Content
August 2022, Volume 2022
- 1-15 D-Optimal Design for a Causal Structure for Completely Randomized and Random Blocked Experiments
by Zaher Kmail & Kent Eskridge & Muhammad Ahsan - 1-23 Some Improved Classes of Estimators in Stratified Sampling Using Bivariate Auxiliary Information
by Shashi Bhushan & Anoop Kumar & Ronald Onyango & Saurabh Singh & Alessandro Barbiero
December 2022, Volume 2022
- 1-7 On Random Dynamical Systems Generated by White Noise Time Change of Deterministic Dynamical Systems
by Mohamed Hmissi & Farida Mokchaha & Xiaofeng Zong - 1-13 An Improved Measurement Error Model for Analyzing Unreplicated Method Comparison Data under Asymmetric Heavy-Tailed Distributions
by Jeevana Duwarahan & Lakshika S. Nawarathna & Muhammad Ahsan - 1-21 Random Forests in Count Data Modelling: An Analysis of the Influence of Data Features and Overdispersion on Regression Performance
by Ciza ArsÃ¨ne Mushagalusa & AdandÃ© Belarmain Fandohan & Romain GlÃ¨lÃ¨ KakaÃ¯ & Hyungjun Cho
June 2022, Volume 2022
- 1-15 On Hierarchical Bayesian Spatial Small Area Model for Binary Data under Spatial Misalignment
by Kindie Fentahun Muchie & Anthony Kibira Wanjoya & Samuel Musili Mwalili
November 2022, Volume 2022
- 1-12 Mathematical Modeling of Concentration Risk under the Default Risk Charge Using Probability and Statistics Theory
by Badreddine Slime & Muhammad Ahsan
September 2022, Volume 2022
- 1-12 Interpretability of Composite Indicators Based on Principal Components
by Kris Boudt & Marco dâ€™Errico & Hong Anh Luu & Rebecca Pietrelli & Muhammad Ahsan - 1-14 NetDA: An R Package for Network-Based Discriminant Analysis Subject to Multilabel Classes
by Li-Pang Chen & Hyungjun Cho
May 2022, Volume 2022
- 1-11 Attribute Control Chart for Rayleigh Distribution Using Repetitive Sampling under Truncated Life Test
by Olatunde Adebayo Adeoti & Gadde Srinivasa Rao - 1-19 Nonstationary Generalised Autoregressive Conditional Heteroskedasticity Modelling for Fitting Higher Order Moments of Financial Series within Moving Time Windows
by Luke De Clerk & Sergey Savel’ev
April 2022, Volume 2022
- 1-7 Gompertz Ampadu Class of Distributions: Properties and Applications
by Abukari Alhassan - 1-7 A Mixture of Clayton, Gumbel, and Frank Copulas: A Complete Dependence Model
by M. A. Boateng & A. Y. Omari-Sasu & R. K. Avuglah & N. K. Frempong - 1-10 Tweedie Model for Predicting Factors Associated with Distance Traveled to Access Inpatient Services in Kenya
by Ngugi Mwenda & Mathew Kosgei & Gregory Kerich & Ruth Nduati - 1-14 Mean Estimation of a Sensitive Variable under Nonresponse Using Three-Stage RRT Model in Stratified Two-Phase Sampling
by Ronald Onyango & Brian Oduor & Francis Odundo
April 2021, Volume 2021
- 1-10 Two-Stage Joint Model for Multivariate Longitudinal and Multistate Processes, with Application to Renal Transplantation Data
by Behnaz Alafchi & Hossein Mahjub & Leili Tapak & Ghodratollah Roshanaei & Mohammad Ali Amirzargar - 1-10 Adjusted Extreme Conditional Quantile Autoregression with Application to Risk Measurement
by Martin M. Kithinji & Peter N. Mwita & Ananda O. Kube
October 2021, Volume 2021
- 1-13 Modeling of the COVID-19 Cases in Gulf Cooperation Council Countries Using ARIMA and MA-ARIMA Models
by Rahmatalla Yagoub & Hussein Eledum
March 2021, Volume 2021
- 1-18 An Empirical Likelihood Ratio-Based Omnibus Test for Normality with an Adjustment for Symmetric Alternatives
by Chioneso Show Marange & Yongsong Qin
May 2021, Volume 2021
- 1-13 Hidden Geometry of Bidirectional Grid-Constrained Stochastic Processes
by Aldo Taranto & Shahjahan Khan - 1-14 Evaluation of Four Multiple Imputation Methods for Handling Missing Binary Outcome Data in the Presence of an Interaction between a Dummy and a Continuous Variable
by Sara Javadi & Abbas Bahrampour & Mohammad Mehdi Saber & Behshid Garrusi & Mohammad Reza Baneshi - 1-15 A Mixture of Regular Vines for Multiple Dependencies
by Fadhah Amer Alanazi
February 2021, Volume 2021
- 1-7 COVID-19: Metaheuristic Optimization-Based Forecast Method on Time-Dependent Bootstrapped Data
by Livio Fenga & Carlo Del Castello
November 2021, Volume 2021
- 1-5 Permutation Invariant Strong Law of Large Numbers for Exchangeable Sequences
by Stefan Tappe
January 2021, Volume 2021
December 2021, Volume 2021
- 1-7 Trend Analysis of Temperature and Rainfall of Rajasthan, India
by Suresh Kumar Sharma & Durga Prasad Sharma & Manoj Kumar Sharma & Kiran Gaur & Pratibha Manohar - 1-10 Reliability Estimation for the Remained Stress-Strength Model under the Generalized Exponential Lifetime Distribution
by Mohammad Mehdi Saber & Marwa M. Mohie El-Din & Haitham M. Yousof
July 2021, Volume 2021
June 2021, Volume 2021
- 1-8 Assessing the Performance of the Discrete Generalised Pareto Distribution in Modelling Non-Life Insurance Claims
by S. K.-B. Dzidzornu & R. Minkah
January 2020, Volume 2020
- 1-7 Comparative Study between Generalized Maximum Entropy and Bayes Methods to Estimate the Four Parameter Weibull Growth Model
by Saifaldin Hashim Kamar & Basim Shlaibah Msallam
December 2020, Volume 2020
- 1-6 A Chain Ratio Exponential-Type Compromised Imputation for Mean Estimation: Case Study on Ozone Pollution in Saraburi, Thailand
by Kanisa Chodjuntug & Nuanpan Lawson
October 2020, Volume 2020
- 1-6 Inference for the Difference of Two Independent KS Sharpe Ratios under Lognormal Returns
by J. Qi & M. Rekkas & A. Wong
September 2020, Volume 2020
- 1-7 Different Approaches to Estimation of the Gompertz Distribution under the Progressive Type-II Censoring Scheme
by Kyeongjun Lee & Jung-In Seo & Alessandro De Gregorio - 1-11 Forecasting of Global Market Prices of Major Financial Instruments
by Roshani W. Divisekara & Ruwan D. Nawarathna & Lakshika S. Nawarathna - 1-13 On Estimation of Distribution Function Using Dual Auxiliary Information under Nonresponse Using Simple Random Sampling
by Saddam Hussain & Mi Zichuan & Sardar Hussain & Anum Iftikhar & Muhammad Asif & Sohail Akhtar & Sohaib Ahmad - 1-14 Estimation of Generalized Gompertz Distribution Parameters under Ranked-Set Sampling
by Mohammed Obeidat & Amjad Al-Nasser & Amer I. Al-Omari - 1-15 Comparative Analysis of Some Structural Equation Model Estimation Methods with Application to Coronary Heart Disease Risk
by David Adedia & Atinuke O. Adebanji & Simon Kojo Appiah
March 2020, Volume 2020
- 1-5 The Improved Value-at-Risk for Heteroscedastic Processes and Their Coverage Probability
by Khreshna Syuhada - 1-7 Stochastic Restricted LASSO-Type Estimator in the Linear Regression Model
by Manickavasagar Kayanan & Pushpakanthie Wijekoon
April 2020, Volume 2020
- 1-9 Estimation of a Finite Population Mean under Random Nonresponse Using Kernel Weights
by Nelson Kiprono Bii & Christopher Ouma Onyango & John Odhiambo - 1-10 Forecasting the Covolatility of Coffee Arabica and Crude Oil Prices: A Multivariate GARCH Approach with High-Frequency Data
by Dawit Yeshiwas & Yebelay Berelie - 1-17 T-Dagum: A Way of Generalizing Dagum Distribution Using Lomax Quantile Function
by Matthew I. Ekum & Muminu O. Adamu & Eno E. Akarawak
May 2020, Volume 2020
- 1-8 Distributions of the Ratio and Product of Two Independent Weibull and Lindley Random Variables
by N. J. Hassan & A. Hawad Nasar & J. Mahdi Hadad - 1-10 Generalized Autoregressive Conditional Heteroskedastic Model to Examine Silver Price Volatility and Its Macroeconomic Determinant in Ethiopia Market
by Amare Wubishet Ayele & Emmanuel Gabreyohannes & Hayimro Edmealem
July 2020, Volume 2020
- 1-9 Characterization and Goodness-of-Fit Test of Pareto and Some Related Distributions Based on Near-Order Statistics
by Masoumeh Akbari - 1-9 An Extension of the Quadratic Error Function for Learning Imprecise Data in Multivariate Nonlinear Regression
by Castro Gbêmêmali Hounmenou & Kossi Essona Gneyou & Romain Glélé Kakaï
February 2020, Volume 2020
- 1-9 On Performance of Two-Parameter Gompertz-Based Control Charts
by Johnson A. Adewara & Kayode S. Adekeye & Olubisi L. Aako
June 2020, Volume 2020
- 1-7 Modelling the Dependency between Inflation and Exchange Rate Using Copula
by Charles Kwofie & Isaac Akoto & Kwaku Opoku-Ameyaw - 1-9 On the Maximum Likelihood Estimation of Extreme Value Index Based on - Record Values
by Abderrahim Louzaoui & Mohamed El Arrouchi
December 2019, Volume 2019
- 1-14 Parametric Methodologies for Detecting Changes in Maximum Temperature of Tlaxco, Tlaxcala, México
by Silvia Herrera Cortés & Bulmaro Juárez Hernández & Victor Hugo Vázquez Guevara & Hugo Adán Cruz Suárez
September 2019, Volume 2019
- 1-18 Analytically Simple and Computationally Efficient Results for the GI X / Geo / c Queues
by Mohan L. Chaudhry & James J. Kim & Abhijit D. Banik
October 2019, Volume 2019
- 1-7 The L-Curve Criterion as a Model Selection Tool in PLS Regression
by Abdelmounaim Kerkri & Jelloul Allal & Zoubir Zarrouk
July 2019, Volume 2019
- 1-1 Quantile Regression and Beyond in Statistical Analysis of Data
by Rahim Alhamzawi & Keming Yu & Himel Mallick - 1-10 An Alternative Sensitivity Approach for Longitudinal Analysis with Dropout
by Amal Almohisen & Robin Henderson & Arwa M. Alshingiti - 1-14 Conditional Analysis for Mixed Covariates, with Application to Feed Intake of Lactating Sows
by S. Y. Park & C. Li & S. M. Mendoza Benavides & E. van Heugten & A. M. Staicu
June 2019, Volume 2019
- 1-8 Boundary Bias Correction Using Weighting Method in Presence of Nonresponse in Two-Stage Cluster Sampling
by Nelson Kiprono Bii & Christopher Ouma Onyango & John Odhiambo - 1-11 Generalized Performance Measures of Control Charts Based on Different Sampling Schemes
by Rashid Mehmood & Muhammed Hisyam Lee & Muhammad Riaz & Iftikhar Ali - 1-12 Fully Bayesian Estimation of Simultaneous Regression Quantiles under Asymmetric Laplace Distribution Specification
by Josephine Merhi Bleik
March 2019, Volume 2019
- 1-5 A Comparison of Mean-Based and Quantile Regression Methods for Analyzing Self-Report Dietary Intake Data
by Michelle L. Vidoni & Belinda M. Reininger & MinJae Lee - 1-7 Improved Small Sample Inference on the Ratio of Two Coefficients of Variation of Two Independent Lognormal Distributions
by A. Wong & L. Jiang - 1-10 Parameter Evaluation for a Statistical Mechanical Model for Binary Choice with Social Interaction
by Alex Akwasi Opoku & Godwin Osabutey & Charles Kwofie
April 2019, Volume 2019
- 1-7 Group Identification and Variable Selection in Quantile Regression
by Ali Alkenani & Basim Shlaibah Msallam - 1-8 Biostatistical Assessment of Mutagenicity Studies: A Stepwise Confidence Procedure
by Michael J. Adjabui & Nathaniel K. Howard & Mathias Akamba - 1-13 Exponentiated Inverse Rayleigh Distribution and an Application to Coating Weights of Iron Sheets Data
by Gadde Srinivasa Rao & Sauda Mbwambo
January 2019, Volume 2019
- 1-8 Retirement Consumption Puzzle in Malaysia: Evidence from Bayesian Quantile Regression Model
by Ros Idayuwati Alaudin & Noriszura Ismail & Zaidi Isa - 1-9 Atrial Fibrillation Detection by the Combination of Recurrence Complex Network and Convolution Neural Network
by Xiaoling Wei & Jimin Li & Chenghao Zhang & Ming Liu & Peng Xiong & Xin Yuan & Yifei Li & Feng Lin & Xiuling Liu - 1-13 On the Alpha Power Transformed Power Lindley Distribution
by Amal S. Hassan & M. Elgarhy & Rokaya E. Mohamd & Sharifah Alrajhi - 1-13 The New Odd Log-Logistic Generalized Inverse Gaussian Regression Model
by Julio Cezar Souza Vasconcelos & Gauss M. Cordeiro & Edwin M. M. Ortega & Elton G. Araújo
February 2019, Volume 2019
- 1-10 A Nonuniform Bound to an Independent Test in High Dimensional Data Analysis via Stein’s Method
by Nahathai Rerkruthairat - 1-13 On the Use of Min-Max Combination of Biomarkers to Maximize the Partial Area under the ROC Curve
by Hua Ma & Susan Halabi & Aiyi Liu - 1-20 One-Sided and Two-Sided w - of - w Runs-Rules Schemes: An Overall Performance Perspective and the Unified Run-Length Derivations
by S. C. Shongwe & J.-C. Malela-Majika & E. M. Rapoo
May 2019, Volume 2019
- 1-2 New Advances in Biostatistics
by Yichuan Zhao & Ash Abebe & Lihong Qi & Min Zhang & Xu Zhang - 1-6 Bootstrapping Nonparametric Prediction Intervals for Conditional Value-at-Risk with Heteroscedasticity
by Emmanuel Torsen & Lema Logamou Seknewna - 1-11 New Link Functions for Distribution–Specific Quantile Regression Based on Vector Generalized Linear and Additive Models
by V. F. Miranda-Soberanis & T. W. Yee
August 2019, Volume 2019
- 1-11 On the Probabilistic Proof of the Convergence of the Collatz Conjecture
by Kamal Barghout - 1-15 Analytically Explicit Results for the Distribution of the Number of Customers Served during a Busy Period for Special Cases of the M/G/ 1 Queue
by M. L. Chaudhry & Veena Goswami - 1-24 Hierarchical Models and Tuning of Random Walk Metropolis Algorithms
by Mylène Bédard
September 2018, Volume 2018
- 1-10 A Note on the Waiting-Time Distribution in an Infinite-Buffer Queueing System
by A. D. Banik & M. L. Chaudhry & James J. Kim - 1-10 A Simple Empirical Likelihood Ratio Test for Normality Based on the Moment Constraints of a Half-Normal Distribution
by C. S. Marange & Y. Qin
March 2018, Volume 2018
- 1-9 Hybrid Clayton-Frank Convolution-Based Bivariate Archimedean Copula
by Maxwell Akwasi Boateng & Akoto Yaw Omari-Sasu & Richard Kodzo Avuglah & Nana Kena Frempong - 1-13 Smoothed Conditional Scale Function Estimation in AR(1)-ARCH(1) Processes
by Lema Logamou Seknewna & Peter Mwita Nyamuhanga & Benjamin Kyalo Muema
November 2018, Volume 2018
- 1-10 A New Class of Distributions Generated by the Extended Bimodal-Normal Distribution
by Milton A. Cortés & David Elal-Olivero & Juan F. Olivares-Pacheco - 1-11 A Bayesian Adaptive Design in Cancer Phase I Trials Using Dose Combinations in the Presence of a Baseline Covariate
by Márcio Augusto Diniz & Sungjin Kim & Mourad Tighiouart
October 2018, Volume 2018
- 1-5 Frailty in Survival Analysis of Widowhood Mortality
by Elinor Ytterstad - 1-15 Exponentially Weighted Moving Average Control Charts for the Process Mean Using Exponential Ratio Type Estimator
by Hina Khan & Saleh Farooq & Muhammad Aslam & Masood Amjad Khan
April 2018, Volume 2018
- 1-4 Smooth Kernel Estimation of a Circular Density Function: A Connection to Orthogonal Polynomials on the Unit Circle
by Yogendra P. Chaubey - 1-8 Stochastic Restricted Biased Estimators in Misspecified Regression Model with Incomplete Prior Information
by Manickavasagar Kayanan & Pushpakanthie Wijekoon - 1-12 A Poisson-Gamma Model for Zero Inflated Rainfall Data
by Nelson Christopher Dzupire & Philip Ngare & Leo Odongo
January 2018, Volume 2018
- 1-12 The Half-Logistic Generalized Weibull Distribution
by Masood Anwar & Amna Bibi
August 2018, Volume 2018
- 1-9 Local Influence Analysis for Quasi-Likelihood Nonlinear Models with Random Effects
by Tian Xia & Jiancheng Jiang & Xuejun Jiang
December 2018, Volume 2018
- 1-9 A Note on the Adaptive LASSO for Zero-Inflated Poisson Regression
by Prithish Banerjee & Broti Garai & Himel Mallick & Shrabanti Chowdhury & Saptarshi Chatterjee - 1-12 Extended Odd Fréchet-G Family of Distributions
by Suleman Nasiru - 1-12 Detecting Spatial Clusters via a Mixture of Dirichlet Processes
by Meredith A. Ray & Jian Kang & Hongmei Zhang - 1-17 Similarity Statistics for Clusterability Analysis with the Application of Cell Formation Problem
by Yingyu Zhu & Simon Li
May 2018, Volume 2018
- 1-6 Performance of Synthetic Double Sampling Chart with Estimated Parameters Based on Expected Average Run Length
by Huay Woon You - 1-15 A Novel Entropy-Based Decoding Algorithm for a Generalized High-Order Discrete Hidden Markov Model
by Jason Chin-Tiong Chan & Hong Choon Ong
February 2018, Volume 2018
- 1-12 The Half-Logistic Lomax Distribution for Lifetime Modeling
by Masood Anwar & Jawaria Zahoor
June 2018, Volume 2018
- 1-7 Mixed Effects Models with Censored Covariates, with Applications in HIV/AIDS Studies
by Lang Wu & Hongbin Zhang
November 2017, Volume 2017
- 1-5 An Approach of Randomness of a Sample Based on Its Weak Ergodic Limit
by Jaime A. Londoño
February 2017, Volume 2017
- 1-9 Modified Slash Lindley Distribution
by Jimmy Reyes & Osvaldo Venegas & Héctor W. Gómez - 1-12 Maximum Likelihood and Bayes Estimation in Randomly Censored Geometric Distribution
by Hare Krishna & Neha Goel - 1-13 A Conditional Fourier-Feynman Transform and Conditional Convolution Product with Change of Scales on a Function Space II
by Dong Hyun Cho - 1-14 Estimation of the Parameters of a Chirp Type Model with Stationary Residuals
by K. Perera - 1-19 Gram-Charlier Processes and Applications to Option Pricing
by Jean-Pierre Chateau & Daniel Dufresne - 1-23 Polyhedral Star-Shaped Distributions
by Wolf-Dieter Richter & Kay Schicker
January 2017, Volume 2017
- 1-6 Stochastic Models for the Infectivity Function in an Infinite Population of Susceptible Individuals
by Viswanathan Arunachalam & Liliana Blanco - 1-9 Upper Bound of the Generalized Value for the Population Variances of Lognormal Distributions with Known Coefficients of Variation
by Rada Somkhuean & Sa-aat Niwitpong & Suparat Niwitpong - 1-24 Numerical Reconstruction of the Covariance Matrix of a Spherically Truncated Multinormal Distribution
by Filippo Palombi & Simona Toti & Romina Filippini
April 2017, Volume 2017
- 1-5 Probability of Dying in Each of the Competing Risks under Bimorbid Condition
by Kalpana Singh & Suddhendu Biswas - 1-12 Bootstrap Order Determination for ARMA Models: A Comparison between Different Model Selection Criteria
by Livio Fenga - 1-12 -Statistic for Multivariate Stable Distributions
by Mahdi Teimouri & Saeid Rezakhah & Adel Mohammadpour
March 2017, Volume 2017
- 1-13 Convergence Rates and Limit Theorems for the Dual Markov Branching Process
by Anthony G. Pakes
October 2017, Volume 2017
December 2017, Volume 2017
- 1-8 Robust Group Identification and Variable Selection in Regression
by Ali Alkenani & Tahir R. Dikheel
July 2017, Volume 2017
- 1-8 Forecasting Time Series Movement Direction with Hybrid Methodology
by Salwa Waeto & Khanchit Chuarkham & Arthit Intarasit - 1-9 New Generalizations of Exponential Distribution with Applications
by N. A. Rather & T. A. Rather
December 2016, Volume 2016
- 1-5 Exact Interval Inference for the Two-Parameter Rayleigh Distribution Based on the Upper Record Values
by Jung-In Seo & Jae-Woo Jeon & Suk-Bok Kang - 1-5 Sample Dependence in the Maximum Entropy Solution to the Generalized Moment Problem
by Henryk Gzyl - 1-7 Estimating the Proportion of True Null Hypotheses in Multiple Testing Problems
by Oluyemi Oyeniran & Hanfeng Chen
November 2016, Volume 2016
- 1-6 Accuracy of Approximation for Discrete Distributions
by Tamás F. Móri - 1-7 Multivariate Macdonald Distribution and Its Properties
by Daya K. Nagar & Edwin Zarrazola & Luz Estela Sánchez - 1-9 Exploratory Methods for the Study of Incomplete and Intersecting Shape Boundaries from Landmark Data
by Fathi M. O. Hamed & Robert G. Aykroyd
February 2016, Volume 2016
- 1-12 Properties of Matrix Variate Confluent Hypergeometric Function Distribution
by Arjun K. Gupta & Daya K. Nagar & Luz Estela Sánchez
May 2016, Volume 2016
- 1-10 Cesàro Summable Sequence Spaces over the Non-Newtonian Complex Field
by Uğur Kadak
January 2016, Volume 2016
- 1-8 Classical and Bayesian Approach in Estimation of Scale Parameter of Nakagami Distribution
by Kaisar Ahmad & S. P. Ahmad & A. Ahmed - 1-8 Scan Statistics for Detecting High-Variance Clusters
by Lionel Cucala - 1-12 General Results for the Transmuted Family of Distributions and New Models
by Marcelo Bourguignon & Indranil Ghosh & Gauss M. Cordeiro - 1-13 Applications of Fuss-Catalan Numbers to Success Runs of Bernoulli Trials
by S. J. Dilworth & S. R. Mane
October 2016, Volume 2016
- 1-8 Odds Ratios Estimation of Rare Event in Binomial Distribution
by Kobkun Raweesawat & Yupaporn Areepong & Katechan Jampachaisri & Saowanit Sukparungsee
September 2016, Volume 2016
- 1-8 Bayesian Estimation in Delta and Nabla Discrete Fractional Weibull Distributions
by M. Ganji & F. Gharari
August 2016, Volume 2016
- 1-6 A Generalized Class of Exponential Type Estimators for Population Mean under Systematic Sampling Using Two Auxiliary Variables
by Mursala Khan - 1-7 A Mixture of Generalized Tukeyâ€™s Distributions
by José Alfredo Jiménez & Viswanathan Arunachalam - 1-8 Parameter Estimation in Mean Reversion Processes with Deterministic Long-Term Trend
by Freddy H. Marín Sánchez & Verónica M. Gallego
March 2016, Volume 2016
- 1-10 On a Power Transformation of Half-Logistic Distribution
by S. D. Krishnarani - 1-12 Variable Selection and Parameter Estimation with the Atan Regularization Method
by Yanxin Wang & Li Zhu
August 2015, Volume 2015
- 1-5 Generalized Residual Entropy and Upper Record Values
by Suchandan Kayal - 1-6 The Concepts of Pseudo Compound Poisson and Partition Representations in Discrete Probability
by Werner Hürlimann - 1-6 Kim and Omberg Revisited: The Duality Approach
by Anna Battauz & Marzia De Donno & Alessandro Sbuelz - 1-11 The Type I Generalized Half-Logistic Distribution Based on Upper Record Values
by Devendra Kumar & Neetu Jain & Shivani Gupta - 1-21 Optimal Bandwidth Selection for Kernel Density Functionals Estimation
by Su Chen
January 2015, Volume 2015
- 1-7 Generalized Fractional Integral Inequalities for Continuous Random Variables
by Abdullah Akkurt & Zeynep Kaçar & Hüseyin Yildirim
June 2015, Volume 2015
- 1-6 Moderate and Large Deviations for the Smoothed Estimate of Sample Quantiles
by Xiaoxia He & Xi Liu & Chun Yao
September 2015, Volume 2015
- 1-6 Residual and Past Entropy for Concomitants of Ordered Random Variables of Morgenstern Family
by M. M. Mohie EL-Din & M. M. Amein & Nahed S. A. Ali & M. S. Mohamed - 1-8 Measurement of Interobserver Disagreement: Correction of Cohen’s Kappa for Negative Values
by Tarald O. Kvålseth - 1-9 Generalized Information for the -Order Normal Distribution
by Thomas L. Toulias - 1-9 Robust Bayesian Regularized Estimation Based on Regression Model
by Zean Li & Weihua Zhao - 1-11 Success Run Waiting Times and Fuss-Catalan Numbers
by S. J. Dilworth & S. R. Mane - 1-22 On the Computation of the Survival Probability of Brownian Motion with Drift in a Closed Time Interval When the Absorbing Boundary Is a Step Function
by Tristan Guillaume
July 2015, Volume 2015
- 1-7 Recurrence Relation and Accurate Value on Inverse Moment of Discrete Distributions
by ChunYuan Wang & Wuyungaowa
October 2015, Volume 2015
- 1-8 An Production Inventory Controlled Self-Service Queuing System
by Anoop N. Nair & M. J. Jacob - 1-8 Some Characterization Results on Dynamic Cumulative Residual Tsallis Entropy
by Madan Mohan Sati & Nitin Gupta - 1-9 Comparison of the Frequentist MATA Confidence Interval with Bayesian Model-Averaged Confidence Intervals
by Daniel Turek - 1-9 Generalized Inferences about the Mean Vector of Several Multivariate Gaussian Processes
by Pilar Ibarrola & Ricardo Vélez - 1-17 An Ambit Stochastic Approach to Pricing Electricity Forward Contracts: The Case of the German Energy Market
by Luca Di Persio & Isacco Perin
November 2015, Volume 2015
- 1-5 Estimation of Population Mean in Chain Ratio-Type Estimator under Systematic Sampling
by Mursala Khan & Rajesh Singh - 1-5 Statistical Tests for the Reciprocal of a Normal Mean with a Known Coefficient of Variation
by Wararit Panichkitkosolkul - 1-6 On Association Measures for Continuous Variables and Correction for Chance
by Matthijs J. Warrens - 1-8 Confidence Interval Estimation of an ROC Curve: An Application of Generalized Half Normal and Weibull Distributions
by S. Balaswamy & R. Vishnu Vardhan - 1-12 Convex and Radially Concave Contoured Distributions
by Wolf-Dieter Richter - 1-20 Approximating Explicitly the Mean-Reverting CEV Process
by N. Halidias & I. S. Stamatiou
December 2015, Volume 2015
- 1-7 Posterior Analysis of State Space Model with Spherical Symmetricity
by Ranjita Pandey - 1-8 Robust Stability Best Subset Selection for Autocorrelated Data Based on Robust Location and Dispersion Estimator
by Hassan S. Uraibi & Habshah Midi & Sohel Rana - 1-11 Portfolio Theory for -Symmetric and Pseudoisotropic Distributions: -Fund Separation and the CAPM
by Nils Chr. Framstad - 1-13 Confidence Region Approach for Assessing Bioequivalence and Biosimilarity Accounting for Heterogeneity of Variability
by Jianghao Li & Shein-Chung Chow - 1-14 Estimating Parameters of a Probabilistic Heterogeneous Block Model via the EM Algorithm
by Marianna Bolla & Ahmed Elbanna - 1-24 Polynomial Chaos Expansion Approach to Interest Rate Models
by Luca Di Persio & Gregorio Pellegrini & Michele Bonollo
November 2014, Volume 2014
- 1-6 On Volatility Swaps for Stock Market Forecast: Application Example CAC 40 French Index
by Halim Zeghdoudi & Abdellah Lallouche & Mohamed Riad Remita - 1-8 Parameter Estimation of Population Pharmacokinetic Models with Stochastic Differential Equations: Implementation of an Estimation Algorithm
by Fang-Rong Yan & Ping Zhang & Jun-Lin Liu & Yu-Xi Tao & Xiao Lin & Tao Lu & Jin-Guan Lin - 1-13 Bayesian Inference of a Multivariate Regression Model
by Marick S. Sinay & John S. J. Hsu
October 2014, Volume 2014
- 1-11 New Approach for Finding Basic Performance Measures of Single Server Queue
by Siew Khew Koh & Ah Hin Pooi & Yi Fei Tan
August 2014, Volume 2014
February 2014, Volume 2014
- 1-5 A Study on the Chain Ratio-Type Estimator of Finite Population Variance
by Yunusa Olufadi & Cem Kadilar - 1-12 Improved Inference for Moving Average Disturbances in Nonlinear Regression Models
by Pierre Nguimkeu
April 2014, Volume 2014
- 1-7 Increased Statistical Efficiency in a Lognormal Mean Model
by Grant H. Skrepnek & Ashok Sahai - 1-10 Estimating the Reliability Function for a Family of Exponentiated Distributions
by Ajit Chaturvedi & Anupam Pathak - 1-11 Direct Determination of Smoothing Parameter for Penalized Spline Regression
by Takuma Yoshida - 1-13 Convergence in Distribution of Some Self-Interacting Diffusions
by Aline Kurtzmann
January 2014, Volume 2014
- 1-5 Parametric Regression Models Using Reversed Hazard Rates
by Asokan Mulayath Variyath & P. G. Sankaran - 1-12 A Batch Arrival Single Server Queue with Server Providing General Service in Two Fluctuating Modes and Reneging during Vacation and Breakdowns
by Monita Baruah & Kailash C. Madan & Tillal Eldabi - 1-12 A General Result on the Mean Integrated Squared Error of the Hard Thresholding Wavelet Estimator under -Mixing Dependence
by Christophe Chesneau
September 2014, Volume 2014
- 1-8 On Improving Ratio/Product Estimator by Ratio/Product-cum-Mean-per-Unit Estimator Targeting More Efficient Use of Auxiliary Information
by Angela Shirley & Ashok Sahai & Isaac Dialsingh
May 2014, Volume 2014
- 1-6 Point-Symmetric Multivariate Density Function and Its Decomposition
by Kiyotaka Iki & Sadao Tomizawa - 1-6 Ratio Estimator in Adaptive Cluster Sampling without Replacement of Networks
by Nipaporn Chutiman & Monchaya Chiangpradit - 1-6 A Study of Probability Models in Monitoring Environmental Pollution in Nigeria
by P. E. Oguntunde & O. A. Odetunmibi & A. O. Adejumo - 1-14 A New Lifetime Distribution and Its Power Transformation
by Ammar M. Sarhan & Lotfi Tadj & David C. Hamilton
December 2014, Volume 2014
- 1-6 Defining Sample Quantiles by the True Rank Probability
by Lasse Makkonen & Matti Pajari - 1-8 New Indices for Refining Multiple Choice Questions
by Mariano Amo-Salas & María del Mar Arroyo-Jimenez & David Bustos-Escribano & Eva Fairén-Jiménez & Jesús López-Fidalgo
June 2014, Volume 2014
- 1-11 Bandwidth Selection for Recursive Kernel Density Estimators Defined by Stochastic Approximation Method
by Yousri Slaoui - 1-14 Sum of Bernoulli Mixtures: Beyond Conditional Independence
by Taehan Bae & Ian Iscoe
March 2014, Volume 2014
- 1-6 An Improved Class of Chain Ratio-Product Type Estimators in Two-Phase Sampling Using Two Auxiliary Variables
by Gajendra K. Vishwakarma & Manish Kumar - 1-8 A Software Reliability Model Using Quantile Function
by Bijamma Thomas & Midhu Narayanan Nellikkattu & Sankaran Godan Paduthol - 1-21 The Exponentiated Half-Logistic Family of Distributions: Properties and Applications
by Gauss M. Cordeiro & Morad Alizadeh & Edwin M. M. Ortega
July 2014, Volume 2014
- 1-5 Subgeometric Ergodicity under Random-Time State-Dependent Drift Conditions
by Mokaedi V. Lekgari - 1-6 On -Gamma and -Beta Distributions and Moment Generating Functions
by Gauhar Rahman & Shahid Mubeen & Abdur Rehman & Mammona Naz - 1-7 Risk Efficiencies of Empirical Bayes and Generalized Maximum Likelihood Estimates for Rayleigh Model under Censored Data
by Dinesh Barot & Manhar Patel - 1-12 Two Bootstrap Strategies for a -Problem up to Location-Scale with Dependent Samples
by Jean-François Quessy & François Éthier - 1-15 An Analysis of a Heuristic Procedure to Evaluate Tail (in)dependence
by Marta Ferreira & Sérgio Silva
October 2013, Volume 2013
- 1-10 Gaussian Estimation of One-Factor Mean Reversion Processes
by Freddy H. Marín Sánchez & J. Sebastian Palacio