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Content
March 2016, Volume 32, Issue 2
- 153-167 Nonlinear general path models for degradation data with dynamic covariates
by Zhibing Xu & Yili Hong & Ran Jin - 168-183 Pricing VIX options in a stochastic vol‐of‐vol model
by Chengxiang Wang & Wenli Huang & Shenghong Li & Qunfang Bao - 184-198 Optimal replacement and allocation of multi‐state elements in k‐within‐m‐from‐r/n sliding window systems
by Hui Xiao & Rui Peng & Gregory Levitin - 199-208 Optimal redundancy allocation problems in engineering systems with dependent component lifetimes
by Hamideh Jeddi & Mahdi Doostparast - 209-227 A random forest application to contact‐state classification for robot programming by human demonstration
by S. Cabras & M. E. Castellanos & E. Staffetti - 228-242 Simple outlier labeling based on quantile regression, with application to the steelmaking process
by Ruggero Bellio & Mauro Coletto - 243-258 Minimization of risks in defined benefit pension plan with time‐inconsistent preferences
by Qian Zhao & Rongming Wang & Jiaqin Wei - 259-272 Modeling short‐term post‐offering price–volume relationships using Bayesian change‐point panel quantile regression
by Xinyu Wang & Yuandi Wang & Deqing Wang & Xiangling Liu - 273-282 Pairwise likelihood inference for multivariate ordinal responses with applications to customer satisfaction
by Euloge Clovis Kenne Pagui & Antonio Canale - 283-291 Preventive maintenance of multistate systems subject to shocks
by Maxim Finkelstein & Ilya Gertsbakh - 292-306 On a new multivariate IFR ageing notion based on the standard construction
by A. Arriaza & F. Belzunce & J. Mulero & A. Suárez‐Llorens
January 2016, Volume 32, Issue 1
- 3-17 Construction of efficient experimental designs under multiple resource constraints
by Radoslav Harman & Alena Bachratá & Lenka Filová - 18-32 Estimating structural credit risk models when market prices are contaminated with noise
by Tae Yeon Kwon*†‡ & Yoonjung Lee - 33-47 Comparisons in the mean residual life order of coherent systems with identically distributed components
by Jorge Navarro & M. Carmen Gomis - 48-56 Different weights of tests within a start‐up demonstration procedure
by Amos E. Gera - 57-73 A directed topic model applied to call center improvement
by Theodore T. Allen & Hui Xiong & Anthony Afful‐Dadzie - 74-89 A methodology for stochastic inventory models based on a zero‐adjusted Birnbaum‐Saunders distribution
by Víctor Leiva & Manoel Santos‐Neto & Francisco José A. Cysneiros & Michelli Barros - 90-98 A methodology for integrated critical spare parts and insurance management
by Alejandro Martínez & R. Pascual & Sergio Maturana - 99-112 A novel approach to safety stock management in a coordinated supply chain with controllable lead time using present value
by Marcello Braglia & Davide Castellano & Marco Frosolini - 113-132 Capital adequacy and risk management in banking industry
by Fatma Chakroun & Fathi Abid - 133-148 A computer‐aided methodology for the optimization of electrostatic separation processes in recycling
by Matteo Borrotti & Antonio Pievatolo & Ida Critelli & Andrea Degiorgi & Marcello Colledani
November 2015, Volume 31, Issue 6
- 745-761 Bayesian analysis of herding behaviour: an application to Spanish equity mutual funds
by Laura Andreu & Pilar Gargallo & Manuel Salvador & José Luis Sarto - 762-781 Estimation of rating classes and default probabilities in credit risk models with dependencies
by Daniel Tillich & Dietmar Ferger - 782-800 Sequential design for achieving estimated accuracy of global sensitivities
by John Guenther & Herbert K. H. Lee & Genetha A. Gray - 801-808 Comparisons of mixed systems with decreasing failure rate component lifetimes using dispersive order
by Abdolsaeed Toomaj & Mahdi Doostparast - 809-822 Reliability analysis of non‐repairable systems modeled by dynamic fault trees with priority AND gates
by Daochuan Ge & Yanhua Yang - 823-835 Various repetitive sampling plans using process capability index of multiple quality characteristics
by Muhammad Aslam & Muhammad Azam & Chi‐Hyuck Jun - 836-845 ‘Time‐free’ preventive maintenance of systems with structures described by signatures
by Maxim Finkelstein & Ilya Gertsbakh - 846-861 A non‐default rate regression model for credit scoring
by Gladys D. C. Barriga & Vicente G. Cancho & Francisco Louzada - 862-874 Comparison of two algorithms for solving a two‐stage bilinear stochastic programming problem with quantile criterion
by Andrey Kibzun - 875-891 Some properties and applications of cumulative Kullback–Leibler information
by Antonio Di Crescenzo & Maria Longobardi - 892-911 M/C2/c/K queuing model and optimization for a geriatric care center
by Umay Uzunoglu Kocer & Serife Ozkar
September 2015, Volume 31, Issue 5
- 575-583 A combined attributes–variables plan
by K. Govindaraju & R. Kissling - 584-608 Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures
by Nuttanan Wichitaksorn & Joanna J. J. Wang & S. T. Boris Choy & Richard Gerlach - 609-625 Monitoring change point for diffusion parameter based on discretely observed sample from stochastic differential equation models
by Sangyeol Lee & Meihui Guo - 626-648 An improved two‐stage variance balance approach for constructing partial profile designs for discrete choice experiments
by Roselinde Kessels & Bradley Jones & Peter Goos - 649-668 Concentrated portfolio selection models based on historical data
by Zhiping Chen & Zongxin Li & Liyuan Wang - 669-680 Simulation of correlated Poisson variables
by Alessandro Barbiero & Pier Alda Ferrari - 681-689 On random age and remaining lifetime for populations of items
by Maxim Finkelstein & James Vaupel - 690-705 A Simple Approach for Multi‐fidelity Experimentation Applied to Financial Engineering
by Shih‐Hsien Tseng & Theodore Allen - 706-720 Parametric inference for multiple repairable systems under dependent competing risks
by Anupap Somboonsavatdee & Ananda Sen - 721-731 Bayesian semiparametric customer base segmentation of mobile phone users based on longitudinal traffic data
by Bruno Scarpa - 732-744 Failure probability estimation with differently sized reference products for semiconductor burn‐in studies
by Daniel Kurz & Horst Lewitschnig & Jürgen Pilz
July 2015, Volume 31, Issue 4
- 405-423 Optimal (r,N)‐policy for discrete‐time Geo ∕ G ∕ 1 queue with different input rate and setup time
by Chuanyi Luo & Yinghui Tang & Kaizhi Yu & Chuan Ding - 424-434 Optimal adaptive replacement in a renewal process
by Neville Robinson & Khalid Aboura - 435-456 Bayesian estimation of nonlinear equilibrium models with random coefficients
by V. Brian Viard & Anne Gron & Nicholas G. Polson - 457-463 Information initiatives of mobile retailers: a regression analysis of zero‐truncated count data with underdispersion
by Yen‐Chun Chou & Howard Hao‐Chun Chuang & Benjamin B.M. Shao - 464-482 Estimation of nonstrict Archimedean copulas and its application to quantum networks
by Sandra König & Hannes Kazianka & Jürgen Pilz & Johannes Temme - 483-494 Economic design of attribute np control charts using a variable sampling policy
by Imen Kooli & Mohamed Limam - 495-514 COPAR—multivariate time series modeling using the copula autoregressive model
by Eike Christian Brechmann & Claudia Czado - 515-527 Arbitrage‐free call option surface construction using regression splines
by Greg Orosi - 528-535 An improved customer lifetime value model based on Markov chain
by Mohamed Ben Mzoughia & Mohamed Limam - 536-550 A drift‐free simulation method for pricing commodity derivatives
by José Luis Fernández & Marta Pou & Carlos Vázquez - 551-574 The impact of price skimming on supply and exit decisions
by Ayşegül Toptal & Sıla Çetinkaya
May 2015, Volume 31, Issue 3
- 283-284 Foreword: Special Issue on Mathematical Methods in Reliability (MMR13)
by Maxim Finkelstein - 285-296 Multivariate conditional hazard rate functions – an overview
by Moshe Shaked & J. George Shanthikumar - 297-306 On the signature of a system under minimal repair
by Bo H. Lindqvist & Francisco J. Samaniego - 307-324 Steady‐state bounds for multi‐state systems' reliability via modular decompositions
by Fumio Ohi - 325-338 On generalized multi‐state start‐up demonstration tests
by Xian Zhao & Ge Sun & Weijuan Xie & Cong Lin - 339-348 A condition‐based maintenance policy for deteriorating units. An application to the cylinder liners of marine engine
by Massimiliano Giorgio & Maurizio Guida & Gianpaolo Pulcini - 349-359 Optimal maintenance level for second‐hand product with periodic inspection schedule
by Dae‐Kyung Kim & Jae‐Hak Lim & Dong Ho Park - 360-379 Bayesian gamma processes for optimizing condition‐based maintenance under uncertainty
by N. Bousquet & M. Fouladirad & A. Grall & C. Paroissin - 380-393 Reliability of demand‐based warm standby systems subject to fault level coverage
by Q. Zhai & R. Peng & L. Xing & J. Yang - 394-404 Optimal decision procedure for an operation‐dependent deteriorating system
by Lu Jin
March 2015, Volume 31, Issue 2
- 97-113 Statistical learning methods for information security: fundamentals and case studies
by H.‐K. Pao & Y.‐J. Lee & C.‐Y. Huang - 114-115 Discussion of ‘Statistical learning methods for information security: fundamentals and case studies’
by Ganesan Ravishanker - 116-118 Discussion of ‘Statistical learning methods for information security: fundamentals and case studies’
by Suresh Chari - 119-121 Rejoinder to ‘Statistical learning methods for information security: fundamentals and case studies’
by Hsing-Kuo Pao & Yuh‐Jye Lee & Chun‐Ying Huang - 122-136 System unavailability analysis based on window‐observed recurrent event data
by Yili Hong & Ming Li & Brock Osborn - 137-147 Statistical learning for variable annuity policyholder withdrawal behavior
by Zhe Zhu & Roy E. Welsch - 148-159 Simulated maximum likelihood in autoregressive models with stochastic volatility errors
by Jieun Choi & Bei Chen & Bovas Abraham - 160-177 Using statistical shape theory for the monitoring of nonlinear profiles
by Javier Cano & Javier M. Moguerza & Stelios Psarakis & Athanasios N. Yannacopoulos - 178-194 Efficient prediction designs for random fields
by Werner G. Müller & Luc Pronzato & Joao Rendas & Helmut Waldl - 195-197 Discussion of ‘Efficient prediction designs for random fields’
by Dale L. Zimmerman - 198-200 Discussion of ‘Efficient prediction designs for random fields’
by William Notz - 201-203 Rejoinder to ‘Efficient Prediction Designs for Random Fields’
by Werner G. Müller & Luc Pronzato & Joao Rendas & Helmut Waldl - 204-230 Some aspects of stationary characteristics and optimal control of the BMAP ∕ G − G ∕ 1 ∕ N( ∞ ) oscillating queueing system
by A.D. Banik - 231-240 Hydrological scenario reduction for stochastic optimization in hydrothermal power systems
by Ignacio Aravena & Esteban Gil - 241-263 Local risk‐minimization with longevity bonds
by Lars Frederik Brandt Henriksen & Thomas Møller - 264-281 Arc length asymptotics for multivariate time series
by Tharanga D. Wickramarachchi & Colin Gallagher & Robert Lund
January 2015, Volume 31, Issue 1
- 1-2 A special issue on: Actual impact and future perspectives on stochastic modelling in business and industry
by Ron S. Kenett & Galit Shmueli - 3-11 Opportunities to empower statisticians in emerging areas
by Christine M. Anderson‐Cook - 12-14 Discussion of ‘Opportunities to empower statisticians in emerging areas’
by Ronald D. Snee - 15-15 Rejoinder to ‘Opportunities to empower statisticians in emerging areas’
by Christine M. Anderson‐Cook - 16-32 Stochastic modelling and analysis of degradation for highly reliable products
by Zhi‐Sheng Ye & Min Xie - 33-34 Discussion of ‘Stochastic modelling and analysis of degradation for highly reliable products’
by Suk Joo Bae & Paul H. Kvam - 35-36 Rejoinder to ‘Stochastic modelling and analysis of degradation for highly reliable products’
by Zhi‐Sheng Ye & Min Xie - 37-45 Multi‐armed bandit experiments in the online service economy
by Steven L. Scott - 46-47 Discussion of ‘Multi‐armed bandit experiments in the online service economy’
by Deepak Agarwal - 48-49 Rejoinder to ‘Multi‐armed bandit experiments in the online service economy’
by Steven L. Scott - 50-58 Alternatives to resolution III regular fractional factorial designs for 9–14 factors in 16 runs
by Bradley Jones & Shilpa Madhavan Shinde & Douglas C. Montgomery - 59-61 Discussion of ‘Alternatives to resolution III regular fractional factorial designs for 9–14 factors in 16 runs’
by Dizza Bursztyn & David Steinberg - 62-63 Rejoinder to ‘Alternatives to resolution III regular fractional factorial designs for 9 – 14 factors in 16 runs’
by Bradley Allen Jones & Shilpa Madhavan Shinde & Douglas C. Montgomery - 64-78 Parallel construction of decision trees with consistently non‐increasing expected number of tests
by Irad Ben‐Gal & Chavazelet Trister - 79-80 Discussion of ‘Parallel construction of decision trees with consistently non‐increasing expected number of tests’
by Servane Gey & Jean‐Michel Poggi - 81-81 Rejoinder to ‘Parallel construction of decision trees with consistently non‐increasing expected number of tests’
by Irad Ben‐Gal - 82-93 (sfi)2 Statistics for Innovation – The experience of the Oslo centre in industrial statistics
by Arnoldo Frigessi & Lars Holden & André Teigland - 94-95 Discussion of ‘(sfi)2 Statistics for Innovation –The experience of the Oslo centre in industrial statistics’
by David Banks - 96-96 Rejoinder to ‘(sfi)2 Statistics for Innovation – The experience of the Oslo centre in industrial statistics’
by Arnoldo Frigessi & Lars Holden & Andre Teigland
November 2014, Volume 30, Issue 6
- 657-657 Foreword: Special Issue on Statistics in Quality and Productivity
by Martha M. Gardner & Emmanuel Yashchin - 658-671 Methods for planning repeated measures accelerated degradation tests
by Brian P. Weaver & William Q. Meeker - 672-673 Discussion of ‘Methods for planning repeated measures accelerated degradation tests’ by B. Weaver and W. Q. Meeker
by Yili Hong & Zhibing Xu - 674-676 Discussion of ‘Methods for planning repeated measures accelerated degradation tests’
by C. Shane Reese & Alyson G. Wilson - 677-679 Discussion of ‘Methods for planning repeated measures accelerated degradation tests’ by Brian P. Weaver and William Q. Meeker
by Rainer Schwabe & Maryna Prus & Ulrike Graßhoff - 680-685 Discussion of ‘Methods for planning repeated measures accelerated degradation tests’
by Nikolaus Haselgruber & Ernst Stadlober - 686-690 Rejoinder: Methods for planning repeated measures accelerated degradation tests
by Brian P. Weaver & William Q. Meeker - 691-707 Modeling and analyzing semiconductor yield with generalized linear mixed models
by D. C. Krueger & D. C. Montgomery - 708-722 SPC methods for nonstationary correlated count data with application to network surveillance
by Yingzhuo Fu & Daniel R. Jeske - 723-739 Efficient performance evaluation of the generalized Shiryaev–Roberts detection procedure in a multi‐cyclic setup
by Aleksey S. Polunchenko & Grigory Sokolov & Wenyu Du - 740-752 Identification of topology changes in power grids using phasor measurements
by Scott Vander Wiel & Russell Bent & Emily Casleton & Earl Lawrence - 753-765 A multiscale correction to the Black–Scholes formula
by Jeong‐Hoon Kim & Jungwoo Lee & Song‐Ping Zhu & Seok‐Hyon Yu - 766-782 A condition‐based imperfect replacement policy for a periodically inspected system with two dependent wear indicators
by Sophie Mercier & Hai Ha Pham - 783-796 Optimal bi‐level Stackelberg strategies for supply chain financing with both capital‐constrained buyers and sellers
by Nina Yan & Hongyan Dai & Baowen Sun - 797-805 Autoregressive model for a finite random sequence on the unit circle for investigating the fluctuations of residual stresses in the rims of new railroad wheels
by Alexey V. Koshulyan & Valentin P. Malajchuk
September 2014, Volume 30, Issue 5
- 519-528 Optimum life testing plans in presence of hybrid censoring: A cost function approach
by R. Bhattacharya & B. Pradhan & A. Dewanji - 529-543 Default risk analysis via a discrete‐time cure rate model
by Daniele De Leonardis & Roberto Rocci - 544-572 Goal achieving probabilities of cone‐constrained mean‐variance portfolios
by Chantal Labbé & François Watier - 573-587 Detecting and interpreting clusters of economic activity in rural areas using scan statistic and LISA under a unified framework
by S. Bersimis & C. Chalkias & T. Anthopoulou - 588-608 Diagnosing and modeling extra‐binomial variation for time‐dependent counts
by Christian H. Weiß & Hee‐Young Kim - 609-631 The persistence of abnormal return on assets: an exploratory analysis of the performance of firms by country and sector
by José Luis Gallizo & Pilar Gargallo & Ramon Saladrigues & Manuel Salvador - 632-656 Unsupervised anomaly detection within non‐numerical sequence data by average index difference, with application to masquerade detection
by Stefan Jan Skudlarek & Hirosuke Yamamoto
July 2014, Volume 30, Issue 4
- 373-413 Start‐up demonstration tests: models, methods and applications, with some unifications
by N. Balakrishnan & M.V. Koutras & F.S. Milienos - 414-416 Discussion of ‘Start‐up demonstration tests: models, methods and applications, with some unifications’
by Serkan Eryilmaz - 417-419 Discussion of ‘Start‐up demonstration tests: models, methods and applications, with some unifications’
by Amos E. Gera - 420-423 Discussion of ‘Start‐up demonstration tests: models, methods and applications, with some unifications’
by M. L. Depoy Smith & W. S. Griffith - 424-426 Discussion of ‘start‐up demonstration tests: models, methods and applications, with some unifications’
by Xian Zhao - 427-428 Authors’ rejoinder “Start‐up demonstration tests: models, methods, and applications, with some unifications”
by Narayanaswamy Balakrishnan & M.V. Koutras & F.S. Milienos - 429-443 Optimal design of multi‐server Markovian queues with polynomial waiting and service costs
by Mahmut Parlar & Moosa Sharafali - 444-454 Preservation of reliability classes under the formation of coherent systems
by Jorge Navarro & Yolanda del Águila & Miguel A. Sordo & Alfonso Suárez‐Llorens - 455-463 Estimating retail demand with Poisson mixtures and out‐of‐sample likelihood
by Howard Hao‐Chun Chuang & Rogelio Oliva - 464-478 Comparing methods for design follow‐up: revisiting a metal‐cutting case study
by David J. Edwards & Maria L. Weese & Gregory A. Palmer - 479-496 Recent issues on stochastic directional convexity, and new results on the analysis of systems for communication, information, time scales and maintenance
by Eva María Ortega & José Alonso - 497-508 A simulated annealing approach for reliability‐based chance‐constrained programming
by Ümit Sami Sakalli - 509-516 Pricing a stochastic car value depreciation deal
by Bader Alshamary & Ovidiu Calin - 517-517 ‘Statistics for microelectronics’, ASMBI, v. 29, issue 4, July/August 2013, pages 315–318
by Riccardo Borgoni & Laura Deldossi & Luigi Radaelli & Diego Zappa
May 2014, Volume 30, Issue 3
- 227-239 Parameter estimation of an agent‐based stock price model
by Mine Çağlar & Nihal Bahtiyar & İpek Altıntaş - 240-257 Knowledge‐based scenario tree generation methods and application in multiperiod portfolio selection problem
by Zhiping Chen & Daobao Xu - 258-270 Analyzing Risky Choices: Q‐learning for Deal‐No‐Deal
by Laszlo Korsos & Nicholas G. Polson - 271-293 Forecasting retained earnings of privately held companies with PCA and L1 regression
by Harish S. Bhat & Dan Zaelit - 294-302 Assessing the reliability of a nanocomponent using nanocrack growth
by Nader Ebrahimi - 303-327 On spatial contagion and multivariate GARCH models
by Piotr Jaworski & Marcin Pitera - 328-340 Monitoring the mean of multivariate financial time series
by Robert Garthoff & Vasyl Golosnoy & Wolfgang Schmid - 341-360 Multivariate risk models under heavy‐tailed risks
by Wei Huang & Chengguo Weng & Yi Zhang - 361-371 On allocating redundancies to k‐out‐of‐ n reliability systems
by Yinping You & Xiaohu Li - 372-372 Correction of ‘Business indicators of healthcare quality: outlier detection in small samples’, ASMBI, v. 28, issue 3, May/June 2012, pages 282–295
by Gaj Vidmar & Rok Blagus & Luboš Střelec & Milan Stehlík
March 2014, Volume 30, Issue 2
- 81-81 A simpler proof of a result by Chiu [Appl. Stochastic Models Bus. Ind. 2008; 24:203–219]
by Kun‐Jen Chung - 82-98 On a compound Poisson risk model with dependence and in the presence of a constant dividend barrier
by Hélène Cossette & Etienne Marceau & Fouad Marri - 99-114 Predicting bank loan recovery rates with a mixed continuous‐discrete model
by Raffaella Calabrese - 115-131 Diagnostics in Birnbaum–Saunders accelerated life models with an application to fatigue data
by Víctor Leiva & Edgardo Rojas & Manuel Galea & Antonio Sanhueza - 132-140 Sequential smoothing for turning point detection with application to financial decisions
by Carlo Grillenzoni - 141-156 Bayesian Analysis of Abandonment in Call Center Operations
by Tevfik Aktekin & Refik Soyer - 157-171 Absolute ruin in the compound Poisson model with credit and debit interests and liquid reserves
by Long Yang & Chuanjiang He - 172-182 Dividends in finite time horizon
by Rui M.R. Cardoso - 183-199 Robust pair‐copula based forecasts of realized volatility
by Beatriz Vaz de Melo Mendes & Victor Bello Accioly - 200-217 Estimation and monitoring of traffic intensities with application to control of stochastic systems
by Ying‐Chao Hung & George Michailidis & Shih‐Chung Chuang - 218-226 Some results for repairable systems with minimal repairs
by M. Chahkandi & J. Ahmadi & S. Baratpour
January 2014, Volume 30, Issue 1
- 1-1 George E. P. Box (1919–2013)
by Bovas Abraham & David Steinberg - 2-8 Rate of solution of air and rate of transfer for sewage treatment by activated sludge processes
by Ronald Hicks & G.E. Pelham Box - 9-10 George Box in the 1950s
by J. Stuart Hunter - 11-19 George Box: His interface with industry and its impact
by William J. Hill - 20-24 A journey of discovery with George Box
by David W. Bacon - 25-35 George Box's contributions to time series analysis and forecasting
by G. M. Ljung & J. Ledolter & B. Abraham - 36-45 George Box and the design of experiments: statistics and discovery
by David M. Steinberg - 46-52 George Box and Robust Design
by Stephen P. Jones - 53-61 An overview of George Box's contributions to process monitoring and feedback adjustment
by William H. Woodall & Enrique del Castillo - 62-70 George Box and Bayesian inference
by R. Daniel Meyer - 71-79 George Box, quality, and improving almost anything
by Conrad A. Fung
November 2013, Volume 29, Issue 6
- 579-598 Multivariate dynamic regression: modeling and forecasting for intraday electricity load
by Helio S. Migon & Larissa C. Alves - 599-601 Discussion of ‘Multivariate Dynamic Regression: Modeling and Forecasting for Intraday Electricity Load’
by E. Gutiérrez‐Peña & M. Mendoza - 602-602 Discussion of ‘Multivariate dynamic regression: modeling and forecasting for intraday electricity load’ by Migon and Alves
by Wilfredo Palma - 604-620 Short‐term forecasting of the daily load curve for residential electricity usage in the Smart Grid
by J.R.M. Hosking & R. Natarajan & S. Ghosh & S. Subramanian & X. Zhang - 621-623 Comments on: Short‐term forecasting the daily load curve for residential electricity usage in smart grid
by Antoni Espasa & Maria Durban - 624-625 Discussion on the manuscript: ‘short‐term forecasting of the daily load curve for residential electricity usage in the smart grid’ by S. Ghosh et al
by Zeyar Aung - 626-628 Rejoinder to the discussion of ‘Short‐term forecasting of the daily load curve for residential electricity usage in the smart grid’
by J. R. M. Hosking & Ramesh Natarajan & Soumyadip Ghosh & Shivaram Subramanian & Xiaoxuan Zhang - 629-645 Electrical load forecasting by exponential smoothing with covariates
by Rainer Göb & Kristina Lurz & Antonio Pievatolo - 646-647 Discussion on ‘Electrical load forecasting by exponential smoothing with covariates’by Rainer Göb, Kristina Lurz and Antonio Pievatolo
by M. Pilar MuñOz - 648-651 Discussion on ‘Electrical load forecasting by exponential smoothing with covariates’
by Rafał Weron & James Taylor - 652-658 Rejoinder to the discussions of the paper on ‘Electrical load forecasting by exponential smoothing with covariates’
by Rainer Göb & Kristina Lurz & Antonio Pievatolo
September 2013, Volume 29, Issue 5
- 399-409 Statistical inference in massive data sets
by Runze Li & Dennis K.J. Lin & Bing Li - 410-423 A semiparametric Bayesian generalized linear mixed model for the reliability of Kevlar fibers
by Raffaele Argiento & Alessandra Guglielmi & Jacopo Soriano - 424-438 Statistical properties of the state obtained by solving a nonlinear multivariate inverse problem
by Noel Cressie & Rui Wang - 439-453 An asymptotic approach for a semi‐Markovian inventory model of type (s, S)
by Tahir Khaniyev & Ali Kokangul & Rovshan Aliyev - 454-467 T‐optimality and neural networks: a comparison of approaches for building experimental designs
by Rossella Berni & Davide De March & Federico M. Stefanini - 468-478 An application of the Morgenstern family with standard two‐sided power and gamma marginal distributions to the Bayes premium in the collective risk model
by A. Hernández & M. Pilar Fernández & M. Martel & F.J. Vázquez‐Polo - 479-495 Modeling credit portfolio derivatives, including both a default and a prepayment feature
by Peter Hieber & Matthias Scherer - 496-508 On generalized shock models for deteriorating systems
by Ji Hwan Cha & Maxim Finkelstein - 509-526 Multivariate option pricing using copulae
by Carole Bernard & Claudia Czado - 527-551 Option pricing when asset returns jump interruptedly
by Daniel Wei‐Chung Miao & Steve Hsin‐Ting Yu - 552-563 Analysis of housing prices by GEE and GLMM methodologies: a longitudinal study
by M.C. Pardo & T. Pérez - 564-577 Optimizing maintenance service contracts under imperfect maintenance and a finite time horizon
by R. Pascual & D. Godoy & H. Figueroa
July 2013, Volume 29, Issue 4
- 315-318 Statistics for microelectronics
by Riccardo Borgoni & Laura Deldossi & Luigi Radaelli & Diego Zappa - 319-333 Industrial statistics applications in the semiconductor industry: some examples
by Ron S. Kenett & Shelemyahu Zacks - 334-349 Nonparametric permutation and combination‐based multivariate control charts with applications in microelectronics
by Livio Corain & Luigi Salmaso - 350-361 Kriging prediction from a circular grid: application to wafer diffusion
by Giovanni Pistone & Grazia Vicario - 362-376 A virtual metrology system based on least angle regression and statistical clustering
by Gian Antonio Susto & Alessandro Beghi - 377-386 Determining the target value of ACICD to optimize the electrical characteristics of semiconductors using dual response surface optimization
by Dong‐Hee Lee & Kwang‐Jae Kim - 387-398 Mixed response surface models and Bayesian analysis of variance components for electrically conductive adhesives
by Rossella Berni & Valeria Leonarda Scarano & Francesco Bertocci & Marcantonio Catelani
May 2013, Volume 29, Issue 3
- 171-186 Intensity‐based estimation of extreme loss event probability and value at risk
by Kamal Hamidieh & Stilian Stoev & George Michailidis