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April 2025, Volume 9, Issue 2
- 101-123 An algorithm for distributed parameter estimation in modal regression models
by Xuejun Ma & Xiaochao Xia - 124-140 The uniformly strong consistency of kernel-type distribution estimator under asymptotically almost negatively associated samples
by Shipeng Wu & Yi Wu & Wenzhi Yang & Xuejun Wang - 141-148 A note on the probability structure of a doubly randomized delayed start design
by Zhao Yang - 149-167 Weighted average ensemble for Cholesky-based covariance matrix estimation
by Xiaoning Kang & Zhenguo Gao & Xi Liang & Xinwei Deng - 168-177 glabcmcmc: a Python package for ABC-MCMC with local and global moves
by Xuefei Cao & Shijia Wang & Yongdao Zhou - 178-212 A Bayesian hierarchical model with spatially varying dispersion for reference-free cell type deconvolution in spatial transcriptomics
by Xuan Li & Yincai Tang & Jingsi Ming & Xingjie Shi
January 2025, Volume 9, Issue 1
- 1-11 Goodness of fit for the Waring distribution
by Yanlin Tang & Jinglong Wang & Menghan Yi & Zhongyi Zhu - 12-33 Novel closed-form point estimators for the beta distribution
by Piao Chen & Xun Xiao - 34-58 Maximum-likelihood estimation of the Po-MDDRCINAR(p) model with analysis of a COVID-19 data
by Xiufang Liu & Jianlong Peng & Dehui Wang & Huaping Chen - 59-83 L0-regularized high-dimensional sparse multiplicative models
by Hao Ming & Hu Yang & Xiaochao Xia - 84-100 An efficient PG-INLA algorithm for the Bayesian inference of logistic item response models
by Xiaofan Lin & Yincai Tang
October 2024, Volume 8, Issue 4
- 251-261 Spatial-sign-based high-dimensional white noises test
by Ping Zhao & Dachuan Chen & Zhaojun Wang - 262-273 A confounding bridge approach for double negative control inference on causal effects
by Wang Miao & Xu Shi & Yilin Li & Eric J. Tchetgen Tchetgen - 274-294 Robust optimal reinsurance-investment strategy with extrapolative bias premiums and ambiguity aversion
by Ailing Gu & Xuanzhen Zhang & Shumin Chen & Ling Zhang - 295-314 Reliability estimation of s-out-of-k system with Kumaraswamy distribution based on partially constant stress accelerated life tests
by Dongzhu Lamu & Rongfang Yan - 315-334 Bivariate iterated Farlie–Gumbel–Morgenstern stress–strength reliability model for Rayleigh margins: Properties and estimation
by N. Chandra & A. James & Filippo Domma & Habbiburr Rehman
July 2024, Volume 8, Issue 3
- 163-185 A selective review on statistical methods for massive data computation: distributed computing, subsampling, and minibatch techniques
by Xuetong Li & Yuan Gao & Hong Chang & Danyang Huang & Yingying Ma & Rui Pan & Haobo Qi & Feifei Wang & Shuyuan Wu & Ke Xu & Jing Zhou & Xuening Zhu & Yingqiu Zhu & Hansheng Wang - 186-194 D-optimal saturated designs for main effects and interactions in 2k-factorial experiments
by Francois K. Domagni & A. S. Hedayat & Bikas Kumar Sinha - 195-210 Statistical inference of reliability for a K-out-of-N: G system with switching failure under Poisson shocks
by Fang Luo & Linmin Hu & Yuyu Wang & Xiaoyun Yu - 211-231 Variable selection and subgroup analysis for high-dimensional censored data
by Yu Zhang & Jiangli Wang & Weiping Zhang - 232-242 Partially fixed bayesian additive regression trees
by Hao Ran & Yang Bai - 243-250 Lifelong dedication and ever-admirable stature – in commemoration of the first anniversary of Mr. Mao Shisong’s passing
by Jinglong Wang & Jixiang Zhou & Xiaolong Pu & Yincai Tang & Yan Li
April 2024, Volume 8, Issue 2
- 81-106 Communication-efficient distributed statistical inference on zero-inflated Poisson models
by Ran Wan & Yang Bai - 107-116 Asymptotic properties of Kaplan–Meier estimator and hazard estimator for censored survival time with LENQD data
by Yongming Li & Weicai Pang & Ziqing Feng & Naiyi Li - 117-123 Adjusted variance estimators based on minimizing mean squared error for stratified random samples
by Guoyi Zhang & Bruce Swan - 124-135 Increasing convex order of capital allocation with dependent assets under threshold model
by Jiandong Zhang & Zhouxia Guo & Jiale Niu & Rongfang Yan - 136-151 Estimation and inference for multi-kink expectile regression with nonignorable dropout
by Dongyu Li & Lei Wang - 152-162 Properties of k-record posteriors for the Weibull model
by Z. Vidović & J. Nikolić & Z. Perić
January 2024, Volume 8, Issue 1
- 1-14 Robust analyzes for longitudinal clinical trials with missing and non-normal continuous outcomes
by Siyi Liu & Yilong Zhang & Gregory T. Golm & Guanghan (Frank) Liu & Shu Yang - 15-28 FragmGAN: generative adversarial nets for fragmentary data imputation and prediction
by Fang Fang & Shenliao Bao - 29-39 Multiply robust estimation for average treatment effect among treated
by Lu Wang & Peisong Han - 40-50 Verifiable identification condition for nonignorable nonresponse data with categorical instrumental variables
by Kenji Beppu & Kosuke Morikawa - 51-68 Kernel regression utilizing heterogeneous datasets
by Chi-Shian Dai & Jun Shao - 69-79 Relaxed doubly robust estimation in causal inference
by Tinghui Xu & Jiwei Zhao
October 2023, Volume 7, Issue 4
- 261-275 The study on systemic risk of rural finance based on macro–micro big data and machine learning
by Wanling Zhou & Sulin Pang & Zhiliang He - 276-286 Single-arm phase II three-outcome designs with handling of over-running/under-running
by Wenchuan Guo & Jianan Hui & Bob Zhong - 287-295 Compression schemes for concept classes induced by three types of discrete undirected graphical models
by Tingting Luo & Benchong Li - 296-308 Applications of Burr III-Weibull quantile function in reliability analysis
by G. S. Deepthy & Nicy Sebastian & N. Chandra - 309-317 Log-rank and stratified log-rank tests
by Ting Ye & Jun Shao & Yanyao Yi - 318-335 Autoregressive moving average model for matrix time series
by Shujin Wu & Ping Bi - 336-349 Bayesian-inspired minimum contamination designs under a double-pair conditional effect model
by Ming-Chung Chang
July 2023, Volume 7, Issue 3
- 177-187 Bayesian autoregressive adaptive refined descriptive sampling algorithm in the Monte Carlo simulation
by Djoweyda Ghouil & Megdouda Ourbih-Tari - 188-201 Dimension reduction with expectation of conditional difference measure
by Wenhui Sheng & Qingcong Yuan - 202-212 How to implement the ‘one patient, one vote’ principle under the framework of estimand
by Naitee Ting - 213-222 MLE with datasets from populations having shared parameters
by Jun Shao & Xinyan Wang - 223-234 Evaluation of the Canadian government policies on controlling the COVID-19 outbreaks
by Mengyao Chen & Yuehua Wu & Baisuo Jin - 235-259 A distribution-free test of independence based on a modified mean variance index
by Weidong Ma & Fei Ye & Jingsong Xiao & Ying Yang
April 2023, Volume 7, Issue 2
- 97-106 Regression models of Pearson correlation coefficient
by Abdisa G. Dufera & Tiantian Liu & Jin Xu - 107-120 Locally R-optimal designs for a class of nonlinear multiple regression models
by Lei He & Rong-Xian Yue - 121-129 On the construction of balanced repeated measurements designs with good circular properties
by Muhammad Daniyal & Jigneshkumar Gondaliya & Rashid Ahmed - 130-143 On some aspects of a bivariate alternative zero-inflated logarithmic series distribution
by C. Satheesh Kumar & A. Riyaz - 144-158 On the MLE of the Waring distribution
by Yanlin Tang & Jinglong Wang & Zhongyi Zhu - 159-163 Robust variance estimation for covariate-adjusted unconditional treatment effect in randomized clinical trials with binary outcomes
by Ting Ye & Marlena Bannick & Yanyao Yi & Jun Shao - 164-175 Availability and cost-benefit evaluation for a repairable retrial system with warm standbys and priority
by Jia Kang & Linmin Hu & Rui Peng & Yan Li & Ruiling Tian
January 2023, Volume 7, Issue 1
- 1-29 Rates of convergence of powered order statistics from general error distribution
by Yuhan Zou & Yingyin Lu & Zuoxiang Peng - 30-48 Variable selection in finite mixture of median regression models using skew-normal distribution
by Xin Zeng & Yuanyuan Ju & Liucang Wu - 49-60 A short note on fitting a single-index model with massive data
by Rong Jiang & Yexun Peng - 61-68 Bayesian analysis for the Lomax model using noninformative priors
by Daojiang He & Dongchu Sun & Qing Zhu - 69-84 Application of neural network to model rainfall pattern of Ethiopia
by Gemechu Abdisa Atomsa & Yingchun Zhou - 85-96 A novel nonparametric mixture model for the detection pattern of COVID-19 on Diamond Princess cruise
by Huijuan Ma & Jing Qin & Fang Chen & Yong Zhou
November 2022, Volume 6, Issue 4
- 265-276 Empirical likelihood inference and goodness-of-fit test for logistic regression model under two-phase case-control sampling
by Zhen Sheng & Yukun Liu & Jing Qin - 277-298 Eight predictive powers with historical and interim data for futility and efficacy analysis
by Ying-Ying Zhang & Teng-Zhong Rong & Man-Man Li - 299-308 Moderate deviation principle for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction
by Juan Yang - 309-326 Posterior propriety of an objective prior for generalized hierarchical normal linear models
by Cong Lin & Dongchu Sun & Chengyuan Song - 327-343 Bayesian penalized model for classification and selection of functional predictors using longitudinal MRI data from ADNI
by Asish Banik & Taps Maiti & Andrew Bender - 344-352 Model averaging for generalized linear models in fragmentary data prediction
by Chaoxia Yuan & Yang Wu & Fang Fang
August 2022, Volume 6, Issue 3
- 175-190 A selective review of statistical methods using calibration information from similar studies
by Jing Qin & Yukun Liu & Pengfei Li - 191-192 Discussion of “A selective review of statistical methods using calibration information from similar studies” and some remarks on data integration
by Jerald F. Lawless - 193-195 A discussion on “A selective review of statistical methods using calibration information from similar studies” by Qin, Liu and Li
by Peisong Han - 196-198 A discussion on “A selective review of statistical methods using calibration information from similar studies”
by Ling Zhou & Peter X.-K. Song - 199-200 Discussion of ‘A selective review of statistical methods using calibration information from similar studies’
by Jing Ning - 201-203 A discussion of ‘A selective review on calibration information from similar studies’
by Jiahua Chen - 204-207 Rejoinder on “A selective review of statistical methods using calibration information from similar studies”
by Jing Qin & Yukun Liu & Pengfei Li - 208-219 Asymptotic properties of a nonparametric conditional density estimator in the local linear estimation for functional data via a functional single-index model
by Fadila Benaissa & Abdelmalek Gagui & Abdelhak Chouaf - 220-226 A new result on recovery sparse signals using orthogonal matching pursuit
by Xueping Chen & Jianzhong Liu & Jiandong Chen - 227-240 Optimal model averaging estimator for multinomial logit models
by Rongjie Jiang & Liming Wang & Yang Bai - 241-253 Variable screening in multivariate linear regression with high-dimensional covariates
by Shiferaw B. Bizuayehu & Lu Li & Jin Xu - 254-263 Exponential tilted likelihood for stationary time series models
by Xiuzhen Zhang & Yukun Liu & Riquan Zhang & Zhiping Lu
May 2022, Volume 6, Issue 2
- 89-99 A review of distributed statistical inference
by Yuan Gao & Weidong Liu & Hansheng Wang & Xiaozhou Wang & Yibo Yan & Riquan Zhang - 100-101 Discussion of the paper ‘A review of distributed statistical inference’
by Heng Lian - 102-103 Discussion on ‘A review of distributed statistical inference’
by Yang Yu & Guang Cheng - 104-104 Discussion of: a review of distributed statistical inference
by Zheng-Chu Guo - 105-107 Discussion of: ‘A review of distributed statistical inference’
by Shaogao Lv & Xingcai Zhou - 108-110 Discussion on the paper ‘A review of distributed statistical inference’
by Junlong Zhao - 111-113 Rejoinder on ‘A review of distributed statistical inference’
by Yuan Gao & Weidong Liu & Hansheng Wang & Xiaozhou Wang & Yibo Yan & Riquan Zhang - 114-128 Stochastic loss reserving using individual information model with over-dispersed Poisson
by Zhigao Wang & Xianyi Wu & Chunjuan Qiu - 129-138 Empirical likelihood inference in autoregressive models with time-varying variances
by Yu Han & Chunming Zhang - 139-147 Time-dependent reliability analysis for repairable consecutive-k-out-of-n:F system
by Gökhan Gökdere & Hon Keung Tony Ng - 148-160 Generalized fiducial methods for testing quantitative trait locus effects in genetic backcross studies
by Pengcheng Ren & Guanfu Liu & Xiaolong Pu & Yan Li - 161-174 High-dimensional proportionality test of two covariance matrices and its application to gene expression data
by Long Feng & Xiaoxu Zhang & Binghui Liu
January 2022, Volume 6, Issue 1
- 1-9 The balance property in neural network modelling
by Mario V. Wüthrich - 10-28 Interpreting uninterpretable predictors: kernel methods, Shtarkov solutions, and random forests
by T. M. Le & Bertrand Clarke - 29-39 Posterior contraction rate of sparse latent feature models with application to proteomics
by Tong Li & Tianjian Zhou & Kam-Wah Tsui & Lin Wei & Yuan Ji - 40-57 Research on three-step accelerated gradient algorithm in deep learning
by Yongqiang Lian & Yincai Tang & Shirong Zhou - 58-71 Nonignorable item nonresponse in panel data
by Sijing Li & Jun Shao - 72-80 Stochastic comparisons on total capacity of weighted k-out-of-n systems with heterogeneous components
by Yiying Zhang - 81-86 A new exact p-value approach for testing variance homogeneity
by Juan Wang & Xinmin Li & Hua Liang - 87-87 An introduction to statistical learning with applications in R
by Fariha Sohil & Muhammad Umair Sohali & Javid Shabbir
October 2021, Volume 5, Issue 4
- 275-287 Intrinsic Bayesian estimation of linear time series models
by Shawn Ni & Dongchu Sun - 288-302 A system for determining maximum tolerated dose in clinical trial
by Keying Ye & Xiaobin Yang & Ying Ji & Min Wang - 303-315 Bayesian quantile semiparametric mixed-effects double regression models
by Duo Zhang & Liucang Wu & Keying Ye & Min Wang - 316-331 Covariance estimation via fiducial inference
by W. Jenny Shi & Jan Hannig & Randy C. S. Lai & Thomas C. M. Lee - 332-345 On the non-local priors for sparsity selection in high-dimensional Gaussian DAG models
by Xuan Cao & Fang Yang - 346-364 Bayesian analysis for quantile smoothing spline
by Zhongheng Cai & Dongchu Sun
July 2021, Volume 5, Issue 3
- 171-171 Editorial Foreword
by Jun Shao & Yincai Tang - 172-186 Inference after covariate-adaptive randomisation: aspects of methodology and theory
by Jun Shao - 187-189 Comment on ‘Inference after covariate-adaptive randomisation: aspects of methodology and theory’
by Wei Ma & Li-Xin Zhang & Feifang Hu - 190-191 Comment: Inference after covariate-adaptive randomisation: aspects of methodology and theory
by Bingkai Wang & Ryoko Susukida & Ramin Mojtabai & Masoumeh Amin-Esmaeili & Michael Rosenblum - 192-193 Comment on ‘Inference after covariate-adaptive randomisation: aspects of methodology and theory’
by Hanzhong Liu - 194-195 Comment: inference after covariate-adaptive randomisation: aspects of methodology and theory
by Ting Ye & Yanyao Yi - 196-199 Rejoinder on ‘Inference after covariate-adaptive randomization: aspects of methodology and theory’
by Jun Shao - 200-220 An integrated epidemic modelling framework for the real-time forecast of COVID-19 outbreaks in current epicentres
by Jiawei Xu & Yincai Tang - 221-231 β-divergence loss for the kernel density estimation with bias reduced
by Hamza Dhaker & El Hadji Deme & Youssou Ciss - 232-252 New extreme value theory for maxima of maxima
by Wenzhi Cao & Zhengjun Zhang - 253-264 Personalized treatment selection via the covariate-specific treatment effect curve for longitudinal data
by Yanghui Liu & Riquan Zhang & Shujie Ma & Xiuzhen Zhang - 265-274 A three-parameter logistic regression model
by Xiaoli Yu & Shaoting Li & Jiahua Chen
April 2021, Volume 5, Issue 2
- 83-87 Modified non-sequential third order rotatable designs constructed using Pairwise Balanced Design
by Haron Mutai Ng’eno - 88-94 D-optimal population designs in linear mixed effects models for multiple longitudinal data
by Hongyan Jiang & Rongxian Yue - 95-101 Selecting baseline designs using a minimum aberration criterion when some two-factor interactions are important
by Anqi Chen & Cheng-Yu Sun & Boxin Tang - 102-113 Covariate balancing based on kernel density estimates for controlled experiments
by Yiou Li & Lulu Kang & Xiao Huang - 114-121 Combinatorial testing: using blocking to assign test cases for validating complex software systems
by Ryan Lekivetz & Joseph Morgan - 122-133 Robust sequential design for piecewise-stationary multi-armed bandit problem in the presence of outliers
by Yaping Wang & Zhicheng Peng & Riquan Zhang & Qian Xiao - 134-148 A prediction-oriented optimal design for visualisation recommender systems
by Yingyan Zeng & Xinwei Deng & Xiaoyu Chen & Ran Jin - 149-161 Target toxicity design for phase I dose-finding
by Wenchuan Guo & Bob Zhong - 162-169 Sample size and power analysis for stepped wedge cluster randomised trials with binary outcomes
by Jijia Wang & Jing Cao & Song Zhang & Chul Ahn
January 2021, Volume 5, Issue 1
- 1-25 On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures
by Zhengjun Zhang - 26-30 Discussion on “on studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”
by Wen Xu & Huixia Judy Wang - 31-34 Application of autoregressive tail-index model to China's stock market
by Jingyu Ji & Deyuan Li - 35-36 Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’
by Ting Zhang - 37-37 Discussion on paper ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ by Zhengjun Zhang
by Yongcheng Qi - 38-40 Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’
by Tiandong Wang & Jun Yan - 41-44 Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang
by R. L. Smith - 45-48 Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”
by Zhengjun Zhang - 49-54 Nonlinear prediction via Hermite transformation
by Tucker McElroy & Srinjoy Das - 55-69 Efficient estimation of smoothing spline with exact shape constraints
by Vincent Chan & Kam-Wah Tsui & Yanran Wei & Zhiyang Zhang & Xinwei Deng - 70-81 Bayesian variable selection via a benchmark in normal linear models
by Jun Shao & Kam-Wah Tsui & Sheng Zhang
July 2020, Volume 4, Issue 2
- 121-133 A selective overview of sparse sufficient dimension reduction
by Lu Li & Xuerong Meggie Wen & Zhou Yu - 134-134 Review of sparse sufficient dimension reduction: comment
by Liping Zhu - 135-145 Interval estimation for minimal clinically important difference and its classification error via a bootstrap scheme
by Zehua Zhou & Jiwei Zhao & Melissa Kluczynski - 146-148 Discussion on ‘Review of sparse sufficient dimension reduction’
by Xin Zhang - 149-150 Comment on ‘Review of sparse sufficient dimension reduction’
by Michael Declan Power & Yuexiao Dong - 151-151 Rejoinder on ‘A selective overview of sparse sufficient dimension reduction’
by Lu Li & Xuewong Meggie Wen & Zhou Yu - 152-160 Empirical likelihood estimation in multivariate mixture models with repeated measurements
by Yuejiao Fu & Yukun Liu & Hsiao-Hsuan Wang & Xiaogang Wang - 161-161 Discussion on ‘Review of sparse sufficient dimension reduction’
by Xin Chen - 162-171 Power-expected-posterior prior Bayes factor consistency for nested linear models with increasing dimensions
by D. Fouskakis & J. K. Innocent & L. Pericchi - 172-178 Efficient GMM estimation with singular system of moment conditions
by Zhiguo Xiao - 179-189 Forecasting semi-stationary processes and statistical arbitrage
by Si Bao & Shi Chen & Wei An Zheng & Yu Zhou - 190-201 A class of admissible estimators of multiple regression coefficient with an unknown variance
by Chengyuan Song & Dongchu Sun - 202-213 Quantile treatment effect estimation with dimension reduction
by Ying Zhang & Lei Wang & Menggang Yu & Jun Shao - 214-227 Optimal mean-variance reinsurance and investment strategy with constraints in a non-Markovian regime-switching model
by Liming Zhang & Rongming Wang & Jiaqin Wei - 228-229 The abstract of doctoral dissertation ‘Some research on hypothesis testing and nonparametric variable screening problems for high dimensional data’
by Yongshuai Chen & Hengjian Cui
July 2020, Volume 4, Issue 1
- 1-13 Optimal reinsurance designs based on risk measures: a review
by Jun Cai & Yichun Chi - 14-15 A discussion of ‘optimal reinsurance designs based on risk measures: a review’
by Tim J. Boonen - 16-19 Discussion on the paper ‘Optimal reinsurance design based on risk measures: a review’ by Yichun Chi and Jun Cai
by Chengguo Weng - 20-22 A hybrid model of optimal reinsurance: a discussion of ‘Optimal reinsurance designs based on risk measures: a review’ by Jun Cai and Yichun Chi
by Sheng Chao Zhuang - 23-25 Discussion of “optimal reinsurance designs based on risk measures: a review” by Jun Cai and Yichun Chi
by Ambrose Lo - 26-27 Responses to discussions on ‘Optimal reinsurance designs based on risk measures: a review’
by Jun Cai & Yichun Chi - 28-42 Model-based small area estimation with no samples within the areas, by benchmarking to marginal cross-sectional and time-series estimates
by Danny Pfeffermann & Michael Sverchkov & Richard Tiller & Lizhi Liu - 43-54 Group screening for ultra-high-dimensional feature under linear model
by Yong Niu & Riquan Zhang & Jicai Liu & Huapeng Li - 55-65 Convergence rate of principal component analysis with local-linear smoother for functional data under a unified weighing scheme
by Xingyu Yan & Xiaolong Pu & Yingchun Zhou & Xiaolei Xun - 66-77 Topic model for graph mining based on hierarchical Dirichlet process
by Haibin Zhang & Shang Huating & Xianyi Wu - 78-83 Power analysis, sample size calculation for testing the largest binomial probability
by Thuan Nguyen & Jiming Jiang - 84-96 Statistical arbitrage under the efficient market hypothesis
by Si Bao & Shi Chen & Xi Wang & Wei An Zheng & Yu Zhou - 97-108 Semiparametric estimation for accelerated failure time mixture cure model allowing non-curable competing risk
by Yijun Wang & Jiajia Zhang & Yincai Tang - 109-116 Meta-analysis of independent datasets using constrained generalised method of moments
by Menghao Xu & Jun Shao - 117-119 The abstract of doctoral dissertation ‘nonlinear wavelet density estimation and hazard rate estimation with data missing at random’
by Yuye Zou & Guoliang Fan & Riquan Zhang
July 2019, Volume 3, Issue 2
- 89-89 Editorial foreword, second issue, 2019
by Yang Cheng & Jun Shao - 90-102 Domain estimation under informative linkage
by Ray Chambers & Nicola Salvati & Enrico Fabrizi & Andrea Diniz da Silva - 103-113 On valid descriptive inference from non-probability sample
by Li-Chun Zhang - 114-128 Small area prediction of quantiles for zero-inflated data and an informative sample design
by Emily Berg & Danhyang Lee - 129-135 Small area estimation with subgroup analysis
by Xin Wang & Zhengyuan Zhu - 136-149 Multi-outcome longitudinal small area estimation – a case study
by Eric Slud & Yves Thibaudeau - 150-157 Generalised variance functions for longitudinal survey data
by Guoyi Zhang & Yang Cheng & Yan Lu - 158-169 Graph-based multivariate conditional autoregressive models
by Ye Liang - 170-177 A resampling approach to estimation of the linking variance in the Fay–Herriot model
by Snigdhansu Chatterjee - 178-185 Combining multiple imperfect data sources for small area estimation: a Bayesian model of provincial fertility rates in Cambodia
by Junni L. Zhang & John Bryant - 186-198 Improving timeliness and accuracy of estimates from the UK labour force survey
by D. J. Elliott & P. Zong - 199-207 An equivalence result for moment equations when data are missing at random
by Marian Hristache & Valentin Patilea - 208-212 Nearest neighbour imputation under single index models
by Jun Shao & Lei Wang - 213-223 Multivariate small area estimation under nonignorable nonresponse
by Danny Pfeffermann & Michael Sverchkov - 224-238 Using state space models as a statistical impact measurement of survey redesigns: a case study of the labour force survey of the Australian Bureau of Statistics
by Xichuan (Mark) Zhang & Jan A. van den Brakel & Siu-Ming Tam - 239-241 2019 International Workshop on Big Data and Modern Statistics held at ECNU, China
by Wei Zhao & Ying Zhang & Shanping Wang
January 2019, Volume 3, Issue 1
- 1-1 Editorial foreword
by Jun Shao & Dongchu Sun & Danyu Lin - 2-13 Prior-based Bayesian information criterion
by M. J. Bayarri & James O. Berger & Woncheol Jang & Surajit Ray & Luis R. Pericchi & Ingmar Visser - 14-16 A discussion of ‘prior-based Bayesian information criterion’
by Jiahua Chen & Zeny Feng - 17-18 A discussion of prior-based Bayesian information criterion (PBIC)
by Jiming Jiang & Thuan Nguyen - 19-21 A discussion of ‘prior-based Bayesian information criterion (PBIC)’
by Jun Shao & Sheng Zhang - 22-23 Discussion on prior-based Bayes information criterion
by Brunero Liseo - 24-25 Discussion of ‘Prior-based Bayesian Information Criterion (PBIC)’
by Sifan Liu & Dongchu Sun - 26-29 Discussion of ‘Prior-based Bayesian Information Criterion (PBIC)’
by Bertrand S. Clarke - 30-31 Discussion of ‘Prior-based Bayesian information criterion (PBIC)’
by Jan Hannig - 32-34 Discussion of prior-based Bayesian information criterion (PBIC) by M.J. Bayarria, James O. Berger, Woncheol Jang, Surajit Ray, Luis R. Pericchi, and Ingmar Visser
by Ryan A. Peterson & Joseph E. Cavanaugh - 35-36 Discussion on Prior-based Bayesian Information Criterion (PBIC) by M. J. Bayarri, James O. Berger, Woncheol Jang, Surajit Ray, Luis R. Pericchi, and Ingmar Visser
by Ruobin Gong & Minge Xie - 37-39 Rejoinder by James Berger, Woncheol Jang, Surajit Ray, Luis R. Pericchi and Ingmar Visser
by The Editors - 40-47 Measure of rotatability of modified five-level second-order rotatable design using supplementary difference sets
by Haron Mutai Ng’eno - 48-58 Development of a first order integrated moving average model corrupted with a Markov modulated convex combination of autoregressive moving average errors
by S. A. Komolafe & T. O. Obilade & I. O. Ayodeji & A. R. Babalola - 59-70 Some results on quantile-based Shannon doubly truncated entropy
by Vikas Kumar & Gulshan Taneja & Samsher Chhoker - 71-82 Shape-constrained semiparametric additive stochastic volatility models
by Jiangyong Yin & Peter F. Craigmile & Xinyi Xu & Steven MacEachern - 83-84 The appreciation of statistical thoughts
by Zhao Yujie