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Content
November 2024, Volume 53, Issue 22
- 7829-7841 Estimation of treatment effects in two sample problems under general biased sampling data
by Fangfang Bai & Ruiyu Yang - 7842-7859 Doubly bounded exponential model: Some information measures and estimation
by Brijesh P. Singh & Utpal Dhar Das & Kadir Karakaya & Hassan S. Bakouch & Badamasi Abba - 7860-7870 Testing ANOVA effects: A resolution for unbalanced models
by Lynn R. LaMotte - 7871-7892 A generalized class of estimators for the mean using multiauxiliary information in adaptive cluster sampling
by Housila P. Singh & Anurag Gupta & Rajesh Tailor & Neha Garg - 7893-7907 Optimal truncated sequential test for exponential distribution
by Maoda Fang & Sigui Hu & Qiude Li & Huijuan Chen & Rongjin Long & Maoyue Ye - 7908-7913 Granger non causality and predictor spaces
by Umberto Triacca - 7914-7926 An extended exponential SEMIFAR model with application in R
by Sebastian Letmathe & Jan Beran & Yuanhua Feng - 7927-7941 Kernel estimators for mean residual lifetime in length-biased sampling
by R. Zamini & M. Ajami & S. Ghafouri - 7942-7979 Feature screening for ultra-high-dimensional data via multiscale graph correlation
by Luojia Deng & Jinhai Wu & Bin Zhang & Yue Zhang - 7980-8008 Optimal choice of IHS-type of transformations for log-linear modeling
by Wolfgang M. Grimm - 8009-8025 The Bessel function expression of characteristic function
by Chuancun Yin & Hua Dong - 8026-8040 On regression analysis with Padé approximants
by Glib Yevkin & Olexandr Yevkin - 8041-8061 Strong consistency of parameter estimation for the CIR integrated diffusion process with long-span high-frequency data
by Shanchao Yang & Shuyi Luo & Zhiyong Li & Jiaying Xie & Xin Yang - 8062-8075 Precise large deviations of aggregate claims in bidimensional risk model with dependence structures
by Qingwu Gao & Wen Li & Linmin Kan - 8076-8096 General weighted cumulative residual (past) extropy of minimum (maximum) ranked set sampling with unequal samples
by Santosh Kumar Chaudhary & Nitin Gupta - 8097-8108 Revised schematic array
by Zuolu Hao & Yu Tang - 8109-8126 Non parametric maximin aggregation for data with inhomogeneity
by Jinwen Liang & Maozai Tian & Yaohua Rong - 8127-8139 K-optimal designs for the second-order Scheffé polynomial model
by Haosheng Jiang & Chongqi Zhang & Jiali Chen - 8140-8154 Properties and applications of two-tailed quasi-Lindley distribution
by C. Satheesh Kumar & Rosmi Jose - 8155-8165 A new wavelet-based estimation of conditional density via block threshold method
by Esmaeil Shirazi & Olivier P. Faugeras - 8166-8185 Complete convergence for moving average process generated by extended negatively dependent random variables under sub-linear expectations
by Xue Ding - 8186-8209 A new kernel regression approach for robustified L2 boosting
by Suneel Babu Chatla - 8210-8233 A novel method of generating distributions on the unit interval with applications
by Aniket Biswas & Subrata Chakraborty & Indranil Ghosh - 8234-8254 Parameter estimation for fractional power type diffusion: A hybrid Bayesian-deep learning approach
by Héctor Araya & Francisco Plaza-Vega
November 2024, Volume 53, Issue 21
- 7491-7504 Analysis of M/M/1 queueing systems with negative customers and unreliable repairers
by Ruiling Tian & Yao Zhang - 7505-7516 Moment-based approximations for stochastic control model of type (s, S)
by Aslı Bektaş Kamışlık & Feyrouz Baghezze & Tulay Kesemen & Tahir Khaniyev - 7517-7525 Random logistic machine (RLM): Transforming statistical models into machine learning approach
by Yu-Shan Li & Chao-Yu Guo - 7526-7540 Asymptotic loss of the MLE of a truncation parameter in the presence of a nuisance parameter for a one-sided truncated family of distributions
by M. Akahira & N. Ohyauchi - 7541-7559 Stochastic comparisons of the largest and smallest claim amounts with heterogeneous survival exponentiated location-scale distributed claim severities
by Longxiang Fang & Qi Zheng & Ying Ding - 7560-7581 Construction of mixed-level fractional factorial split-plot designs with combined minimum aberration
by Haosheng Jiang & Chongqi Zhang - 7582-7603 Ordering properties of parallel and series systems with a general lifetime family of distributions for independent components under random shocks
by Abed Hossein Panahi & Habib Jafari & Ghobad Saadat Kia (Barmalzan) - 7604-7623 An economic-statistical design of synthetic Tukey’s control chart with Taguchi’s asymmetric loss functions under log-normal distribution
by Pei-Hsi Lee & Chao-Yu Chou - 7624-7641 Estimation of uncertainty distribution function by the principle of least squares
by Yang Liu & Baoding Liu - 7642-7650 Comparison of higher degree stop-loss transforms
by Idir Arab & Paulo Eduardo Oliveira & Beatriz Santos - 7651-7658 A better one stage multiple comparison procedure of several treatment mean lifetimes with the control for exponential distributions under heteroscedasticity
by Shu-Fei Wu - 7659-7677 Poissonian occupation times of refracted Lévy processes with applications
by Zaiming Liu & Xiaofeng Yang & Hua Dong - 7678-7698 A correction to Begg’s test for publication bias
by Haben Michael & Musie Ghebremichael - 7699-7710 Optimal periodic dividends with penalty payments under a diffusion model
by Long Yang & Guohe Deng - 7711-7722 Identifiability of the random effects’ covariance matrix of the linear mixed model
by Matteo Amestoy & Mark A. van de Wiel & Wessel N. van Wieringen - 7723-7732 Matrix spaces and ordinary least square estimators in linear models for random matrices
by Xiaomi Hu - 7733-7745 A sample size-dependent prior strategy for bridging the Bayesian-frequentist gap in point null hypothesis testing
by Qiu-Hu Zhang & Yi-Qing Ni - 7746-7759 Least squares estimators for reflected Ornstein–Uhlenbeck processes
by Han Yuecaia & Zhang Dingwen - 7760-7788 Bayesian analysis for two-part latent variable model with application to fractional data
by Jinye Chen & Linyi Zheng & Yemao Xia - 7789-7805 Jackknife Kibria-Lukman estimator for the beta regression model
by Tuba Koç & Emre Dünder
October 2024, Volume 53, Issue 20
- 7119-7143 A composite Bayesian approach for quantile curve fitting with non-crossing constraints
by Qiao Wang & Zhongheng Cai - 7144-7180 Robustness of clustering coefficients
by Xiaofeng Zhao & Mingao Yuan - 7181-7196 A population model with Markovian arrival process and binomial correlated catastrophes
by Nitin Kumar - 7197-7215 Complete convergence for randomly weighted sums of dependent random variables and an application
by Pingyan Chen & Jingjing Luo & Soo Hak Sung - 7216-7243 Estimation of zero-inflated bivariate Poisson regression with missing covariates
by Konan Jean Geoffroy Kouakou & Ouagnina Hili & Jean-François Dupuy - 7244-7261 Autocorrelated unreplicated linear functional relationship model for multivariate time series data
by Yun Fah Chang & Sing Yan Looi & Wei Yeing Pan & Shin Zhu Sim - 7262-7280 Hyper Markov law in undirected graphical models with its applications
by Xiong Kang & Brian Yi Sun - 7281-7297 On generalized f-statistics
by Quentin Barthélemy - 7298-7310 Short proof of posterior robustness: An illustration of basic ideas in a simple case
by Yasuyuki Hamura - 7311-7325 A note on switching eigenvalues under small perturbations
by Marina Masioti & Connie S. N. Li-Wai-Suen & Luke A. Prendergast & Amanda Shaker - 7326-7331 A note on statistical analysis of Cpk for autocorrelated data in the presence of random measurement errors
by Kuntal Bera & M.Z. Anis - 7332-7351 Statistical properties of co-quantiles and their applications to momentum spillovers
by Oh Kang Kwon & Stephen Satchell - 7352-7369 Moments of inverse Weibull-geometric distribution based on progressive type-II right censored order statistics
by Areej M. AL-Zaydi & Bander Al-Zahrani - 7370-7383 Lr convergence for arrays of rowwise m-extended negatively dependent random variables
by Zi-jian Wang & Yi Wu & Yue Du & Xue-jun Wang - 7384-7404 Complete f-moment convergence for randomly weighted sums of extended negatively dependent random variables
by Meimei Ge & Yongfeng Wu & Xin Deng - 7405-7416 Fraction of design space plots for evaluating orthogonal composite designs
by Abimibola Victoria Oladugba & Brenda Mbouamba Yankam & Uchenna Charity Onwuamaeze - 7417-7435 Penalized Mallow’s model averaging
by Yifan Liu - 7436-7452 A Parzen–Rosenblatt type density estimator for circular data: exact and asymptotic optimal bandwidths
by Carlos Tenreiro - 7453-7476 Statistical inference of multi-state transition model for longitudinal data with measurement error and heterogeneity
by Jiajie Qin & Jing Guan - 7477-7489 An innovation mortality prediction model with cohort effect
by Hongmin Xiao & Miaomiao Zhao & Xiang Li & Aiqin Bai
October 2024, Volume 53, Issue 19
- 6717-6731 Two-stage shrunken least squares estimator and its superiority
by Quanhong Song & Lichun Wang & Liqun Wang - 6732-6761 Analysis of a GIX/M/1 queue with two-stage vacation policy using shift operator method
by Yufei Liu & Qingqing Ye & Junnai Yan - 6762-6776 How to use randomized response survey data at hand by a specific procedure to judge its efficiency versus a possible rival
by Arijit Chaudhuri & Dipika Patra - 6777-6784 Partially balanced bipartite block designs
by Vinayaka & Rajender Parsad & B. N. Mandal & Sukanta Dash & Vinaykumar L. N. & Mukesh Kumar & D. R. Singh - 6785-6798 Non parametric multivariate distribution estimation under right censoring
by Adil Nafii & Taoufik Bouezmarni & Mhamed Mesfioui - 6799-6831 Jackknife model averaging for additive expectile prediction
by Xianwen Sun & Lixin Zhang - 6832-6851 A generalized Burr mixture autoregressive models for modeling non linear time series
by Victor Jian Ming Low & Wooi Chen Khoo & Hooi Ling Khoo - 6852-6868 A new uncertainty measure via belief Rényi entropy in Dempster-Shafer theory and its application to decision making
by Zhe Liu & Yu Cao & Xiangli Yang & Lusi Liu - 6869-6890 Robust estimators of functional single index models for longitudinal data
by Yang Sun & Xiangzhong Fang - 6891-6917 Oracle inequalities for weighted group Lasso in high-dimensional Poisson regression model
by Ling Peng - 6918-6943 A new bivariate distribution with uniform marginals
by Asok K. Nanda & Shovan Chowdhury & Sanjib Gayen & Subarna Bhattacharjee - 6944-6956 Concentration inequalities of MLE and robust MLE
by Xiaowei Yang & Xinqiao Liu & Haoyu Wei - 6957-6976 An extended Markov-switching model approach to latent heterogeneity in departmentalized manpower systems
by Everestus O. Ossai & Uchenna C. Nduka & Mbanefo S. Madukaife & Akaninyene U. Udom & Samson O. Ugwu - 6977-6996 A study on utilization of a cold standby component to enhance the mean residual life function of a coherent system
by Achintya Roy & Nitin Gupta - 6997-7012 Calibration estimation of subpopulation total for direct and indirect situations
by Ashutosh Ashutosh & Usman Shahzad & Nadia H. Al Noor - 7013-7030 New bounds on entropies based on order statistics and Gini’s mean difference
by Xuehua Yin - 7031-7053 A combined adaptive double sampling and variable sampling interval control chart for monitoring three-level products
by M. S. Mehdi Katebi & Abdur Rahim - 7054-7068 A calibration-based approach on estimation of mean of a stratified population in the presence of non response
by Manoj K. Chaudhary & Basant K. Ray & Gautam K. Vishwakarma & Cem Kadilar - 7069-7086 Exponentially quantile regression-ratio-type estimators for robust mean estimation
by Memoona Khalid & Hina Khana & Javid Shabbir - 7087-7101 New heteroscedasticity-adjusted ridge estimators in linear regression model
by Irum Sajjad Dar & Sohail Chand - 7102-7118 Further research on complete integral convergence for moving average process of ND random variables under sub-linear expectations
by Xiaocong Chen & Qunying Wu
September 2024, Volume 53, Issue 18
- 6339-6361 On the maxima of non stationary random fields subject to missing observations
by Shengchao Zheng & Zhongquan Tan - 6362-6379 On the effect of items measuring different factors across individuals on item inter-correlations
by André Beauducel & Norbert Hilger - 6380-6393 Exact sampling distribution of the general case sample correlation matrix
by Nicy Sebastian & T. Princy - 6394-6416 The use of the Karhunen Loève expansion in the design of computer experiments
by Noha Youssef - 6417-6426 A note on the exponentiation approximation of the birthday paradox
by Kaiji Motegi & Sejun Woo - 6427-6448 Testing symmetry of model errors for non linear multiplicative distortion measurement error models
by Jun Zhang & Zhenghui Feng & Yue Zhou - 6449-6461 Adjusted empirical likelihood for probability density functions under strong mixing samples
by Jie Tang & Yongsong Qin - 6462-6476 Estimation of a clustering model for non Gaussian functional data
by Xu Tengteng & Xiuzhen Zhang & Riquan Zhang - 6477-6496 Differentially private estimation in a class of bipartite graph models
by Lu Pan & Jianwei Hu - 6497-6512 Wavelet estimation of norms for a probability density with negatively dependent biased data
by Junlian Xu & Lu Hao - 6513-6526 Bernstein copula characteristic function
by Tarik Bahraoui - 6527-6543 A new frailty-based GEE approach of the informatively case K interval-censored failure time data
by Bo Zhao & Shuying Wang & Chunjie Wang - 6544-6560 Reproducible learning for accelerated failure time models via deep knockoffs
by Jinzhao Yu & Daoji Li & Lin Luo & Hui Zhao - 6561-6579 Quantile-based PLS-SEM with bag of little bootstraps
by Hao Cheng - 6580-6599 Zero-inflated logit probit model: a novel model for binary data
by Kim-Hung Pho - 6600-6613 Bayesian analysis of mixture models with Yeo-Johnson transformation
by Jingheng Cai & Xiaoli Xu - 6614-6648 Estimating powers of the scale parameters under order restriction for two shifted exponential populations with a common location
by Pravash Jena & Manas Ranjan Tripathy - 6649-6670 A modified uncertain maximum likelihood estimation with applications in uncertain statistics
by Yang Liu & Baoding Liu - 6671-6694 Efficient non parametric spectral density estimation with censored observations
by Sam Efromovich & Jiaju Wu - 6695-6716 A first-order Stein characterization for absolutely continuous bivariate distributions
by Lester Charles A. Umali & Richard B. Eden & Timothy Robin Y. Teng
September 2024, Volume 53, Issue 17
- 5989-6011 Cumulative α-Jensen–Shannon measure of divergence: Properties and applications
by H. Riyahi & M. Baratnia & M. Doostparast - 6012-6029 Hamming distances of tight orthogonal arrays
by Shanqi Pang & Mengqian Chen & Xiao Zhang - 6030-6037 Convergence of parameter estimation of a Gaussian mixture model minimizing the Gini index of dissimilarity
by Adriana Laura López Lobato & Martha Lorena Avendaño Garrido - 6038-6054 Estimating transition intensity rate on interval-censored data using semi-parametric with EM algorithm approach
by Chen Qian & Deo Kumar Srivastava & Jianmin Pan & Melissa M. Hudson & Shesh N. Rai - 6055-6075 Chover’s law of the iterated logarithm for weighted sums under sub-linear expectations
by Xue Ding & Yong Zhang - 6076-6101 Further results on laws of large numbers for the array of random variables under sub-linear expectation
by Feng Hu & Yanan Fu & Miaomiao Gao & Zhaojun Zong - 6102-6115 A new method of testing mutual independence
by Xiangyu Guo & Fukang Zhu - 6116-6136 Consistent ridge estimation for replicated ultrastructural measurement error models
by Gülesen Üstündağ Şiray - 6137-6151 A novel sample variance formula and Sv-plot3 for testing hypotheses
by Uditha Amarananda Wijesuriya - 6152-6159 Nonparametric estimation of trend for SDEs driven by a Gaussian process
by B.L.S. Prakasa Rao - 6160-6176 Some asymptotic inferential aspects of the Kumaraswamy distribution
by Hérica P. A. Carneiro & Mônica C. Sandoval & Denise A. Botter & Tiago M. Magalhães - 6177-6196 Whittle likelihood estimation in INAR(1) process
by Xiaoqiang Zeng - 6197-6205 Estimating parameters of the gamma distribution easily and efficiently
by Zhou Junmei & Li Liqin - 6206-6223 Construction of asymmetric orthogonal arrays of high strength via generator matrix
by Tian-Fang Zhang & Yingxing Duan & Jian-Feng Yang - 6224-6239 Diagnostics for partially linear measurement error models
by Hadi Emami - 6240-6251 On interval estimation methods for the location parameter of the Weibull distribution: An application to alloy material fatigue failure data
by Xiaoyu Yang & Liyang Xie & Jiaxin Song & Bingfeng Zhao & Yuan Li - 6252-6265 Negation of a probability distribution: An information theoretic analysis
by Manpreet Kaur & Amit Srivastava - 6266-6284 Confidence intervals in general regression models that utilize uncertain prior information
by Paul Kabaila & Nishika Ranathunga - 6285-6298 Exponential method of estimation in sampling theory under robust quantile regression methods
by Vinay Kumar Yadav & Shakti Prasad - 6299-6314 Smoothed empirical likelihood for optimal cut point analysis
by Rong Liu & Chunjie Wang & Yujing Yao & Zhezhen Jin - 6315-6337 Some properties of q-Gaussian distributions
by Ben Mrad Oumaima & Afif Masmoudi & Yousri Slaoui
August 2024, Volume 53, Issue 16
- 5673-5686 A Bernstein polynomial approach to the estimation of a distribution function and quantiles under censorship model
by Salah Khardani - 5687-5705 On the Conway-Maxwell-Poisson point process
by Ian Flint & Yan Wang & Aihua Xia - 5706-5720 Applying machine learning techniques in survival analysis to the private pension system in Turkey
by Güven Şimşek & Duru Karasoy - 5721-5743 Determining seasonal unit roots with bridge estimator: Monte Carlo evidence and an application to convergence hypothesis
by Cigdem Kosar Tas & Hüseyin Guler - 5744-5760 Group sequential hypothesis tests with variable group sizes: Optimal design and performance evaluation
by Andrey Novikov - 5761-5772 Bayesian inference using least median of squares and least trimmed squares in models with independent or correlated errors and outliers
by Mike Tsionas - 5773-5784 Asymptotic ruin probabilities for a two-dimensional risk model with dependent claims and stochastic return
by Jinzhu Li - 5785-5792 How many times until a coincidence becomes a pattern? The case of yield curve inversions preceding recessions and the magical number 7
by Ned Kock & Augustine Tarkom - 5793-5813 An optimal screening policy for heterogeneous items with minimal repairs
by Xiaoliang Ling & Meng Wang & Yinzhao Wei - 5814-5827 Decomposition of measure from symmetry for analyzing collapsed ordinal square contingency tables
by Satoru Shinoda & Kouji Yamamoto & Sadao Tomizawa - 5828-5839 Design of Hotelling T2 control chart using various covariance structures
by Hafiza Nida & Muhammad Kashif & Muhammad Imran Khan & Liaquat Ahmad & Muhammad Aslam - 5840-5852 Non parametric estimation of transition density for second-order diffusion processes
by Yue Li & Yunyan Wang & Mingtian Tang - 5853-5870 Solvability of one kind of forward-backward stochastic difference equations
by Shaolin Ji & Haodong Liu - 5871-5889 Real natural exponential families and generalized orthogonality
by Raouf Fakhfakh & Marwa Hamza - 5890-5909 Dynamic cumulative residual entropy generating function and its properties
by S. Smitha & Sudheesh K. Kattumannil & E.P. Sreedevi - 5910-5923 Computation of VaR for portfolios in intensity models
by Shiyu Song & Ying Lu - 5924-5934 Extended Glivenko—Cantelli theorem for simple random sampling without replacement from a finite population
by Hitoshi Motoyama - 5935-5953 Weighted least squares: A robust method of estimation for sinusoidal model
by Debasis Kundu - 5954-5971 Optimal confounding measures for two-level regular designs
by Peng Can & Zhi-Ming Li & Li Zhi - 5972-5988 A novel residual subsampling method for skew-normal mode regression model with massive data
by Zhe Jiang & Yan Wu & Min Wang & Liucang Wu
August 2024, Volume 53, Issue 15
- 5299-5310 Hermite-Hadamard and Fejér-type inequalities for generalized η-convex stochastic processes
by Jaya Bisht & Rohan Mishra & A. Hamdi - 5311-5330 Robust estimation strategy for handling outliers
by G. N. Singh & D. Bhattacharyya & A. Bandyopadhyay - 5331-5352 Objective Bayesian analysis of Marshall-Olkin bivariate Weibull distribution with partial information
by M. S. Panwar & Vikas Barnwal - 5353-5363 Performance evaluation of novel logarithmic estimators under correlated measurement errors
by Shashi Bhushan & Anoop Kumar & Shivam Shukla - 5364-5377 Adaptive cluster sampling based on balanced sampling plan excluding contiguous units
by Neeraj Tiwari & Jharna Banerjie & Girish Chandra & Shailja Bhari - 5378-5404 Complete convergence theorems for moving average process generated by independent random variables under sub-linear expectations
by Xiaocong Chen & Qunying Wu - 5405-5420 A new approach for semi-parametric regression analysis of bivariate interval-censored outcomes from case-cohort studies
by Yichen Lou & Peijie Wang & Jianguo Sun - 5421-5438 Two-sample test based on maximum variance discrepancy
by N. Makigusa - 5439-5459 Process incapability index for autocorrelated data in the presence of measurement errors
by Kuntal Bera & M. Z. Anis - 5460-5485 Sequential detection of transient signal by moving likelihood ratio statistic in an exponential family
by Yanhong Wu - 5486-5506 The asymptotic behaviors for autoregression quantile estimates
by Xin Li & Mingzhi Mao & Gang Huang - 5507-5523 EM estimation for the mixed Pareto regression model for claim severities
by Girish Aradhye & George Tzougas & Deepesh Bhati - 5524-5552 Reliability analysis and optimization design of a repairable k-out-of-n retrial system with two failure modes and preventive maintenance
by Jing Li & Linmin Hu & Yuyu Wang & Jia Kang - 5553-5573 On some non parametric estimators of the quantile density function for a stationary associated process
by Yogendra P. Chaubey & Isha Dewan & Jun Li - 5574-5592 Dispersion indices based on Kerridge inaccuracy measure and Kullback-Leibler divergence
by Narayanaswamy Balakrishnan & Francesco Buono & Camilla Calì & Maria Longobardi - 5593-5611 D- and A-optimal designs for multi-response mixture experiments with qualitative factors
by Jiali Chen & Ling Ling & Chongqi Zhang - 5612-5628 Positive definite functions, stationary covariance functions, and Bochner’s theorem: Some results and a critical overview
by Donato Posa - 5629-5637 A Statistical Approach to Broken Stick Problems
by Rahul Mukerjee - 5638-5656 Robust estimation with exponential squared loss for partially linear panel data model with fixed effects
by Ping He & Yiping Yang & Peixin Zhao - 5657-5672 Revisit optimal reinsurance under a new distortion risk measure
by Zichao Xia & Wanwan Xia & Zhenfeng Zou
April 2024, Volume 53, Issue 14
- 4945-4974 Estimation and variable selection for single-index models with non ignorable missing data
by Yue Wang & Xiaohui Yuan & Chunjie Wang - 4975-4990 Pharmacokinetics with intravenous infusion of two-compartment model based on Liu process
by Zhe Liu & Rui Kang - 4991-5002 Robust consumption for individuals with pessimistic survival beliefs
by Xuejiao Chen & Peng Li & Ming Zhou & Bing Liu - 5003-5017 A new extension of the Burr XII distribution generated by odd log-logistic random variables
by Mara C. T. Santos & Rodrigo R. Pescim - 5018-5040 Complete convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations
by Chengcheng Jia & Qunying Wu - 5041-5056 Asymptotics of the general GEE estimator for high-dimensional longitudinal data
by Xianbin Chen & Juliang Yin - 5057-5075 A statistical study for some classes of first-order mixed generalized binomial autoregressive models
by Jie Zhang & Siyu Shao & Kai Yang & Xiaogang Dong - 5076-5091 Subcritical multitype Markov branching processes with immigration generated by Poisson random measures
by Maroussia Slavtchova-Bojkova & Ollivier Hyrien & Nikolay M. Yanev - 5092-5116 Dynamic risk measures via backward doubly stochastic Volterra integral equations with jumps
by Yanhong Chen & Liangliang Miao - 5117-5145 Maximum likelihood and Bayesian estimation on M/M/1 queueing model with balking
by Gulab Singh Bura & Himanshi Sharma - 5146-5167 Stochastic comparisons of series systems with heterogeneous Gompertz-G components
by Marzieh Shekari & Zohreh Pakdaman & Hossein Zamani - 5168-5185 The asymptotic distribution of a truncated sample mean for the extremely heavy-tailed distributions
by Fuquan Tang & Dong Han - 5186-5209 A hybrid method for density power divergence minimization with application to robust univariate location and scale estimation
by Andrews T. Anum & Michael Pokojovy - 5210-5217 An unbiased regression type estimator of proportion in randomized response sampling by using analysis of variance mechanism
by Daryan Naatjes & Stephen A. Sedory & Sarjinder Singh - 5218-5229 Three-level saturated orthogonal arrays with less β-wordlength pattern
by Jingke Zhang & Beibei Fan & Umer Daraz & Yu Tang - 5230-5247 Bayesian prior modeling in vector autoregressions via the Yule-Walker equations
by Luigi Spezia - 5248-5264 Improved chi-square control charts with weak-run rules
by Spiros D. Dafnis & Theodoros Perdikis & Georgios K. Papadopoulos - 5265-5279 Poisson approximation for the expectation of call function with application in collateralized debt obligation
by N. Yonghint & K. Neammanee - 5280-5296 Construction of bivariate symmetric and asymmetric copulas and its relationship to ratios of conditional hazard rate functions
by Jan W. H. Swanepoel - 5297-5297 Errata: Interval estimation, point estimation, and null hypothesis significance testing calibrated by an estimated posterior probability of the null hypothesis Bickel (2023)
by David R. Bickel
July 2024, Volume 53, Issue 13
- 4557-4575 Run orders in factorial designs: A literature review
by Romario A. Conto López & Alexander A. Correa Espinal & Olga C. Úsuga Manco - 4576-4601 New efficient estimators for the Weibull distribution
by Hyoung-Moon Kim & Yu-Hyeong Jang & Barry C. Arnold & Jun Zhao - 4602-4657 Asymptotic properties of conditional U-statistics using delta sequences
by Salim Bouzebda & Amel Nezzal - 4658-4679 On a cost and availability analysis for software systems via phase type non-homogeneous Poisson process
by Shenbagam R. & Sarada Y. - 4680-4695 Analyzing unreplicated two-level factorial designs by combining multiple tests
by Mahmood Kharrati-Kopaei & Zahra Shenavari - 4696-4716 Minimally replicated PBIB designs for multi-environmental trials
by L. N. Vinaykumar & Cini Varghese & Mohd Harun & Sayantani Karmakar - 4717-4729 The failure rate for the convolution of two distributions, one of which has bounded support
by George Tzavelas & Konstadinos Politis - 4730-4744 Reducing bias and mitigating the influence of excess of zeros in regression covariates with multi-outcome adaptive LAD-lasso
by Jyrki Möttönen & Tero Lähderanta & Janne Salonen & Mikko J. Sillanpää - 4745-4754 On the strong laws of large numbers for pairwise NQD random variables
by Jianan Shi & Zhenhong Yu & Yu Miao - 4755-4775 Some reliability aspects of record values using quantile functions
by I. C. Aswin & P. G. Sankaran & S. M. Sunoj - 4776-4789 HR and RHR orderings of extremes of dependent variables under Archimedean copula
by Ghobad Saadat Kia (Barmalzan) & Narayanaswamy Balakrishnan & Seyed Masih Ayat & Abbas Akrami - 4790-4804 Complete convergence and complete integral convergence for randomly weighted sums under the sublinear expectations
by Chengcheng Jia & Qunying Wu