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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 - 2445-2464 A computationally efficient semiparametric mixture and its application to sample maximum distribution estimation
by Taku Moriyama - 2465-2476 Lasso’s application in Chinese housing prices
by Huiyi Xia - 2477-2493 Optimal ratcheting dividend strategy with jump-diffusion risk process
by Xiaoyan Ren & Ning Wang - 2494-2510 Estimation of population proportion and sensitivity level of a qualitative character using unrelated question randomized response model
by Shehzad Ahmad Khan & Tanveer Ahmad Tarray & Gazala Salam - 2511-2531 Likelihood-based estimation of discrimination accuracy measures for time-to-event outcomes with a cured fraction
by Gabriel Escarela & Alejandro Román Vásquez & Elizabeth González-Estrada & Gabriel Núñez-Antonio - 2532-2564 Consistency of bootstrap approximation to the null distributions of spatiotemporal autocorrelation statistics
by Na Yan & Chang-Lin Mei - 2565-2581 Bivariate simplex regression model for rates and proportions data
by Lucas S. Vieira & Emerson Amaral & Lizandra C. Fabio & Vanessa Barros & Jalmar M. F. Carrasco - 2582-2602 A novel parametric predictive bootstrap method
by Abdulrahman M. A. Aldawsari & Frank P.A. Coolen & Tahani Coolen-Maturi - 2603-2611 Consolidation kernel
by Aya El Dakdouki & Yann Guermeur & Nicolas Wicker
April 2026, Volume 55, Issue 7
- 1993-2007 A multi-parametric unit distribution via Bernstein polynomials
by Selim Orhun Susam - 2008-2030 New formulas for moments of the multivariate normal distribution extending Stein’s lemma and Isserlis theorem
by Konstantinos Mamis - 2031-2048 On Chebyshev’s inequalities for scale mixture models
by M. Mercè Claramunt & Claude Lefèvre & Matthieu Simon - 2049-2063 Safe Bayes for single index quantile regression estimation and variable selection
by Taha Alshaybawee & Fadel Hamid Hadi Alhusseini & Bahr Kadhim Mohammed - 2064-2082 Globally and conditionally optimized optional randomized response techniques
by Purna Chandra Sekhar Rao Bellamkonda & Sarjinder Singh & Stephen A. Sedory - 2083-2104 Estimation of two sensitive attributes using probability proportional to size sampling
by Gi-sung Lee & Ki-Hak Hong & Chang-kyoon Son - 2105-2128 Optimal pruning of hierarchical clustering dendrograms
by Jiacheng Ge & Robert Tibshirani - 2129-2143 Bounding the probability of causation for multi-valued and partial mediation variables
by Xiuli Wang & Wenjie Liu & Xiaoyang Zhang & Chao Zhang & Qiang Zhao - 2144-2164 On generalized Gauss hypergeometric distribution
by Amjish P. B. & K. Jayakumar - 2165-2177 Functional limit theorems and the asymptotic normality of estimators based on partial observations
by Ibrahim Rahimov & Sadillo Sharipov - 2178-2189 Selection of tuning parameter based upon adjusted coefficient of determination and generalized cross validation
by Pragya Goyal & Manoj K. Tiwari & Vikas Bist & Faisal Ababneh - 2190-2214 On defining a jackknifed pooled ridge-Liu estimator in beta regression: nonlinear programming evidence
by Mahmoud A. Abdel-Fattah - 2215-2235 Improved ridge regression estimators for multicollinearity and heteroscedasticity: A simulation and real-world study
by Mashal & Syed Muhammad Asim & Muhammad Suhail - 2236-2265 Optimal thresholds for classification trees using non parametric predictive inference
by Masad A. Alrasheedi & Tahani Coolen-Maturi & Frank P.A. Coolen - 2266-2291 Estimation of variance and mean by the Bayesian approach on Poisson EWMA (PEWMA) control chart
by Mohamud Hussein Mohamud & Atta Gul - 2292-2315 Risk-informed Bayesian point null hypothesis testing
by Qiu-Hu Zhang & Hong-Jun Liu & Chong-Zhi Tu
March 2026, Volume 55, Issue 6
- 1675-1686 Poisson distribution parameter estimation with constraints on the relative errors and d-risk
by I. N. Volodin & R. F. Salimov & A. N. Safiullina - 1687-1704 Optimal Bayesian predictive probability for delayed response in single-arm clinical trials with binary efficacy outcome
by Takuya Yoshimoto & Satoru Shinoda & Kouji Yamamoto & Kouji Tahata - 1705-1723 Third-order likelihood inference in the location–scale family of distributions based on records
by Ayman Baklizi - 1724-1743 An improved ridge-type estimator leveraging weighted least squares and horn’s scaling for heteroscedastic regression
by Irum Sajjad Dar & Sohail Chand & Maha Shabbir - 1744-1765 A bivariate version of the zero-inflated hyper-Poisson distribution and some of its properties
by C. Satheesh Kumar & Rakhi Ramachandran - 1766-1787 Adaptive Kalman filter for systems with unknown initial values
by Yury A. Kutoyants - 1788-1806 Robust optimal strategy of hybrid pension with additional voluntary contribution plan
by Moyan Chen & Zhen Zhao & Wei Liu & Yijun Hu - 1807-1837 Hypothesis testing for two sample comparison of non Euclidean network data
by Han Feng & Xing Qiu & Hongyu Miao - 1838-1850 On a spectral density estimator based similarity test for correlated time series
by Bouni Nora & Medkour Tarek - 1851-1872 Goodness-of-fit tests for the Pareto distribution based on progressively Type-II censored data
by Mohammad Vali Ahmadi - 1873-1887 Strongly almost convergence for a sequence of complex uncertain random variables with respect to chance measure
by Rong Gao & Hamed Ahmadzade & Zhe Liu - 1888-1905 An extended normal distribution for skewed and bimodal data: New properties and a new regression model
by Gabriela M. Rodrigues & Edwin M. M. Ortega & Roberto Vila & Gauss M. Cordeiro & Carlos M. Recuay Cóndor - 1906-1932 On comparisons of r-out-of-n systems having dependent components
by Saifur Rahaman & Pradip Kundu & Amarjit Kundu - 1933-1953 Cubic ranked record based transmuted family of distributions: Applications and properties
by Caner Tanış - 1954-1964 Optimal blocked two-level fractional factorial designs under baseline parameterization
by Min Han & Zhaohui Yan & Shengli Zhao - 1965-1992 Analysis and implications of a negative parameter in Tikhonov regularisation
by Joab R. Winkler & Marilena Mitrouli
March 2026, Volume 55, Issue 5
- 1371-1387 Asymptotic relative efficiency of combining infinitely many independent tests under Lomax distribution: A Bahadur stochastic comparison
by Abedel-Qader S. Al-Masri & Noor S. Al-Momani - 1388-1405 On the significance test of negative binomial regression model
by Junrong Liu & Liuxiang Ji - 1406-1421 Skellam compound Poisson approximation to the sums of symmetric Markov dependent random variables
by V. Čekanavičius & G. Liaudanskaitė - 1422-1436 An extended Oja process for streaming canonical analysis
by Jean-Marie Monnez - 1437-1456 Inference on the difference of AUCs based on fitted values under the null
by Haben Michael - 1457-1476 Local community detection by random walk on hypergraphs
by Ryo Oka & Naoki Matsumoto & Yuuki Takai & Masahiro Ikeda & Kunitake Kaneko - 1477-1491 Mixed smoothly clipped absolute deviation estimator for stochastic restricted regression models
by Qinqin Jin & Tianzi Liao & Wei Peng & Jia Wang & Bin Liu - 1492-1507 Testing with the one component partial least squares and the marginal maximum likelihood estimators
by David J. Olive & Abdulaziz A. Alshammari & Kasun G. Pathiranage & Lakni A.W. Hettige - 1508-1536 Asymptotic properties of kernel regression estimation under mixing high-frequency data
by Yufang Li & Pan Liu & Shanchao Yang - 1537-1555 An improved Lepage-type test statistic for the location-scale problem
by Abid Hussain - 1556-1567 Ordering and aging properties of surviving components in coherent systems
by Zhengcheng Zhang & Xiaoyan Du & N. Balakrishnan & Ren-Yi Yan - 1568-1588 Asymptotic properties of continuous associated-kernel density estimators
by Youssef Esstafa & Célestin C. Kokonendji & Thi-Bao-Trâm Ngô - 1589-1601 Best equivariant estimator of precision matrix in a seemingly unrelated regression model
by Shun Matsuura & Hiroshi Kurata - 1602-1622 Robust univariate missing data imputation in time series for air quality data
by Tariku Tesfaye Haile & Fenglin Tian & Boping Tian - 1623-1639 Prediction of finite population proportion using bivariate probit model
by Surupa Roy & Oindrila Bose & Sumanta Adhya - 1640-1673 Linear mixed effects double penalized Lp-quantile regression model for longitudinal data
by Jiaqing Chen & Fangyi Wan & Han Qiu & Zihao Yuan
February 2026, Volume 55, Issue 4
- 1023-1059 Estimation of a modified logistic-Weibull model with time-dependent covariates via the generalized method of moments
by Mi-Chia Ma & Yu-Yi Pan & Chin-Shang Li - 1060-1080 Fast and asymptotically efficient estimation for t and log(t) distributions
by Alexandre Brouste & Youssef Esstafa & Cécile Malique - 1081-1101 Varextropy of doubly truncated random variable
by R. Zamini & S. Ghafouri & F. Goodarzi - 1102-1131 Multivariate measures of skewness and kurtosis for skew-elliptical distributions
by Baishuai Zuo & Narayanaswamy Balakrishnan & Chuancun Yin - 1132-1155 Aggregate spectral clustering for community detection in multi-layer popularity adjusted block model
by Dai Jun & Jie Liu - 1156-1175 Estimation for the coefficient of variation in Gamma distribution: A generalized confidence interval approach with applications to PM2.5 dispersion measurement
by J. Chumnaul - 1176-1188 Two Bayesian variable screening procedures
by Bojuan Barbara Zhao - 1189-1215 Bayesian weighted composite quantile regression for multivariate semi-continuous longitudinal data
by Jinjing Wang & Jiaqing Chen & Feng Gu & Yibo Long & Xiaofan Wang & Yangxin Huang - 1216-1232 Utilization of change point detection based on information criterion for monitoring flatness data
by Hangyu Li & Sun Jin - 1233-1245 Nonparametric estimation of R = P(X > Y)
by Omar M. Eidous - 1246-1267 Spectrally negative Lévy risk model under ratcheting dividend strategy and capital injections with transaction costs
by Fuyun Sun & Dan Zhu - 1268-1294 Trans-DeepMCM: A transformer-based deep dynamic mixture cure model
by Junbei Zhang & Jinxia Su - 1295-1310 Combining extremal Z-scores in meta-analysis
by Yuxin Zhang & Fuxiang Liu & Xinjie Zhou & Zheng-bang Li - 1311-1336 Non parametric regression for locally stationary functional data
by Amir Aboubacar & Baba Thiam - 1337-1346 Regression type estimator using auxiliary information with two deck randomized response model: A note
by Kiran Abhinav & Sarjinder Singh - 1347-1369 Optimal dividend and capital injection under Markov modulated spectrally positive risk models
by Kaixin Yan & Wenyuan Wang
February 2026, Volume 55, Issue 3
- 677-687 Bertrand’s paradox in a discretized space: a perspective of randomness
by Yu Qiao - 688-707 A high-dimensional classifier with variable selection using mirror statistics
by Vahid Andalib & Seungchul Baek - 708-727 A prior information-based estimation method for fitting pearson distributions: Applications in process capability and bounded data studies
by Ali Kemal Şehirlioğlu & Mustafa Ünlü & İpek Deveci Kocakoç - 728-765 Variable selection of higher-order partially functional linear multiple varying coefficient spatial autoregressive model
by Lin Wu & Yang Zhao & Yuchao Tang & Fuzhou Dong & Daojun Zhu - 766-776 The existence of the maximum likelihood estimate in multinomial logistic regression for mixed-membership models
by Dwight Nwaigwe & Marek Rychlik - 777-795 Construction of optimal fractional factorial designs using invariant factor vectors
by Xinyi Zhang & Yu Tang - 796-820 Robust reinsurance-pricing-investment stochastic differential game between (re)insurers under the mean-variance criterion
by Zehang Wang & Jiaju Wang & Jihang Li & Tao Wang - 821-852 Bayesian analysis of state-dependent service Markovian queueing model under asymmetric loss functions
by Gulab Singh Bura & Yashi Vaish - 853-872 A new statistical analysis on relationships between BLMBPs under a linear mixed model and its transformation
by Bo Jiang - 873-898 Complete convergence and complete moment convergence for maximal randomly weighted sums of m-WOD random variables with applications
by Ziqing Zhang & Xiaoqian Zheng & Shu Wang & Yanfen Li & Miaomiao Wang - 899-910 Self-normalized deviations for a supercritical Galton-Watson process with immigration
by Mingyang Sun - 911-932 RUL prediction based on a two-phase random volatility inverse Gaussian process
by Yu-ying Liang & Zai-zai Yan & Li-jun Sun - 933-946 Product of a Wishart matrix and the conditionally elliptical random vector and its application to an elliptical regression model
by Koshiro Yonenaga - 947-969 Robust optimal reinsurance and investment problem with dependent risks under Ornstein-Uhlenbeck process
by Yiming Su & Wenyuan Wang & Haiyan Liu & Mi Chen - 970-1006 Goodness-of-fit test for skew-t distribution
by Aidi Liu & Weihu Cheng - 1007-1021 A revisit to two-component series and parallel systems with general standby redundancies
by Rui Fang & Xiaohu Li
January 2026, Volume 55, Issue 2
- 357-371 Advances in multivariate Archimedean copula modeling
by Moshe Kelner & Zinoviy Landsman & Udi E. Makov - 372-395 Simultaneous aligned rank transform tests in analysis of covariance based on pairwise ranking
by Hossein Mansouri & Fangyuan Zhang - 396-407 Estimation of the square of distance correlation coefficient
by Kiichi Ueda & Hidekazu Tanaka - 408-433 A simplified Newton stochastic approximation algorithm estimating the hazard function of censored data
by Abdelkader Mokkadem & Kowir Pambo-Bello & Mariane Pelletier - 434-446 Some results on m-linearly extended negative quadrant dependent random variables
by Mohamed Kaber El Alem - 447-467 Research on pricing knock-out options in an uncertain financial market
by Lifen Jia & Yuehao Pan - 468-486 Variable selection in partially linear regression models for time series
by Yanping Liu & Juliang Yin - 487-501 The strong laws of large numbers for hidden Markov model with general state space
by Yuan Jiang & Fan Xie & Yixing Ren & Ziyang Huang & Zhiyan Shi - 502-525 Non parametric breakpoint detection for weakly dependent spatiotemporal series
by Ibrahim Loudy & Stéphane Bouka & Guy Martial Nkiet - 526-548 Variable selection in quantile structural equation model with varying coefficients
by Hao Cheng - 549-569 Reliability analysis of a two identical components cold standby system with multiple failure modes
by Wenqing Wu & Haiwen Xu & Kelong Zheng & Miaomiao Yu & Yaxing He - 570-584 Sequential thresholded quantile estimator for sparse regression
by Jinwen Liang & Maozai Tian - 585-600 A simple derivation of the asymptotic normality of quantile estimators in general unequal probability sampling
by Hitoshi Motoyama - 601-639 On diagnostic accuracy measures and optimal cut-point selection measures for multi-stage diseases via generalized total Kullback–Leibler divergence
by Chen Mo & Hani Samawi & Jingjing Yin & Haresh Rochani - 640-658 A groupwise approach to the birthday paradox
by Kaiji Motegi & Soma Hayashi - 659-675 Bayesian estimation of seasonal autoregressive models with scale-mixtures of normal errors
by Ayman A. Amin
January 2026, Volume 55, Issue 1
- 1-20 Combined Bayesian estimates for Cronbach’s alpha in the case of the balanced random effects model
by A. J. van der Merwe & S. R. Izally & L. Raubenheimer - 21-62 Improved attention mechanism-based transformer model for time series data-anomaly detection
by Avhad Kiran Sahebrao & Gokuldhev Mony - 63-91 Performance analysis of shrinkage estimators in Conway-Maxwell-Poisson regression model
by M. Revan Özkale & Ulduz Mammadova - 92-101 Optimal Intervals for Fisher’s problem of the Nile
by Ekaterina Poliakova & Gunnar Taraldsen - 102-131 Optimal investment of DC pension plan with incentive scheme and a combined VaR-ES constraint
by Chengjin Tang & Yinghui Dong & Chengzhe Wang & Congjin Zhou - 132-149 Non parametric combination methodology for comparing multiple samples under heteroscedasticity
by Elena Barzizza & Riccardo Ceccato - 150-170 Almost sure central limit theorem for partial sums of m-dependent random variables
by Dawei Lu & Shuang Deng & Yan Wang & Zhiqiang Hua - 171-188 Online monitoring variance change in a linear regression model with long-memory errors
by Maocuo Niang & Zhanshou Chen & Fuxiao Li - 189-216 Copula-based extropy measures, properties, and dependence in bivariate distributions
by Shital Saha & Suchandan Kayal - 217-236 The pricing of forward start options under jump diffusion model with stochastic interest rate and stochastic volatility
by Ruizhe Zhang & Cuixiang Li & Huili Liu - 237-252 Moment-type estimators for a weighted exponential family
by Roberto Vila & Helton Saulo - 253-262 Discrete Grönwall inequalities for demimartingales
by Milto Hadjikyriakou & B.L.S. Prakasa Rao - 263-291 Functional partially linear single-index model with beta distribution
by Mengyu Zhang & Chao Huang & Fengchang Xie - 292-312 Bivariate Kullback–Leibler divergence
by Mary Rafflesia Chackochan & P. G. Sankaran & N. Unnikrishnan Nair - 313-334 Designing efficient Bayesian sampling plans for two-parameter exponential distribution with censored data
by Lee-Shen Chen & TaChen Liang & Ming-Chung Yang - 335-356 Combined L1 and concave regularization for high-dimensional AFT models under measurement errors
by Qin Yu & Zemin Zheng & Yang Li
December 2025, Volume 54, Issue 24
- 7669-7689 A unified Bayesian approach for modeling zero-inflated count and continuous outcomes
by Mojtaba Ganjali & Taban Baghfalaki & Narayanaswamy Balakrishnan - 7690-7707 On generalized sub-Gaussian canonical processes and their applications
by Yiming Chen & Yuxuan Wang & Kefan Zhu - 7708-7711 Non existence of optimal covariate matrices for a symmetric BIBD with Non Youden layout in the presence of neighbor effects
by Bikas K. Sinha & Sobita Sapam & Ganesh Dutta - 7712-7730 Complete class of predictive densities for Type II censored data
by Nobuyuki Ozeki & Takeshi Kurosawa - 7731-7745 Robust weighted transfer learning with linear constraints under linear regressive model
by Xuan Chen & Yunquan Song - 7746-7767 A deep learning-based Monte Carlo algorithm with applications in American options pricing
by Nan Li - 7768-7790 Cost-benefit analysis of complex solar photovoltaic retrial systems incorporating imperfect coverage and switching failure
by Jones Edward Chiwinga & Muhammad Salihu Isa & Jinbiao Wu - 7791-7808 Conditional hitting time and state-dependent measures in semi-Markov models
by M. Fathizadeh & K. Khorshidian - 7809-7827 An adaptive threshold for outlier detection in high-dimensional settings
by Chikun Li & Baisuo Jin & Yuehua Wu & Mengmei Xi - 7828-7839 On the estimation of the mode by orthogonal series
by N. Saadi & S. Adjabi - 7840-7861 The sampling theorem for non homogeneous random field in the n-dimensional separable linear canonical transform domain
by Shuo Zhang & Suping Wang - 7862-7864 Erratum: Two new archimedean generators with their properties
by The Editors - 7865-7889 New goodness of fit tests for the Pareto distribution using Stein’s characterization for uncensored and random right censored data
by Deepesh Bhati & Apostolos Batsidis & Sakshi Khandelwal - 7890-7917 Pareto-optimal reinsurance under Vajda condition and heterogenous beliefs
by Fengzhu Chang & Ying Fang - 7918-7938 Finite-time expected present value of operating costs until ruin in Lévy risk models with varying dividend barriers
by Jiayi Xie & Zhimin Zhang - 7939-7965 Quantile-based structural equation models with their applications in CGSS data
by Hao Cheng - 7966-7985 Parameters estimation of uncertain autoregressive model based on modified maximum likelihood approach
by Yang Liu & Zhongfeng Qin - 7986-8013 Theory and computational tool for interval estimation in linear regressions under heteroscedasticity of unknown form using double bootstrap methods
by Pedro Rafael D. Marinho & Francisco Cribari-Neto & Vera Tomazella - 8014-8041 A multivariate geometric distribution
by R. N. Rattihalli - 8042-8051 Testing for random interaction: The symmetry assumption
by Bilgehan Güven - 8052-8063 A Non Parametric Approach to Detect Patterns in Binary Sequences
by Anushka De - 8064-8078 Ridging out many covariates
by Stanislav Anatolyev - 8079-8099 Novel discrete composite distributions with applications to infectious disease data
by Bowen Liu & Malwane M.A. Ananda - 8100-8120 Integrating prior information into Gini coefficient estimation: A credibility method
by Limin Wen & Ruyi Cao & Yi Zhang - 8121-8132 Bounding the probability of causation under ordinal outcomes
by Hanmei Sun & Chengfeng Shi & Qiang Zhao - 8133-8152 Mixtures of generalized gamma convolution processes
by John W. Lau
December 2025, Volume 54, Issue 23
- 7383-7402 Probability forecasting of margin calls and its application in margin account with a single asset
by Jiafeng Chen & Weipeng Sun & Minshi Liu - 7403-7411 Parameter estimation of binomial censored δ-shock model
by Mohammad Hossein Poursaeed - 7412-7426 Heteroscedastic-adjusted standard error based estimation of ridge parameter in the linear regression model
by Maha Shabbir & Sohail Chand & Irum Sajjad Dar - 7427-7438 A critical reevaluation of the resubmission-based control chart
by Nesma A. Saleh & Mahmoud A. Mahmoud & Abdul Haq & William H. Woodall - 7439-7456 A flexible threshold INAR(1) process with signed generalized power series thinning operator and Skellam innovation
by Tengyue Ma & Cong Li & Dehui Wang - 7457-7470 Bivariate cumulative residual entropy of equilibrium distribution of order n
by G. Rajesh & N. Unnikrishnan Nair & V.S. Sajily - 7471-7487 Generalized Cramér–von Mises minimum distance estimator
by Jitka Hrabáková & Václav Kůs - 7488-7499 Stochastic orderings for folded normal random variables
by Jia Yao & Chen Li & Xiaoqing Pan - 7500-7514 A novel robust framework for the identification of component weights in the Girton-Roper exchange market pressure index
by Sanjay Kumar & Nand Kumar - 7515-7526 A new machine learning approach to optimize correlated biomarkers
by Ya-Hsun Lee & Yi-Hau Chen & Chao-Yu Guo - 7527-7552 Sampling distributions and estimation for multi-type branching processes
by Gonzalo Contador & Bret M. Hanlon - 7553-7568 Relative weight analysis with residualization for detecting relevant non linear effects
by Maikol Solís & Carlos Pasquier - 7569-7594 Bayesian model inference: Exploring parsimonious models with MCMC and optimization approximations
by Devashish & Shazia Farhin & Mohammad Parvej & Athar Ali Khan - 7595-7613 Complete convergence and complete moment convergence for martingale difference sequences
by Jun Gu & Jigao Yan & Jinyu Zhou - 7614-7629 Construction and projection uniformity of three-level optimal supersaturated designs
by Shixian Zhang & Hongyi Li & Jiezhong Tian - 7630-7650 A comparison of MEWMA and MCUSUM control charts for monitoring bivariate Weibull distribution
by Peile Chen & Chuan He & XueLong Hu & Dan Yu & Jiujun Zhang - 7651-7667 A new robust ridge estimator for linear regression model with non normal, heteroscedastic and autocorrelated errors
by Sohail Chand & Maha Shabbir
November 2025, Volume 54, Issue 22
- 7011-7051 Deconvolution of ℙ(X
by Cao Xuan Phuong & Bui Thuy Trang - 7052-7083 Relative error regression function estimation using the Bernstein polynomials approach
by Omar Fetitah & Ali Righi & Sidahmed Benchiha & Mohammed Kadi Attouch - 7084-7104 Forecasting based on a multivariate autoregressive threshold model (MTAR) with a multivariate Student’s t error distribution: A Bayesian approach
by Nicolás Rivera Garzón & Sergio Alejandro Calderón Villanueva & Oscar Espinosa - 7105-7122 Some results on constructing three-level blocked designs with general minimum lower-order confounding
by Zhi Li & Zhiming Li & Rui Tian & Zhengqi Li - 7123-7157 Optimal subsampling for double generalized linear models with heterogeneous massive data
by Zhengyu Xiong & Haoyu Jin & Liucang Wu & Lanjun Yang - 7158-7174 A mixture of mixed regressions model for longitudinal data, with application to clinical laboratory measurements
by Jon Helgeland & Petter Laake - 7175-7209 n-Agent reinsurance and investment games for mean-variance insurers under multivariate 4/2 stochastic covariance model
by Ning Bin & Huainian Zhu - 7210-7229 Liability assessment of life insurance companies in regime switching market
by Dongxu Zhao & Chaonan Song - 7230-7271 New multistage formulations of minimum risk fixed-size confidence region (MRFSCR) problems for estimating a multivariate normal mean with illustrations, simulations and data analysis
by Swathi Venkatesan & Nitis Mukhopadhyay - 7272-7285 Testing heteroskedasticity in trace regression with low-rank matrix parameter
by Xiangyong Tan & Xuanliang Lu & Tianying Hu & Hongmei Li - 7286-7300 Analysis of imbalanced data using cost-sensitive learning
by Sojin Kim & Jongwoo Song - 7301-7317 A study of comparison problems on linear experiments with stochastic regression coefficients
by Bo Jiang - 7318-7335 On the spectrally negative Lévy risk process with mixed dividends and capital injections
by Hua Dong & Xianghua Zhao & Hongshuai Dai - 7336-7361 Weighted CART with spatially split rules: A new kernel-based approach in spatial classification trees
by Tahereh Alami & Mahdi Doostparast - 7362-7370 ANOVA and the minimal least squares estimator
by Oskar Maria Baksalary & Götz Trenkler - 7371-7382 On the minimum distance estimation of the density for a diffusion process
by Fatna Bensaber & Wahiba Benyahia
November 2025, Volume 54, Issue 21
- 6701-6710 Expectation identity of the negative binomial distribution and its application in the calculations of high-order origin moments
by Ying-Ying Zhang - 6711-6734 Logistic regression for data acquired via two-stage generalized randomized response technique
by Shen-Ming Lee & Truong-Nhat Le & Phuoc-Loc Tran & Chin-Shang Li - 6735-6760 Least squares estimation for fractional Brownian bridge with linear drift
by Jingqi Han & Yaqin Sun & Litan Yan - 6761-6778 Statistical inference for partially linear varying coefficient autoregressive models
by Feng Luo & Guoliang Fan - 6779-6802 Non parametric asymptotic distributions of Pianka’s and MacArthur-Levins measures
by Tareq Alodat & M. T. Alodat & Dareen Omari - 6803-6834 Constrained equilibrium investment and risk control strategies under a non-Markovian regime-switching model
by Zhongyang Sun & Xiuxian Chen & Yiming Wang & Dan Zhu - 6835-6849 Analysis of small central composite designs
by Walter Tinsson - 6850-6865 Enumeration and evaluation of orthogonal three-level designs with small number of runs for definitive screening
by Haralambos Evangelaras & Victor Trapouzanlis - 6866-6889 Reliability inference for dual stress factors accelerated degradation test based on the nonlinear Wiener process with three-source variability
by Xuefeng Feng & Jiayin Tang & N. Balakrishnan - 6890-6915 A flexible count data model based on Bernoulli-Poisson-geometric convolution
by Anupama Nandi & Aniket Biswas & Partha Jyoti Hazarika & G. G. Hamedani - 6916-6938 K-means and RS based DEA model and its application in Chinese low-carbon efficiency
by Chaofeng Shen & Jun Zhang - 6939-6949 Simultaneous confidence regions for ranks
by Xiaoyi Ji & Rolf Larsson