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October 2015, Volume 44, Issue 19
- 4096-4113 Inferences on Stress-Strength Reliability from Weighted Lindley Distributions
by D. K. Al-Mutairi & M. E. Ghitany & Debasis Kundu - 4114-4131 Properties of Reliability Functions of Discrete Distributions
by Pushpa L. Gupta - 4132-4143 On Stochastic Comparisons of Largest Order Statistics in the Scale Model
by Subhash C. Kochar & Nuria Torrado - 4144-4171 Selecting The Exponential Population Having The Larger Guarantee Time With Unequal Sample Sizes
by Mohd. Arshad & Neeraj Misra - 4172-4184 Fisher Information in Censored Samples from the Marshall-Olkin Bivariate Exponential Distribution
by H. N. Nagaraja & Qinying He - 4185-4202 Odds Function and Odds Rate for Discrete Lifetime Distributions
by N. Unnikrishnan Nair & P. G. Sankaran - 4203-4216 Count Distribution for Generalized Weibull Duration with Applications
by S. H. Ong & Atanu Biswas & S. Peiris & Y. C. Low
September 2015, Volume 44, Issue 18
- 3769-3781 Evaluation of Response Surface Designs in Presence of Errors in Factor Levels
by Juntao Fang & Zhen He & Linxi Song - 3782-3795 Conditional Choquet Expectation
by Hongxia Wang - 3796-3811 On Fitting Transformation Model to Survey Data
by Pao-Sheng Shen - 3812-3824 Asymptotic Properties of Random Weighted Empirical Distribution Function
by Gaoge Hu & Shesheng Gao & Yongmin Zhong & Chengfan Gu - 3825-3840 Convergence of Sample Eigenvectors of Spiked Population Model
by Xue Ding - 3841-3856 A New GWMA Control Chart for Monitoring Process Mean and Variability
by Chi-Jui Huang - 3857-3864 Skewness-Kurtosis Bounds for EGB1, EGB2, and Special Cases
by Sean C. Kerman & James B. McDonald - 3865-3884 On ℓ-overlapping Runs of Ones of Length k in Sequences of Independent Binary Random Variables
by Frosso S. Makri & Zaharias M. Psillakis - 3885-3902 Randomly Weighted Sums of Pairwise Quasi Upper-Tail Independent Increments with Application to Risk Theory
by Qingwu Gao & Na Jin - 3903-3920 Local Linear Estimation of Second-order Jump-diffusion Model
by Yingyu Chen & Lixin Zhang - 3921-3941 Bounded Area Tests For Comparing The Dynamics Between ARMA Processes
by Ferebee Tunno - 3942-3966 From Conditional Independence to Conditionally Negative Association: Some Preliminary Results
by Demei Yuan & Shunjing Li - 3967-3977 Zenga Distribution and Inequality Ordering
by Francesco Porro - 3978-3996 Independence in Contingency Tables Using Simplicial Geometry
by Juan José Egozcue & Vera Pawlowsky-Glahn & Matthias Templ & Karel Hron
September 2015, Volume 44, Issue 17
- 3541-3548 Preliminary Test Regression Estimator When two Prior Values of Population Mean (μx) of an Auxiliary Variable (x) are Available
by D. Shukla & B. V. S. Sisodia - 3549-3575 Limit Theory for the QMLE of the GQARCH (1,1) Model
by Stelios Arvanitis & Alexandros Louka - 3576-3598 A Recursive Algorithm For the Single and Product Moments of Order Statistics From the Exponential-geometric Distribution and Some Estimation Methods
by N. Balakrishnan & Xiaojun Zhu & Bander Al-Zahrani - 3599-3627 Modeling Interval Time Series with Space–Time Processes
by Paulo Teles & Paula Brito - 3628-3638 On Blest’s Measure of Kurtosis Adjusted for Skewness
by J. F. Rosco & Arthur Pewsey & M. C. Jones - 3639-3652 The Berry–Esseen Bounds for Sample Rescaled Poly-Variograms
by Wensheng Wang & Ka-Ho Wu & Kyo-Shin Hwang - 3653-3657 A Note on Equality and Inequality of Some Factor Score Predictors
by André Beauducel - 3658-3667 Unbiased Estimation for the General Half-Normal Distribution
by A. G. Nogales & P. Pérez - 3668-3679 Testing of Suspected Observations in an Exponential Sample With Unknown Origin
by Nirpeksh Kumar - 3680-3702 Estimation of a Cumulative Distribution Function Under Interval Censoring “case 1” Via Warped Wavelets
by Christophe Chesneau & Thomas Willer - 3703-3722 Point and Interval Estimations of Marginal Risk Difference by Logistic Model
by Xiaoqin Wang & Yin Jin & Li Yin - 3723-3737 Single Attribute Control Charts for a Markovian-Dependent Process
by Adnaik S. B. & Gadre M. P. & Rattihalli R. N. - 3738-3753 Subjective Bayesian Analysis of the Elliptical Model
by J. Van Niekerk & A. Bekker & M. Arashi & J.J.J. Roux - 3754-3767 Fiducial and Posterior Sampling
by Gunnar Taraldsen & Bo H. Lindqvist
August 2015, Volume 44, Issue 16
- 3321-3339 Interpreting the Principal Component Analysis of Multivariate Density Functions
by Rachid Boumaza & Smail Yousfi & Sabine Demotes-Mainard - 3340-3349 Randomized Response Techniques Using Maximum Likelihood Estimator
by Raghunath Arnab & D. K. Shangodoyin - 3350-3362 A New Design on Attributes Single Sampling Plans
by Fangyu Liu & Lirong Cui - 3363-3374 A Note on the Comparison of the Stein Estimator and the James-Stein Estimator
by Shi-Shun Zhao & Jian Tao & Ning-Zhong Shi & Nan Lin - 3375-3386 Bounds on Sample Variation Measures Based on Majorization
by Tarald O. Kvålseth - 3387-3402 The Transmuted Log-Logistic Distribution: Modeling, Inference, and an Application to a Polled Tabapua Race Time up to First Calving Data
by Daniele Cristina Tita Granzotto & Francisco Louzada - 3403-3427 Calibrated Estimators of Population Mean for a Mail Survey Design
by Lee Dykes & Sarjinder Singh & Stephen A. sedory & Vincent Louis - 3428-3445 Gaussian Process Models for Non Parametric Functional Regression with Functional Responses
by Xingyu Tang & Zhaoping Hong & Yuao Hu & Heng Lian - 3446-3463 Kernel-Based Profile Estimation for Ordinary Differential Equations with Partially Measured State Variables
by Jie Zhou & Lu Han & Sanyang Liu - 3464-3485 Berry-Esseen Bounds for Random Index Non Linear Statistics via Stein's Method
by Mongkhon Tuntapthai & Nattakarn Chaidee & Kritsana Neammanee - 3486-3502 The Harris Extended Exponential Distribution
by Luis Gustavo Bastos Pinho & Gauss Moutinho Cordeiro & Juvêncio Santos Nobre - 3503-3522 Bias Adjustment Minimizing the Asymptotic Mean Square Error
by Haruhiko Ogasawara - 3523-3540 Empirical Likelihood for Partially Non Linear Models with Missing Response Variables at Random
by Yanting Xiao & Zheng Tian & Wenyan Guo
August 2015, Volume 44, Issue 15
- 3107-3124 Two-dimensional Renewal Function Approximation
by Ehsan Moghimi Hadji & Nirmal Singh Kambo & Alagar Rangan - 3125-3145 Geometric Ergodicity and Scanning Strategies for Two-Component Gibbs Samplers
by Alicia A. Johnson & Owen Burbank - 3146-3157 Further Results for a General Family of Bivariate Copulas
by S. Izadkhah & H. Ahmadzade & M. Amini - 3158-3172 Minimum Cost Linear Trend Free 2n-(n-k) Designs of Resolution IV
by Hisham Hilow - 3173-3191 Capturing the Spillover Effect With Multiplicative Error Models
by Edoardo Otranto - 3192-3217 Some Asymptotic Formulas for a Brownian Motion From the Maximum and Minimum Complicated Domains
by Dawei Lu - 3218-3233 Empirical Likelihood for Linear Models Under Linear Process Errors
by Yongsong Qin & Qingzhu Lei - 3234-3250 Effect of Violation of the Normal Assumption on MI and ML Estimators in the Analysis of Incomplete Data
by Shintaro Hojo & Michio Yamamoto & Yutaka Kano - 3251-3265 An Asymptotic Characterization of Finite Degree U-statistics With Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test Statistics
by Feng Yao & Carlos Martins-Filho - 3266-3277 Some Theoretical Comparisons of Negative Binomial and Zero-Inflated Poisson Distributions
by Changyong Feng & Hongyue Wang & Yu Han & Yinglin Xia & Naiji Lu & Xin M. Tu - 3278-3288 Reliability Evaluation for A Class of Multi-Unit Cold Standby Systems under Poisson Shocks
by Qingtai Wu & Jin Zhang & Jiashan Tang - 3289-3302 A Test for Comparing Tail Indices for Heavy-Tailed Distributions via Empirical Likelihood
by Julien Worms & Rym Worms - 3303-3320 Ridge Autoregression Estimation: LS Method
by A. K. MD. Ehsanes Saleh & Amal F. Ghania
July 2015, Volume 44, Issue 14
- 2881-2897 Score Tests for Both Extra Zeros and Extra Ones in Binomial Mixed Regression Models
by Dianliang Deng & Yu Zhang - 2898-2910 Designs Robust against Violation of Normality Assumption in the Standard F-test
by A. Biswas & P. Das & N. K. Mandal - 2911-2923 Threshold Vector Arma Models
by Marcella Niglio & Cosimo Damiano Vitale - 2924-2932 A Note on the Use of Some Functions of Spacings in the Estimation of Common Scale Parameter of Several Symmetric Distributions
by R. S. Priya & P. Yageen Thomas - 2933-2944 The Consumer’s Risk and Costs in Zero-Acceptance Number Sampling
by K. Govindaraju & M. Bebbington - 2945-2956 Analysis of Frechet Distribution Using Reference Priors
by Kamran Abbas & Yincai Tang - 2957-2975 Asymptotically Efficient Estimation of a Bivariate Gaussian–Weibull Distribution and an Introduction to the Associated Pseudo-truncated Weibull
by Steve P. Verrill & James W. Evans & David E. Kretschmann & Cherilyn A. Hatfield - 2976-2983 Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate
by Xiaodong Bai & Lixin Song & Yuebao Wang - 2984-3000 Partially Calibrated Poststratified Weights for Handling Unit Non Response
by Mingue Park - 3001-3010 Confidence Intervals for Quantiles of a Two-parameter Exponential Distribution under Progressive Type-II Censoring
by N. Balakrishnan & A. J. Hayter & W. Liu & S. Kiatsupaibul - 3011-3021 A Modified Version of Logarithmic Series Distribution and Its Applications
by C. Satheesh Kumar & A. Riyaz - 3022-3041 On a Risk Model With Delayed Claims Under Stochastic Interest Rates
by Jie-Hua Xie & Jian-Wei Gao & Wei Zou - 3042-3055 Bonferroni-type Plug-in Procedure Controlling Generalized Familywise Error Rate
by Li Wang & Xingzhong Xu - 3056-3072 Two Conditionally Specified Mixed Binomial Distributions
by A. J. Sáez-Castillo & A. M. Martínez-Rodríguez - 3073-3086 Multivariate Weibull and Pareto Distributions in Hilbert Space
by Hsiaw-Chan Yeh - 3087-3098 On Discrete Gamma Distribution
by A. M. Abouammoh & Najla S. Alhazzani - 3099-3106 On General Continuous Triangular and Two-sided Power Distributions
by Silvio S. Zocchi & Célestin C. Kokonendji
July 2015, Volume 44, Issue 13
- 2655-2673 A Note on the Factor Values of Three Common Shewhart Variables Control Charts
by Henry H. Bi - 2674-2688 An Improved Test for Continuous Local Martingales
by David A. Rolls & Owen D. Jones - 2689-2704 Statistical Monitoring of Nominal Logistic Profiles in Phase II
by R. Noorossana & S. T. A. Niaki & H. Izadbakhsh - 2705-2719 A Compressive Sensing Based Analysis of Anomalies in Generalized Linear Models
by Brian Moore & Balasubramaniam Natarajan - 2720-2737 Moments for Some Kumaraswamy Generalized Distributions
by Gauss M. Cordeiro & Rejane dos S. B. Bager - 2738-2752 The Generalized Pascal Triangle and the Matrix Variate Jensen-Logistic Distribution
by Francisco J. Caro-Lopera & Graciela González-Farías & N. Balakrishnan - 2753-2763 Characterizing Discrete Life Distributions by Properties of Reversed Variance Residual life
by Deemat C. Mathew & M. I. Beg - 2764-2773 Minimum Aberration Regular Two-Level Designs in the Presence of Dispersion Factors
by Ya-Chun Hsiao & Chen-Tuo Liao & Li-Yu D. Liu - 2774-2787 Bayesian Statistical Inference For Laplacian Class of Matrix Variate Elliptically Contoured Models
by M. Arashi & A. K. MD. Ehsanes Saleh & Daya K. Nagar & S. M. M. Tabatabaey - 2788-2797 A Tutorial of Survival Modeling to Capture Covariate Effect
by Ying Zhang & Jagbir Singh & Ramalingam Shanmugam - 2798-2808 Estimation of Finite Population Mean in Stratified Random Sampling with Two Auxiliary Variables under Double Sampling Design
by Sat Gupta & Javid Shabbir - 2809-2826 Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models
by Jiang Du & Gaorong Li & Heng Peng - 2827-2841 Faster Convergence to the Estimation of Quadratic Variation with Microstructure Noise
by Yun-Cheng Tsai & Yuh-Dauh Lyuu - 2842-2861 Generalized Analysis-of-variance-type Test for the Single-index Quantile Model
by Rong Jiang & Zhan-Gong Zhou & Wei-Min Qian - 2862-2880 Lack-of-fit Tests Based On Partial Sums of Residuals
by Ronald Christensen & Yong Lin
June 2015, Volume 44, Issue 12
- 2431-2451 The Empirical Likelihood Inference of a Regression Parameter in Censored Partial Linear Models Based on a Piecewise Polynomial
by Guannan Wang & Zhizhong Wang & Ye Tian - 2452-2472 SCAD-Penalized Least Absolute Deviation Regression in High-Dimensional Models
by Mingqiu Wang & Lixin Song & Guo-liang Tian - 2473-2506 On the Use of Semi-folding in Regular Blocked Two-level Factorial Designs
by Yibing Oliver Chen & Mike Jacroux - 2507-2516 A Note On Regions of Given Probability of the Extended Skew-normal Distribution
by Antonio Canale - 2517-2529 Distribution of the Number of Observations Greater Than the ith Dependent Progressively Type-II Censored Order Statistic and Its Use in Goodness-of-fit Testing
by M. Rezapour & M. H. Alamatsaz & N. Balakrishnan - 2530-2545 Application of Concomitants of Order Statistics of Independent Non Identically Distributed Random Variables in Estimation
by Veena T.G & P. Yageen Thomas - 2546-2563 Uniform AR(1) Processes and Maxima on Partial Samples
by Pavle Mladenović & Lenka Živadinović - 2564-2570 Existence Conditions for Balanced Fractional 2m Factorial Designs of Resolution 2l + 1 Derived from Simple Arrays
by Y. Hyodo & H. Yumiba & M. Kuwada - 2571-2585 Some Effective Rotation Patterns in Estimation of Population Mean in Two-Occasion Successive Sampling
by G. N. Singh & D. Majhi & S. Maurya & A. K. Sharma - 2586-2599 Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model
by Zhi-Wen Zhao & De-Hui Wang & Cui-Xin Peng & Mei-Li Zhang - 2600-2619 Improving The Efficiency of The Case-Crossover Design
by Tonya Lauriski-Karriker & William Navidi - 2620-2629 A Statistical Issue About a Phase III Multi-regional Trial for the Survival Data under Accelerated Failure Time Model with Unrecognized Heterogeneity
by Feng-Shou Ko - 2630-2643 Inferences on the Coefficients of Variation in a Multivariate Normal Population
by Ali Akbar Jafari - 2644-2653 Hierarchical Bayesian Models for the Estimation of Correlated Effects in Multilevel Data: A Simulation Study to Assess Model Performance
by Giulia Roli & Paola Monari
June 2015, Volume 44, Issue 11
- 2207-2221 Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model
by Huahui Yan & Huisheng Shu & Xiu Kan - 2222-2242 Dependent Right Censorship in the MOMW Distribution
by Nasser Davarzani & Ahmad Parsian & Ralf Peeters - 2243-2266 Variable Selection in Semiparametric Quantile Modeling for Longitudinal Data
by Kangning Wang & Lu Lin - 2267-2290 Leverages and Influential Observations in a Regression Model with Autocorrelated Errors
by M. Revan Özkale & Tuğba Söküt Açar - 2291-2309 The Methods for Approximation of Principal Points for Binary Distributions on the Basis of Submodularity
by Haruka Yamashita & Hideo Suzuki - 2310-2329 Bounds on Normal Approximations for the number of Descents and Inversions
by Wichairat Chuntee & Kritsana Neammanee - 2330-2350 Asymptotic Expansions for i.i.d. Sums Via Lower-order Convolutions
by Kenneth S. Berenhaut & James W. Chernesky, Jr. & Ross P. Hilton - 2351-2370 Likelihood Ratio Tests for Interval Hypotheses with Applications
by Junyong Park & Bimal Sinha & Arvind Shah & Dihua Xu & Jianxin Lin - 2371-2384 Almost Periodic Solutions for Stochastic Differential Equations Driven By G-Brownian Motion
by Miao Zhang & Gaofeng Zong - 2385-2397 Exponential Inequalities in Stochastic Inverse Problems Using an Iterative Method
by Abdelnasser Dahmani & Karima Belaide - 2398-2415 On Some Families of Estimators of Variance of Post-Stratified Sample Mean Using Two Auxiliary Variables
by Saadia Masood & Javid Shabbir - 2416-2429 Asymptotic Properties and Variance Estimators of the M-quantile Regression Coefficients Estimators
by Annamaria Bianchi & Nicola Salvati
May 2015, Volume 44, Issue 10
- 1981-1993 Evaluation of the Predictive Performance of the Liu Estimator
by Fela Özbey & Selahattin Kaçiranlar - 1994-2009 The General Segmented Distribution
by Michael Vander Wielen & Ryan Vander Wielen - 2010-2023 Improved Ordering Results for Fail-Safe Systems with Exponential Components
by N. Balakrishnan & Abedin Haidari & Ghobad Barmalzan - 2024-2036 A Simple Corrected Score for Logistic Regression with Errors-in-Covariates
by Jian Chen & John J. Hanfelt & Yijian Huang - 2037-2058 The Poisson Generalized Linear Failure Rate Model
by Gauss M. Cordeiro & Edwin Ortega & Artur Lemonte - 2059-2078 Autoregressive Order Identification for VAR Models with Non Constant Variance
by Hamdi Raïssi - 2079-2091 Discrete Beta-Exponential Distribution
by V. Nekoukhou & M. H. Alamatsaz & H. Bidram & A. H. Aghajani - 2092-2103 Optimal Block Designs With Interference Effects From Neighboring Units Under a Non Additive Model
by Arpan Bhowmik & Seema Jaggi & Cini Varghese & Eldho Varghese - 2104-2106 On Linear Operations on Stationary and Non Stationary Random Processes
by Elias Masry - 2107-2135 An Investigation of Quantile Function Estimators Relative to Quantile Confidence Interval Coverage
by Lai Wei & Dongliang Wang & Alan D. Hutson - 2136-2150 Inference for a Hidden Truncated (Both-Sided) Bivariate Pareto (II) Distribution
by Indranil Ghosh & Saralees Nadarajah - 2151-2175 On Variance-Stabilizing Multivariate Non Parametric Regression Estimation
by Kiheiji Nishida & Yuichiro Kanazawa - 2176-2179 A Note on a Commonly Used Ridge Regression Monte Carlo Design
by H. E.T. Holgersson - 2180-2206 Stochastic Loss Reserving in Discrete Time: Individual vs. Aggregate Data Models
by Jinlong Huang & Chunjuan Qiu & Xianyi Wu
May 2015, Volume 44, Issue 9
- 1763-1778 Some Asymptotic Formulas for a Brownian Motion With a Regular Variation From a Parabolic Domain
by Dawei Lu & Lixin Song - 1779-1785 Diagnostics of Variance of the Error in Mixed Effects Linear Models Based on M-estimation
by Huihui Sun & Jinguan Lin - 1786-1796 A Selection Procedure for Selecting the Least Increasing Failure Rate Average Distribution
by Suresh Kumar Sharma & Kanchan Jain & Neetu Singla - 1797-1805 A Measure of Discrimination Between two Double Truncated Distributions
by Omar Abd Al-Rahman Ibrahim Kittaneh - 1806-1818 Non Autonomous Semilinear Stochastic Evolution Equations
by Xi-Liang Fan - 1819-1841 A General Model of Random Variation
by Haim Shore - 1842-1853 Influence Measures in Quantile Regression Models
by Bruno R. Santos & Silvia N. Elian - 1854-1868 Empirical Likelihood for Single-Index Regression Models under Negatively Associated Errors
by Zheng-Yan Lin & Ran Wang - 1869-1885 On Parametrization of Multivariate Skew-Normal Distribution
by Meelis Käärik & Anne Selart & Ene Käärik - 1886-1895 Fitting Distributions with the Polyhazard Model with Dependence
by Rodrigo Tsai & Luiz K. Hotta - 1896-1910 Non Parametric Estimation of Second-Order Diffusion Equation by Using Asymmetric Kernels
by Muhammad Hanif - 1911-1938 Detection and Diagnosis of Distribution Changes of Degree Ratio in Complex Networks
by Dong Han & Fugee Tsung & Xianghui Ning - 1939-1957 Adaptive Procedures for the Wilcoxon–Mann–Whitney Test: Seven Decades of Advances
by Li Hao & Daniel Houser - 1958-1966 On Second Order Admissibilities in Two-Parameter Logistic Regression Model
by Hidekazu Tanaka & Chie Obayashi & Yoshiji Takagi - 1967-1980 A Bayesian Analysis of Autoregressive Models with Exogenous Variables and Power-Transformed and Threshold GARCH Errors
by Qiang Xia & Rubing Liang & Jinshan Liu
April 2015, Volume 44, Issue 8
- 1537-1551 Regression Analysis of Left-truncated and Case I Interval-censored Data with the Additive Hazards Model
by Peijie Wang & Xingwei Tong & Shishun Zhao & Jianguo Sun - 1552-1570 Nonparametric Mixtures Based on Skew-normal Distributions: An Application to Density Estimation
by Caroline C. Vieira & Rosangela H. Loschi & Denise Duarte - 1571-1579 Inversion Theorem Based Kernel Density Estimation for the Ordinary Least Squares Estimator of a Regression Coefficient
by Dongliang Wang & Alan D. Hutson - 1580-1591 Shrinkage Estimation of the Memory Parameter in Stationary Gaussian Processes
by Sévérien Nkurunziza & Abdulkadir Hussein - 1592-1601 An Alternative Cluster Detection Test in Spatial Scan Statistics
by A. R. Soltani & S. M. Aboukhamseen - 1602-1614 Mixtures of Linear Regression with Measurement Errors
by Weixin Yao & Weixing Song - 1615-1620 On Strong Convergence
by Alexei Stepanov - 1621-1639 A Test of Non Null Hypothesis for Linear Trends in Proportions
by Guolong Zhao - 1640-1652 On a Selection Weibull Distribution
by Mohammadreza Nourbakhsh & Yaser Mehrali & Ahad Jamalizadeh & Gholamhoseein Yari - 1653-1668 Some Results on Dynamic Generalized Survival Entropy
by M. Abbasnejad & G. R. Mohtashami Borzadaran - 1669-1690 Best Linear Classification Rule for Multivariate Interval Screened Data
by Hea-jung Kim - 1691-1705 A New Discrete Distribution Related to Generalized Gamma Distribution and Its Properties
by Subrata Chakraborty - 1706-1734 Two Extended Burr Models: Theory and Practice
by Antonio E. Gomes & Cibele Q. da-Silva & Gauss M. Cordeiro - 1735-1744 Missing Values in Linear Regression: Imputations Using An Error-Contaminated Linear Predictor
by Sibnarayan Guria & Sugata Sen Roy - 1745-1759 Approximate and Fiducial Confidence Intervals for the Difference Between Two Binomial Proportions
by K. Krishnamoorthy & Dan Zhang - 1760-1760 Erratum
by The Editors - 1761-1761 Erratum
by The Editors - 1762-1762 Corrigendum
by The Editors
April 2015, Volume 44, Issue 7
- 1319-1337 Nonparametric Estimation of the Stationary Distribution of a Discrete-Time Semi-Markov Process
by Stylianos Georgiadis & Nikolaos Limnios - 1338-1350 Comparison of Frailty Models for Acute Leukemia Data under Gompertz Baseline Distribution
by David D. Hanagal & Richa Sharma - 1351-1380 Analysis of Bivariate Survival Data using Shared Inverse Gaussian Frailty Model
by David D. Hanagal & Richa Sharma - 1381-1386 A Note on Rank Correlation Inequalities with Missing Data
by Ted Speevak & Takis Papaioannou - 1387-1398 Tests of Covariance Matrices for High Dimensional Multivariate Data Under Non Normality
by M. Rauf Ahmad & Dietrich Von Rosen - 1399-1410 Approximation to Multifractional Riemann-Liouville Brownian Sheet
by Hongshuai Dai - 1411-1425 A Lasso-type Robust Variable Selection for Time-Course Microarray Data
by Ji Young Kim - 1426-1435 Generalized Inverse Gamma Distribution and its Application in Reliability
by M. E. Mead - 1436-1449 Efficient Penalized Estimation for Linear Regression Model
by Guangyu Mao - 1450-1465 Some Classes of Estimators for Median Estimation in Survey Sampling
by Ramkrishna S. Solanki & Housila P. Singh - 1466-1482 Adaptive Crossover Design for Normal Responses
by Uttam Bandyopadhyay & Shirsendu Mukherjee - 1483-1496 Precise Asymptotics in Complete Moment Convergence of Parameter Estimator in the Gaussian Autoregressive Process
by Jiang Hui & Yu Lei - 1497-1507 Some Results About Standardization for a Non Confounder in Estimators of (log) Relative Risk
by Xueli Wang & Xiao-Hua Zhou - 1508-1522 Local Linear Estimation for Spatiotemporal Models Based on Least Absolute Deviation
by Hongxia Wang & Jinguan Lin & Jinde Wang - 1523-1536 Quantile Regression with Left-Truncated and Right-Censored Data in a Reproducing Kernel Hilbert Space
by Jinho Park
March 2015, Volume 44, Issue 6
- 1097-1110 Detection and Estimation of Jump Points in Non parametric Regression Function with AR(1) Noise
by Dan Wang & Pengjiang Guo - 1111-1129 A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations
by Shibin Zhang & Zhengyan Lin & Xinsheng Zhang - 1130-1142 Moving Block Bootstrap for Analyzing Longitudinal Data
by Hyunsu Ju - 1143-1157 Exponentiated Geometric Distribution: Another Generalization of Geometric Distribution
by Subrata Chakraborty & Rameshwar D. Gupta - 1158-1181 A Superstructure of Process Capability Indices for Circular Specification Region
by Moutushi Chatterjee & Ashis Kumar Chakraborty - 1182-1195 Effective Rotation Patterns Under Non Response in Two-Occasion Successive Sampling
by G. N. Singh & D. Majhi & S. Prasad & F. Homa - 1196-1209 An Improved Procedure of Estimating the Finite Population Mean Using Auxiliary Information in the Presence of Random Non Response
by Rajesh Tailor & Balkishan Sharma & Housila P. Singh - 1210-1221 Interval Estimation of the Stress-Strength Reliability with Independent Normal Random Variables
by Pierre Nguimkeu & Marie Rekkas & Augustine Wong - 1222-1240 Asymmetrical Orthogonal Arrays With Run Size 100
by Chun Luo & Yingshan Zhang & Sihui He - 1241-1254 Trace of the Variance-Covariance Matrix in Natural Exponential Families
by Taher Ben Arab & Afif Masmoudi & Mourad Zribi - 1255-1269 Combined Variable Sample Size, Sampling Interval, and Double Sampling (CVSSIDS) Adaptive Control Charts
by Rassoul Noorossana & Maryam Shekary A & Ali Deheshvar - 1270-1280 A New Robust Regression Method Based on Particle Swarm Optimization
by Ozge Cagcag & Ufuk Yolcu & Erol Egrioglu - 1281-1292 Singular Ridge Regression With Stochastic Constraints
by M. Arashi & M. Janfada & M. Norouzirad - 1293-1317 Maximal Invariant and Weakly Equivariant Estimators
by M. Shams & M. Emadi & N. R. Arghami
March 2015, Volume 44, Issue 5
- 885-899 On MISE of a Non linear Wavelet Estimator of the Regression Function Based on Biased Data under Strong Mixing
by Yogendra P. Chaubey & Esmaeil Shirazi - 900-913 Asymptotic Distributions of the Generalized Range, Midrange, Extremal Quotient, and Extremal Product, with a Comparison Study
by H. M. Barakat & E. M. Nigm & A. M. Elsawah - 914-932 Robustness of the Affine Equivariant Scatter Estimator Based on the Spatial Rank Covariance Matrix
by Kai Yu & Xin Dang & Yixin Chen