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October 2012, Volume 75, Issue 7
- 895-911 Optimal design and directional leverage with applications in differential equation models
by Nathanial Burch & Jennifer Hoeting & Donald Estep - 913-938 Robust analysis of longitudinal data with nonignorable missing responses
by Sanjoy Sinha - 939-951 A conditional distribution approach to uniform sampling on spheres and balls in L p spaces
by Vladimír Lacko & Radoslav Harman - 953-962 Mixed-level fractional factorial split-plot designs containing clear effects
by Shengli Zhao & Xiangfei Chen - 963-976 Matricvariate and matrix multivariate T distributions and associated distributions
by José Díaz-García & Ramón Gutiérrez-Jáimez - 977-995 Geodesic normal distribution on the circle
by Jean-François Coeurjolly & Nicolas Bihan - 997-1007 Some unified characterization results on the generalized Pareto distributions based on generalized order statistics
by Mahdi Tavangar & Majid Asadi
August 2012, Volume 75, Issue 6
- 721-742 Probability and quantile estimation from individually micro-aggregated data
by Hans Schneeweiss & Daniel Rost & Matthias Schmid - 743-760 Characterization of exponential distribution via regression of one record value on two non-adjacent record values
by George Yanev - 761-793 The distribution of the relative arc density of a family of interval catch digraph based on uniform data
by Elvan Ceyhan - 795-808 Variable selection for joint mean and dispersion models of the inverse Gaussian distribution
by Liucang Wu & Huiqiong Li - 809-817 Efficient discriminating design for a class of nested polynomial regression models
by Min-Hsiao Tsai - 819-831 Measures of multivariate asymptotic dependence and their relation to spectral expansions
by Melanie Frick - 833-854 Distribution-free tests of mean vectors and covariance matrices for multivariate paired data
by Erning Li & Johan Lim & Kyunga Kim & Shin-Jae Lee
July 2012, Volume 75, Issue 5
- 581-599 Fractional imputation for incomplete two-way contingency tables
by Shin-Soo Kang & Kenneth Koehler & Michael Larsen - 601-620 Moment-based estimation of extendible Marshall-Olkin copulas
by Christian Hering & Jan-Frederik Mai - 621-653 Semiparametric estimation of logistic regression model with missing covariates and outcome
by Shen-Ming Lee & Chin-Shang Li & Shu-Hui Hsieh & Li-Hui Huang - 655-672 Estimation of population proportion in randomized response sampling using weighted confidence interval construction
by Horng-Jinh Chang & Mei-Pei Kuo - 673-708 Bootstrapping sequential change-point tests for linear regression
by Marie Hušková & Claudia Kirch - 709-719 Computing maximin efficient experimental designs using the methods of semidefinite programming
by Lenka Filová & Mária Trnovská & Radoslav Harman
May 2012, Volume 75, Issue 4
- 439-454 Results on the past lifetime of (n − k + 1)-out-of-n structures with nonidentical components
by E. Salehi & M. Asadi - 455-469 Testing parametric conditional distributions using the nonparametric smoothing method
by Xu Zheng - 471-489 Simultaneous optimal estimation in linear mixed models
by Mi-Xia Wu & Kai-Fun Yu & Aiyi Liu & Tie-Feng Ma - 491-506 New classes of improved confidence intervals for the variance of a normal distribution
by Constantinos Petropoulos & Stavros Kourouklis - 507-519 Winding planar probabilities
by Jolanta Misiewicz & Jacek Wesołowski - 521-539 Some results on classifier selection with missing covariates
by Majid Mojirsheibani - 541-565 Generalised shape theory via SV decomposition I
by José Díaz-García & Francisco Caro-Lopera - 567-580 Asymptotic non-deficiency of the Bayes sequential estimation in a family of transformed Chi-square distributions
by Eisa Mahmoudi
April 2012, Volume 75, Issue 3
- 287-309 Multiresolution Karhunen Loéve analysis of galvanic skin response for psycho-physiological studies
by Lara Fontanella & Luigi Ippoliti & Arcangelo Merla - 311-328 R-estimation of the parameters of a multiple regression model with measurement errors
by A. Saleh & Jan Picek & Jan Kalina - 329-345 Asymptotics of SIMEX-based variance estimation
by Yun Fang & Li-Xing Zhu - 347-365 On the detectability of different forms of interaction in regression models
by Juxin Liu & Paul Gustafson - 367-388 Parametric inference from system lifetime data under a proportional hazard rate model
by Hon Ng & Jorge Navarro & Narayanaswamy Balakrishnan - 389-402 Some results on an additive hazards model
by N. Nair & P. Sankaran - 403-424 On parameter estimation of partly observed bilinear discrete-time stochastic systems
by A. Malyarenko & V. Vasiliev - 425-438 Identifying local influential observations in Liu estimator
by Aboobacker Jahufer & Jianbao Chen
February 2012, Volume 75, Issue 2
- 151-161 Optimal allocation of the sample size to strata under box constraints
by Siegfried Gabler & Matthias Ganninger & Ralf Münnich - 163-180 Limit theorems for the spacings of weak records
by Enkelejd Hashorva & Alexei Stepanov - 181-191 Log-concavity and monotonicity of hazard and reversed hazard functions of univariate and multivariate skew-normal distributions
by Ramesh Gupta & N. Balakrishnan - 193-206 A general class of univariate skew distributions considering Stein’s lemma and infinite divisibility
by A. Abtahi & J. Behboodian & M. Sharafi - 207-227 Unbiased estimates for a lognormal regression problem and a nonparametric alternative
by Christopher Withers & Saralees Nadarajah - 229-241 On the strong uniform consistency of the mode estimator for censored time series
by Salah Khardani & Mohamed Lemdani & Elias Ould Saïd - 243-270 Linear estimation of location and scale parameters using partial maxima
by Nickos Papadatos - 271-286 Characterizations of multivariate geometric distributions in terms of conditional distributions
by M. Sreehari & R. Vasudeva
January 2012, Volume 75, Issue 1
- 5-22 Fuzzy density estimation
by Mohsen Arefi & Reinhard Viertl & S. Taheri - 23-32 A note on connections among criteria for asymmetrical factorials
by Fang Pang & Min-Qian Liu - 33-53 Construction of equidistant and weak equidistant supersaturated designs
by Yan Liu & Min-Qian Liu - 55-71 Empirical likelihood for varying-coefficient single-index model with right-censored data
by Zhensheng Huang - 73-84 On length biased dynamic measure of past inaccuracy
by Vikas Kumar & H. Taneja - 85-107 On the calibration of design weights using a displacement function
by Sarjinder Singh - 109-126 Nonparametric density estimation for symmetric distributions by contaminated data
by Rostyslav Maiboroda & Olena Sugakova - 127-149 A goodness-of-fit test for GARCH innovation density
by Hira Koul & Nao Mimoto
December 2012, Volume 23, Issue 3
- 151-152 Editorial
by Uwe Götze - 153-182 Determinants and effects of the diagnostic and interactive use of control systems: an empirical analysis on the use of budgets
by Stefan Hofmann & Andreas Wald & Ronald Gleich - 183-210 Critical success factors of strategic cost reduction
by Alexander Himme - 211-228 Is everything just a game? From the discrete to the continuous time modeling of corporate strategy games
by Kirsten Wüst & Bernd Kuppinger
November 2012, Volume 23, Issue 2
- 93-96 Editorial
by Markus Arnold & Alexander Brüggen - 97-114 Evaluating conflicting performance on driver and outcome measures: the effect of strategy maps
by Christian Mastilak & Linda Matuszewski & Fabienne Miller & Alexander Woods - 115-132 Is accountability a double-edged sword? Experimental evidence on the effectiveness of internal controls to prevent fraud
by Florian Hoos & Grégoire Bollmann - 133-150 Information order effects in the context of management commentary—initial experimental evidence
by Jochen Theis & Kristina Yankova & Marc Eulerich
September 2012, Volume 23, Issue 1
- 1-4 One year after the relaunch—How is JoMaC doing?
by Utz Schäffer - 5-25 International budgeting—challenges for German-French companies
by Andreas Hoffjan & Rouven Trapp & Christoph Endenich & Thomas Boucoiran - 27-51 Customer lifetime value-based sales force control in the financial services industry— an incentive-compatible remuneration model
by Julia Heidemann & Marcus Kaiser & Mathias Klier & Florian Probst - 53-70 Direct marketing of electricity from biogas and biomethane: an economic analysis of several business models in Germany
by Tobias Heffels & Russell McKenna & Wolf Fichtner - 71-80 Corporate venturing: an extended typology
by Daniel Reimsbach & Bastian Hauschild - 81-91 External rotation of the auditor
by Patrick Velte
January 2012, Volume 22, Issue 4
- 373-374 Special issue: Measuring corporate environmental performance
by Edeltraud Guenther & Marc Orlitzky - 375-412 The concept of environmental performance and its measurement in empirical studies
by Wolfgang Schultze & Ramona Trommer - 413-450 Shades of green: using computer-aided qualitative data analysis to explore different aspects of corporate environmental performance
by Claudia Poser & Edeltraud Guenther & Marc Orlitzky - 451-479 Allocating CO 2 emissions to shipments in road freight transportation
by Florian Kellner & Andreas Otto - 481-485 A visit to the true cost bistro
by Daniel Abel & Robert McConnell
November 2011, Volume 74, Issue 3
- 297-311 Change point test for tail index for dependent data
by Moosup Kim & Sangyeol Lee - 313-347 Model selection for hazard rate estimation in presence of censoring
by Sandra Plancade - 349-360 Asymptotic properties of maximum likelihood estimators based on progressive Type-II censoring
by Chien-Tai Lin & N. Balakrishnan - 361-380 Bounds for the mean residual life function of a k-out-of-n system
by Mohammad Raqab & Tomasz Rychlik - 381-395 On the equality of the BLUPs under two linear mixed models
by Stephen Haslett & Simo Puntanen - 397-407 An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis
by Bernhard Arnold & Peter Stahlecker - 409-438 Testing the constancy in varying-coefficient regression models
by Na Li & Xingzhong Xu & Xuhua Liu
September 2011, Volume 74, Issue 2
- 135-165 Data depth for simple orthogonal regression with application to crack orientation
by Christine Müller - 167-183 Maximum likelihood and restricted maximum likelihood estimation for a class of Gaussian Markov random fields
by Victor De Oliveira & Marco Ferreira - 185-202 Variable selection for additive partially linear models with measurement error
by Zhangong Zhou & Rong Jiang & Weimin Qian - 203-210 Dispersive ordering of fail-safe systems with heterogeneous exponential components
by Peng Zhao & N. Balakrishnan - 211-219 Bayes sequential estimation for a particular exponential family of distributions under LINEX loss
by Alicja Jokiel-Rokita - 221-230 Statistical properties of the total variation estimator for compositional data
by Karel Hron & Lubomír Kubáček - 231-245 Variable selection for varying coefficient models with measurement errors
by Peixin Zhao & Liugen Xue - 247-266 The distribution of the maximum of a first order autoregressive process: the continuous case
by Christopher Withers & Saralees Nadarajah - 267-285 Rates of almost sure convergence of plug-in estimates for distortion risk measures
by Henryk Zähle - 287-295 On distributions of order statistics and their applications to uniform distribution
by Hans Volkmer & G. Hamedani
July 2011, Volume 74, Issue 1
- 1-10 A dynamic measure of inaccuracy between two past lifetime distributions
by Vikas Kumar & H. Taneja & R. Srivastava - 11-31 Shannon information in record data
by Mohsen Madadi & Mahbanoo Tata - 33-54 A Cramér-type large deviation theorem for sums of functions of higher order non-overlapping spacings
by Sherzod Mirakhmedov & Syed Tirmizi & Muhammad Naeem - 55-66 Asymptotic inference for a one-dimensional simultaneous autoregressive model
by Sándor Baran & Gyula Pap - 67-83 Control charts for health care monitoring under overdispersion
by Willem Albers - 85-107 An algorithm for panel ANOVA with grouped data
by Carmen Anido & Carlos Rivero & Teofilo Valdes - 109-119 Lower bounds of various discrepancies on combined designs
by Zujun Ou & Kashinath Chatterjee & Hong Qin - 121-133 A robust asymptotically optimal sequential estimation procedure for the Poisson process
by Leng-Cheng Hwang
May 2011, Volume 73, Issue 3
- 275-292 Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-t error
by Hu Yang & Jianwen Xu - 293-304 Distribution of run statistics in partially exchangeable processes
by Serkan Eryılmaz & Femin Yalçın - 305-315 Connections between uniformity and aberration in general multi-level factorials
by Fasheng Sun & Jie Chen & Min-Qian Liu - 317-333 Noncentral bimatrix variate generalised beta distributions
by José Díaz-García & Ramón Gutiérrez-Jáimez - 335-358 Exact inference for progressively Type-I censored exponential failure data
by N. Balakrishnan & Donghoon Han & G. Iliopoulos - 359-371 On the Hausdorff dimension of exceptional random sets generated by multivariate spacings
by Claire Coiffard - 373-384 Fitting circles to scattered data: parameter estimates have no moments
by N. Chernov - 385-394 Optimality results on orthogonal arrays plus p runs for s m factorial experiments
by Stavros Chatzopoulos & Fotini Kolyva-Machera & Kashinath Chatterjee - 395-429 Estimating the codifference function of linear time series models with infinite variance
by Dedi Rosadi & Manfred Deistler
March 2011, Volume 73, Issue 2
- 139-149 An optional scrambled randomized response technique for practical surveys
by Amitava Saha - 151-170 A more flexible joint latent model for longitudinal and survival time data
by Chin-Tsang Chiang - 171-185 Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models
by Xiuli Wang & Gaorong Li & Lu Lin - 187-209 Robust explicit estimators of Weibull parameters
by Kris Boudt & Derya Caliskan & Christophe Croux - 211-230 Estimation and testing for a Poisson autoregressive model
by Fukang Zhu & Dehui Wang - 231-253 Testing equality restrictions in generalized linear models for multinomial data
by M. Pardo - 255-274 A directional test of exponentiality based on maximum correlations
by Aurea Grané & Josep Fortiana
January 2011, Volume 73, Issue 1
- 1-22 A class of statistical models to weaken independence in two-way contingency tables
by Enrico Carlini & Fabio Rapallo - 23-41 On the existence of maximum likelihood estimates in random effects models for clustered multivariate binary data
by David Todem & KyungMann Kim - 43-59 One optional observation inflates α by $${100/\sqrt{n}}$$ per cent
by Lutz Mattner - 61-76 Almost sure central limit theorem for the products of U-statistics
by Zuoxiang Peng & Zhongquan Tan & Saralees Nadarajah - 77-92 Another look at the Tail Area Influence Function
by A. García-Pérez - 93-120 Sequential estimation in generalized linear models when covariates are subject to errors
by Yuan-chin Chang - 121-138 Efficient estimation for error component seemingly unrelated nonparametric regression models
by Bin Zhou & Qinfeng Xu & Jinhong You
November 2011, Volume 22, Issue 3
- 237-239 Special issue: Measuring and managing intangibles for accounting use
by Stefano Zambon & Thomas Guenther - 241-278 Capitalizing research & development and ‘other information’: the incremental information content of accruals versus cash flows
by Tami Dinh Thi & Wolfgang Schultze - 279-309 Exploring voluntary reporting of intellectual capital in the banking sector
by Anne-Laure Mention - 311-333 Determinants and effects of human capital reporting and controlling
by Klaus Möller & Ramin Gamerschlag & Finn Guenther - 335-357 Deficits of accounting in the valuation of rights to exploit the performance of professional players in football clubs. A case study
by Francisco Martín Lozano & Amalia Carrasco Gallego - 359-371 Knowledge creation through knowledge brokers: some anecdotal evidence
by Tindara Abbate & Raffaella Coppolino
December 2011, Volume 22, Issue 2
- 139-140 Editorial
by Uwe Götze - 141-159 Income evaluation for sales contracts according to IFRS—problems of application and assessment from a cost-theoretical perspective
by Bernhard Hirsch & Oliver Beyhs & Dominik Hammer - 161-186 Characteristics of XBRL adoption in Germany
by Carsten Felden - 187-204 CR 2 M—an approach for capacity control considering long-term effects on the value of a customer for the company
by Hans Buhl & Robert Klein & Johannes Kolb & Andrea Landherr - 205-236 An agent-based planning approach within the framework of distributed hierarchical enterprise management
by Dirk Heyne & Lars Mönch
September 2011, Volume 22, Issue 1
- 1-3 Editorial
by Wolfgang Berens & Jürgen Bloech & Nils Boysen & Carl-Christian Freidank & Uwe Götze & Thomas Günther & Utz Schäffer - 5-24 The routinisation of management controls in software
by John Burns & Martin Quinn - 25-46 The development of controller tasks: explaining the nature of controllership and its changes
by Jürgen Weber - 47-77 Institutionalized dualism: statistical significance testing as myth and ceremony
by Marc Orlitzky - 79-105 The impact of biases on simulation-based risk aggregation: modeling cognitive influences on risk assessment
by Matthias Meyer & Cathérine Grisar & Felix Kuhnert - 107-128 Using performance measures conceptually in innovation control
by Sebastian Janssen & Klaus Moeller & Marten Schlaefke - 129-137 Cross-docking
by Konrad Stephan & Nils Boysen
April 2011, Volume 21, Issue 4
- 365-367 Editorial
by Jürgen Bloech - 369-403 Entwicklung eines mathematischen Optimierungsmodells für ein junges Technologieunternehmen
by Michael Gutiérrez - 405-426 Die simultane Investitions- und Finanzierungsplanungssimulation (SIPS) als heuristische Vorgehensweise auf dem unvollkommenen Kapitalmarkt unter Unsicherheit
by Thomas Hering & Johannes Schneider & Christian Toll - 427-446 The impact of cognitive biases on capital investments
by Sebastian Serfas - 447-465 Risikomanagement für kundenorientierte Vermögenswerte im Spannungsfeld zwischen Steuerung und Rechnungslegung
by Christina Voets & Arnt Wöhrmann - 467-472 Prognosemärkte
by Victor Tiberius & Christoph Rasche - 473-482 Outsider- und Insider-Systeme der Corporate Governance
by Patrick Velte & Stefan Weber - 483-491 Prognoseberichterstattung: Externalisierung der Planung?
by Thorsten Knauer & Andreas Wömpener
January 2011, Volume 21, Issue 2
- 129-130 Editorial
by Uwe Götze - 131-157 Kapitalmarktreaktionen auf die Ankündigung des Wechsels von Vorstandsvorsitzenden in den Aufsichtsrat bei deutschen Unternehmen
by Jens Grigoleit - 159-187 Zur optimalen Anlagestrategie von Betriebsgewinnen und Privatvermögen
by Bettina Friedl & Daniel Gull & Theresa Krimm - 189-210 Die Entwicklung eines agentenbasierten Basismodells zur Bestimmung der deckungsbeitragsmaximierenden Anzahl von Außendienstmitarbeitern
by Andreas Klein - 211-222 ZP-Stichwort: Vignetten-Experiment
by Jennifer Kunz & Stefan Linder - 223-232 ZP-Stichwort: Business Intelligence und Business Intelligence-Tools
by Wolfgang Becker & Kristin Kollacks & Patrick Ulrich
November 2010, Volume 72, Issue 3
- 295-311 Investigating design for survival models
by J. McGree & J. Eccleston - 313-330 On equalities of estimations of parametric functions under a general linear model and its restricted models
by Yongge Tian - 331-349 Multivariate copulas with quadratic sections in one variable
by José Rodríguez-Lallena & Manuel Úbeda-Flores - 351-367 Percentile estimators in location-scale parameter families under absolute loss
by J. Keating & R. Mason & N. Balakrishnan - 369-383 Durbin’s random substitution and conditional Monte Carlo
by José González-Barrios & Federico O’Reilly & Raúl Rueda - 385-414 Some approximations of n-copulas
by Piotr Mikusiński & Michael Taylor - 415-432 Moment consistency of estimators in partially linear models under NA samples
by Xingcai Zhou & Xinsheng Liu & Shuhe Hu - 433-464 The GMLE based Buckley–James estimator with modified case–cohort data
by Qiqing Yu & Cuixian Chen & G. Wong
September 2010, Volume 72, Issue 2
- 151-161 A view on Bhattacharyya bounds for inverse Gaussian distributions
by G. Mohtashami Borzadaran & A. Rezaei Roknabadi & M. Khorashadizadeh - 163-187 Estimation of Fisher information using model selection
by Jan Mielniczuk & Małgorzata Wojtyś - 189-198 On the properties of a multiple sequential test
by Albrecht Irle & Vladimir Lotov - 199-217 Semiparametric maximum likelihood estimation in Cox proportional hazards model with covariate measurement errors
by Chi-Chung Wen - 219-231 Bayesian U-type design for nonparametric response surface prediction
by Rong-Xian Yue & Kashinath Chatterjee - 233-250 The misclassification error of the maximum likelihood procedure when deciding among a finite choice of distributions
by Christopher Withers & Saralees Nadarajah - 251-264 The mean residual of record values at the level of previous records
by Majid Asadi & Mohammad Raqab - 265-280 Zero truncated Poisson integer-valued AR(1) model
by Hassan Bakouch & Miroslav Ristić - 281-294 Optimal prediction designs in finite discrete spectrum linear regression models
by Radoslav Harman & František Štulajter
July 2010, Volume 72, Issue 1
- 1-19 Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations
by Han-Ying Liang & Jacobo Uña-Álvarez - 21-35 Necessary conditions for admissibility of matrix linear estimators in a multivariate linear model
by Etsuo Miyaoka & Kazuo Noda - 37-49 Minimax invariant estimator of a continuous distribution function under a general loss function
by Agnieszka Stępień-Baran - 51-57 Estimation of the location parameter under LINEX loss function: multivariate case
by M. Arashi & S. Tabatabaey - 59-73 A study on the mean past lifetime of the components of (n − k + 1)-out-of-n system at the system level
by Mahdi Tavangar & Majid Asadi - 75-88 Bayesian estimation of proportion and sensitivity level in randomized response procedures
by Lucio Barabesi & Marzia Marcheselli - 89-109 Stochastic monotonicity of the MLEs of parameters in exponential simple step-stress models under Type-I and Type-II censoring
by N. Balakrishnan & G. Iliopoulos - 111-138 On kernel nonparametric regression designed for complex survey data
by Torsten Harms & Pierre Duchesne - 139-150 On direction of dependence
by Yadolah Dodge & Iraj Yadegari
May 2010, Volume 71, Issue 3
- 253-279 On bootstrapping periodic random arrays with increasing period
by Jacek Leśkow & Rafał Synowiecki - 281-294 Breakdown concepts for contingency tables
by Sonja Kuhnt - 295-311 Partially replicated fractional factorial designs
by Nairanjana Dasgupta & Mike Jacroux & Rita SahaRay - 313-317 Some properties of the minimum and the maximum of random variables with joint logconcave distributions
by Jorge Navarro & Moshe Shaked - 319-340 Local linear M-estimation for spatial processes in fixed-design models
by Jia Chen & Li-Xin Zhang - 341-352 Unbiased estimators of mean, variance and sensitivity level for quantitative characteristics in finite population sampling
by Kuo-Chung Huang - 353-359 Estimation of quantities determined as implicit functions of unknown parameters
by Jie Mi - 361-372 Optimal block designs for diallel crosses
by M. Sharma & Sileshi Fanta
March 2010, Volume 71, Issue 2
- 125-138 Optimal hypothesis testing: from semi to fully Bayes factors
by Albert Vexler & Chengqing Wu & Kai Yu - 139-149 Non-exchangeability of negatively dependent random variables
by Fabrizio Durante & Pier Papini - 151-164 Assessment of cell number for a multinomial distribution with application to genomic data
by Qizhai Li & Guoying Li & Shifeng Xiong - 165-183 Computation of limiting distributions in stationarity testing with a generic trend
by María Presno & Manuel Landajo - 185-202 One-sample tests for a generalized Fréchet variance of a fuzzy random variable
by Ana Ramos-Guajardo & Ana Colubi & Gil González-Rodríguez & María Gil - 203-217 A new family of dispersive orderings
by Carlos Carleos & Miguel López-Díaz - 219-238 One-step ahead adaptive D-optimal design on a finite design space is asymptotically optimal
by Luc Pronzato - 239-251 A measure of mutual complete dependence
by Karl Siburg & Pavel Stoimenov
January 2010, Volume 71, Issue 1
- 1-15 Bayesian robust designs for linear models with possible bias and correlated errors
by Rong-Xian Yue & Xiao-Dong Zhou - 17-31 Asymptotics of likelihood ratio statistic for non-inferiority testing under exponential distribution with fixed censoring times
by Y. Takagi - 33-44 Model-calibration estimation of the distribution function using nonparametric regression
by M. Rueda & I. Sánchez-Borrego & A. Arcos & S. Martínez - 45-58 Bias-corrected smoothed score function for single-index models
by Qiang Chen & Lu Lin & Lixing Zhu - 59-77 A generalized correlated binomial distribution with application in multiple testing problems
by Ramesh Gupta & Hui Tao