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May 2021, Volume 50, Issue 9
- 2062-2079 Variable selection for semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters
by Guowang Luo & Mixia Wu - 2080-2095 Modelling the aggregate loss for insurance claims with dependence
by Ning Wang & Linyi Qian & Nan Zhang & Zehui Liu - 2096-2105 An interpretation of the properties of the propensity score in the regression framework
by Fei Wan - 2106-2116 Some aspects of reversed hazard rate and past entropy
by N. Unnikrishnan Nair & S. M. Sunoj & Rajesh G. - 2117-2135 Pricing default risk in mortgage-backed securities under a regime-switching reduced-form model
by Jie Guo & Xiaosong Qian & Guojing Wang - 2136-2160 Analysis of an unreliable single server batch arrival queue with two types of services under Bernoulli vacation policy
by Anjana Begum & Gautam Choudhury - 2161-2169 Tail probabilities of a random walk on an interval
by Ewa M. Kubicka & Grzegorz Kubicki & Małgorzata Kuchta & Michał Morayne - 2170-2187 Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models
by Miao Han & Xuefeng Song & Wei Wang & Shengwu Zhou - 2188-2200 Efficient inferences for linear transformation models with doubly censored data
by Sangbum Choi & Xuelin Huang - 2201-2209 Posterior propriety of bivariate lomax distribution under objective priors
by Sang Gil Kang & Woo Dong Lee & Yongku Kim
April 2021, Volume 50, Issue 8
- 1699-1708 On generalized invariant statistical convergence of weight g
by Ekrem Savaş - 1709-1727 Does the generalized mean have the potential to control outliers?
by Soumalya Mukhopadhyay & Amlan Jyoti Das & Ayanendranath Basu & Aditya Chatterjee & Sabyasachi Bhattacharya - 1728-1744 Outlier detection and accommodation in meta-regression models
by Min Zhang & Yong Li & Jun Lu & Lei Shi - 1745-1755 A computational method to compare spectral densities of independent periodically correlated time series
by Zongda He & Zhonglian Ma - 1756-1773 A consistent bayesian bootstrap for chi-squared goodness-of-fit test using a dirichlet prior
by Reyhaneh Hosseini & Mahmoud Zarepour - 1774-1780 New posterior distributions for the incidence of inefficiency in DEA scores
by Mehmet Güray Ünsal & Daniel Friesner & Robert Rosenman - 1781-1806 Optimal investment problem between two insurers with value-added service
by Yajie Wang & Ximin Rong & Hui Zhao & Danping Li - 1807-1837 Goodness-of-fit test for multistable Lévy processes
by R. Le Guével - 1838-1855 Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises
by Qingbo Wang & Guangjun Shen & Zhenlong Gao - 1856-1872 Lp (1
by Runyu Zhu & Dejian Tian - 1873-1883 On Bayes minimax estimators for a normal mean with an uncertain constraint†
by Éric Marchand & Theodoros Nicoleris - 1884-1896 Two sensitivity orders applied to the comparison of ROC curves
by Héctor M. Ramos & Jorge Ollero & Alfonso Suárez-Llorens - 1897-1910 Almost sure central limit theorem for the location and height of extreme order statistics and high values
by Luyun Ding & Zhongquan Tan - 1911-1924 Optimal prediction variance properties of some central composite designs in the hypercube
by Charity Uchenna Onwuamaeze - 1925-1935 A nonparametric procedure for changepoint detection in linear regression
by Jing Sun & Deepak Sakate & Sunil Mathur - 1936-1953 Conditional distance correlation sure independence screening for ultra-high dimensional survival data
by Shuiyun Lu & Xiaolin Chen & Hong Wang
April 2021, Volume 50, Issue 7
- 1532-1546 Estimation of the system reliability for generalized inverse Lindley distribution based on different sampling designs
by Fatma Gul Akgul & Keming Yu & Birdal Senoglu - 1547-1556 Data analysis in health and big data: A machine learning medical diagnosis model based on patients’ complaints
by Gökhan Silahtaroğlu & Nevin Yılmaztürk - 1557-1572 A novel flexible additive Weibull distribution with real-life applications
by Alamgir Khalil & Muhammad Ijaz & Kashif Ali & Wali Khan Mashwani & Muhammad Shafiq & Poom Kumam & Wiyada Kumam - 1573-1586 A credit default swap application by using quantile regression technique
by Yüksel Akay Ünvan - 1587-1598 The effects of “economic crisis” and “financial crisis” searches conducted in google on dollar/TL parity and a causality analysis
by Yüksel Akay Ünvan - 1599-1614 Impacts of Bitcoin on USA, Japan, China and Turkey stock market indexes: Causality analysis with value at risk method (VAR)
by Yüksel Akay Ünvan - 1615-1628 Market basket analysis with association rules
by Yüksel Akay Ünvan - 1629-1639 Model selection in linear regression using paired bootstrap
by Fazli Rabbi & Salahuddin Khan & Alamgir Khalil & Wali Khan Mashwani & Muhammad Shafiq & Pınar Göktaş & Yuksel.Akay Unvan - 1640-1655 New advanced outliers detection tests
by Alamgir Khalil & Salahuddin & Wali Khan Mashwani & Muhammad Shafiq & Saima Hassan & Wiyada Kumam - 1656-1670 Sparsely restricted penalized estimators
by Huseyin Guler & Ebru Ozgur Guler - 1685-1698 Hybrid differential evolutionary strawberry algorithm for real-parameter optimization problems
by Wali Khan Mashwani & Abdullah Khan & Atila Göktaş & Yuksel Akay Unvan & Ozgur Yaniay & Abdelouahed Hamdi
February 2021, Volume 50, Issue 7
- 1531-1531 Preface
by Atila Göktaş & Selahattin Kaçiranlar & Yilmaz Akdi
March 2021, Volume 50, Issue 6
- 1275-1294 Efficient multiple control variate method with applications to exotic option pricing
by Suhua Zhang & Chunxiang A & Yongzeng Lai - 1295-1313 On dynamic survival extropy
by E. I. Abdul Sathar & Dhanya Nair R. - 1314-1324 Joint estimation of the offspring mean and offspring variance of a second order branching process
by Mukund Ramtirthkar & Mohan Kale - 1325-1340 Variable selection for spatial autoregressive models
by Li Xie & Xiaorui Wang & Weihu Cheng & Tian Tang - 1341-1361 Calibration estimators for quantitative sensitive mean estimation under successive sampling
by Kumari Priyanka & Ajay Kumar & Pidugu Trisandhya - 1362-1369 Some results on maximum of expected sums of sequential minima
by V. B. Nevzorov & A. Stepanov - 1370-1386 On multinomial hidden Markov model for hierarchical manpower systems
by Akaninyene Udo Udom & Ukobong Gregory Ebedoro - 1387-1399 On strong limit theorems for general information sources with an application to AEP
by Zhong-Zhi Wang & Shan-Shan Yang & Hai-Feng Jiang & Fang-Qing Ding - 1400-1415 The design of Bayesian generalized likelihood ratio control chart for monitoring the normal process mean
by AliAkbar KazemiNia & Bahram Sadeghpour Gildeh & Zainab Abbasi Ganji - 1416-1445 Estimation and variable selection for partially linear additive models with measurement errors
by Rui Li & Shuchuan Mu & Ruili Hao - 1446-1455 Estimation of past inaccuracy measure for the right censored dependent data
by E. I. Abdul Sathar & K. V. Viswakala & G. Rajesh - 1456-1476 Joint distribution and marginal distribution methods for checking assumptions of generalized linear model
by Junyi Dong & Qiqing Yu - 1477-1501 A group bridge approach for component selection in nonparametric accelerated failure time additive regression model
by Longlong Huang & Karen Kopciuk & Xuewen Lu - 1502-1514 Ordering properties of the largest order statistics from Kumaraswamy-G models under random shocks
by Amarjit Kundu & Shovan Chowdhury - 1515-1529 A robust adjustment to McNemar test when the data are clustered
by Yougui Wu
March 2021, Volume 50, Issue 5
- 1019-1035 Lifetime behavior of discrete Markov chain censored δ shock model
by Ming Ma & Li Na Bian & Hua Liu & Jian Hua Ye - 1036-1058 Monitoring a bivariate INAR(1) process with application to Hepatitis A
by Francis G. Pascual & Sherzod B. Akhundjanov - 1059-1081 Equilibrium pricing of foreign exchange options under a discontinuous model with stochastic jump intensity
by Yu Xing & Dingcheng Wang & Xiaoping Yang - 1082-1098 Optimal investment and reinsurance problem with jump-diffusion model
by Mengmeng Guo & Xiu Kan & Huisheng Shu - 1099-1116 A new robust ratio estimator with reference to non-normal distribution
by Aamir Sanaullah & Azaz Ahmed & Muhammad Hanif - 1117-1133 A New Functional Estimation Procedure for Varying Coefficient Models
by Xingyu Yan & Xiaolong Pu & Xiaolei Xun & Yingchun Zhou - 1134-1160 Joint modeling for longitudinal set-inflated continuous and count responses
by Nastaran Sharifian & Ehsan Bahrami Samani & Mojtaba Ganjali - 1161-1172 Survival model induced by discrete frailty for modeling of lifetime data with long-term survivors and change-point
by Vicente G. Cancho & Gladys Barriga & Jeremias Leão & Helton Saulo - 1173-1199 Introduction, analysis and asymptotic behavior of a multi-level manpower planning model in a continuous time setting under potential department contraction
by V. A. Dimitriou & A. C. Georgiou - 1200-1209 Second order asymptotics for ruin probabilities of the delayed renewal risk model with heavy-tailed claims
by Jianxi Lin - 1210-1227 A class of strong deviation theorems for the random fields associated with bifurcating Markov chains indexed by a binary tree
by Pingping Zhong & Zhiyan Shi & Weiguo Yang & Fan Min - 1228-1239 A run shock-erosion model
by Mohammad Hossein Poursaeed - 1240-1249 Minimax rate in prediction for functional principal component regression
by Guangren Yang & Hongmei Lin & Heng Lian - 1250-1273 Jump-robust volatility estimation using dynamic dual-domain integration method
by Xu-Guo Ye & Yan-Yong Zhao
February 2021, Volume 50, Issue 4
- 763-791 Complete convergence and complete moment convergence for maximal randomly weighted sums of widely orthant-dependent random variables with applications
by Dawei Lu & Jialu Wang - 792-814 Reliability analysis of a two-dissimilar-unit warm standby repairable system with priority in use
by Jinting Wang & Nan Xie & Nan Yang - 815-836 Parametrizations, weights, and optimal prediction
by Azzouz Dermoune & Khalifa Es-Sebaiy & Mohammed Es.Sebaiy & Jabrane Moustaaid - 837-855 Estimation of marginal generalized linear model with subgroup auxiliary information
by Jie He & Xiaogang Duan & Shumei Zhang & Hui Li - 856-873 A New Perspective in Functional EIV Linear Models: Part II
by Ali Al-Sharadqah & Nicholas Woolsey - 874-889 New class of exponential estimators for finite population mean in two-phase sampling
by Tolga Zaman & Cem Kadilar - 890-909 A Distribution on the Simplex Arising from Inverted Chi-square Random Variables with Odd Degrees of Freedom
by Jose Maria Del Castillo - 910-931 Regression credibility estimator with two-level common effects
by Qiang Zhang & Ping Chen - 932-943 Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate
by Kaiyong Wang & Yanzhu Mao - 944-962 Hierarchical Bayesian models for continuous and positively skewed data from small areas
by Binod Manandhar & Balgobin Nandram - 963-978 Generalization of a statistical matrix and its factorization
by Ilker Akkus & Gonca Kizilaslan - 979-992 Robust-regression-type estimators for improving mean estimation of sensitive variables by using auxiliary information
by Nasir Ali & Ishfaq Ahmad & Muhammad Hanif & Usman Shahzad - 993-1017 Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon
by Peiqi Wang & Ximin Rong & Hui Zhao & Yajie Wang
February 2021, Volume 50, Issue 3
- 507-520 Designing variables sampling plans based on the yield index Spk
by Marziyeh Nesaee & Mohammad Saber Fallah Nezhad - 521-539 Small sample inference for exponential survival times with heavy right-censoring
by Robert L. Paige & Noroharivelo V. Randrianampy - 540-540 The new form Libby-Novick distribution
by Mohamed Ali Ahmed - 560-581 Parameter estimation for the exponential-Poisson distribution based on ranked set samples
by Abolfazl Joukar & Masoumeh Ramezani & S. M. T. K. MirMostafaee - 582-593 The first and second order moment structure of an inhomogeneous gamma point process
by Rodrigo Saul Gaitan & Keh-Shin Lii - 594-608 Complete and complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under the sub-linear expectations
by Fengxiang Feng & Dingcheng Wang & Qunying Wu & Haiwu Huang - 609-630 Identification of outlying and influential data with principal components regression estimation in binary logistic regression
by M. Revan Özkale - 631-662 A generalized family of estimators for estimating finite population mean in circular systematic sampling (CSS)
by Housila P. Singh & Anita Yadav & Swarangi M. Gorey - 663-684 Simultaneous testing of the mean vector and covariance matrix among k populations for high-dimensional data
by Masashi Hyodo & Takahiro Nishiyama - 685-710 Extreme value inference for quantile regression with varying coefficients
by Takuma Yoshida - 711-724 Optimal investment problem with complete memory on an infinite time horizon
by Hui Mi & Lei Li & Quanxin Zhu - 725-737 Estimation of accelerated failure time due to exposure risk using piecewise-exponential model in cohort follow-up study
by Eiji Nakashima - 738-746 Δλ-Statistical boundedness on time scales
by Yavuz Altin & Büşra Nur Er & Emrah Yilmaz - 747-761 Testing for error correlation in partially functional linear regression models
by Qian Li & Xiangyong Tan & Liming Wang
January 2021, Volume 50, Issue 2
- 251-279 A new extended generalized Gompertz distribution with statistical properties and simulations
by Hamid Karamikabir & Mahmoud Afshari & Morad Alizadeh & G. G Hamedani - 280-285 Stein’s method and the distribution of the product of zero mean correlated normal random variables
by Robert E. Gaunt - 286-296 Bernstein-von Mises theorem and Bayes estimation from single server queues
by Saroja Kumar Singh & Sarat Kumar Acharya - 297-310 Generally weighted moving average control charts using repetitive sampling
by Chi-Jui Huang & Jen-Hsiang Chen & Shin-Li Lu - 311-328 Wilcoxon-type rank-sum control charts based on progressively censored reference data
by Ioannis S. Triantafyllou - 329-344 The non-central negative binomial distribution: Further properties and applications
by Seng-Huat Ong & Kian-Kok Toh & Yeh-Ching Low - 345-357 A prediction analysis in a constrained multivariate general linear model with future observations
by Yuqin Sun & Hong Jiang & Yongge Tian - 358-370 Complete consistency for the estimator of nonparametric regression model based on martingale difference errors
by Shuili Zhang & Tiantian Hou & Cong Qu - 371-386 Response-based multiple imputation method for minimizing the impact of covariate detection limit in logistic regression
by Shahadut Hossain & Zahirul Hoque & Jacek Wesolowski - 387-399 On the estimation of non linear functions in stochastic volatility models
by Giuseppina Albano & Francesco Giordano & Cira Perna - 400-414 Simultaneous Bayesian modeling of longitudinal and survival data in breast cancer patients
by Ali Azarbar & Yu Wang & Saralees Nadarajah - 415-431 Bayesian two-stage design for drug screening trials with switching hypothesis tests based on continuous endpoints
by Nan Sun & Junjiang Zhong & Miin-Jye Wen - 432-445 Moderate deviations for the total population arising from a nearly unstable sub-critical Galton-Watson process with immigration
by Haotian Chen & Yong Zhang - 446-472 Binomial AR(1) processes with innovational outliers
by Huaping Chen & Qi Li & Fukang Zhu - 473-485 Standby redundancies at component level versus system level in series system
by Xingyu Yan & Yiying Zhang & Peng Zhao - 486-505 Common breaks in means for panel data under short-range dependence
by Daiqing Xi & Tianxiao Pang
January 2021, Volume 50, Issue 1
- () RETRACTED ARTICLE: The probable error in the hypothesis test of normal means using a small sample
by The Editors - 1-17 An efficient partial randomized response model for estimating a rare sensitive attribute using Poisson distribution
by Ghulam Narjis & Javid Shabbir - 18-34 Exact group sequential designs for two-arm experiments with Poisson distributed outcome variables
by Michael J. Grayling & James M. S. Wason & Adrian P. Mander - 35-60 A new approach to address multiplicity in hypothesis testing with constraints
by Huajiang Li & Hong Zhou - 61-72 Symmetry tests for manifold-valued random variables
by Juan Jesús Salamanca - 73-94 Rates of convergence of the adaptive elastic net and the post-selection procedure in ultra-high dimensional sparse models
by Yuehan Yang & Hu Yang - 95-104 Parameter estimation for certain nonstationary processes driven by α-stable motions
by Xuekang Zhang & Haoran Yi & Huisheng Shu - 105-115 Weak laws of large numbers for maximal weighted sums of random variables
by Fakhreddine Boukhari - 116-131 Improvements of the Markov and Chebyshev inequalities using the partial expectation
by Haruhiko Ogasawara - 132-142 Asymptotic behavior of expected shortfall for portfolio loss under bivariate dependent structure
by Shengxue Wei & Xiaoli Gan & Guodong Xing - 143-160 On new formulae for cumulative distribution function for McKay Bessel distribution
by Dragana Jankov Maširević & Tibor K. Pogány - 161-179 Operating characteristics of a subset selection procedure applied to a randomized response model for continuous data
by Alaa Elkadry & Gary C. McDonald - 180-202 Estimation and variable selection for a class of quantile regression models with multiple index
by Cun Han & Xiaofei Sun & Wenliang Gao - 203-215 A family of non-parametric tests for decreasing mean time to failure with censored data
by Sudheesh K. Kattumannil & Deemat C. Mathew - 216-236 Covariate adjustment via propensity scores for recurrent events in the presence of dependent censoring
by Youngjoo Cho & Debashis Ghosh - 237-248 Improved family of estimators using exponential function for the population mean in the presence of non-response
by Ceren Ünal & Cem Kadilar - 249-249 Statement of Retraction
by The Editors
September 2020, Volume 51, Issue 4
- 909-918 Hybrid method based on neural networks and Monte Carlo simulation in view of a tradeoff between accuracy and computational time
by Yacin Jerbi & Samira Chaabene
August 2020, Volume 51, Issue 4
- 863-882 Prediction of finite population parameters using parametric model under some loss functions
by Razieh Jafaraghaie - 883-894 Estimation for optimal treatment regimes with survival data under semiparametric model
by Yuexin Fang & Yong Zhou
November 2020, Volume 51, Issue 4
- 895-908 On a model of ordering random variables – the (i,k)-th record values
by Piotr Pawlas & Dominik Szynal
September 2020, Volume 50, Issue 21
- 4913-4933 Elliptical difference based ridge and Liu type estimators in partial linear measurement error models
by Hadi Emami & Ali Aghamohammadi - 4934-4962 Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics
by Monir Goudarzi & Mohammad Zokaei - 4963-4976 Approximate estimation in a class of directed networks
by Jing Luo & Qianqian Chen & Zhenghong Wang & Laala Zeyneb - 4977-4996 Linear prediction sufficiency in the misspecified linear model
by Augustyn Markiewicz & Simo Puntanen - 4997-5012 Rank and inertia formulas for covariance matrices of BLUPs in general linear mixed models
by Nesrin Güler & Melek Eriş Büyükkaya - 5013-5021 Recent accomplishments in weighing designs
by Małgorzata Graczyk & Bronisław Ceranka - 5022-5033 A note on asymptotic distributions in a network model with degree heterogeneity and homophily
by Jing Luo & Hong Qin & Weifeng Wang & Jun Wang - 5034-5067 Hasse diagrams as a visual aid for linear models and analysis of variance
by R. A. Bailey - 5068-5083 General linear hypothesis testing in functional response model
by Łukasz Smaga - 5084-5100 Mixtures of traces of Wishart and inverse Wishart matrices
by Jolanta Pielaszkiewicz & Thomas Holgersson - 5101-5113 Estimation parameters for the Binomial q-distribution
by Bouzida Imed & Masmoudi Afif & Zitouni Mouna - 5114-5125 Bayesian and classical inference of reliability in multicomponent stress-strength under the generalized logistic model
by Mahdi Rasekhi & Mohammad Mehdi Saber & Haitham M. Yousof - 5126-5159 Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond
by Yingchun Deng & Man Li & Ya Huang & Jieming Zhou - 5160-5169 Nonparametric multi-samples test for simple stochastic ordering against unrestricted alternative
by Jianling Zhang & Zhongzhan Zhang
August 2020, Volume 50, Issue 7
- 1671-1684 Optimal bandwidth selection for a kernel density with a location-scale property
by Celal Aydın & Necla Gündüz & Jale Balibeyoğlu
December 2020, Volume 49, Issue 24
- 5883-5896 Evaluation of geographical variation in live-birth registrations using Bayesian method
by Abayomi Ayodele Akomolafe & Funmilayo Adenike Fadiji & Ezra Gayawan - 5897-5907 Mahalanobis distance based on minimum regularized covariance determinant estimators for high dimensional data
by Hasan Bulut - 5908-5916 Limit theorems related to the integral functionals of one dimensional fractional Brownian motion
by Xianye Yu & Mingbo Zhang - 5917-5929 Estimation and testing of nonparametric hidden Markov model with application in stock market
by Yue Huang - 5930-5947 Joint distributional expansions of maxima and minima from skew-normal samples
by Xin Liao & Qian Xiong & Zhichao Weng - 5948-5963 Optimal threshold determination based on the mean excess plot
by Queensley C. Chukwudum & Peter Mwita & Joseph K. Mung’atu - 5964-5974 Option pricing based on a regime switching dividend process
by HuaHui Yan & Qihong Chen & HuiSheng Shu - 5975-5987 Analysis of process yield in a cost-effective double acceptance sampling plan
by Kalsoom Afzal Butt & Muhammad Aslam & Chi-Hyuck Jun - 5988-6015 Nonparametric estimation of random effects densities in a linear mixed-effects model with Fourier-oscillating noise density
by Dang Duc Trong & Cao Xuan Phuong & Tran Quoc Viet - 6016-6031 Prediction variance of a central composite design with missing observation
by Kohei Fujiwara & Shun Matsuura - 6032-6056 On mean-based bivariate Birnbaum-Saunders distributions: Properties, inference and application
by Helton Saulo & Jeremias Leão & Roberto Vila & Victor Leiva & Vera Tomazella - 6057-6079 Consumption-leisure-investment strategies with time-inconsistent preference in a life-cycle model
by Qian Zhao & Tak Kuen Siu - 6080-6095 On multivariate discrete q-Distributions-A multivariate q-Cauchy’s formula
by Malvina Vamvakari - 6096-6111 On A-efficient treatment-control designs constructed by cyclic and generalized cyclic designs
by Kazuhiro Ozawa & Shinji Kuriki - 6112-6120 Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model
by Fotios Loukissas - 6121-6128 An optimal multivariate cluster sampling design
by M. G. M. Khan & Mahmood A. Rashid & Sushita Sharma - 6129-6132 Uniqueness of one-parameter exponential curves fitted by non-linear least-squares to non-negative data in monotone non-increasing blocks
by Yves Nievergelt - 6133-6138 Sn covariance
by Sajana O. Kunjunni & Sajesh T. Abraham
December 2020, Volume 49, Issue 23
- 5627-5638 On combining independent tests in case of conditional normal distribution
by Mohammad Al-Talib & Mohammad Al Kadiri & Abedel-Qader Al-Masri - 5639-5665 Two generalized bivariate FGM distributions and rank reduction
by Carles M. Cuadras & Walter Diaz & Sonia Salvo-Garrido - 5666-5685 Spatial local linear estimation of the L1-conditional quantiles for functional regressors
by Ibrahim M. Almanjahie & Zouaoui Chikr Elmezouar & Bachir Ahmed Bachir & Zoulikha Kaid - 5686-5708 Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion
by Wen Su & Benxuan Shi & Yunyun Wang - 5709-5737 An repeated service queue with N-policy and setup time subject to server’s breakdown and delayed repair
by Chandi Ram Kalita & Gautam Choudhury - 5738-5764 Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model
by Xu Chen & WenYan Zhuo - 5765-5777 On improved estimation in multivariate Dirichlet regressions
by Tatiane F. N. Melo & Tiago M. Vargas & Artur J. Lemonte & Germán Moreno–Arenas - 5778-5793 Improved class of difference-type estimators for population median in survey sampling
by Afifa Baig & Saadia Masood & Tanveer Ahmed Tarray - 5794-5809 How the mechanism of missing data on longitudinal biomarkers influences the survival analysis
by Feng-shou Ko - 5810-5828 Jackknife resampling parameter estimation method for weighted total least squares
by Leyang Wang & Fengbin Yu - 5829-5841 Refined asymptotic Kolmogorov-Smirnov tests for the case of finite support
by Jesse Frey - 5842-5852 Use of coefficient of variation in calibration estimation of population mean in stratified sampling
by Neha Garg & Menakshi Pachori - 5853-5865 Estimation of parameters in linear mixed measurement error models with stochastic linear restrictions
by Bahareh Yavarizadeh & Abdolrahman Rasekh & Babak Babadi - 5866-5882 Complete convergence and strong law of large numbers for arrays of random variables under sublinear expectations
by Yiwei Lin & Xinwei Feng
November 2020, Volume 49, Issue 22
- 5371-5391 Asymptotic normality of conditional density estimation under truncated, censored and dependent data
by Han-Ying Liang & Hong-Bing Zhou & Qiu-Li Guo - 5392-5405 On stochastic behaviors of load-sharing parallel systems
by Zhengcheng Zhang & Yonghong Yang & Xiujie Ji - 5406-5418 Interval robust design under contaminated and non normal data
by Melis Zeybek - 5419-5426 A finite population quantile estimation by unequal probability sampling
by Arijit Chaudhuri & Purnima Shaw - 5427-5435 Some improved tail bounds for the sum of variables with geometric distribution
by Dawei Lu & Qing Liu & Xinmei Shen - 5436-5454 Seamless phase II/III/IIIb clinical trial designs with different endpoints for different phases
by Hui Quan & Xiaodong Luo & Tianyue Zhou & Peng-Liang Zhao - 5455-5467 On some inequalities for ψ-mixing sequences and its applications in conditional value-at-risk estimate
by Liwang Ding & Ping Chen & Li Yongming - 5468-5492 Signed compound poisson integer-valued GARCH processes
by Esmeralda Gonçalves & Nazaré Mendes-Lopes - 5493-5503 A classroom approach to the construction of Bayesian credible intervals of a Poisson mean
by Per Gösta Andersson - 5504-5534 On the estimation of extreme directional multivariate quantiles
by Raúl Torres & Elena Di Bernardino & Henry Laniado & Rosa E. Lillo - 5535-5552 On an elementary ratio technique for proving convergence of known distributions
by Subhash C. Bagui & K. L. Mehra - 5553-5577 Robust difference-based outlier detection
by Chun Gun Park & Inyoung Kim - 5578-5586 Strong convergence properties for partial sums of asymptotically negatively associated random vectors in Hilbert spaces
by Kunpeng Wang & Xuejun Wang - 5587-5597 Estimation of proportions by group testing with retesting of positive groups
by Graham Hepworth & Stephen D. Walter - 5598-5612 The competing risks analysis for parallel and series systems using Type-II progressive censoring
by Leila Amiri & Mojtaba Ganjali & Reza Hashemi & Mojtaba Khazaei - 5613-5626 Complete integral convergence for arrays of row-wise extended independent random variables under Sub-linear expectations
by Jie Li & Qunying Wu
November 2020, Volume 49, Issue 21
- 5115-5122 Clipped AR(p) with unknown threshold
by Samuel Flimmel - 5123-5153 Survival analysis for a new compounded bivariate failure time distribution in shock and competing risk models via an EM algorithm
by Shirin Shoaee & Esmaile Khorram - 5154-5174 An effective approach to linear calibration estimation with its applications
by Faqir Muhammad & Muhammad Riaz & Hassan Dawood - 5175-5195 On the consistency and the robustness in model selection criteria
by Sumito Kurata & Etsuo Hamada