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Content
March 2017, Volume 46, Issue 5
- 2343-2353 A class of k-sample distribution-free tests for location against ordered alternatives
by Anil Gaur - 2354-2363 Precise large deviations of aggregate claim amount in a dependent renewal risk model
by Xijun Liu & Changjun Yu & Qingwu Gao - 2364-2369 Measures of non orthogonality in block designs
by Nripes Kumar Mandal - 2370-2374 On the comparison of Warner's and unrelated question randomized response plans for estimating sensitive finite population proportions
by S. Sengupta - 2375-2395 Non parametric regression estimations over Lp risk based on biased data
by Junke Kou & Youming Liu - 2396-2410 Wavelet estimation for derivative of a density in a GARCH-type model
by B.L.S. Prakasa Rao - 2411-2434 Influence measures in blocked designs of experiments with correlated errors
by Lalmohan Bhar & Sankalpa Ojha - 2435-2446 First hitting probabilities for semi-Markov chains and estimation
by Stylianos Georgiadis - 2447-2453 Shrinkage estimation of proportion via logit penalty
by Yoonsuh Jung - 2454-2493 Additive regression model for stationary and ergodic continuous time processes
by Salim Bouzebda & Sultana Didi - 2494-2505 Almost everywhere convergence for sequences of pairwise NQD random variables
by Weiguo Yang & Daying Zhu & Rong Gao - 2506-2518 The augmentation of existing data for improving the path of steepest ascent
by M. Kiani - 2519-2541 Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle
by Dingjun Yao & Rongming Wang & Lin Xu - 2542-2558 Extensions of D-optimal minimal designs for symmetric mixture models
by Yanyan Li & Damaraju Raghavarao & Inna Chervoneva - 2559-2570 Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model
by Ke-Ang Fu & Jie Li - 2571-2579 On a stochastic process with a heavy-tailed distributed component describing inventory model type of (s, S)
by Rovshan Aliyev - 2580-2591 Adjusted empirical likelihood for value at risk and expected shortfall
by Zhen Yan & Junjian Zhang
February 2017, Volume 46, Issue 4
- 1547-1550 Simple constructions for minimal neighbor and GN2 designs in linear blocks
by M. A. Ollis - 1551-1559 Limit theorems for dependent Bernoulli variables with statistical inference
by Yang Zhang & Lixin Zhang - 1560-1572 Estimation of reliability of multicomponent stress–strength for a Kumaraswamy distribution
by Sanku Dey & Josmar Mazucheli & M. Z. Anis - 1573-1593 Robust estimation of complicated profiles using wavelets
by Hamid Shahriari & Orod Ahmadi - 1594-1605 Generating correlated random vector involving discrete variables
by Qing Xiao - 1606-1620 The E-Bayesian and hierarchical Bayesian estimations for the system reliability parameter
by Ming Han - 1621-1635 A new look on optimal foldover plans in terms of uniformity criteria
by A. M. Elsawah & Hong Qin - 1636-1649 Model selection using union-intersection principle for non nested models
by Hamid Lorestani & Abdolreza Sayyareh - 1650-1660 Stochastic heat equation and martingale differences
by Zhi Wang - 1661-1667 The small sample properties of the restricted principal component regression estimator in linear regression model
by Jibo Wu - 1668-1678 On the restricted almost unbiased two-parameter estimator in linear regression model
by Hua Huang & Jibo Wu & Wende Yi - 1679-1693 Joint influence of measurement error and non response on estimation of population mean
by Muhammad Azeem & Muhammad Hanif - 1694-1708 On discrete-time stable multiple Markov processes
by M. Taghipour & A. R. Nematollahi - 1709-1719 Uniform strong consistency of histogram density estimation for dependent process
by Xin Yang - 1720-1730 Exact expressions for the weights used in least-squares regression estimation for the log-logistic and Weibull distribution
by J. Martin van Zyl - 1731-1743 Toeplitz lemma, complete convergence, and complete moment convergence
by Jiyanglin Li & Ze-Chun Hu - 1744-1765 Conditional tests for elliptical symmetry using robust estimators
by Ana M. Bianco & Graciela Boente & Isabel M. Rodrigues - 1766-1778 Decision-making for paired comparison using the extended amended Davidson model
by Saima Altaf & Muhammad Aslam & Madiha Liaqat - 1779-1787 On a new positive dependence concept based on the conditional mean inactivity time order
by Z. Zamani & G. R. Mohtashami Borzadaran & M. Amini - 1788-1806 Bayesian prediction of minimal repair times of a series system based on hybrid censored sample of components’ lifetimes under Rayleigh distribution
by S. M. T. K. MirMostafaee & Morteza Amini & A. Asgharzadeh - 1807-1820 Tests for symmetry of two-piece normal distribution
by V. U. Dixit & Leela Subramanian - 1821-1842 Risk-minimizing pricing and hedging foreign currency options under regime-switching jump-diffusion models
by Shaoyong Hu & Ailin Zhu - 1843-1854 Estimating the distribution function of symmetric pairs
by Reza Modarres - 1855-1870 Strong laws of large numbers for the mth-order asymptotic odd–even Markov chains indexed by an m-rooted Cayley tree
by Zhiyan Shi & Weiguo Yang - 1871-1897 Block bootstrap for dependent errors-in-variables
by Michal Pešta - 1898-1915 On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy
by Jie-Hua Xie & Wei Zou - 1916-1926 Linear transformation models for survival analysis with tumor growth information in cancer screening study
by Pao-Sheng Shen - 1927-1940 Three-level control charts with variable sample size, sampling interval, and control limits
by Reza Pourtaheri - 1941-1958 On 1α$\frac{1}{\alpha }$-characteristic functions and applications to asymptotic statistical inference
by Alessandro Selvitella - 1959-1971 The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims
by Jinzhu Li - 1972-1982 A gradient-based deletion diagnostic measure for generalized linear mixed models
by Marco Enea & Antonella Plaia - 1983-2001 Longitudinal data analysis based on generalized linear partially varying-coefficient models
by Yaohua Rong & Manlai Tang & Maozai Tian - 2002-2006 A note on the limiting properties of the least squares estimation for the random coefficient autoregressive model
by Zhi-Wen Zhao & De-Hui Wang & Cui-Xin Peng & Li Bi - 2007-2012 Some new augmented fractional Box–Behnken designs
by Fareeha Rashid & Muhammad Akram & Atif Akbar & Anum Javed - 2013-2028 Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails
by Lixin Song & Zhiqiang Hua & Dawei Lu & Xiaomeng Qi - 2029-2036 Poverty comparisons with common relative poverty lines
by Tahsin Mehdi - 2037-2054 The Monge–Ampère equation in transformation theory and an application to 1α$\frac{1}{\alpha }$-probabilities
by Alessandro Selvitella - 2055-2075 Adjusted Kuk's model using two non sensitive characteristics unrelated to the sensitive characteristic
by Shu-Ching Su & Stephan A. Sedory & Sarjinder Singh - 2076-2078 Letter to the editor: Correction to “The Normal-Laplace distribution and its relatives”
by Zahra Amini & Hossein Rabbani
February 2017, Volume 46, Issue 3
- 1031-1049 Consistent model identification of varying coefficient quantile regression with BIC tuning parameter selection
by Qi Zheng & Limin Peng - 1050-1055 Almost sure local central limit theorem for sample range
by Qing-Pei Zang - 1056-1079 Estimation of partially specified spatial panel data models with random-effects and spatially correlated error components
by Yuanqing Zhang - 1080-1089 A bivariate integer-valued long-memory model for high-frequency financial count data
by A.M.M. Shahiduzzaman Quoreshi - 1090-1106 The credibility premiums based on estimated moment-generating function
by Limin Wen & Jun Yu & Guoping Mei & Yi Zhang - 1107-1116 Precise large deviations of aggregate claims in a compound size-dependent renewal risk model
by Hui Guo & Shijie Wang & Chuanwei Zhang - 1117-1126 Moments of scale mixtures of skew-normal distributions and their quadratic forms
by Hyoung-Moon Kim & Chiwhan Kim - 1127-1143 Universally optimal designs under interference models with and without block effects
by Katarzyna Filipiak & Augustyn Markiewicz - 1144-1157 Bootstrap forecast intervals for asymmetric volatilities via EGARCH model
by Hyeyoung Maeng & Dong Wan Shin - 1158-1183 Rank repeated measures analysis of covariance
by Chunpeng Fan & Donghui Zhang - 1184-1201 Periodic integer-valued bilinear time series model
by Mohamed Bentarzi & Wissam Bentarzi - 1202-1217 Non parametric confidence intervals for the extinction probability of a Galton–Watson branching process
by Steven G. From - 1218-1229 Exponential bounds for normal approximation of the number of descents and inversions
by Wichairat Chuntee & Kritsana Neammanee - 1230-1246 Stress−strength reliability with general form distributions
by Nahed A. Mokhlis & Emad J. Ibrahim & Dina M. Gharieb - 1247-1260 Characterizations based on generalized cumulative residual entropy functions
by Jorge Navarro & Georgios Psarrakos - 1261-1274 On constructing general minimum lower order confounding two-level block designs
by Sheng-Li Zhao & Qing Sun - 1275-1289 Asymptotic equipartition property for second-order circular Markov chains indexed by a two-rooted Cayley tree
by Huilin Huang & Weiguo Yang & Zhiyan Shi - 1290-1305 Estimation of variance in bivariate normal distribution after the preliminary test of homogeneity
by Juan Manuel Romero-Padilla & Chein-Pai Han - 1306-1316 L2(Rd)$\mathbb {L}_{2}(\mathbb {R}^d)$-Almost sure convergence for multivariate probability density estimate from dependent observations
by Mohammed Badaoui & Noureddine Rhomari - 1317-1336 Posterior analysis of the compound Rayleigh distribution under balanced loss functions for censored data
by D. R. Barot & M. N. Patel - 1337-1341 Weak convergence of bivariate sequence to bivariate normal
by G. G. Hamedani & Hans Volkmer - 1342-1351 Stopping rules for long-term clinical trials based on two consecutive rejections of the null hypothesis
by Mohamed Mubasher & Howard E. Rockette - 1352-1366 Bayesian change-point problem using Bayes factor with hierarchical prior distribution
by Myoungjin Jung & Seongho Song & Younshik Chung - 1367-1406 Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: Asymptotic results
by Salim Bouzebda & Sultana Didi - 1407-1421 Ridge estimator with correlated errors and two-stage ridge estimator under inequality restrictions
by Selma Toker & Selahattin Kaçıranlar - 1422-1432 Minimax estimation of the mean of the multivariate normal distribution
by S. Zinodiny & S. Rezaei & S. Nadarajah - 1433-1444 Complete convergence for weighted sums of extended negatively dependent random variables
by Aiting Shen & Mingxiang Xue & Wenjuan Wang - 1445-1455 Three-term asymptotic expansion: A semi-Markovian random walk with a generalized beta distributed interference of chance
by Tülay Kesemen & Zafer Küçük & Tahir Khaniyev & Çisem Öçal - 1456-1461 On the comparison of Horvitz–Thompson and Murthy's sampling strategies for estimating finite population proportions in direct and randomized response surveys
by S. Sengupta - 1462-1489 On the Bayesian estimation and influence diagnostics for the Weibull-Negative-Binomial regression model with cure rate under latent failure causes
by Bao Yiqi & Vicente G. Cancho & Francisco Louzada - 1490-1505 A test of fit for a continuous distribution based on the empirical convex conditional mean function
by M. Towhidi & M. Salmanpour - 1506-1518 The indirect method for stochastic logistic growth models
by Hu Xuemei - 1519-1531 A stochastic procedure to solve linear ill-posed problems
by Fouad Maouche & Abdelnasser Dahmani & Nadji Rahmania - 1532-1545 Estimation in autoregressive models with surrogate data and validation data
by Shi-Hang Yu & De-Hui Wang & Kun Li & Zhi-Wen Zhao
January 2017, Volume 46, Issue 2
- 521-531 An efficient use of moment's ratios of scrambling variables in a randomized response technique
by Housila P. Singh & Tanveer A. Tarray - 532-539 Strong consistency of the general rank estimator
by Huybrechts F. Bindele - 540-553 Overlapping subsampling and invariance to initial conditions
by Maria Kyriacou - 554-573 Efficient separate class of estimators of population mean in stratified random sampling
by Hilal A. Lone & Rajesh Tailor & Med Ram Verma - 574-590 New confidence interval estimator of the signal-to-noise ratio based on asymptotic sampling distribution
by Ahmed N. Albatineh & Ibrahimou Boubakari & B. M. Golam Kibria - 591-601 Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails
by Changjun Yu & Dongya Cheng - 602-608 The influence function of the optimal bandwidth for kernel density estimation
by Ro Jin Pak - 609-615 On convergence rate in the SLLN for maximums of moving-average sums of ALNQD random fields
by Mi-Hwa Ko - 616-627 t-Type corrected-loss estimation for error-in-variable model
by Jiao Jin & Liang Zhu & Xingwei Tong & Kirsten K. Ness - 628-643 Mean response estimation with missing response in the presence of high-dimensional covariates
by Yongjin Li & Qihua Wang & Liping Zhu & Xiaobo Ding - 644-652 A new sampling plan under the exponential distribution
by M. Aslam & M. Azam & C.-H. Jun - 653-671 The Marshall–Olkin extended generalized Rayleigh distribution: Properties and applications
by S. M. T. K. MirMostafaee & M. Mahdizadeh & Artur J. Lemonte - 672-682 Hajek–Renyi-type inequality and strong law of large numbers for END sequences
by Xin Deng & Xuejun Wang & Fengxi Xia - 683-705 Empirical Bayes testing for guarantee lifetime: Non identical components case
by Lee-Shen Chen - 706-720 Developing a variables two-plan sampling system for product acceptance determination
by Chien-Wei Wu & Muhammad Aslam & Chi-Hyuck Jun - 721-735 Bayesian prediction of order statistics with fixed and random sample sizes based on k-record values from Pareto distribution
by A. R. Shafay & N. Balakrishnan & Jafar Ahmadi - 736-746 Precise large deviations for the difference of two sums of END random variables with heavy tails
by Zhiqiang Hua & Lixin Song & Dawei Lu & Xiaomeng Qi - 747-760 Stochastic properties and parameter estimation for a general load-sharing system
by Zhengcheng Zhang & N. Balakrishnan - 761-769 Inference on the asymptotic behavior of covariance operator of first-order periodically correlated autoregressive Hilbertian processes
by Hossein Haghbin & Atefeh Zamani & Zohreh Shishebor - 770-785 A geometric time-series model with an alternative dependent Bernoulli counting series
by Aleksandar S. Nastić & Miroslav M. Ristić & Ana V. Miletić Ilić - 786-804 Estimating and contextualizing the attenuation of odds ratios due to non collapsibility
by Stephen Burgess - 805-814 Quantile-based cumulative entropies
by P. G. Sankaran & S. M. Sunoj - 815-827 Detection and estimation of structural change in heavy-tailed sequence
by Wang Dan & Guo Pengjiang & Xia Zhiming - 828-860 Copulas related to piecewise monotone functions of the interval and associated processes
by Guilherme Pumi & Sílvia R. C. Lopes - 861-873 Length minimization for Poisson confidence procedures
by Mark F. Schilling & Bret Holladay - 874-891 Aging and ordering properties of multivariate lifetimes with Archimedean dependence structures
by Chen Li & Xiaohu Li - 892-905 Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift
by David Stibůrek - 906-916 Renyi entropy properties of mixed systems
by A. Toomaj - 917-926 On extremal behavior of aggregation of largest claims
by Yuquan Cang & Yang Yang - 927-941 Estimators of contingent probabilities and means with actuarial applications
by Liang Hong - 942-966 Existence conditions for balanced fractional 3m factorial designs of resolution R({00, 10, 01, 20, 11})
by Masahide Kuwada & Yoshifumi Hyodo & Hiromu Yumiba - 967-994 How far from identifiability? A systematic overview of the statistical matching problem in a non parametric framework
by Pier Luigi Conti & Daniela Marella & Mauro Scanu - 995-1006 Estimation of percentile residual life function with left-truncated and right-censored data
by Mu Zhao & Hongmei Jiang & Yong Zhou - 1007-1023 Convergence rate of wavelet density estimator with data missing randomly when covariables are present
by Yu-Ye Zou & Han-Ying Liang - 1024-1030 Characterizations of arcsin and related distributions based on a new generalized unimodality
by Hazhir Homei
January 2017, Volume 46, Issue 1
- 1-8 E-Bayesian and hierarchical Bayesian estimations for the system reliability parameter based on asymmetric loss function
by F. Yousefzadeh - 9-16 Design two-level factorial experiments in blocks of size four
by P. C. Wang - 17-27 A stratified unrelated question randomized response model using Neyman allocation
by Tanveer A. Tarray & Housila P. Singh - 28-48 Pseudo-likelihood for case–cohort studies under length-biased sampling
by Huijuan Ma & Yong Zhou - 49-68 Some contributions on the multivariate Poisson–Skellam probability distribution
by Blache Paul Akpoue & Jean-François Angers - 69-74 Characterizations of distributions through selected functions of reliability theory
by Maria Iwińska & Magdalena Szymkowiak - 75-86 Statistical analysis for competing risks model from a Weibull distribution under progressively hybrid censoring
by Min Wu & Yimin Shi & Yudong Sun - 87-103 Adaptive c-chart with estimated parameter
by Ali Keyvandarian & R. Noorossana & S. Mohammad Hashemian & Shekary A. Maryam - 104-119 Closure properties of the second-order regular variation under convolutions
by Qing Liu & Tiantian Mao & Taizhong Hu - 120-132 Stress–strength models with more than two states under exponential distribution
by Hong Qin & Nabakumar Jana & Somesh Kumar & Kashinath Chatterjee - 133-147 Local Fourier tests for structural change based on residuals
by Jaehee Kim & Geung-Hee Lee - 148-164 Minimum local distance density estimation
by Vikram V. Garg & Luis Tenorio & Karen Willcox - 165-175 Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors
by Wenzhi Yang & Yiwei Wang & Shuhe Hu - 176-188 Real-time reliability evaluation of two-phase Wiener degradation process
by Wei-an Yan & Bao-wei Song & Gui-lin Duan & Yi-min Shi - 189-199 Comparison between count of cumulative conforming sampling plans and Dodge–Romig single sampling plan
by Ahmad Ahmadi Yazdi & Mohammad Saber Fallahnezhad - 200-209 Optimal two treatment repeated measurement designs for three periods
by Miltiadis Chalikias & Stratis Kounias - 210-220 On the Gerber–Shiu function with random discount rate
by Houchun Wang & Nengxiang Ling - 221-233 Simple, exact inference for 2 × 2 tables
by Bruce Barrett - 234-246 Shared frailty models based on reversed hazard rate for modified inverse Weibull distribution as baseline distribution
by David D. Hanagal & Arvind Pandey - 247-258 On singular elliptical models
by M. Arashi & S. Nadarajah - 259-270 Design and analysis of mixture experiments with process variable
by Upendra Kumar Pradhan & Krishan Lal & Sukanta Dash & K. N. Singh - 271-279 Shortest tolerance intervals controlling both tails of the exponential distribution based on record values
by M. Naghizadeh Qomi & A. Kiapour - 280-295 Some effective combinations of available information under non response in two-occasion successive sampling
by G. N. Singh & S. Maurya & M. Khetan - 296-318 Bayesian analysis of multivariate threshold autoregressive models with missing data
by Sergio A. Calderón V. & Fabio H. Nieto - 319-343 A local moment type estimator for an extreme quantile in regression with random covariates
by Yuri Goegebeur & Armelle Guillou & Michael Osmann - 344-353 Sample size calculations for time-averaged difference of longitudinal binary outcomes
by Ying Lou & Jing Cao & Song Zhang & Chul Ahn - 354-372 Monitoring distributional changes of squared residuals in GARCH models
by Fuxiao Li & Zheng Tian & Zhanshou Chen & Peiyan Qi - 373-388 Spatial estimation and rescaled spatial bootstrap approach for finite population
by Ankur Biswas & Anil Rai & Tauqueer Ahmad & Prachi Misra Sahoo - 389-405 A two-stage Land et al.'s randomized response model for estimating a rare sensitive attribute using Poisson distribution
by Housila P. Singh & Tanveer A. Tarray - 406-414 Order statistics and the length of the best-n-of-(2n − 1) competition
by T. Lengyel - 415-426 Credibility premium for rate-making systems
by Amir T. Payandeh Najafabadi & Fatemeh Atatalab & Maryam Omidi Najafabadi - 427-437 An extended geometric process repair model with delayed repair and slight failure type
by Yuan-Lin Zhang & Guan-Jun Wang - 438-445 A note on the passage time of finite-state Markov chains
by Wenming Hong & Ke Zhou - 446-456 A simple condition for the multivariate CLT and the attraction to the Gaussian of Lévy processes at long and short times
by Michael Grabchak - 457-464 Exponential inequalities for sums of unbounded ϕ-mixing sequence and their applications
by Xuejun Wang & Shijie Wang & Rui Wang - 465-484 Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models
by Marek Dvořák - 485-496 On second-order admissibilities of the estimators of gamma shape vector
by Eita Kamitamari & Hidekazu Tanaka - 497-509 Optimal allocations of coverage limits for two independent random losses of insurance policy
by Yinping You & Xiaohu Li & Jairo Santanilla - 510-519 Large-sample variance of simulation using refined descriptive sampling: Case of independent variables
by Leila Baiche & Megdouda Ourbih-Tari
December 2016, Volume 45, Issue 24
- 7103-7118 Empirical likelihood dimension reduction inference for partially non-linear error-in-responses models with validation data
by Yanting Xiao & Zheng Tian & Jin Sun - 7119-7129 A limit theorem on moment convergence of centered spectral statistics of random matrices
by Junshan Xie - 7130-7160 Some process capability indices for unilateral specification limits—Their properties and the process capability control charts
by Moutushi Chatterjee & Ashis Kumar Chakraborty - 7161-7183 Fisher Information for a partially observable simple birth process
by Nigel G. Bean & Ali Eshragh & Joshua V. Ross - 7184-7196 More on the two-parameter estimation in the restricted regression
by Yalian Li & Hu Yang - 7197-7209 Linear minimax prediction of finite population regression coefficient under a balanced loss function
by Guikai Hu & Qingguo Li & Shenghua Yu - 7210-7225 Time series models associated with Mittag-Leffler type distributions and its properties
by Nicy Sebastian & Rudolf Gorenflo - 7226-7241 A modified Mack–Wolfe test for the umbrella alternative problem
by Esra Gökpinar & Fikri Gökpinar - 7242-7257 Estimation of the mixtures of GLMs with covariate-dependent mixing proportions
by Xing Wu & Conglian Yu - 7258-7274 Inference on proportional hazard rate model parameter under Type-I progressively hybrid censoring scheme
by Leila Golparvar & Ahmad Parsian - 7275-7293 Smoothed empirical likelihood for GARCH models with heavy-tailed errors
by Jinyu Li & Xingtong Chen & Song Zhu - 7294-7305 Adjusted empirical likelihood inference for additive hazards regression
by Shanshan Wang & Tao Hu & Hengjian Cui - 7306-7325 Causal inference for recurrent events data with all-or-none compliance
by Xiang Gao & Ming Zheng - 7326-7349 The logistic-X family of distributions and its applications
by M. H. Tahir & Gauss M. Cordeiro & Ayman Alzaatreh & M. Mansoor & M. Zubair - 7350-7366 A variance shift model for detection of outliers in the linear mixed measurement error models
by B. Babadi & A. Rasekh & K. Zare & A. A. Rasekhi - 7367-7375 Goodness-of-link tests for multivariate regression models
by José M. R. Murteira - 7376-7398 The Weibull–Dagum distribution: Properties and applications
by M. H. Tahir & Gauss M. Cordeiro & M. Mansoor & M. Zubair & Morad Alizadeh - 7399-7405 Discrete time cold standby repairable system: Combinatorial analysis
by Serkan Eryilmaz
December 2016, Volume 45, Issue 23
- 6803-6815 Establishing decision tree-based short-term default credit risk assessment models
by Yung-Chia Chang & Kuei-Hu Chang & Heng-Hsuan Chu & Lee-Ing Tong - 6816-6832 On hypothesis testing for Poisson processes: Regular case
by S. Dachian & Yu. A. Kutoyants & L. Yang - 6833-6859 On hypothesis testing for Poisson processes. Singular cases
by S. Dachian & Yu. A. Kutoyants & L. Yang - 6860-6882 Estimation of exponential-polynomial distribution by holonomic gradient descent
by Jumpei Hayakawa & Akimichi Takemura - 6883-6890 Consistency of stochastic approximation algorithm with quasi-associated random errors
by Idir Arab & Abdelnasser Dahmani - 6891-6899 Kurtosis of the logistic-exponential survival distribution
by Paul J. van Staden & Robert A. R. King - 6900-6914 Consistency of information criteria for model selection with missing data
by Abdelaziz El Matouat & Freedath Djibril Moussa & Hassania Hamzaoui - 6915-6927 New bootstrap confidence intervals for means of positively skewed distributions
by Santu Ghosh & Alan M. Polansky - 6928-6942 Use of several auxiliary variables in estimating the population mean in a two-occasion rotation pattern
by Housila P. Singh & Surya K. Pal - 6943-6954 Estimation of actuarial quantities at fractional ages with Kriging
by Ting Jiang & XiaoJian Zhou - 6955-6968 A unified approach to marginal equivalence in the general framework of group invariance
by Hidehiko Kamiya - 6969-6988 New results on the Ristić–Balakrishnan family of distributions
by Gauss M. Cordeiro & Marcelo Bourguignon - 6989-7001 The robust economic statistical design of the Hotelling's T2 chart
by Alireza Faraz & Kamyar Chalaki & Erwin M. Saniga & Cedric Heuchenne - 7002-7010 A new non parametric estimator for Pdf based on inverse gamma distribution
by A. M. Mousa & M. Kh. Hassan & A. Fathi - 7011-7026 Bayesian hypothesis testing for selected regression coefficients
by Yonggang Lu & Peter H. Westfall & Gang Han & Marilyn M. Bui - 7027-7039 A class of small deviation theorems for the random variables associated with mth-order asymptotic circular Markov chains
by Zhiyan Shi & Weiguo Yang & Bei Wang