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Content
April 2024, Volume 53, Issue 7
- 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 - 1162-1187 On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property
by Abouzar Bazyari - 1188-1211 Reliability optimization for series and parallel systems with series subsystem and comprising of dependent components under random shock environment
by Yinzhao Wei & Sanyang Liu & Xiaoliang Ling & Narayanaswamy Balakrishnan - 1212-1240 Competing risks analysis for dependent causes using Marshall-Olkin bivariate generalized lifetime family
by Vikas Barnwal & M. S Panwar - 1241-1256 Weighted R-efficiency optimal design for experiments with mixture
by Junpeng Li & Guanghui Li & Chongqi Zhang - 1257-1276 Phase transitions in a power-law uniform hypergraph
by Mingao Yuan - 1277-1293 The chover-type law of iterated logarithm for the weighted sums of negatively superadditive dependent random variables
by Xue Ding - 1294-1311 On dynamic cumulative past inaccuracy measure based on extropy
by Majid Hashempour & Morteza Mohammadi - 1312-1330 Correlated compound Poisson frailty models based on reversed hazard rate
by David D. Hanagal - 1331-1353 Information theory approach to ranked set sampling and new sub-ratio estimators
by Eda Gizem Koçyiğit & Cem Kadilar - 1354-1357 Supplementary notes on the least variance ratio estimator
by Richard William Farebrother - 1358-1380 Destructive measurement instrument repeatability estimation using two item types with equal coefficient of variation
by Sayooj Sunil Raj & David S. Kim - 1381-1401 Random weighting method for M-test in linear model with dependent errors
by Zhen Zeng & Lin Cong & Xiangdong Liu - 1402-1419 Projection tests for linear hypothesis in the functional response model
by Łukasz Smaga - 1420-1439 On modified Anderson-Darling test statistics with asymptotic properties
by Yuyan Ma & Masato Kitani & Hidetoshi Murakami - 1440-1458 Minimal circular generalized strongly balanced and their conversion into circular balanced and strongly balanced repeated measurements designs
by Rida Jabeen & Zahid Bashir & H. M. Kashif Rasheed & Jigneshkumar Gondaliya & Rashid Ahmed - 1459-1478 Generalized Gaussian quasi-maximum likelihood estimation for most common time series
by Yakoub Boularouk & Jean-Marc Bardet - 1479-1515 Stochastic differential reinsurance and investment games with delay under VaR constraints⋆
by Xinya He & Ailing Gu & Haixiang Yao - 1516-1534 Redundancy allocation optimizing in the satellite attitude determination and control system based on the exact solution algorithm
by Akbar Mansouri & Akbar Alem-Tabriz - 1535-1545 Limit distribution for products of sums of partial sums of linear processes generated by NSD sequence
by Zhiqiang Tang & Yong Zhang & Wei Liu
February 2024, Volume 53, Issue 3
- 815-833 Statistical design of ATS-unbiased charts with runs rules for monitoring exponential time between events
by Nirpeksh Kumar & Athanasios C. Rakitzis & Subha Chakraborti & Tribhuvan Singh - 834-847 The enhanced strong invariance principle for the elephant random walk
by Zhishui Hu & Qunqiang Feng - 848-864 On the estimation of finite population variance for a mail survey design in the presence of non-response using new conventional and calibrated estimators
by Ahmed Audu & Ran Vijay Kumar Singh & Olatunji Olawoyin Ishaq & Supriya Khare & Rajesh Singh & Adedayo Amos Adewara - 865-881 Information measures for order statistics and their concomitants from Cambanis bivariate family
by I. A. Husseiny & M. A. Alawady & H. M. Barakat & M. A. Abd Elgawad - 882-908 Empirical likelihood in single-index partially functional linear model with missing observations
by Yan-Ping Hu & Han-Ying Liang - 909-925 High-dimensional asymptotic expansion of the null distribution for Schott’s test statistic for complete independence of normal random variables
by Takayuki Yamada - 926-937 Complex-valued Rényi entropy
by Lipeng Pan & Yong Deng - 938-952 On almost sure convergence for double arrays of dependent random variables
by Meng-ru Chen & Ya-hui Zhu & Xiao-hui Niu & Wei-cai Peng & Zhong-zhi Wang - 953-964 Method of solving the problem of non-response error in dual sampling frame
by Jinping Ma & Xiaoling Liu & Huanle Wen - 965-979 The finite sample performance of two methods for choosing a power transformation when seasonally adjusting a time series with X-13ARIMA-SEATS
by Francisco Corona & Víctor M. Guerrero & Jesús López-Pérez - 980-994 Jackknife empirical likelihood for the mean of a zero-and-one inflated population
by Weizhong Tian & Tingting Liu & Wei Ning - 995-1023 Bayesian inference for the parameters of mortality rate in the models of dependent lives with application in life insurance
by Shirin Shoaee - 1024-1034 Graph reliability evaluation via random K-out-of-N systems
by Hiroaki Mohri & Jun-ichi Takeshita - 1035-1048 Confidence interval construction in massive data sets
by Kai Song & Xiaoyue Xie & Jian Shi - 1049-1064 Robust variable selection in semiparametric mixed effects longitudinal data models
by Huihui Sun & Qiang Liu - 1065-1080 Seasonal generalized AR models
by Richard Hunt & Shelton Peiris & Neville Weber - 1081-1090 A-optimal design for the special cubic mixture model
by Xiaoyuan Zhu & Honghua Hao - 1091-1121 Some explicit expressions for GBM with Markovian switching and parameter estimations
by Zhenzhong Zhang & Xiaofeng Wang & Jinying Tong & Tiandao Zhou & Zhenjiang Qin - 1122-1134 Moments of the likelihood-based discriminant function
by Emelyne Umunoza Gasana & Dietrich von Rosen & Martin Singull - 1135-1142 A fresh look at distribution theory for quadratic forms in jointly normally distributed random variables
by John E. Angus
January 2024, Volume 53, Issue 2
- 451-474 On the Euclidean distance statistic of Benford’s law
by Leonardo Campanelli - 475-486 On the construction of some new asymmetric orthogonal arrays
by Qingjuan Zhang & Yuan Li & Shanqi Pang & Xingfa Zhang - 487-504 New precise model of studentized principal components
by Yasuyuki Kobayashi - 505-523 Bivariate Laplace transform of residual lives and their properties
by S. Jayalekshmi & G. Rajesh & N. Unnikrishnan Nair - 524-556 Some two-sample tests for simultaneously comparing both parameters of the shifted exponential models
by Zhi Lin Chong & Amitava Mukherjee & Marco Marozzi - 557-124 Ruin probability for finite negative binomial mixture claims via recurrence sequences
by Luis Rincón & David J. Santana - 574-586 A resubmission-based variable control chart
by Asma Arshad & Muhammad Azam & Muhammad Aslam & Chi-Hyuck Jun - 587-606 Asymptotic negative binomial quasi-likelihood inference for periodic integer-valued time series models
by Bader S. Almohaimeed - 607-626 Robust approaches to redundancy analysis
by Nadia L. Kudraszow & M. Victoria Fasano - 627-640 Subsample scan test for multiple breaks based on self-normalization
by Ji-Eun Choi & Dong Wan Shin - 641-665 Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments
by Xijun Liu & Qingwu Gao - 666-686 A new npCEV chart for monitoring process mean shifts based on an attribute inspection
by Wenhui Zhou & Ziyu Ye & Zhibin Zheng - 687-699 Optimal rates of convergence for nonparametric regression estimation under anisotropic Hölder condition
by Huijun Guo & Junke Kou - 700-717 Mis-specification analyses and optimum degradation test plan for Wiener and inverse Gaussian processes
by Cheng-Han Yang & Ya-Hsuan Hsu & Cheng-Hung Hu - 718-726 P-values don’t measure evidence
by Michael Lavine - 727-747 Improved family of estimators of population coefficient of variation under simple random sampling
by Subhash Kumar Yadav & Sheela Misra & Sat Gupta - 748-764 Modeling and analysis for a repairable system with multi-state components under K-mixed redundancy strategy
by Yanqing Wen & Baoliang Liu & Zhiqiang Zhang & Haiyan Shi & Shugui Kang - 765-785 Tempered stable autoregressive models
by Niharika Bhootna & Arun Kumar - 786-811 Stochastic comparisons on extremes of burr type XII samples associated with Archimedean copula and heterogeneous shape parameters
by Jing Zhang & Aoshuang Li & Rui Fang - 812-813 A note on the Cauchy–Schwarz inequality for expectations
by Reza Farhadian
January 2024, Volume 53, Issue 1
- 1-33 Analysis of an unreliable N – policy queue with set-up period under Bernoulli schedule and re-service approach
by Anjana Begum & Gautam Choudhury - 34-65 Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks
by Qiang Zhang & Lijun Wu - 66-89 Some properties of weighted survival extropy and its extended measures
by Siddhartha Chakraborty & Biswabrata Pradhan - 90-112 Permutation confidence region for multiple regression and fidelity to asymptotic approximation
by Qiang Wu & Paul Vos - 113-143 Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle
by Wanlu Zhang & Hui Meng - 144-169 The multivariate t-distribution with multiple degrees of freedom
by Haruhiko Ogasawara - 170-200 The empirical Bayes estimators of the variance parameter of the normal distribution with a conjugate inverse gamma prior under Stein’s loss function
by Ying-Ying Zhang & Yuan-Yu Zhang & Ze-Yu Wang & Ya Sun & Ji Sun - 201-214 Infinite series expansion of some finite-time dividend and ruin related functions
by Jiayi Xie & Zhimin Zhang - 215-231 L0-regularization for high-dimensional regression with corrupted data
by Jie Zhang & Yang Li & Ni Zhao & Zemin Zheng - 232-259 Partial linear additive distortion measurement errors models
by Jun Zhang - 260-275 Improving estimation efficiency for multivariate failure time data with auxiliary covariates
by Lin Zhu & Feifei Yan - 276-293 Design and implementation of distribution-free Phase-II charting schemes based on unconditional run-length percentiles
by Jean-Claude Malela-Majika & Marien A. Graham - 294-309 Estimation in nonlinear random fields models of autoregressive type with random parameters
by Amel Saidi & Abdelghani Hamaz & Ouerdia Arezki - 310-327 Implementing night light data as auxiliary variable of small area estimation
by Puspita Anggraini Kaban & Bahrul Ilmi Nasution & Rezzy Eko Caraka & Robert Kurniawan - 328-345 Ordering properties of the second smallest and the second largest order statistics from a general semiparametric family of distributions
by Nil Kamal Hazra & Ghobad Barmalzan & Ali Akbar Hosseinzadeh - 346-364 Stochastic comparisons of linear degradation and failure time models with dependent failure modes
by Xiaoliang Ling & Jiaojiao Zhang & Yinzhao Wei - 365-377 On reliability analysis in k-out-of-n systems under Archimedean copula dependence
by Longxiang Fang & Shuai Zhang & Jinling Lu - 378-395 On weighted extropy of ranked set sampling and its comparison with simple random sampling counterpart
by Guoxin Qiu & Mohammad Z. Raqab - 446-447 Letter on the paper “On the two-parameter Bell–Touchard discrete distribution”
by Pedro Puig - 448-449 Remark on “a further remark on the alternative expectation formula”
by Reza Farhadian
December 2023, Volume 52, Issue 24
- 8611-8635 Bivariate residual entropy function: A quantile approach
by N. Unnikrishnan Nair & Silpa Subhash & S. M. Sunoj & G. Rajesh - 8636-8657 High-dimensional Edgeworth expansion of LR statistic for testing block circular symmetry covariance structure and its errors
by Gaoming Sun & Junshan Xie - 8658-8676 Sample size analysis for two-sample linear rank tests
by Monika Doll & Ingo Klein - 8677-8695 Bayesian analysis of multiple break-points threshold ARMA model with exogenous inputs
by Yuqin Sun & Yawen Wang & Yan Li & Wei Zhu - 8696-8711 On the linearly extended negative quadrant dependent random variables and its inequalities
by Yongming Li & Weicai Pang & Ziqing Feng & Naiyi Li - 8712-8724 Limit behaviors of the estimator of non parametric regression model based on extended negatively dependent errors
by Shuili Zhang & Cong Qu & Tiantian Hou - 8725-8737 A generalized likelihood ratio test for linear hypothesis of k-sample means in high dimension
by Mingxiang Cao & Shiting Liang - 8738-8748 Comparing residual lifetimes and inactivity times of dependent random variables
by Ebrahim Amini-Seresht & Maryam Kelkinnama & Narayanaswamy Balakrishnan - 8749-8762 Consistency of the adaptive Bayesian estimator of reliability based on sequential experiments
by Jun Wang - 8763-8784 Complete integral convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations
by Li Wang & Qunying Wu - 8785-8793 A remark about a learning risk lower bound
by Man Fung Leung & Yiqi Lin & Nicolas Wicker - 8794-8813 Optimal preventive maintenance policies for products with multiple failure modes after geometric warranty expiry
by Peng Liu & Guanjun Wang - 8814-8827 Multivariate ELR control chart with estimated mean vector and covariance matrix
by Mohammad Reza Maleki & Ali Salmasnia & Sahand Yousefi - 8844-8864 Bayesian inference and prediction in an M/D/1 queueing system
by Saroja Kumar Singh & Sarat Kumar Acharya & Frederico R. B. Cruz & Roberto C. Quinino - 8865-8874 A multitest procedure for testing MTP2 for Gaussian distributions
by Konrad Furmańczyk - 8875-8883 On bivariate alpha logarithmic series distribution and its properties
by C. Satheesh Kumar & A. Riyaz - 8884-8893 Diffuse Kalman filtering with linear constraints on the state parameters
by Adrian Pizzinga & Marcelo Fernandes - 8894-8901 Further research on the modified ridge principal component estimator in linear model
by Hongmei Chen & Jibo Wu & B. M. Golam Kibria - 8902-8908 Existence result for the BSDE with superquadratic growth
by Yufeng Shi & Zhi Yang
December 2023, Volume 52, Issue 23
- 8241-8260 Comparisons of a multi-regional trial for four or five regions by fixed effect model and random effect model about allocating sample size rationally into individual regions for a multi-regional trial
by Feng-shou Ko - 8261-8279 On robust probabilistic principal component analysis using multivariate t-distributions
by Yiping Guo & Howard Bondell - 8280-8305 Penalized maximum likelihood estimator for finite multivariate skew normal mixtures
by Weisan Wu & Shaoting Li - 8306-8316 Local Walsh-average regression for single index varying coefficient models
by Jun Sun & Wanrong Liu & Jing Yang & Jianglin Fang - 8317-8350 Multivariate wavelet estimators for weakly dependent processes: strong consistency rate
by Soumaya Allaoui & Salim Bouzebda & Jicheng Liu - 8351-8370 Estimating a parametric function involving several exponential populations
by Mohd Arshad & Omer Abdalghani - 8371-8387 On the convergence for weighted sums of Hilbert-valued coordinatewise pairwise NQD random variables and its application
by Son Cong Ta & Cuong Manh Tran & Dung Van Le & Chien Van Ta - 8388-8407 Approximation of misclassification probabilities in linear discriminant analysis based on repeated measurements
by Edward Kanuti Ngailo & Furaha Chuma - 8408-8424 Optimal time plan in accelerated degradation testing
by Helmi Shat & Rainer Schwabe - 8425-8453 Model-modified BIC as a competitor of BIC variants for model selection in regression and order selection in time series
by Ashok Chaurasia - 8454-8466 Comparison of difference based variance estimators for partially linear models
by Guoyi Zhang & Yan Lu - 8467-8477 The complete moment convergence for coordinatewise pairwise negatively quadrant dependent random vectors in Hilbert space
by Mi-Hwa Ko - 8478-8500 On semiparametric inference for periodically modulated density functions
by Jan Beran - 8501-8514 Reliability of Poisson censored δ-shock model
by Ming Ma & Ailing Shi & Miaomiao Wang - 8515-8537 Efficient estimation method for generalized ARFIMA models
by S. S. Pandher & S. Hossain & K. Budsaba & A. Volodin - 8538-8554 A robust scalar-on-function logistic regression for classification
by Muge Mutis & Ufuk Beyaztas & Gulhayat Golbasi Simsek & Han Lin Shang - 8555-8565 Entropy maximization for the busy period of a single server queue
by Messaoud Bounkhel & Lotfi Tadj & Ramdane Hedjar - 8566-8583 Expected discounted penalty function and asymptotic dependence of the severity of ruin and surplus prior to ruin for two-sided Lévy risk processes
by Ehyter M. Martín-González & Ekaterina T. Kolkovska - 8584-8606 Integrated QSS-RS plans based on the process yield index for lot acceptance determination
by Atefe Banihashemi & Mohammad Saber Fallah Nezhad & Amirhossein Amiri & Michael B. C. Khoo - 8607-8610 A list of new partially balanced designs
by Shyam Saurabh & Kishore Sinha
November 2023, Volume 52, Issue 22
- 7797-7818 Complete consistency for the weighted least squares estimators in semiparametric regression models
by Yutan Lv & Yunbao Yao & Jun Zhou & Xiaoqin Li & Ruiqi Yang & Xuejun Wang - 7819-7839 An optimal construction of yield-based EWMA repetitive multivariate sampling plan
by Robab Afshari & Adel Ahmadi Nadi - 7840-7860 Asymptotic behavior of the distributions of eigenvalues for beta-Wishart ensemble under the dispersed population eigenvalues
by Ryo Nasuda & Koki Shimizu & Hiroki Hashiguchi - 7861-7885 The Generalized Multiple CO-inertia Analysis (GMCOA)
by Gabriel Kissita & Christian D’Aquin Nzouzi Kibangou & Léonard Niéré & Guy Martial Nkiet - 7886-7914 A new nonparametric lack-of-fit test of nonlinear regression in presence of heteroscedastic variances
by Mohammed M. Gharaibeh & Haiyan Wang - 7915-7943 Maximum likelihood estimation for quantile autoregression models with Markovian switching
by Ye Tao & Juliang Yin - 7944-7965 Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one
by Allal Jelloul & Nabil Azouagh & Said El Melhaoui - 7966-7983 Incorporating grouping information into Bayesian Gaussian graphical model selection
by Wei Dai & Taizhong Hu & Baisuo Jin & Xiaoping Shi - 7984-8001 Value added in hierarchical linear mixed models with error in variables
by Mayo Luz Polo González & Ernesto Javier San Martín Gutiérrez - 8002-8017 Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims
by Zhangting Chen & Bingjie Wang & Dongya Cheng & Jigao Yan - 8018-8037 Finite-dimensional approximation of Gaussian processes with linear inequality constraints and noisy observations
by H. Maatouk - 8038-8052 Asymptotics in the Thurstone model with an increasing items
by Wang Yuyun & Luo Jing & Xu Zhimeng & Lewei Zhou - 8053-8068 Mixture discrete reversed hazard rate and its main properties
by Hyunju Lee - 8069-8095 A joint monitoring of the process mean and variance with a TEWMA-Max control chart
by Kashinath Chatterjee & Christos Koukouvinos & Angeliki Lappa - 8096-8113 Normalizing transformation of Dempster type statistic in high-dimensional settings
by Masashi Hyodo & Hiroki Watanabe & Shigekazu Nakagawa & Tomoyuki Nakagawa - 8114-8135 Statistical inference of Lomax distribution based on adaptive progressive Type-II hybrid censored competing risks data
by Xinyan Qin & Wenhao Gui - 8136-8151 Monitoring largest extreme observations using Frechet distribution based on weighted variance method
by Muhammad Taqi Shah & Muhammad Azam & Muhammad Hanif & Muhammad Aslam & Uzma Sherazi - 8152-8168 Consistency of semi-parametric maximum likelihood estimator under identifiability conditions for the linear regression model with type I right censoring data
by Junyi Dong - 8169-8183 Law of the logarithm and law of the iterated logarithm for a class of random variables with non-identical distributions
by Haichao Yu & Yong Zhang - 8184-8206 Complete convergence for maximum of weighted sums of WNOD random variables and its application
by Jinyu Zhou & Jigao Yan & Dongya Cheng - 8207-8222 Heteroscedastic two-way ANOVA under constraints
by Malwane M. A. Ananda & Osman Dag & Samaradasa Weerahandi - 8223-8240 A nonparametric Bayesian analysis for meningococcal disease counts based on integer-valued threshold time series models
by Han Li & Haoyu Wang & Kai Yang & Jie Sun & Yan Liu
November 2023, Volume 52, Issue 21
- 7543-7554 Bi-additive models for extremes
by Patrícia Antunes & Sandra S. Ferreira & Dário Ferreira & João T. Mexia - 7555-7563 A feasible Spline-kernel estimate for short cross-sectional dependence panel data models
by Jian Wu & Huang Wei - 7564-7575 On the estimation of hazard rate in mixed populations with its application
by Zahra Mansourvar & Majid Asadi - 7576-7585 On the complete consistency of the kernel estimator of spot volatility
by Guo-dong Xing & Shanchao Yang - 7586-7600 Strong consistency of kernel method for sliced average variance estimation
by Emmanuel De Dieu Nkou - 7601-7617 Grey-based approach for estimating Weibull model and its application
by Xiaomei Liu & Naiming Xie - 7618-7631 Analyzing insurance data with an exponentiated composite inverse Gamma-Pareto model
by Bowen Liu & Malwane M. A. Ananda - 7632-7646 Uncertain regression model with moving average time series errors
by Dan Chen - 7647-7659 Robust estimation of panel data regression models and applications
by Ai-bing Ji & Bo-wen Wei & Lan-ying Xu - 7660-7668 A new blocks estimator for the extremal index
by Helena Ferreira & Marta Ferreira - 7669-7683 Complete convergence theorems for arrays of row-wise extended negatively dependent random variables under sub-linear expectations
by Rong Hu & Qunying Wu - 7684-7698 Properties of BLUEs in full versus small linear models
by Stephen J. Haslett & Augustyn Markiewicz & Simo Puntanen