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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
May 2025, Volume 54, Issue 9
- 2507-2532 Asymptotic in a class of network models with an increasing sub-Gamma degree sequence
by Jing Luo & Haoyu Wei & Xiaoyu Lei & Jiaxin Guo - 2533-2548 Truncated correlation coefficient test for two random vectors
by Zhenzhen Jiang & Yuan She & Zhen Meng - 2549-2564 Monitoring general linear profiles with between-profile correlation using the MEWMA based on U statistic
by Yimin Zheng & Feng Xu - 2565-2577 Trajectory fitting estimation for integrated Ornstein-Uhlenbeck process driven by Lévy process
by Xuekang Zhang & Xiaotai Wu - 2578-2598 A new regression model under informative censoring mechanism with applications
by Valdemiro Piedade Vigas & Edwin M. M. Ortega & Gauss M. Cordeiro & Giovani L. Silva & Paulo C. dos Santos Junior - 2599-2608 A note on convex stochastic dominance and diversification with applications
by Martín Egozcue - 2609-2622 B spline-based estimating equation for varying-coefficient transformation models with right censored data
by Min Wang & Jianbo Li & Qin Zhou & Dongmei Zhou & Riquan Zhang - 2623-2656 On non parametric kernel estimation of the mode of the regression function in the strong mixing random design model with censored data
by Salim Bouzebda & Salah Khardani & Yousri Slaoui - 2657-2674 High dimensional discriminant analysis under weak sparsity
by Yao Wang & Zeyu Wu & Cheng Wang - 2675-2689 An effective statistic and robust block designs for studying outliers in incomplete multiresponse experiment
by Raju Kumar - 2690-2722 Multivariate range Value-at-Risk and covariance risk measures for elliptical and log-elliptical distributions
by Baishuai Zuo & Chuancun Yin & Jing Yao - 2723-2740 New latent variable model with varying-coefficients
by Hao Cheng - 2741-2758 Reliability indices of multi-state repairable m-out-of-r-within-k-out-of-n system using Lz-transform method
by Ayush Singh & Vaibhav Bisht & S. B. Singh - 2759-2772 Classical and Bayesian estimations of performance measures in Geo/Geo/1 queue
by Yang Song & Xinying Liu - 2773-2790 Bayesian generalized likelihood ratio chart for Gaussian process variance with an application to monitoring hard-bake processes
by Hongxing Cai & Amitava Mukherjee & Wei Yang & Jiujun Zhang - 2791-2805 Hidden Markov model with Pitman-Yor priors for probabilistic topic model
by Jianjie Guo & Lin Guo & Wenchao Xu & Haibin Zhang
April 2025, Volume 54, Issue 8
- 2227-2245 A link of extropy to entropy for continuous random variables via the generalized ϕ–entropy
by Francesco Buono & Maria Kateri - 2246-2250 A probabilistic proof of some integral formulas involving incomplete gamma functions
by Robert E. Gaunt - 2251-2288 Divergences based Bayesian inference with censored data
by Mohamed Boukeloua - 2289-2304 Complete convergence theorems for weighted sums of extended negatively dependent random variables under sub-linear expectations
by Lunyi Liu & Qunying Wu - 2305-2319 Unifying the prediction strategies of Theil-Goldberger and Kibria-Lukman within linear mixed models
by Özge Kuran - 2320-2341 Copula-based Bayesian estimation of probabilities for two dependent non homogenous compound Poisson processes
by M. S. Aminzadeh - 2342-2359 Normal approximation for call function by refined Lindeberg principle
by Peng Chen & Jun Liu & Yaqian Lu & Ting Zhang - 2360-2377 Testing independence based on Spearman’s footrule in high dimensions
by Xiangyu Shi & Wei Zhang & Jiang Du & Eddy Kwessi - 2378-2392 Estimation of Population Mean Using Some Improved Imputation Methods for Missing Data in Sample Surveys
by M. K. Pandey & G. N. Singh & Togla Zaman - 2393-2411 SVR-based method for fixed effects interval-valued panel models
by Aibing Ji & Yu Cao & Jinjin Zhang & Qingqing Li - 2412-2428 Local Walsh-average regression for spatial autoregression single index varying coefficient models
by Wenhui Yang & Yunquan Song - 2429-2450 Kernel estimators for q-fractional diffusion processes with random effects using q-calculus
by Imen Badrani & Mondher Damak & Yousri Slaoui - 2451-2465 On model selection consistency using a kick-one-out method for selecting response variables in high-dimensional multivariate linear regression
by Ryoya Oda & Hirokazu Yanagihara & Yasunori Fujikoshi - 2466-2481 Convergence rate of sieves estimates for an autoregressive Hilbert space
by N. Bensmain - 2482-2505 Comonotonicity and counter-monotonicity: Review and implications for likelihood-based estimation
by Juliana Schulz & Christian Genest - 2506-2506 Correction
by The Editors
April 2025, Volume 54, Issue 7
- 1917-1929 Tail bounds for weighted sums of independent Poisson random variables
by Dawei Lu & Xiating Liu & Yan Wang - 1930-1952 Confidence intervals for the difference, relative risk and odds ratio based on inverse sampling
by K. Krishnamoorthy & Bao-Anh Maddux - 1953-1968 Efficient minimal balanced cross-over designs in higher-order carryover effects
by Jigneshkumar Gondaliya - 1969-1990 Generalized fiducial inference for the generalized logistic distribution: Censored and uncensored cases
by Menghan Li & Liang Yan & Meng Li & Qi Wang - 1991-2004 Modified outlier diagnostics for the extended exponential regression model with interval and right-censored data
by Jayanthi Arasan & Habshah Midi - 2005-2032 On randomly periodic strongly dependent time series, with applications to neural respiratory drive data
by Jan Beran & Jeremy Näscher & Stephan Walterspacher - 2033-2048 Optimal scheduling imperfect maintenance policy for a system with multiple random works
by Yen-Luan Chen & Chin-Chih Chang - 2049-2066 Precise large deviations for sums of dependent random variables with subexponential distribution
by Dawei Lu & Xiaoli Cai - 2067-2091 On the sieve M-estimation for a special bilinear time series model with time-functional variance noises
by Enwen Zhu & Ziwei Deng & Xiaohui Liu & Zhao Liang - 2092-2108 Comparative study on excess distribution estimation in iid settings
by Taku Moriyama - 2109-2129 Asymptotic results for recursive multivariate associated-kernel estimators of the probability density mass function of a data stream
by Amir Aboubacar & Célestin C Kokonendji - 2130-2157 A comparative analysis of several multivariate zero-inflated and zero-modified models with applications in insurance
by Pengcheng Zhang & David Pitt & Xueyuan Wu - 2158-2177 Sliced inverse regression via natural canonical thresholding
by Nadia Asrir & Abdallah Mkhadri - 2178-2206 Testing for independence of sets of high-dimensional normal vectors using random projection approach
by Dariush Najarzadeh - 2207-2224 Rank regression estimation for dynamic single index varying coefficient models
by Jun Sun & Xiaoqing Han & Mingtao Zhao & Kongsheng Zhang - 2225-2225 Bayesian Mediation Analysis for Time-to-Event Outcome: Investigating Racial Disparity in Breast Cancer Survival
by The Editors
March 2025, Volume 54, Issue 6
- 1569-1595 Robust time-consistent strategies of DC pension plans with the return of premiums clauses under inflation
by Zhehong Hao & Hao Chang & Mengke Kou - 1596-1622 A Mallows-type model averaging estimator for de-noise linear models
by Guozhi Hu & Haiqing Chen & Weihu Cheng & Jie Zeng - 1623-1636 Pricing of geometric average Asian option under the sub-diffusion Merton interest rate model
by Ping Zhao & Zhidong Guo - 1637-1660 High-dimensional partial correlation coefficients: A survey study of estimation Methods
by Jingying Yang & Guishu Bai & Xu Qin - 1661-1675 Semiparametric and multiplicative bias correction techniques for second-order discrete kernels
by Nabil Zougab & Benedikt Funke & Smail Adjabi - 1676-1701 Bayesian reliability acceptance sampling plans under interval censoring
by Rathin Das & Biswabrata Pradhan - 1702-1728 Equilibrium multi-period investment strategy for a DC pension plan with incomplete information: Hidden Markov model
by Lihua Bian & Ling Zhang - 1729-1746 Tweedie regularization model and application
by Wakaa Ali Hadba - 1747-1772 New neighborhoods in robustness and least favorable pairs for special capacities
by Itsuro Kakiuchi & Miyoshi Kimura - 1773-1804 A double generally weighted moving average control chart for monitoring zero-inflated Poisson processes
by Vasileios Alevizakos & Kashinath Chatterjee & Christos Koukouvinos - 1805-1812 Harmonic mean and geometric mean of a non negative random variable
by Changyong Feng & Hongyue Wang - 1813-1835 Credit default swap pricing with counterparty risk in a reduced form model with Hawkes process
by Yu Xing & Wei Wang & Xiaonan Su - 1836-1867 The consistency for CUSUM estimator of mean change-point model based on association
by Min Gao & Wenzhi Yang & Xiaoqin Li & Mei Yao - 1868-1879 Robust and efficient factorial designs under baseline parametrization
by Yu Liu & Min Ren & Shengli Zhao - 1880-1894 Quantile-based cumulative Kullback-Leibler divergence in past lifetime: Some properties and applications
by S.M. Sunoj & P. Saranya - 1895-1916 Ranked set sampling imputation methods in presence of correlated measurement errors
by Shashi Bhushan & Anoop Kumar
March 2025, Volume 54, Issue 5
- 1271-1286 Consistency of the frequency polygon estimators of density function and density mode under m-END samples
by Wei Wang & Hui Wang & Yi Wu - 1287-1298 A stratified estimation for sensitive variable using correlated scrambling variables
by Gi-Sung Lee & Ki-Hak Hong & Chang-Kyoon Son - 1299-1327 Orthogonal systems based stable estimator for non parametric regression problems
by Asma Ben Saber & Abderrazek Karoui - 1328-1353 On the asymptotic normality for integrated square error of Wegman-Davies recursive density estimators
by Yu Miao & Jun Ye - 1354-1369 General results on precise asymptotics for the stochastic heat equation
by Jingyu Li & Yong Zhang