishnan Nair - 3690-3697 LIL for the Adjusted Range of Partial Sums in AR(1) Models with Possibly Infinite Variance
by Hui Zhou & Jie Li & Ke-Ang Fu - 3698-3719 An Automated MCEM Algorithm for Hierarchical Models with Multivariate and Multitype Response Variables
by Vera Georgescu & Nicolas Desassis & Samuel Soubeyrand & André Kretzschmar & Rachid Senoussi - 3720-3725 Extended Glivenko–Cantelli Theorem in Nonparametric Regression
by Fuxia Cheng & Jigao Yan & Lijian Yang - 3726-3732 On Complete Convergence for Weighted Sums of NA Random Fields
by Mi-Hwa Ko - 3733-3750 The CUSUM Test for Detecting Structural Changes in Strong Mixing Processes
by F. Azizzadeh & S. Rezakhah - 3751-3761 Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence
by Eunju Hwang & Dong Wan Shin - 3762-3776 Estimating a Finite Mixed Exponential Distribution under Progressively Type-II Censored Data
by Yuzhu Tian & Maozai Tian & Qianqian Zhu
August 2014, Volume 43, Issue 16
- 3329-3342 Identification of Longitudinal Biomarkers in Survival Analysis for Competing Risks Data
by Feng-Shou Ko - 3343-3370 Multiple Case High Leverage Diagnosis in Regression Quantiles
by Edmore Ranganai & Johan O. Van Vuuren & Tertius De Wet - 3371-3379 Universally Optimal Designs Balanced for Neighbor Effects
by Rashid Ahmed & Ijaz Iqbal & Munir Akhtar - 3380-3401 An Efficient Class of Estimators for the Population Mean Using Auxiliary Information in Stratified Random Sampling
by Ramkrishna S. Solanki & Housila P. Singh - 3402-3428 On the Characterization of Copulas by Differential Equations
by Piotr Jaworski - 3429-3442 Estimation of Population Mean Under Non Response in Two-Occasion Rotation Patterns
by G. N. Singh & J. P. Karna - 3443-3463 Quantile Inequalities for the Expectations of Generalized L-Statistics
by Tomasz Rychlik - 3464-3484 Linear Quantile Regression Based on EM Algorithm
by Yuzhu Tian & Maozai Tian & Qianqian Zhu - 3485-3498 An EWMA-Type Control Chart for Monitoring the Process Mean Using Auxiliary Information
by Nasir Abbas & Muhammad Riaz & Ronald J. M. M. Does - 3499-3515 Inverse Probability Weighting with Missing Predictors of Treatment Assignment or Missingness
by Shaun Seaman & Ian White - 3516-3535 Weighted Estimator for the Linear Transformation Models with Multivariate Failure Time Data
by Zhiping Qiu & Makhija Neeta & Yong Zhou - 3536-3551 An Empirical Bayes Method for Multivariate Meta-analysis with an Application in Clinical Trials
by Yong Chen & Sheng Luo & Haitao Chu & Xiao Su & Lei Nie
August 2014, Volume 43, Issue 15
- 3095-3116 Estimation of Population Mean in the Presence of Linear Trend
by J. Subramani & Sarjinder Singh - 3117-3134 Efficient Estimation for Semi-varying Coefficient Model with An Invertible Linear Process Error
by Xuemei Hu - 3135-3147 The Steady-State Performance of Cumulative Count of a Conforming Control Chart Based On Runs Rules
by S. K. Khilare & D. T. Shirke - 3148-3161 Failure Time of Non Homogeneous Gamma Process
by Christian Paroissin & Ali Salami - 3162-3169 A Note on the Hartley-Ross Unbiased Ratio Estimator
by T. J. Rao & A. K. P. C. Swain - 3170-3185 Some Limit Behaviors for Linear EV Model with Replicate Observations
by Yu Miao & Nan Li & Weiqiang Geng & Yaohua Zhang - 3186-3207 Construction of Fuzzy Control Charts Based on Weighted Possibilistic Mean
by Dabuxilatu Wang & Pinghui Li & Masami Yasuda - 3208-3222 Method of Moments Estimation in Linear Regression with Errors in both Variables
by Jonathan Gillard - 3223-3247 Optimal Reinsurance Under VaR and CTE Risk Measures When Ceded Loss Function is Concave
by Zhi-Yi Lu & Le-Ping Liu & Qing-Jie Shen & Li-Li Meng - 3248-3268 Empirical Likelihood-Based Confidence Intervals for the Sensitivity of a Continuous-Scale Diagnostic Test with Missing Data
by Binhuan Wang & Gengsheng Qin - 3269-3285 Improved Ratio and Product Exponential type Estimators for Finite Population Mean in Stratified Random Sampling
by Rohini Yadav & Lakshmi N. Upadhyaya & Housila P. Singh & S. Chatterjee - 3286-3301 Shannon Information In k-records
by M. Madadi & M. Tata - 3302-3313 A Finite Horizon Dynamic Programming Model for Production and Repair Decisions
by Mohammad Saber Fallahnezhad - 3314-3328 Non Null Asymptotic Distributions of Some Criteria in Censored Exponential Regression
by Artur J. Lemonte
July 2014, Volume 43, Issue 14
- 2859-2869 The Lack of Memory Property in the Density Form for the Bivariate Setup
by Rishideep Roy & Dilip Roy - 2870-2885 Valuation of Equity-indexed Annuities with Stochastic Interest Rate and Jump Diffusion
by Linyi Qian & Rongming Wang & Qian Zhao - 2886-2896 On a Family of Trimodal Distributions
by Xiaowu Li & Jingyan Hao & Jie Zhou & Dasen Ren - 2897-2906 Some Comments Regarding the Synthetic Chart
by Marcela A. G. Machado & Antonio F. B. Costa - 2907-2922 Supplier Evaluation and Selection Based on Stochastic Dominance: A Quality-Based Approach
by Ming-Hung Shu & Hsien-Chung Wu - 2923-2937 On Complete Convergence for an Extended Negatively Dependent Sequence
by Xuejun Wang & Xiaoqin Li & Shuhe Hu & Xinghui Wang - 2938-2950 Learning Concepts and Taxonomic Relations by Metric Learning for Regression
by Chen Sun & Ming Zhao & Yangjing Long - 2951-2957 A Modification of a Percentile Estimation Procedure Based on Generalized Polya Urns
by Rameela Chandrasekhar & Gregory E. Wilding - 2958-2972 A Generalization of Turnbull’s Estimator for Interval-Censored and Doubly Truncated Data
by Pao-Sheng Shen - 2973-2988 Bayes Inference in Constant Partially Accelerated Life Tests for the Generalized Exponential Distribution with Progressive Censoring
by Z. F. Jaheen & H. M. Moustafa & G. H. Abd El-Monem - 2989-3006 Some Results Based on a Version of the Generalized Dynamic Entropies
by S. Yasaei Sekeh & G. R. Mohtashami Borzadaran & A. H. Rezaei Roknabadi - 3007-3018 Moderate Deviations Results for a Symmetry Testing Statistic Based on the Kernel Density Estimator for Directional Data
by Lina Li - 3019-3026 Group Testing, the Pooled Hypergeometric Distribution, and Estimating the Number of Defectives in Small Populations
by C. M. Theobald & A. M. Davie - 3027-3046 A Contrasting Study of Likelihood Methods for the Analysis of Longitudinal Binary Data
by Weiming Yang & N. Rao Chaganty - 3047-3056 The Asymptotic Behavior of INAR (p) Models
by Mingtian Tang & Yunyan Wang - 3057-3079 Diagnosis Aids in Multivariate Multiple Linear Regression Profiles Monitoring
by Amirhossein Amiri & Abbas Saghaei & Mohammad Mohseni & Yaser Zerehsaz - 3080-3094 Asymptotically Informative Prior for Bayesian Analysis
by Ao Yuan & Jan G. De Gooijer
July 2014, Volume 43, Issue 13
- 2605-2617 Chi-Squared Type Test for the AFT-Generalized Inverse Weibull Distribution
by Hafida Goual & Nacira Seddik-Ameur - 2618-2628 Cramér Asymptotic Efficiency in a Semiparametric Model
by Min Yi & Guohua Deng & Hua Liang - 2629-2641 Simple Robust Tests for Autocorrelated Errors in Time Series Design Intervention Models
by Oluwagbohunmi A. Awosoga & Joseph W. Mckean & Bradley E. Huitema - 2642-2658 Nonparametric Wavelet Regression Based on Biased Data
by Christophe Chesneau & Esmaeil Shirazi - 2659-2673 Mixed Correlated Bivariate Ordinal and Negative Binomial Longitudinal Responses with Nonignorable Missing Values
by E. Bahrami Samani & M. Ganjali - 2674-2688 A New Markov Binomial Distribution
by Leda D. Minkova & Edward Omey - 2689-2701 Minimum Size Survival Analysis Sampling Plans for Comparing Multiple Treatment Groups to a Single Control Group
by Daniel R. Jeske & James M. Flegal & Stephen R. Spindler - 2702-2713 Analysis of Order Statistics from Distributions with Regularly Varying Tails
by Yu Huang & Yongling Li & Maochao Xu - 2714-2725 On the Rate of Complete Convergence for Weighted Sums of Arrays of Rowwise ϕ-Mixing Random Variables
by Aiting Shen & Xinghui Wang & Xiaoqin Li & Xuejun Wang - 2726-2733 A Note on Fisher Information and Imperfect Ranked-Set Sampling
by Jesse Frey