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Content
January 2026, Volume 55, Issue 2
- 487-501 The strong laws of large numbers for hidden Markov model with general state space
by Yuan Jiang & Fan Xie & Yixing Ren & Ziyang Huang & Zhiyan Shi - 502-525 Non parametric breakpoint detection for weakly dependent spatiotemporal series
by Ibrahim Loudy & Stéphane Bouka & Guy Martial Nkiet - 526-548 Variable selection in quantile structural equation model with varying coefficients
by Hao Cheng - 549-569 Reliability analysis of a two identical components cold standby system with multiple failure modes
by Wenqing Wu & Haiwen Xu & Kelong Zheng & Miaomiao Yu & Yaxing He - 570-584 Sequential thresholded quantile estimator for sparse regression
by Jinwen Liang & Maozai Tian - 585-600 A simple derivation of the asymptotic normality of quantile estimators in general unequal probability sampling
by Hitoshi Motoyama - 601-639 On diagnostic accuracy measures and optimal cut-point selection measures for multi-stage diseases via generalized total Kullback–Leibler divergence
by Chen Mo & Hani Samawi & Jingjing Yin & Haresh Rochani - 640-658 A groupwise approach to the birthday paradox
by Kaiji Motegi & Soma Hayashi - 659-675 Bayesian estimation of seasonal autoregressive models with scale-mixtures of normal errors
by Ayman A. Amin
January 2026, Volume 55, Issue 1
- 1-20 Combined Bayesian estimates for Cronbach’s alpha in the case of the balanced random effects model
by A. J. van der Merwe & S. R. Izally & L. Raubenheimer - 21-62 Improved attention mechanism-based transformer model for time series data-anomaly detection
by Avhad Kiran Sahebrao & Gokuldhev Mony - 63-91 Performance analysis of shrinkage estimators in Conway-Maxwell-Poisson regression model
by M. Revan Özkale & Ulduz Mammadova - 92-101 Optimal Intervals for Fisher’s problem of the Nile
by Ekaterina Poliakova & Gunnar Taraldsen - 102-131 Optimal investment of DC pension plan with incentive scheme and a combined VaR-ES constraint
by Chengjin Tang & Yinghui Dong & Chengzhe Wang & Congjin Zhou - 132-149 Non parametric combination methodology for comparing multiple samples under heteroscedasticity
by Elena Barzizza & Riccardo Ceccato - 150-170 Almost sure central limit theorem for partial sums of m-dependent random variables
by Dawei Lu & Shuang Deng & Yan Wang & Zhiqiang Hua - 171-188 Online monitoring variance change in a linear regression model with long-memory errors
by Maocuo Niang & Zhanshou Chen & Fuxiao Li - 189-216 Copula-based extropy measures, properties, and dependence in bivariate distributions
by Shital Saha & Suchandan Kayal - 217-236 The pricing of forward start options under jump diffusion model with stochastic interest rate and stochastic volatility
by Ruizhe Zhang & Cuixiang Li & Huili Liu - 237-252 Moment-type estimators for a weighted exponential family
by Roberto Vila & Helton Saulo - 253-262 Discrete Grönwall inequalities for demimartingales
by Milto Hadjikyriakou & B.L.S. Prakasa Rao - 263-291 Functional partially linear single-index model with beta distribution
by Mengyu Zhang & Chao Huang & Fengchang Xie - 292-312 Bivariate Kullback–Leibler divergence
by Mary Rafflesia Chackochan & P. G. Sankaran & N. Unnikrishnan Nair - 313-334 Designing efficient Bayesian sampling plans for two-parameter exponential distribution with censored data
by Lee-Shen Chen & TaChen Liang & Ming-Chung Yang - 335-356 Combined L1 and concave regularization for high-dimensional AFT models under measurement errors
by Qin Yu & Zemin Zheng & Yang Li
December 2025, Volume 54, Issue 24
- 7669-7689 A unified Bayesian approach for modeling zero-inflated count and continuous outcomes
by Mojtaba Ganjali & Taban Baghfalaki & Narayanaswamy Balakrishnan - 7690-7707 On generalized sub-Gaussian canonical processes and their applications
by Yiming Chen & Yuxuan Wang & Kefan Zhu - 7708-7711 Non existence of optimal covariate matrices for a symmetric BIBD with Non Youden layout in the presence of neighbor effects
by Bikas K. Sinha & Sobita Sapam & Ganesh Dutta - 7712-7730 Complete class of predictive densities for Type II censored data
by Nobuyuki Ozeki & Takeshi Kurosawa - 7731-7745 Robust weighted transfer learning with linear constraints under linear regressive model
by Xuan Chen & Yunquan Song - 7746-7767 A deep learning-based Monte Carlo algorithm with applications in American options pricing
by Nan Li - 7768-7790 Cost-benefit analysis of complex solar photovoltaic retrial systems incorporating imperfect coverage and switching failure
by Jones Edward Chiwinga & Muhammad Salihu Isa & Jinbiao Wu - 7791-7808 Conditional hitting time and state-dependent measures in semi-Markov models
by M. Fathizadeh & K. Khorshidian - 7809-7827 An adaptive threshold for outlier detection in high-dimensional settings
by Chikun Li & Baisuo Jin & Yuehua Wu & Mengmei Xi - 7828-7839 On the estimation of the mode by orthogonal series
by N. Saadi & S. Adjabi - 7840-7861 The sampling theorem for non homogeneous random field in the n-dimensional separable linear canonical transform domain
by Shuo Zhang & Suping Wang - 7862-7864 Erratum: Two new archimedean generators with their properties
by The Editors - 7865-7889 New goodness of fit tests for the Pareto distribution using Stein’s characterization for uncensored and random right censored data
by Deepesh Bhati & Apostolos Batsidis & Sakshi Khandelwal - 7890-7917 Pareto-optimal reinsurance under Vajda condition and heterogenous beliefs
by Fengzhu Chang & Ying Fang - 7918-7938 Finite-time expected present value of operating costs until ruin in Lévy risk models with varying dividend barriers
by Jiayi Xie & Zhimin Zhang - 7939-7965 Quantile-based structural equation models with their applications in CGSS data
by Hao Cheng - 7966-7985 Parameters estimation of uncertain autoregressive model based on modified maximum likelihood approach
by Yang Liu & Zhongfeng Qin - 7986-8013 Theory and computational tool for interval estimation in linear regressions under heteroscedasticity of unknown form using double bootstrap methods
by Pedro Rafael D. Marinho & Francisco Cribari-Neto & Vera Tomazella - 8014-8041 A multivariate geometric distribution
by R. N. Rattihalli - 8042-8051 Testing for random interaction: The symmetry assumption
by Bilgehan Güven - 8052-8063 A Non Parametric Approach to Detect Patterns in Binary Sequences
by Anushka De - 8064-8078 Ridging out many covariates
by Stanislav Anatolyev - 8079-8099 Novel discrete composite distributions with applications to infectious disease data
by Bowen Liu & Malwane M.A. Ananda - 8100-8120 Integrating prior information into Gini coefficient estimation: A credibility method
by Limin Wen & Ruyi Cao & Yi Zhang - 8121-8132 Bounding the probability of causation under ordinal outcomes
by Hanmei Sun & Chengfeng Shi & Qiang Zhao - 8133-8152 Mixtures of generalized gamma convolution processes
by John W. Lau
December 2025, Volume 54, Issue 23
- 7383-7402 Probability forecasting of margin calls and its application in margin account with a single asset
by Jiafeng Chen & Weipeng Sun & Minshi Liu - 7403-7411 Parameter estimation of binomial censored δ-shock model
by Mohammad Hossein Poursaeed - 7412-7426 Heteroscedastic-adjusted standard error based estimation of ridge parameter in the linear regression model
by Maha Shabbir & Sohail Chand & Irum Sajjad Dar - 7427-7438 A critical reevaluation of the resubmission-based control chart
by Nesma A. Saleh & Mahmoud A. Mahmoud & Abdul Haq & William H. Woodall - 7439-7456 A flexible threshold INAR(1) process with signed generalized power series thinning operator and Skellam innovation
by Tengyue Ma & Cong Li & Dehui Wang - 7457-7470 Bivariate cumulative residual entropy of equilibrium distribution of order n
by G. Rajesh & N. Unnikrishnan Nair & V.S. Sajily - 7471-7487 Generalized Cramér–von Mises minimum distance estimator
by Jitka Hrabáková & Václav Kůs - 7488-7499 Stochastic orderings for folded normal random variables
by Jia Yao & Chen Li & Xiaoqing Pan - 7500-7514 A novel robust framework for the identification of component weights in the Girton-Roper exchange market pressure index
by Sanjay Kumar & Nand Kumar - 7515-7526 A new machine learning approach to optimize correlated biomarkers
by Ya-Hsun Lee & Yi-Hau Chen & Chao-Yu Guo - 7527-7552 Sampling distributions and estimation for multi-type branching processes
by Gonzalo Contador & Bret M. Hanlon - 7553-7568 Relative weight analysis with residualization for detecting relevant non linear effects
by Maikol Solís & Carlos Pasquier - 7569-7594 Bayesian model inference: Exploring parsimonious models with MCMC and optimization approximations
by Devashish & Shazia Farhin & Mohammad Parvej & Athar Ali Khan - 7595-7613 Complete convergence and complete moment convergence for martingale difference sequences
by Jun Gu & Jigao Yan & Jinyu Zhou - 7614-7629 Construction and projection uniformity of three-level optimal supersaturated designs
by Shixian Zhang & Hongyi Li & Jiezhong Tian - 7630-7650 A comparison of MEWMA and MCUSUM control charts for monitoring bivariate Weibull distribution
by Peile Chen & Chuan He & XueLong Hu & Dan Yu & Jiujun Zhang - 7651-7667 A new robust ridge estimator for linear regression model with non normal, heteroscedastic and autocorrelated errors
by Sohail Chand & Maha Shabbir
November 2025, Volume 54, Issue 22
- 7011-7051 Deconvolution of ℙ(X
by Cao Xuan Phuong & Bui Thuy Trang - 7052-7083 Relative error regression function estimation using the Bernstein polynomials approach
by Omar Fetitah & Ali Righi & Sidahmed Benchiha & Mohammed Kadi Attouch - 7084-7104 Forecasting based on a multivariate autoregressive threshold model (MTAR) with a multivariate Student’s t error distribution: A Bayesian approach
by Nicolás Rivera Garzón & Sergio Alejandro Calderón Villanueva & Oscar Espinosa - 7105-7122 Some results on constructing three-level blocked designs with general minimum lower-order confounding
by Zhi Li & Zhiming Li & Rui Tian & Zhengqi Li - 7123-7157 Optimal subsampling for double generalized linear models with heterogeneous massive data
by Zhengyu Xiong & Haoyu Jin & Liucang Wu & Lanjun Yang - 7158-7174 A mixture of mixed regressions model for longitudinal data, with application to clinical laboratory measurements
by Jon Helgeland & Petter Laake - 7175-7209 n-Agent reinsurance and investment games for mean-variance insurers under multivariate 4/2 stochastic covariance model
by Ning Bin & Huainian Zhu - 7210-7229 Liability assessment of life insurance companies in regime switching market
by Dongxu Zhao & Chaonan Song - 7230-7271 New multistage formulations of minimum risk fixed-size confidence region (MRFSCR) problems for estimating a multivariate normal mean with illustrations, simulations and data analysis
by Swathi Venkatesan & Nitis Mukhopadhyay - 7272-7285 Testing heteroskedasticity in trace regression with low-rank matrix parameter
by Xiangyong Tan & Xuanliang Lu & Tianying Hu & Hongmei Li - 7286-7300 Analysis of imbalanced data using cost-sensitive learning
by Sojin Kim & Jongwoo Song - 7301-7317 A study of comparison problems on linear experiments with stochastic regression coefficients
by Bo Jiang - 7318-7335 On the spectrally negative Lévy risk process with mixed dividends and capital injections
by Hua Dong & Xianghua Zhao & Hongshuai Dai - 7336-7361 Weighted CART with spatially split rules: A new kernel-based approach in spatial classification trees
by Tahereh Alami & Mahdi Doostparast - 7362-7370 ANOVA and the minimal least squares estimator
by Oskar Maria Baksalary & Götz Trenkler - 7371-7382 On the minimum distance estimation of the density for a diffusion process
by Fatna Bensaber & Wahiba Benyahia
November 2025, Volume 54, Issue 21
- 6701-6710 Expectation identity of the negative binomial distribution and its application in the calculations of high-order origin moments
by Ying-Ying Zhang - 6711-6734 Logistic regression for data acquired via two-stage generalized randomized response technique
by Shen-Ming Lee & Truong-Nhat Le & Phuoc-Loc Tran & Chin-Shang Li - 6735-6760 Least squares estimation for fractional Brownian bridge with linear drift
by Jingqi Han & Yaqin Sun & Litan Yan - 6761-6778 Statistical inference for partially linear varying coefficient autoregressive models
by Feng Luo & Guoliang Fan - 6779-6802 Non parametric asymptotic distributions of Pianka’s and MacArthur-Levins measures
by Tareq Alodat & M. T. Alodat & Dareen Omari - 6803-6834 Constrained equilibrium investment and risk control strategies under a non-Markovian regime-switching model
by Zhongyang Sun & Xiuxian Chen & Yiming Wang & Dan Zhu - 6835-6849 Analysis of small central composite designs
by Walter Tinsson - 6850-6865 Enumeration and evaluation of orthogonal three-level designs with small number of runs for definitive screening
by Haralambos Evangelaras & Victor Trapouzanlis - 6866-6889 Reliability inference for dual stress factors accelerated degradation test based on the nonlinear Wiener process with three-source variability
by Xuefeng Feng & Jiayin Tang & N. Balakrishnan - 6890-6915 A flexible count data model based on Bernoulli-Poisson-geometric convolution
by Anupama Nandi & Aniket Biswas & Partha Jyoti Hazarika & G. G. Hamedani - 6916-6938 K-means and RS based DEA model and its application in Chinese low-carbon efficiency
by Chaofeng Shen & Jun Zhang - 6939-6949 Simultaneous confidence regions for ranks
by Xiaoyi Ji & Rolf Larsson - 6950-6965 Integrated exclusive hypothesis test for response missing at random
by Qiyue Huang & Ji’an Lei & Fupeng Chen & Xingwei Tong - 6966-6987 Robust optimal investment strategies of DC pension plan under limited attention allocation
by Aiming Song & Dengsheng Chen - 6988-6996 Spatial INAR(1,1) model based on mixing Pegram and binomial thinning operators with fitting striga counts
by Alireza Ghodsi & Hassan S. Bakouch - 6997-7010 Kernel conditional quantile estimator for functional regressors under a twice censorship model
by Ranya Boustila & Sarra Leulmi & Farid Leulmi
October 2025, Volume 54, Issue 20
- 6407-6427 The asymptotic of the estimators in a semiparametric regression model under α-mixing errors
by Meimei Ge & Aiting Shen - 6428-6442 Geometric and statistical curvatures of the skew-t distributions and their application
by Qiaoyan Wu & Hongchang Hu - 6443-6453 Becker’s models for mixture experiments: An A-optimal approach
by Bushra Husain & Fariha Aslam - 6454-6475 Regression modeling of cumulative incidence function for left-truncated right-censored competing risks data: A modified pseudo-observation approach
by Rong Rong & Jing Ning & Hong Zhu - 6476-6492 Empirical likelihood for stationary ARMA models based on inherent martingale structures
by Yinghua Li & Yongsong Qin - 6493-6511 Controlling the number of significant effects in multiple testing
by Jacobo de Uña-Álvarez - 6512-6526 Not monotonically correlated, but dependent: A family of normal mode copulas
by Kentaro Fukumoto - 6527-6535 On the dependence of a minimum autoregressive exponential-type process
by Marta Ferreira - 6536-6561 Non parametric estimation in the presence of associated and twice censored data
by Ferial Saihi & Mohamed Boukeloua & Sarra Leulmi - 6562-6591 Multifractal of random permutation set
by Shaolong Liu & Niu Wang & Ningkui Wang - 6592-6598 Updating Markov inequality: A new bound for tail probabilities
by Rahul Bhattacharya & Soumyadeep Das - 6599-6615 Combining biomarkers to improve diagnostic accuracy using the overlap coefficient
by Tahani Coolen-Maturi - 6616-6630 Inference on the double binomial distribution
by John Appiah Kubi & Dale Bowman & E. Olusegun George - 6631-6651 On estimating the information fraction being induced by a finite sequence of moments
by Yishan Zang & Serge B. Provost & Michel Adès - 6652-6669 Tail single-index regression with locally stationary regressors
by Tao Xu & Yu Chen & Hongfang Sun - 6670-6683 Cluster-robust standard errors with three-level data
by Francis L. Huang & Bixi Zhang - 6684-6699 New and fast closed-form efficient estimators for the negative multinomial distribution
by Jun Zhao & Yun-beom Lee & Hyoung-Moon Kim
October 2025, Volume 54, Issue 19
- 6117-6137 On complete convergence for weighted sums of coordinatewise widely orthant dependent random vectors in Hilbert spaces
by Mengmeng Chang & Yu Miao - 6138-6153 Optimal insurance-reinsurance design from the perspectives of both insurers and reinsurers
by Yanhong Chen - 6154-6171 Mixed effects models for extreme value index regression
by Koki Momoki & Takuma Yoshida - 6172-6190 Some stochastic orders and reliability properties for compound geometric distributions, their convolutions, and other ruin-related quantities
by Lazaros Kanellopoulos & Konstadinos Politis - 6191-6218 Classification of PolSAR data with the Complex Riesz distribution
by Rayhan Kammoun & Sameh Kessentini & Raoudha Zine - 6219-6230 Minimum distance estimation of long-memory stochastic duration models
by Mauricio Zevallos - 6231-6248 A comparison between penalized logistic regressions and classification tree approaches
by Mostafa Behzadi & Rossita Mohamad Yunus & Saharuddin Bin Mohamad & Nor Aishah Hamzah - 6249-6263 A non parametric estimation method using an orthogonal function system
by Yue Feng & Yuanguo Zhu & Liu He - 6264-6276 Shrinkage estimations of semi-parametric models for high-dimensional data in finite mixture models
by Soghra Rahimi & Farzad Eskandari - 6277-6294 On a generalized q-binomial distribution and new q-multinomial distribution
by Kaoubara Djongmon & Nurgül Okur - 6295-6302 Maximum likelihood estimation of the linear model with equicorrelated errors
by Giuseppe De Luca & Jan R. Magnus & Andrey L. Vasnev - 6303-6324 Statistical Wasserstein distance with rank regularization and spiked structure
by Judy Yangjun Lin - 6325-6339 Spatial variational Bayesian analysis of functional magnetic resonance imaging data with spatially varying autoregressive orders
by Farzaneh Amanpour & Seyyed Mohammad Tabatabaei & Hamid Alavi Majd - 6340-6359 Nonparametric predictive inference for comparison of multiple diagnostic tests
by Manal H. Alabdulhadi - 6360-6388 A first-order random coefficient mixed-thinning threshold integer-valued autoregressive model to analyze the COVID-19 data
by Qi Li & Xiufang Liu & Jianlong Peng - 6389-6405 The joint distributions of some extremums on geometric Brownian motion
by Yifei Liu & Jingmin He
September 2025, Volume 54, Issue 18
- 5687-5702 Estimating Sharpe ratio function in the presence of measurement error
by Hongmei Lin & Shaodong Zhang & Wenchao Xu & Tiejun Tong & Riquan Zhang - 5703-5725 Additive models with p-order autoregressive skew-normal errors for modeling trend and seasonality in time series
by Clécio S. Ferreira & Gilberto A. Paula & Rodrigo A. Oliveira - 5726-5759 Optimal investment problem with multiple risky assets and correlation between risk model and financial market for an insurer under the CEV model
by Yiqi Yan & Ximin Rong & Hui Zhao - 5760-5783 Robust ratio-typed test for location change under strong mixing heavy-tailed time series model
by Hao Jin & Shiyu Tian & Jiating Hu & Ling Zhu & Si Zhang - 5784-5805 On cumulative past information generating function
by Santosh Kumar Chaudhary & Achintya Roy & Nitin Gupta - 5806-5829 Semi-parametric estimation of Pearson correlation coefficient under additive distortion measurement errors
by Jun Zhang & Bingqing Lin - 5830-5849 Non parametric estimation of reliability for parallel system under ranked set sampling
by Xiaofang Dong & Xiangjia Fan & Liangyong Zhang - 5850-5863 Representations of characteristic function via survival function and generalized inverse function
by Xuehua Yin - 5864-5880 Imprecision issues of two conditional powers and six predictive powers when the sample size of the interim data is fixed
by Ying-Ying Zhang - 5881-5904 Asian-barrier options for an uncertain stock model with floating interest rate
by Lifen Jia & Linya Zhang & Xueyong Liu - 5905-5911 Confidence interval construction for the difference of two binomial parameters
by Per Gösta Andersson - 5912-5933 Interval estimation for Topp-Leone distribution
by Hao Qian & Bing Xing Wang & Han Zhou & Shasha Wang - 5934-5947 An approach for parametric survival ANOVA with application to Weibull distribution
by Samaradasa Weerahandi & Malwane M. A. Ananda & Osman Dag - 5948-5973 Inference for a dependent competing risks model on Marshall-Olkin bivariate Lomax-geometric distribution
by Tianrui Ye & Chunmei Zhang & Wenhao Gui - 5974-5990 Rates in the complete convergence of weighted bootstrap means
by Sergio Alvarez-Andrade & Salim Bouzebda - 5991-6003 Registration and estimation for functional generalized linear model
by Tengteng Xu & Riquan Zhang - 6004-6032 Quantifying connectedness between extreme risk and investor sentiment: Evidence from interconnected multilayer networks
by Zhongzhe Ouyang & Xuewei Zhou & Zisheng Ouyang - 6033-6054 Objective Bayesian analysis of common quantiles of normal distributions
by Sang Gil Kang & Yongku Kim - 6055-6080 Detection of influential observations for the regression model in the presence of multicollinearity: Theory and methods
by Issam Dawoud & Hussein Eledum - 6081-6115 Empirical likelihood with twice censored data
by Mohamed Boukeloua
September 2025, Volume 54, Issue 17
- 5381-5405 The adaptive elastic net variable selection for linear mixed effects models based on the orthogonal projection
by Yiping Yang & Jingjing Zou & Xu Zhao & Peixin Zhao - 5406-5427 Self-excited threshold Poisson autoregressive model with covariables
by Xinyang Wang & Danshu Sheng & Tengyue Ma - 5428-5442 Short confidence intervals for the count parameters of the binomial, negative binomial, and hypergeometric distributions
by Bret A. Holladay & Mark F. Schilling - 5443-5459 Complete convergence for m-widely acceptable random variables under sub-linear expectations
by Hui Wang & Wei Wang & Yi Wu - 5460-5469 Posterior rates of convergence for composite quantile regression
by Lukas Arnroth & Shaobo Jin - 5470-5479 Sample size estimation for the ratio of count outcomes in a cluster randomized trial using GEE
by Jijia Wang & Song Zhang & Chul Ahn - 5480-5505 An extensible framework for the probabilistic search of stochastically-moving targets characterized by generalized Gaussian distributions or experimentally-defined regions of interest
by Benjamin L. Hanson & Muhan Zhao & R. Bewley Thomas - 5506-5524 Computing Gerber-Shiu function in the classical risk model with interest using collocation method
by Zan Yu & Lianzeng Zhang - 5525-5544 Some convergence theorems for widely orthant dependent random variables under exponential moment conditions
by Yanjiang Chen & Xuejun Wang - 5545-5565 Bivariate Bayesian regression method for fixed effects panel interval-valued data models
by Aibing Ji & Jinjin Zhang & Yu Cao - 5566-5575 Two new generators of Archimedean copulas with their properties
by Agnideep Aich & Ashit Baran Aich & Bruce Wade - 5576-5596 Ad-p lot and Ud-plot for determining distributional characteristics and normality
by Uditha Amarananda Wijesuriya - 5597-5625 Robust mean-variance precommitment strategies of DC pension plans with ambiguity under stochastic interest rate and stochastic volatility
by Hao Chang & Leilei Zhao & Xingjiang Chen - 5626-5653 Asymptotic normality for weighted estimator of conditional density with truncated and censored data
by Yu-Xiao Liu & Chang-Sheng Liu & Han-Ying Liang - 5654-5672 On goodness of fit testing for a diffusion type process with a delay parameter
by Lamia Balaska & Malika Korso Feciane - 5673-5686 Law of the iterated logarithm for error variance estimator in pth-order non linear autoregressive processes
by Kaiyu Liang & Yong Zhang
August 2025, Volume 54, Issue 16
- 4981-5005 Pricing foreign equity options under a regime-switching model with liquidity risk and default risk
by Shengjie Yue & Chaoqun Ma & Chao Deng & Xinwei Zhao - 5006-5038 New uniformization methods with steady-state detection
by Juan A. Carrasco - 5039-5056 Estimation of the multivariate symmetric stable distribution using the method of moments
by Taras Bodnar & Dmitry Otryakhin & Erik Thorsén - 5057-5081 On measures of extropy for conditionally specified models: Some results
by Indranil Ghosh & S.M. Sunoj & P. Saranya - 5082-5096 Functional partial linear regression with quadratic regression for the multivariate predictor
by Huiyu Huang & Meng Qin & Peng Qing & Guochang Wang - 5097-5111 Optimizing ticket booking strategies using Binomial Option Pricing Models
by Amir Ahmad Dar & Mohammed Wamique Hisam & Gopu Jayaraman & Amit Kumar Pathak & Mudassir Muhammed & Mohammad Shahfaraz Khan - 5112-5128 Modeling actuarial data using iterated trigonometric distributions
by Shahid Mohammad & Kahadawala Cooray - 5129-5145 Optimal estimation of high-dimensional sparse covariance matrices with missing data
by Li Miao & Jinru Wang - 5146-5163 Stress-strength reliability for doubly truncated random variables
by Deepa K.R. & Angel Mathew - 5164-5190 Multiscale local polynomial density estimation
by Maarten Jansen - 5191-5209 Baum-Katz-type complete and complete moment convergence theorems for the maximal weighted sums under the sub-linear expectations
by Fengxiang Feng & Haiwu Huang - 5210-5230 Existence of the Buckley-James estimate
by Qiqing Yu & Zifan Huang - 5231-5244 A comparative analysis of proposed quantitative randomized response model
by Ghulam Narjis & Javid Shabbir - 5245-5256 On a lower bound for Fisher information by moment-generating function
by Takuya Yamano - 5257-5283 Evolving parameters of Shewhart’s X¯ chart from present-day industrial engineering perspective
by Sandeep & Arup Ranjan Mukhopadhyay - 5284-5296 Precise asymptotics for maxima of partial sums under sub-linear expectation
by Xue Ding & Yong Zhang - 5297-5326 Broken-stick quantile regression model with multiple change points
by Xiaoying Zhou & Chen Ji & Feipeng Zhang - 5327-5338 Large and moderate deviation principles of the sample mean of Poisson shot noise process
by Jun Yan - 5339-5353 Estimating the scale parameter of the Rayleigh distribution using Ranked set sampling techniques
by Mohammad Fraiwan Al-Saleh & Saba Yahya Matalqah - 5354-5377 The product distribution of more-than-two correlated normal variables: A didactic review with some new findings
by Haruhiko Ogasawara - 5378-5379 Correction
by The Editors
August 2025, Volume 54, Issue 15
- 4693-4709 Bandwidth selection methods for non parametric regression with spatially correlated data
by Mohamed Megheib & Sudip Bose - 4710-4736 Sufficient and necessary conditions of convergence properties for ANA sequences with an application to EV regression models
by Jinxiang Ou & Miaomiao Wang & Yao Wang & Tao Lv & Qiong Wu & Xuejun Wang - 4737-4765 Dynamic version of past inaccuracy measure under PRHR model based on extropy
by Morteza Mohammadi & Majid Hashempour & Mohammad Atlehkhani - 4766-4790 Optimal investment, consumption, and life insurance decisions for households with consumption habits under the health shock risk
by Zhen Zhao & Wei Liu & Xiaoyi Tang - 4791-4818 Pricing vulnerable reset options under stochastic volatility jump diffusion model using 3-D FFT
by Libin Wang & Lixia Liu - 4819-4829 Estimation of stress-strength reliability based on unit generalized Gompertz distribution
by Azam Karandishmarvasti & Ehsan Ormoz & Maryam Basirat - 4830-4858 Multivariate generalized variance control chart under sensitizing rules with an application in petroleum process
by Rashid Mehmood & Naveed Khan & Fawwad Hussain Qureshi & Babar Zaman & Kassimu Mpungu & Tajammal Imran - 4859-4876 Precise asymptotics for complete integral convergence in the law of iterated logarithm under the sub-linear expectations
by Lizhen Huang & Qunying Wu