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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 - 4805-4818 Uniform almost sure convergence rate of wavelet estimator for regression model with mixed noise
by Junke Kou & Qinmei Huang & Hao Zhang - 4819-4840 A few theoretical results for Laplace and arctan penalized ordinary least squares linear regression estimators
by Majnu John & Sujit Vettam - 4841-4856 The parameter estimations for uncertain regression model with autoregressive time series errors
by Yuxin Shi & Yuhong Sheng - 4857-4879 Rate of convergence of discretized drift parameters estimators in the Cox–Ingersoll–Ross model
by Oksana Chernova & Olena Dehtiar & Yuliya Mishura & Kostiantyn Ralchenko - 4880-4897 Reliability modeling of weighted-k-out-of-n: G system under multiple failure modes with dependent components
by Yan Li & Jiaqi Niu & Mengxue Xing & Jinzhi Chen - 4898-4917 Shrinkage estimation in the zero-inflated Poisson regression model with right-censored data
by Zahra Zandi & Hossein Bevrani & Reza Arabi Belaghi - 4918-4926 The local limit theorem for general weighted sums of Bernoulli random variables
by Punyapat Kammoo & Kritsana Neammanee & Kittipong Laipaporn - 4927-4943 Improved estimators of hazard rate from a selected exponential population
by Brijesh Kumar Jha & Ajaya Kumar Mahapatra & Suchandan Kayal
June 2024, Volume 53, Issue 12
- 4211-4234 Copula-based multivariate EWMA control charts for monitoring the mean vector of bivariate processes using a mixture model
by Hussam Ahmad & Mohammad Amini & Bahram Sadeghpour Gildeh & Adel Ahmadi Nadi - 4235-4251 Variable selection for high-dimensional incomplete data using horseshoe estimation with data augmentation
by Yunxi Zhang & Soeun Kim - 4252-4271 A new zero–inflated discrete Lindley regression model
by Caner Tanış & Haydar Koç & Ahmet Pekgör - 4272-4289 A model calibration procedure for count response
by Yang Sun & Xiangzhong Fang - 4290-4310 Bayesian inference in a sample selection model with multiple selection rules
by Alireza Rezaee & Mojtaba Ganjali & Ehsan Bahrami Samani - 4311-4333 An extended exponential hyper-Poisson distribution: Properties and applications
by C. Satheesh Kumar & A. S. Satheenthar - 4334-4353 Results and applications of a new inaccuracy measure based on cumulative Tsallis entropy
by David Chris Raju & S. M. Sunoj & G. Rajesh - 4354-4368 Sequential specification tests to choose a model: A change-point approach
by Adam C Sales - 4369-4394 Ultrahigh dimensional single index model estimation via refitted cross-validation
by Lixia Zhang & Xuguang Song - 4395-4406 Minimal circular efficient generalized strongly balanced repeated measurements designs
by Rashid Ahmed & M. H. Tahir & Rida Jabeen & H. M. Kashif Rasheed & Abid Khan - 4407-4427 Stochastic decomposition in a queueing-inventory system with batch demands, randomized order policy and multiple vacations
by Linhong Li & Liwei Liu & Wei Xu & Zhen Wang - 4428-4441 On general weighted extropy of ranked set sampling
by Nitin Gupta & Santosh Kumar Chaudhary - 4442-4449 ANVILS-VOCE: ANova-based Varying Inner-Loop Size estimation of Variance of Conditional Expectation
by Mohammed Shahid Abdulla & L. Ramprasath - 4450-4468 Designing optimal proactive replacement strategies for degraded systems subject to two types of external shocks
by Wenjie Dong & Yingjie Yang & Yingsai Cao & Jingru Zhang & Sifeng Liu - 4469-4486 Robust equilibrium investment-reinsurance strategy for n competitive insurers with square-root factor process
by Xiaoyu Xing & Xiaofang Li - 4487-4497 When are there too many collisions? Variants of the birthday problem
by John E. Connett - 4498-4514 Higher-order expansions of sample range from general error distribution
by Yingyin Lu & Xin Liao & Jinhui Guo - 4515-4530 Optimal dividend and stopping problems for two-dimensional compound poisson risk model
by Jingwei Li & Guoxin Liu - 4531-4541 Strong asymptotic properties of kernel smoothing estimation for NA random variables with right censoring
by Jian-hua Shi & Jian-sen Xu & Jin-feng Xu - 4542-4555 The Inertial properties of EWMA control charts
by Poune Ghasemian & Rassoul Noorossana
June 2024, Volume 53, Issue 11
- 3851-3875 Generalized location-scale mixtures of elliptical distributions: Definitions and stochastic comparisons
by Tong Pu & Yiying Zhang & Chuancun Yin - 3876-3898 Flexible CDF-quantile distributions on the closed unit interval, with software and applications
by Michael Smithson & Yiyun Shou - 3899-3919 Doubly weighted mean score estimating functions with a partially observed effect modifier
by Meaghan S. Cuerden & Liqun Diao & Cecilia A. Cotton & Richard J. Cook - 3920-3939 Berry-Esséen bounds and almost sure CLT for the quadratic variation of a class of Gaussian process
by Yong Chen & Zhen Ding & Ying Li - 3940-3957 D-optimal designs for two-variable logistic regression model with restricted design space
by Yi Zhai & Chengci Wang & Hui-Yi Lin & Zhide Fang - 3958-3972 Boundary-free estimators of the mean residual life function for data on general interval
by Rizky Reza Fauzi & Yoshihiko Maesono - 3973-3991 Meta-analysis of exponential lifetime data from Type-I hybrid censored samples
by Kiran Prajapat & Shuvashree Mondal & Sharmishtha Mitra & Debasis Kundu - 3992-4011 Joint modeling of the longitudinal student mark and the competing events of degree completion and academic dropout
by Lionel Establet Kemda & Michael Murray - 4012-4036 A bootstrap method for estimation in linear mixed models with heteroscedasticity
by Nelum S. S. M. Hapuhinna & Junfeng Shang - 4037-4061 Smoothed bootstrap for right-censored data
by Asamh Saleh M. Al Luhayb & Frank P. A. Coolen & Tahani Coolen-Maturi - 4062-4084 On the hazard rate of α-mixture of survival functions
by Omid Shojaee & Majid Asadi & Maxim Finkelstein - 4085-4106 Two-step conditional least squares estimation for the bivariate Z-valued INAR(1) model with bivariate Skellam innovations
by Huaping Chen & Fukang Zhu & Xiufang Liu - 4107-4115 On the probability of (falsely) connecting two distinct components when learning a GGM
by Daniela De Canditiis & Marika Turdó - 4116-4126 Precise large deviations in a non stationary risk model with arbitrary dependence between subexponential claim sizes and waiting times
by Ke-Ang Fu & Yang Liu & Jiangfeng Wang - 4127-4146 Entropy of Random Permutation Set
by Luyuan Chen & Yong Deng - 4147-4152 Shrinkage efficiency bounds: An extension
by Giuseppe De Luca & Jan R. Magnus - 4153-4171 Minimum aberration 412n designs via secondary complementary sets
by Yuliang Zhou & Shengli Zhao & Qianqian Zhao - 4172-4193 Two-stage conditional density estimation based on Bernstein polynomials
by Mohamed Belalia & Guanjie Lyu - 4194-4206 Quantile cumulative distribution function and its applications
by Angel Mathew - 4207-4209 Letter to the editor: on the paper “The double Pareto-Lognormal distribution—a new parametric model for size distributions” and its correction
by Neven Grbac & Tihana Galinac Grbac
May 2024, Volume 53, Issue 10
- 3435-3458 Almost sure convergence for weighted sums of pairwise PQD random variables
by João Lita da Silva - 3459-3471 Stability of stochastic Gilpin-Ayala model driven by α-stable process under regime switching
by Xuekang Zhang & Huisheng Shu & Dajun Liu - 3472-3498 A pseudo principal component analysis method for multi-dimensional open-high-low-close data in candlestick chart
by Wenyang Huang & Huiwen Wang & Shanshan Wang - 3499-3516 On robustness of model selection criteria based on divergence measures: Generalizations of BHHJ divergence-based method and comparison
by Sumito Kurata - 3517-3546 Classical and Bayesian estimations of performance measures in a single server Markovian queueing system based on arrivals during service times
by Saroja Kumar Singh & Frederico R. B. Cruz & Eriky S. Gomes & Abhijit Datta Banik - 3547-3567 Estimation of complier causal treatment effects under the additive hazards model with interval-censored data
by Yuqing Ma & Peijie Wang & Shuwei Li & Jianguo Sun - 3568-3580 A measure of variability within parametric families of continuous distributions
by Zdeněk Fabián - 3581-3598 Weak consistency for the nonparametric kernel regression estimator based on negatively associated random errors
by Lu Zhang & Rui Wang & Min Wang & Xuejun Wang - 3599-3615 Complete convergence and complete integral convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations
by Li Wang & Qunying Wu - 3616-3641 Pareto-optimal reinsurance for both the insurer and the reinsurer under the risk-adjusted value and general premium principles
by Qian Bao & Jiangyan Peng & Lei Zou - 3642-3658 An algebraic analysis of the bimodality of the generalized von Mises distribution
by Sara Salvador & Riccardo Gatto - 3659-3687 Nonparametric estimations for the cumulative distribution functions of random effects in a linear mixed-effects model
by Le Thi Hong Thuy & Cao Xuan Phuong - 3688-3712 A nonparametric test for the two-sample problem based on order statistics
by Fazil Aliev & Levent Özbek & Mehmet Fedai Kaya & Coşkun Kuş & Hon Keung Tony Ng & Haikady N. Nagaraja - 3713-3727 Locally D-optimal designs for spline measurement error models with estimated knots
by Min-Jue Zhang & Rong-Xian Yue & Xue-Ping Chen - 3728-3741 Simultaneous population enrichment and endpoint selection in phase 3 randomized controlled trials: An adaptive group sequential design with two binary alternative primary endpoints
by Arup K. Sinha & Lemuel Moye & Linda B. Piller & Jose-Miguel Yamal & Carlos H. Barcenas & Jaejoon Song & Barry R. Davis - 3742-3757 Monitoring the structure of social networks based on exponential random graph model
by Mahboubeh Mohebbi & Amirhossein Amiri & Ali Reza Taheriyoun - 3758-3778 Bayesian joint modeling of binomial and rank response with non-ignorable missing data for primate cognition
by Maryam Aghayerashti & Ehsan Bahrami Samani & Mojtaba Ganjali - 3779-3796 On complete moment convergence for the maximal weighted sums of NSD random variables
by Haiwu Huang & Yuan Yuan & Wei Wang & Hongguo Zeng - 3797-3817 Generalized autocovariance matrices for multivariate time series
by Maddalena Cavicchioli - 3818-3832 Complete and complete moment convergence for arrays of rowwise asymptotically almost negatively associated random variables
by Aiting Shen & Rui Wang - 3833-3849 Consecutive Bayes factor for the mean vector
by Marzieh Taheri & Manouchehr Kheradmandnia
May 2024, Volume 53, Issue 9
- 3063-3077 A fortune cookie problem: A test for nominal data whether two samples are from the same population of equally likely elements
by Jiangtao Gou & Karen Ruth & Stanley Basickes & Samuel Litwin - 3078-3101 Simultaneous optimization of inventory, maintenance, and quality for production systems subject to multiple mean and variance shifts
by Konstantinos A. Tasias - 3102-3122 On weighted generalized entropy for double truncated distribution with applications
by Shivangi Singh & Chanchal Kundu - 3123-3142 Concentration inequality of sums of dependent subexponential random variables and application to bounds for value-at-risk
by Yuta Tanoue - 3143-3168 Asymptotic normality of the k-NN single index regression estimator for functional weak dependence data
by Mustapha Mohammedi & Salim Bouzebda & Ali Laksaci & Oussama Bouanani - 3169-3186 Asymptotics of M-estimators for moderate deviations from a unit root model with possibly infinite variance
by Xiaochen Wang & Xiaolong Tang & Yuping Song - 3187-3210 Extropy properties of ranked set sample when ranking is not perfect
by Manoj Chacko & Varghese George - 3211-3225 Behavior of FWER in Normal Distributions
by Monitirtha Dey - 3226-3234 On the Jajte weak law of large numbers for exchangeable random variables
by Habib Naderi & Mehdi Jafari & Przemysław Matuła & Morteza Mohammadi - 3235-3245 Supersaturated designs with less β-aberration
by Umer Daraz & E Chen & Yu Tang - 3246-3258 Classifying one-parameter Fréchet populations on the basis of a non-linear fixed effects model
by Mohammad Baratnia & Mahdi Doostparast - 3259-3275 Pairwise comparisons using ranks in block designs
by Dennis Boos & Kaiyuan Duan - 3276-3291 Design choices in randomization tests that affect power
by Abba M. Krieger & David Azriel & Michael Sklar & Adam Kapelner - 3292-3311 The effect of sample size and missingness on inference with missing data
by Julian Morimoto - 3312-3336 Asymptotic properties of the wavelet estimator in non parametric regression model with martingale difference errors
by Xuejun Wang & Xin Deng & Yi Wu - 3337-3349 Asymptotics for the random time ruin probability with non stationary arrivals and Brownian perturbation
by Yang Liu & Zhenlong Chen & Ke-Ang Fu - 3350-3364 Asymptotics in the Thurstone model with an increasing items
by Yuyun Wang & Jing Luo & Zhimeng Xu & Lewei Zhou - 3365-3382 Adaptive distributed support vector regression of massive data
by Shu-na Liang & Fei Sun & Qi Zhang - 3383-3424 Uniform-in-bandwidth consistency results in the partially linear additive model components estimation
by Khalid Chokri & Salim Bouzebda - 3425-3433 Regular D-optimal spring balance weighing designs with correlated errors
by Małgorzata Graczyk & Bronisław Ceranka
April 2024, Volume 53, Issue 8
- 2689-2714 Optimal reinsurance and investment problem with multiple risky assets and correlation risk for an insurer under the Ornstein-Uhlenbeck model
by Ximin Rong & Yiqi Yan & Hui Zhao - 2715-2729 On the dependence structure of the trade/no trade sequence of illiquid assets
by Hamdi Raïssi - 2730-2743 Heterogeneous robust estimation with the mixed penalty in high-dimensional regression model
by Yanling Zhu & Kai Wang - 2744-2756 Higher-order representation of Karamata theorem
by Xi Yang & Qian Xiong & Zuoxiang Peng - 2757-2770 Exact laws of large numbers for k-th order statistics from the asymmetrical Cauchy distribution
by Wenzhi Yang & Ran Ding & Shuhe Hu & Chunyu Yao - 2771-2791 Interpoint distance-based two-sample tests for functional data
by Hikaru Yamaguchi & Hidetoshi Murakami - 2792-2815 Strong consistency of nonparametric kernel estimators for integrated diffusion process
by Shanchao Yang & Shi Zhang & Guodong Xing & Xin Yang - 2816-2839 Lasso regression under stochastic restrictions in linear regression: An application to genomic data
by Murat Genç & M. Revan Özkale - 2840-2847 Unit root tests and their challenges
by Seul Gee Kim & Cheolyong Park & Sun-Young Hwang & Jeongcheol Ha & Inho Park & Tae Yoon Kim - 2848-2856 Testing for main fixed effects: The symmetry assumption and monotone incomplete data
by Sevgi Demircioğlu & Bilgehan Güven - 2857-2867 Generalized multiple dependent state sampling plan for quality inspection in ocean dataset
by Ritwik Bhattacharya & Muhammad Aslam - 2868-2887 Performability analysis of a MMAP[2]/PH[2]/S model with PH retrial times
by Vidyottama Jain & Raina Raj & S. Dharmaraja - 2888-2907 Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors
by A. Aghamohammadi & M. Bahmani - 2908-2923 On strongly generalized convex stochastic processes
by Nidhi Sharma & Rohan Mishra & Abdelouahed Hamdi - 2924-2944 Incremental Huber-Support vector regression based online robust parameter design
by Xiaojian Zhou & Dan Xiao & Jieyao Yu & Ting Jiang - 2945-2960 Estimation of structural parameters in balanced Bühlmann credibility model with correlation risk
by Yang Yang & Lichun Wang - 2961-2976 Convergence of asymptotically negatively associated random variables with random coefficients
by Bing Meng & Qunying Wu - 3005-3039 Optimal reinsurance-investment problem for two competitive or cooperative insurers under two investment patterns
by Peng Yang - 3040-3061 Distributions of runs and scans in multistate Markov exchangeable sequences
by Kiyoshi Inoue
April 2024, Volume 53, Issue 7
- 2253-2284 A novel multivariate time series combination prediction model
by Lian Lian & Zhongda Tian - 2285-2306 A new RCAR(1) model based on explanatory variables and observations
by Danshu Sheng & Dehui Wang & Yao Kang - 2307-2328 Application of objective priors for the multivariate Lomax distribution
by Sang Gil Kang & Woo Dong Lee & Yongku Kim - 2329-2354 Option pricing with exchange rate risk under regime-switching multi-scale jump-diffusion models
by Miao Han & Wei Wang - 2355-2368 R-optimal designs for linear log contrast model with mixture experiments
by Mahesh Kumar Panda & Rushi Prasad Sahoo - 2369-2389 On proportional odds relevation transform and its applications
by M. Dileepkumar & P. G. Sankaran - 2390-2421 Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion
by Litan Yan & Rui Guo & Han Gao - 2422-2429 A crucial note on stress-strength models: Wrong asymptotic variance in some published papers
by Mohammad Mehdi Saber & Mehrdad Taghipour - 2430-2458 Stochastic comparison of the second-order statistics arising from exponentiated location-scale model
by Sangita Das & Suchandan Kayal - 2459-2476 Restricted Stein-rule estimation in ultrastructural linear measurement error models
by Omid Khademnoe & Hadi Emami - 2477-2482 A solution to the multidimensionality in option pricing
by Moawia Alghalith & Wing Keung Wong - 2483-2515 Estimating parameters from the generalized inverse Lindley distribution under hybrid censoring scheme
by Mojammel Haque Sarkar & Manas Ranjan Tripathy & Debasis Kundu - 2516-2534 Approximate Bayesian estimator for the parameter vector in linear models with multivariate t distribution errors
by Jie Jiang & Lichun Wang & Liqun Wang - 2535-2577 Central limit theorems for functional Z-estimators with functional nuisance parameters
by Salim Bouzebda & Thouria El-hadjali & Anouar Abdeldjaoued Ferfache - 2578-2598 How to estimate the memory of the elephant random walk
by Bernard Bercu & Lucile Laulin - 2599-2616 Moderate deviation principle for different types of classical likelihood ratio tests
by Yansong Bai & Yong Zhang & Congmin Liu & Zhiming Wang - 2617-2644 Distribution-free minimum risk point estimation of the mean under powered absolute error loss plus cost of sampling: Illustrations with cancer data
by Yakov Khariton & Nitis Mukhopadhyay - 2645-2660 Confidence intervals for distributional positions
by Sture Holm & Rolf Larsson - 2661-2669 The Simon’s two-stage design accounting for genetic heterogeneity
by Feng-shou Ko - 2670-2687 Foreign exchange option pricing under the 4/2 stochastic volatility model with CIR interest rates
by Wujun Lv & Pingping Jiang
March 2024, Volume 53, Issue 6
- 1891-1905 Stein estimators for the drift of the mixing of two fractional Brownian motions
by Kouider Djerfi & Ghaouti Djellouli & Fethi Madani - 1942-1963 Asymptotic results for expected probability of misclassifications in linear discriminant analysis with repeated measurements
by Edward Kanuti Ngailo & Innocent Ngaruye - 1964-1984 Selecting among treatments with two Bernoulli endpoints
by Elena M. Buzaianu & Pinyuen Chen & Lifang Hsu - 1985-2002 The distribution of the sum of two dependent randomly weighted random variables with applications
by Rasool Roozegar & Abdolsaleh Toghdori & Saralees Nadarajah - 2003-2020 A simple tuning parameter selection method for high dimensional regression
by Yanxin Wang & Jiaqing Xu & Zhi Wang - 2021-2033 Biadditive models: Commutativity and optimum estimators
by Armando Alexandre & Manuela Oliveira & Eugénio Garção & João Mexia - 2034-2042 Robust circular-circular correlation coefficient
by Ehab A. Mahmood - 2067-2091 Parametric and partially linear regressions for agricultural economy data
by Julio Cezar S. Vasconcelos & Gauss M. Cordeiro & Edwin M. M. Ortega & Helton Saulo - 2092-2102 Optimal replacement scheduling for a multi-component system with failure interaction
by Yen-Luan Chen - 2103-2121 On the relationship between higher-order stochastic expansions, influence functions and U-statistics for M-estimators
by Paul Rilstone - 2122-2140 Adaptive lasso variable selection method for semiparametric spatial autoregressive panel data model with random effects
by Yu Liu - 2141-2153 A robust Spearman correlation coefficient permutation test
by Han Yu & Alan D. Hutson - 2154-2177 Experimental designs for accelerated degradation tests based on linear mixed effects models
by Helmi Shat & Rainer Schwabe - 2178-2193 The generalized entropy ergodic theorem for Markov chains indexed by a spherically symmetric tree
by Zhiyan Shi & Xinyue Xi & Qingpei Zang - 2194-2204 The finite-time ruin probability of a risk model with stochastic return and subexponential claim sizes
by Chenghao Xu & Kaiyong Wang & Xinyi Wu - 2205-2218 Strong law of large numbers for linear processes under sublinear expectation
by Zhao-Ang Zhang - 2219-2235 Analyzing the behavior of general class of estimators of population mean in presence of correlated measurement errors
by Kumari Priyanka - 2236-2251 Wald type tests with the wrong dispersion matrix
by Kosman W. G. D. H. Rajapaksha & David J. Olive
March 2024, Volume 53, Issue 5
- 1547-1575 Equivalent conditions of convergence properties for m-ANA sequence and statistical applications
by Miaomiao Wang & Min Wang & Xuejun Wang & Fei Zhang - 1576-1589 Model selection of Gaussian mixture process and its application
by Xinyu Fu - 1590-1610 Results on conditional variance in parallel system and lower bounds for varextropy
by F. Goodarzi - 1611-1623 Prediction variance capability of orthogonal uniform composite designs and orthogonal array composite designs in the spherical region
by Abimibola Victoria Oladugba & Brenda Mbouamba Yankam & Oluchukwu Chukwuemeka Asogwa - 1624-1652 Uniform asymptotics for ruin probabilities of a delayed renewal risk model with one-sided linear dependence and stochastic returns
by Lei Zou & Jiangyan Peng & Zhiquan Jiang & Ruonan Yang - 1653-1668 On tail behavior of randomly weighted sums of dependent subexponential random variables
by Bingzhen Geng & Zaiming Liu & Shijie Wang - 1669-1683 Stochastic approximation of eigenvectors and eigenvalues of the Q-symmetric expectation of a random matrix
by Jean-Marie Monnez - 1684-1699 Inconsistency for the Gaussian QMLE in GARCH-type models with infinite variance
by Stelios Arvanitis & Alexandros Louka - 1716-1735 Testing components of two-way interaction in multi-environment trials
by Johannes Forkman & Waqas Ahmed Malik & Steffen Hadasch & Hans-Peter Piepho - 1736-1744 Extreme value theory for space-time with random coefficients
by Saliou Diouf & Yentchabaré Kolani - 1745-1759 Theoretical results and modeling under the discrete Birnbaum-Saunders distribution
by Filidor Vilca & Roberto Vila & Helton Saulo & Luis Sánchez & Jeremias Leão - 1760-1776 Edgeworth expansion of the t-statistic of the whittle MLE for linear regression processes with long-memory disturbances
by Mosisa Aga - 1777-1799 Exponential parametric distortion nonlinear measurement errors Models
by Jun Zhang & Leyi Cui - 1800-1809 Berry-Esseen bound for smooth estimator of distribution function under length-biased data
by R. Zamini & M. Ajami & V. Fakoor - 1810-1824 Using copula information in wavelet estimation of bivariate density function based on censorship observations
by Bahareh Ghanbari & Esmaeil Shirazi - 1825-1837 A note on identification of causal effects in cluster randomized trials with post-randomization selection bias
by Fan Li & Zizhong Tian & Zibo Tian & Fan Li - 1838-1850 Single-index partially functional linear quantile regression
by Zhiqiang Jiang & Zhensheng Huang - 1851-1863 R-optimal designs for mixture models in two types of regions
by Jiacheng Luo & Chongqi Zhang - 1864-1889 Sample distribution theory using Coarea Formula
by L. Negro
February 2024, Volume 53, Issue 4
- 1143-1161 Asymptotic properties of a kernel etimate of the conditional mode in the presence of doubly censored data
by H. Benchoulak & M. Boukeloua & F. Messaci