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January 2020, Volume 83, Issue 1
- 93-128 Regression function estimation on non compact support in an heteroscesdastic model
by F. Comte & V. Genon-Catalot - 129-139 Construction of four-level and mixed-level designs with zero Lee discrepancy
by Liuping Hu & Zujun Ou & Hongyi Li
November 2019, Volume 82, Issue 8
- 891-902 Cumulative distribution functions for the five simplest natural exponential families
by Gérard Letac - 903-929 The Cucconi statistic for Type-I censored data
by Takuya Nishino & Hidetoshi Murakami - 931-959 Exogenous shock models: analytical characterization and probabilistic construction
by Matthias Scherer & Henrik Sloot - 961-990 Nonparametric intensity estimation from noisy observations of a Poisson process under unknown error distribution
by Martin Kroll - 991-1019 Robust estimators for one-shot device testing data under gamma lifetime model with an application to a tumor toxicological data
by N. Balakrishnan & E. Castilla & N. Martín & L. Pardo - 1021-1038 Some limit results in estimation of proportion based on group testing
by Jie Mi
October 2019, Volume 82, Issue 7
- 759-778 On the existence and uniqueness of the maximum likelihood estimates of parameters of Laplace Birnbaum–Saunders distribution based on Type-I, Type-II and hybrid censored samples
by Xiaojun Zhu & N. Balakrishnan & Helton Saulo - 779-806 A new characterization of the Gamma distribution and associated goodness-of-fit tests
by Steffen Betsch & Bruno Ebner - 807-822 Estimation and testing of multiplicative models for frequency data
by Antonoio Forcina - 823-841 On the large-sample behavior of two estimators of the conditional copula under serially dependent data
by Taoufik Bouezmarni & Félix Camirand Lemyre & Jean-François Quessy - 843-861 The main effect confounding pattern for saturated orthogonal designs
by Yuxuan Lin & Kai-Tai Fang - 863-889 Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes
by Kai Yang & Yao Kang & Dehui Wang & Han Li & Yajing Diao
August 2019, Volume 82, Issue 6
- 633-656 Composite quantile estimation in partial functional linear regression model with dependent errors
by Ping Yu & Ting Li & Zhongyi Zhu & Zhongzhan Zhang - 657-689 A class of percentile modified Lepage-type tests
by Amitava Mukherjee & Marco Marozzi - 691-704 On generalized orderings and ageing classes for residual life and inactivity time at random time
by Arijit Patra & Chanchal Kundu - 705-717 Some properties of foldover designs with column permutations
by Po Yang & William Li - 719-732 Equivalence of weighted and partial optimality of experimental designs
by Samuel Rosa - 733-758 Local linear regression with reciprocal inverse Gaussian kernel
by Xu Li & Juxia Xiao & Weixing Song & Jianhong Shi
July 2019, Volume 82, Issue 5
- 529-545 Inference about the shape parameters of several inverse Gaussian distributions: testing equality and confidence interval for a common value
by Mohammad Reza Kazemi & Ali Akbar Jafari - 547-571 Box–Cox elliptical distributions with application
by Raúl Alejandro Morán-Vásquez & Silvia L. P. Ferrari - 573-587 Constructing optimal four-level designs via Gray map code
by Liuping Hu & Hongyi Li & Zujun Ou - 589-605 On the reliability modeling of weighted k-out-of-n systems with randomly chosen components
by M. Salehi & Z. Shishebor & M. Asadi - 607-631 A past inaccuracy measure based on the reversed relevation transform
by Antonio Di Crescenzo & Suchandan Kayal & Abdolsaeed Toomaj
May 2019, Volume 82, Issue 4
- 409-427 On the exact distribution of the likelihood ratio test for testing the homogeneity of scale parameters of several two-parameter exponential distributions: complete and censored samples
by Mahmood Kharrati-Kopaei & Ahad Malekzadeh - 429-440 A characterization of the Pareto distribution based on the Fisher information for censored data under non-regularity conditions
by George Tzavelas - 441-456 Reliability properties of proportional hazards relevation transform
by P. G. Sankaran & M. Dileep Kumar - 457-470 On testing the hidden heterogeneity in negative binomial regression models
by Jeonghwan Kim & Woojoo Lee - 471-499 An approximate method for generalized linear and nonlinear mixed effects models with a mechanistic nonlinear covariate measurement error model
by Hongbin Zhang & Lang Wu - 501-528 Mean mixtures of normal distributions: properties, inference and application
by Hossein Negarestani & Ahad Jamalizadeh & Sobhan Shafiei & Narayanaswamy Balakrishnan
April 2019, Volume 82, Issue 3
- 269-293 Partial aliased effect number pattern and selection of optimal compromise designs
by Shili Ye & Dongying Wang & Runchu Zhang - 295-338 Kernel density estimation from complex surveys in the presence of complete auxiliary information
by Sayed A. Mostafa & Ibrahim A. Ahmad - 339-360 Estimation of a continuous distribution on the real line by discretization methods
by Yo Sheena - 361-384 A modification of Chao’s lower bound estimator in the case of one-inflation
by Dankmar Böhning & Panicha Kaskasamkul & Peter G. M. Heijden - 385-408 Asymptotic properties of Lee distance
by Nikolay I. Nikolov & Eugenia Stoimenova
March 2019, Volume 82, Issue 2
- 125-148 Tests for the linear hypothesis in semi-functional partial linear regression models
by Shuzhi Zhu & Peixin Zhao - 149-172 On the Turing estimator in capture–recapture count data under the geometric distribution
by Orasa Anan & Dankmar Böhning & Antonello Maruotti - 173-194 Efficient estimation of the varying-coefficient partially linear proportional odds model with current status data
by Shanshan Lu & Jingjing Wu & Xuewen Lu - 195-223 Inner workings of the Kenward–Roger test
by Waseem Alnosaier & David Birkes - 225-248 Switching time of the standby component to the k-out-of-n:G system in the stress–strength setup
by Zohreh Pakdaman & Jafar Ahmadi - 249-268 Generalizations of distributions related to ( $$k_1,k_2$$ k 1 , k 2 )-runs
by A. N. Kumar & N. S. Upadhye
January 2019, Volume 82, Issue 1
- 1-16 Four simple axioms of dependence measures
by Tamás F. Móri & Gábor J. Székely - 17-38 Quantile-based reliability aspects of cumulative Tsallis entropy in past lifetime
by Aswathy S. Krishnan & S. M. Sunoj & P. G. Sankaran - 39-70 Semi-functional partially linear regression model with responses missing at random
by Nengxiang Ling & Rui Kan & Philippe Vieu & Shuyu Meng - 71-86 Kernel-based methods for combining information of several frame surveys
by I. Sánchez-Borrego & A. Arcos & M. Rueda - 87-98 D-optimal designs for multi-response linear mixed models
by Xin Liu & Rong-Xian Yue & Weng Kee Wong - 99-124 Shape measures based on the convex transform order
by A. Arriaza & A. Crescenzo & M. A. Sordo & A. Suárez-Llorens
November 2018, Volume 81, Issue 8
- 891-930 Efficiency comparison of the Wilcoxon tests in paired and independent survey samples
by Ludwig Baringhaus & Daniel Gaigall - 931-952 A Stein-type shrinkage estimator of the covariance matrix for portfolio selections
by Ruili Sun & Tiefeng Ma & Shuangzhe Liu - 953-983 Approximate maximum likelihood estimation for stochastic differential equations with random effects in the drift and the diffusion
by Maud Delattre & Valentine Genon-Catalot & Catherine Larédo - 985-1004 Assessing the robustness of estimators when fitting Poisson inverse Gaussian models
by Kimberly S. Weems & Paul J. Smith - 1005-1024 On purely sequential estimation of an inverse Gaussian mean
by Sudeep R. Bapat
October 2018, Volume 81, Issue 7
- 745-773 Hybrid estimators for small diffusion processes based on reduced data
by Yusuke Kaino & Masayuki Uchida - 775-796 Highest posterior mass prediction intervals for binomial and poisson distributions
by K. Krishnamoorthy & Shanshan Lv - 797-820 On consistency of the weighted least squares estimators in a semiparametric regression model
by Xuejun Wang & Xin Deng & Shuhe Hu - 821-847 Nonparametric independence feature screening for ultrahigh-dimensional survival data
by Jing Pan & Yuan Yu & Yong Zhou - 849-889 Extreme value statistics for censored data with heavy tails under competing risks
by Julien Worms & Rym Worms
August 2018, Volume 81, Issue 6
- 587-588 Special Issue with papers from the “3rd workshop on Goodness-of-fit and change-point problems”
by N. Henze & C. Kirch & S. G. Meintanis - 589-607 The multiple filter test for change point detection in time series
by Michael Messer & Stefan Albert & Gaby Schneider - 609-618 Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization
by Ya. Yu. Nikitin - 619-651 Goodness-of-fit testing of a count time series’ marginal distribution
by Christian H. Weiß - 653-687 A residual-based multivariate constant correlation test
by Fang Duan & Dominik Wied - 689-720 Test by adaptive LASSO quantile method for real-time detection of a change-point
by Gabriela Ciuperca - 721-743 Estimating non-simultaneous changes in the mean of vectors
by Daniela Jarušková
July 2018, Volume 81, Issue 5
- 485-492 A complete characterization of bivariate densities using the conditional percentile function
by Indranil Ghosh - 493-522 Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator
by Ayanendranath Basu & Abhik Ghosh & Nirian Martin & Leandro Pardo - 523-547 Joint analysis of recurrent event data with additive–multiplicative hazards model for the terminal event time
by Miao Han & Liuquan Sun & Yutao Liu & Jun Zhu - 549-568 Likelihood ratio confidence interval for the abundance under binomial detectability models
by Yang Liu & Yukun Liu & Yan Fan & Han Geng - 569-586 Shrinkage estimation in linear mixed models for longitudinal data
by Shakhawat Hossain & Trevor Thomson & Ejaz Ahmed
May 2018, Volume 81, Issue 4
- 357-393 Conditional feature screening for mean and variance functions in models with multiple-index structure
by Qinqin Hu & Lu Lin - 395-421 Goodness-of-fit tests in linear EV regression with replications
by Weijia Jia & Weixing Song - 423-443 An algebraic generalisation of some variants of simple correspondence analysis
by Eric J. Beh & Rosaria Lombardo - 445-464 Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components
by Chen Li & Xiaohu Li - 465-482 Stochastic comparisons of coherent systems
by Jorge Navarro - 483-483 Publisher Correction: Stochastic comparisons of order statistics from scaled and interdependent random variables
by Chen Li & Rui Fang & Xiaohu Li
April 2018, Volume 81, Issue 3
- 229-253 Inference for the two-parameter bathtub-shaped distribution based on record data
by Mohammad Z. Raqab & Omar M. Bdair & Fahad M. Al-Aboud - 255-281 Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data
by Jianglin Fang & Wanrong Liu & Xuewen Lu - 283-305 Optimal choice of order statistics under confidence region estimation in case of large samples
by Alexander Zaigraev & Magdalena Alama-Bućko - 307-336 New results on quaternary codes and their Gray map images for constructing uniform designs
by A. M. Elsawah & Kai-Tai Fang - 337-355 Multi-level and mixed-level k-circulant supersaturated designs
by K. Chatterjee & K. Drosou & S. D. Georgiou & C. Koukouvinos
February 2018, Volume 81, Issue 2
- 105-123 On stochastic comparisons of minimum order statistics from the location–scale family of distributions
by Nil Kamal Hazra & Mithu Rani Kuiti & Maxim Finkelstein & Asok K. Nanda - 125-141 Relations for product moments and covariances of kth records from discrete distributions
by Krzysztof Jasiński - 143-171 An EM algorithm for the destructive COM-Poisson regression cure rate model
by Suvra Pal & Jacob Majakwara & N. Balakrishnan - 173-210 Modularization of hybrid censoring schemes and its application to unified progressive hybrid censoring
by Julian Górny & Erhard Cramer - 211-227 Exact inference for Laplace distribution under progressive Type-II censoring based on BLUEs
by Kai Liu & Xiaojun Zhu & N. Balakrishnan
January 2018, Volume 81, Issue 1
- 1-17 Spline-based quasi-likelihood estimation of mixed Poisson regression with single-index models
by Minggen Lu - 19-35 Ordering properties of the smallest order statistics from generalized Birnbaum–Saunders models with associated random shocks
by Longxiang Fang & N. Balakrishnan - 37-59 A residual inaccuracy measure based on the relevation transform
by Georgios Psarrakos & Antonio Di Crescenzo - 61-83 Nonparametric estimation of conditional distribution functions with longitudinal data and time-varying parametric models
by Mohammed Chowdhury & Colin Wu & Reza Modarres - 85-103 Three-stage confidence intervals for a linear combination of locations of two negative exponential distributions
by Eiichi Isogai & Chikara Uno
November 2017, Volume 80, Issue 6
- 605-625 Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications
by Aiting Shen & Andrei Volodin - 627-648 Stochastic comparisons of distorted distributions, coherent systems and mixtures with ordered components
by Jorge Navarro & Yolanda Águila - 649-661 A new measure of association between random variables
by Majid Asadi - 663-683 Multidimensional strong large deviation results
by Cyrille Joutard - 685-695 Some general points on the $$I^2$$ I 2 -measure of heterogeneity in meta-analysis
by Dankmar Böhning & Rattana Lerdsuwansri & Heinz Holling - 697-715 Estimating moments in ANOVA-type mixed models
by Zaixing Li & Fei Chen & Lixing Zhu - 717-732 R-optimal designs for multi-factor models with heteroscedastic errors
by Lei He & Rong-Xian Yue - 733-747 Multivariate saddlepoint tests on the mean direction of the von Mises–Fisher distribution
by R. Gatto - 749-766 Stochastic comparisons of order statistics from heterogeneous random variables with Archimedean copula
by M. Mesfioui & M. Kayid & S. Izadkhah - 767-787 Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels
by Eunju Hwang & Dong Wan Shin - 789-804 Universally optimal designs under mixed interference models with and without block effects
by Katarzyna Filipiak & Augustyn Markiewicz - 805-828 Adjusted Pearson Chi-Square feature screening for multi-classification with ultrahigh dimensional data
by Lyu Ni & Fang Fang & Fangjiao Wan - 829-861 Exact inference for the difference of Laplace location parameters
by Maria Tafiadi & George Iliopoulos
July 2017, Volume 80, Issue 5
- 503-545 Minimum distance estimators for count data based on the probability generating function with applications
by M. D. Jiménez-Gamero & A. Batsidis - 547-570 Focused information criterion and model averaging in censored quantile regression
by Jiang Du & Zhongzhan Zhang & Tianfa Xie - 571-603 Testing the compounding structure of the CP-INARCH model
by Christian H. Weiß & Esmeralda Gonçalves & Nazaré Mendes Lopes
May 2017, Volume 80, Issue 4
- 377-399 Nonparametric estimation for self-selected interval data collected through a two-stage approach
by Angel G. Angelov & Magnus Ekström - 401-426 On generalized progressive hybrid censoring in presence of competing risks
by Arnab Koley & Debasis Kundu - 427-453 Estimation in generalized bivariate Birnbaum–Saunders models
by Helton Saulo & N. Balakrishnan & Xiaojun Zhu & Jhon F. B. Gonzales & Jeremias Leão - 455-482 On bending (down and up) property of reliability measures in mixtures
by F. G. Badía & Ji Hwan Cha - 483-502 Estimation of the order restricted scale parameters for two populations from the Lomax distribution
by Constantinos Petropoulos
April 2017, Volume 80, Issue 3
- 259-271 The concept of weak exchangeability and its applications
by Serkan Eryilmaz - 273-288 Reliability parameters estimation for parallel systems under imperfect repair
by Soumaya Ghnimi & Soufiane Gasmi & Arwa Nasr - 289-308 Acceleration of the stochastic search variable selection via componentwise Gibbs sampling
by Hengzhen Huang & Shuangshuang Zhou & Min-Qian Liu & Zong-Feng Qi - 309-317 Efficient paired choice designs with fewer choice pairs
by Aloke Dey & Rakhi Singh & Ashish Das - 319-332 An ergodic theorem for proportions of observations that fall into random sets determined by sample quantiles
by Anna Dembińska - 333-349 Bayesian estimation based on ranked set sample from Morgenstern type bivariate exponential distribution when ranking is imperfect
by Manoj Chacko - 351-362 On the shape of the cross-ratio function in bivariate survival models induced by truncated and folded normal frailty distributions
by Steffen Unkel - 363-375 The variance of the discrepancy distribution of rounding procedures, and sums of uniform random variables
by Lothar Heinrich & Friedrich Pukelsheim & Vitali Wachtel
February 2017, Volume 80, Issue 2
- 133-152 Blocked factor aliased effect-number pattern and column rank of blocked regular designs
by Dongying Wang & Shili Ye & Qi Zhou & Runchu Zhang - 153-170 A new approach to distribution free tests in contingency tables
by Thuong T. M. Nguyen - 171-185 Model misspecification effects for biased samples
by George Tzavelas & Maria Douli & Polychronis Economou - 187-200 One-sided hyperbolic simultaneous confidence bands for multiple and polynomial regression models
by Sanyu Zhou - 201-225 Barycentric algorithm for computing D-optimal size- and cost-constrained designs of experiments
by Radoslav Harman & Eva Benková - 227-241 A study on the conditional inactivity time of coherent systems
by S. Goli & M. Asadi - 243-257 Notes on consistency of some minimum distance estimators with simulation results
by Jitka Hrabáková & Václav Kůs
January 2017, Volume 80, Issue 1
- 1-16 Conditional empirical likelihood for quantile regression models
by Wu Wang & Zhongyi Zhu - 17-49 Robust feature screening for varying coefficient models via quantile partial correlation
by Xiang-Jie Li & Xue-Jun Ma & Jing-Xiao Zhang - 51-68 Shrinkage estimation of the linear model with spatial interaction
by Yueqin Wu & Yan Sun - 69-82 On the residual lifetime of coherent systems with heterogeneous components
by P. Samadi & M. Rezaei & M. Chahkandi - 83-92 Asymptotics of self-weighted M-estimators for autoregressive models
by Xinghui Wang & Shuhe Hu - 93-114 Fiducial inference in the classical errors-in-variables model
by Liang Yan & Rui Wang & Xingzhong Xu - 115-131 Robust Dickey–Fuller tests based on ranks for time series with additive outliers
by V. A. Reisen & C. Lévy-Leduc & M. Bourguignon & H. Boistard
November 2016, Volume 79, Issue 8
- 895-917 Qualitative robustness of estimators on stochastic processes
by Katharina Strohriegl & Robert Hable - 919-951 Nonparametric estimation in a mixed-effect Ornstein–Uhlenbeck model
by Charlotte Dion - 953-969 A test of linearity in partial functional linear regression
by Ping Yu & Zhongzhan Zhang & Jiang Du - 971-989 Tree based diagnostic procedures following a smooth test of goodness-of-fit
by Gilles R. Ducharme & Walid Al Akhras - 991-1009 Imputation based statistical inference for partially linear quantile regression models with missing responses
by Peixin Zhao & Xinrong Tang - 1011-1029 AR(1) model with skew-normal innovations
by M. Sharafi & A. R. Nematollahi
October 2016, Volume 79, Issue 7
- 763-787 A new joint model of recurrent event data with the additive hazards model for the terminal event time
by Xiaoyu Che & John Angus - 789-816 Statistical inference for critical continuous state and continuous time branching processes with immigration
by Mátyás Barczy & Kristóf Körmendi & Gyula Pap - 817-836 On the skewness of order statistics in multiple-outlier PHR models
by Ebrahim Amini-Seresht & Jianfei Qiao & Yiying Zhang & Peng Zhao - 837-866 Exceedances of records
by A. Castaño-Martínez & F. López-Blázquez & B. Salamanca-Miño - 867-893 Quantile inference based on clustered data
by Omer Ozturk & Asuman Turkmen
August 2016, Volume 79, Issue 6
- 635-657 Evaluations of expectations of order statistics and spacings based on IFR distributions
by Agnieszka Goroncy & Tomasz Rychlik - 659-670 Variability ordering of multiplicative frailty models
by Hongmei Xie & Keshe Ni & Wenyu Liu - 671-691 Robust Bayesian Pitman closeness
by Jafar Ahmadi & Elham Mirfarah & Ahmad Parsian - 693-703 Likelihood ratio order of parallel systems with heterogeneous Weibull components
by Longxiang Fang & N. Balakrishnan - 705-724 On multi-step MLE-process for Markov sequences
by Yu. A. Kutoyants & A. Motrunich - 725-747 On the records of multivariate random sequences
by Ismihan Bayramoglu
July 2016, Volume 79, Issue 5
- 485-511 Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications
by Said Attaoui & Nengxiang Ling - 513-529 A mixture model of size-biased distributions
by M. Kayid & S. Izadkhah & J. Jarrahiferiz & P. Asghari - 531-551 Single change-point detection methods for small lifetime samples
by Narayanaswamy Balakrishnan & Laurent Bordes & Christian Paroissin & Jean-Christophe Turlot - 553-578 Stochastic somparisons of order statistics from scaled and interdependent random variables
by Chen Li & Rui Fang & Xiaohu Li - 579-602 On runs of ones defined on a q-sequence of binary trials
by Frosso S. Makri & Zaharias M. Psillakis - 603-634 A new method of kernel-smoothing estimation of the ROC curve
by Michał Pulit
May 2016, Volume 79, Issue 4
- 457-483 Semiparametric estimation of a zero-inflated Poisson regression model with missing covariates
by T. Martin Lukusa & Shen-Ming Lee & Chin-Shang Li
February 2016, Volume 79, Issue 2
- 127-147 Exponential probability inequality for $$m$$ m -END random variables and its applications
by Xuejun Wang & Yi Wu & Shuhe Hu - 149-164 Connection between uniform and serial correlation structure in the growth curve model
by Rastislav Rusnačko & Ivan Žežula - 165-193 A goodness-of-fit test for marginal distribution of linear random fields with long memory
by Hira Koul & Nao Mimoto & Donatas Surgailis - 195-220 Information bounds for nonparametric estimators of L-functionals and survival functionals under censored data
by Arnold Janssen & Andreas Knoch - 221-236 Asymptotic efficiency of new exponentiality tests based on a characterization
by Bojana Milošević - 237-238 Erratum to: Testing structural changes in panel data with small fixed panel size and bootstrap
by Barbora Peštová & Michal Pešta
January 2016, Volume 79, Issue 1
- 1-17 Properties of additive frailty model in survival analysis
by Ramesh Gupta - 19-35 Generalized projection discrepancy and its applications in experimental designs
by Narayanaswamy Balakrishnan & Hong Qin & Kashinath Chatterjee - 37-57 A statistical approach to calibrating the scores of biased reviewers of scientific papers
by Wiltrud Kuhlisch & Magnus Roos & Jörg Rothe & Joachim Rudolph & Björn Scheuermann & Dietrich Stoyan - 59-72 A new variable selection approach for varying coefficient models
by Xue-Jun Ma & Jing-Xiao Zhang - 73-90 Testing order restrictions in contingency tables
by R. Colombi & A. Forcina - 91-111 Estimating the shape parameter of a Pareto distribution under restrictions
by Yogesh Tripathi & Somesh Kumar & Constantinos Petropoulos - 113-126 Representations of the inactivity time for coherent systems with heterogeneous components and some ordered properties
by Zhengcheng Zhang & N. Balakrishnan
November 2015, Volume 78, Issue 8
- 905-918 A new derivation of BLUPs under random-effects model
by Yongge Tian - 919-952 Empirical likelihood test in a posteriori change-point nonlinear model
by Gabriela Ciuperca & Zahraa Salloum - 953-965 Mixed-level designs with resolution III or IV containing clear two-factor interaction components
by Qianqian Zhao & Shengli Zhao - 967-995 Nonlinear wavelet density estimation with data missing at random when covariates are present
by Yu-Ye Zou & Han-Ying Liang & Jing-Jing Zhang - 997-1014 Schur properties of convolutions of gamma random variables
by Farbod Roosta-Khorasani & Gábor Székely - 1015-1034 Multivariate stochastic comparisons of mixture models
by Ebrahim Amini-Seresht & Baha-Eldin Khaledi
October 2015, Volume 78, Issue 7
- 771-783 One-sample Bayesian prediction intervals based on progressively type-II censored data from the half-logistic distribution under progressive stress model
by Essam AL-Hussaini & Alaa Abdel-Hamid & Atef Hashem - 785-806 Fisher information in censored samples from folded and unfolded populations
by Lira Pi & H. Nagaraja - 807-827 A dynamic stress–strength model with stochastically decreasing strength
by Ji Cha & Maxim Finkelstein - 829-851 A Poisson INAR(1) model with serially dependent innovations
by Christian Weiß - 853-872 Inference for the bivariate Birnbaum–Saunders lifetime regression model and associated inference
by N. Balakrishnan & Xiaojun Zhu - 873-884 Generalized variable resolution designs
by Jin-Guan Lin & Xue-Ping Chen & Jian-Feng Yang & Xing-Fang Huang & Ying-Shan Zhang - 885-904 Tests in variance components models under skew-normal settings
by Rendao Ye & Tonghui Wang & Saowanit Sukparungsee & Arjun Gupta
August 2015, Volume 78, Issue 6
- 635-646 Universal surrogate likelihood functions for nonnegative continuous data
by Tsung-Shan Tsou & Chi-Chuan Yang - 647-662 Improving the EBLUPs of balanced mixed-effects models
by Samaradasa Weerahandi & Malwane Ananda - 663-663 Erratum to: Improving the EBLUPs of balanced mixed-effects models
by Samaradasa Weerahandi & Malwane Ananda - 665-689 Testing structural changes in panel data with small fixed panel size and bootstrap
by Barbora Peštová & Michal Pešta - 691-709 Bivariate distributions with conditionals satisfying the proportional generalized odds rate model
by J. Navarro & M. Esna-Ashari & M. Asadi & J. Sarabia - 711-746 Smoothing spline regression estimation based on real and artificial data
by Dmytro Furer & Michael Kohler - 747-770 Exact likelihood inference for the two-parameter exponential distribution under Type-II progressively hybrid censoring
by Ping Chan & Hon Ng & Feng Su
July 2015, Volume 78, Issue 5
- 497-526 Estimating covariate functions associated to multivariate risks: a level set approach
by Elena Bernardino & Thomas Laloë & Rémi Servien - 527-527 Erratum to: Estimating covariate functions associated to multivariate risks: a level set approach
by Elena Di Bernardino & Thomas Laloë & Rémi Servien - 529-548 Blocked semifoldovers of two-level orthogonal designs
by Po Yang & Chang-Yun Lin & William Li - 549-561 On estimating the tail index and the spectral measure of multivariate $$\alpha $$ α -stable distributions
by Mohammad Mohammadi & Adel Mohammadpour & Hiroaki Ogata - 563-595 Classes of multiple decision functions strongly controlling FWER and FDR
by Edsel Peña & Joshua Habiger & Wensong Wu - 597-610 Bahadur representations for bootstrap quantiles
by Yijun Zuo - 611-634 Robust tests for the equality of two normal means based on the density power divergence
by A. Basu & A. Mandal & N. Martin & L. Pardo