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Content
December 2018, Volume 47, Issue 24
- 5904-5915 Stratified pair ranked set sampling
by M. Mahdizadeh & Ehsan Zamanzade - 5916-5933 Bayesian blinded sample size re-estimation
by Marc Sobel & Ibrahim Turkoz - 5934-5955 Design of an attribute np control chart for process monitoring based on repetitive group sampling under truncated life tests
by P. Jeyadurga & S. Balamurali & M. Aslam - 5956-5972 A general class of non parametric tests for comparing scale parameters
by Narinder Kumar & Manish Goyal - 5973-5985 A HEWMA-CUSUM control chart for the Weibull distribution
by Muhammad Aslam & Muhammad Azam & Chi-Hyuck Jun - 5986-6001 Outlier detection using difference-based variance estimators in multiple regression
by Chun Gun Park & Inyoung Kim - 6002-6018 Measures of inaccuracy in record values
by S. Tahmasebi & S. Daneshi - 6019-6033 Variable selection in heteroscedastic single-index quantile regression
by Eliana Christou & Michael G. Akritas - 6034-6051 Variance ratio screening for ultrahigh dimensional discriminant analysis
by Fengli Song & Peng Lai & Baohua Shen & Guosheng Cheng - 6052-6063 On the moment distance of Poisson processes
by Rafał Kapelko - 6064-6078 A generalization of discrete Weibull distribution
by K. Jayakumar & K. K. Sankaran - 6079-6094 Affiliation discrete weighted networks with an increasing degree sequence
by Jing Luo & Shan Duan - 6095-6107 Bayesian significance test for discriminating between survival distributions
by Cachimo Combo Assane & Basilio de Bragança Pereira & Carlos Alberto de Bragança Pereira - 6108-6124 Small sample confidence intervals for survival functions under the proportional hazards model
by Robert L. Paige & Emad Abdurasul - 6125-6143 Limit theory for moderate deviations from a unit root with a break in variance
by Cheng Xu & Tianxiao Pang
December 2018, Volume 47, Issue 23
- 5639-5661 M-estimation and model identification based on double SCAD penalization
by Jianhua Hu & NengHui Zhu - 5662-5674 An alternative to Cramér's coefficient of association
by Tarald O. Kvålseth - 5675-5687 Karhunen–Loève expansions of Lévy processes
by Daniel Hackmann - 5688-5701 Two multivariate generalized beta families
by William M. Cockriel & James B. McDonald - 5702-5716 An improved survival estimator for censored medical costs with a kernel approach
by Shuai Chen & Wenbin Lu & Hongwei Zhao - 5717-5728 Interval estimation in two-group discriminant analysis under heteroscedasticity for large dimension
by Takayuki Yamada - 5729-5749 Jump-detection and curve estimation methods for discontinuous regression functions based on the piecewise B-spline function
by Guo-Xiang Liu & Meng-Meng Wang & Xiu-Li Du & Jin-Guan Lin & Qi-Bing Gao - 5750-5769 Some results for maximum likelihood estimation of adjusted relative risks
by Bernardo Borba de Andrade & Joanlise Marco de Leon Andrade - 5770-5778 Testing the validity of the exponential model for hybrid Type-I censored data
by H. Alizadeh Noughabi & M. Chahkandi - 5779-5794 A model selection method based on the adaptive LASSO-penalized GEE and weighted Gaussian pseudo-likelihood BIC in longitudinal robust analysis
by Jiamao Zhang & Jianwen Xu - 5795-5811 Local linear estimation of a generalized regression function with functional dependent data
by Sara Leulmi & Fatiha Messaci - 5812-5824 A new family of multivariate skew slash distribution
by Weizhong Tian & Tonghui Wang & Arjun K. Gupta - 5825-5844 A comparison of count data models with an application to daily cigarette consumption of young persons
by Muhammed Fatih Tüzen & Semra Erbaş - 5845-5853 Calibration estimator of population mean under stratified ranked set sampling design
by Nursel Koyuncu - 5854-5866 Necessary and sufficient conditions for stochastic orders between (n − r + 1)-out-of-n systems in proportional hazard (reversed hazard) rates model
by Narayanaswamy Balakrishnan & Ghobad Barmalzan & Abedin Haidari & Amir T. Payandeh Najafabadi - 5867-5883 On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates
by Yingchun Deng & Juan Liu & Ya Huang & Man Li & Jieming Zhou
November 2018, Volume 47, Issue 22
- 5391-9395 The variance upper bound for a mixed random variable
by Martín Egozcue & Luis Fuentes García - 5396-5417 Asymptotic ruin probabilities of a dependent renewal risk model based on entrance processes with constant interest rate
by Hongmin Xiao & Lin Xie - 5418-5434 Joint modeling of multivariate hearing thresholds measured longitudinally at multiple frequencies
by Mulugeta Gebregziabher & Mark A. Eckert & Lois J. Matthews & Abeba A. Teklehaimanot & Judy R. Dubno - 5435-5444 Stochastic approximation results for variational inequality problem using random-type iterative schemes
by Akaninyene Udo Udom - 5445-5459 Weighted product index and its two-independent-sample comparison based on weighted sensitivity and specificity
by Dan-Ling Li & Jun-Xiang Peng & Chong-Yang Duan & Ju-Min Deng - 5460-5473 On nonparametric density estimation for multivariate linear long-memory processes
by Jan Beran & Klaus Telkmann - 5474-5484 A quantile-based study on ageing intensity function
by S. M. Sunoj & R. S. Rasin - 5485-5496 Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models
by Feng Liu & Chunyan Li & Pengfei Wang & Xinmei Kang - 5497-5513 On some dynamic generalized information measures for bivariate lifetimes
by Chanchal Kundu & Amit Ghosh - 5514-5518 Expectation formulas for integer valued multivariate random variables
by Hok Shing Kwong & Saralees Nadarajah - 5519-5533 Bayes minimax ridge regression estimators
by S. Zinodiny - 5534-5546 Testing equality of mean vectors in a one-way MANOVA with monotone missing data
by Ayaka Yagi & Takashi Seo & Muni S. Srivastava - 5547-5557 Shrinkage estimator of regression model under asymmetric loss
by Zahirul Hoque & Jacek Wesolowski & Shahadut Hossain - 5558-5572 On the dependent competing risks using Marshall–Olkin bivariate Weibull model: Parameter estimation with different methods
by Yan Shen & Ancha Xu - 5573-5589 Relationship between the weighted distributions and some inequality measures
by Zahra Behdani & Gholam Reza Mohtashami Borzadaran & Bahram Sadeghpour Gildeh - 5590-5603 On convergence of moving average series of martingale differences fields taking values in Banach spaces
by Ta Cong Son & Dang Hung Thang & Le Van Dung - 5604-5613 Lp convergence and complete convergence for weighted sums of AANA random variables
by Mengmei Xi & Xin Deng & Xuejun Wang & Zhaoyang Cheng - 5614-5625 Regression analysis of restricted mean survival time based on pseudo-observations for competing risks data
by Xin Wang & Xiaoming Xue & Liuquan Sun - 5626-5638 Two-stage phase II trials with early stopping for effectiveness and safety as well as ineffectiveness or harm
by Shixin Li & Hua Jin & Wanyi Chen
November 2018, Volume 47, Issue 21
- 5145-5162 High breakdown point robust estimators with missing data
by Florencia Statti & Mariela Sued & Victor J. Yohai - 5163-5195 Estimation of Sobol's sensitivity indices under generalized linear models
by Rong Lu & Danxin Wang & Min Wang & Grzegorz A. Rempala - 5196-5204 Semiparametric hidden Markov model with non-parametric regression
by Mian Huang & Qinghua Ji & Weixin Yao - 5205-5226 A new three-parameter extension of the log-logistic distribution with applications to survival data
by Mohammed K. Shakhatreh - 5227-5240 The exact distribution function of the ratio of two dependent quadratic forms
by Edmund Rudiuk & Aleksander Kowalski - 5241-5254 A Bayesian analysis for the Wilcoxon signed-rank statistic
by Richard A. Chechile - 5255-5264 A note on fourth moment-based direction dependence measures when regression errors are non normal
by Wolfgang Wiedermann - 5265-5285 Comparison of spline estimator at various levels of autocorrelation in smoothing spline non parametric regression for longitudinal data
by Adji Achmad Rinaldo Fernandes & Paul Janssen & Umu Sa'adah & Solimun & Achmad Effendi & Nurjannah & Luthfatul Amaliana - 5286-5297 The Shannon–McMillan theorem for Markov chains in Markovian environments indexed by homogeneous trees
by Huilin Huang & Weiguo Yang & Zhiyan Shi - 5298-5306 Particle swarm optimization-based variable selection in Poisson regression analysis via information complexity-type criteria
by Haydar Koç & Emre Dünder & Serpil Gümüştekin & Tuba Koç & Mehmet Ali Cengiz - 5307-5318 A new policy for designing acceptance sampling plan based on Bayesian inference in the presence of inspection errors
by Mohammad Saber Fallah Nezhad & Faeze Zahmatkesh Saredorahi - 5319-5332 A new class of boundary kernels for distribution function estimation
by Carlos Tenreiro - 5333-5345 Bayesian inference for double SARMA models
by Ayman A. Amin - 5346-5356 On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality
by Xiang Deng & Jing Yao - 5357-5368 The Cox–Aalen model for left-truncated and right-censored data
by Pao-sheng Shen & Li Ning Weng - 5369-5377 Asymptotic behaviour of frequency polygons under φ-mixing samples
by Suling Kang & Rashid Abbasi & Huiling Wang & Lixiang Xu & Xiaofeng Wang & Yuanyan Tang - 5378-5389 Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models
by Eunju Hwang & Dong Wan Shin
October 2018, Volume 47, Issue 20
- 4895-4904 Designs enhancing Fisher information
by D. R. Jensen & D. E. Ramirez - 4905-4937 Limiting bias-reduced Amoroso kernel density estimators for non-negative data
by Gaku Igarashi & Yoshihide Kakizawa - 4938-4957 Quantile-based Chernoff distance for truncated random variables
by Suchandan Kayal - 4958-4976 WLAD-LASSO method for robust estimation and variable selection in partially linear models
by Hu Yang & Ning Li - 4977-4990 On some new randomized item sum techniques
by Zawar Hussain & Naila Shabbir - 4991-5012 Importance of sampling weights in multilevel modeling of international large-scale assessment data
by Inga Laukaityte & Marie Wiberg - 5013-5028 Asymptotics of maxima and sums for a type of strongly dependent isotropic Gaussian random fields
by Zhongquan Tan - 5029-5053 Seemingly unrelated regressions with covariance matrix of cross-equation ridge regression residuals
by Zangin Zeebari & B. M. Golam Kibria & Ghazi Shukur - 5054-5063 Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation
by Shijie Wang & Yiyu Hu & LianQiang Yang & Wensheng Wang - 5064-5076 Construction and analysis of edge designs from skew-symmetric supplementary difference sets
by T. Alanazi & S. D. Georgiou & S. Stylianou - 5077-5082 Admissible unbiased estimation of finite population variance under a randomized response model
by S. Sengupta - 5083-5095 Some theoretical results regarding the polygonal distribution
by Hien D. Nguyen & Geoffrey J. McLachlan - 5096-5096 Letter to the Editor concerning “A new method for generating distributions with an application to exponential distribution” and “Alpha power Weibull distribution: Properties and applications”
by M. C. Jones - 5097-5106 A Bernstein inequality for exponentially growing graphs
by Johannes T. N. Krebs - 5107-5126 Quantile regression estimation for distortion measurement error data
by Jun Zhang & Jiefei Wang & Cuizhen Niu & Ming Sun - 5127-5143 β-Skeleton depth functions and medians
by Mengta Yang & Reza Modarres
October 2018, Volume 47, Issue 19
- 4641-4660 An effective estimation strategy for population mean under random non-response situations in two-phase successive sampling
by G. N. Singh & M. Khalid - 4661-4672 Exchange option pricing in jump-diffusion models based on esscher transform
by Wenhan Li & Lixia Liu & Guiwen Lv & Cuixiang Li - 4673-4691 Empirical likelihood inference for partial functional linear model with missing responses
by Yuping Hu & Liugen Xue & Sanying Feng - 4692-4709 Measures of information for maximum ranked set sampling with unequal samples
by Maryam Eskandarzadeh & Antonio Di Crescenzo & Saeid Tahmasebi - 4710-4723 Proportional hazards model with quantile functions
by N. Unnikrishnan Nair & P. G. Sankaran & S. M. Sunoj - 4724-4740 A unified approach to stochastic comparisons of multivariate mixture models
by Neeraj Misra & Sameen Naqvi - 4741-4750 Complete convergence for weighted sums of extended negatively dependent random variables under sub-linear expectations
by Donglin Yu & Qunying Wu - 4751-4771 Doubly reweighted estimators for the parameters of the multivariate t-distribution
by Fatma Zehra Doğru & Y. Murat Bulut & Olcay Arslan - 4772-4784 Ordering k-out-of-n systems with interdependent components and one active redundancy
by Yinping You & Xiaohu Li - 4785-4790 A note on multivariate linear regression
by Sascha Wörz & Heinz Bernhardt - 4791-4807 Precise large deviations for sums of WUOD and φ-mixing random variables with dominated variation
by Dawei Lu & Lixin Song & Henan Li - 4808-4839 Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model
by Guangyu Mao - 4840-4858 A new adaptive EWMA control chart using auxiliary information for monitoring the process mean
by Abdul Haq - 4859-4871 Acceptance sampling plan based on an exponentially weighted moving average statistic with the yield index for autocorrelation between polynomial profiles
by Fu-Kwun Wang & Yeneneh Tamirat - 4872-4880 System reliability under δ-shock model
by Altan Tuncel & Serkan Eryilmaz - 4881-4894 Exponential stability of stochastic cellular neural networks with mixed delays
by Xiaofei Li & Deng Ding & Di Sang
September 2018, Volume 47, Issue 18
- 4375-4388 Orthogonal weighted empirical likelihood-based variable selection for semiparametric instrumental variable models
by Jiting Huang & Peixin Zhao - 4389-4401 On the restricted almost unbiased Liu estimator in the logistic regression model
by Jibo Wu & Yasin Asar & Mohammad Arashi - 4402-4414 Multiple comparison for checking differences among normal variances
by T. Imada - 4415-4421 On some analogues of lack of memory properties for the Gompertz distribution
by B. L. S. Prakasa Rao - 4422-4432 Phase I risk-adjusted control charts for surgical data with ordinal outcomes
by Ramezan Khosravi & Mohammad Saleh Owlia & Mohammad Saber Fallahnezhad & Amirhossein Amiri - 4433-4442 Improvement of generalized difference-based mixed Liu estimator in partially linear model
by Jibo Wu - 4443-4458 Basket CDS pricing with default intensities using a regime-switching shot-noise model
by Jie Guo & Yinghui Dong & Guojing Wang - 4459-4468 Estimation of the shape parameter of a Pareto distribution
by Yogesh Mani Tripathi & Constantinos Petropoulos & Mayank Jha - 4469-4482 Variable selection and weighted composite quantile estimation of regression parameters with left-truncated data
by Mei Yao & Jiang-Feng Wang & Lu Lin & Yu-Xin Wang - 4483-4492 A new generalized Balakrishnan type skewed–normal distribution: properties and associated inference
by Abdolnasser Sadeghkhani & Indranil Ghosh - 4493-4502 Incomplete row-column designs with factorial treatment structure for estimating main effects with full efficiency
by Pratheesh P. Gopinath & Rajender Parsad & Baidya Nath Mandal - 4503-4533 Non parametric regression analysis for longitudinal data with time-depending autoregressive error process
by Yin Hang & Shu Liu - 4534-4555 Multivariate generalized Birnbaum—Saunders kernel density estimators
by N. Zougab & L. Harfouche & Y. Ziane & S. Adjabi - 4556-4567 Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean
by Yury V. Kozachenko & Viktor B. Troshki - 4568-4589 The discrete delta and nabla Mittag-Leffler distributions
by M. Ganji & F. Gharari - 4590-4608 New measures of statistical performance of process control charts
by George Nenes - 4609-4627 Bootstrap procedures for variance breaks test in time series with a changing trend
by Hao Jin & Si Zhang & Jinsuo Zhang & Shougang Zhang - 4628-4640 Bayesian ROC curve estimation under binormality using an ordinal category likelihood
by Xiaoguang Wang & Yi Niu & Xiaofang Li
September 2018, Volume 47, Issue 17
- 4095-4105 Bayesian inference on P(X > Y) in bivariate Rayleigh model
by Abbas Pak & Arjun Kumar Gupta - 4106-4130 Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate
by Jingyun Sun & Yongjun Li & Ling Zhang - 4131-4141 Finding the maximum efficiency for multistage ranked-set sampling
by Jesse Frey & Timothy G. Feeman - 4142-4151 Some new constructions of circular balanced repeated measurements designs
by Muhammad Rajab & Rashid Ahmed & Farrukh Shehzad & M. H. Tahir - 4152-4159 An improved Bennett's inequality
by Songfeng Zheng - 4160-4169 CBPS-based estimation for linear models with responses missing at random
by Donglin Guo & Liugen Xue - 4170-4186 The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks
by Rongfei Liu & Dingcheng Wang & Fenglong Guo - 4187-4201 Ordering extremes of interdependent random variables
by Rui Fang & Xiaohu Li - 4202-4214 A method for constructing asymmetric pair-copula and its application
by Dingfang Li & Yifan Gui & Yifan Li & Lihua Xiong - 4215-4228 Robust image segmentation via Bayesian type criterion
by Xiaoguang Wang & Dawei Lu & Lixin Song - 4229-4241 Bayesian inference of three-parameter bathtub-shaped lifetime distribution
by Myoungjin Jung & Younshik Chung - 4242-4253 Risk efficient estimation of fully dependent random coefficient autoregressive models of general order
by Bikram Karmakar & Indranil Mukhopadhyay - 4254-4271 Bayesian and frequentist prediction limits for the Poisson distribution
by Valbona Bejleri & Balgobin Nandram - 4272-4285 Corrected likelihood-ratio tests in logistic regression using small-sample data
by Ujjwal Das & Subhra Sankar Dhar & Vivek Pradhan - 4286-4296 Weighted composite quantile regression method via empirical likelihood for non linear models
by Yunxia Li & Jiali Ding - 4297-4310 A weighted Poisson distribution and its application to cure rate models
by N. Balakrishnan & M. V. Koutras & F. S. Milienos - 4311-4328 Moments of order statistics of the standard two-sided power distribution
by Çağatay Çetinkaya & Ali İ. Genç - 4329-4337 Optimal designing of an SkSP-R double sampling plan
by Saminathan Balamurali & Liaquat Ahmad & Muhammad Aslam & Jaffer Hussain & Chi-Hyuck Jun - 4338-4354 Robust integer-valued designs for linear random intercept models
by Rong-Xian Yue & Xiao-Dong Zhou - 4355-4374 Portmanteau tests based on quadratic forms in the autocorrelations
by Roberto Baragona & Francesco Battaglia & Domenico Cucina
August 2018, Volume 47, Issue 16
- 3803-3819 Locally optimal designs for some dose–response models with continuous endpoints
by Yi Zhai & Zhide Fang - 3820-3837 An analysis of query-agnostic sampling for interactive data exploration
by Wenzhao Liu & Yanlei Diao & Anna Liu - 3838-3856 Logistic regression analyses for indirect data
by Heiko Groenitz - 3857-3870 The conditional maximum of Poisson random variables
by István Fazekas & Alexey Chuprunov - 3871-3892 On the mean L1-error in the heteroscedastic deconvolution problem with compactly supported noises
by Cao Xuan Phuong & Dang Duc Trong & Tran Quoc Viet - 3893-3909 Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models
by Jigao Yan - 3910-3922 Complete convergence and complete moment convergence for arrays of rowwise negatively superadditive dependent random variables
by Bing Meng & Dingcheng Wang & Qunying Wu - 3923-3934 Group selection for processes with multiple quality characteristics
by Chen-Ju Lin & W. L. Pearn & J. Y. Huang & Y. H. Chen - 3935-3954 Estimation of regression vectors in linear mixed models with Dirichlet process random effects
by Chen Li & George Casella & Malay Ghosh - 3955-3969 On some classifiers based on multivariate ranks
by Olusola Makinde & Biman Chakraborty - 3970-3986 Quasi maximum likelihood estimation of dynamic panel data models
by Robert F. Phillips - 3987-4005 Weighted composite quantile regression for partially linear varying coefficient models
by Rong Jiang & Wei-Min Qian & Zhan-Gong Zhou - 4006-4020 A new lifetime model with different types of failure rate
by Laleh Tafakori & Armin Pourkhanali & Saralees Nadarajah - 4021-4028 Bayesian estimation of sensitivity level and population proportion of a sensitive characteristic in a binary optional unrelated question RRT model
by Samridhi Mehta & Priyanka Aggarwal - 4029-4041 Refined solution to upper-bound problem for the expectations of order statistics from decreasing density on the average distributions
by Agnieszka Goroncy & Tomasz Rychlik - 4042-4058 A prediction approach for precise marketing based on ARIMA-ARCH Model: A case of China Mobile
by Bo Yan & Zhuo Chen - 4059-4087 Asymptotic expansion of the risk of maximum likelihood estimator with respect to α-divergence
by Yo Sheena - 4088-4094 Minimal circular strongly balanced repeated measurements designs in periods of three different sizes
by Uzma Rasheed & H. M. Kashif Rasheed & Muhammad Rasheed & Rashid Ahmed
August 2018, Volume 47, Issue 15
- 3547-3570 A robust posterior preference multi-response optimization approach in multistage processes
by Amir Moslemi & Mirmehdi Seyyed-Esfahani & Seyed Taghi Akhavan Niaki - 3571-3587 Closed testing procedures for all pairwise comparisons in a randomized block design
by Taka-Aki Shiraishi & Shin-Ichi Matsuda - 3588-3604 A multiple testing protocol for exploratory data analysis and the local misclassification rate
by David D. Watts & Joshua D. Habiger - 3605-3615 A note on a transient queuing system of a linear birth–immigration process in presence of twin births
by Priyaranjan Dash & Bijoy Kumar Pradhan - 3616-3639 A review of backtesting for value at risk
by Y. Zhang & S. Nadarajah - 3640-3655 Asymptotic normality of estimators for parameters of a multivariate skew-normal distribution
by Tõnu Kollo & Meelis Käärik & Anne Selart - 3656-3674 Efficient estimation for time-dynamic longitudinal single-index model
by Shu Liu & Liangyuan Liu - 3675-3686 A bias-corrected histogram estimator for line transect sampling
by Omar Eidous & Fahid Al-Eibood - 3687-3714 Generalized method of moments for an extended gamma process
by Z. Al Masry & S. Mercier & G. Verdier - 3715-3727 Spatial autoregression with repeated measurements for social networks
by Danyang Huang & Xiangyu Chang & Hansheng Wang - 3728-3733 Bounded risk estimation of a linear combination of location parameters in negative exponential distributions via three-stage sampling
by Eiichi Isogai & Andreas Futschik - 3734-3743 Elementary expressions for moments of truncated negative binomial random variables
by Saralees Nadarajah & Stephen Chan - 3744-3766 A two-stage unrelated randomized response model for estimating a rare sensitive attribute in probability proportional to size sampling using Poisson distribution
by G. N. Singh & C. Singh & S. Suman & A. Kumar - 3767-3778 Improved maximum-likelihood estimators for the parameters of the unit-gamma distribution
by Josmar Mazucheli & André Felipe Berdusco Menezes & Sanku Dey - 3779-3801 A mixed GWMA–CUSUM control chart for monitoring the process mean
by Rizwan Ali & Abdul Haq
July 2018, Volume 47, Issue 14
- 3293-3304 Toward the evaluation of P(X(t) > Y(t)) when both X(t) and Y(t) are inactivity times of two systems
by T. H. M. Abouelmagd & M. S. Hamed & Abd El Hadi N. Ebraheim & Ahmed Z. Afify - 3305-3323 Model selection in randomized response techniques for binary responses
by Husam I. Ardah & Evrim Oral - 3324-3337 Using Wald-type estimator to combat outliers and Berkson-type uncertainties with mixture distributions in linear regression models
by Yuh-Jenn Wu & Li-Hsueh Cheng & Wei-Quan Fang - 3338-3359 Semiparametric estimation of treatment effect with density ratio model
by Cunjie Lin & Wenhua Wei & Yong Zhou - 3360-3376 Infinite horizon reflected backward stochastic differential equations with Markov chains
by Siyu Lv & Zhen Wu - 3377-3391 Bias and size corrections in extreme value modeling
by David Roodman - 3392-3407 On the use of the selection matrix in the maximum likelihood estimation of normal distribution models with missing data
by Keiji Takai - 3408-3417 A copula-based partition Markov procedure
by M. Fernández & Jesús E. García & V. A. González-López - 3418-3440 Asymptotic normality of the local linear estimation of the conditional density for functional time-series data
by Xianzhu Xiong & Peiqin Zhou & Chen Ailian - 3441-3452 Higher order expansion for moments of extreme for generalized Maxwell distribution
by Jianwen Huang & Jianjun Wang & Guowang Luo & Hao Pu - 3453-3463 Moment convergence of powered normal extremes
by Tingting Li & Zuoxiang Peng - 3464-3476 Some properties of Lin–Wong divergence on the past lifetime data
by M. Khalili & A. Habibirad & F. Yousefzadeh - 3477-3487 On the correspondence between frequentist and Bayesian tests
by Ivair R. Silva - 3488-3507 Orthogonal-array composite design for the third-order models
by Xue-Ru Zhang & Zong-Feng Qi & Yong-Dao Zhou & Feng Yang - 3508-3522 Analyzing continuous randomized response data with an indifference-zone selection procedure
by Alaa Elkadry & Gary C. McDonald - 3523-3531 Graphical evaluation of robust parameter designs based on extended scaled prediction variance and extended spherical average prediction variance
by Jin H. Oh & Sung H. Park & Soon S. Kwon - 3532-3546 On discrete distributions generated from drawing balls with bivariate labels
by Kiyoshi I. Noue & Sigeo Aki
July 2018, Volume 47, Issue 13
- 3043-3051 Finding confidence bound using two-stage data
by Debashis Kushary - 3052-3072 A lifetime distribution motivated by parallel and series structures
by M. Goldoust & S. Rezaei & Y. Si & S. Nadarajah - 3073-3084 Analysis of MAP/M/1 queue with working breakdowns
by Qingqing Ye & Liwei Liu - 3085-3091 Karhunen–Loeve expansion for the additive two-sided Brownian motion
by Xiaohui Ai & Yang Sun - 3092-3103 Further results on the residual quantile entropy
by Guoxin Qiu - 3104-3117 A quantile-based generalized dynamic cumulative measure of entropy
by S. Baratpour & A. H. Khammar - 3118-3124 A half circular distribution for modeling the posterior corneal curvature
by Ali H. Abuzaid - 3125-3137 A note on fiducial model averaging as an alternative to checking Bayesian and frequentist models
by David R. Bickel - 3138-3160 A characteristic function-based approach to approximate maximum likelihood estimation
by M. Bee & L. Trapin - 3161-3177 Multi-sample test for high-dimensional covariance matrices
by Chao Zhang & Zhidong Bai & Jiang Hu & Chen Wang - 3178-3191 Innovative methods for modeling of scale invariant processes
by S. Rezakhah & A. Philippe & N. Modarresi