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Content
October 2018, Volume 47, Issue 20
- 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 - 3192-3203 Uniformity pattern and related criteria for mixed-level designs
by Zhenghong Wang & Hong Qin - 3204-3219 An extended geometric process repair model with imperfect delayed repair under different objective functions
by Y. L. Zhang & G. J. Wang - 3220-3233 Modified slashed-Rayleigh distribution
by Yuri A. Iriarte & Nabor O. Castillo & Heleno Bolfarine & Héctor W. Gómez - 3234-3251 Detecting instants of jumps and estimating their intensity in the context of p derivatives with continuous or discrete data
by D. Bosq - 3252-3268 On the relationship between the matrix operators, vech and vecd
by Daisuke Nagakura - 3269-3292 Robust Bayesian prediction under a general linear-exponential posterior risk function and its application in finite population
by Razieh Jafaraghaie & Nader Nematollahi
June 2018, Volume 47, Issue 12
- 2795-2804 Performance of some ridge regression estimators for the multinomial logit model
by Kristofer Månsson & Ghazi Shukur & B. M. Golam Kibria - 2805-2812 A new test for decreasing mean residual lifetimes
by Edgardo Lorenzo & Ganesh Malla & Hari Mukerjee - 2813-2826 Simultaneous estimation of several CDF’s: homogeneity constraint
by A. K. Md. Ehsanes Saleh & B. M. Golam Kibria & Florence George - 2827-2834 2m − p compromise plans with strongly clear specified main effects and two-factor interactions
by Shili Ye & Dongying Wang & Runchu Zhang - 2835-2847 A note on calibration weightings for stratified double sampling with equal probability
by Etebong P. Clement - 2848-2858 Doubly inflated Poisson model using Gaussian copula
by Sumen Sen & Pooja Sengupta & Norou Diawara - 2859-2868 Generalized-order statistics with random indices
by H. M. Barakat & M. A. Abd Elgawad & Ting Yan - 2869-2880 A study of uniformity pattern for extended designs
by Tingxun Gou & Hong Qin & Kashinath Chatterjee - 2881-2891 Design of acceptance sampling plan using a modified EWMA statistic
by Nasrullah Khan & Muhammad Aslam & Chi-Hyuck Jun & Jaffer Hussain - 2892-2907 An integrated model for economic design of chi-square control chart and maintenance planning
by Hasan Rasay & Mohammad Saber Fallahnezhad & Yahia Zare Mehrjerdi - 2908-2918 Inference for proportional hazard model with propensity score
by Bo Lu & Dingjiao Cai & Luheng Wang & Xingwei Tong & Huiyun Xiang - 2919-2926 Testing the equality of two independent regression models
by Mohammad Reza Mahmoudi & Mohsen Maleki & Abbas Pak - 2927-2949 Oracle inequalities for the Lasso in the additive hazards model with interval-censored data
by Yanqin Feng & Yurong Chen - 2950-2968 A new skew-bimodal distribution with applications
by Altemir da Silva Braga & Gauss M. Cordeiro & Edwin M. M. Ortega - 2969-2978 On the distribution-free confidence intervals and universal bounds for quantiles based on joint records
by R. Arabi Belaghi & M. Noori Asl & H. Bevrani & William Volterman & N. Balakrishnan - 2979-2987 Performance of the difference-based Liu-type estimator in partially linear model
by Jibo Wu - 2988-3001 Bayesian adaptive bandwidth selector for multivariate discrete kernel estimator
by Nawal Belaid & Smail Adjabi & Célestin C. Kokonendji & Nabil Zougab - 3002-3021 A zero-inflated non default rate regression model for credit scoring data
by Francisco Louzada & Fernando F. Moreira & Mauro Ribeiro de Oliveira - 3022-3028 Note on posterior inference for the Bingham distribution
by Mike G. Tsionas - 3029-3042 A consistent estimator of the smoothing operator in the functional Hodrick–Prescott filter
by Hiba Nassar
June 2018, Volume 47, Issue 11
- 2549-2562 A log-location-scale lifetime distribution with censored data: Regression modeling, residuals, and global influence
by Francisco Louzada & Vitor A. A. Marchi - 2563-2575 Cumulative or adjacent logits: Which choice for an ordinal logistic latent variable model?
by Petan Dossar & Mounir Mesbah - 2576-2589 Optimality of ratio type estimation methods for population mean in the presence of missing data
by Shashi Bhushan & Abhay Pratap Pandey - 2590-2604 Kolmogorov–Smirnov test for life test data with hybrid censoring
by Buddhananda Banerjee & Biswabrata Pradhan - 2605-2624 The four-parameter Burr XII distribution: Properties, regression model, and applications
by Ahmed Z. Afify & Gauss M. Cordeiro & Edwin M. M. Ortega & Haitham M. Yousof & Nadeem Shafique Butt - 2625-2642 Economic design of an integrated adaptive synthetic X‾$\bar{X}$ chart and maintenance management system
by Qiang Wan & Yongzhong Wu & Wenhui Zhou & Xiaohong Chen - 2643-2663 A methodology for quantifying the effect of missing data on decision quality in classification problems
by Michael Feldman & Adir Even & Yisrael Parmet - 2664-2683 Semiparametric method for detecting multiple change points model in financial time series
by Shuxia Zhang & Boping Tian - 2684-2700 Non parametric double generally weighted moving average sign charts based on process proportion
by Shin-Li Lu - 2701-2719 Robust estimation and model identification for longitudinal data varying-coefficient model
by Shu Liu & Heng Lian - 2720-2740 Binary discrimination methods for high-dimensional data with a geometric representation
by A. Bolivar-Cime & L. M. Cordova-Rodriguez - 2741-2759 Estimation and influence diagnostics for zero-inflated hyper-Poisson regression model: full Bayesian analysis
by Vicente G. Cancho & Bao Yiqi & Jose A. Fiorucci & Gladys D. C. Barriga & Dipak K. Dey - 2760-2778 Testing factor–covariate interaction in rank repeated-measures analysis of covariance models
by Chunpeng Fan & Donghui Zhang - 2779-2794 Some new results on aggregate claim amounts from two heterogeneous Marshall–Olkin extended exponential portfolios
by Ghobad Barmalzan & Amir. T. Payandeh Najafabadi & Narayanaswamy Balakrishnan
May 2018, Volume 47, Issue 10
- 2297-2313 A reduced new modified Weibull distribution
by Saad J. Almalki - 2314-2326 On the three-dimensional negative binomial distribution
by Camilla Mondrup Andreassen & Jens Ledet Jensen - 2327-2336 Quickly variable selection for varying coefficient models with missing response at random
by Jian Wu & Liugen Xue & Peixin Zhao - 2337-2350 Shuffle of min’s random variable approximations of bivariate copulas’ realization
by Yanting Zheng & Jingping Yang & Jianhua Z. Huang - 2351-2361 Empirical likelihood inference for error density estimators in first-order autoregression models
by Hui Zhou & Jie Li - 2362-2372 On the mean residual life of a generalized k-out-of-n system
by S. Goliforushani & M. Xie & N. Balakrishnan - 2373-2378 A note on the conditional residual lifetime of a coherent system under double monitoring
by A. Parvardeh & N. Balakrishnan & Azam Arshadipour - 2379-2388 On the optimal allocation of active redundancies in series system
by Rongfang Yan & Tianqi Luo - 2389-2406 Wavelet-based estimators of multivariable mean regression function with long-memory data
by Yunzhu He & Dongsheng Wu - 2407-2424 Non-parametric quantile estimate for length-biased and right-censored data with competing risks
by Feipeng Zhang & Yong Zhou - 2425-2431 Complete convergence for weighted sums of arrays of APND random variables
by H. R. Nili Sani & M. Amini & A. Bozorgnia - 2432-2455 Statistical inference for heteroscedastic semi-varying coefficient EV models
by Fanrong Zhao & Weixing Song & Jianhong Shi - 2456-2468 Comparisons of several Pareto distributions based on record values
by Jing Zhao & Weihu Cheng & Haiqing Chen & Mixia Wu - 2469-2481 Remainder modified systematic sampling in the presence of linear trend
by L. R. Naidoo & D. North & T. Zewotir & R. Arnab - 2482-2489 Construction of neighbor designs of block size 4 for all values of v ≥ 5 by using the method of addition
by I. Iqbal & P. F. Buzdar & I. Ahmed - 2490-2503 Optimal designing of a new mixed variable lot-size chain sampling plan based on the process capability index
by S. Balamurali - 2504-2519 Wavelet estimation in time-varying coefficient time series models with measurement errors
by Xing-cai Zhou & Ying-zhi Xu & Jin-guan Lin - 2520-2526 The generalized exponential family of distributions and its characteristics
by Tomer Shushi - 2527-2548 Non-parametric predictive inference for future order statistics
by Frank P. A. Coolen & Tahani Coolen-Maturi & Hana N. Alqifari
May 2018, Volume 47, Issue 9
- 2043-2055 A new class of generalized logistic distribution
by Indranil Ghosh & Ayman Alzaatreh - 2056-2072 The Gamma–Kumaraswamy distribution: An alternative to Gamma distribution
by Indranil Ghosh & G. G. Hamedani - 2073-2084 On the mixtures of Weibull and Pareto (IV) distribution: An alternative to Pareto distribution
by I. Ghosh & G. G. Hamedani & N. Bansal & M. Maadooliat - 2085-2097 Group divisible designs with block size five from Clatworthy's table
by Dinesh Sarvate & Nutan Mishra & Kasifa Namyalo - 2098-2109 An extension of Ben-Daya–Rahim (2000) and Rahim–Banerjee (1993) cost models for economic design of T2-control charts for multivariate deteriorating processes with preventive maintenance and early replacement
by M. A. Pasha & M. Bameni Moghadam - 2110-2125 The strong law of large numbers for non homogeneous M-bifurcating Markov chains indexed by a M-branch Cayley tree
by Hui Dang - 2126-2133 Life table estimator revisited
by Sergey V. Malov & Stephen J. O’Brien - 2134-2145 Conditional logistic regression in cluster-specific 1: m matched treatment–control designs
by Zhulin He - 2146-2171 The ARCH(2) model: Pseudo-maximum estimation and asymptotic results under dependent innovations
by Eugene Kouassi & Patrice Takam Soh & Morvan N. Donfack & Jean Marcelin B. Bosson - 2172-2182 Bootstrapping analogs of the two-sample hotelling’s T2 test
by H. S. Rupasinghe Arachchige Don & L. C. R. Pelawa Watagoda - 2183-2194 Some extensions of circular balanced and circular strongly balanced repeated measurements designs
by Zahid Bashir & Rashid Ahmed & M. H. Tahir & Syed Shakir Ali Ghazali & Farrukh Shehzad - 2195-2212 Asymptotic properties of the kernel mode estimator under twice censorship model
by Zohra Guessoum & Mohamed-Amine Mansouri & Elias Ould Saïd