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Content
January 2018, Volume 47, Issue 1
- 118-132 On the least-squares model averaging interval estimator
by Sebastian Ankargren & Shaobo Jin - 133-146 An enhanced absorbing Markov chain model for predicting TAIEX Index Futures
by Wen-Tso Huang & Cheng-Chang Lu - 147-165 Discrete distributions based on inter arrival times with application to football data
by Saralees Nadarajah & Stephen Chan - 166-180 Asymptotic distribution of regression correlation coefficient for Poisson regression model
by Takeshi Kurosawa & Nobuhiro Suzuki - 181-195 Non parametric analysis of gap times for bivariate recurrent event data with cure fraction
by Pao-Sheng Shen - 196-209 A relative error-based estimation with an increasing number of parameters
by Hao Ding & Zhanfeng Wang & Yaohua Wu - 210-221 Pricing dynamic fund protections for a hyperexponential jump diffusion process
by Linyi Qian & Zhuo Jin & Wei Wang & Lyu Chen - 222-238 Fitting spatial regressions to large datasets using unilateral approximations
by Giuseppe Arbia & Marco Bee & Giuseppe Espa & Flavio Santi - 239-246 An accurate, tractable, and analytically integrable polynomial expansion of the skewed Student’s t-distribution
by Liborio I. Costa - 247-257 A novel spatial outlier detection technique
by Alok Kumar Singh & S. Lalitha
December 2017, Volume 46, Issue 24
- 1-1 EOV: Editorial Board
by The Editors - 11949-11971 Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II
by Barry C. Arnold & G. G. Hamedani - 11972-11987 Upper non positive bounds on expectations of generalized order statistics from DD and DDA populations
by Agnieszka Goroncy - 11988-12007 Bayesian meta-analysis of correlation coefficients through power prior
by Zhiyong Zhang & Kaifeng Jiang & Haiyan Liu & In-Sue Oh - 12008-12022 Non parametric Bayesian analysis of the two-sample problem with censoring
by Kan Shang & Cavan Reilly - 12023-12044 A new economic scheme for CCC charts with run rules based on average number of inspected items
by V. Golbafian & M. S. Fallahnezhad & Y. Zare Mehrjerdi - 12045-12058 Estimation for the scaled half-logistic distribution under Type-I progressively hybrid censoring scheme
by Chao Wang & Hong Liu - 12059-12074 A new efficient unrelated randomized response model
by Housila P. Singh & Swarangi M. Gorey - 12075-12086 Underdispersion models: Models that are “under the radar”
by Kimberly F. Sellers & Darcy S. Morris - 12087-12102 Some results on dependent random variables and a connection with the multivariate s-increasing convex order
by Milto Hadjikyriakou - 12103-12112 Optimal block designs with non additive mixed effects interference
by Arpan Bhowmik & Seema Jaggi & Eldho Varghese & Cini Varghese - 12113-12129 An integration of Taguchi’s loss function in Banerjee–Rahim model for the economic and economic statistical design of X‾$\bar{X}$-control charts under multiple assignable causes and Weibull shock model
by M. A. Pasha & M. Bameni Moghadam & Y. Khadem & S. Fani - 12130-12151 Estimation of population mean based on dual use of auxiliary information in non response
by Mazhar Yaqub & Javid Shabbir & Sat Narian Gupta - 12152-12164 Goodness-of-fit tests based on Verma Kullback–Leibler information
by M. Bitaraf & M. Rezaei & F. Yousefzadeh - 12165-12193 Partial linear single-index models with additive distortion measurement errors
by Jun Zhang & Zhenghui Feng - 12194-12209 Some efficient classes of estimators of population mean in two-phase successive sampling under random non response
by G. N. Singh & M. Khalid & A. K. Sharma - 12210-12225 A modified Conway–Maxwell–Poisson type binomial distribution and its applications
by T. Imoto & C. M. Ng & S. H. Ong & S. Chakraborty - 12226-12239 Modified first-difference estimator in a panel data model with unobservable factors both in the errors and the regressors when the time dimension is small
by Giovanni Forchini & Bin Peng - 12240-12258 Laplace approximations and Bayesian information criteria in possibly misspecified models
by Yoichi Miyata - 12259-12280 Efficiency of the generalized-difference-based weighted mixed almost unbiased two-parameter estimator in partially linear model
by Fikri Akdeniz & Mahdi Roozbeh - 12281-12289 On the Flatland paradox and limiting arguments
by P. Druilhet - 12290-12298 On the mathematics of the Jeffreys–Lindley paradox
by Cristiano Villa & Stephen Walker - 12299-12316 Confidence intervals for sparse precision matrix estimation via Lasso penalized D-trace loss
by Huang Xudong & Li Mengmeng - 12317-12323 Partial unit root and surplus-lag Granger causality testing: A Monte Carlo simulation study
by Lingxiang Zhang - 12324-12335 A new class of bivariate lifetime distributions
by Serkan Eryilmaz - 12336-12344 Evaluate the relative efficiency of a targeted clinical trial design to an untargeted design under the issue of cost
by Feng-Shou Ko - 12345-12355 A new test for two-sample location problem based on empirical distribution function
by S. K. Mathur & D. M. Sakate - 12356-12369 Two-Piece location-scale distributions based on scale mixtures of normal family
by Mohsen Maleki & Mohammad Reza Mahmoudi - 12370-12386 Multiple-response repeated measurement or multivariate growth curve model with distribution-free errors
by Xin Xin & Feng Qiu - 12387-12400 Strong laws of large numbers for negatively dependent random variables under sublinear expectations
by Xiaoyan Chen & Fang Liu
December 2017, Volume 46, Issue 23
- 11425-11439 Signatures of series and parallel systems consisting of non disjoint modules
by C. Franko & F. Yalcin - 11440-11449 Parameter estimation for three-parameter generalized Pareto distribution by weighted non linear least squares
by Haiqing Chen & Weihu Cheng & Leilei Zhu & Yaohua Rong - 11450-11465 Mean and cell-mean imputation resulting in the use of a semicontinuous distribution and a mixture of semicontinuous distributions
by R. Aliakbari Saba & Z. Rezaei Ghahroodi & K. Kiani & D. M. Berridge - 11466-11479 Ridge estimation in generalized linear models and proportional hazards regressions
by Guanghan Liu & Steven Piantadosi - 11480-11484 Sample size needed to get given ratio of endpoints for confidence interval of standard deviation in a normal distribution
by Joanna Tarasińska - 11485-11499 A goodness-of-fit test for generalized error distribution
by Daniele Coin - 11500-11513 Multivariate forests with missing mixed outcomes
by Abdessamad Dine & Denis Larocque & François Bellavance - 11514-11538 An alternative method correcting BDR type of heteroskedasticity by the weighting re-estimated absolute residuals
by Reşit Çelik & Aydın Erar - 11539-11557 On estimating the marginal distribution of a detrended series with long memory
by Sucharita Ghosh - 11558-11574 Pseudo maximum likelihood estimation of the univariate GARCH (2,2) and asymptotic normality under dependent innovations
by Eugene Kouassi & Patrice Soh Takam & Jean Marcelin Bosson Brou & Emile Herve Ndoumbe - 11575-11590 Statistical inference under imputation for proportional hazard model with missing covariates
by Zhiping Qiu - 11591-11603 On k-distorted generalized discrete family of distributions
by D. T. Shirke & S. R. Supanekar & Deepesh Bhati - 11604-11611 Using repeated measures to correct correlated measurement errors through orthogonal decomposition
by Chang Yu & Sanguo Zhang & Christine Friedenreich & Charles E. Matthews - 11612-11634 Supervised classifiers for high-dimensional higher-order data with locally doubly exchangeable covariance structure
by Tatjana Pavlenko & Anuradha Roy - 11635-11656 Model-based clustering of Gaussian copulas for mixed data
by Matthieu Marbac & Christophe Biernacki & Vincent Vandewalle - 11657-11666 The shape of the hazard function: Does the generalized gamma have the last word?
by Matthew B. Matheson & Christopher Cox - 11667-11687 An additive subdistribution hazard model for competing risks data
by Wanxing Li & Xiaoming Xue & Yonghong Long - 11688-11711 On density and regression estimation with incomplete data
by Majid Mojirsheibani & Kevin Manley & William Pouliot - 11712-11720 An efficient randomized response model utilizing higher order moments ratios of scrambling variables
by Housila P. Singh & Swarangi M. Gorey - 11721-11744 Data sharpening on unknown manifold
by Masaki Kudo & Kanta Naito - 11745-11755 Saddlepoint density and distribution functions for the ratio of two linear functions and the product of generalized gamma variates
by Ehab F. Abd-Elfattah - 11756-11763 Hybrid tripartite randomized response technique
by Femi B. Adebola & Adedamola A. Adediran & Olusegun S. Ewemooje - 11764-11775 Comparing multiple process overall yields from multiple manufacturing lines
by Chen-Ju Lin & Yi-Ling Shen - 11776-11785 Fubini theorem for non additive measures in the framework of g-expectation
by Feng Hu & Zhaojun Zong & Helin Wu - 11786-11800 Asymptotics for Euclidean functionals of mixing processes
by Elia Liitiäinen - 11801-11812 Lr convergence for arrays of rowwise asymptotically almost negatively associated random variables
by Aiting Shen & Deping Shi - 11813-11825 A modified Hosmer–Lemeshow test for large data sets
by Wei Yu & Wangli Xu & Lixing Zhu - 11826-11842 Adaptive Lasso for generalized linear models with a diverging number of parameters
by Yan Cui & Xia Chen & Li Yan - 11843-11853 On bivariate ageing properties of exchangeable Farlie–Gumbel–Morgenstern distributions
by Rongfang Yan & Yinping You & Xiaohu Li - 11854-11865 On the ridge regression estimator with sub-space restriction
by R. Fallah & M. Arashi & S. M. M. Tabatabaey - 11866-11879 Transmuted two-parameter Lindley distribution
by Sibel Acik Kemaloglu & Mehmet Yilmaz - 11880-11891 Conditional entropy, entropy density, and strong law of large numbers for generalized controlled tree-indexed Markov chains
by Weicai Peng - 11892-11917 Combined double sampling and variable sampling interval np chart
by Ming Ha Lee & Michael B. C. Khoo - 11918-11932 Cramér-type moderate deviations for intermediate trimmed means
by Nadezhda Gribkova - 11933-11947 Cross-entropy method for estimation of posterior expectation in Bayesian VAR models
by Nuša Mikuljan Šljivić
November 2017, Volume 46, Issue 22
- 10903-10913 Complete moment convergence of moving-average process generated by a class of random variables
by Yang Ding & Xuefei Tang & Hui Wang & Xuejun Wang - 10914-10925 On the generalized cumulative residual entropy weighted distributions
by Georgios Psarrakos & Polychronis Economou - 10926-10940 A kind of asymptotic properties of moving averages for Markov chains in Markovian environments
by Wang Zhong-Zhi - 10941-10952 Bartlett-corrected two-sample adjusted empirical likelihood via resampling
by Lei Wang - 10953-10972 Bayesian quantile regression for skew-normal linear mixed models
by A. Aghamohammadi & M. R. Meshkani - 10973-10990 On kernel density estimation based on different stratified sampling with optimal allocation
by Hani Samawi & Arpita Chatterjee & JingJing Yin & Haresh Rochani - 10991-11009 Order statistics and their concomitants from multivariate normal mean–variance mixture distributions with application to Swiss Markets Data
by Ahad Jamalizadeh & Reza Pourmousa & Mehdi Amiri & N. Balakrishnan - 11010-11025 Parameter estimation for multivariate diffusion processes with the time inhomogeneously positive semidefinite diffusion matrix
by Xiu-Li Du & Jin-Guan Lin & Xiu-Qing Zhou - 11026-11046 Pricing power options with a generalized jump diffusion
by Juan Liao & Huisheng Shu & Chao Wei - 11047-11059 Dynamic version of weighted cumulative residual entropy
by M. Mirali & S. Baratpour - 11060-11076 A new count model generated from mixed Poisson transmuted exponential family with an application to health care data
by Deepesh Bhati & Pooja Kumawat & E. Gómez–Déniz - 11077-11090 Optimal design of exponentially weighted moving average– chart for the mean with estimated process parameters
by H. W. You & Michael B. C. Khoo & M. H. Lee & P. Castagliola & S. Saha - 11091-11098 Subset selection in quantile regression analysis via alternative Bayesian information criteria and heuristic optimization
by Emre Dünder & Serpil Gümüştekin & Naci Murat & Mehmet Ali Cengiz - 11099-11109 Process capability index for bivariate exponentially distributed quality characteristics and its sampling properties
by Vidhika Tiwari & N. K. Singh - 11110-11122 Modification of GEE1 and linear mixed-effects models for heteroscedastic longitudinal Gaussian data
by Eiji Nakashima - 11123-11142 The successive raising estimator and its relation with the ridge estimator
by J. García & D. E. Ramirez - 11143-11162 Shared inverse Gaussian frailty models based on additive hazards
by David D. Hanagal & Arvind Pandey - 11163-11180 Affiliation networks with an increasing degree sequence
by Yong Zhang & Xiaodi Qian & Hong Qin & Ting Yan - 11181-11193 Two-sample tests for sparse high-dimensional binary data
by Amanda Plunkett & Junyong Park - 11194-11203 On the existence of maximum likelihood estimates for weighted logistic regression
by Guoping Zeng - 11204-11213 Sample size estimation for comparing rates of change in K-group repeated count outcomes
by Ying Lou & Jing Cao & Chul Ahn - 11214-11227 Bayesian estimation for first-order autoregressive model with explanatory variables
by Kai Yang & Dehui Wang - 11228-11242 Empirical likelihood for high-dimensional partially linear model with martingale difference errors
by Guo-Liang Fan & Zhi-Qiang Jiang & Jiang-Feng Wang - 11243-11260 A Mann–Whitney type effect measure of interaction for factorial designs
by Jan De Neve & Olivier Thas - 11261-11271 Progress on a conjecture regarding the triangular distribution
by Hien D. Nguyen & Geoffrey J. McLachlan - 11272-11288 A statistical approach to social network monitoring
by Ebrahim Mazrae Farahani & Reza Baradaran Kazemzadeh & Rassoul Noorossana & Ghazaleh Rahimian - 11289-11295 A note on a by-claim risk model: Asymptotic results
by Jinzhu Li - 11296-11314 On non parametric statistical inference for densities under long-range dependence
by Jan Beran & Nadja Schumm - 11315-11326 The performance of the adaptive optimal estimator under the extended balanced loss function
by Nimet Özbay & Selahattin Kaçıranlar - 11327-11340 Bayesian ratemaking under Dirichlet process mixtures
by J. Zhang & J. Huang & X. Wu - 11341-11357 Using plausible values in secondary analysis in large-scale assessments
by Inga Laukaityte & Marie Wiberg - 11358-11369 Particle swarm optimization based Liu-type estimator
by Deniz Inan & Erol Egrioglu & Busenur Sarica & Oykum Esra Askin & Mujgan Tez - 11370-11382 Estimation and testing procedures for the reliability functions of a general class of distributions
by Ajit Chaturvedi & Taruna Kumari - 11383-11403 Non parametric hazard estimation with dependent censoring using penalized likelihood and an assumed copula
by Jing Xu & Jun Ma & Tania Prvan - 11404-11423 The power series skew normal class of distributions
by Rasool Roozegar & Saralees Nadarajah
November 2017, Volume 46, Issue 21
- 10387-10393 Improved Ratio- and Product-Type Exponential Estimators for Population Mean in Case of Post-Stratification
by Rajesh Tailor & Ritesh Tailor & Sunil Chouhan - 10394-10415 Monitoring means and covariances of multivariate non linear time series with heavy tails
by Robert Garthoff & Wolfgang Schmid - 10416-10425 On the uniformly asymptotic normality of frequency polygons for ψ-mixing samples
by Yuzhuo Wen & Guo-dong Xing - 10426-10445 Outliers in incomplete multiresponse experiments
by Raju Kumar & Lal Mohan Bhar - 10446-10455 Detecting structural change with heteroskedasticity
by Mumtaz Ahmed & Gulfam Haider & Asad Zaman - 10456-10475 Designing of a mixed-chain sampling plan based on the process capability index with chain sampling as the attributes plan
by M. Usha & S. Balamurali - 10476-10480 A letter to the editor about “Machado, M.A.G. and Costa A.F.B. (2014), some comments regarding the synthetic chart. Communications in Statistics---Theory and Methods, 43(14), 2897–2906”
by S.C. Shongwe & M.A. Graham - 10481-10494 Application of decreasing integrated hazard in Rahim and Banerjee model on economic design of X‾$\bar{X}$-control charts for systems with increasing failure rate and early replacement
by M. A. Pasha & Y. Khadem & M. B. Moghadam - 10495-10506 A generalized approach to economic design of control charts: A discussion on implementing
by M. A. Pasha & M. B. Moghadam & Sh. Fani - 10507-10517 On a perturbed dual risk model with dependence between inter-gain times and gain sizes
by Zhong Li & Kristina P. Sendova & Chen Yang - 10518-10536 Biparametric zero-modified power series distributions: Bayesian analysis under a reference prior approach
by Katiane S. Conceição & Vera Tomazella & Marinho G. Andrade & Francisco Louzada - 10537-10548 Strong consistency of non parametric kernel regression estimator for strong mixing samples
by Xiutao Yang & Shanchao Yang & Xin Yang - 10549-10563 Pairwise comparisons of treatments with ordinal responses in a two-way setting
by Tong-Yu Lu & Yueqiong Lin & Junjiang Zhong - 10564-10581 Bayesian mixture model averaging for identifying the different gene expressions of chickpea (Cicer arietinum) plant tissue
by Ani Budi Astuti & Nur Iriawan & Irhamah & Heri Kuswanto - 10582-10593 An alternative measure of ordinal association as a value-validity correction of the Goodman–Kruskal gamma
by Tarald O. Kvålseth - 10594-10606 Chernoff distance for doubly truncated distributions
by Chanchal Kundu - 10607-10616 Standard errors for the Laspeyres index number with autocorrelated error models
by Arfa Maqsood & S. M. Aqil Burney - 10617-10639 The modified Fréchet distribution and its properties
by Claudio J. Tablada & Gauss M. Cordeiro - 10640-10656 Non-parametric tests for the tail equivalence via empirical likelihood
by Yuexiang Jiang & Haoze Sun & Yi Zhang & Huaigang Long - 10657-10671 Additive hazards regression of current status data with auxiliary covariates
by Yanqin Feng & Yuan Dong & Yang Li - 10672-10684 A new test for single against competing risks models in duration analysis
by Cao Chao & Masahito Kobayashi - 10685-10691 Orthogonal main-effect plans in row–column designs for two-level factorial experiments
by P. C. Wang - 10692-10701 Complete convergence for weighted sums of mixingale sequences and statistical applications
by Lin Zhang & Yu Miao & Jianyong Mu & Jie Xu - 10702-10704 Corrigendum to: “Covariance matrix formula for generalized linear models with unknown dispersion” by G. M. Cordeiro, L. P. Barroso, and D. A. Botter [Communications in Statistics—Theory and Methods (2006) 35(1), 113–120]
by Tiago M. Magalhães & Denise A. Botter & Mônica C. Sandoval - 10704-10717 The effect of dependence on distribution of the functions of random variables
by Ali Dolati & Rasool Roozegar & Najmeh Ahmadi & Zohreh Shishebor - 10718-10732 The performance of model averaged tail area confidence intervals
by Paul Kabaila & A. H. Welsh & Rheanna Mainzer - 10733-10757 Robust optimal investment and proportional reinsurance toward joint interests of the insurer and the reinsurer
by Jieming Zhou & Xiangqun Yang & Ya Huang - 10758-10767 On estimation of population mean based on two measurements
by Saralees Nadarajah & Rui Li & Rasool Roozegar & Ali Dolati - 10768-10787 A mixture model for dimension reduction
by Jean-Luc Dortet-Bernadet & Laurent Gardes - 10788-10799 Confidence distributions applied to propagating uncertainty to inference based on estimating the local false discovery rate: A fiducial continuum from confidence sets to empirical Bayes set estimates as the number of comparisons increases
by David R. Bickel - 10800-10822 The exponentiated transmuted-G family of distributions: Theory and applications
by Faton Merovci & Morad Alizadeh & Haitham M. Yousof & G. G. Hamedani - 10823-10834 An evaluation of common methods for dichotomization of continuous variables to discriminate disease status
by S. L. Prince Nelson & V. Ramakrishnan & P. J. Nietert & D. L. Kamen & P. S. Ramos & B. J. Wolf - 10835-10850 Small area estimation under a multivariate linear model for repeated measures data
by Innocent Ngaruye & Joseph Nzabanita & Dietrich von Rosen & Martin Singull - 10851-10863 Randomly weighted sums and their maxima with heavy-tailed increments and dependence structure
by Shijie Wang & Yiyu Hu & Jijiao He & Xuejun Wang - 10864-10878 Parameter estimation for Ornstein–Uhlenbeck processes of the second kind driven by α-stable Lévy motions
by Qian Yu & Guangjun Shen & Mingxiang Cao - 10879-10896 Parameter estimation for mixtures of skew Laplace normal distributions and application in mixture regression modeling
by Fatma Zehra Doğru & Olcay Arslan - 10897-10902 The Frisch–Waugh–Lovell theorem for the lasso and the ridge regression
by Hiroshi Yamada
October 2017, Volume 46, Issue 20
- 9869-9880 Orderings for series and parallel systems comprising heterogeneous exponentiated Weibull-geometric components
by Ghobad Barmalzan & Amir T. Payandeh Najafabadi & Narayanaswamy Balakrishnan - 9881-9891 The strong laws of large numbers for weighted sums of extended negatively dependent random variables
by Guohui Zhang - 9892-9896 A decomposition of the Bradley–Blackwood paired-samples omnibus test
by Kevin Hayes & Kevin O’Brien & Anthony Kinsella - 9897-9920 A new generalized odd log-logistic family of distributions
by Hossein Haghbin & Gamze Ozel & Morad Alizadeh & G. G. Hamedani - 9921-9929 Theoretical evaluation of prediction error in linear regression with a bivariate response variable containing missing data
by Lars Erik Gangsei & Trygve Almøy & Solve Sæbø - 9930-9948 Asymptotic properties of the maximum-likelihood estimator in zero-inflated binomial regression
by Alpha Oumar Diallo & Aliou Diop & Jean-François Dupuy - 9949-9971 Higher-order expansions of extremes from mixed skew-t distribution
by Jingyao Hou & Xin Liao & Zuoxiang Peng - 9972-9984 Reliability computing method combined with compressed storage and Krylov subspace for phased-mission system
by Hua Yan & Li Gao & Kui Wang & Lei Qi - 9985-9994 On Fisher’s dispersion test for integer-valued autoregressive Poisson models with applications
by Sangyeol Lee & Siyun Park & Cathy W. S. Chen - 9995-10004 Fourier-cosine method for pricing forward starting options with stochastic volatility and jumps
by Sumei Zhang & Junhao Geng - 10005-10009 Not every Gibbs sampler is a special case of the Metropolis–Hastings algorithm
by Douglas VanDerwerken - 10010-10024 A new revised version of McNemar's test for paired binary data
by Yunqing Lu & Min Wang & Gengsheng Zhang - 10025-10035 On tests detecting difference in means and variances simultaneously under normality
by Hyo-Il Park - 10036-10050 Robust test for independence in high dimensions
by Guangyu Mao - 10051-10057 Revisiting purchasing power parity in BRICS countries using more powerful quantile unit-root tests with stationary covariates
by Hongfeng Peng & Zhijie Liu & Tsangyao Chang - 10058-10070 Estimation of inaccuracy measure for censored dependent data
by G. Rajesh & E. I. Abdul Sathar & K. V. Viswakala - 10071-10087 Semi-non parametric smooth isotonic regression
by Xianzheng Huang - 10088-10096 Testing monotonic equilibrium residual entropy of N-State Random Evolution
by Mohammad Sepehrifar & Shantia Yarahmadian - 10097-10102 Modeling binary familial data using Gaussian copula
by Yihao Deng - 10103-10115 On hypothesis tests in misspecified change-point problems for a Poisson process
by Christian Farinetto - 10116-10134 Moderate deviations for the random weighted sums of END random variables with consistently varying tails
by Yinghua Dong & Dingcheng Wang - 10135-10148 Estimation of finite population mean in simple and stratified random sampling using two auxiliary variables
by Javid Shabbir & Sat Gupta - 10149-10165 Economic and economic-statistical designs of the T2 control charts with SVSSI sampling scheme
by Mehdi Katebi & Asghar Seif & Alireza Faraz - 10166-10178 Multivariate log-Birnbaum–Saunders regression models
by Guillermo Martínez-Flórez & Rafael Bráz Azevedo Farias & Germán Moreno-Arenas - 10179-10188 Decomposition of the main effects and interaction term by using orthogonal polynomials in multiple non symmetrical correspondence analysis
by Antonello D'Ambra & Pietro Amenta & Anna Crisci - 10189-10202 Complete moment convergence for weighted sums of extended negatively dependent random variables
by Yanchun Yi & Dehua Qiu & Pingyan Chen - 10203-10235 The Kumaraswamy GEV distribution
by S. Eljabri & S. Nadarajah - 10236-10252 Alpha power Weibull distribution: Properties and applications
by M. Nassar & A. Alzaatreh & M. Mead & O. Abo-Kasem - 10253-10271 Pseudo maximum-likelihood estimation of the univariate GARCH (1,1) and asymptotic properties
by Eugene Kouassi & Patrice Takam Soh & Jean Marcelin Bosson Brou & Emile Herve Ndoumbe - 10272-10293 A unified approach to adaptive Shewhart control charts
by Shashibhushan B. Mahadik - 10294-10314 Penalized spline joint models for longitudinal and time-to-event data
by Pham Thi Thu Huong & Darfiana Nur & Alan Branford - 10315-10326 Inference of R = P[X
by Salman Babayi & Esmaile Khorram - 10327-10347 Bayesian inference and forecasting in the stationary bilinear model
by Roberto Leon-Gonzalez & Fuyu Yang - 10348-10358 A note on the mean residual life of a coherent system with a cold standby component
by Ahmad Mirjalili & Mohammad Khanjari Sadegh & Majid Rezaei - 10359-10372 A new class of distribution having decreasing, increasing, and bathtub-shaped failure rate
by S. K. Maurya & A. Kaushik & S. K. Singh & U. Singh - 10373-10386 Complete moment convergence and Lr convergence for asymptotically almost negatively associated random variables
by Mengmei Xi & Xufei Tang & Junjie Lin & Ming Wang & Xuejun Wang
October 2017, Volume 46, Issue 19
- 9355-9363 Remarks on the L1 distance in statistical data analysis
by Robert J. Budzyński & Witold Kondracki - 9364-9376 Adaptive-Cox model averaging for right-censored data
by Yu-Mei Chang & Pao-Sheng Shen & Chun-Shu Chen - 9377-9387 A note on mixingale limit theorems and stable convergence in law
by Shin S. Ikeda - 9388-9396 A note on the finite-dimensional Dirichlet prior
by Xia Yemao & Gou Jianwei - 9397-9406 Estimating the Pólya process
by Yarong Feng & Xing Chen & Liyi Jia & Xiruo Song & Hosam M. Mahmoud - 9407-9414 Chebyshev's inequality for Hilbert-space valued random elements with estimated mean and covariance
by B. L. S. Prakasa Rao - 9415-9424 The generalizations of strong law of large numbers for asymptotic even–odd Markov chains indexed by a homogeneous tree
by Ying Tang & Weiguo Yang - 9425-9440 Asymptotic posterior distributions for balanced nested multi-way models with a large number of main effect levels
by Chun-Lung Su - 9441-9449 Generalized confidence intervals compatible with the Min test for simultaneous comparisons of one subpopulation to several other subpopulations
by Julia N. Soulakova - 9450-9458 On estimating uniform distribution via linear Bayes method
by Lichun Wang & Haocheng Wang - 9459-9475 Equilibrium excess-of-loss reinsurance–investment strategy for a mean–variance insurer under stochastic volatility model
by Danping Li & Ximin Rong & Hui Zhao - 9476-9493 Three-group ROC predictive analysis for ordinal outcomes
by Tahani Coolen-Maturi - 9494-9506 Erlang–Lindley distribution
by M. M. E. Abd El-Monsef & W. A. Hassanein & N. M. Kilany - 9507-9517 Credit risk assessment with Bayesian model averaging
by Silvia Figini & Paolo Giudici - 9518-9540 Concomitant record ranked set sampling
by Jerin Paul & P. Yageen Thomas