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September 2026, Volume 55, Issue 18
- 6027-6044 Sample size calculation in the presence of interval censor data using parametric illness-death variance inflation for mixed censoring (PIDV-MC) method
by Suman Kapoor - 6045-6068 Pricing vulnerable options under a Markov modulated jump-diffusion model with stochastic volatility and stochastic jump intensity
by Qing Jiang & Jieming Zhou & Zhongbao Zhou & Shengjie Yue - 6069-6087 Estimation methods based on ranked set sampling for the unit Birnbaum-Saunders distribution
by Sid Ahmed Benchiha - 6088-6110 Joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing high-frequency data
by Wenjing Tang & Yongsong Qin - 6111-6123 Comparative analysis of two new hyperparameter selection methods for MDPD estimator in the presence of outliers
by Sajjad Piradl - 6124-6145 A calibration approach-based estimator of population total under dual frame surveys
by Piyush Kant Rai & Shubham Kumar - 6146-6171 Hybrid calibration strategies for CDF estimation under stratified and two-stage MRSS designs
by Putao Fan - 6172-6197 Asymptotic normality and strong consistency for kernel regression estimation in q-calculus
by Emmanuel De Dieu Nkou & Fridolin Melong - 6198-6214 On the negatively mixed distributions and their properties
by Nalattaporn Roopmok & Monthira Duangsaphon & Andrei Volodin - 6215-6236 Bivariate linear hazard quantile distribution
by S. Anjana & B. Vineshkumar & N. Unnikrishnan Nair - 6237-6261 Closed-form estimation of two randomly missing observations in non-replicated two-way factorial experiments (MultiMiss2)
by Aaron C. Marshall & Shaha A. Patwary & Kumer P. Das - 6262-6288 Probability estimation on the distance between zeros of the second derivative and roots of random polynomials
by Dawei Lu & Wenzhe Li - 6289-6309 The distribution of the Cook’s distance with critical values
by Zhiyi Lin & Denis Cousineau & Sylvain Chartier - 6310-6321 Support vector regression with imprecise observations based on ε-Huber loss function
by Xinyue Zhu & Yuhong Sheng - 6322-6337 Hypergeometric and binomial group sampling with an imperfect test
by Belinda Barnes & Mahdi Parsa & Sumonkanti Das & Robert Clark - 6338-6352 Statistical convergence for a sequence of complex uncertain random variables with respect to chance measure
by Lumei Zhou & Gang Shi & Yuhong Sheng & Binod Chandra Tripathy & Hamed Ahmadzade - 6353-6369 Testing for error correlation in trace regression models
by Xiangyong Tan & Hongmei Li & Tianying Hu & Xiaoyu Chen & Xiaohui Liu - 6370-6386 Variance estimation for ridge calibration estimation in survey sampling
by Yohan Lim & Mingue Park
September 2026, Volume 55, Issue 17
- 5663-5668 Characterizing the back-transformed standard deviation and closely related quantities
by Mark D. Chatfield & Annette J. Dobson & Louise Marquart-Wilson & Daniel M. Farewell - 5669-5691 On intervened hyper-Poisson distribution and its applications
by C. Satheesh Kumar & Emil Ninan Abraham - 5692-5714 Exponential distribution and bootstrap approximations about the minimum combination for a large number of dependent p-values
by Di Jin & Song Wu & Li Ma & Jiayan Zhu - 5715-5732 On the performance of new extended EWMA estimators for population mean: a Monte Carlo simulation approach
by Mamta Kumari & Prayas Sharma & Poonam Singh & Sat Gupta - 5733-5748 Stochastic approximation result for random variational inequality and split feasibility problems in Hilbert spaces
by Ekemini Udoudo George & Akaninyene Udo Udom & Matthew Joshua Iseh & Anthony Effiong Usoro - 5749-5762 Enhancing the performance of the likelihood ratio test for small and moderate samples
by Claudio J. Tablada & Pedro R. D. Marinho & Rodrigo B. Silva & Renilma P. Silva & Vera L. D. Tomazella - 5763-5781 Forecasting innovative product adoption in dynamic environments
by Shiva & Anu G. Aggarwal & Neetu Gupta - 5782-5807 Empirical likelihood inference for L-estimators
by Emils Silins & Janis Valeinis - 5808-5832 Equilibrium investment and benefit payment strategies for TB pension plans under Heston’s SV model
by Yijun Wang & Kaijie Yang & Qi Qiu Chen & Tianjie Yang & Ya Huang - 5833-5845 On the asymptotic behavior of nonparametric estimators for distributions of functionals
by M. T. Alodat - 5846-5868 Remediating contamination of multivariate linear models using Hampel and wavelets filters
by Amira Wali Omer & Taha Hussein Ali - 5869-5891 Reliability analysis of dependent competing failure systems based on the generalized Pólya process
by Li Na Bian & Hai Hong Cheng - 5892-5914 Fixed sample size subset selection among treatments with two binary endpoints in comparison with a control
by Chishu Yin & Elena M. Buzaianu & Pinyuen Chen & Lifang Hsu - 5915-5929 Fluctuations for linear spectral statistics of large sample covariance matrices for a class of stationary processes
by Zahira Khettab - 5930-5956 Bagging-based robust ridge M-estimators in linear regression model for mitigating multicollinearity and outliers
by Sidra Nawaz & Qamruz Zaman & Danish Wasim & B. M. Golam Kibria - 5957-5976 On some new domains of Mittag-Leffler type Poisson distribution, characterizations, and application
by Ayesha Israr & Muhammad Mohsin - 5977-6006 Optimal subsampling algorithm for mode regression model with lognormal big data
by Jiaming Zhang & Qinghua Yang & Liucang Wu - 6007-6025 Pricing formulas for Asian barrier options with floating interest rate in uncertain financial market
by Lifen Jia & Yuxi Liu
August 2026, Volume 55, Issue 16
- 5189-5219 Optimal dividend control with transaction costs under exponential Parisian ruin for a refracted Lévy risk model
by Zhongqin Gao & Yan Lv & Jingmin He - 5220-5253 Quantile-based power-series expansions of the Johnson distribution system
by J. Eric Bickel - 5254-5286 Inference of process capability indices Cpy and CNpmk using different methods of estimation for log-logistic distribution
by Sayyad Khurshid & Kamran Abbas - 5287-5310 Estimating Tsallis entropy of several exponentially distributed populations
by Naveen Kumar & Ambesh Dixit & Vivek Vijay - 5311-5322 Multi-factor uncertain Fox equation
by Dan Chen & Han Tang & Jun Yang - 5323-5352 Improved OPG method for longitudinal single-index models
by Quan Wu & Yang Zhao & Qiuxian Dong - 5353-5369 A copula approach to the distribution of sum, product, and ratio of dependent random variables
by Jaber Kazempoor & Mohammad Arashi & Ayman Alzaatreh - 5370-5382 A mixed optional randomised response technique model for estimating quantitative sensitive variable
by Neeraj Tiwari & Tanuj Kumar Pandey - 5383-5406 Robust optimal investment and benefit adjustment strategy for target benefit pension plan with ambiguity in stochastic environments
by Hao Chang & Jingyi Han & Yingzi Niu - 5407-5432 Robust optimal investment and reinsurance strategy with exchange rate risk and model uncertainty
by Yingxu Tian & Huilin Zang & Haoyan Zhang - 5433-5448 Generalized inaccuracy measure of order α in order statistics
by Rajesh G & Tincy Philip - 5449-5473 Pricing problem of external barrier options in uncertain financial market
by Yin Gao & Han Tang - 5474-5493 An improved synthetic imputation method for domain mean using known domain mean and variance of an auxiliary variable
by Lovleen Kumar Grover & Anchal Sharma - 5494-5510 Adapting Akaike information criterion to multiple circular regression
by Shokrya S. A. Alshqaq & S. Rao Jammalamadaka & Ali H. Abuzaid - 5511-5533 On generalized cumulative Tsallis past and residual entropy measures for risk management
by Lhoucine Ben Hssain & Ghizlane Lakhnati - 5534-5555 Improved estimation of log-logistic parameters using Extreme Ranked Set sampling
by Alaa Jamal & Monjed H. Samuh - 5556-5570 A note on the Cox-model based partial likelihood for change-point detection in a covariate
by Yulin Zhou & Yixin Zhang & Kui Jin & Mengping Zhang & Yinglei Lai - 5571-5590 Reliability analysis and optimal maintenance decision for a repairable system with multiple failure modes
by Yan Li & Yajing Jin & Ziyi Wang & Xiaofeng Wang - 5591-5604 K-optimal designs for second order Becker’s models for mixture experiments
by Bushra Husain & Fariha Aslam - 5605-5618 Some strong deviation theorems for tree indexed Markov chains with continuous state space
by Fan Xie & Junqi Gong & Zhiyan Shi - 5619-5636 Sharp sufficient conditions for complete f-moment convergence for the maximal partial sums
by Yuze Li & Shengming Zhang & Xingchen Lin & Kefei Wang & Xinglang Li & Mengmei Xi - 5637-5661 The NMLE and CEKF algorithm for robust optimal investment strategy of DC pension plans with stochastic salary and a return of premium clause
by Lin He & Junjie Peng & Yan Yang & Yong He - 5662-5662 Correction
by The Editors
August 2026, Volume 55, Issue 15
- 4759-4787 Modeling and reliability analysis of k-out-of-2n: F balanced systems with common-mode degradation
by Liying Wang & Boshi Liu - 4788-4817 Randomly weighted sums of dependent subexponential random variables with application to systemic risk
by Wenlong He & Jiangyan Peng & Lei Zou & Chenghao Xu - 4818-4831 A type of truncated logistic distribution with skewed, peaked, and heavy-tailed properties and its application
by Jingjie Yuan & Zuoquan Zhang - 4832-4859 Enhancing variable selection in elastic-net regression for high-dimensional data sets: The use of modified Bayesian type criteria and hybridized smoothed covariance estimators
by Hawrami Zainab Subhi Mahmood & Cengiz Mehmet Ali & Dünder Emre - 4860-4884 Bayesian analysis of a flexible two-mode competing risk model using Hamiltonian Monte Carlo and applications to reliability datasets
by Usman Aliyu Abdullahi & Yuanyuan Liu & Yimo Qin - 4885-4916 On estimating the finite population variance by utilizing auxiliary information
by A. K. P. C. Swain & Kajal Dihidar & Abhigyan Mitra - 4917-4940 Stackelberg reinsurance-investment game with smooth ambiguity under inside information
by Peng Yang - 4941-4963 Scaling limits for INAR(∞) processes
by Nian Yao - 4964-4979 Moment estimation of uncertain threshold autoregressive model
by Shize Ning & Yang Liu - 4980-4999 A note on estimation error bound and grouping effect of Transfer Elastic Net
by Yui Tomo - 5000-5010 Evaluating the impact of clinical features on hospital readmission in diabetic patients using deep learning
by Anita Abdollahi Nanvapisheh - 5011-5039 Hyper-Poisson normal distribution: Properties and applications
by C. Satheesh Kumar & Florian B. Tairo - 5040-5061 Precise deviations for discrete marked Hawkes processes
by Yingli Wang & Ping He - 5062-5078 An extension of the Hajek-Renyi inequality for LENQD random variables and its application
by Mohamed Kaber El Alem - 5079-5102 Optimal designs for comparing curves in heteroscedastic measurement error models
by Min-Jue Zhang & Rong-Xian Yue & Xue-Ping Chen - 5103-5115 On conditionally linearly extended negative quadrant dependent random variables
by Mohamed Kaber EL ALEM - 5116-5126 A lower bound on the right tail of a sum of independent gamma variables
by Chris R. Giannella - 5127-5147 Modelling covariance structures in determinantal point processes for spatio-temporal interactions
by Nafiseh Vafaei & Mari Myllymäki & Mohammad Ghorbani - 5148-5163 Nonparametric regression on Riemannian manifolds under an α-mixing process
by Nefzi Wiem & Khardani Salah & Yao Anne Françoise - 5164-5188 Rényi extropy revisited: Enhanced framework for cryptocurrency risk analysis with machine learning
by Ruchika Lochab & Luckshay Batra & H.C. Taneja
July 2026, Volume 55, Issue 14
- 4389-4408 Enhancing risk prediction with Bayesian hierarchical frailty models in Stan
by Mohammad Parvej & Nabil Ahmed Khan & Fahad Ashraf & Athar Ali Khan - 4409-4432 Optimal two-level choice designs for estimating main plus up to three-factor interaction effects
by Soumen Manna & Ashish Das - 4433-4452 Objective priors for the ratio of scale parameters in generalized half normal distributions
by Sang Gil Kang & Yongku Kim - 4453-4470 Local linear gamma kernel smoother for regression function with non negative covariate
by Lili Yue & Jianhong Shi & Weixing Song - 4471-4484 F contrasts in two factor balanced fixed effects ANOVAs
by G. C. Livingston & J.C.W. Rayner - 4485-4505 Optimal minimal size balanced crossover designs in higher order carry over effects
by Jigneshkumar Gondaliya & Niharika Navlakha - 4506-4524 Novel randomized response method for mean estimation using exponential estimators
by Hamed Salemian & Eisa Mahmoudi & Javid Shabbir - 4525-4539 The equivariance criterion in a linear model for fixed-X cases
by Daowei Wang & Mian Wu & Dr. Haojin Zhou - 4540-4549 Relationships among sensitivity, specificity, and predictive values for a concave ROC curve
by Hongyue Wang & Bokai Wang & Honghong Liu & Changyong Feng - 4550-4566 Higher-order expansions of sample extremes from the skew-t-normal distribution
by Wanrou Yang & Shuang Hu - 4567-4593 Reliability analysis on inactivity times of conditional lifetime with dependent components
by Zhouxia Guo & Rongfang Yan - 4594-4604 Asymptotic behavior of improved trajectory fitting estimators for Cox-Ingersoll-Ross model
by Xuekang Zhang & Yunqi Zhu & Yiyang Li & Xiaotai Wu - 4605-4625 Symmetric α-stable distribution for robust semiparametric mixture of regression models
by Shaho Zarei - 4626-4651 Designing of six sigma-based variable acceptance sampling plans where sample size is a critical choice
by Ravichandran Joghee & Murali Krishna Panthangi - 4652-4676 Analysis of uncertain dynamics of SICA model for HIV/AIDS transmission
by Darshan Mal & Javed Hussain & Tareq Saeed - 4677-4697 A measure of asymmetry for bivariate probability density functions
by Sheida Riahi & Prakash N. Patil & Jialin Zhang - 4698-4715 Residual-based sieve maximum full likelihood estimation for the proportional hazards model
by Taehwa Choi & Susan Halabi & Hyotae Kim & Yuan Wu - 4716-4728 Asymptotic ruin probability for a risk model with investment returns and a random number of delayed claims
by Ke-Ang Fu & Yang Liu - 4729-4739 Some new quasidouble partially balanced designs
by Shyam Saurabh - 4740-4757 An empirical analysis toward mining association rules for market basket analysis through statistical measures
by Harish Kumar Pamnani & Linesh Raja & Thom Ives
July 2026, Volume 55, Issue 13
- 3967-3970 Corrigendum to: Farzinnia, N., and K. F. McCardle (2010). Bayesian updating with confounded signals. Communications in Statistics—Theory and Methods, 39:6, 956-972
by Richard M. H. Suen - 3971-3998 Quantile-based risk contribution measures for risk portfolios with positive dependence
by Limin Wen & Jiali Xiao - 3999-4015 Bayesian hierarchical negative binomial-Lindley model for ammunition malfunction analysis: theory and empirical validation
by Cenyu Hu & Ling Fang & Xianming Shi - 4016-4038 Estimating the Farlie-Gumbel-Morgenstern copula parameter: A simulation study of classical and informative Bayesian methods
by José R. Tovar C. & Jennyfer Portilla Y. & Llerzy E. Torres O. - 4039-4054 Non identical redundancy allocation in component-dependent coherent systems
by Vanderlei da Costa Bueno - 4055-4089 New synthetic control charts for monitoring simple and multiple linear profiles
by Marzieh Eshraghi & Amirhossein Amiri & Fatemeh Sogandi - 4090-4105 The restricted isometry property of block diagonal matrices generated by φ-sub-Gaussian variables
by Yiming Chen & Guozheng Dai & Kaiti Ding & Xuanang Hu - 4106-4128 Orthogonal-array composite minimaxloss designs for third-order models
by Lilian Ifeoma Nnanna & Abimibola Victoria Oladugba - 4129-4137 Pareto probability distribution on symmetric matrices
by A. Roula & A. Zazoua & M. Madi - 4138-4154 A comparison of alternative approaches to dynamic predictions: An application on a short follow-up cohort of patients with Chagas disease
by Enrico A. Colosimo - 4155-4173 Design of a synthetic control chart with adjusted sequential sampling inspection and variable sampling intervals
by Jingqi Xu & Bin Zhang & Siqi Song - 4174-4188 SDFPI: Efficient L0 variable selection for Cox’s proportional hazards model
by Yongxiu Cao & Jichang Yu - 4189-4216 Estimation of the number of factors for high-dimensional data with missing values
by Pengbiao Zhou & Xiao Guo - 4217-4223 Non-randomized comparative studies with an external control group: Some foundational considerations
by Heng Li & Wei-Chen Chen & Nelson Lu & Changhong Song & Ram Tiwari & Chenguang Wang & Gregory Alexander & Yunling Xu & Lilly Q. Yue - 4224-4240 Shrinkage estimation for the rate parameter under the exponential distribution with censored survival data
by Nanami Taketomi & Kosuke Nakazono & Akane Okada & Takeshi Emura - 4241-4285 Bayesian networks: Exact inference via macro-node polytrees
by Do Le Paul Minh - 4286-4304 Variational Bayes neural networks for high-dimensional non parametric regression: Minimax optimality and adaptivity
by Ilsang Ohn & Sangmoon Han - 4305-4331 An iterative feature selection framework for statistical classification: The LR-GMM OctoCore model
by Hao Wang & Jue Hao & Hui Li & Lin Wang & Jinming Feng - 4332-4337 The maximum likelihood degree of Farlie-Gumbel-Morgenstern bivariate exponential distribution
by Pooja Yadav & Tanuja Srivastava - 4338-4348 On some structural properties of DPIV distribution
by Indranil Ghosh - 4349-4372 Reliability inference for dependent multicomponent stress-strength model with bounded strength based on copula
by Li Zhang & Rongfang Yan - 4373-4387 Multi-period pricing of data breach catastrophe bonds: A hybrid triggers and LSTM framework
by Yongbin Chen & Rui Fang
June 2026, Volume 55, Issue 12
- 1-1 Correction
by The Editors - 3495-3514 Uncertain regression model with autoregressive moving average time series errors
by Xiaosheng Wang & Xiaoqing Wu & Haiying Guo - 3515-3533 Robust local polynomial regression in errors-in-variables models
by Yashi Srivastava & Gaurav Garg - 3534-3546 An optimal quantitative randomized response technique under PPS sampling design
by Muhammad Azeem - 3547-3570 An adjusted variance estimator for improvement of test power in the Cox proportional hazards model
by Subhamoy Pal & Junfeng Shang - 3571-3588 Optimized two-parameter heteroscedastic-adjusted ridge estimators for linear regression model
by Qamruz Zaman & Danish Wasim & Muhammad Ismail & B. M. Golam Kibria - 3589-3615 Variable selection for partially linear single-index varying-coefficient model
by Lijuan Han & Liugen Xue & Junshan Xie - 3616-3636 Is the doubly truncated mean past to failure function a robust alternative to mean residual life?
by Dong Shang Chang & Hsiu-Wen Chen & Tao-Sheng Wang - 3637-3657 Monitoring breaks in fractional cointegration
by Maik Dierkes & Krischan Fitter & Philipp Sibbertsen - 3658-3689 A comparison of objective priors for Cronbach’s coefficient alpha using a three-component hierarchical model
by S. R. Izally & A. J. van der Merwe & L. Raubenheimer - 3690-3703 Maximum likelihood estimation for the Dirichlet distribution
by Sucharitha Dodamgodage & Thevasha Sathiyakumar & Daniel T. Fuller & Shantanu Sur & Sumona Mondal & Nabendu Pal - 3704-3718 Exact temporal variation for fractional stochastic heat equation driven by space-time white noise
by Yongkang Li & Huisheng Shu & Litan Yan - 3719-3744 A quantile approach to cumulative residual extropy of record values
by E. I. Abdul Sathar & Veena L. Vijayan - 3745-3759 The adaptive robust and efficient variable selection method for the linear regression model
by Yunlu Jiang & Fudong Chen & Xiaowen Huang - 3760-3780 A new test for multivariate analysis of variance with arbitrary covariance matrices: a computational approach test
by Merve Söylemez & Fikri Gökpınar & Esra Gökpınar - 3781-3808 Stress-strength reliability estimation of time-dependent consecutive k/n:F systems for inverse Weibull distribution
by Chang Liu & Linmin Hu & Zebin Hu - 3809-3839 Recursive non parametric regression estimation for functional time series data under random censorship
by Yousri Slaoui & Larbi Aït Hennani - 3840-3857 Ternary designs enabling efficient estimation of residual effects
by Akhilesh Jha & Cini Varghese & Seema Jaggi & Eldho Varghese & Mohd Harun & Sayantani Karmakar & Ashutosh Dalal - 3858-3877 Revised moment estimation for uncertain fractional differential equations with application to stock model
by Liu He & Yuanguo Zhu & Tingqing Ye - 3878-3906 Robust dividend and reinsurance strategy under model uncertainty with Parisian ruin
by Yongxia Zhao & Chuanxiu Ye & Mengjiao Huang - 3907-3919 Convergence rate of the weak consistency of the LS estimator in simple linear EV models
by Xiangdong Liu & Zhi Li - 3920-3949 Stackelberg investment and reinsurance game under dynamic CVaR constraints
by Fenge Chen & Xingchun Peng & Yushuang Wang - 3950-3966 A sequential classification methodology for two inverse Gaussian populations with guaranteed expected probability of classification
by Sudeep R. Bapat
June 2026, Volume 55, Issue 11
- 3205-3227 Jump-preserving profiled local linear estimation for partial linear models
by Zhaoliang Wang & Hang Zhang & Tianyi Zhang - 3228-3240 Using inverse sampling to estimate the total of a finite population with unknown size
by Mohammad Mohammadi & Shekoofeh Heidari - 3241-3255 A multi-stage ordering model for multi-supplier systems via Markov decision process
by Leila Hosseini & Mohammad Saber Fallah Nezhad & Vali Derhami & Mohammad Saleh Owlia - 3256-3269 On multicointegration
by Lucius Cassim & Edward Leman - 3270-3281 Cramér moderate deviation and sharp large deviation for bootstrap sample quantiles
by Yu Miao & Rui Yang - 3282-3295 Bias correction for multivariate inverse gamma and beta prime kernel density estimators
by Lynda Harfouche & Zougab Nabil & Adjabi Smail - 3296-3308 Comparison of fixed effects and mixed effects models for age-period-cohort analysis
by Igor Fedotenkov - 3309-3338 A novel two-parameter discrete probability model: regression framework and healthcare applications
by Adil Sultan & Bilal Ahmad Para - 3339-3352 Estimation of the mixed geographically weighted regression model based on the Minkowski distance
by Si-Lian Shen & Ying-Jie Zhang & Jian-Ling Cui - 3353-3372 Joint restricted empirical likelihood and its applications for high-dimensional datasets
by S. K. Ghoreishi & Qingrun Zhang & Jingjing Wu - 3373-3396 Research on statistical inference of parameters with constraints under the adjustment of covariates in Cox’s model
by Wenting Luo & Lifeng Deng & Ruilong Zhang - 3397-3414 Optimal maintenance policy considering repair time and damage area of composite material unit based on Markov renewal process
by Chunxiao Zhang & Xu Fu & Xiaona Liu & Yizhou Bai - 3415-3435 Fractional cumulative residual entropy in the quantile framework and its applications in the financial data
by S. M. Sunoj & Iona Ann Sebastian - 3436-3459 Inference for block Type-I hybrid censored Weibull populations
by Farha Sultana & Çağatay Çetinkaya & Mohammad Z. Raqab & Debasis Kundu - 3460-3479 A Bayesian promotion time cure rate model with current status data
by Pavithra Hariharan & P. G. Sankaran - 3480-3494 On the Voigt profile and its dual
by Massimo Cannas
May 2026, Volume 55, Issue 10
- 2893-2915 Robust empirical likelihood for varying coefficient partially linear EV models with general measurement error structure
by Peixin Zhao & Xiaoyan Liu & Xinrong Tang & Suli Cheng & Xiaoshuang Zhou - 2916-2931 High-dimensional regression with a count response
by Or Zilberman & Felix Abramovich - 2932-2951 Optimizing S2 control charts: Rank set sampling schemes for enhanced outlier detection
by Ayesha Awais & Nadia Saeed - 2952-2970 On kernel mode estimation under RLT and WOD model
by Mohamed Kaber El Alem & Zohra Guessoum & Abdelkader Tatachak - 2971-2995 A robust hybrid ridge estimation framework using scaled error variance and M-estimation in contaminated linear models
by Abdur Rehman & Irum Sajjad Dar & Sohail Chand - 2996-3007 A note on asymptotic properties of time series models with a trend break
by Daisuke Yamazaki - 3008-3030 Availability-based sequential preventive maintenance and replacement models for complex mechanically repairable machines
by Iniobong Uko & Nse Udoh & Fredrick Ohaegbunem - 3031-3048 Distributed testing on mutual independence between components of high-dimensional massive data
by Yongxin Kuang & Yun Ma & Junshan Xie - 3049-3065 Bayesian estimation on cubic transmuted Weibull distribution under different loss functions
by R. A. Al-Jarallah - 3066-3090 The mean variance sure independence screening for ultra-high dimensional competing risks data
by Xiaojing Chen & Yingqi Xing & Xueyu Zhu & Xiaolin Chen & Yi Liu - 3091-3102 Concavity of ROC curve under a very general condition
by Honghong Liu & Hongyue Wang & Changyong Feng - 3103-3119 Restricted ridge estimator in logistic semiparametric regression model
by Nur Farahiyah Che Lah & Nur Anisah Mohamed & Che Wan Jasimah Wan Mohamed Radzi & Mahdi Roozbeh - 3120-3145 Estimation and application of Marshall-Olkin inverse log-logistic distribution
by Summaira Manzoor & Kamran Abbas & Qamar Din - 3146-3163 Asymptotic properties of heteroscedastic asymmetric Laplace regression for longitudinal data
by Angelo Alcaraz & Gilles Durrieu & Audrey Poterie - 3164-3182 Nonparametric failure time estimation for degradation data with random effects
by Lochana Palayangoda & Aziz Gafurov - 3183-3204 Strategies analysis and ANFIS computing of the M/M/1 retrial queue with vacations and preemptive priority
by Ruiling Tian & Teng Wang & Junting Su
May 2026, Volume 55, Issue 9
- 2613-2625 Parameter estimation of three-species stochastic Lotka–Volterra competition models
by Na Chen & Wei Shi - 2626-2643 Non parametric tests based on the alignment of observations for replicated Latin squares
by Joseph Yang & Jeff Terpstra - 2644-2665 Ada-plot and Uda-plot as alternatives for Ad-plot and Ud-plot
by Uditha Amarananda Wijesuriya - 2666-2687 Sign consistency of the generalized elastic net estimator
by Wencan Zhu & Eric Adjakossa & Céline Lévy-Leduc & Nils Ternès - 2688-2714 Best- and worst-case scenarios for GlueVaR distortion risk measure with incomplete information
by Mengshuo Zhao & Chuancun Yin - 2715-2723 An upper bound for hitting time of sub-fractional Ornstein-Uhlenbeck process
by Jun Wang - 2724-2737 Parameter-expanded data augmentation for analyzing multinomial probit models
by Xiao Zhang - 2738-2752 Bayesian joint estimation for the two-parameter exponential distribution based on records
by A. Saadati Nik & A. Asgharzadeh - 2753-2761 Multiple comparisons with the average for exponential mean lifetimes based on doubly censored samples under heteroscedasticity
by Shu-Fei Wu - 2762-2776 Gaussian product inequalities for absolute moments of mixed-sign orders using a series formula
by Haruhiko Ogasawara - 2777-2802 A class of logarithmic exponential estimators for estimating average degree of a network using triangular graph sampling
by Diwakar Shukla & Vivek Kumar Gupta & Astha Jain - 2803-2817 Sample size planning for proportions based on Wilson score confidence intervals with precision and assurance
by Xin Liu & Fenghuixue Liu & Wenhua Liu & Yi Huang & Zheng Li & Qisheng Wu & Yuanyuan Zhang & Peng Wang & Ping Yin - 2818-2834 Estimation of high-dimensional dynamic factor models based on two-way information of auto-covariance
by Jiaxin Zhao & Lei Zhen & Xiangwen Ma & Zhigen Gao & Junping Yin - 2835-2852 The non parametric estimation of uncertain differential equations based on Hermite polynomials approximation with applications
by Anshui Li & Xiangfeng Yang - 2853-2876 Usual stochastic orderings of the second smallest order statistics with dependent semi-parametric distribution random variables
by Guoqiang Lv & Rongfang Yan & Jiandong Zhang - 2877-2891 A study of the stochastic process with general interference of chance and general demands
by Rovshan Aliyev & Urfan Aliyev
April 2026, Volume 55, Issue 8
- 2317-2336 Local asymptotic normality in periodic threshold GARCH and periodic GARCH models
by Rahim Samira & Hafida Guerbyenne - 2337-2355 A study of BLUPs under a family of seemingly unrelated linear mixed models
by Yongge Tian & Bo Jiang - 2356-2370 Asymptotic properties of the global self-weighted M-estimator for ARMA(p, q) models with infinite variance
by Ke-Ang Fu & Hao Chen & Jiangfeng Wang - 2371-2389 Estimation of semiparametric varying-coefficient spatial autoregressive models with measurement errors
by Guowang Luo & Zhouqin Sha - 2390-2410 Threshold estimation of the Gerber-Shiu function using the Fourier-cosine method in the Wiener-Poisson risk model
by Xie Chongkai & You Honglong - 2411-2430 Uncertain spatial autoregressive analysis of imprecise observations
by Na Yang & Yuhong Sheng - 2431-2444 Conditions for robustness and limitation on Bayesian Student-t linear regression modeling
by Yoshiko Hayashi