Printed from https://ideas.repec.org/s/taf/lstaxx5.html
Content
November 2023, Volume 52, Issue 21
- 7699-7708 A goodness-of fit improvement based on τ-preserving transformation for semiparametric family of copulas
by Selim Orhun Susam & Burcu Hudaverdi - 7709-7717 Bayesian bivariate bent-cable model for longitudinal data
by Getachew A. Dagne - 7718-7730 Take a look at the hierarchical Bayesian estimation of parameters from several different angles
by Ming Han - 7731-7743 Generalizing R2 for deming regressions
by Michael Bossé & Eric Marland & Gregory Rhoads & Jose Almer Sanqui & Zack BeMent - 7744-7751 On μ– statistical uniform convergence and Dini’s theorem
by Mustafa Gülfırat - 7752-7779 On the local linear estimation of a generalized regression function with spatial functional data
by Allal Saadaoui & Fadila Benaissa & Abdelhak Chouaf - 7780-7787 Asymptotic behavior of LSE estimator of an AR(1) coefficient with associated innovations
by Sara-Imane Zemoul & Youcef Berkoun - 7788-7796 On the distribution of Gini’s rank association index
by Yiwei Zong & Ffion Loring & William F. Scott
October 2023, Volume 52, Issue 20
- 7131-7145 Functional autoregressive process with seasonality
by Fatna Bensaber & Tahar Mourid - 7146-7164 Adversarial risk analysis for auctions using non-strategic play and level-k thinking: A general case of n bidders with regret
by Muhammad Ejaz & Chaitanya Joshi & Stephen Joe - 7165-7183 Semi-blinded design in clinical trials
by Shu-Mei Wan & Narayanaswamy Balakrishnan & Monica Mayeni Manurung & Kwang-Hwa Chang & Chien-Hua Wu - 7184-7205 Sparse Laplacian shrinkage for nonparametric transformation survival model
by Xiao Zhang & Yiming Liu - 7206-7222 A new fractional modified exponential curve model and its applications
by Kai Zuo & Hang Zuo - 7223-7251 Bayesian analysis in single-index quantile regression with missing observation
by Chang-Sheng Liu & Han-Ying Liang - 7252-7270 Reparameterized extended Maxwell regression: Properties, estimation and application
by Fábio Prataviera & Roberto Vila & Vicente G. Cancho & Edwin M. M. Ortega & Gauss M. Cordeiro - 7271-7288 Uncertain significance test for regression coefficients with application to regional economic analysis
by Tingqing Ye & Baoding Liu - 7289-7302 A generalization to zero-inflated hyper-Poisson distribution: Properties and applications
by C. Satheesh Kumar & Rakhi Ramachandran - 7303-7322 Gibbs sampling for Bayesian estimation of triple seasonal autoregressive models
by Ayman A. Amin - 7323-7333 Bayesian empirical likelihood of linear regression model with current status data
by Binxia Liu & Hui Zhao & Chunjie Wang - 7334-7349 A study on the g and h control charts
by Chanseok Park & Min Wang - 7350-7369 Extensions of fractional cumulative residual entropy with applications
by Farid Foroghi & Saeid Tahmasebi & Mahmoud Afshari & Fazlollah Lak - 7370-7384 On distributions of covariance structures
by A. M. Mathai & Nicy Sebastian - 7385-7404 A Shewhart-type nonparametric multivariate depth-based control chart for monitoring location
by Sh. Nasrollahzadeh & M. Bameni Moghadam & R. Farnoosh - 7405-7441 Bootstrap confidence interval of ridge regression in linear regression model: A comparative study via a simulation study
by M. Revan Özkale & Hüsniye Altuner - 7442-7454 Distribution of weighted Lancaster’s statistic for combining independent or dependent P-values, with applications to human genetic studies
by Chia-Ding Hou & Ti-Sung Yang - 7455-7464 Simple change point model in heteroscedastic extremes
by Aline Mefleh - 7465-7478 A sequential modeling approach for predicting clinical outcomes with repeated measures
by Konstantin Shestopaloff & Mayilee Canizares & J. Denise Power - 7479-7501 Estimation for finite mixture of mode regression models using skew-normal distribution
by Xin Zeng & Xingyun Cao & Liucang Wu - 7502-7531 Efficient Bayes estimators of sensitive proportion with simple and mixture priors using direct and indirect responses
by Nida Khan & Said Farooq Shah & Syed Muhammad Asim - 7532-7542 Optimal filtering equations in state space model of the two factors mean reverting Ornstein-Uhlenbech process
by A. Hajrajabi & P. Nabati
October 2023, Volume 52, Issue 19
- 6695-6715 Likelihood ratio and dispersive orders of parallel and series systems consisting of dependent multiple-outlier components
by Ghobad Barmalzan & Sajad Kosari & Ali Akbar Hosseinzadeh & Narayanaswamy Balakrishnan - 6716-6733 Lower bounds of the average mixture discrepancy for row augmented designs with mixed four- and five-level
by Jiaqi Liu & Kang Wang & Di Yuan & Jianjun Li - 6734-6750 Concentration inequalities using approximate zero bias couplings with applications to Hoeffding’s statistic under the Ewens distribution
by Nathakhun Wiroonsri - 6751-6766 Optimal reinsurance and investment problem with the minimum capital deposit constraint
by Linlin Tian & Guoqing Li & You Lv - 6767-6777 About the use of the overlap coefficient in the binary classification context
by Pablo Martínez-Camblor - 6778-6793 Orderings for series and parallel systems comprising heterogeneous new extended Weibull components
by Mostafa Sattari & Abdin Haidari & Ghobad Barmalzan - 6794-6805 Confidence intervals for a Poisson parameter with background
by Hezhi Lu & Hua Jin & Yuan Li & Zhining Wang - 6806-6819 Robust factor models for high-dimensional time series and their forecasting
by Xiaodong Bai & Li Zheng - 6820-6839 Perturbation analysis for dynamic poverty indexes
by Guglielmo D’Amico & Riccardo De Blasis & Fulvio Gismondi - 6840-6856 Spectral analysis for GARCH processes through a bilinear representation
by Karima Kimouche & Abdelouahab Bibi - 6857-6877 A risk model for Forest fires based on asymptotic results for multivariate collective models. Single models and structured families of models
by Ana Cantarinha & Elsa Moreira & Manuela Oliveira & Susete Marques & João T. Mexia - 6878-6895 Uniform asymptotics for ruin probabilities of multidimensional risk models with stochastic returns and regular variation claims
by Xinmei Shen & Meng Yuan & Dawei Lu - 6896-6915 Nonparametric empirical Bayes estimation based on generalized Laguerre series
by Rida Benhaddou & Matthew A. Connell - 6916-6935 On a length-biased Birnbaum-Saunders regression model applied to meteorological data
by Kessys L. P. Oliveira & Bruno S. Castro & Helton Saulo & Roberto Vila - 6936-6959 Dispersive and star ordering of sample extremes from dependent random variables following the proportional odds model
by Arindam Panja & Pradip Kundu & Biswabrata Pradhan - 6960-6971 Sketched approximation of regularized canonical correlation analysis
by Jiamin Liu & Wangli Xu & Hongmei Lin & Heng Lian - 6972-6990 Regression to the mean: Estimation and adjustment under the bivariate normal distribution
by Manzoor Khan & Jake Olivier - 6991-7008 A generalization of Rényi entropy for basic probability assignment
by Ran Yu & Yong Deng - 7009-7021 On polynomials associated with Cauchy–Stieltjes kernel families
by Raouf Fakhfakh - 7022-7040 Orderings of fail-safe systems with components having Marshall-Olkin-Harris lifetime distributions
by Ghobad Barmalzan & Abbas Akrami & Ali Akbar Hosseinzadeh & Narayanaswamy Balakrishnan - 7041-7056 Complete moment convergence for moving average process based on m-WOD random variables
by Rui Wang & Aiting Shen - 7057-7068 Universal optimality of circular balanced repeated measurements designs through method of cyclic shifts
by Muhammad Rajab & Rashid Ahmed & Farrukh Shehzad & Muhammad Daniyal - 7069-7093 Asymptotic normality of the regression mode in the nonparametric random design model for censored data
by Salim Bouzebda & Salah Khardani & Yousri Slaoui - 7094-7114 Optimal portfolio and reinsurance with two differential risky assets
by Haoran Yi & Xuekang Zhang & Yuanchuang Shan & Huisheng Shu - 7115-7129 The bilinear mean residual quantile function
by I. C. Aswin & P. G. Sankaran & S. M. Sunoj
September 2023, Volume 52, Issue 18
- 1-1 Correction to: Ghosh, I.K., & Hamedani, G.G. (2018). The Gamma–Kumaraswamy distribution: an alternative to Gamma distribution. Communications in Statistics-Theory and Methods, 47, 2056–2072
by Reza Azimi & Mahdy Esmailian - 1-1 Correction to: Pararai, M., Warahena-Liyanage, G., and Oluyede, B. (2017). Exponentiated power Lindley Poisson distribution: Properties and applications. Communications in Statistics – Theory and Methods, 46, 4726–4755
by Reza Azimi & Mahdy Esmailian - 6311-6340 The asymptotic distribution of robust maximum likelihood estimator with Huber function for the mixed spatial autoregressive model with outliers
by Zhen Yang & Yihui Luan & Jiming Jiang - 6341-6354 Integral transformation of a copula function
by Božidar V. Popović & Miroslav M. Ristić & Konstantinos Zografos - 6355-6380 High-dimensional linear mixed model selection by partial correlation
by Audry Alabiso & Junfeng Shang - 6381-6406 Kernel regression estimation for LTRC and associated data
by Siham Bey & Zohra Guessoum & Abdelkader Tatachak - 6407-6419 Central limit theorem for linear processes generated by m-dependent random variables under the sub-linear expectation
by Shuang Guo & Yong Zhang - 6420-6443 A general adaptive ridge regression method for generalized linear models: an iterative re-weighting approach
by Zijun Guo & Mengxing Chen & Yali Fan & Yan Song - 6444-6455 A test for the Behrens–Fisher problem based on the method of variance estimates recovery
by Chao Chen & Yilin Li & Keqing Liang & Jinlin Du - 6456-6474 Estimation of generalized threshold autoregressive models
by Rongmao Zhang & Qimeng Liu & Jianhua Shi - 6475-6486 Using an inequality constraint to increase the power of the homogeneity tests for a two-sample problem with a mixture structure
by Guanfu Liu & Rongji Mu & Yang Liu & Zhimei Sheng - 6487-6503 Influence of environmental factors on stress-strength systems with replaceable components
by Zohreh Pakdaman & Mahdi Doostparast - 6504-6524 Pricing and hedging for correlation options with regime switching and common jump risk
by Xiaonan Su & Miao Han & Yu Xing & Wei Wang - 6525-6541 Ordering properties of the smallest order statistic from Weibull-G random variables
by Shovan Chowdhury & Amarjit Kundu & Surja Kanta Mishra - 6542-6560 Constructing minimum aberration split-plot designs via complementary designs when the subplot factors are more important
by Hui-Ping Dang & Sheng-Li Zhao & Qian-Qian Zhao - 6561-6572 Graphical evaluation of prediction capability when the number of noise variable increases in robust parameter design
by Jin H. Oh - 6573-6596 Estimation of the scale parameter of a selected gamma population with unequal shape parameters under stein loss function
by Negin Mahlooji & Nader Nematollahi - 6597-6615 Harris skewed normal distribution
by Noriah Al-Kandari & Emad-Eldin A. A. Aly & Lakdere Benkherouf - 6616-6639 Estimation of the nonparametric mean and covariance functions for multivariate longitudinal and sparse functional data
by Xu Tengteng & Riquan Zhang - 6640-6657 Inference for sparse linear regression based on the leave-one-covariate-out solution path
by Xiangyang Cao & Karl Gregory & Dewei Wang - 6658-6683 Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors
by Jianrong Rong & Yan Liu & Yongsong Qin - 6684-6694 Capital allocation with multivariate risk statistics with positive homogeneity and subadditivity
by Linhai Wei & Yijun Hu
September 2023, Volume 52, Issue 17
- 5923-5941 A matrix based computational method of the Gini index
by Eleni Ketzaki & Nikolaos Farmakis - 5942-5951 A new measure for assessment of clustering based on kernel density estimation
by Soumita Modak - 5952-5965 Likelihood ratio test for change in persistence
by Anton Skrobotov - 5966-5988 An inventory system with replacement and refurbishment of failed items
by N. Saranya & A. Shophia Lawrence & B. Sivakumar - 5989-6007 Robust ridge estimator in censored semiparametric linear models
by Hadi Emami & Korosh Arzideh - 6008-6017 A generalized difference-based mixed two-parameter estimator in partially linear model
by Jibo Wu & B. M. Golam Kibria - 6018-6036 Expectation identity of the hypergeometric distribution and its application in the calculations of high-order origin moments
by Yuan-Quan Wang & Ying-Ying Zhang & Jia-Lei Liu - 6037-6062 Large and moderate deviations for a discrete-time marked Hawkes process
by Haixu Wang - 6063-6077 A new INAR model based on Poisson-BE2 innovations
by Jiayue Zhang & Fukang Zhu & Naushad Mamode Khan - 6078-6087 On the first passage time of the parabolic boundary by the Markov random walk
by Rovshan Telman Aliyev & Fada Rahimov & Aynura Farhadova - 6088-6102 Multiplicative bias correction for inverse gamma and beta prime kernel density estimators
by Lynda Harfouche & Yasmina Ziane & Nabil Zougab & Smail Adjabi - 6103-6110 Multivariate Behrens-Fisher problem using means of auxiliary variables
by Jianqi Yu & Kalimuthu Krishnamoorthy & Bin Wang - 6111-6125 L2 consistency of the kernel quantile estimator
by É. Youndjé - 6126-6135 On the Hartman–Wintner law of the iterated logarithm under sublinear expectation
by Xiaofan Guo & Shan Li & Xinpeng Li - 6136-6146 On convergence properties for weighted sums of coordinatewise ANA random vectors in Hilbert spaces
by Mi-Hwa Ko - 6147-6160 Testing parallelism and confidence intervals of level difference in an intraclass correlation model with monotone missing data
by Yuichiro Saeki & Takashi Seo & Hiroto Hyakutake - 6161-6178 Bi-seasonal discrete time risk model with income rate two
by Alina Alencenovič & Andrius Grigutis - 6179-6206 A new robust parameter estimation approach for multinomial categorical response data with outliers and mismeasured covariates
by Yunfeng Zhao & Jing Guan - 6207-6231 Analysis of a retrial queueing system with priority service and modified multiple vacations
by Jia Xu & Liwei Liu & Kan Wu - 6232-6240 The variable selection methods and algorithms in the multiple linear model
by Gongding Wei & Mingyuan Yu - 6241-6265 Ruin-related problems in the dual risk model under two different randomized observations
by Yingchun Deng & Kang Hu & Ya Huang & Hui Ou & Jieming Zhou - 6266-6274 Moderate deviations for a Hawkes-type risk model with arbitrary dependence between claim sizes and waiting times
by Ke-Ang Fu & Jiangfeng Wang - 6275-6286 Estimating 2-D GARCH models by quasi-maximum of likelihood
by Soumia Kharfouchi & Wafa Mili - 6287-6309 Compound Poisson shared frailty models based on additive hazards
by David D. Hanagal
August 2023, Volume 52, Issue 16
- 1-1 Correction to: Aljarrah, M.A., Famoye, F. and Lee, C. (2015). A New Weibull-Pareto distribution. Communications in Statistics - Theory and Methods, 44:19, 4077-4095
by The Editors - 1-1 Correction to the paper “A new extension of the FGM copula with an application in reliability” by Rasha Ebaid, Walid Elbadawy, Essam Ahmed & Abdalla Abdelghaly
by Haroon M. Barakat & Metwally A. Alawady & M. A. Abd Elgawad - 1-1 Correction to: Gomes, A.E., da-Silva, C., Cordeiro, G.M. (2015). The exponentiated G Poisson model. Communications in Statistics - Theory and Methods, 44:20, 4217-4240
by Reza Azimi & Mahdy Esmailian - 5535-5567 A review of compositional data analysis and recent advances
by Abdulaziz Alenazi - 5568-5586 On approximating the shape of one-dimensional posterior marginals using the low discrepancy points
by Chaitanya Joshi & Paul T. Brown & Stephen Joe - 5587-5605 Construction of circular quasi rees neighbor designs which can be converted into minimal circular balanced and strongly balanced neighbor designs
by Jamshaidul Hassan & Khadija Noreen & H. M. Kashif Rasheed & Mahmood ul Hassan & Rashid Ahmed - 5606-5639 Ordering results of the smallest order statistics from independent heterogeneous new modified generalized linear failure rate random variables
by Molod Abdolahi & Gholam Ali Parham & Rahim Chinipardaz - 5640-5649 Inferences for uncertain nonparametric regression by least absolute deviations
by Jianhua Ding & Hongyu Zhang & Zhiqiang Zhang - 5650-5676 Lp solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition
by Xinying Li & Shengjun Fan - 5677-5702 q-Factorial moments of bivariate discrete q-distributions
by Charalambos A. Charalambides - 5703-5715 A note on asymptotic distributions in a directed network model with degree heterogeneity and homophily
by Jing Luo & Xiaohui Ma & Lewei Zhou - 5716-5726 A characterization of multivariate independence using copulas
by José M. González-Barrios & Eduardo Gutiérrez-Peña & Juan D. Nieves & Raúl Rueda - 5727-5741 Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation
by Wei Liu & Yong Zhang - 5742-5751 Modified likelihood ratio tests for extreme value distributions
by Hyunseok Seung & Sangun Park - 5752-5766 An improved variable parameter mean square error control chart
by Pei-Le Chen - 5767-5798 A note on semiparametric efficient generalization of causal effects from randomized trials to target populations
by Fan Li & Hwanhee Hong & Elizabeth A. Stuart - 5799-5813 Estimation of the slope parameter in a linear regression model under a bounded loss function
by Z. Mahdizadeh & M. Naghizadeh Qomi & Shahjahan Khan - 5814-5835 Empirical likelihood for special self-exciting threshold autoregressive models with heavy-tailed errors
by Jinyu Li - 5836-5847 Renyi extropy
by Jiali Liu & Fuyuan Xiao - 5848-5865 On cumulative residual (past) extropy of extreme order statistics
by Chanchal Kundu - 5866-5876 High-dimensional inference robust to outliers with ℓ1-norm penalization
by Jad Beyhum - 5877-5899 Unbiased estimator for the variance of the leave-one-out cross-validation estimator for a Bayesian normal model with fixed variance
by Tuomas Sivula & Måns Magnusson & Aki Vehtari - 5900-5909 Nomogram for sample size calculation in assessing validity of a new method based on a regression line
by Hyunsook Hong & Seokyoung Hahn & Ho Kim & Yunhee Choi - 5910-5921 A posterior convergence rate theorem for general Markov chains
by Yang Xing
August 2023, Volume 52, Issue 15
- 5115-5132 Ridge-GME estimation in linear mixed models
by Fariba Janamiri & Abdolrahman Rasekh & Alireza Chaji & Babak Babadi - 5133-5144 On the asymptotic properties of the likelihood estimates and some inferential issues related to hidden truncated Pareto (type II) model
by Indranil Ghosh - 5145-5154 Estimating time-varying treatment switching effect using accelerated failure time model with application to vascular access for hemodialysis
by Fang-I Chu & Yuedong Wang - 5155-5172 Identification of survival relevant genes with measurement error in gene expression incorporated
by Juan Xiong & Wenqing He - 5173-5186 A model of discrete random walk with history-dependent transition probabilities
by Petr Volf & Tomáš Kouřim - 5187-5194 Almost sure central limit theorem for non-stationary Markov chains
by Hui Yan & Lifeng Xu & Shaoyi Zhang - 5195-5212 Retention of impatient customers in a multi-server Markovian queueing system with optional service and working vacations
by P. Vijaya Laxmi & E. Girija Bhavani & Andwilile Abrahamu George - 5213-5245 Two-time-scale nonparametric recursive regression estimator for independent functional data
by Yousri Slaoui - 5246-5259 Confidence bands for hazard rate function based on a debiased estimation
by Guangcai Mao & Jing Zhang - 5260-5273 Cumulative and relative cumulative residual information generating measures and associated properties
by Omid Kharazmi & Narayanaswamy Balakrishnan - 5274-5293 A network Poisson model for weighted directed networks with covariates
by Meng Xu & Qiuping Wang - 5294-5331 Optimal time-consistent investment-reinsurance strategy for state-dependent risk aversion with delay and common shocks
by Sheng Li - 5332-5348 Distributed testing on mutual independence of massive multivariate data
by Yongxin Kuang & Junshan Xie - 5349-5363 Robustness of definitive screening composite designs to missing observations
by Abimbola V. Oladugba & Ogechukwu C. Nwanonobi - 5364-5378 λ− Wijsman statistical convergence on time scales
by Emrah Yilmaz & Tuba Gulsen & Yavuz Altin & Hikmet Koyunbakan - 5379-5386 Neyman–Pearson lemma for Bayes factors
by Andrew Fowlie - 5387-5406 Tampered random variable modeling for multiple step-stress life test
by Farha Sultana & Anup Dewanji - 5407-5426 Measurement error in linear regression models with fat tails and skewed errors
by Mahmoud Torabi & Malay Ghosh & Jiyoun Myung & Mark Steel - 5427-5450 Testing conditional heteroscedasticity with systematic sampling of time series
by Paulo Teles - 5451-5469 Minimization of ruin probability with joint strategies of investment and reinsurance
by Han Yu & Yu Zhang & Xikui Wang - 5470-5482 A new approach to regression analysis of linear transformation model with interval-censored data
by Lin Luo & Hui Zhao - 5483-5501 Subdata selection based on orthogonal array for big data
by Min Ren & Sheng-Li Zhao - 5502-5526 M/M/1 queue with bi-level network process and bi-level vacation policy with balking
by Anshul Kumar & Madhu Jain - 5527-5533 Conservative sample size for multiple regression models
by Matthew J. McIntosh
July 2023, Volume 52, Issue 14
- 1-1 RETRACTED ARTICLE: Some properties of the generalized autoregressive moving average (GARMA(1, 2; δ, 1)) model
by Thulasyammal R. Pillai & Mahendran Shitan - 4765-4772 Variance Bounds for Functions of Unimodal Random Variable
by Guoqing Liu & Wenbo V. Li - 4773-4791 On The Least Absolute Deviations Method for Ridge Estimation of Sure Models
by Zangin Zeebari & Ghazi Shukur - 4792-4798 An improved Hoeffding’s inequality of closed form using refinements of the arithmetic mean-geometric mean inequality
by Steven G. From - 4799-4814 A Generalized General Minimum Lower Order Confounding Criterion for General Orthogonal Designs
by Yi Cheng & Runchu Zhang - 4815-4834 Asymptotics for penalized spline estimators in quantile regression
by Takuma Yoshida - 4835-4851 Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds
by Guillermo Henry & Daniela Rodriguezs - 4852-4861 Modified see variable selection for linear instrumental variable regression models
by Peixin Zhao & Liugen Xue - 4862-4893 Two-stage stratified partial randomized response strategies
by Housila P. Singh & Tanveer A. Tarray - 4894-4903 Estimating upper confidence bounds for positive ratios of normal random variables
by Lin Xie & Rui Xiong & Kevin Blot & Jean-Marc Dessirier - 4904-4933 Behavioral mean-risk portfolio selection in continuous time via quantile
by Junna Bi & Danping Li - 4934-4959 A new class of distributions on the whole real line based on the continuous iteration approach
by Yann Dijoux - 4960-4980 Statistical inference of varying-coefficient partial functional spatial autoregressive model
by Yuping Hu & Yilun Wang & Liying Zhang & Liugen Xue - 4993-5009 Control chart for exponential individual samples with adaptive sampling interval method based on economic statistical design: an extension of costa and Rahim’s model
by Masoud Tavakoli & Ali Akbar Heydari - 4998-5009 Testing uniformity based on negative cumulative extropy
by Hadi Alizadeh Noughabi - 5010-5025 Medical diagnostics accuracy measures and cut-point selection: an innovative approach based on relative net benefit
by Hani Samawi & Ding-Geng Chen & Ferdous Ahmed & Jing Kersey - 5026-5047 Reinsurance contract design with heterogeneous beliefs and learning
by Duni Hu & Hailong Wang - 5048-5059 Approximation of probability density functions via location-scale finite mixtures in Lebesgue spaces
by TrungTin Nguyen & Faicel Chamroukhi & Hien D. Nguyen & Geoffrey J. McLachlan - 5060-5067 A note on the Bayes factor for small interval hypotheses
by Rudy Ligtvoet - 5068-5081 The Itô integral and near-martingales in Riesz spaces
by Mahin Sadat Divandar & Ghadir Sadeghi - 5082-5112 Order restricted classical and Bayesian inference of a multiple step-stress model from two-parameter Rayleigh distribution under Type I censoring
by Siqi Chen & Wenhao Gui - 5113-5113 Correction notice to “Heine process as a q-analog of the Poisson process-waiting and interarrival times”
by Andreas Kyriakoussis & Malvina Vamvakari - 5114-5114 Retraction: Some Properties of the Generalised Autoregressive Moving Average (GARMA(1, 2; δ, 1)) Model
by The Editors
July 2023, Volume 52, Issue 13
- 4379-4399 Case-cohort and inference for the proportional hazards model with covariate adjustment
by Yingli Pan & Zhan Liu & Guangyu Song & Sha Wei - 4400-4413 A generalisation of geometric distribution
by R. N. Rattihalli & S. R. Rattihalli - 4414-4428 On accelerating the EM-based algorithms for the VAR(1) models with multivariate generalized scaled t-distributed innovations
by A. S. Mirniam & A. R. Nematollahi - 4429-4443 Calibrating fractional Vasicek model
by Yuecai Han & Nan Li - 4444-4460 Linear shrinkage estimation of high-dimensional means
by Yuki Ikeda & Ryumei Nakada & Tatsuya Kubokawa & Muni S. Srivastava - 4461-4467 On the bias of the score function of finite mixture models
by R. Labouriau - 4468-4483 UMVUEs and Bayes estimators for various performance measures on a Poisson queue with discouraged arrivals
by Miaomiao Yu & Jianfang Tang & Yinghui Tang - 4484-4490 On infinitely divisible multivariate gamma distributions
by Stephen G. Walker - 4491-4513 Inference in a class of directed random graph models with an increasing number of parameters
by Yifan Fan - 4514-4533 Reliability evaluation of a system with active redundancy strategy and load-sharing time-dependent failure rate components using Markov process
by Mani Sharifi & Pedram Pourkarim Guilani & Arash Zaretalab & Abdolreza Abhari - 4534-4552 Bayesian inference for the negative binomial-generalized Lindley regression model: properties and applications
by Sirinapa Aryuyuen - 4553-4577 Uniform asymptotics for ruin probabilities of a time-dependent renewal risk model with dependence structures and stochastic returns
by Zhiquan Jiang & Jiangyan Peng & Lei Zou - 4578-4589 Test size calculation by comparing three binomial proportions
by José Juan Castro-Alva & Félix Almendra-Arao & Hortensia Josefina Reyes-Cervantes & Francisco Solano Tajonar-Sanabria - 4590-4604 A robust Hotelling test statistic for one sample case in high dimensional data
by Hasan Bulut - 4605-4621 Strong convergence rates of multiple change-point estimator for ρ-mixing sequence
by Yuncai Yu & Zhicheng Chen - 4622-4635 Efficiency of a generalized difference-based weighted mixed ridge estimator in partially linear model
by Jibo Wu - 4636-4658 A Bayesian small area model with order restrictions for contingency tables
by Xinyu Chen & Balgobin Nandram - 4659-4674 Non parametric estimations of the conditional density and mode when the regressor and the response are curves
by Ali Laksaci & Zoulikha Kaid & Mohamed Alahiane & Idir Ouassou & Mustapha Rachdi - 4675-4691 Tests for symmetry based on the integrated empirical process
by Carl J. L. van Heerden & Charl Pretorius - 4692-4718 A flexible bivariate distribution for count data expressing data dispersion
by Kimberly S. Weems & Kimberly F. Sellers & Tong Li - 4719-4728 Estimation of the drift of Riemann-Liouville fractional Brownian motion
by Farah Fatima-Ezzahra - 4729-4740 An asymptotic result of conditional logistic regression estimator
by Zhulin He & Yuyuan Ouyang - 4741-4763 Estimation on functional partially linear single index measurement error model
by Shuyu Meng & Zhensheng Huang & Jing Zhang & Zhiqiang Jiang
June 2023, Volume 52, Issue 12
- 4053-4071 Bayesian estimation for the threshold stochastic volatility model with generalized hyperbolic skew Student’s t distribution
by Feng-Chang Xie & Xian-Ju Li - 4072-4082 Saddle-point p-values and confidence intervals based on log-rank tests when dependent subunits of clustered survival data are randomized by random allocation design
by Haidy A. Newer - 4083-4102 Asymptotic normality of U-statistics based on i.i.d. or negatively associated observations by utilizing Zolotarev’s ideal metric
by Tasos C. Christofides & Charalambos Charalambous