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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 - 6950-6965 Integrated exclusive hypothesis test for response missing at random
by Qiyue Huang & Ji’an Lei & Fupeng Chen & Xingwei Tong - 6966-6987 Robust optimal investment strategies of DC pension plan under limited attention allocation
by Aiming Song & Dengsheng Chen - 6988-6996 Spatial INAR(1,1) model based on mixing Pegram and binomial thinning operators with fitting striga counts
by Alireza Ghodsi & Hassan S. Bakouch - 6997-7010 Kernel conditional quantile estimator for functional regressors under a twice censorship model
by Ranya Boustila & Sarra Leulmi & Farid Leulmi
October 2025, Volume 54, Issue 20
- 6407-6427 The asymptotic of the estimators in a semiparametric regression model under α-mixing errors
by Meimei Ge & Aiting Shen - 6428-6442 Geometric and statistical curvatures of the skew-t distributions and their application
by Qiaoyan Wu & Hongchang Hu - 6443-6453 Becker’s models for mixture experiments: An A-optimal approach
by Bushra Husain & Fariha Aslam - 6454-6475 Regression modeling of cumulative incidence function for left-truncated right-censored competing risks data: A modified pseudo-observation approach
by Rong Rong & Jing Ning & Hong Zhu - 6476-6492 Empirical likelihood for stationary ARMA models based on inherent martingale structures
by Yinghua Li & Yongsong Qin - 6493-6511 Controlling the number of significant effects in multiple testing
by Jacobo de Uña-Álvarez - 6512-6526 Not monotonically correlated, but dependent: A family of normal mode copulas
by Kentaro Fukumoto - 6527-6535 On the dependence of a minimum autoregressive exponential-type process
by Marta Ferreira - 6536-6561 Non parametric estimation in the presence of associated and twice censored data
by Ferial Saihi & Mohamed Boukeloua & Sarra Leulmi - 6562-6591 Multifractal of random permutation set
by Shaolong Liu & Niu Wang & Ningkui Wang - 6592-6598 Updating Markov inequality: A new bound for tail probabilities
by Rahul Bhattacharya & Soumyadeep Das - 6599-6615 Combining biomarkers to improve diagnostic accuracy using the overlap coefficient
by Tahani Coolen-Maturi - 6616-6630 Inference on the double binomial distribution
by John Appiah Kubi & Dale Bowman & E. Olusegun George - 6631-6651 On estimating the information fraction being induced by a finite sequence of moments
by Yishan Zang & Serge B. Provost & Michel Adès - 6652-6669 Tail single-index regression with locally stationary regressors
by Tao Xu & Yu Chen & Hongfang Sun - 6670-6683 Cluster-robust standard errors with three-level data
by Francis L. Huang & Bixi Zhang - 6684-6699 New and fast closed-form efficient estimators for the negative multinomial distribution
by Jun Zhao & Yun-beom Lee & Hyoung-Moon Kim
October 2025, Volume 54, Issue 19
- 6117-6137 On complete convergence for weighted sums of coordinatewise widely orthant dependent random vectors in Hilbert spaces
by Mengmeng Chang & Yu Miao - 6138-6153 Optimal insurance-reinsurance design from the perspectives of both insurers and reinsurers
by Yanhong Chen - 6154-6171 Mixed effects models for extreme value index regression
by Koki Momoki & Takuma Yoshida - 6172-6190 Some stochastic orders and reliability properties for compound geometric distributions, their convolutions, and other ruin-related quantities
by Lazaros Kanellopoulos & Konstadinos Politis - 6191-6218 Classification of PolSAR data with the Complex Riesz distribution
by Rayhan Kammoun & Sameh Kessentini & Raoudha Zine - 6219-6230 Minimum distance estimation of long-memory stochastic duration models
by Mauricio Zevallos - 6231-6248 A comparison between penalized logistic regressions and classification tree approaches
by Mostafa Behzadi & Rossita Mohamad Yunus & Saharuddin Bin Mohamad & Nor Aishah Hamzah - 6249-6263 A non parametric estimation method using an orthogonal function system
by Yue Feng & Yuanguo Zhu & Liu He - 6264-6276 Shrinkage estimations of semi-parametric models for high-dimensional data in finite mixture models
by Soghra Rahimi & Farzad Eskandari - 6277-6294 On a generalized q-binomial distribution and new q-multinomial distribution
by Kaoubara Djongmon & Nurgül Okur - 6295-6302 Maximum likelihood estimation of the linear model with equicorrelated errors
by Giuseppe De Luca & Jan R. Magnus & Andrey L. Vasnev - 6303-6324 Statistical Wasserstein distance with rank regularization and spiked structure
by Judy Yangjun Lin - 6325-6339 Spatial variational Bayesian analysis of functional magnetic resonance imaging data with spatially varying autoregressive orders
by Farzaneh Amanpour & Seyyed Mohammad Tabatabaei & Hamid Alavi Majd - 6340-6359 Nonparametric predictive inference for comparison of multiple diagnostic tests
by Manal H. Alabdulhadi - 6360-6388 A first-order random coefficient mixed-thinning threshold integer-valued autoregressive model to analyze the COVID-19 data
by Qi Li & Xiufang Liu & Jianlong Peng - 6389-6405 The joint distributions of some extremums on geometric Brownian motion
by Yifei Liu & Jingmin He
September 2025, Volume 54, Issue 18
- 5687-5702 Estimating Sharpe ratio function in the presence of measurement error
by Hongmei Lin & Shaodong Zhang & Wenchao Xu & Tiejun Tong & Riquan Zhang - 5703-5725 Additive models with p-order autoregressive skew-normal errors for modeling trend and seasonality in time series
by Clécio S. Ferreira & Gilberto A. Paula & Rodrigo A. Oliveira - 5726-5759 Optimal investment problem with multiple risky assets and correlation between risk model and financial market for an insurer under the CEV model
by Yiqi Yan & Ximin Rong & Hui Zhao - 5760-5783 Robust ratio-typed test for location change under strong mixing heavy-tailed time series model
by Hao Jin & Shiyu Tian & Jiating Hu & Ling Zhu & Si Zhang - 5784-5805 On cumulative past information generating function
by Santosh Kumar Chaudhary & Achintya Roy & Nitin Gupta - 5806-5829 Semi-parametric estimation of Pearson correlation coefficient under additive distortion measurement errors
by Jun Zhang & Bingqing Lin - 5830-5849 Non parametric estimation of reliability for parallel system under ranked set sampling
by Xiaofang Dong & Xiangjia Fan & Liangyong Zhang - 5850-5863 Representations of characteristic function via survival function and generalized inverse function
by Xuehua Yin - 5864-5880 Imprecision issues of two conditional powers and six predictive powers when the sample size of the interim data is fixed
by Ying-Ying Zhang - 5881-5904 Asian-barrier options for an uncertain stock model with floating interest rate
by Lifen Jia & Linya Zhang & Xueyong Liu - 5905-5911 Confidence interval construction for the difference of two binomial parameters
by Per Gösta Andersson - 5912-5933 Interval estimation for Topp-Leone distribution
by Hao Qian & Bing Xing Wang & Han Zhou & Shasha Wang - 5934-5947 An approach for parametric survival ANOVA with application to Weibull distribution
by Samaradasa Weerahandi & Malwane M. A. Ananda & Osman Dag - 5948-5973 Inference for a dependent competing risks model on Marshall-Olkin bivariate Lomax-geometric distribution
by Tianrui Ye & Chunmei Zhang & Wenhao Gui - 5974-5990 Rates in the complete convergence of weighted bootstrap means
by Sergio Alvarez-Andrade & Salim Bouzebda - 5991-6003 Registration and estimation for functional generalized linear model
by Tengteng Xu & Riquan Zhang - 6004-6032 Quantifying connectedness between extreme risk and investor sentiment: Evidence from interconnected multilayer networks
by Zhongzhe Ouyang & Xuewei Zhou & Zisheng Ouyang - 6033-6054 Objective Bayesian analysis of common quantiles of normal distributions
by Sang Gil Kang & Yongku Kim - 6055-6080 Detection of influential observations for the regression model in the presence of multicollinearity: Theory and methods
by Issam Dawoud & Hussein Eledum - 6081-6115 Empirical likelihood with twice censored data
by Mohamed Boukeloua
September 2025, Volume 54, Issue 17
- 5381-5405 The adaptive elastic net variable selection for linear mixed effects models based on the orthogonal projection
by Yiping Yang & Jingjing Zou & Xu Zhao & Peixin Zhao - 5406-5427 Self-excited threshold Poisson autoregressive model with covariables
by Xinyang Wang & Danshu Sheng & Tengyue Ma - 5428-5442 Short confidence intervals for the count parameters of the binomial, negative binomial, and hypergeometric distributions
by Bret A. Holladay & Mark F. Schilling - 5443-5459 Complete convergence for m-widely acceptable random variables under sub-linear expectations
by Hui Wang & Wei Wang & Yi Wu - 5460-5469 Posterior rates of convergence for composite quantile regression
by Lukas Arnroth & Shaobo Jin - 5470-5479 Sample size estimation for the ratio of count outcomes in a cluster randomized trial using GEE
by Jijia Wang & Song Zhang & Chul Ahn - 5480-5505 An extensible framework for the probabilistic search of stochastically-moving targets characterized by generalized Gaussian distributions or experimentally-defined regions of interest
by Benjamin L. Hanson & Muhan Zhao & R. Bewley Thomas - 5506-5524 Computing Gerber-Shiu function in the classical risk model with interest using collocation method
by Zan Yu & Lianzeng Zhang - 5525-5544 Some convergence theorems for widely orthant dependent random variables under exponential moment conditions
by Yanjiang Chen & Xuejun Wang - 5545-5565 Bivariate Bayesian regression method for fixed effects panel interval-valued data models
by Aibing Ji & Jinjin Zhang & Yu Cao - 5566-5575 Two new generators of Archimedean copulas with their properties
by Agnideep Aich & Ashit Baran Aich & Bruce Wade - 5576-5596 Ad-p lot and Ud-plot for determining distributional characteristics and normality
by Uditha Amarananda Wijesuriya - 5597-5625 Robust mean-variance precommitment strategies of DC pension plans with ambiguity under stochastic interest rate and stochastic volatility
by Hao Chang & Leilei Zhao & Xingjiang Chen - 5626-5653 Asymptotic normality for weighted estimator of conditional density with truncated and censored data
by Yu-Xiao Liu & Chang-Sheng Liu & Han-Ying Liang - 5654-5672 On goodness of fit testing for a diffusion type process with a delay parameter
by Lamia Balaska & Malika Korso Feciane - 5673-5686 Law of the iterated logarithm for error variance estimator in pth-order non linear autoregressive processes
by Kaiyu Liang & Yong Zhang
August 2025, Volume 54, Issue 16
- 4981-5005 Pricing foreign equity options under a regime-switching model with liquidity risk and default risk
by Shengjie Yue & Chaoqun Ma & Chao Deng & Xinwei Zhao - 5006-5038 New uniformization methods with steady-state detection
by Juan A. Carrasco - 5039-5056 Estimation of the multivariate symmetric stable distribution using the method of moments
by Taras Bodnar & Dmitry Otryakhin & Erik Thorsén - 5057-5081 On measures of extropy for conditionally specified models: Some results
by Indranil Ghosh & S.M. Sunoj & P. Saranya - 5082-5096 Functional partial linear regression with quadratic regression for the multivariate predictor
by Huiyu Huang & Meng Qin & Peng Qing & Guochang Wang - 5097-5111 Optimizing ticket booking strategies using Binomial Option Pricing Models
by Amir Ahmad Dar & Mohammed Wamique Hisam & Gopu Jayaraman & Amit Kumar Pathak & Mudassir Muhammed & Mohammad Shahfaraz Khan - 5112-5128 Modeling actuarial data using iterated trigonometric distributions
by Shahid Mohammad & Kahadawala Cooray - 5129-5145 Optimal estimation of high-dimensional sparse covariance matrices with missing data
by Li Miao & Jinru Wang - 5146-5163 Stress-strength reliability for doubly truncated random variables
by Deepa K.R. & Angel Mathew - 5164-5190 Multiscale local polynomial density estimation
by Maarten Jansen - 5191-5209 Baum-Katz-type complete and complete moment convergence theorems for the maximal weighted sums under the sub-linear expectations
by Fengxiang Feng & Haiwu Huang - 5210-5230 Existence of the Buckley-James estimate
by Qiqing Yu & Zifan Huang - 5231-5244 A comparative analysis of proposed quantitative randomized response model
by Ghulam Narjis & Javid Shabbir - 5245-5256 On a lower bound for Fisher information by moment-generating function
by Takuya Yamano - 5257-5283 Evolving parameters of Shewhart’s X¯ chart from present-day industrial engineering perspective
by Sandeep & Arup Ranjan Mukhopadhyay - 5284-5296 Precise asymptotics for maxima of partial sums under sub-linear expectation
by Xue Ding & Yong Zhang - 5297-5326 Broken-stick quantile regression model with multiple change points
by Xiaoying Zhou & Chen Ji & Feipeng Zhang - 5327-5338 Large and moderate deviation principles of the sample mean of Poisson shot noise process
by Jun Yan - 5339-5353 Estimating the scale parameter of the Rayleigh distribution using Ranked set sampling techniques
by Mohammad Fraiwan Al-Saleh & Saba Yahya Matalqah - 5354-5377 The product distribution of more-than-two correlated normal variables: A didactic review with some new findings
by Haruhiko Ogasawara - 5378-5379 Correction
by The Editors
August 2025, Volume 54, Issue 15
- 4693-4709 Bandwidth selection methods for non parametric regression with spatially correlated data
by Mohamed Megheib & Sudip Bose - 4710-4736 Sufficient and necessary conditions of convergence properties for ANA sequences with an application to EV regression models
by Jinxiang Ou & Miaomiao Wang & Yao Wang & Tao Lv & Qiong Wu & Xuejun Wang - 4737-4765 Dynamic version of past inaccuracy measure under PRHR model based on extropy
by Morteza Mohammadi & Majid Hashempour & Mohammad Atlehkhani - 4766-4790 Optimal investment, consumption, and life insurance decisions for households with consumption habits under the health shock risk
by Zhen Zhao & Wei Liu & Xiaoyi Tang - 4791-4818 Pricing vulnerable reset options under stochastic volatility jump diffusion model using 3-D FFT
by Libin Wang & Lixia Liu - 4819-4829 Estimation of stress-strength reliability based on unit generalized Gompertz distribution
by Azam Karandishmarvasti & Ehsan Ormoz & Maryam Basirat - 4830-4858 Multivariate generalized variance control chart under sensitizing rules with an application in petroleum process
by Rashid Mehmood & Naveed Khan & Fawwad Hussain Qureshi & Babar Zaman & Kassimu Mpungu & Tajammal Imran - 4859-4876 Precise asymptotics for complete integral convergence in the law of iterated logarithm under the sub-linear expectations
by Lizhen Huang & Qunying Wu - 4877-4895 Probabilistic normalization conditions of polytomous knowledge structures
by Zhuoheng Chen & Jinjin Li & Bo Wang & Bochi Xu - 4896-4908 Estimation of a treatment effect by linear regression, classical stratification and stratification on the propensity score: a comparison in the case of discrete covariates
by José A. Ferreira - 4909-4924 Complete and complete moment convergence for negatively associated random variables under exponential moment conditions
by Qian Du & Huanhuan Ma & Yu Miao - 4925-4941 Mean time to failure of a k-out-of-n system with a single cold standby unit having dependent components
by Achintya Roy & Nitin Gupta - 4942-4952 Essential properties of Type III* methods
by Lynn R. LaMotte - 4953-4964 New 3-parameter survival distributions from Manly’s transform
by Rose Baker - 4965-4979 Smoothed least absolute deviation estimation methods
by Yanfei He & Wenhui Xuan & Jianhong Shi & Ping Yu
July 2025, Volume 54, Issue 14
- 4231-4256 Asymptotic properties of recursive kernel density estimation for long-span high-frequency data
by Dan Liang & Shanchao Yang - 4257-4273 Complete moment convergence of weighted sums for asymptotically negatively associated random variables
by Haiwu Huang & Hongguo Zeng & Yonghong Liu & Yuan Yuan - 4274-4282 A note on the satisficing policy of the secretary problem
by Gaofeng Zhou & Xinlin Wu - 4283-4305 Asymptotic normality of wavelet estimators in heteroscedastic regression model with ANA errors
by Xufei Tang & Aiting Shen - 4306-4330 Optimal (T,N,n) preventive replacement first policy for a parallel system
by Haihua Li & Sheng Zhu & Jinting Wang - 4331-4348 Carbon option pricing and carbon management under uncertain finance theory
by Zhe Liu & Yanbin Li - 4349-4365 Propensity score matching for estimation of pairwise marginal hazard ratios
by Tongrong Wang & Honghe Zhao & Shu Yang & Zhanglin Cui & Ilya Lipkovich & Douglas E. Faries - 4366-4395 Non parametric observation-driven hidden Markov model
by Hanna Bacave & Pierre-Olivier Cheptou & Nikolaos Limnios & Nathalie Peyrard - 4396-4411 Non existence of optimal covariate matrices for a symmetric BIBD with non Youden layout in the presence of neighbor effects
by Sobita Sapam & Ganesh Dutta & Bikas K. Sinha - 4412-4432 A new method of hierarchical time series prediction based on adjustable error
by Tianjiao Fan & Lichao Feng & Yingli Zhang & Yanmei Yang - 4433-4451 A forced optional randomized response model for estimating the proportion of sensitive attribute
by Neeraj Tiwari & Tanuj Kumar Pandey - 4452-4476 Random cohort effects and smooth structures for mortality modelling and forecasting: A mixed-effects Gaussian process time series approach
by Ka Kin Lam & Bo Wang - 4477-4508 Minimax estimation for the deconvolution model in random design with long-memory dependent errors
by Rida Benhaddou - 4509-4516 Kernel density estimation of a sensitive variable in the presence of auxiliary information
by Wenhao Shou & Sat Gupta & Sadia Khalil - 4517-4525 Determining the confidence interval for non-probabilistic surveys: Method proposal and validation
by Jeanfrank Teodoro Dantas Sartori - 4526-4539 Response surface designs with four and six equi-spaced levels
by Rohit Kundu & Rajender Parsad & B. N. Mandal - 4540-4563 Varextropy of k-record values and its applications
by Manoj Chacko & Annie Grace - 4564-4574 The complete moment convergence for independent and non identically distributed random fields with different powers for different coordinates
by Mi-Hwa Ko - 4575-4599 Modified two-sample Anderson-Darling test statistic
by Masato Kitani & Yuyan Ma & Hidetoshi Murakami - 4600-4615 Identifiability and convergence behavior for Markov chain Monte Carlo using multivariate probit models
by Xiao Zhang - 4616-4634 On general weighted extropy of extreme ranked set sampling
by Pradeep Kumar Sahu & Nitin Gupta - 4635-4653 Optimality of novel estimators for variance estimation under successive sampling
by Shashi Bhushan & Shailja Pandey - 4654-4692 Fractional Dickey-Fuller test with or without prehistorical influence
by Ahmed Bensalma
July 2025, Volume 54, Issue 13
- 3761-3789 Hamming distances of unsaturated orthogonal arrays
by Shanqi Pang & Mengqian Chen & Rong Yan - 3790-3819 Optimal and economic design of variables resampling scheme based on double specification limits
by S. Sridevi & S. Balamurali - 3820-3836 The Bahadur representations of quantile estimators in general unequal probability sampling
by Hitoshi Motoyama - 3837-3853 A likelihood-based monitoring method for social networks with auto-correlated labeled Poisson model
by Hamid Esmaeeli & Mohammad Hadi Doroudyan & Ramezan Khosravi - 3854-3870 Inference in mixed models with a mixture of distributions and controlled heteroscedasticity
by Dário Ferreira & Sandra S. Ferreira & Patrícia Antunes & Teresa A. Oliveira & Jo∼ao T. Mexia - 3871-3881 A general strategy for reducing the variability in response-adaptive designs
by Mohammed Shahid Abdulla & L. Ramprasath - 3882-3894 Cubic spline estimation for non parametric uncertain differential equation
by Yuxin Shi & Jiangtao Zhao & Yuhong Sheng - 3895-3912 Statistical inference of Poisson censored δ-shock model
by Ming Ma & Bo Peng & La Maocuo & Jianhua Ye & Hua Liu - 3913-3937 Censored panel quantile regression with fixed effects via an asymmetric link function
by Fulden Komuryakan & Selahattin Guris - 3938-3960 Reliability analysis of load sharing systems under unequal load-sharing rule with applications
by Santosh S. Sutar & Sukumar V. Rajguru & Prajakta S. Patil & Somanath D. Pawar - 3961-3975 The weak law of large numbers for weighted sums of m-asymptotic negatively associated random variables
by Yuan Ji & Aiting Shen & Mei Yao - 3976-4000 Modeling uncertainty with the truncated zeta distribution in mixture models for ordinal responses
by Dayang Dai & Dabuxilatu Wang - 4001-4016 Necessary and sufficient conditions for open-loop equilibrium portfolio for a DC pension plan with piecewise linear state-dependent risk tolerance
by Hong Liang & Zhiping Chen & Peng Yang & Liyuan Wang - 4017-4043 Variable selection of partially functional linear spatial autoregressive model with a diverging number of parameters
by Lin Wu & Yang Zhao & Yuchao Tang & Fuzhou Dong - 4044-4061 Incomplete ordinal panel responses with initial condition and skew-normal random effect
by Shadi Saeidi Jeyberi & Mohammad Reza Zadkarami - 4062-4082 A general similarity measure for simple correspondence analysis
by Eric J. Beh & Rosaria Lombardo - 4083-4100 A goodness-of-fit measure for logistic regression under separation
by Naoki Kotani & Takeshi Kurosawa & Nobuoki Eshima - 4101-4120 Feature screening filter for high dimensional survival data in the reproducing kernel Hilbert space
by Sanghun Jeong & Sanghun Shin & Hojin Yang - 4121-4140 Modeling and analysis of uncertain Bass diffusion model driven by uncertain Liu process
by Bo Li & Ziyu Tao - 4141-4161 Residual extropy in ranked set sampling: Properties, comparative analysis, and estimation
by Guoxin Qiua & Mohammad Z. Raqab & Hajar M. Alkhezi - 4162-4190 Generalized sinh-Gaussian random fields
by Mehdi Homayouni & Majid Jafari Khaledi - 4191-4206 Influence of process shifts in case of Six Sigma-based Bayesian control charts
by Ravichandran Joghee & Ishah Maria Mathew - 4207-4230 Asymptotic normality of a relative error functional regression estimator under left truncation and right censoring
by Adel Boucetta & Zohra Guessoum & Elias Ould-Said
June 2025, Volume 54, Issue 11
- 3135-3148 Negative cumulative extropy of uncertain variables with applications
by Saeid Tahmasebi & Hojat Ghimatgar & Hamed Ahmadzade - 3149-3173 Asymptotic estimates for ruin probabilities in a bidimensional delay-claim risk model with subexponential claims
by Yuchen Sun & Meng Yuan & Dawei Lu - 3174-3199 General weighted extropy of minimum and maximum ranked set sampling with unequal samples
by Santosh Kumar Chaudhary & Nitin Gupta - 3200-3213 Rank tests for the Latin square design
by G. C. Livingston Jr & J.C.W. Rayner - 3214-3253 Robust optimal reinsurance and investment strategy for an insurer and a reinsurer with default risks and jumps
by Qiang Zhang & Weiwei Wang & Qianqian Cui - 3254-3270 Bivariate total time on test transforms
by N. Unnikrishnan Nair & S. M. Sunoj - 3271-3291 The generalized asymptotic equipartiton property for higher-order non homogeneous markov information source
by Lyu Bai & Zhiyan Shi & Shu Bian & Xiaoyu Zhu - 3292-3306 Information geometry and alpha-parallel prior of the beta-logistic distribution
by Lin Jiu & Linyu Peng - 3307-3321 Calibration approach-based estimator of population total under successive sampling design
by Piyush Kant Rai & Shiwani Tiwari & Alka - 3322-3349 The rough Hawkes process
by Donatien Hainaut & Jing Chen & Enrico Scalas - 3350-3366 A new sine similarity measure based on evidence theory for conflict management
by Zhe Liu - 3367-3383 Some non parametric tests for umbrella alternatives in experimental design: A simulation study
by Nabanita Kakati & Bipin Gogoi - 3384-3391 Cumulative entropies and sums of moments of order statistics
by Francesco Buono & Udo Kamps & Maria Kateri - 3392-3406 Estimation of change-point in the covariate effects on restricted mean survival time
by Xiaoran Yang & Fangfang Bai - 3407-3417 Estimation of sensitive trait proportion using Kuk’s randomized response model with auxiliary information
by Javid Shabbir & Sat Gupta - 3418-3442 Functional quantile regression with missing data in reproducing kernel Hilbert space
by Xiao-Ge Yu & Han-Ying Liang
May 2025, Volume 54, Issue 10
- 2807-2826 A New Modified Generalized Two Parameter Estimator for linear regression model
by Bavneet Kaur Sidhu & Manoj Kumar Tiwari & Vikas Bist & Manoj Kumar & Anurag Pathak - 2827-2843 A new general biased estimator in linear measurement error model
by Pragya Goyal & Manoj K. Tiwari & Vikas Bist & Faisal Ababneh - 2844-2862 Equivalence tests under the non mixture and mixture cure fraction models
by Pao-sheng Shen - 2863-2901 Smoothed empirical likelihood estimation and automatic variable selection for an expectile high-dimensional model
by Gabriela Ciuperca - 2902-2923 Parameter estimation for stochastic SIR model
by Shuang Li & Jie Xiong - 2924-2944 A double sampling multivariate GLR control charting method for joint monitoring of process mean vector and covariance matrix under additive covariate model
by Mohammad Saadati & Ali Salmasnia & Mohammad Reza Maleki - 2945-2958 Joint value-at-risk and expected shortfall regression for location-scale time series models
by Shoukun Jiao & Wuyi Ye - 2959-2979 Asymptotic normality of local linear functional regression estimator based upon censored data
by Sarra Leulmi - 2980-2989 Some potential theorems for countable transient jump processes
by Zhi-Sheng Tong & Zhi-Wen Cheng & Xiu-Fang Liu & Ying-Chuan Jing - 2990-3007 Asymptotics for ruin probabilities of a bidimensional risk model with a random number of delayed claims
by Yiqiao Jia & Zhangting Chen & Dongya Cheng - 3008-3023 Generalized extended triangular designs: Construction and online generation
by Mohd Harun & Cini Varghese & Ashutosh Dalal - 3024-3051 Projection tests for regression coefficients in high-dimensional partial linear models
by Mengyao Li & Jiangshe Zhang & Jun Zhang - 3052-3075 A note on Bayesian inference for the bivariate pseudo-exponential model
by Veeranna Banoth - 3076-3093 Moderate deviations for multidimensional aggregate claims with arbitrary dependence between claim sizes and waiting times
by Xinmei Shen & Lei Liu - 3094-3113 Some asymptotic results of a kNN conditional mode estimator for functional stationary ergodic data
by Somia Guenani & Wahiba Bouabsa & Fetitah Omar & Mohammed Kadi Attouch & Salah Khardani - 3114-3133 On the asymptotic normality of trimmed and winsorized L-statistics
by Chudamani Poudyal