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Content
October 2019, Volume 48, Issue 20
- 5191-5191 Corrigendum
by The Editors
October 2019, Volume 48, Issue 19
- 4703-4711 Semiparametric estimator for a secondary analysis with correlated outcomes
by Gustavo Guimarães de Castro Amorim - 4712-4729 On some study of skew-t distributions
by Wen-Jang Huang & Nan-Cheng Su & Hui-Yi Teng - 4730-4747 The joint reliability signature of order statistics
by Leila Mohammadi - 4748-4763 Using Liu estimator for detection of influential observations in linear measurement error models
by Fatemeh Ghapani - 4764-4779 Some ordering properties of series and parallel systems with dependent component lifetimes
by Nanlian Cai & Wenqing Ni & Chen Li - 4780-4793 Equivalence between Bayes and the maximum likelihood estimator in M/M/1 queue
by Saroja Kumar Singh & Sarat Kumar Acharya - 4794-4803 Robust two-level regular fractional factorial designs
by Chao Chen & Run-Chu Zhang - 4804-4819 Lin–Wong divergence and relations on type I censored data
by A. Pakgohar & A. Habibirad & F. Yousefzadeh - 4820-4833 Random weighting-based quantile estimation via importance resampling
by Wenhui Wei & Shesheng Gao & Bingbing Gao & Yongmin Zhong & Chengfan Gu & Zhaohui Gao - 4834-4860 Power periodic threshold GARCH model: Structure and estimation
by Hafida Guerbyenne & Abderrahim Kessira - 4861-4873 Estimating the common hazard rate of several exponential distributions
by Lakshmi Kanta Patra & Somesh Kumar - 4874-4887 Subjective elicitation of hyperparameters of a conjugate Dirichlet prior and the corresponding Bayes analysis
by Richa Srivastava & S. K. Upadhyay & V. K. Shukla - 4888-4902 A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven by α-stable white noise
by Jiao Song & Jiang-Lun Wu - 4903-4917 Overlapping group lasso for high-dimensional generalized linear models
by Shengbin Zhou & Jingke Zhou & Bo Zhang - 4918-4935 Nonparametric estimators for quantile density function under length-biased sampling
by Mahboubeh Akbari & Majid Rezaei & Sarah Jomhoori & Vahid Fakoor - 4936-4957 A class of distributions with the quadratic mean residual quantile function
by P. G. Sankaran & M. Dileep Kumar
September 2019, Volume 48, Issue 18
- 4449-4473 Preliminary test almost unbiased two-parameter estimators with student’s t errors and conflicting test statistics
by Xinfeng Chang & Hexiang Wang - 4474-4491 A new generalized normal distribution: Properties and applications
by Mohammad A. Aljarrah & Felix Famoye & Carl Lee - 4492-4510 The analysis of MX/M/1 queue with two-stage vacations policy
by Qingqing Ye - 4511-4527 Upper bounds for ruin probabilities under model uncertainty
by Zhongyang Sun - 4528-4549 Optimal statistical, economic and economic statistical designs of attribute np control charts using a full adaptive approach
by Mehdi Katebi & M. Bameni Moghadam - 4550-4568 Bootstrap likelihood ratio test for Weibull mixture models fitted to grouped data
by Youjiao Yu & Jane L. Harvill - 4569-4580 Sequential order statistics from dependent random variables
by Mohammad Baratnia & Mahdi Doostparast - 4581-4597 Maximum entropy in the mean methods in propensity score matching for interval and noisy data
by Laura H. Gunn & Henryk Gzyl & Enrique ter Horst & Miller Janny Ariza & German Molina - 4598-4641 Conditional Quantile Estimation for Truncated and Associated Data
by Latifa Adjoudj & Abdelkader Tatachak - 4642-4655 An improved comorbidity summary score for measuring disease burden and predicting mortality with applications to two national cohorts
by Ralph C. Ward & Leonard Egede & Viswanathan Ramakrishnan & Lewis Frey & Robert Neal Axon & Clara Libby E. Dismuke & Kelly J. Hunt & Mulugeta Gebregziabher - 4656-4674 Biases in bias elicitation
by Giancarlo Manzi & Martin Forster - 4675-4689 Equivalent conditions of the complete convergence for weighted sums of NSD random variables
by Haiwu Huang & Hang Zou & Qingxia Zhang - 4690-4701 On Redundancy Allocation to Series and Parallel Systems of Two Components
by Rongfang Yan & Bin Lu & Xiaohu Li
September 2019, Volume 48, Issue 17
- 4195-4205 Asymptotic distribution in affiliation finite discrete weighted networks with an increasing degree sequence
by Jing Luo & Hong Qin & Zhenghong Wang - 4206-4220 A goodness-of-fit test for the stratified proportional hazards model for survival data
by Rim Ben Elouefi & Rim Ben Elouefi - 4221-4249 Mean-variance problem for an insurer with default risk under a jump-diffusion risk model
by Suxin Wang & Ximin Rong & Hui Zhao - 4250-4260 Skewness of maximum likelihood estimators in the varying dispersion beta regression model
by Tiago M. Magalhães & Denise A. Botter & Mônica C. Sandoval & Gustavo H. A. Pereira & Gauss M. Cordeiro - 4261-4277 Optimization of continuous and discrete scheduled times for a cumulative damage system with age-dependent maintenance
by Chin-Chih Chang & Yen-Luan Chen - 4278-4293 Smoothness of self-intersection local time of multidimensional fractional Brownian motion
by Xianye Yu - 4294-4301 The performance of the truncated mixed control chart
by Roberto Campos Leoni & Antonio Fernando Branco Costa - 4302-4319 A combined SR-CUSUM procedure for detecting common changes in panel data
by Yanhong Wu - 4320-4338 PMSE performance of two different types of preliminary test estimators under a multivariate t error term
by Haifeng Xu & Kazuhiro Ohtani - 4339-4349 On simultaneous confidence intervals based on rank-estimates with application to analysis of gene expression data
by Hossein Mansouri & Bo Li - 4350-4366 Inference for IZAWA’S Bivariate Gamma Distribution
by Sang-Hoon Cho & Richard A. Johnson - 4367-4379 Classical estimation of hazard rate and mean residual life functions of Pareto distribution
by K. V. Viswakala & E. I. Abdul Sathar - 4380-4393 Estimation on semi-functional linear errors-in-variables models
by Hanbing Zhu & Riquan Zhang & Huiying Li - 4394-4424 Estimation in a semiparametric partially linear errors-in-variables model with inverse Gaussian kernel
by Juxia Xiao & Xu Li & Jianhong Shi - 4425-4447 Shared frailty models with baseline generalized Pareto distribution
by Arvind Pandey & Shashi Bhushan & Ralte Lalpawimawha
August 2019, Volume 48, Issue 16
- 3945-3955 On approximations via convolution-defined mixture models
by Hien D. Nguyen & Geoffrey McLachlan - 3956-3975 A truncated Cramér–von Mises test of normality
by Juan Kalemkerian - 3976-3991 Transition probabilities and ARL performance of Six Sigma zone control charts
by J. Ravichandran - 3992-4007 Averaging estimation for conditional covariance models
by Jin Liu - 4008-4018 Generalized Log-Lindley distribution and its applications in stochastic comparison
by Pingfan Song & Shaochen Wang - 4019-4033 Economic design of quick switching sampling system for resubmitted lots
by Usha Mahalingam & Saminathan Balamurali - 4034-4050 Adaptive estimation for varying coefficient models with nonstationary covariates
by Zhiyong Zhou & Jun Yu - 4051-4066 Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims
by Bingzhen Geng & Cen Chen & Shijie Wang - 4067-4081 Oracle model selection for correlated data via residuals
by H. Nguyen & Q. Shao - 4082-4095 Some bounds related to Harris family of distributions
by Somayeh Abbasi & Mohammasd Hossein Alamatsaz - 4096-4118 Asymptotic properties of one-step M-estimators
by Yuliana Linke - 4119-4131 A non uniform bound on geometric approximation with w-functions
by K. Teerapabolarn & C. Soponpimol - 4132-4153 Bayesian generalized fused lasso modeling via NEG distribution
by Kaito Shimamura & Masao Ueki & Shuichi Kawano & Sadanori Konishi - 4154-4170 Optional randomized response techniques for quantitative characteristics
by Raghunath Arnab - 4171-4194 The Weibull Marshall–Olkin family: Regression model and application to censored data
by Mustafa Ç. Korkmaz & Gauss M. Cordeiro & Haitham M. Yousof & Rodrigo R. Pescim & Ahmed Z. Afify & Saralees Nadarajah
August 2019, Volume 48, Issue 15
- 3683-3702 Statistical analysis of competing risks model from Marshall–Olkin extended Chen distribution under adaptive progressively interval censoring with random removals
by Xuchao Bai & Yimin Shi & Yiming Liu & Hon Keung Tony Ng & Bin Liu - 3703-3716 A new non-parametric multivariate EWMA sign control chart for monitoring process dispersion
by Abdul Haq & Michael B. C. Khoo - 3717-3745 The N-policy for an unreliablequeue (Mx/G1G2/1 queue) with optional repeated service and delayed repair
by Chandi Ram Kalita & Gautam Choudhury - 3746-3760 Impact of unbalanced DIF item proportions on group-specific DIF identification
by Ronna C. Turner & Elizabeth A. Keiffer - 3761-3777 A generalized class of estimators under two-phase stratified sampling for non response
by Javid Shabbir & Sat Gupta & Shakeel Ahmed - 3778-3794 A simple root selection method for univariate finite normal mixture models
by Supawadee Wichitchan & Weixin Yao & Guangren Yang - 3795-3800 A modification of the Whittaker–Henderson method of graduation
by Hiroshi Yamada & Ruixue Du - 3801-3815 A discrete probabilistic model for analyzing pairwise comparison matrices
by Sumito Kurata & Etsuo Hamada - 3816-3835 Local linear estimation for covariate-adjusted varying-coefficient models
by Yiqiang Lu & Feng Li & Sanying Feng - 3836-3849 Performance of ridge estimator in inverse Gaussian regression model
by Zakariya Yahya Algamal - 3850-3863 Estimation of population mean in successive sampling under super-population model in presence of random non response situations
by A. Chatterjee & G. N. Singh & A. Bandyopadhyay - 3864-3875 Complete convergence and the strong laws of large numbers for pairwise NQD random variables
by Yongfeng Wu & JiangYan Peng - 3876-3883 A note on limiting distribution of the sample auto-covariance function for the first-order autoregressive (AR(1)) model
by Mohammad Reza Kazemi & Mohammad Reza Mahmoudi - 3884-3898 Some results on discrete mixture failure rates
by Ji Hwan Cha & Maxim Finkelstein - 3899-3920 Bayesian and robust Bayesian analysis in a general setting
by Ali Karimnezhad & Ahmad Parsian - 3921-3940 Whittle estimation in multivariate CCC-GARCH processes
by Abdelouahab Bibi & Karima Kimouche - 3941-3942 Corrigendum
by The Editors
July 2019, Volume 48, Issue 14
- 3423-3438 The unit-inverse Gaussian distribution: A new alternative to two-parameter distributions on the unit interval
by M. E. Ghitany & J. Mazucheli & A. F. B. Menezes & F. Alqallaf - 3439-3450 Transient solution of an M/M/∞ queue with catastrophes
by Gulab Singh Bura - 3451-3463 Lifetime distribution of two discrete censored δ shock models
by Lina Bian & Ming Ma & Hua Liu & Jian Hua Ye - 3464-3481 On bivariate discrete Weibull distribution
by Debasis Kundu & Vahid Nekoukhou - 3482-3497 Computations of predictors/estimators under a linear random-effects model with parameter restrictions
by Yuqin Sun & Bo Jiang & Hong Jiang - 3498-3517 Normal approximation for call function via Stein’s method
by Suporn Jongpreechaharn & Kritsana Neammanee - 3518-3529 Confidence intervals for the closed population size under inverse sampling without replacement
by Mohammad Mohammadi - 3530-3548 Optimal investment-consumption-insurance strategy in a continuous-time self-exciting threshold model
by Hao Wang & Rongming Wang & Jiaqin Wei & Shaosheng Xu - 3549-3557 Asymptotic properties of maximum likelihood estimators from single server queues: A martingale approach
by Sarat Kumar Acharya & Saroja Kumar Singh - 3558-3569 Systemic risk statistics with scenario analysis
by Yanhong Chen & Yijun Hu - 3570-3585 Estimating ordered quantiles of two exponential populations with a common minimum guarantee time
by Adarsha Kumar Jena & Manas Ranjan Tripathy - 3586-3608 Estimation of population mean in presence of random non response in two-stage cluster sampling
by Reba Maji & G. N. Singh & Arnab Bandyopadhyay - 3609-3621 On almost sure convergence for sums of stochastic sequence
by Zhong-zhi Wang & Yun Dong & Fangqing Ding - 3622-3642 Back propagation neural network based big data analytics for a stock market challenge
by V. P. Ramesh & Priyanga Baskaran & Aarthika Krishnamoorthy & Divya Damodaran & Preethi Sadasivam - 3643-3662 The quantile-based flattened logistic distribution: Some properties and applications
by Dreamlee Sharma & Tapan Kumar Chakrabarty - 3663-3681 Value-at-risk estimation with new skew extension of generalized normal distribution
by Emrah Altun & Huseyin Tatlidil & Gamze Ozel
July 2019, Volume 48, Issue 13
- 3165-3176 Complete convergence for arrays of row-wise ND random variables under sub-linear expectations
by Wenjuan Wang & Qunying Wu - 3177-3190 Non-parametric estimation of reciprocal coordinate subtangent for right censored dependent scheme
by T. B. Sreejith & S. M. Sunoj & G. Rajesh - 3191-3207 Near exogeneity, weak identification and specification testing: Some asymptotic results
by Firmin Doko Tchatoka - 3208-3218 Statistical methods for assessing the contagion of spatial extreme events among regions
by Luísa Pereira & Cecília Fonseca - 3219-3235 Non linear wavelet estimation of regression derivatives based on biased data
by Huijun Guo & Junke Kou - 3236-3257 Simultaneous estimation of Cronbach’s alpha coefficients
by Supranee Lisawadi & S. Ejaz Ahmed & Orawan Reangsephet & Muhammad Kashif Ali Shah - 3258-3268 RCEV heteroscedasticity test based on the studentized residuals
by Reşit Çelik - 3269-3279 Asymptotic dependence of bivariate maxima
by Helena Ferreira & Marta Ferreira - 3280-3290 MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated
by Haifeng Xu & Akio Namba - 3291-3310 QMLE of periodic time-varying bilinear– GARCH models
by Abdelouahab Bibi & Ahmed Ghezal - 3311-3324 Estimation of time-varying coefficient dynamic panel data models
by Kazuhiko Hayakawa & Jie Hou - 3325-3340 The product distribution of dependent random variables with applications to a discrete-time risk model
by Jikun Chen & Hui Xu & Fengyang Cheng - 3341-3359 Confidence regions for Pareto parameters from a single and independent samples
by Stefan Bedbur & Udo Kamps & Jens M. Lennartz - 3360-3376 The Performance of Gaussian and non Gaussian dynamic models in assessing market risk: The Implications for risk management
by Faisal Nawaz & Faisal Shahzad & Ijaz Ur Rehman & Muhammad Shujahat & Shabir Hyder & Sameer Al Barghouthi - 3377-3387 The empirical likelihood estimation of the quantile function under the multiplicative intercept risk model
by Jianhua Shi & Zhiping Qiu & Xiaoping Chen & Haiqing Lin - 3388-3401 Conditional maximum likelihood estimation in negative binomial INGARCH processes with known number of successes when the true parameter is at the boundary of the parameter space
by Yunwei Cui & Xiaoyin Wang - 3402-3412 Mixed-level designs with multi block variables containing clear two-factor interaction components
by Qian-Qian Zhao & Sheng-Li Zhao - 3413-3420 Stochastic ordering of medians in samples from normal distributions
by Mehdi Amiri & Ahad Jamalizadeh - 3421-3421 Corrigendum
by The Editors
June 2019, Volume 48, Issue 12
- 2879-2892 Moderate deviations for quantile regression processes
by Mingzhi Mao & Wanli Guo - 2893-2903 The effect of small sample on optimal designs for logistic regression models
by S. Mehr Mansour & M. Niaparast - 2904-2916 A new aging concept derived from the increasing convex ordering
by T. H. M. Abouelmagd & A. A. E. Ahmed & Enayat M. Abd Elrazik & Mahmoud M. Mansour & A-Hadi N. Ahmed & Ahmed Z. Afify - 2917-2931 Mean estimate in ranked set sampling using a length-biased concomitant variable
by Chang Cui & Tao Li & Lei Zhang - 2932-2947 Modelling ordinal assessments: fit is not sufficient
by David Andrich & Pender Pedler - 2948-2961 Estimation for periodic ARMA models with unspecified noises
by Baoguo Pan - 2962-2981 Power properties of the modified CUSUM tests
by Peiyun Jiang & Eiji Kurozumi - 2982-3004 A likelihood based approach for joint modeling of longitudinal trajectories and informative censoring process
by Miran A. Jaffa & Ayad A. Jaffa - 3005-3024 An alternative skew exponential power distribution formulation
by Alan D. Hutson - 3025-3043 Joint (k, l)-hurdle random effects models for mixed longitudinal power series and normal outcomes
by F. Razie & E. Bahrami Samani - 3044-3054 The laws of large numbers for Pareto-type random variables with infinite means
by Wenzhi Yang & Lei Yang & Da Wei & Shuhe Hu - 3055-3067 A novel regularization method for estimation and variable selection in multi-index models
by Peng Zeng & Yu Zhu - 3068-3084 Weighted empirical likelihood for quantile regression with non ignorable missing covariates
by Xiaohui Yuan & Xiaogang Dong - 3085-3091 Explicit formulas for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical distributions
by Tomer Shushi - 3092-3104 A note on estimation of the shape of density level sets of star-shaped distributions
by Hidehiko Kamiya - 3105-3121 A new class of slash-elliptical distributions
by Jimmy Reyes & Diego I. Gallardo & Heleno Bolfarine & Héctor W. Gómez - 3122-3135 Selected singular-generalized-hyperbolic distributions with applications to order statistics and reliability
by Mehdi Amiri & Roohollah Roozegar & Yousef Behbahani - 3136-3152 Optimal stratification in stratified designs using weibull-distributed auxiliary information
by Karuna G. Reddy & M.G.M. Khan - 3153-3161 Explicit formulas for the smoother weights of the Whittaker–Henderson graduation of order 1
by Hiroshi Yamada & Fatima Tuj Jahra - 3162-3163 Corrigendum to: Gupta et al. (2012). Estimation of the mean of a sensitive variable in the presence of auxiliary information. CSTM, 41 (13–14):2394–2404
by Lovleen Kumar Grover & Amanpreet Kaur
June 2019, Volume 48, Issue 11
- 2619-2640 Modeling binary responses with stochastic covariates
by Evrim Oral & Denise M. Danos - 2641-2656 Selecting better process based on difference statistic using double sampling plan
by Kalsoom Afzal Butt & Muhammad Aslam & Fu-Kwun Wang - 2657-2686 Oracle GMM estimation for misspecified models via thresholding
by Mihai Giurcanu & Brett Presnell - 2687-2699 Strong law of large numbers and complete convergence for non-identically distributed WOD random variables
by Xiaodong Bai & Qingjian Zhou & Zhiqiang Hua - 2700-2706 Linearly admissible estimators on linear functions of regression coefficient under balanced loss function
by MingXiang Cao & DaoJiang He - 2707-2716 Prediction of random fields with incomplete quarter-plane past
by Abdelghani Hamaz - 2717-2733 Reversible jump MCMC to identify dropout mechanism in longitudinal data
by T. Baghfalaki & E. Farahani Jalali - 2734-2747 Simultaneous estimation and inference for multiple response variables
by Xiaomeng Niu & Hyunkeun Ryan Cho - 2748-2765 Estimation of the smallest scale parameter of two-parameter exponential distributions
by Panayiotis Bobotas - 2766-2786 Revisit of a randomized response model for estimating a rare sensitive attribute under probability proportional to size sampling using Poisson probability distribution
by G. N. Singh & C. Singh & S. Suman - 2787-2809 Availability analysis and optimal inspection policy for systems with neglected down time
by Qingan Qiu & Lirong Cui & Dejing Kong - 2810-2826 An M/G/1 clearing queueing system with setup time and multiple vacations for an unreliable server
by Qihui Bu & Liwei Liu - 2827-2841 A doubly restricted exponential dispersion model
by Luis Fernando Grajales & Raydonal Ospina & Luis A. López & Oscar O. Melo - 2842-2861 A bivariate geometric distribution allowing for positive or negative correlation
by Alessandro Barbiero - 2862-2878 Approximate Bayesian analysis of doubly censored samples from mixture of two Weibull distributions
by Navid Feroze & Muhammad Aslam
May 2019, Volume 48, Issue 10
- 2345-2355 A-optimal designs for mixture central polynomial model with qualitative factors
by Zhibin Zhu & Guanghui Li & Chongqi Zhang - 2356-2371 Wavelet estimations for heteroscedastic super smooth errors
by Jinru Wang & Wei Liu - 2372-2389 The inverse weighted Lindley distribution: Properties, estimation and an application on a failure time data
by Pedro L. Ramos & Francisco Louzada & Taciana K. O. Shimizu & Aline O. Luiz - 2390-2408 A class of distortion measures generated from expectile and its estimation
by Sheng Wu & Yi Zhang - 2409-2424 Lee discrepancy on mixed two- and three-level uniform augmented designs
by Jiaqi Liu & Zujun Ou & Liuping Hu & Kang Wang - 2425-2445 On the distribution of maximum of multivariate normal random vectors
by Saralees Nadarajah & Emmanuel Afuecheta & Stephen Chan - 2446-2458 Ergodicity for population dynamics driven by stable processes with Markovian switching
by Jinying Tong & Xuan Ma & Zhenzhong Zhang & Enwen Zhu - 2459-2482 A Bayesian approach for parameter estimation in multi-stage models
by Hoa Pham & Darfiana Nur & Huong T. T. Pham & Alan Branford - 2483-2498 New generalized regression estimator in the presence of non response under unequal probability sampling
by Nuanpan Lawson & Chugiat Ponkaew - 2499-2508 On empirical likelihood test for predictability
by Kun Chen & Man Wang - 2509-2520 Analysis of a two incongruent arrivals and services M/G/1 queue with random feedback
by A. Badamchi Zadeh & M. H. Ghahramani - 2521-2528 New test statistics for hypothesis testing of parameters in conditional moment restriction models
by Ziqi Chen & Yan Zhou - 2529-2547 Time varying long memory parameter estimation for locally stationary long memory processes
by Lihong Wang - 2548-2561 The two-sided power-binomial distribution for modeling binary count data
by Ali İ. Genç - 2562-2579 On weighted Renyi’s entropy for double-truncated distribution
by Shivangi Singh & Chanchal Kundu - 2580-2601 Transient study of a queueing system with one unreliable server, batch arrivals, two types of verification, loss and vacation
by Imane Terfas & Hafida Saggou & Megdouda Ourbih-Tari - 2602-2618 A new two sample type-II progressive censoring scheme
by Shuvashree Mondal & Debasis Kundu
May 2019, Volume 48, Issue 9
- 2075-2087 Reference points for getting a target in a soccer competition. A probabilistic model with applications to the Spanish and English Premier League
by Emilio Gómez-Déniz & Nancy Dávila-Cárdenes - 2088-2101 Analysis of nonlinear state space model with dependent measurement noises
by A. Hajrajabi - 2102-2112 A note on the almost sure central limit theorem for the product of partial sums of m-dependent random variables
by Yu Miao & Xiaoyan Xu - 2113-2128 A new destructive Poisson odd log-logistic generalized half-normal cure rate model
by Rodrigo R. Pescim & Edwin M. M. Ortega & Adriano K. Suzuki & Vicente G. Cancho & Gauss M. Cordeiro - 2129-2146 An improvement of a non-uniform bound for combinatorial central limit theorem
by Patcharee Sumritnorrapong & Kritsana Neammanee & Jiraphan Suntornchost - 2147-2162 Reliability and sensitivity comparisons and average run lengths of CUSUM scale chart
by Mahwish Rabia & Nadia Saeed & Muhammad Aslam - 2163-2174 Reporting Bayes factors or probabilities to decision makers of unknown loss functions
by David R. Bickel - 2175-2184 Some results about bivariate discrete distributions through the vector of aging intensities
by Magdalena Szymkowiak & Maria Iwińska - 2185-2205 The pricing of defaultable bonds under a regime-switching jump-diffusion model with stochastic default barrier
by Chao Xu & Yinghui Dong & Guojing Wang - 2206-2217 General strong convergence for negatively associated random variables
by Yanjiao Meng - 2218-2228 Closure property of consistently varying random variables based on precise large deviation principles
by Shijie Wang & Duo Guo & Wensheng Wang - 2229-2253 Optimal design for constant-stress accelerated degradation test based on gamma process
by Fengjun Duan & Guanjun Wang - 2254-2266 A fractional version of the Cox–Ingersoll–Ross interest rate model and pricing double barrier option with Hurst index H∈(23,1)
by Somayeh Fallah & Ali Reza Najafi & Farshid Mehrdoust - 2267-2285 A new extension of the Fréchet distribution: Properties and its characterization
by Zohdy M. Nofal & M. Ahsanullah - 2286-2304 The empirical Bayes estimators of the mean and variance parameters of the normal distribution with a conjugate normal-inverse-gamma prior by the moment method and the MLE method
by Ying-Ying Zhang & Teng-Zhong Rong & Man-Man Li - 2305-2319 Improved two phase sampling exponential ratio and product type estimators for population mean of study character in the presence of non response
by Kamlesh Kumar & Sayed Mohammed Zeeshan - 2320-2328 Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models
by Mohammad Reza Mahmoudi & Mohammad Hossein Heydari & Zakieh Avazzadeh - 2329-2343 Modified profile likelihood estimation for the Weibull regression models in survival analysis
by Md. Mazharul Islam & Md. Hasinur Rahaman Khan & Tamanna Hawlader
April 2019, Volume 48, Issue 8
- 1815-1835 Influence diagnostics for the structural sharpe model under normal/independent distributions
by Camila Borelli Zeller & Filidor Vilca & Manuel Galea - 1836-1853 On the local linear estimate for functional regression: Uniform in bandwidth consistency
by Mohammed Attouch & Ali Laksaci & Fatima Rafaa - 1854-1870 On the asymptotic behavior of the periodograms of periodically correlated spatial processes: Periodicity detection
by Z. Shishebor & B. Amiri Aghbilagh - 1871-1889 Conditional design of the EWMA median chart with estimated parameters
by XueLong Hu & Philippe Castagliola & XiaoJian Zhou & AnAn Tang - 1890-1901 Asymptotic properties of approximate maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random effects
by Tian Xia & Xuejun Jiang & Xueren Wang - 1902-1919 A new extension of the FGM copula for negative association
by Kahadawala Cooray - 1920-1937 Kumaraswamy Marshall-Olkin Exponential distribution
by Roshini George & S. Thobias - 1938-1954 Bayesian predictive modeling for Inverse Gamma-Pareto composite distribution
by M. S. Aminzadeh & M. Deng - 1955-1962 Sequential estimation for nonhomogeneous Ornstein-Uhlenbeck processes
by Qingpei Zang & Tao Wang - 1963-1980 A weighted Jackknife method for clustered data
by Ruofei Du & Ji-Hyun Lee - 1981-2000 Consistent and robust variable selection in regression based on Wald test
by T. S. Kamble & D. N. Kashid & D. M. Sakate - 2001-2013 A multi-treatment two stage adaptive allocation for survival outcomes
by Rahul Bhattacharya & Madhumita Shome - 2014-2038 Exponentiated generalized Pareto distribution: Properties and applications towards extreme value theory
by Seyoon Lee & Joseph H. T. Kim - 2039-2048 Modified ratio estimators using robust regression methods
by Tolga Zaman & Hasan Bulut - 2049-2059 The Touchard distribution
by Raul Matsushita & Donald Pianto & Bernardo B. De Andrade & Andre Cançado & Sergio Da Silva - 2060-2073 Mean-Squared errors of small area estimators under a multivariate linear model for repeated measures data
by Innocent Ngaruye & Dietrich Von Rosen & Martin Singull