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July 2015, Volume 44, Issue 14
- 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 - 933-941 Autocovariance Function of the Fractionally Integrated Separable Spatial ARMA (FISSARMA) Models
by Alireza Ghodsi & Mahendran Shitan - 942-952 Modified Synthetic Control Chart for One-Step Markov-Dependent Processes
by Adnaik Sachin Bajirao & Gadre Mukund Parasharam - 953-971 Bayesian Analysis of the Censored Regression Model with an AEPD Error Term
by Cheng Gao & Hiroki Tsurumi - 972-982 A Universal Prior Distribution for Bayesian Consistency of Non parametric Procedures
by Yang Xing - 983-995 Semiparametric Regression for Time Series of Counts
by Qin Wang & Rongning Wu - 996-1012 Semiparametric Hierarchical Composite Quantile Regression
by Yanliang Chen & Man-Lai Tang & Maozai Tian - 1013-1032 Improvement in Estimating the Population Median in Simple Random Sampling and Stratified Random Sampling Using Auxiliary Information
by Sibel Aladag & Hulya Cingi - 1033-1043 Robust Sparse Regression with High-Breakdown Value
by Weiyan Mu & Shifeng Xiong - 1044-1052 On Complete Convergence for the Hybrid Process
by Sergio Alvarez-Andrade - 1053-1064 Stochastically Curtailed Tests Under Fractional Brownian Motion
by Qiang Zhang & Dejian Lai & Barry R. Davis - 1065-1079 Additive Transformation Models for Multivariate Interval-Censored Data
by Pao-Sheng Shen - 1080-1095 Measuring and Estimating Treatment Effect on Count Outcome in Randomized Trial and Observational Studies
by Li Yin & Xiaoqin Wang
February 2015, Volume 44, Issue 4
- 657-670 Properties of the Cox–Ingersoll–Ross Interest Rate Processes with Two-sided Reflections
by Liu Chang & Shouting Chen & Ailin Zhu - 671-682 Fractional Factorial Split-plot Designs with Two- and Four-level Factors Containing Clear Effects
by Jianxin Wang & Ye Yuan & Shengli Zhao - 683-697 On Prediction for Correlated Domains in Longitudinal Surveys
by Tomasz Żądło - 698-709 Benford’s Law for Mixtures
by Eugenio P. Balanzario - 710-725 Recurrent Events Analysis in the Presence of Terminal Event and Zero-recurrence Subjects
by Xiaobing Zhao & Jinglong Wang & Xian Zhou & Zhongyi Zhu - 726-749 A Non Parametric Exact Test Based on the Number of Records for an Early Detection of Emerging Events: Illustration in Epidemiology
by Zaher Khraibani & Christine Jacob & Christian Ducrot & Myriam Charras-Garrido & Carole Sala - 750-777 Operating Characteristics of a Subset Selection Procedure Applied to a Hybrid Randomized Response Model
by Gary C. McDonald & Feiyi Jia - 778-789 Integral Representation of Quaternion Elliptical Density and its Applications
by M. Arashi & A. Bekker & M. T. Loots & J. J. J. Roux - 790-797 An Estimate of a Change Point in Variance of Measurement Errors and Its Convergence Rate
by C. Dong & B. Miao & C. Tan & D. Wei & Y. Wu - 798-809 Residual Kriging for Functional Spatial Prediction of Salinity Curves
by Adriana Reyes & Ramón Giraldo & Jorge Mateu - 810-822 Minimizing Upper Bound of Ruin Probability Under Discrete Risk Model with Markov Chain Interest Rate
by Xu Lin & Zhu Dongjin & Zhou Yanru - 823-836 Bayesian Identification of Seasonal Multivariate Autoregressive Processes
by Samir M. Shaarawy & Sherif S. Ali - 837-854 Spurious Regressions in Time Series with Long Memory
by Gaowen Wang & Nan-Wei Han - 855-871 Calibration Estimator of a Rare Sensitive Attribute with Poisson Distribution
by Chang-Kyoon Son & Jong-Min Kim - 872-883 Statistical Inference on Partially Linear Additive Models with Missing Response Variables and Error-prone Covariates
by Chuan-Hua Wei & Xu-Jie Jia & Hong-Sheng Hu
February 2015, Volume 44, Issue 3
- 441-452 Optimal Simultaneous Confidence Bands in Multiple Linear Regression with Predictor Variables Constrained in an Ellipsoidal Region
by P. Ah-Kine & W. Liu - 453-467 Bayesian Inference of Autoregressive and Functional-Coefficient Moving Average Models
by Hai-Bin Wang & Ping Wu - 468-475 Models Associated with Extended Exponential Smoothing
by Denis Bosq - 476-485 M-estimation for Moderate Deviations From a Unit Root
by Xin-Bing Kong - 486-496 Sample Size Determination and Rational Partition for A Multi- Regional Trial for Survival (Time-To-Event) Data with Unrecognized Heterogeneity that Interacts with Treatment
by Feng-Shou Ko - 497-511 A Multivariate Generalized Poisson Regression Model
by Felix Famoye - 512-519 On the Nonparametric Mean Residual Life Estimator in Length-biased Sampling
by V. Fakoor - 520-532 First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks
by Fan Yang - 533-553 Estimation of Survival Function in Cox Regression Model Under Random Censoring From Both Sides
by A. A. Abdushukurov - 554-563 Some Skew-Symmetric Distributions Which Include the Bimodal Ones
by Dexter O. Cahoy - 564-572 Testing for Random Effects in Growth Curve Models
by Zaixing Li - 573-586 On an Extended Version of Skew Generalized Normal Distribution and Some of its Properties
by C. Satheesh Kumar & M. R. Anusree - 587-606 Testing Three-factor Interaction in Unreplicated Three-way Layouts
by S. M. Sadooghi-Alvandi & M. Kharrati-Kopaei - 607-616 An Appreciation of Balanced Loss Functions Via Regret Loss
by Tapan K. Nayak & Bimal Sinha - 617-626 On the Strong Consistency of Ridge Estimates
by João Lita Da Silva & João Tiago Mexia & Luís Pedro Ramos - 627-643 Prediction of Variables Via Their Order Statistics in Bivariate Elliptical Distributions with Application in the Financial Markets
by Sobhan Shafiei & Mahdi Doostparast & Ahad Jamalizadeh - 644-655 Phase-I Design Scheme for -chart Based on Posterior Distribution
by Aamir Saghir
January 2015, Volume 44, Issue 2
- 217-240 Statistical Analysis of Non Linear Least Squares Estimation for Harmonic Signals in Multiplicative and Additive Noise
by Huiming Peng & Shaoquan Yu & Jiawen Bian & Yujie Zhang & Hongwei Li - 241-260 Efficient Inference in a Generalized Partially Linear Model with Random Effect for Longitudinal Data
by Wanbin Li & Liugen Xue - 261-274 On a Correlated Variance Ratio Distribution and Its Industrial Application
by M. Hafidz Omar & Anwar H. Joarder & Muhammad Riaz - 275-285 Sample Size Requirements and Study Duration for Testing Main Effects and Interactions in Completely Randomized Factorial Designs When Time to Event is the Outcome
by Barry Kurt Moser & Susan Halabi - 286-299 Asymptotically Optimal Nonparametric Empirical Bayes Via Predictive Recursion
by Ryan Martin - 300-308 On Relative Reversed Hazard Rate Order
by Majid Rezaei & Behzad Gholizadeh & Salman Izadkhah - 309-328 Generalization of the Divisia Price and Quantity Indices in a Stochastic Model with Continuous Time
by Jacek Białek - 329-339 Moderate Deviations for Estimators of Financial Risk Under an Asymmetric Laplace Law
by Yujie Cai & Fuqing Gao & Shaochen Wang - 340-348 Visualizing Predicted and Observed Densities Jointly with Beanplot
by I. Juutilainen & S. Tamminen & J. Röning - 349-362 Improved Large-Sample Confidence Intervals for Ratios of Variance Components in Nonnormal Distributions
by Brent D. Burch - 363-375 Performance of Some Weighted Liu Estimators for Logit Regression Model: An Application to Swedish Accident Data
by Kristofer Månsson & B. M. Golam Kibria & Ghazi Shukur - 376-389 Posterior Predictive Comparisons for the Two-sample Problem
by Paul Blomstedt & Jukka Corander - 390-405 Mixture Models and the Krätzel Integral Transform
by T. Princy - 406-427 Comparison of Prediction Capabilities of Partially Replicated Central Composite Designs in Cuboidal Region
by Eugene C. Ukaegbu & Polycarp E. Chigbu - 428-439 A Strong Limit Theorem for Weighted Sums of Negatively Dependent Random Variables
by Soo Hak Sung
January 2015, Volume 44, Issue 1
- 1-23 On the Construction of Preliminary Test Estimator Based on Record Values for the Burr XII Model
by R. Arabi Belaghi & M. Arashi & S. M. M. Tabatabaey - 24-47 Bayesian Inference in Marshall–Olkin Bivariate Exponential Shared Gamma Frailty Regression Model under Random Censoring
by David D. Hanagal & Richa Sharma - 48-62 Local M-estimation for Conditional Variance in Heteroscedastic Regression Models
by Yunyan Wang & Mingtian Tang - 63-79 Variance Estimation from Complex Survey Designs: A Case Study of Household Income and Expenditure Survey Design 2002/03, Botswana
by Raghunath Arnab & T. Zewotir & D. North - 80-94 Modified Robust Second-Order Slope-Rotatable Designs
by Rabindra Nath Das & Partha Pal & Sung H. Park - 95-114 Confidence Regions and Approximate p-values for Classical and Non Symmetric Correspondence Analysis
by Eric J. Beh & Rosaria Lombardo - 115-124 On The Intersection Of Max Domains Of Attraction Of p-Max Stable Laws and the Class of Subexponential Distributions
by S. Ravi & A. S. Praveena - 125-134 Further Study on the Marcinkiewicz Strong Laws for Linear Statistics of ρ*-Mixing Sequences of Random Variables
by Haiwu Huang & Dingcheng Wang & Qunying Wu - 135-152 Comparing Score-Based Methods for Estimating Bayesian Networks Using the Kullback–Leibler Divergence
by Jessica Kasza & Patty Solomon - 153-158 Likelihood-based Inference in S-distributions
by Efthymios G. Tsionas - 159-170 A New Model for the Representation of the ISO 2859 Standard
by George Nenes & Yiannis Nikolaidis - 171-185 Semi Varying Coefficient Zero-Inflated Generalized Poisson Regression Model
by Weihua Zhao & Riquan Zhang & Jicai Liu & Yazhao Lv - 186-215 The Zografos–Balakrishnan-G Family of Distributions: Mathematical Properties and Applications
by Saralees Nadarajah & Gauss M. Cordeiro & Edwin M. M. Ortega
December 2014, Volume 43, Issue 24
- 5115-5129 Burn-in for Eliminating Weak Items in Heterogeneous Populations
by Ji Hwan Cha & Maxim Finkelstein - 5130-5155 Modified and Restricted r-k Class Estimators
by Gülesen Üstündağ Şiray - 5156-5174 Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling
by B. Kodia & B. Garel - 5175-5194 On Bayes Linear Unbiased Estimator Under the Balanced Loss Function
by Hongbing Qiu & Ji Luo & Shurong Zheng - 5195-5210 A Simultaneous Confidence Band for Dense Longitudinal Regression
by Q. Song & R. Liu & Q. Shao & L. Yang