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Content
July 2020, Volume 49, Issue 13
- 3267-3285 A method of constructing test for the parameter of family of lifetime distributions under Type-II censored sample
by Ashok Shanubhogue & Rajendra G. Desai - 3286-3297 Small area estimation using reduced rank regression models
by Tatjana von Rosen & Dietrich von Rosen - 3298-3312 Nonparametric analysis of recurrent gap time data
by Pao-sheng Shen & Yu-Hsing Lai - 3313-3328 Minimizing the expected time to detect a randomly located lost target using 3-dimensional search technique
by Tomás Caraballo & Abd El-Moneim Anwar Teamah & Abd Al-Aziz Hosni El-Bagoury
June 2020, Volume 49, Issue 12
- 2817-2830 Local asymptotic normality for long-memory process with strong mixing noises
by Soraya Haddad & Karima Belaide - 2831-2868 Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns
by Helu Xiao & Zhongbao Zhou & Tiantian Ren & Yanfei Bai & Wenbin Liu - 2869-2886 PCA likelihood ratio test approach for attributed social networks monitoring
by M. Shaghaghi & A. Saghaei - 2887-2897 On some aspects of a general class of Yule distribution and its applications
by C. Satheesh Kumar & S. Harisankar - 2898-2912 Parameter change test for periodic integer-valued autoregressive process
by GangHyok Yu & SongGuk Kim - 2913-2930 Composite likelihood for aggregate data from clustered multistate processes under intermittent observation
by Shu Jiang & Richard J. Cook - 2931-2941 Asymptotic analysis of tail distortion risk measure under the framework of multivariate regular variation
by Guo-dong Xing & Xiaoli Gan - 2942-2963 Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method
by Salim Bouzebda & Yousri Slaoui - 2964-2989 Monitoring multivariate simple linear profiles using robust estimators
by Moslem Kordestani & Farid Hassanvand & Yaser Samimi & Hamid Shahriari - 2990-3009 The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood
by Shuxia Zhang & Xinrong Cong & Boping Tian & Yanpeng Li & Mingjun Yao - 3010-3025 Life distribution properties of a new δ - shock model
by Hamed Lorvand & Alireza Nematollahi & Mohammad Hossien Poursaeed - 3026-3043 Parameter estimation of Lindley step stress model with independent competing risk under type 1 censoring
by Sharon Varghese A & V. S. Vaidyanathan - 3044-3062 Copulas checker-type approximations: Application to quantiles estimation of sums of dependent random variables
by A. Cuberos & E. Masiello & V. Maume-Deschamps - 3063-3072 A note on joint mix random vectors
by Yugu Xiao & Jing Yao
June 2020, Volume 49, Issue 11
- 2561-2584 Local linear estimate of the point at high risk: Spatial functional data case
by M. Abeidallah & B. Mechab & T. Merouan - 2585-2606 On construction of constant block-sum partially balanced incomplete block designs
by Ravindra Khattree - 2607-2622 Inference of the derivative of nonparametric curve based on confidence distribution
by Na Li & Xuhua Liu - 2623-2633 Assurance test and its equivalent truncated sequential test
by Sigui Hu & Honglei Wang - 2634-2647 Use of scrambled response for estimating mean of the sensitivity variable
by Aamir Sanaullah & Iram Saleem & Javid Shabbir - 2648-2670 Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima
by Jianxi Lin - 2671-2689 Model averaging by jackknife criterion for varying-coefficient partially linear models
by Guozhi Hu & Weihu Cheng & Jie Zeng - 2690-2702 The Kaplan–Meier estimator and hazard estimator for censored END survival time observations
by Yongming Li & Yong Zhou - 2703-2712 Confidence intervals, significance values, maximum likelihood estimates, etc. sharpened into Occam’s razors
by David R. Bickel - 2713-2727 Benchmark profile and inferences for joint-exposure quantal data in quantitative risk assessment
by Lucy Kerns - 2728-2748 Water cycle algorithm for solving the reliability-redundancy allocation problem with a choice of redundancy strategies
by Narges Mahdavi-Nasab & Mostafa Abouei Ardakan & Mohammad Mohammadi - 2749-2769 Nonparametric kernel estimation of expected shortfall under negatively associated sequences
by Zhongde Luo & Haizhen Meng - 2770-2786 On the almost sure convergence for sums of negatively superadditive dependent random vectors in Hilbert spaces and its application
by Son Cong Ta & Cuong Manh Tran & Dung Van Le - 2787-2799 Comparing ratios of the mean to a power of variance in two samples via self-normalized test statistics
by Shu Ding & Baisuo Jin & Yuehua Wu & Jing Li & Baiqi Miao - 2800-2816 Weak consistency of M-estimator in linear regression model with asymptotically almost negatively associated errors
by Yu Zhang & Xinsheng Liu & Hongchang Hu
May 2020, Volume 49, Issue 10
- 2305-2320 Predicting effective customer lifetime: an application of survival analysis for telecommunication industry
by Gunjan Bansal & Adarsh Anand & V. S. S. Yadavalli - 2321-2338 Further results on the vecd operator and its applications
by Daisuke Nagakura - 2339-2355 A note on the multivariate generalized asymmetric Laplace motion
by Patrizia Semeraro - 2356-2364 Frequentist-Bayesian Monte Carlo testing
by Ivair R. Silva & Reinaldo Marques - 2365-2383 The robustness of response surface designs with errors in factor levels
by Juntao Fang & Zhen He & Shuguang He & Guodong Wang - 2384-2409 Markov switch smooth transition HYGARCH model: Stability and estimation
by Ferdous Mohammadi Basatini & Saeid Rezakhah - 2410-2428 A Conway Maxwell Poisson type generalization of the negative hypergeometric distribution
by Sudip Roy & Ram C. Tripathi & Narayanaswamy Balakrishnan - 2429-2447 On estimating the reliability in a multicomponent stress-strength model based on Chen distribution
by Tanmay Kayal & Yogesh Mani Tripathi & Sanku Dey & Shuo-Jye Wu - 2448-2465 Asymptotic cumulants of the minimum phi-divergence estimator for categorical data under possible model misspecification
by Haruhiko Ogasawara - 2466-2484 A self-reliant projected information criterion for the number of factors
by Mingjing Chen - 2485-2497 Variance estimation in adaptive cluster sampling
by Uzma Yasmeen & Mary Thompson - 2498-2513 Three-level blocked regular designs with general minimum lower order confounding
by Yanfei Wang & Zhiming Li & Runchu Zhang - 2514-2528 On the distribution of quotient of random variables conditioned to the positive quadrant
by Yuancheng Si & Saralees Nadarajah & Xiaodong Song - 2529-2539 Statistical inference of agreement coefficient between two raters with binary outcomes
by Tetsuji Ohyama - 2540-2559 Estimation of population distribution function involving measurement error in the presence of non response
by Mazhar Yaqub & Javid Shabbir
May 2020, Volume 49, Issue 9
- 2049-2064 Improved estimation of a function of scale parameter of a doubly censored exponential distribution
by Lakshmi Kanta Patra & Somesh Kumar & B. M. Golam Kibria - 2065-2079 Nonparametric inference on mean residual life function with length-biased right-censored data
by Hongping Wu & Ang Shan - 2080-2093 On the confusion matrix in credit scoring and its analytical properties
by Guoping Zeng - 2094-2109 Slow-explosive AR(1) processes converging to random walk
by Tae Yoon Kim & Sun Young Hwang - 2110-2130 Optimal investment and premium control for insurers with ambiguity
by Bing Liu & Ming Zhou & Peng Li - 2131-2157 Semiparametric multiple kernel estimators and model diagnostics for count regression functions
by Lamia Djerroud & Tristan Senga Kiessé & Smail Adjabi - 2158-2175 A stochastic model of cyber attacks with imperfect detection
by Rui Fang & Xiaohu Li - 2176-2188 Parameter estimation for the skew Ornstein-Uhlenbeck processes based on discrete observations
by Xiaoyu Xing & Danfeng Zhao & Bing Li - 2189-2204 A synthetic control chart for monitoring the small shifts in a process mean based on an attribute inspection
by Wenhui Zhou & Na Liu & Zhibin Zheng - 2205-2216 Fractional approaches for the distribution of innovation sequence of INAR(1) processes
by Josemar Rodrigues & Marcelo Bourguignon & Manoel Santos-Neto & N. Balakrishnan - 2217-2236 General composite quantile regression: Theory and methods
by Yanke Wu & Maozai Tian & Man-Lai Tang - 2237-2252 An improved and efficient biased estimation technique in logistic regression model
by Yasin Asar & Jibo Wu - 2253-2263 Some new construction of circular weakly balanced repeated measurements designs in periods of two different sizes
by Sajid Hussain & Rashid Ahmed & Muhammad Aslam & Azhar Shah & H. M. Kashif Rasheed - 2264-2284 Properties of the beta regression model for small area estimation of proportions and application to estimation of poverty rates
by Ryan Janicki - 2285-2294 Strong law of large numbers of the delayed sums for Markov Chains indexed by a Cayley tree
by Pingping Zhong & Weiguo Yang & Jie Yang - 2295-2304 A note on the semiparametric approach to dimension reduction
by Bin Sun & Yuehua Wu & Wenzhi Yang & Yuejiao Fu
April 2020, Volume 49, Issue 8
- 1793-1800 Restricted minimax estimation in semiparametric linear models
by Hadi Emami - 1801-1817 Analyzing multiple vector autoregressions through matrix-variate normal distribution with two covariance matrices
by Nuttanan Wichitaksorn - 1818-1839 An empirical likelihood-based CUSUM for on-line model change detection
by Ghislain Verdier - 1840-1857 A mixed double sampling plan based on Cpk
by Saminathan Balamurali & Muhammad Aslam & Liaquat Ahmad & Chi-Hyuck Jun - 1858-1872 E-Bayesian estimation and its E-posterior risk of the exponential distribution parameter based on complete and type I censored samples
by Ming Han - 1873-1893 Why does “last week” reporting give higher estimates than “last month”?
by Diganta Mukherjee & Prabir Chaudhury - 1894-1903 The exponential distribution analog of the Grubbs–Weaver method
by Andrew V. Sills & Charles W. Champ - 1904-1920 The Bayes rule of the parameter in (0,1) under Zhang’s loss function with an application to the beta-binomial model
by Ying-Ying Zhang & Yu-Han Xie & Wen-He Song & Ming-Qin Zhou - 1921-1932 Some properties of general minimum lower-order confounding designs
by Qi Zhou & Xue Yang & Ziyang Yang - 1933-1959 Test of parameter changes in a class of observation-driven models for count time series
by Yunwei Cui & Rongning Wu - 1960-1974 Test for comparing complete expectations of life of two groups
by Kanchan Jain & Harmanpreet Singh Kapoor & Isha Dewan - 1975-1988 On a class exhibiting trend change in average failure rate
by Priyanka Majumder & Murari Mitra - 1989-2007 On generalized interval entropy
by Chanchal Kundu & Shivangi Singh - 2008-2024 Shrinkage estimation of location parameters in a multivariate skew-normal distribution
by Tatsuya Kubokawa & William E. Strawderman & Ryota Yuasa - 2025-2048 Generalized modified slash distribution with applications
by Jimmy Reyes & Inmaculada Barranco-Chamorro & Héctor W. Gómez
April 2020, Volume 49, Issue 7
- 1537-1560 Penalized proportion estimation for non parametric mixture of regressions
by Qinghua Ji & Zheng Ji - 1561-1577 A classifier under the strongly spiked eigenvalue model in high-dimension, low-sample-size context
by Aki Ishii - 1578-1591 The echelon Markov and Chebyshev inequalities
by Haruhiko Ogasawara - 1592-1602 Exponentiated models preserve stochastic orderings of parallel and series systems
by Narayanaswamy Balakrishnan & Ghobad Barmalzan & Abedin Haidari - 1603-1628 Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators
by Vitaliy Oryshchenko - 1629-1634 A note on Whittaker–Henderson graduation: Bisymmetry of the smoother matrix
by Hiroshi Yamada - 1635-1652 Spectral representation and autocovariance structure of Markov switching DSGE models
by Maddalena Cavicchioli - 1653-1664 On lacunary weak statistical convergence of order α
by Sinan Ercan & Yavuz Altin & Çiğdem A. Bektaş - 1665-1694 Accelerating the premiums for annuities, life annuities and life insurance
by Burcu Alpman & Deniz Ünal - 1695-1711 Equilibrium strategies in a constant retrial queue with setup time and the N-policy
by Meng Zhou & Liwei Liu & Xudong Chai & Zhen Wang - 1712-1729 A generalized ordered Probit model
by Carla Johnston & James McDonald & Kramer Quist - 1730-1741 Asymptotic results for lower exponential spacings
by Alexandre Berred & Alexei Stepanov - 1742-1760 Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times
by Dongya Cheng & Changjun Yu - 1761-1767 On δ-shock model in a multi-state system
by Mohammad Hossein Poursaeed - 1768-1779 Ordering properties of largest order statistics from independent and heterogeneous Dagum populations
by Longxiang Fang & Meifang Cheng & Daoxiang Cao & Ying Ding - 1780-1791 A note on complete moment convergence for coordinatewise negatively associated random vectors in Hilbert spaces
by Mi-Hwa Ko - 1792-1792 Correction
by The Editors
March 2020, Volume 49, Issue 6
- 1281-1298 Reducing sample size needed for cox-proportional hazards model analysis using more efficient sampling method
by Hani M. Samawi & Lili Yu & Haresh Rochani & Robert Vogel - 1299-1310 Design of a sign chart using a new EWMA statistic
by Muhammad Aslam & Muhammad Ali Raza & Muhammad Azam & Liaquat Ahmad & Chi-Hyuck Jun - 1311-1329 Some characterizations and properties of COM-Poisson random variables
by Bo Li & Huiming Zhang & Jiao He - 1330-1356 Item count technique with no floor and ceiling effects
by Tasos C. Christofides & Eleni Manoli - 1357-1374 New approximations for standard normal distribution function
by Omar M. Eidous & Rima Abu-Shareefa - 1375-1401 Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models
by Paulo H. Ferreira & Francisco Louzada - 1402-1421 On generalized conditional cumulative residual inaccuracy measure
by Amit Ghosh & Chanchal Kundu - 1422-1434 Robust Bayesian analysis for parallel system with masked data under inverse Weibull lifetime distribution
by Jing Cai & Yimin Shi & Yongjin Zhang - 1435-1445 Limit theorems for identically distributed martingale difference
by Yu Miao & Jianyong Mu & Shuili Zhang - 1446-1461 Optimal nonparametric estimator of the area under ROC curve based on clustered data
by Yougui Wu - 1462-1474 Construction of incomplete Sudoku square and partially balanced incomplete block designs
by Parneet Kaur & Davinder Kumar Garg - 1475-1494 Minimum distance estimation in linear regression with strong mixing errors
by Jiwoong Kim - 1495-1512 Kernel density estimation for hierarchical data
by Christopher M. Wilson & Patrick Gerard - 1513-1527 Non-parametric estimation of copula based mutual information
by Baby Alpettiyil Krishnankutty & Rajesh Ganapathy & Paduthol Godan Sankaran - 1528-1536 Prediction intervals for hypergeometric distributions
by Kalimuthu Krishnamoorthy & Shanshan Lv
March 2020, Volume 49, Issue 5
- 1025-1042 Improved likelihood ratio tests in a measurement error model for multivariate replicated data
by Chunzheng Cao & Yahui Wang & Shaobo Jin & Yunjie Chen - 1043-1081 Bayesian and classical estimation of R=P(X
by Akram Kohansal - 1082-1098 Law of the iterated logarithm for error density estimators in nonlinear autoregressive models
by Tianze Liu & Yong Zhang - 1099-1119 Limit distributions of random record model in a stationary Gaussian sequence
by M. A. Abd Elgawad & H. M. Barakat & S. Xiong - 1120-1131 An improved gray interval forecast method and its application
by Wen-ze Wu & Tao Zhang - 1132-1157 Large deviations for method-of-quantiles estimators of one-dimensional parameters
by Valeria Bignozzi & Claudio Macci & Lea Petrella - 1158-1173 Complete moment convergence for partial sums of arrays of rowwise negatively superadditive dependent random variables
by Meiqian Chen & Kan Chen & Zijian Wang & Zhengliang Lu & Xuejun Wang - 1174-1200 Estimation of a covariance matrix in multivariate skew-normal distribution
by Hisayuki Tsukuma & Tatsuya Kubokawa - 1201-1216 Some remarks on fundamental formulas and facts in the statistical analysis of a constrained general linear model
by Yongge Tian & Jie Wang - 1217-1231 Empirical likelihood based estimation for a class of functional coefficient ARCH-M models
by Peixin Zhao & Yiping Yang & Xiaoshuang Zhou - 1232-1247 A nonparametric EWMA chart with auxiliary information for process mean
by Abdul Haq - 1248-1260 Testing the equality of two double-parameter exponential distributions via overlap coefficient
by Yuejin Zhou & Ting Chen & Qianjin Zhao & Tao Jiang - 1261-1271 Further results on residual life and inactivity time at random time
by Arijit Patra & Chanchal Kundu - 1272-1280 On the dividends of the risk model with Markovian barrier
by Qingbin Meng & Junna Bi
February 2020, Volume 49, Issue 4
- 769-780 On the convergence rate of the elitist genetic algorithm based on mutation probability
by André G. C. Pereira & Viviane S. M. Campos & André L. S. de Pinho & Carla A. Vivacqua & Roberto T. G. de Oliveira - 781-808 A survey of a hurdle model for heavy-tailed data based on the generalized lambda distribution
by D. Marcondes & C. Peixoto & A. C. Maia - 809-826 Asymptotic inference of least absolute deviation estimation for AR(1) processes
by Xinghui Wang & Huilong Wang & Hongrui Wang & Shuhe Hu - 827-844 Extreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold framework
by Xu Zhao & Weihu Cheng & Pengyue Zhang - 845-863 Correlated inverse Gaussian frailty models for bivariate survival data
by David D. Hanagal & Arvind Pandey - 864-878 A novel wavelet artificial neural networks method to predict non-stationary time series
by Mitra Ghanbarzadeh & Mina Aminghafari - 879-893 Statistical process control (SPC) for short production run with Cauchy distribution, a case study with corrected numbers approach
by Hassan Naseri & S. Esmaeil Najafi & Abbas Saghaei - 894-908 Two-stage false discovery rate in microarray studies
by Joonsung Kang - 909-923 New definition of the cross entropy based on the Dempster-Shafer theory and its application in a decision-making process
by Mehran Khalaj & Reza Tavakkoli-Moghaddam & Fereshteh Khalaj & Ali Siadat - 924-941 Lower-order confounding information of inverse Yates-order two-level designs
by Zhi-Ming Li & Ming-Ming Li & Sheng-Li Zhao - 942-957 Ordering results for individual risk model with dependent Location-Scale claim severities
by Sameen Naqvi & Yiying Zhang & Peng Zhao - 958-976 On the joint Type-II progressive censoring scheme
by Shuvashree Mondal & Debasis Kundu - 977-996 Variable selection for semiparametric random-effects conditional density models with longitudinal data
by Xiaohui Yuan & Yue Wang & Tianqing Liu - 997-1007 An alternate approach for sample size determination in a multi-regional trial
by Feng-shou Ko - 1008-1024 The average of a negative-binomial Lévy process and a class of Lerch distributions
by Weixuan Xia
February 2020, Volume 49, Issue 3
- 513-530 Asymptotic normality of a conditional hazard function estimate in the single index for quasi-associated data
by Daoudi Hamza & Boubaker Mechab & Chikr Elmezouar Zouaoui - 531-551 Moderate deviations for the random weighted sums of WUOD random variables with consistently varying tails
by Dawei Lu & Xiaoyan Chen & Jinghai Feng - 552-566 The effect of measurement error on the process incapability index
by Bahram Sadeghpour Gildeh & Zainab Abbasi Ganji - 567-589 Quadratic reflected BSDEs and related obstacle problems for PDEs
by Zongyuan Huang & Haiyang Wang & Zhen Wu & Zhiyong Yu - 590-606 Optimal confidence intervals for the geometric parameter
by Mo Yang & Borek Puza - 607-630 On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions
by Mehmet Niyazi Çankaya & Olcay Arslan - 631-647 Least squares orthogonal polynomial regression estimation for irregular design
by Waldemar Popiński - 648-669 Optimal investment-consumption and life insurance with capital constraints
by Calisto Guambe & Rodwell Kufakunesu - 670-696 A Bayesian analysis for the Mann-Whitney statistic
by Richard A. Chechile - 697-725 Nonparametric predictive inference for diagnostic test thresholds
by Tahani Coolen-Maturi & Frank P. A. Coolen & Manal Alabdulhadi - 726-737 A new stochastic mixed Liu estimator in linear regression model
by Yong Li - 738-754 A flexible procedure for formulating probability distributions on the unit interval with applications
by Josemar Rodrigues & Jorge L. Bazán & Adriano K. Suzuki - 755-768 An asymptotic equivalence of the cross-data and predictive estimators
by Haruhiko Ogasawara
January 2020, Volume 49, Issue 2
- 257-280 Estimation of impulse response functions in two-output systems
by Irina Blazhievska & Vladimir Zaiats - 281-306 Probability inequalities for sums of NSD random variables and applications
by Ting Cai & Hong Chang Hu - 307-324 Estimation of population size in entropic perspective
by Zhiyi Zhang & Chen Chen & Jialin Zhang - 325-342 Nonparametric density estimation based on beta prime kernel
by Elif Erçelik & Mustafa Nadar - 343-360 Robust Bayesian inference via γ-divergence
by Tomoyuki Nakagawa & Shintaro Hashimoto - 361-384 Bivariate and multivariate distributions with bimodal marginals
by Ismihan Bayramoglu - 385-402 Further research on limit theorems for self-normalized sums
by Yong Zhang - 403-420 On characterizations of some bivariate continuous distributions by properties of higher-degree bivariate stop-loss transforms
by N. Unnikrishnan Nair & S. M. Sunoj & Vipin N. - 421-429 An approach to use of an adaptive procedure to clinical trials for molecularly heterogenous subject selection at interim
by Feng-shou Ko - 430-440 Weak and strong laws of large numbers for sub-linear expectation
by Cheng Hu - 441-453 The multivariate Markov and multiple Chebyshev inequalities
by Haruhiko Ogasawara - 454-470 Alternative expectation formulas for real-valued random vectors
by Haruhiko Ogasawara - 471-484 Statistical inference for Vasicek-type model driven by self-similar Gaussian processes
by Qian Yu - 485-499 The probabilistic support Kendall correlation and its transitivity properties
by Ruiting Lian & Changle Zhou & Ben Goertzel - 500-512 The normal tempered stable regression model
by Mahdi Louati & Afif Masmoudi & Farouk Mselmi
January 2020, Volume 49, Issue 1
- 1-15 Adaptive ridge estimator in a linear regression model with spherically symmetric error under constraint
by Younes Ommane & Idir Ouassou - 16-26 Asymptotic behavior of the ratio of weak kth records
by Krzysztof Jasiński - 27-43 A new test for exponentiality against HNBUE alternatives
by Shyamal Ghosh & Murari Mitra - 44-60 An adjusted cumulative Kullback-Leibler information with application to test of exponentiality
by Younes Zohrevand & Reza Hashemi & Majid Asadi - 61-77 Approximating Symmetric Distributions via Sampling and Coefficient of Variation
by Ioanna Papatsouma & Nikolaos Farmakis - 78-87 An EM algorithm for fitting a mixture model with symmetric log-concave densities
by Xiao Pu & Ery Arias-Castro - 88-98 Convergence rates in the law of large numbers for END linear processes with random coefficients
by S. Mohammad Hosseini & Ahmad Nezakati - 99-115 A stratified randomized response model for sensitive characteristics using non identical trials
by Zawar Hussain & Salman A. Cheema & Ishtiaq Hussain - 116-124 Sample size calculation for count outcomes in cluster randomization trials with varying cluster sizes
by Jijia Wang & Song Zhang & Chul Ahn - 125-134 Orthogonal arrays and designs for partial triallel crosses
by Mahendra Kumar Sharma & Yabebal Ayalew & Anshula Pandey - 135-151 Kernel estimation of regression function gradient
by Monika Kroupová & Ivana Horová & Jan Koláček - 152-168 Empirical study of robust estimation methods for PAR models with application to the air quality area
by Carlo Corrêa Solci & Valdério Anselmo Reisen & Alessandro José Queiroz Sarnaglia & Pascal Bondon - 169-177 A pseudo restricted MLE under multivariate order restrictions and its algorithm
by Xiaomi Hu - 178-188 Volatility forecasting of financial time series using wavelet based exponential generalized autoregressive conditional heteroscedasticity model
by Siti Aisyah Mohammed & Mohd Aftar Abu Bakar & Noratiqah Mohd Ariff - 189-202 Regression analysis of interval-censored failure time data with cured subgroup and mismeasured covariates
by Yeqian Liu & Tao Hu & Jianguo Sun - 203-220 On the choice of the mesh for the analysis of geostatistical data using R-INLA
by Ana Julia Righetto & Christel Faes & Yannick Vandendijck & Paulo Justiniano Ribeiro - 221-242 Bivariate distributions with transmuted conditionals: Models and applications
by José María Sarabia & A. Vincent Raja & G. Asha - 243-256 Bounds on the efficiency of unbalanced ranked-set sampling
by Jesse Frey
December 2019, Volume 48, Issue 24
- 5923-5942 Pricing longevity-linked derivatives using a stochastic mortality model
by Yige Wang & Nan Zhang & Zhuo Jin & Tin Long Ho - 5943-5952 On the UMVU estimator for the generalized variance of the multinomial family
by Abdelaziz Ghribi - 5953-5968 Fractional Lévy stable motion time-changed by gamma subordinator
by Janusz Gajda & Agnieszka Wylomanska & Arun Kumar - 5969-5984 Central limit theorems of range-based estimators for diffusion models
by Jingwei Cai & Quanxin Zhu & Ping Chen & Xia Mei - 5985-6004 Parameter estimation for semiparametric ordinary differential equation models
by Hongqi Xue & Arun Kumar & Hulin Wu - 6005-6018 Efficient regression modeling for correlated and overdispersed count data
by Xiaomeng Niu & Hyunkeun Ryan Cho - 6019-6037 The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate
by Zhongqin Gao & Jingmin He - 6038-6053 Block designs for incomplete factorial treatment structures with two factors
by Shyamsundar Parui & Rajender Parsad & B. N. Mandal & Sukanta Dash - 6054-6062 Some new third order designs robust to one missing observation
by Fareeha Rashid & Atif Akbar & Zahra Zafar - 6063-6079 Statistical inference for the accelerated failure time model under two-stage generalized case–cohort design
by Yongxiu Cao & Yueyong Shi & Jichang Yu - 6080-6097 Construction of optimal reliability test plans for multi-state coherent systems of type 1
by Leena Kulkarni & Sanjeev Sabnis - 6098-6118 On the choice of instruments in mixed frequency specification tests
by Yun Liu & Yeonwoo Rho