Last update:
Wed Nov 8 12:51:50 MST 2023
Gauss M. Cordeiro and
Lúcia P. Barroso and
Denise A. Botter Covariance Matrix Formula for
Generalized Linear Models with Unknown
Dispersion . . . . . . . . . . . . . . . 113--120
Salim Bouzebda and
Amor Keziou A New Test Procedure of Independence in
Copula Models via $ \chi^2$-Divergence 1--20
M. Ghorbel On the Inverted Dirichlet Distribution 21--37
O. Lee and
D. W. Shin Geometric Ergodicity and Moment
Conditions for a Seasonal GARCH Model
with Periodic Coefficients . . . . . . . 38--51
Maria Grazia Zoia Tailoring the Gaussian Law for Excess
Kurtosis and Skewness by Hermite
Polynomials . . . . . . . . . . . . . . 52--64
Yasutaka Chiba Sensitivity Analysis of Unmeasured
Confounding for the Causal Risk Ratio by
Applying Marginal Structural Models . . 65--76
Biswabrata Pradhan and
Anup Dewanji and
Debasis Sengupta Parametric Estimation of Quality
Adjusted Lifetime (QAL) Distribution in
Simple Illness-Death Model . . . . . . . 77--93
S. Parsi and
M. Ganjali and
N. Sanjari Farsipour Simultaneous Confidence Intervals for
the Parameters of Pareto Distribution
under Progressive Censoring . . . . . . 94--106
Jerzy K. Filus and
Lidia Z. Filus and
Barry C. Arnold Families of Multivariate Distributions
Involving ``Triangular'' Transformations 107--116
Xiuqing Zhou and
Jinde Wang LAD Estimation for Multiple Regression
Models with Doubly Censored Data . . . . 117--129
Rovshan Aliyev and
Tahir Khaniyev and
Tulay Kesemen Asymptotic Expansions for the Moments of
the Semi-Markovian Random Walk with
Gamma Distributed Interference of Chance 130--143
Ellinor Fackle Fornius and
Hans Nyquist Using the Canonical Design Space to
Obtain $c$-optimal Designs for the
Quadratic Logistic Model . . . . . . . . 144--157
Dilip Roy and
Rishideep Roy Characterizations of Bivariate and
Multivariate Life Distributions Based on
Reciprocal Subtangent . . . . . . . . . 158--169
R. Willink A Single Form for $t$-Distributions and
Symmetric Beta Distributions . . . . . . 170--176
Ilia Negri Efficiency of a Class of Unbiased
Estimators for the Invariant
Distribution Function of a Diffusion
Process . . . . . . . . . . . . . . . . 177--185
Rinaldo Artes and
Clelia M. C. Toloi An Autoregressive Model for Time Series
of Circular Data . . . . . . . . . . . . 186--194
S. K. Upadhyay and
Bhaswati Mukherjee Bayes Analysis and Comparison of
Accelerated Weibull and Accelerated
Birnbaum--Saunders Models . . . . . . . 195--213
Tianyue Zhou Weighting Method for a Linear Mixed
Model . . . . . . . . . . . . . . . . . 214--227
Ijaz Iqbal and
M. H. Tahir and
Syed Skahir Ali Ghazali Circular First- and Second-Order
Balanced Repeated Measurements Designs 228--240
Shuenn-Ren Cheng and
Deng-Yuan Huang and
Hung-Yun Lu and
S. Panchapakesan Multiple Decision Procedures for
Inference in Regression Models . . . . . 241--248
W. F. Scott The Uniform-Laplace Distribution and the
$D$-Test . . . . . . . . . . . . . . . . 249--255
Jian-Ying Rong and
Xu-Qing Liu On Superiority of Estimation Regarding
Pitman Closeness Criterion in General
Mixed Linear Models . . . . . . . . . . 256--265
Yulia Kotlyarova and
Victoria Zinde-Walsh Robust Estimation in Binary Choice
Models . . . . . . . . . . . . . . . . . 266--279
Arabin Kumar Dey and
Debasis Kundu Discriminating Between the Log-Normal
and Log-Logistic Distributions . . . . . 280--292
Getachew A. Dagne and
James Snyder Bayesian Analysis of Repeated Events
Using Event-Dependent Frailty Models: an
Application to Behavioral Observation
Data . . . . . . . . . . . . . . . . . . 293--310
M. Burkschat Linear Estimators and Predictors Based
on Generalized Order Statistics from
Generalized Pareto Distributions . . . . 311--326
Priyanka Aggarwal and
Ashok K. Bansal Robustness of Bayes Prediction Under
Error-in-Variables Superpopulation Model 327--339
Guodong Xing and
Shanchao Yang An Exponential Inequality for Strictly
Stationary and Negatively Associated
Random Variables . . . . . . . . . . . . 340--349
Ruiguang Song and
Kathleen McDavid Harrison and
Debra L. Hanson and
H. Irene Hall Correction of Bias in Imputing Missing
Values of Categorical Variables . . . . 350--362
Richard Huggins A Note on Estimating the Size of an Open
Population of Stationary Size . . . . . 363--371
Wolf Schwarz and
Jeff O. Miller Locking the Wiener Process to its
Level-Crossing Time . . . . . . . . . . 372--381
Christos H. Skiadas Guest Editor Preface . . . . . . . . . . . . . . . . 383--384
Frédéric Guyon and
Alain Guénoche An Evolutionary Distance Based on
Maximal Unique Matches . . . . . . . . . 385--397
Vladimir Rykov and
Dmitry Efrosinin Degradation Models with Random Life
Resources . . . . . . . . . . . . . . . 398--407
Leda D. Minkova Pólya--Aeppli Distribution of Order $k$ 408--415
Gérard Govaert and
Mohamed Nadif Latent Block Model for Contingency Table 416--425
Víctor Leiva and
Filidor Vilca and
N. Balakrishnan and
Antonio Sanhueza A Skewed Sinh-Normal Distribution and
Its Properties and Application to Air
Pollution . . . . . . . . . . . . . . . 426--443
Charilaos Skiadas and
Christos H. Skiadas Development, Simulation, and Application
of First-Exit-Time Densities to Life
Table Data . . . . . . . . . . . . . . . 444--451
Vassilly Voinov and
Natalie Pya A Note on Vector-Valued Goodness-of-Fit
Tests . . . . . . . . . . . . . . . . . 452--459
B. Yu Lemeshko and
S. B. Lemeshko and
S. N. Postovalov Statistic Distribution Models for Some
Nonparametric Goodness-of-Fit Tests in
Testing Composite Hypotheses . . . . . . 460--471
A. Karagrigoriou and
K. Mattheou On Distributional Properties and
Goodness-of-Fit Tests for Generalized
Measures of Divergence . . . . . . . . . 472--482
Sébastien Lê and
Jérôme Pag\`es DMFA: Dual Multiple Factor Analysis . . 483--492
P. Lenca and
S. Lallich and
B. Vaillant Construction of an Off-Centered Entropy
for the Supervised Learning of
Imbalanced Classes: Some First Results 493--507
Alessandra Durio and
Ennio Davide Isaia Clusters Detection in Regression
Problems: a Similarity Test Between
Estimated Models . . . . . . . . . . . . 508--516
N. Martin and
L. Pardo A New Measure of Leverage Cells in
Multinomial Loglinear Models . . . . . . 517--530
Julien Ah-Pine and
Jean-François Marcotorchino Unifying Some Association Criteria
Between Partitions by Using Relational
Matrices . . . . . . . . . . . . . . . . 531--542
Yann Guermeur Sample Complexity of Classifiers Taking
Values in R$^Q$, Application to
Multi-Class SVMs . . . . . . . . . . . . 543--557
Chongqi Zhang and
Heng Peng and
Jin-Ting Zhang Two Samples Tests for Functional Data 559--578
Babette A. Brumback On the Built-in Restrictions in Linear
Mixed Models, with Application to
Smoothing Spline Analysis of Variance 579--591
Shun Matsuura and
Nobuo Shinozaki Optimal Binning Strategies Under Squared
Error Loss in Selective Assembly with a
Tolerance Constraint . . . . . . . . . . 592--605
Mahmoud A. Mahmoud and
Alyaa R. Zahran A Multivariate Adaptive Exponentially
Weighted Moving Average Control Chart 606--625
Ioannis A. Koutrouvelis and
George C. Canavos and
Athanasios G. Kallioras Cumulant Plots for Assessing the Gamma
Distribution . . . . . . . . . . . . . . 626--641
Xiaoqian Sun and
Dongchu Sun and
Zhuoqiong He Bayesian Inference on Multivariate
Normal Covariance and Precision Matrices
in a Star-Shaped Model with Missing Data 642--666
Vassilly Voinov A Decomposition of Pearson--Fisher and
Dzhaparidze--Nikulin Statistics and Some
Ideas for a More Powerful Test
Construction . . . . . . . . . . . . . . 667--677
Jorge L. Bazán and
Heleno Bolfarine and
Márcia D. Branco A Framework for Skew-Probit Links in
Binary Regression . . . . . . . . . . . 678--697
M. Jabbari Nooghabi and
H. Jabbari Nooghabi and
P. Nasiri Detecting Outliers in Gamma Distribution 698--706
Han-Ying Liang Empirical Likelihood for Conditional
Density Under Left Truncation and $
\alpha $-Mixing Condition . . . . . . . 707--721
Hasan Hamdan Modeling Data with Flat Densities . . . 722--728
M. Mohammadpour and
A. R. Soltani Forward Moving Average Representation in
Multivariate $ {\rm MA}(1) $ Processes 729--737
S. G. Lehrke and
J. K. Ghorai Large Sample Properties of ML Estimator
of the Parameters of Multivariate
$O$-$U$ Random Fields . . . . . . . . . 738--752
Lovleen Kumar Grover A Correction Note on Improvement in
Variance Estimation Using Auxiliary
Information . . . . . . . . . . . . . . 753--764
Isaac K. M. Kwan and
Hailiang Yang Dependent Insurance Risk Model:
Deterministic Threshold . . . . . . . . 765--776
Nezhat Shakeri and
Gurprit Grover Estimation of Survivorship Function
Based on Doubly Censored Data with
Application to HIV/AIDS . . . . . . . . 777--790
Housila P. Singh and
Sunil Kumar and
Marcin Kozak Improved Estimation of Finite-Population
Mean Using Sub-Sampling to Deal with Non
Response in Two-Phase Sampling Scheme 791--802
Rabindra Nath Das and
Sung H. Park and
Manohar Aggarwal Robust Second-Order Slope-Rotatable
Designs with Maximum Directional
Variance . . . . . . . . . . . . . . . . 803--814
Yashi Wang and
Peng Zhao A Note on DRHR Preservation Property of
Generalized Order Statistics . . . . . . 815--822
Mario Lefebvre Nearly Gaussian Distributions and
Application . . . . . . . . . . . . . . 823--836
Daniel Dufresne The Beta Product Distribution with
Complex Parameters . . . . . . . . . . . 837--854
Jaerin Cho Rational Regression Models with
Continuous Chebyshev Design . . . . . . 855--873
Martin R. Petersen and
James A. Deddens Maximum Likelihood Estimation of the
Log-Binomial Model . . . . . . . . . . . 874--883
Héctor W. Gómez and
Luis M. Castro and
Hugo S. Salinas and
Heleno Bolfarine Properties and Inference on the
Skew-Curved-Symmetric Family of
Distributions . . . . . . . . . . . . . 884--898
Chanchal Kundu and
Asok K. Nanda Some Reliability Properties of the
Inactivity Time . . . . . . . . . . . . 899--911
Reinaldo B. Arellano-Valle and
Milton A. Cortés and
Héctor W. Gómez An Extension of the Epsilon-Skew-Normal
Distribution . . . . . . . . . . . . . . 912--922
Hu Yang and
Xinfeng Chang A New Two-Parameter Estimator in Linear
Regression . . . . . . . . . . . . . . . 923--934
Jun Hui and
Guangming Pan Limiting Spectral Distribution for Large
Sample Covariance Matrices with
$m$-Dependent Elements . . . . . . . . . 935--941
K. Jayakumar and
Miroslav M. Risti\'c and
Davis Antony Mundassery A Generalization to Bivariate
Mittag-Leffler and Bivariate Discrete
Mittag-Leffler Autoregressive Processes 942--955
Neda Farzinnia and
Kevin F. McCardle Bayesian Updating with Confounded
Signals . . . . . . . . . . . . . . . . 956--972
Roy T. Sabo and
N. Rao Chaganty Estimation Methods for an Autoregressive
Familial Correlation Structure . . . . . 973--991
Chang-Kyoon Son and
Ki-Hak Hong and
Gi-Sung Lee and
Jong-Min Kim The Calibration for Two-Phase Randomized
Response Estimator . . . . . . . . . . . 992--1012
Emmanuel N. Papadakis and
Efthymios G. Tsionas Multivariate Pareto Distributions:
Inference and Financial Applications . . 1013--1025
Sedigheh Shams A Convergent Iterative Procedure for
Constructing Bivariate Distributions . . 1026--1037
Frantisek Rublík A Note on Simultaneous Confidence
Intervals for Ratio of Variances . . . . 1038--1045
Debanjan Bhattacharjee and
Nitis Mukhopadhyay Stirling's Formula and Its Extensions:
Heuristic Approaches . . . . . . . . . . 1046--1053
Feng Li and
Lu Lin and
Xia Cui Covariate-Adjusted Partially Linear
Regression Models . . . . . . . . . . . 1054--1074
Jianxin Zhao and
Xingzhong Xu and
Xiaobo Ding New Goodness of Fit Tests Based on
Stochastic EDF . . . . . . . . . . . . . 1075--1094
Junfeng Shang A Multiple Comparison Procedure Based on
a Variant of the Schwarz Information
Criterion in a Mixed Model . . . . . . . 1095--1109
Linyuan Li and
Yimin Xiao A Note on Block-Thresholded Wavelet
Estimators with Correlated Noise . . . . 1111--1128
Yoichi Miyata Approximate Marginal Posterior
Distributions Using Asymptotic Modes . . 1129--1140
Ali Gannoun and
Jerome Saracco and
Keming Yu On Semiparametric Mode Regression
Estimation . . . . . . . . . . . . . . . 1141--1157
Jan Beirlant and
Armelle Guillou and
Gwladys Toulemonde Peaks-Over-Threshold Modeling Under
Random Censoring . . . . . . . . . . . . 1158--1179
Gemechis Dilba Djira Relative Potency Estimation in
Parallel-Line Assays --- Method
Comparison and Some Extensions . . . . . 1180--1189
Richard A. Chechile A Novel Bayesian Parameter Mapping
Method for Estimating the Parameters of
an Underlying Scientific Model . . . . . 1190--1201
Hee J. Park and
Sung H. Park Extension of Central Composite Design
for Second-Order Response Surface Model
Building . . . . . . . . . . . . . . . . 1202--1211
Gilberto A. Paula and
Francisco José A. Cysneiros Local Influence Under Parameter
Constraints . . . . . . . . . . . . . . 1212--1228
Bao-Hong Li and
Zhen-Qiu Sun and
Shi-Fu Dong Correspondence Analysis and Its
Application in Oncology . . . . . . . . 1229--1236
Hafiz M. R. Khan and
Serge B. Provost and
Ashima Singh Predictive Inference from a
Two-Parameter Rayleigh Life Model Given
a Doubly Censored Sample . . . . . . . . 1237--1246
Jinwen Chen Inference for Mixtures . . . . . . . . . 1247--1257
Ke-Ang Fu and
Li-Xin Zhang Characterization of LIL Behavior for
Non-Degenerate $B$-Valued $U$-Statistics 1258--1269
Nasser Davarzani and
Ahmad Parsian Bayesian Inference in Dependent Right
Censoring . . . . . . . . . . . . . . . 1270--1288
Enrico A. Colosimo and
Gustavo L. Gilardoni and
Wagner B. Santos and
Sergio B. Motta Optimal Maintenance Time for Repairable
Systems Under Two Types of Failures . . 1289--1298
Changliang Zou and
Yukun Liu and
Zhaojun Wang and
Runchu Zhang Adaptive Nonparametric Comparison of
Regression Curves . . . . . . . . . . . 1299--1320
Makoto Aoshima Organizing Editor A Path to the Special Issue on Recent
Advances in Statistical Inference --- In
Honor of Professor Masafumi Akahira . . 1321--1323
Makoto Aoshima and
Ken-Ichi Koike The Professional Career and
Contributions of Professor Masafumi
Akahira . . . . . . . . . . . . . . . . 1324--1342
Anonymous Referee Recognition . . . . . . . . . . 1343--1343
Yoshihiko Maesono Edgeworth Expansion and Normalizing
Transformation of Ratio Statistics and
Their Application . . . . . . . . . . . 1344--1358
Yoshiji Takagi On Characterization of Second-Order
Asymptotic Optimality Under Asymmetric
Loss Functions: Loss Coefficient Vector
and Admissibility . . . . . . . . . . . 1359--1372
N. Reid and
Y. Sun Assessing Sensitivity to Priors Using
Higher Order Approximations . . . . . . 1373--1386
Masafumi Akahira The First- and Second-Order
Large-Deviation Efficiency for an
Exponential Family and Certain Curved
Exponential Models . . . . . . . . . . . 1387--1403
Masahito Hayashi Two Non-Regular Extensions of Large
Deviation Bound . . . . . . . . . . . . 1404--1423
Yoshihide Kakizawa Second-Order Power Comparison of Tests 1424--1436
Chris Klaassen and
Shanti Venetiaan Optimizing Lengths of Confidence
Intervals: Fourth-Order Efficiency in
Location Models . . . . . . . . . . . . 1437--1448
Yuji Sakamoto and
Nakahiro Yoshida Asymptotic Expansion for Functionals of
a Marked Point Process . . . . . . . . . 1449--1465
Nitis Mukhopadhyay and
Debanjan Bhattacharjee A Note on Minimum Variance Unbiased
Estimation . . . . . . . . . . . . . . . 1466--1476
Hidekazu Tanaka Sufficient Conditions for the
Admissibility Under LINEX Loss Function
in Regular Case . . . . . . . . . . . . 1477--1489
Yoshihiko Konno Estimation of Multivariate Complex
Normal Covariance Matrices Under an
Invariant Quadratic Loss . . . . . . . . 1490--1497
Shinto Eguchi and
Koichi Yoshioka Maximum Regularized Likelihood Estimator
of Finite Mixtures with a Structural
Model . . . . . . . . . . . . . . . . . 1498--1510
Kazuyoshi Yata and
Makoto Aoshima Intrinsic Dimensionality Estimation of
High-Dimension, Low Sample Size Data
with $D$-Asymptotics . . . . . . . . . . 1511--1521
Satoshi Kuriki Distributions of the Largest Singular
Values of Skew-Symmetric Random Matrices
and their Applications to Paired
Comparisons . . . . . . . . . . . . . . 1522--1535
Jana Jurecková and
Marek Omelka Estimator of the Pareto Index Based on
Nonparametric Test . . . . . . . . . . . 1536--1551
Tatsuya Kubokawa and
Nyambaa Erdembat On Testing Linear Hypothesis in a Nested
Error Regression Model . . . . . . . . . 1552--1562
Taka-Aki Shiraishi Multiple Comparisons Based on
Studentized $M$-Statistics in a
Randomized Block Design . . . . . . . . 1563--1573
Yoshikazu Takada A Three-Stage Selection Procedure With
an Exact Consistency . . . . . . . . . . 1574--1584
Ken-Ichi Koike Sequential Estimation Procedures for End
Points of Support in a Non-Regular
Distribution . . . . . . . . . . . . . . 1585--1596
Jay Bartroff and
Tze Leung Lai Multistage Tests of Multiple Hypotheses 1597--1607
B. L. S. Prakasa Rao Nonparametric Density Estimation for
Functional Data via Wavelets . . . . . . 1608--1618
Ursula U. Müller and
Wolfgang Wefelmeyer Estimation in Nonparametric Regression
with Non-Regular Errors . . . . . . . . 1619--1629
Tsutomu Watanabe and
Hiroshi Shiraishi and
Masanobu Taniguchi Cluster Analysis for Stable Processes 1630--1642
Hisayuki Hara and
Akimichi Takemura A Localization Approach to Improve
Iterative Proportional Scaling in
Gaussian Graphical Models . . . . . . . 1643--1654
Taiji Suzuki and
Fumiyasu Komaki On Prior Selection and Covariate Shift
of $ \beta $-Bayesian Prediction Under $
\alpha $-Divergence Risk . . . . . . . . 1655--1673
Valérie Chavez-Demoulin and
Paul Embrechts Revisiting the Edge, Ten Years On . . . 1674--1688
Efthymios G. Tsionas Bayesian Analysis of Poisson Regression
with Lognormal Unobserved Heterogeneity:
With an Application to the Patent-R&D
Relationship . . . . . . . . . . . . . . 1689--1706
Haim Shore and
Fatina A'wad Statistical Comparison of the Goodness
of Fit Delivered by Five Families of
Distributions Used in Distribution
Fitting . . . . . . . . . . . . . . . . 1707--1728
Shubiao Li and
Dennis Black and
Carl Lee and
Felix Famoye and
Sung Li Dependence Models Arising from the
Lagrangian Probability Distributions . . 1729--1742
F. L. Chen and
C. H. Yeh Economic Design of VSI $x$-Bar Control
Charts for Non Normally Distributed Data
under $ {\rm Gamma}(\lambda, 2)$ Failure
Models . . . . . . . . . . . . . . . . . 1743--1760
Panagis Moschopoulos and
Max Shpak The Distribution of Family Sizes Under a
Time-Homogeneous Birth and Death Process 1761--1775
S. Stylianou Foldover Conference Designs for
Screening Experiments . . . . . . . . . 1776--1784
E. Mahmoudi and
H. Zakerzadeh Generalized Poisson--Lindley
Distribution . . . . . . . . . . . . . . 1785--1798
Sanzhi Shi and
Lixin Song Comparison of Nonparametric Components
in Two Partially Linear Models . . . . . 1799--1816
David Kaziska and
Anuj Srivastava Joint Gait-Cadence Analysis for Human
Identification Using an Elastic Shape
Framework . . . . . . . . . . . . . . . 1817--1831
Livio Finos and
Chiara Brombin and
Luigi Salmaso Adjusting Stepwise $p$-Values in
Generalized Linear Models . . . . . . . 1832--1846
Guangbao Guo and
Shaoling Lin Schwarz Method for Penalized
Quasi-Likelihood in Generalized Additive
Models . . . . . . . . . . . . . . . . . 1847--1854
H. A. Muttlak and
W. A. Abu-Dayyeh and
M. F. Saleh and
E. Al-Sawi Estimating $ P(Y < X) $ using Ranked Set
Sampling in Case of the Exponential
Distribution . . . . . . . . . . . . . . 1855--1868
Jing Chang and
David J. Olive OLS for $1$D Regression Models . . . . . 1869--1882
Patrick Fitzsimmons and
Tucker McElroy On Joint Fourier--Laplace Transforms . . 1883--1885
Siva Sivaganesan and
Dongming Jiang Objective Bayesian Testing of a Poisson
Mean . . . . . . . . . . . . . . . . . . 1887--1897
Peixin Zhao and
Liugen Xue Empirical Likelihood Inferences for
Semiparametric Varying-Coefficient
Partially Linear Models with
Longitudinal Data . . . . . . . . . . . 1898--1914
Jin Xu Asymptotic Expansion of the Non Null
Distribution of the Two-Sample
$t$-Statistic Under Non Normality with
Application in Power Comparison . . . . 1915--1921
Yong Zhang and
XiaoYun Yang Limit Theory for Random Coefficient
First-Order Autoregressive Process . . . 1922--1931
Jun-Qiang Yang and
Xuewen Lu and
Radhey S. Singh Semiparametric Estimation for Two-Sample
Location-Scale Models under Type I
Censorship . . . . . . . . . . . . . . . 1932--1950
N. K. Sajeevkumar and
P. Yageen Thomas Use of Spacings in the Estimation of
Common Scale Parameter of Several
Distributions . . . . . . . . . . . . . 1951--1959
Amina Barhdadi and
Sorana Froda An Exact Test for Additivity in Two-Way
Tables under Biadditive Modelling . . . 1960--1978
S. Satheesh and
E. Sandhya and
T. Lovely Abraham Limit Distributions of Random Sums of $
Z_+ $-Valued Random Variables . . . . . 1979--1984
Vanessa Kuentz and
Beno\^\it Liquet and
Jérôme Saracco Bagging Versions of Sliced Inverse
Regression . . . . . . . . . . . . . . . 1985--1996
Daniel Ventosa-Santaul\`aria Spurious Instrumental Variables . . . . 1997--2007
Zhao Yang and
James W. Hardin and
Cheryl L. Addy Score Tests for Zero-Inflation in
Overdispersed Count Data . . . . . . . . 2008--2030
Manuel Galea and
Patricia Giménez Estimation and Testing in Elliptical
Functional Measurement Error Models . . 2031--2045
S. W. Human and
S. Chakraborti and
C. F. Smit Nonparametric Shewhart-Type Sign Control
Charts Based on Runs . . . . . . . . . . 2046--2062
Vivian Yi-Ju Chen and
Vernon M. Chinchilli A Generalized Correlation Coefficient
for the General Two-Treatment Crossover
Design . . . . . . . . . . . . . . . . . 2063--2080
Tetsuto Himeno A Test for the Equality of Means of Two
Groups with Different Variances When the
Sample Size and the Dimension are Large 2081--2093
M. Bolbolian Ghalibaf and
N. Eghbal and
M. Amini and
H. A. Azarnoosh and
A. Bozorgnia Aspects of Dependence in Cuadras--Auge
Family . . . . . . . . . . . . . . . . . 2094--2107
Ilknur Özmen and
Haydar Demirhan A Bayesian Approach for Zero-Inflated
Count Regression Models by Using the
Reversible Jump Markov Chain Monte Carlo
Method and an Application . . . . . . . 2109--2127
Robert L. Mason and
Youn-Min Chou and
John C. Young Decomposition of Scatter Ratios Used in
Monitoring Multivariate Process
Variability . . . . . . . . . . . . . . 2128--2145
Yasutaka Chiba An Approach for Estimating Causal
Effects in Randomized Trials with
Noncompliance . . . . . . . . . . . . . 2146--2156
Nalini Mahalingam and
Alwell Oyet Score Test for Homogeneity of Variances
in Longitudinal Time Series Via Wavelets 2157--2171
Abbas Rasouli and
N. Balakrishnan Exact Likelihood Inference for Two
Exponential Populations Under Joint
Progressive Type-II Censoring . . . . . 2172--2191
Xu-Qing Liu and
Jian-Ying Rong Admissible Estimation for Linear
Combination of Fixed and Random Effects
in General Mixed Linear Models . . . . . 2192--2204
Peter Congdon Assessing Differential Area Mortality
Trends via Bayesian Random Effects . . . 2205--2230
Paloma Main and
Hilario Navarro Conditional Specification with
Exponential Power Distributions . . . . 2231--2240
D. Campos and
C. E. Martínez and
A. Contreras-Cristán and
F. O'Reilly Inferences for Mixtures of Distributions
for Centrally Censored Data with Partial
Identification . . . . . . . . . . . . . 2241--2263
L. Ramprasath and
T. M. Durairajan Locally Maximin Test for the Mixture
Proportion with Type-I Censoring . . . . 2264--2270
V. Fakoor and
N. Nakhaei Rad Strong Gaussian Approximations of
Product-Limit and Quantile Processes for
Strong Mixing and Censored Data . . . . 2271--2279
Qunshu Ren and
Majid Mojirsheibani A Note on Nonparametric Regression with
$ \beta $-Mixing Sequences . . . . . . . 2280--2287
Fabrizio Durante and
Rachele Foschi and
Peter Sarkoci Distorted Copulas: Constructions and
Tail Dependence . . . . . . . . . . . . 2288--2301
Peng Zeng and
Yu Zhu and
Kevin T. Phelps Bounds on the Maximum Number of Factors
in Designs with Two Distinct Groups of
Factors . . . . . . . . . . . . . . . . 2302--2310
Tadashi Dohi and
Shey-Huei Sheu Preface . . . . . . . . . . . . . . . . 2311--2311
Shui-Ching Chang and
Tze Fen Li Bayes Empirical Bayes Classification of
Components Using Masked Data . . . . . . 2312--2320
Ki Mun Jung and
Sung Sil Han and
Dong Ho Park A Bayesian Approach to Maintenance
Policy Based on Cost and Downtime After
Non-Renewing Warranty . . . . . . . . . 2321--2332
Y. Yamaguchi and
H. Okamura and
T. Dohi A Variational Bayesian Approach for
Estimating Parameters of a Mixture of
Erlang Distribution . . . . . . . . . . 2333--2350
Chien-Wei Wu and
P. H. Huang Generalized Confidence Intervals for
Comparing the Capability of Two
Processes . . . . . . . . . . . . . . . 2351--2364
Ho Gyun Kim and
Won Young Yun A Repair-Time Limit Replacement Policy
With Estimation Error . . . . . . . . . 2365--2378
Shey-Huei Sheu and
Chin-Chih Chang and
Yen-Luan Chen A Generalized Periodic Preventive
Maintenance Model With Virtual Age for a
System Subjected to Shocks . . . . . . . 2379--2393
Cunhua Qian and
Dingzhou Zhang and
Xufeng Zhao and
Toshio Nakagawa A Maintenance Policy for a Parallel
System With Cascading Failure . . . . . 2394--2403
Jih-An Chen and
Yu-Hung Chien Optimal Spare Ordering Time for
Preventive Replacement to Maximize the
Cost Effectiveness . . . . . . . . . . . 2404--2421
Yu-Hung Chien and
Mingchih Chen An Optimal Age for Preventive
Replacement Under Fully Renewing
Combination Free Replacement and Pro
Rata Warranty . . . . . . . . . . . . . 2422--2439
Shin-Guang Chen and
Yi-Kuei Lin An Approximate Algorithm for the Robust
Design in a Stochastic-Flow Network . . 2440--2454
Xujie Jia and
Lirong Cui and
Jinqiu Yan A Study on the Reliability of
Consecutive $k$-Out-of-$n$: $G$ Systems
Based on Copula . . . . . . . . . . . . 2455--2472
N. Balakrishnan and
Enrique Castillo and
José María Sarabia Bivariate Continuous Distributions with
Specified Conditional Hazard Functions 2473--2484
Pi-Hsiang Huang Two-Level Designs in Blocks of Size Two
in Which All Main Effects and Two-Factor
Interactions Are Estimable . . . . . . . 2485--2491
Xi Chen and
Lu Lin Nonparametric Estimation for FBSDEs
Models with Applications in Finance . . 2492--2514
Chao-Ping Ting $D$-Optimal Two-Level Fractional
Factorial Designs of Resolution III with
Two Dispersion Factors . . . . . . . . . 2515--2532
Amal Helu and
Muhammad Abu-Salih and
Osama Alkam Bayes Estimation of Weibull Distribution
Parameters Using Ranked Set Sampling . . 2533--2551
Roy Cerqueti and
Mauro Costantini Some Nonparametric Asymptotic Results
for a Class of Stochastic Processes . . 2552--2560
D. S. Paolino Exact Inference for the $p$-th-Quantile
and the Reliability of the Two-Parameter
Exponential Distribution with Singly
Type II Censoring: a Standard Approach 2561--2572
Zhengyuan Wei and
Xinsheng Zhang and
Taifu Li On Stein Identity, Chernoff Inequality,
and Orthogonal Polynomials . . . . . . . 2573--2593
Yalian Li and
Hu Yang Two Kinds of Restricted Estimators in
Singular Linear Regression . . . . . . . 2594--2603
M. T. Alodat and
M. Y. Al-Rawwash and
I. M. Nawajah Inference about the Regression
Parameters Using Median-Ranked Set
Sampling . . . . . . . . . . . . . . . . 2604--2616
M. Denis and
N. Molinari Free Knot Splines with RJMCMC in
Survival Data Analysis . . . . . . . . . 2617--2629
M. A. Alkhamisi Ridge Estimation in Linear Models with
Autocorrelated Errors . . . . . . . . . 2630--2644
Farinetto Christian On Least Absolute Value Estimators for
Poisson Processes . . . . . . . . . . . 2645--2658
Liciana V. A. Silveira and
Enrico A. Colosimo and
José Raimundo de S. Passos A Generalized Log-Normal Model for
Grouped Survival Data . . . . . . . . . 2659--2666
Miki Aoyagi A Bayesian Learning Coefficient of
Generalization Error and Vandermonde
Matrix-Type Singularities . . . . . . . 2667--2687
Sylvan Wallenstein and
Carol Bodian and
Robin Herbert A Capture-Recapture Problem When
Information is Obtained From Two
Qualitatively Different Sources . . . . 2688--2700
N. Jafari Tabrizi and
N. Nematollahi Minimax Estimation of the Bounded
Parameter of Some Discrete Distributions
Under LINEX Loss Function . . . . . . . 2701--2710
Norou Diawara and
Mark Carpenter Mixture of Bivariate Exponential
Distributions . . . . . . . . . . . . . 2711--2720
Xiangrong Yin and
Bing Li A Note on the Invariance Law for
Surrogate Dimension Reduction . . . . . 2721--2724
Mayuri Pandya and
Prabha V. Jadav Bayes Estimation of Change Point in Non
Standard Mixture of Left-Truncated
Exponential With Unknown Proportions . . 2725--2742
Zhao Yang and
James W. Hardin and
Cheryl L. Addy Some Remarks on Testing Overdispersion
in Zero-Inflated Poisson and Binomial
Regression Models . . . . . . . . . . . 2743--2752
Marek Kaluszka and
Andrzej Okolewski Bounds for Moments of the Maximum of
Concomitants of Selected Order
Statistics With Application . . . . . . 2753--2766
Subrata Chakraborty On Some Distributional Properties of the
Family of Weighted Generalized Poisson
Distribution . . . . . . . . . . . . . . 2767--2788
Ashok K. Bansal and
Priyanka Aggarwal Bayes Prediction for a Stratified
Regression Superpopulation Model Using
Balanced Loss Function . . . . . . . . . 2789--2799
Tian Xia and
Xue-Ren Wang and
Xue-Jun Jiang Asymptotic Properties of the MLE in
Nonlinear Reproductive Dispersion Models
With Stochastic Regressors . . . . . . . 2800--2810
Lin Fuming and
Peng Zuoxiang Tail Behavior and Extremes of
Short-Tailed Symmetric Distribution . . 2811--2817
L. Al Labadi and
Z. Wang Modified Wynn's Sequential Algorithm for
Constructing $D$-Optimal Designs: Adding
Two Points at a Time . . . . . . . . . . 2818--2828
Amitava Mukherjee Semi-Sequential One-Shot Monitoring of
Small Disorders With Controlled Type I
Error Rate . . . . . . . . . . . . . . . 2829--2847
Miao-Yu Tsai A Hybrid Approximation Bayesian Test of
Variance Components for Longitudinal
Data . . . . . . . . . . . . . . . . . . 2849--2864
Seung-Ho Kang and
Yonghee Lee New Confidence Intervals for the
Proportion of Interest in One-Sample
Correlated Binary Data . . . . . . . . . 2865--2876
Pao-Sheng Shen Nonparametric Estimators of the
Bivariate Survival Function Under Left
Truncation and Right Censoring . . . . . 2877--2889
Lingyun Zhang and
Wenjiang Jiang and
Gemai Chen A Note on Bartlett's $M$Test for
Homogeneity of Variances . . . . . . . . 2890--2900
Fabrizio Durante and
Piotr Jaworski A New Characterization of Bivariate
Copulas . . . . . . . . . . . . . . . . 2901--2912
Daniel Grau New Capability Indices for Non Normal
Processes . . . . . . . . . . . . . . . 2913--2929
Ulrich Menzefricke Control Charts for the Variance and
Coefficient of Variation Based on Their
Predictive Distribution . . . . . . . . 2930--2941
Ulrich Menzefricke Multivariate Exponentially Weighted
Moving Average Charts for a Mean Based
on Its Prediction Distribution . . . . . 2942--2960
Ching-Chun Huang and
Fei-Long Chen Economic Design of Max Charts . . . . . 2961--2976
Wen Yu Empirical Likelihood Method for General
Additive-Multiplicative Hazard Models 2977--2990
Douglas J. Taylor and
Mark A. Weaver and
Natalie Cheung Hall A Proportional Odds Beta-Binomial Model
for Evaluating the Effect of Treatment
in Cross-Over Studies with Baseline
Covariates: an Application to Condom
Failure Data . . . . . . . . . . . . . . 2991--3000
Javid Shabbir and
Sat Gupta Some Estimators of Finite Population
Variance of Stratified Sample Mean . . . 3001--3008
Anonymous Corrigendum . . . . . . . . . . . . . . 3009--3009
Hidekazu Tanaka and
Masashi Tatsukawa On the Admissibility of Linear
Estimators in a Multivariate Normal
Distribution Under LINEX Loss Function 3011--3020
Xue-Dong Chen and
Nian-Sheng Tang and
Xue-Ren Wang Influence Diagnostics of Semiparametric
Nonlinear Reproductive Dispersion Models 3021--3040
Ying Zhou Multiple Interval Mapping for
Quantitative Trait Loci via EM Algorithm
in the Presence of Crossover
Interference . . . . . . . . . . . . . . 3041--3057
Jafar Ahmadi and
Mahdi Doostparast and
Ahmad Parsian Bayes Estimation Based on Random
Censored Data for Some Life Time Models
Under Symmetric and Asymmetric Loss
Functions . . . . . . . . . . . . . . . 3058--3071
Mohammad Z. Raqab Attainability of the Upper Bounds for
the Mean Past Lifetime of Parallel
System Components . . . . . . . . . . . 3072--3080
Hu Yang and
Wenxue Li and
Jianwen Xu Comparison of Two Estimators of
Parameters Under Pitman Nearness
Criterion . . . . . . . . . . . . . . . 3081--3094
Jiang Hui Berry--Esséen Bound for a Class of
Normalized $L$-Statistics . . . . . . . 3095--3107
Julio Mulero and
Franco Pellerey Bivariate Aging Properties under
Archimedean Dependence Structures . . . 3108--3121
Zhu Wang Tests for Paired Lifetime Data with
Frailty Models . . . . . . . . . . . . . 3122--3139
Xiuqing Zhou and
Ningzhong Shi Methods of Statistical Inference for
Median Regression Models with Doubly
Censored Data . . . . . . . . . . . . . 3140--3152
Constantinos Petropoulos A Class of Improved Estimators for the
Scale Parameter of a Mixture Model of
Exponential Distribution with Unknown
Location . . . . . . . . . . . . . . . . 3153--3162
Chang-Kyoon Son and
Jong-Min Kim and
Ki-Hak Hong and
Gi-Sung Lee Calibration for Randomized Response
Estimators . . . . . . . . . . . . . . . 3163--3177
Pao-Sheng Shen Semiparametric Analysis of Doubly
Truncated Data . . . . . . . . . . . . . 3178--3190
Jirí Andel and
Sárka Doslá Bernoulli Processes with Non-Positive
Correlations . . . . . . . . . . . . . . 3191--3201
M. S. Chikkagoudar and
B. S. Biradar Rank Tests for Two-Sample Problems Based
on Multiple Type-II Censored Data . . . 3203--3221
Feng-Shou Ko Using Frailty Models to Identify the
Longitudinal Biomarkers in Survival
Analysis . . . . . . . . . . . . . . . . 3222--3237
Silvia Figini and
Pierpaolo Uberti Model Assessment for Predictive
Classification Models . . . . . . . . . 3238--3244
Giancarlo Diana and
Pier Francesco Perri Improved Estimators of the Population
Mean for Missing Data . . . . . . . . . 3245--3251
Mansour Aghababaei Jazi and
Mohammad Hossein Alamatsaz Ordering Comparison of Logarithmic
Series Random Variables with their
Mixtures . . . . . . . . . . . . . . . . 3252--3263
G. N. Singh and
Jaishree Prabha Karna Some Imputation Methods to Minimize the
Effect of Non Response in Two-Occasion
Rotation Patterns . . . . . . . . . . . 3264--3281
S. K. Khilare and
D. T. Shirke A Nonparametric Synthetic Control Chart
Using Sign Statistic . . . . . . . . . . 3282--3293
Christopher Louden and
Anuradha Roy Classification Rules under
Autoregressive and General Circulant
Covariance . . . . . . . . . . . . . . . 3294--3315
Fei Li and
Yifeng Xue The Density Functions of the Singular
Quaternion Normal Matrix and the
Singular Quaternion Wishart Matrix . . . 3316--3331
Alicja Jokiel-Rokita and
Ryszard Magiera Minimum Risk Invariant Estimators of a
Continuous Cumulative Distribution
Function . . . . . . . . . . . . . . . . 3332--3342
Mátyás Barczy and
Márton Ispány and
Gyula Pap and
Manuel Scotto and
Maria Eduarda Silva Innovational Outliers in $ {\rm INAR}(1)
$ Models . . . . . . . . . . . . . . . . 3343--3362
P. C. Wang A Simple Method for Obtaining Minimum
Aberration Designs . . . . . . . . . . . 3363--3370
Xiaobing Zhao and
Xian Zhou Semiparametric Estimation in
Transformation Models with Cure Fraction 3371--3388
Yang Xing Rates of Posterior Convergence for iid
Observations . . . . . . . . . . . . . . 3389--3398
Yanqin Feng and
Guoxin Zuo A Unified Approach to Likelihood
Inference on Linear Inequality
Constraints in Contingency Tables . . . 3399--3420
Wei Wang and
Wensheng Wang Pricing Vulnerable Options Under a
Markov-Modulated Regime Switching Model 3421--3433
Ganesh Dutta and
Premadhis Das and
Nripes K. Mandal $D$-Optimal Designs for Covariate
Parameters in Block Design Set Up . . . 3434--3443
Walter Racugno and
Alessandra Salvan and
Laura Ventura Bayesian Analysis in Regression Models
Using Pseudo-Likelihoods . . . . . . . . 3444--3455
Housila P. Singh and
Gajendra K. Vishwakarma Estimation of Mean Using Auxiliary
Information and Post-Stratification . . 3456--3471
E. Porcu and
J. Mateu and
C. Comas A Note on Continuous Spatial-Temporal
Dynamics of Stochastic Processes . . . . 3472--3484
Davinder Kumar Garg Pseudo New Modified Latin Square $ ({\rm
NML}_m(m)) $ Type PBIB Designs . . . . . 3485--3491
Sang-Ho Lee and
Chi-Hyuck Jun A New Control Scheme Always Better Than
$X$-Bar Chart . . . . . . . . . . . . . 3492--3503
Hong Shu and
Xinsheng Ma and
Chunsheng Ma Isotropic Random Fields with the von
Kármán--Whittle Type Correlation Structure 3504--3512
Xiuli Wang and
Fang Chen and
Lu Lin Empirical Likelihood Inference for the
Parameter in Additive Partially Linear
EV Models . . . . . . . . . . . . . . . 3513--3524
Yunqing Lu A Revised Version of McNemar's Test for
Paired Binary Data . . . . . . . . . . . 3525--3539
Tony Vangeneugden and
Geert Molenberghs and
Annouschka Laenen and
Helena Geys and
Caroline Beunckens and
Cristina Sotto Marginal Correlation in Longitudinal
Binary Data Based on Generalized Linear
Mixed Models . . . . . . . . . . . . . . 3540--3557
F. Alqallaf and
A. R. Soltani and
N. Al-Kandari Continuity and Analysis of Sequences of
Principal Components . . . . . . . . . . 3558--3567
R. N. Rattihalli and
P. Y. Patil Generalized $ \upsilon $-Spherical
Densities . . . . . . . . . . . . . . . 3568--3583
Yongming Li and
Chengdong Wei and
Shanchao Yang The Recursive Kernel Distribution
Function Estimator Based on Negatively
and Positively Associated Sequences . . 3585--3595
H. A. Mardani-Fard and
S. M. Sadooghi-Alvandi and
Z. Shishebor Bounds on Bivariate Distribution
Functions with Given Margins and Known
Values at Several Points . . . . . . . . 3596--3621
Yuanjia Wang and
Daniel Rabinowitz Efficient Nonparametric Estimation from
Kin-Cohort Data . . . . . . . . . . . . 3622--3634
Michael R. Flynn Constrained Maximization of the
Shapiro--Wilk $W$ Statistic to Estimate
Parameters of the Johnson $ S_B$
Distribution . . . . . . . . . . . . . . 3635--3644
S. Baratpour Characterizations Based on Cumulative
Residual Entropy of First-Order
Statistics . . . . . . . . . . . . . . . 3645--3651
N. Balakrishnan and
I. S. Triantafyllou and
M. V. Koutras A Distribution-Free Control Chart Based
on Order Statistics . . . . . . . . . . 3652--3677
Michael B. C. Khoo and
S. Y. Teh and
Zhang Wu Monitoring Process Mean and Variability
with One Double EWMA Chart . . . . . . . 3678--3694
Yuri Goegebeur and
Jan Beirlant and
Tertius De Wet Generalized Kernel Estimators for the
Weibull-Tail Coefficient . . . . . . . . 3695--3716
John A. Kairalla and
Keith E. Muller and
Christopher S. Coffey Combining an Internal Pilot with an
Interim Analysis for Single Degree of
Freedom Tests . . . . . . . . . . . . . 3717--3738
Andrea A. Prudente and
Gauss M. Cordeiro Generalized Weibull Linear Models . . . 3739--3755
Do Le (Paul) Minh and
Nicholas R. Farnum A New Fixed Point Iteration to Find
Percentage Points for Distributions on
the Positive Axis . . . . . . . . . . . 1--7
Yu Miao and
Ying-Xia Chen and
Shou-Fang Xu Asymptotic Properties of the Deviation
Between Order Statistics and
$p$-Quantile . . . . . . . . . . . . . . 8--14
Jaime Arrue and
Héctor W. Gómez and
Héctor Varela and
Heleno Bolfarine On the Skew-Normal-Cauchy Distribution 15--27
Xingzhong Xu and
Qian Zhang and
Xiaobo Ding Hypothesis Testing and Confidence
Regions for the Mean Sojourn Time of an
M/M/1 Queueing System . . . . . . . . . 28--39
M. Abbasnejad and
N. R. Arghami Renyi Entropy Properties of Order
Statistics . . . . . . . . . . . . . . . 40--52
Anoop Chaturvedi and
Suchita Kesarwani Effect of Misspecifying the Disturbance
Covariance Matrix on a Family of
Shrinkage Estimators . . . . . . . . . . 53--67
A. Asgharzadeh and
A. Fallah Estimation and Prediction for
Exponentiated Family of Distributions
Based on Records . . . . . . . . . . . . 68--83
Li-Ping Zhu Extending the Scope of Inverse
Regression Methods in Sufficient
Dimension Reduction . . . . . . . . . . 84--95
Rostyslav Maiboroda and
Olena Sugakova Generalized Estimating Equations for
Symmetric Distributions Observed with
Admixture . . . . . . . . . . . . . . . 96--116
K. Krishnamoorthy and
Xiaodong Lian and
Sumona Mondal Tolerance Intervals for the Distribution
of the Difference Between Two
Independent Normal Random Variables . . 117--129
Guo-Dong Xing and
Shan-Chao Yang Precise Rates in the Law of the Iterated
Logarithm for Associated Random
Variables . . . . . . . . . . . . . . . 130--144
K. Teerapabolarn Non Uniform Bounds on Geometric
Approximation Via Stein's Method and
$w$-Functions . . . . . . . . . . . . . 145--158
Guo Chen and
Hiroki Tsurumi Probit and Logit Model Selection . . . . 159--175
Mustafa Nadar Local Convergence Rate of Mean Squared
Error in Density Estimation . . . . . . 176--185
Peiyan Qi and
Zheng Tian and
Xifa Duan Detection of Change Point in
Nonparametric Function with Unit-Root
Noise by Wavelet . . . . . . . . . . . . 187--198
Javid Shabbir and
Sat Gupta On Estimating Finite Population Mean in
Simple and Stratified Random Sampling 199--212
Ricardo Leiva and
Anuradha Roy A Quadratic Classification Rule with
Equicorrelated Training Vectors for Non
Random Samples . . . . . . . . . . . . . 213--231
Artur J. Lemonte and
Silvia L. P. Ferrari Small-Sample Corrections for Score Tests
in Birnbaum--Saunders Regressions . . . 232--243
Ian Fellows The Minimaxity of the Mid $p$-value
under Linear and Squared Loss Functions 244--254
Frans E. S. Tan Conditions for $ D_A $-Maximin Marginal
Designs for Generalized Linear Mixed
Models to be Uniform . . . . . . . . . . 255--266
Maude Gathy and
Claude Lef\`evre On Markov--Pólya Distribution and the
Katz Family of Distributions . . . . . . 267--278
Chiranjit Mukhopadhyay and
Mathews P. Samuel Bayesian Analysis of a Superimposed
Renewal Process . . . . . . . . . . . . 279--303
Fu-Kwun Wang and
Chih-Wen Lee An $M$-Estimator for Estimating the
Extended Burr Type III Parameters with
Outliers . . . . . . . . . . . . . . . . 304--322
M. Bolbolian Ghalibaf and
V. Fakoor and
H. A. Azarnoosh Asymptotic Behaviors of the Lorenz Curve
for Censored Data Under Strong Mixing 323--332
Xiaohu Li and
Peng Zhao On the Mixture of Proportional Odds
Models . . . . . . . . . . . . . . . . . 333--344
Chun-Ying Chen and
Pei-Ju Chou and
Jeff Yu-Shun Hsu and
Wisely Po-Hong Liu and
Yuh-Dauh Lyuu and
Chuan-Ju Wang A Closed-Form Formula for an Option with
Discrete and Continuous Barriers . . . . 345--357
C. Demattei and
L. Cucala Multiple Spatio-Temporal Cluster
Detection for Case Event Data: an
Ordering-Based Approach . . . . . . . . 358--372
Warangkhana Keerativibool and
Jirawan Jitthavech and
Vichit Lorchirachoonkul Model Selection in a System of
Simultaneous Equations Model . . . . . . 373--393
Hanchao Wang and
Zhengyan Lin Local Linear Estimation of Second-Order
Diffusion Models . . . . . . . . . . . . 394--407
Terry L. Mashtare, Jr. and
Alan D. Hutson Utilizing the Flexibility of the
Epsilon-Skew-Normal Distribution for
Tobit Regression Problems . . . . . . . 408--423
Yiping Yang and
Liugen Xue and
Weihu Cheng The Empirical Likelihood Goodness-of-Fit
Test for a Regression Model with
Randomly Censored Data . . . . . . . . . 424--435
Michael G. Hudgens and
Hae-Young Kim Optimal Configuration of a Square Array
Group Testing Algorithm . . . . . . . . 436--448
Xiaofeng Liu The Effect of a Covariate on Standard
Error and Confidence Interval Width . . 449--456
Ashis Sengupta and
Fidelis I. Ugwuowo A Classification Method for Directional
Data with Application to the Human Skull 457--466
Qunying Wu and
Yuanying Jiang The Strong Consistency of $M$ Estimator
in a Linear Model for Negatively
Dependent Random Samples . . . . . . . . 467--491
Haixiang Zhang and
Dehui Wang and
Fukang Zhu The Empirical Likelihood for First-Order
Random Coefficient Integer-Valued
Autoregressive Processes . . . . . . . . 492--509
G. G. Hamedani and
Hans Volkmer On the Distributions of Certain Spacings 510--514
Matthew J. Gurka and
Lloyd J. Edwards Estimating Variance Components and
Random Effects Using the Box--Cox
Transformation in the Linear Mixed Model 515--531
Yujie Huang and
Lixin Song $M$-Estimator of a Generalized Linear
Model with Measurement Errors . . . . . 532--546
Serkan Eryilmaz and
Funda Isçioglu Reliability Evaluation for a Multi-State
System Under Stress-Strength Setup . . . 547--558
Zhi-Wen Zhao and
De-Hui Wang Empirical Likelihood for an
Autoregressive Model with Explanatory
Variables . . . . . . . . . . . . . . . 559--570
Yu Miao and
Guangyu Yang and
Jianyong Mu Minimum $ L_p $ Norm Estimator for
Simple Linear Regressive Model . . . . . 571--580
Rossita M. Yunus and
Shahjahan Khan Increasing the Power of the Test Through
Pre-Test --- a Robust Method . . . . . . 581--597
Antonio Fernández and
Manuel Vázquez A Generalized Regression Methodology for
Bivariate Heteroscedastic Data . . . . . 598--621
Jean-Philippe Boucher and
Montserrat Guillen A Semi-Nonparametric Approach to Model
Panel Count Data . . . . . . . . . . . . 622--634
Hooshang Talebi and
Nabaz Esmailzadeh Weighted Searching Probability for
Classes of Equivalent Search Designs
Comparison . . . . . . . . . . . . . . . 635--647
Khosrow Fazli Power Loss for Inhomogeneous Poisson
Processes . . . . . . . . . . . . . . . 648--662
Mosisa Aga Edgeworth Expansion for Linear
Regression Processes with Long-Memory
Errors . . . . . . . . . . . . . . . . . 663--673
Michael Lechner A Note on the Relation of
Inverse-Probability-Weighting and
Matching Estimators . . . . . . . . . . 674--683
Mahmood Shafiee and
Stefanka Chukova and
Mohammad Saidi-Mehrabad and
Seyed Taghi Akhavan Niaki Two-Dimensional Warranty Cost Analysis
for Second-Hand Products . . . . . . . . 684--701
Mohammad Saber Fallah Nezhad and
Seyed Taghi Akhavan Niaki A Multi-Stage Two-Machines Replacement
Strategy Using Mixture Models, Bayesian
Inference, and Stochastic Dynamic
Programming . . . . . . . . . . . . . . 702--725
W. F. Scott and
B. Stewart Tables for the Lilliefors and Modified
Cramér--von Mises Tests of Normality . . 726--730
Eugenia Stoimenova The Power of Exceedance-Type Tests Under
Lehmann Alternatives . . . . . . . . . . 731--744
Vivek Vijay Relationships Between Full and Layer
Models with Applications to Level
Merging . . . . . . . . . . . . . . . . 745--761
Philip Prescott Orthogonally Blocked Mixture Experiments
in Ellipsoidal Restricted Regions . . . 763--784
M. Herrador and
M. D. Esteban and
T. Hobza and
D. Morales A Fay--Herriot Model with Different
Random Effect Variances . . . . . . . . 785--797
Wagner Barreto-Souza and
Gauss M. Cordeiro and
Alexandre B. Simas Some Results for Beta Fréchet
Distribution . . . . . . . . . . . . . . 798--811
Fang Liu Estimation Bias in Complete-Case
Analysis in Crossover Studies with
Missing Data . . . . . . . . . . . . . . 812--827
Bernard De Baets and
Hans De Meyer and
Manuel Úbeda-Flores Constructing Copulas with Given Diagonal
and Opposite Diagonal Sections . . . . . 828--843
Qiqing Yu and
Chingfu Sen and
Jinlong Huang and
Chinsan Lee Is Each NPMLE of a Continuous Bivariate
Distribution Function with Singly
Right-Censored Data Really Inconsistent? 844--862
Samuel O. M. Manda A Nonparametric Frailty Model for
Clustered Survival Data . . . . . . . . 863--875
Marko Nagode and
Matija Fajdiga The REBMIX Algorithm and the Univariate
Finite Mixture Estimation . . . . . . . 876--892
Minh-Ngoc Tran A Criterion for Optimal Predictive Model
Selection . . . . . . . . . . . . . . . 893--906
H. S. Patil and
R. N. Rattihalli Fixed Width Confidence Interval for the
Parameter of $ U(\theta, m \theta) $
Distribution . . . . . . . . . . . . . . 907--915
Anna E. Bargagliotti and
Raymond N. Greenwell Statistical Significance of Ranking
Paradoxes . . . . . . . . . . . . . . . 916--928
Abdollah Bayati Eshkaftaki and
Ahmad Parsian Robust Bayes Estimation . . . . . . . . 929--941
Robert L. Mason and
Youn-Min Chou and
John C. Young Detection and Interpretation of a
Multivariate Signal Using Combined
Charts . . . . . . . . . . . . . . . . . 942--957
Xiaohu Li and
Rongfang Yan and
Xiaoxiao Hu On the Allocation of Redundancies in
Series and Parallel Systems . . . . . . 959--968
Xiaojian Xu and
Wai Kong Yuen Applications and Implementations of
Continuous Robust Designs . . . . . . . 969--988
Filippo Domma Bivariate Reversed Hazard Rate, Notions,
and Measures of Dependence and their
Relationships . . . . . . . . . . . . . 989--999
Qian Chen and
David E. Giles Finite-Sample Properties of the Maximum
Likelihood Estimator for the Poisson
Regression Model With Random Covariates 1000--1014
Zhensheng Huang Empirical Likelihood for a Partially
Linear Single-Index Measurement Error
Model with Right-Censored Data . . . . . 1015--1029
Ke-Ang Fu Exact Moment Convergence Rates of
$U$-Statistics . . . . . . . . . . . . . 1030--1040
Jixue Liu and
Shuyuan He Autoregressive Process with Measurement
Errors . . . . . . . . . . . . . . . . . 1041--1048
Miguel A. Gómez-Villegas and
Beatriz González-Pérez A Bayesian Analysis for the Homogeneity
Testing Problem Using $ \epsilon
$-Contaminated Priors . . . . . . . . . 1049--1062
Monjed Hisham Samuh and
Mohammad Fraiwan Al-Saleh The Effectiveness of Multistage Ranked
Set Sampling in Stratifying the
Population . . . . . . . . . . . . . . . 1063--1080
Sugata Sen Roy and
Sankha Bhattacharya Rate of Convergence to Normality of
Estimators in a Random Coefficient $
{\rm ARMA}(p, q) $ Model . . . . . . . . 1081--1092
José María Sarabia and
Emilio Gómez-Déniz Multivariate Poisson--Beta Distributions
with Applications . . . . . . . . . . . 1093--1108
Zhiming Xia and
Pengjiang Guo and
Wenzhi Zhao CUSUM Methods for Monitoring Structural
Changes in Structural Equations . . . . 1109--1123
Pawe\l R. Pordzik Orthogonality and Linear Sufficiency in
Partitioned and Reduced Linear Models 1124--1130
Caiya Zhang and
Yan Luo and
Zhengyan Lin On Two Types of Breakdown Points of
Weighted $ L^2 $-median . . . . . . . . 1131--1141
Nitis Mukhopadhyay and
Mun S. Son On the Covariance Between the Sample
Mean and Variance . . . . . . . . . . . 1142--1148
Qiang Liu Asymptotic Normality for the Partially
Linear EV Models with Longitudinal Data 1149--1158
M. H. Ngerng Recursive Nonparametric Estimation of
Local First Derivative Under Dependence
Conditions . . . . . . . . . . . . . . . 1159--1168
A. A. M. Nurunnabi and
A. H. M. Rahmatullah Imon and
M. Nasser A Diagnostic Measure for Influential
Observations in Linear Regression . . . 1169--1183
Ernest Fokoué and
Prem Goel An Optimal Experimental Design
Perspective on Radial Basis Function
Regression . . . . . . . . . . . . . . . 1184--1195
Abdullah Almasri A New Approach for Testing Periodicity 1196--1217
Roel Braekers and
Auguste Gaddah Flexible Modeling in the Koziol--Green
Model by a Copula Function . . . . . . . 1218--1235
J. Gani and
R. J. Swift An Immigration--Death Process with a
Time-Dependent Delay . . . . . . . . . . 1236--1240
Tõnu Kollo and
Tatjana Von Rosen and
Dietrich Von Rosen Estimation in High-Dimensional Analysis
and Multivariate Linear Models . . . . . 1241--1253
Zhanshou Chen and
Zheng Tian and
Ruibing Qin Monitoring Variance Change in Infinite
Order Moving Average Processes and
Nonstationary Autoregressive Processes 1254--1270
Robert G. Newcombe and
Markku M. Nurminen In Defence of Score Intervals for
Proportions and their Differences . . . 1271--1282
Nitis Mukhopadhyay On Sharp Jensen's Inequality and Some
Unusual Applications . . . . . . . . . . 1283--1297
Morteza Amini and
Jafar Ahmadi and
M. Razmkhah Fisher Information in Record Values and
Their Concomitants: a Comparison of Two
Sampling Schemes . . . . . . . . . . . . 1298--1314
Marco Giordan and
Giancarlo Diana A Clustering Method for Categorical
Ordinal Data . . . . . . . . . . . . . . 1315--1334
Yaohui Zheng and
Nanlian Cai A Note on the Relations Between Some
Concepts of Positive Dependence . . . . 1335--1341
Xuemei Hu The Block Empirical Likelihood Method of
the Semivarying Coefficient Model with
Application to Longitudinal Data . . . . 1342--1351
Amir Ahmadi-Javid Lower and Upper Bounds for Rectangular
Probabilities . . . . . . . . . . . . . 1352--1362
Elvan Ceyhan Spatial Clustering Tests Based on the
Domination Number of a New Random
Digraph Family . . . . . . . . . . . . . 1363--1395
Guo-Liang Fan and
Han-Ying Liang and
Hong-Xia Xu Empirical Likelihood for a
Heteroscedastic Partial Linear Model . . 1396--1417
Xu-Qing Liu and
Yan-Dong Wu and
Jian-Ying Rong Best Quadratic Unbiased Prediction in a
General Linear Model with Stochastic
Regression Coefficients . . . . . . . . 1418--1433
Jianhong Wu A Joint Test for Conditional
Heteroscedasticity in Dynamic Panel Data
Models . . . . . . . . . . . . . . . . . 1434--1444
P. Yageen Thomas and
T. G. Veena On an Application of Concomitants of
Order Statistics in Characterizing a
Family of Bivariate Distributions . . . 1445--1452
Yu-Pin Hu Likelihood Function and Canonical
Correlation Analysis of the Peña--Box
Model . . . . . . . . . . . . . . . . . 1453--1467
Anna Dudek and
Jacek Le\'skow A Bootstrap Algorithm for Data from a
Periodic Multiplicative Intensity
Function . . . . . . . . . . . . . . . . 1468--1489
Salim Bouzebda and
Nour-Eddin El Faouzi and
Tarek Zari On the Multivariate Two-Sample Problem
Using Strong Approximations of Empirical
Copula Processes . . . . . . . . . . . . 1490--1509
Xikui Wang and
Qier Tan and
Mikelis G. Bickis Clinical Trials with Exponential
Survival Times . . . . . . . . . . . . . 1510--1524
Yanhua Wang and
Shuyuan He Fisher Information in Left-Truncated
Data . . . . . . . . . . . . . . . . . . 1525--1532
Carole Toque and
Virginie Terraza Time Series Factorial Models with
Uncertainty Measures: Applications to
ARMA Processes and Financial Data . . . 1533--1544
Shun Matsuura Optimal Partitioning of Probability
Distributions under General Convex Loss
Functions in Selective Assembly . . . . 1545--1560
Rudy Gideon and
Adele Marie Rothan Location and Scale Estimation with
Correlation Coefficients . . . . . . . . 1561--1572
Mostafa K. Ardakani and
Debashis Das and
Shaun S. Wulff and
Timothy J. Robinson Estimation in Second-Order Models with
Errors in the Factor Levels . . . . . . 1573--1590
Zhengcheng Zhang Ordering New Conditional Residual
Lifetimes of $k$-out-of-$n$ Systems . . 1591--1600
Ya. Lumelskii and
V. Voinov and
E. Voinov and
M. Nikulin Approximate Confidence Limits for a
Proportion of the Pólya Distribution . . 1601--1619
Eric J. Beh and
Luigi D'ambra and
Biagio Simonetti Correspondence Analysis of Cumulative
Frequencies Using a Decomposition of
Taguchi's Statistic . . . . . . . . . . 1620--1632
Chen-Yu Li and
Yu-Pin Hu Robustness Comparison of the Peña--Box
Model and the Factor Model to Extract
Useful Predictors . . . . . . . . . . . 1633--1650
B. De Boeck and
O. Thas and
J. P. Ottoy Reweighted Smooth Tests of Goodness of
Fit . . . . . . . . . . . . . . . . . . 1651--1670
T. Baghfalaki and
M. Ganjali An EM Estimation Approach for Analyzing
Bivariate Skew Normal Data with Non
monotone Missing Values . . . . . . . . 1671--1686
M. B. Adam and
J. A. Tawn Modification of Pickands' Dependence
Function for Ordered Bivariate Extreme
Distribution . . . . . . . . . . . . . . 1687--1700
Haruhiko Ogasawara Asymptotic Expansions in Multi-Group
Analysis of Moment Structures with an
Application to Linearized Estimators . . 1701--1716
Agnieszka Stepie\'n-Baran Sequential Estimation of a Continuous
Distribution Function from Delayed
Observations . . . . . . . . . . . . . . 1717--1733
Jian-Hui Ning and
Kai-Tai Fang and
Yong-Dao Zhou Uniform Design for Experiments with
Mixtures . . . . . . . . . . . . . . . . 1734--1742
Robert G. Newcombe Measures of Location for Confidence
Intervals for Proportions . . . . . . . 1743--1767
Zhaoping Hong and
Heng Lian Inference of Genetic Networks from Time
Course Expression Data Using Functional
Regression with Lasso Penalty . . . . . 1768--1779
N. K. Sajeevkumar Use of Quasi-Ranges in the Estimation of
Scale Parameter of a Symmetric
Distribution . . . . . . . . . . . . . . 1780--1786
B. N. Mandal and
V. K. Gupta and
Rajender Parsad Construction of Polygonal Designs Using
Linear Integer Programming . . . . . . . 1787--1794
Fuming Lin and
Xinhua Zhang and
Zuoxiang Peng and
Yingying Jiang On the Rate of Convergence of STSD
Extremes . . . . . . . . . . . . . . . . 1795--1806
M. Razmkhah and
Jafar Ahmadi Nonparametric Prediction Intervals for
Future Order Statistics in a
Proportional Hazard Model . . . . . . . 1807--1820
Marianne Frisén and
Eva Andersson and
Linus Schiöler Sufficient Reduction in Multivariate
Surveillance . . . . . . . . . . . . . . 1821--1838
Raghunath Arnab Alternative Estimators for Randomized
Response Techniques in Multi-Character
Surveys . . . . . . . . . . . . . . . . 1839--1848
Yongsong Qin and
Yinghua Li Empirical Likelihood for Partially
Linear Models with Missing Responses:
The Fixed Design Case . . . . . . . . . 1849--1865
Julia N. Soulakova and
Ananya Roy Application of Anbar's Approach to
Hypothesis Testing to Detect the
Difference between Two Proportions . . . 1866--1878
Steve Webb Screening Experiments with Many Factors 1879--1892
Limin Wen and
Xianyi Wu The Credibility Estimator with General
Dependence Structure Over Risks . . . . 1893--1910
Pei-Wen Chen and
Chuen-Sheng Cheng On Statistical Design of the Cumulative
Quantity Control Chart for Monitoring
High Yield Processes . . . . . . . . . . 1911--1928
Li-Ping Zhu and
Ya-Ni Yang and
Li-Xing Zhu Dimension Reduction in Regressions
through Weighted Variance Estimation . . 1929--1944
Anuradha Roy and
Ricardo Leiva Estimating and Testing a Structured
Covariance Matrix for Three-Level
Multivariate Data . . . . . . . . . . . 1945--1963
José A. Díaz-García and
J. Fernando Vera Multivariate Three-Parameter
Log-Elliptical Distributions . . . . . . 1964--1976
Tomonori Sugita and
Kunio Shimizu and
S. H. Ong and
C. M. Ng A Family Which Integrates the
Generalized Charlier Series and Extended
Noncentral Negative Binomial
Distributions . . . . . . . . . . . . . 1977--1998
Han-Ying Liang Asymptotic Normality for Regression
Function Estimate Under Truncation and $
\alpha $-Mixing Conditions . . . . . . . 1999--2021
Marko Nagode and
Matija Fajdiga The REBMIX Algorithm for the
Multivariate Finite Mixture Estimation 2022--2034
Fu-Kai Chang and
Chao-Ping Ting Optimal Two-Level Fractional Factorial
Designs for Location Main Effects with
Dispersion Factors . . . . . . . . . . . 2035--2043
B. B. Khare and
Sanjay Kumar Estimation of Population Mean Using
Known Coefficient of Variation of the
Study Character in the Presence of Non
Response . . . . . . . . . . . . . . . . 2044--2058
Manisha Pal and
Nripes K. Mandal and
M. L. Aggarwal Optimum Designs for Parameter Estimation
in Linear Mixture Models with
Synergistic Effects . . . . . . . . . . 2059--2073
Hiromu Yumiba and
Yoshifumi Hyodo Characterization of Balanced Fractional
$ 3^m $ Factorial Designs of Resolution
III . . . . . . . . . . . . . . . . . . 2074--2080
Yu-Sheng Hsu and
Cheng-Hsun Wu A Generalization of Geometric Brownian
Motion with Applications . . . . . . . . 2081--2103
K. Govindaraju Zero Acceptance Number Chained Quick
Switching System . . . . . . . . . . . . 2104--2116
S. Parsi and
M. Ganjali and
N. Sanjari Farsipour Conditional Maximum Likelihood and
Interval Estimation for Two Weibull
Populations under Joint Type-II
Progressive Censoring . . . . . . . . . 2117--2135
Hea-Jung Kim A Class of Multivariate Bilateral
Selection $t$ Distributions and Its
Properties . . . . . . . . . . . . . . . 2136--2154
Tomasz Rychlik Sharp Negative Bounds On Differences of
Small Quantiles and Means of
Distributions from Nonparametric
Families . . . . . . . . . . . . . . . . 2155--2171
Jun Yang and
Min Xie and
Thong Ngee Goh Control Limits Based on the Narrowest
Confidence Interval . . . . . . . . . . 2172--2181
Xu-Qing Liu and
Feng Gao Linearized Ridge Regression Estimator in
Linear Regression . . . . . . . . . . . 2182--2192
Yu Miao and
Ying-Xia Chen Some Limit Theorems of Survival Function
Estimator for $m$-Dependent Processes 2193--2204
Alexandra Ramos and
Anthony Ledford An Alternative Point Process Framework
for Modeling Multivariate Extreme Values 2205--2224
C. D. Yenigün and
G. J. Székely and
M. L. Rizzo A Test of Independence in Two-Way
Contingency Tables Based on Maximal
Correlation . . . . . . . . . . . . . . 2225--2242
K. Krishnamoorthy and
Yanping Xia and
Fang Xie A Simple Approximate Procedure for
Constructing Binomial and Poisson
Tolerance Intervals . . . . . . . . . . 2243--2258
Mahendran Shitan and
Shelton Peiris Time Series Properties of the Class of
Generalized First-Order Autoregressive
Processes with Moving Average Errors . . 2259--2275
M. C. Ausín and
M. A. Gómez-Villegas and
B. González-Pérez and
M. T. Rodríguez-Bernal and
I. Salazar and
L. Sanz Bayesian Analysis of Multiple Hypothesis
Testing with Applications to Microarray
Experiments . . . . . . . . . . . . . . 2276--2291
Yalian Li and
Hu Yang and
Jianwen Xu More on the Preliminary Test Estimator
in Almost Unbiased Liu Regression . . . 2292--2304
Gregoria Mateos-Aparicio Partial Least Squares (PLS) Methods:
Origins, Evolution, and Application to
Social Sciences . . . . . . . . . . . . 2305--2317
Hu Yang and
Juan Cui A Stochastic Restricted Two-Parameter
Estimator in Linear Regression Model . . 2318--2325
Ancha Xu and
Yincai Tang Nonparametric Bayesian Analysis of
Competing Risks Problem with Masked Data 2326--2336
Armando J. Rios and
James R. Simpson and
José A. Vázquez Sequential Experimentation Approach for
Augmenting of Resolution III Fractions 2337--2357
K. Chatterjee and
H. Evangelaras and
C. Koukouvinos A Lower Bound to the Measure of
Optimality for Main Effect Plans in the
Symmetric Factorial Experiments . . . . 2358--2365
Soo Hak Sung Convergence of Moving Average Processes
for Dependent Random Variables . . . . . 2366--2376
Youcef Berkoun and
Hamid Douki Testing Independence in Linear Process
with Non-Normal Innovations . . . . . . 2377--2384
Yushu Li and
Ghazi Shukur Wavelet Improvement of the
Over-Rejection of Unit Root Test Under
GARCH Errors: an Application to Swedish
Immigration Data . . . . . . . . . . . . 2385--2396
Cuiling Wang and
Myunghee Cho Paik A Weighting Approach for GEE Analysis
with Missing Data . . . . . . . . . . . 2397--2411
Shuichi Kawano and
Sadanori Konishi Semi-Supervised Logistic Discrimination
via Regularized Gaussian Basis
Expansions . . . . . . . . . . . . . . . 2412--2423
Yanfeng Shen and
Zhengyan Lin and
Jun Zhu Penalized Independence Rule for Testing
High-Dimensional Hypotheses . . . . . . 2424--2435
Sárka Doslá Estimation of Parameters of a Clipped $
{\rm MA}(1) $ Process . . . . . . . . . 2437--2454
Yu Miao The Discounted Large Deviation Principle
for Autoregressive Processes . . . . . . 2455--2461
Jiang-Feng Wang and
Han-Ying Liang and
Guo-Liang Fan Asymptotic Properties of Conditional
Quantile Estimator Under Left-Truncated
and $ \alpha $-Mixing Conditions . . . . 2462--2486
David M. Kaziska Functional Analysis of Variance,
Discriminant Analysis, and Clustering in
a Manifold of Elastic Curves . . . . . . 2487--2499
Jürg Hüsler and
Deyuan Li and
Mathias Raschke Estimation for the Generalized Pareto
Distribution Using Maximum Likelihood
and Goodness of Fit . . . . . . . . . . 2500--2510
Erhard Cramer and
Christain Bagh Minimum and Maximum Information
Censoring Plans in Progressive Censoring 2511--2527
David P. M. Scollnik Bayesian Inference for a Class of
Start-Up Demonstration Tests with
Rejection of Units upon the Observation
of $d$ Failures . . . . . . . . . . . . 2528--2538
M. K. Patil and
D. T. Shirke Tests for Equality of Inflation
Parameters of Two Zero-Inflated Power
Series Distributions . . . . . . . . . . 2539--2553
Xiaohui Liu and
Zhizhong Wang and
Xuemei Hu and
Guofu Wang Testing Serial Correlation in Partially
Linear Single-Index Errors-in-Variables
Models . . . . . . . . . . . . . . . . . 2554--2573
Félix Almendra-Arao Barnard Convex Sets . . . . . . . . . . 2574--2582
M. H. Tahir and
Ijaz Iqbal and
M. L. Aggarwal Cyclic Polygonal Designs with Block Size
$3$ and Joint Distance $ \alpha = 2$ . . 2583--2590
Mansour Aghababaei Jazi and
Mohammad Hossein Alamatsaz and
Somayyeh Abbasi A Unified Approach to Ordering
Comparison of GPS Distributions with
their Mixtures . . . . . . . . . . . . . 2591--2604
Elias Ould Sa\"\id and
Djabrane Yahia Asymptotic Normality of a Kernel
Conditional Quantile Estimator Under
Strong Mixing Hypothesis and
Left-Truncation . . . . . . . . . . . . 2605--2627
Julián De La Horra The Positive False Discovery Quantile 2629--2638
Olivier Lopez Nonparametric Estimation of the
Multivariate Distribution Function in a
Censored Regression Model with
Applications . . . . . . . . . . . . . . 2639--2660
Thomas M. Loughin and
Christopher R. Bilder On the Use of a Log-Rate Model for
Survey-Weighted Categorical Data . . . . 2661--2669
Frederik Michiels and
Inge Koch and
Ann De Schepper A New Method for the Construction of
Bivariate Archimedean Copulas Based on
the $ \lambda $ Function . . . . . . . . 2670--2679
Davide Farchione Frequentist and Bayesian Interval
Estimators for the Normal Mean . . . . . 2680--2694
Yalian Li and
Hu Yang On the Performance of the Jackknifed
Modified Ridge Estimator in the Linear
Regression Model with Correlated or
Heteroscedastic Errors . . . . . . . . . 2695--2708
Hani M. Samawi and
Amal Helu Distribution-Free Runs Test for
Conditional Symmetry . . . . . . . . . . 2709--2718
Somesh Kumar and
Manas Ranjan Tripathy Estimating Quantiles of Normal
Populations with a Common Mean . . . . . 2719--2736
Hiroshi Kurata and
Dingxi Qiu Linear Subspace Spanned by Principal
Points of a Mixture of Spherically
Symmetric Distributions . . . . . . . . 2737--2750
Daniel Grau Process Yield and Capability Indices . . 2751--2771
Feng-Shou Ko Detecting Outliers in Large Medical
Records: Using a Frontier Model . . . . 2772--2780
Haiyan Xu and
Heliang Fei and
Zhenmin Chen Design of Bivariate Accelerated Life
Tests with One Main Effect and One
Interaction Effect for
Log-Location-Scale Distributions . . . . 2781--2798
Mike Jacroux Reverse Foldovers for Blocked $ 2^{m -
k} $ Fractional Factorial Designs . . . 2799--2808
Jian-Yong Mu and
Yu Miao Generalizing the Marshall's Inequality 2809--2817
Anonymous Corrigendum . . . . . . . . . . . . . . 2818--2818
Anonymous Corrigendum . . . . . . . . . . . . . . 2819--2819
Anonymous Corrigenda . . . . . . . . . . . . . . . 2820--2820
Gilbert Saporta and
Christos H. Skiadas Preface . . . . . . . . . . . . . . . . 2821--2822
Wojciech Pieczynski Exact Smoothing in Hidden Conditionally
Markov Switching Linear Models . . . . . 2823--2829
Larisa Afanasyeva and
Ekaterina Bulinskaya Stochastic Models of Transport Flows . . 2830--2846
Leda D. Minkova $I$-Pólya Process and Applications . . . 2847--2855
Wojciech M. Kempa Analysis of Departure Process in Batch
Arrival Queue with Multiple Vacations
and Exhaustive Service . . . . . . . . . 2856--2865
Doncho S. Donchev Random Series with Time-Varying
Discounting . . . . . . . . . . . . . . 2866--2878
B. Yu. Lemeshko and
S. B. Lemeshko Models of Statistic Distributions of
Nonparametric Goodness-of-Fit Tests in
Composite Hypotheses Testing for Double
Exponential Law Cases . . . . . . . . . 2879--2892
Yuriy Kharin Robustness of the Mean Square Risk in
Forecasting of Regression Time Series 2893--2906
Dimitrios G. Konstantinides Extremal Subexponentiality in Ruin
Probabilities . . . . . . . . . . . . . 2907--2918
Gaida Pettere and
Tõnu Kollo Risk Modeling for Future Cash Flow Using
Skew $t$-Copula . . . . . . . . . . . . 2919--2925
E. B. Yarovaya Supercritical Branching Random Walks
with a Single Source . . . . . . . . . . 2926--2945
M. Ivette Gomes and
Sandra Mendonça and
Dinis Pestana Adaptive Reduced-Bias Tail Index and VaR
Estimation via the Bootstrap Methodology 2946--2968
Mavroudis Eleftheriou and
Nicolas Farmakis Expected Cost for Continuous Sampling
Plans . . . . . . . . . . . . . . . . . 2969--2984
Vaida Bartkute-Norkuniene and
Leonidas Sakalauskas Consistent Estimator of the Shape
Parameter of Three-Dimensional Weibull
Distribution . . . . . . . . . . . . . . 2985--2996
Zeev Volkovich and
Zeev Barzily and
Renata Avros and
Dvora Toledano-Kitai On Application of a Probabilistic
$K$-Nearest Neighbors Model for Cluster
Validation Problem . . . . . . . . . . . 2997--3010
F. I. Ugwuowo and
E. F. Udoumoh Multi-Stage Semi-Markov Models for
Recovery Process . . . . . . . . . . . . 3011--3019
Antanas Zilinskas Small Sample Estimation of Parameters
for Wiener Process with Noise . . . . . 3020--3028
K. Y. Szeto and
Yunbo Guo Multi-Population Genetic Algorithm for
Locating Multi-Optima in Noisy Complex
Landscape . . . . . . . . . . . . . . . 3029--3048
John M. Ennis and
Daniel M. Ennis Confidence Bounds for Multiplicative
Comparisons . . . . . . . . . . . . . . 3049--3054
Min Chen and
Yang Xie and
Michael Story An Exponential-Gamma Convolution Model
for Background Correction of Illumina
BeadArray Data . . . . . . . . . . . . . 3055--3069
Peng Zhao and
Xiaohu Li and
Gaofeng Da Right Spread Order of the Second-Order
Statistic from Heterogeneous Exponential
Random Variables . . . . . . . . . . . . 3070--3081
Ma\lgorzata Wojty\'s Post-Model-Selection Method for Density
Estimation . . . . . . . . . . . . . . . 3082--3098
Luis G. González and
Graciela González-Farías and
M. Vittoria Levati Identifying Preferences for Conditional
Cooperation Using Individual Beliefs . . 3099--3118
Jie Mao and
Zhongyi Zhu Joint Mean-Covariance Models with
Applications to Longitudinal Data in
Partially Linear Model . . . . . . . . . 3119--3140
Mohamed El Methni and
Mustapha Rachdi Local Weighted Average Estimation of the
Regression Operator for Functional Data 3141--3153
Robert G. Newcombe Propagating Imprecision: Combining
Confidence Intervals from Independent
Sources . . . . . . . . . . . . . . . . 3154--3180
Lee-Shen Chen Empirical Bayes Testing for Uniform
Distributions: Non Identical Components
Case . . . . . . . . . . . . . . . . . . 3181--3197
Rashid Ahmed and
Munir Akhtar Construction of Neighbor-Balanced
Designs in Linear Blocks . . . . . . . . 3198--3205
Ke-Ang Fu Asymptotic Properties of the $ R / S $
Statistics for Linear Processes . . . . 3207--3217
Nyongesa L. Kennedy Dual Estimation of Prevalence and
Disease Incidence in Pool-Testing
Strategy . . . . . . . . . . . . . . . . 3218--3229
Tao Zhang and
Zhongyi Zhu Empirical Likelihood Inference for
Longitudinal Data with Missing Response
Variables and Error-Prone Covariates . . 3230--3244
Yinfeng Wang and
Chuancun Yin Minimum of Dependent Random Variables
with Convolution-Equivalent
Distributions . . . . . . . . . . . . . 3245--3251
A. Stepanov Runs Based on the Ratios of Consecutive
Order Statistics . . . . . . . . . . . . 3252--3268
José Candel Ato and
Milenko Bernadic The Characterization of the Symmetric
Lorenz Curves by Doubly Truncated Mean
Function . . . . . . . . . . . . . . . . 3269--3280
Krzysztof Podgórski and
Jörg Wegener Estimation for Stochastic Models Driven
by Laplace Motion . . . . . . . . . . . 3281--3302
Ming Han E-Bayesian Estimation and Hierarchical
Bayesian Estimation of Failure
Probability . . . . . . . . . . . . . . 3303--3314
Seongbaek Yi and
Taeryon Choi A Direct Approach to Understanding
Posterior Consistency of Bayesian
Regression Problems . . . . . . . . . . 3315--3326
V. Srinivas and
S. Subba Rao and
B. K. Kale Estimation of Measures in M/M/1 Queue 3327--3336
Yuqiang Li A Note on Estimation of Parameters for
Branching Processes with Immigration . . 3337--3348
Yalcin Tuncer and
Fahrettin Arslan and
Mehmet Yilmaz Functions of Concordance and Dependence
with Related Measures . . . . . . . . . 3349--3365
Kristofer Månsson and
Ghazi Shukur On Ridge Parameters in Logistic
Regression . . . . . . . . . . . . . . . 3366--3381
Yuliya Mishura and
Lyudmyla Sakhno and
Georgiy Shevchenko Preface . . . . . . . . . . . . . . . . 3383--3384
Volodymyr S. Koroliuk Large Deviation Problems for Markov
Random Evolution with Independent
Increments in the Scheme of
Asymptotically Small Diffusion . . . . . 3385--3395
Nikolaos Limnios Discrete-Time Semi-Markov Random
Evolutions --- Average and Diffusion
Approximation of Difference Equations
and Additive Functionals . . . . . . . . 3396--3406
Valerii V. Buldygin and
Marina K. Runovska Almost Sure Convergence of the Series of
Gaussian Markov Sequences . . . . . . . 3407--3424
Dung Tien Nguyen and
G. Yin Asymptotic Expansions for Solutions of
Systems of Kolmogorov Backward Equations
of Two-Time-Scale Switching Jump
Diffusions . . . . . . . . . . . . . . . 3425--3439
Anatoly Manita Brownian Particles Interacting via
Synchronizations . . . . . . . . . . . . 3440--3451
Benedict Baur and
Florian Conrad and
Martin Grothaus Smooth Contractive Embeddings and
Application to Feynman Formula for
Parabolic Equations on Smooth Bounded
Domains . . . . . . . . . . . . . . . . 3452--3464
José Luís da Silva and
Mohamed Erraoui The $ \alpha $-Dependence of Stochastic
Differential Equations Driven by
Variants of $ \alpha $-Stable Processes 3465--3478
Alexandre Brouste and
Marina Kleptsyna and
Alexandre Popier Fractional Diffusion with Partial
Observations . . . . . . . . . . . . . . 3479--3491
Yulia S. Mishura and
Georgiy M. Shevchenko Existence and Uniqueness of the Solution
of Stochastic Differential Equation
Involving Wiener Process and Fractional
Brownian Motion with Hurst Index $ H > 1
/ 2 $ . . . . . . . . . . . . . . . . . 3492--3508
N. N. Leonenko and
S. Petherick and
A. Sikorskii The Student Subordinator Model with
Dependence for Risky Asset Returns . . . 3509--3523
Erland Ekheden and
Dmitrii Silvestrov Coupling and Explicit Rate of
Convergence in Cramér--Lundberg
Approximation for Reinsurance Risk
Processes . . . . . . . . . . . . . . . 3524--3539
S. Ejaz Ahmed and
S. Chitsaz Data-Based Adaptive Estimation in an
Investment Model . . . . . . . . . . . . 3540--3554
Alexander V. Ivanov and
Irina N. Savich Asymptotic Properties of
Koenker--Bassett Estimator in Regression
Model with Long-Range Dependence . . . . 3555--3568
Gennadi Martynov Weighted Cramér-von Mises Test with
Estimated Parameters . . . . . . . . . . 3569--3586
Andriy Olenko and
Tibor Pogány Average Sampling Restoration of
Harmonizable Processes . . . . . . . . . 3587--3598
María Dolores Ruiz-Medina and
Rosa María Crujeiras Minimum Contrast Parameter Estimation
for Fractal Random Fields Based on the
Wavelet Periodogram . . . . . . . . . . 3599--3613
Shalabh and
Gaurav Garg and
Neeraj Misra Estimation of Regression Coefficients in
a Restricted Measurement Error Model
Using Instrumental Variables . . . . . . 3614--3629
Yuri E. Gliklikh and
Natalia V. Vinokurova On the Description of Motion of a
Quantum Particle in the Classical Gauge
Field in the Language of Stochastic
Mechanics . . . . . . . . . . . . . . . 3630--3640
Karl-Heinz Indlekofer On Labeled and Unlabeled Combinatorial
Structures . . . . . . . . . . . . . . . 3641--3653
Imre Kátai A Proof of the Generalized Second-Limit
Theorem in the Theory of Probability . . 3654--3662
Dimitrios G. Konstantinides and
Fotis Loukissas Precise Large Deviations for Sums of
Negatively Dependent Random Variables
with Common Long-Tailed Distributions 3663--3671
Yury V. Kozachenko and
Iryna V. Rozora and
Yevgen V. Turchyn Properties of Some Random Series . . . . 3672--3683
Vladimir V. Anisimov Statistical Modeling of Clinical Trials
(Recruitment and Randomization) . . . . 3684--3699
Mikhail Moklyachuk and
Aleksandr Masyutka Minimax Prediction Problem for
Multidimensional Stationary Stochastic
Processes . . . . . . . . . . . . . . . 3700--3710
M. Hassanzadeh Bashtian and
M. Arashi and
S. M. M. Tabatabaey Ridge Estimation under the Stochastic
Restriction . . . . . . . . . . . . . . 3711--3747
Maria Kateri On the Comparison of Two Ordinal
Responses . . . . . . . . . . . . . . . 3748--3763
Dragan \Dbarori\'c New Generalizations of Cauchy
Distribution . . . . . . . . . . . . . . 3764--3776
Alan J. Watkins On an Integral Related to the Burr XII
Distribution . . . . . . . . . . . . . . 3777--3779
Zhao Shuran and
Ren Peimin Weighted Bootstrap Confidence Intervals
for Generalized Behrens--Fisher Problems 3780--3788
Daojiang He and
Xingzhong Xu Admissibility of Linear Predictors in
the Superpopulation Model with Respect
to Inequality Constraints under Matrix
Loss Function . . . . . . . . . . . . . 3789--3799
Steven P. Ellis When a Constant Classifier is as Good as
Any Linear Classifier . . . . . . . . . 3800--3811
Xu Qin and
Jiang-She Zhang and
Xiao-Dong Yan Local Linear Least Squares Kernel
Regression for Linear and Circular
Predictors . . . . . . . . . . . . . . . 3812--3823
Feng-shou Ko Using the Score Test to Identify the
Longitudinal Biomarker Considering
Accelerate Failure Time Model with the
Frailty in Survival Analysis . . . . . . 3824--3838
Masahiko Gosho and
Chikuma Hamada and
Isao Yoshimura Criterion for the Selection of a Working
Correlation Structure in the Generalized
Estimating Equation Approach for
Longitudinal Balanced Data . . . . . . . 3839--3856
Marie Chavent and
Vanessa Kuentz and
Benoit Liquet and
Jérôme Saracco A Sliced Inverse Regression Approach for
a Stratified Population . . . . . . . . 3857--3878
Li Lun Yeh and
Peng Kai Wang and
Feng Chia Li and
Yu Mei Yeh An Extension of Economic Design of
$x$-Bar Control Charts for Non Normally
Distributed Data Under Weibull Shock
Models . . . . . . . . . . . . . . . . . 3879--3902
Qian Chen and
David E. Giles A Saddlepoint Approximation to the
Distribution of the Half-Life Estimator
in a Stationary Autoregressive Model . . 3903--3916
Jinxia Zhu and
Hailiang Yang and
Kai Wang Ng Ruin Probabilities for the Perturbed
Compound Poisson Risk Process with
Investment . . . . . . . . . . . . . . . 3917--3934
Anonymous Corrigendum . . . . . . . . . . . . . . 3935--3935
M. Bentarzi and
M. Merzougui Moments of Mixture Periodic
Autoregressive Models . . . . . . . . . 3937--3947
Dja-Shin Wang and
Chao-Yu Chou and
Yu-Chang Lin On the Asymptotic Confidence Intervals
of Multiple-Stream Yield Index . . . . . 3948--3958
Jan Beirlant and
Ségolen Geffray and
Armelle Guillou Estimation of the Bias of the Maximum
Likelihood Estimators in an Extreme
Value Context . . . . . . . . . . . . . 3959--3971
Na Li and
Xingzhong Xu Comparison of Nonparametric Regression
Curves by Spline Smoothing . . . . . . . 3972--3987
Shuwen Wan and
Xin Deng and
Biao Zhang A Goodness-of-Fit Test for Logistic
Regression Models in Stratified
Case-Control Studies via Empirical
Likelihood . . . . . . . . . . . . . . . 3988--4000
L. Desmet and
I. Gijbels Curve Fitting Under Jump and Peak
Irregularities Using Local Linear
Regression . . . . . . . . . . . . . . . 4001--4020
Shuyun Wang and
Yihui Luan and
Qin Chang On Model Selection Consistency of
Bayesian Method for Normal Linear Models 4021--4040
N. R. Abeynayake and
Seema Jaggi and
Cini Varghese Neighbor-Balanced Bipartite Block
Designs . . . . . . . . . . . . . . . . 4041--4052
Jianwen Xu and
Hu Yang More on the Bias and Variance
Comparisons of the Restricted Almost
Unbiased Estimators . . . . . . . . . . 4053--4064
D. Szatmari-Voicu Robust $M$- and $L$-Estimators of Scale
Parameter . . . . . . . . . . . . . . . 4065--4077
Hu Yang and
Jibo Wu Some Matrix Norm Kantorovich
Inequalities and Their Applications . . 4078--4085
Yanyan Liu and
Zhongshang Yuan Estimated Generalized Estimating
Equation for Correlated Failure Time
Data with Auxiliary Covariates . . . . . 4086--4103
Uttam Bandyopadhyay and
Saurav De On Multi-Treatment Adaptive Allocation
Design for Dichotomous Response . . . . 4104--4124
Y. Kayhan Atilgan and
Suleyman Gunay Least Median of Squares Solution of
Multiple Linear Regression Models
Through the Origin . . . . . . . . . . . 4125--4137
Richard A. Groeneveld Influence Functions for the Coefficient
of Variation, Its Inverse, and CV
Comparisons . . . . . . . . . . . . . . 4139--4150
Shey-Huei Sheu and
Chin-Chih Chang and
Chaun-Hung Chiu Age Replacement Policy with a Safety
Constraint via the Bayesian Method . . . 4151--4164
A. Bekker and
J. J. J. Roux and
R. Ehlers and
M. Arashi Bimatrix Variate Beta Type IV
Distribution: Relation to Wilks's
Statistic and Bimatrix Variate
Kummer--Beta Type IV Distribution . . . 4165--4178
Ayman Baklizi Empirical Likelihood Inference for
Population Quantiles with Unbalanced
Ranked Set Samples . . . . . . . . . . . 4179--4188
A. F. Attia and
E. D. Abou Elela and
H. A. Hosham The Optimal Preventive Maintenance
Policy for the Multistate System Profit 4189--4199
M. Diniz and
C. A. B. Pereira and
J. M. Stern Unit Roots: Bayesian Significance Test 4200--4213
Yunqing Lu Considering the Concordant Observations
in Likelihood Ratio Test for Paired
Binary Data . . . . . . . . . . . . . . 4214--4232
Wentao Gu and
Soyeon Lee On Fixed Design Regression for General
Linear Processes . . . . . . . . . . . . 4233--4248
Vahid Fakoor and
Sarah Jomhoori Some Asymptotic Results of Kernel
Density Estimators Under Random
Left-Truncation and Dependent Data . . . 4249--4262
K. K. Jose and
Manu Mariam Thomas Generalized Laplacian Distributions and
Autoregressive Processes . . . . . . . . 4263--4277
Yasutaka Chiba Simple Formulae for Evaluating the
Potential Impact of Confounding Bias . . 4278--4288
Yongsong Qin and
Qingzhu Lei Quantile Estimation in the Presence of
Auxiliary Information under Negatively
Associated Samples . . . . . . . . . . . 4289--4307
Cheng-Hung Lee and
Leng-Cheng Hwang Asymptotic Optimal Estimation of Poisson
Mean Under LINEX Loss Function . . . . . 4308--4321
Fatih Akici Letter to the Editor . . . . . . . . . . 4322--4323
Anonymous Erratum . . . . . . . . . . . . . . . . 4324--4324
Mingqiu Wang and
Lixin Song and
Xiaoguang Wang Bridge Estimators in the Partially
Linear Model with High Dimensionality 4325--4346
P. R. Dash and
G. Mishra An Improved Class of Estimators in
Two-Phase Sampling Using Two Auxiliary
Variables . . . . . . . . . . . . . . . 4347--4352
Omar Eidous and
M. K. Shakhatreh Asymptotic Unbiased Kernel Estimator for
Line Transect Sampling . . . . . . . . . 4353--4363
Hu Yang and
Jibo Wu Estimation in Singular Linear Models
with Stochastic Linear Restrictions and
Linear Equality Restrictions . . . . . . 4364--4371
Xiaoguang Wang and
Lixin Song Adaptive Lasso Variable Selection for
the Accelerated Failure Models . . . . . 4372--4386
Jiangyan Peng and
Jin Huang and
Dingcheng Wang The Ruin Probability of a Discrete-Time
Risk Model with a One-Sided Linear Claim
Process . . . . . . . . . . . . . . . . 4387--4399
S. De Iaco and
D. E. Myers and
D. Posa Strict Positive Definiteness of a
Product of Covariance Functions . . . . 4400--4408
Ülkü Gürler and
Paul Kvam Adjusted Hazard Rate Estimator Based on
a Known Censoring Probability . . . . . 4409--4416
Sanguo Zhang and
Yuan Liao and
Wei Ning Asymptotic Properties of Quasi-Maximum
Likelihood Estimates in Generalized
Linear Models . . . . . . . . . . . . . 4417--4430
Munir Ahmed and
Muhammad Aslam and
G. R. Pasha Inference under Heteroscedasticity of
Unknown Form Using an Adaptive Estimator 4431--4457
S. K. Bhattacharjee and
Ahmed Shamiri and
Md. Sabiruzzaman and
S. Rao Jammalamadaka Predictive Influence of Unavailable
Values of Future Explanatory Variables
in a Linear Model . . . . . . . . . . . 4458--4466
J. Andrés Christen and
Bruno Sansó Advances in the Sequential Design of
Computer Experiments Based on Active
Learning . . . . . . . . . . . . . . . . 4467--4483
Lin Fei and
Jie Mi Some Aspects of Probability of Correct
Selections . . . . . . . . . . . . . . . 4484--4495
Anonymous Editorial Board EOV . . . . . . . . . . ebi--ebi
N. Balakrishnan and
Katherine F. Davies and
Jerome P. Keating and
Robert L. Mason Pitman Closeness Comparison of Best
Linear Unbiased and Invariant Predictors
for Exponential Distribution in One- and
Two-Sample Situations . . . . . . . . . 1--15
Olivier P. Faugeras Prediction via the Quantile-Copula
Conditional Density Estimator . . . . . 16--33
Alessio Farcomeni Testing Supremacy or Inferiority of
Multinomial Cell Probabilities with
Application to Biting Preferences of
Loggerhead Marine Turtles . . . . . . . 34--45
Isao Higuchi and
Toshio Mikami Maxima and Minima of Overall Survival
Functions with Fixed Marginal
Distributions and Transmission of
Technology . . . . . . . . . . . . . . . 46--61
Dawei Lu and
Lixin Song The Asymptotic Behavior of a Brownian
Motion with a Drift from a Random Domain 62--75
Hsiaw-Chan Yeh Characterizations of the General
Multivariate Weibull Distributions . . . 76--87
V. A. Dimitriou and
N. Tsantas The Augmented Semi-Markov System in
Continuous Time . . . . . . . . . . . . 88--107
Guo-Liang Fan and
Han-Ying Liang and
Jiang-Feng Wang Empirical Likelihood for a
Heteroscedastic Partial Linear
Errors-in-Variables Model . . . . . . . 108--127
Pao-Sheng Shen A Generalized Time-Dependent Conditional
Linear Model with Left-Truncated and
Right-Censored Data . . . . . . . . . . 128--137
Michael Tsagris and
Ioannis Elmatzoglou and
Christos C. Frangos The Assessment of Performance of
Correlation Estimates in Discrete
Bivariate Distributions Using Bootstrap
Methodology . . . . . . . . . . . . . . 138--152
Pei-Hsi Lee and
Yi-Chia Chang and
Chau-Chen Torng A Design of $s$ Control Charts with a
Combined Double Sampling and Variable
Sampling Interval Scheme . . . . . . . . 153--165
Bozidar V. Popovi\'c On an $ {\rm Ar}(1) $ Time Series Model
with Marginal Two Parameter Wright
Inverse-Gamma Distribution . . . . . . . 166--177
J. S. Baek and
M. S. Choi and
S. Y. Hwang A Broad Class of Partially Specified
Autoregressions on Multi-Casting Data 178--193
Pao-sheng Shen Nonparametric Estimation of the
Bivariate Distribution Function with
Doubly Censored Data . . . . . . . . . . 195--211
David E. Giles Bias Reduction for the Maximum
Likelihood Estimators of the Parameters
in the Half-Logistic Distribution . . . 212--222
A. F. M. Saiful Islam and
L. I. Pettit Bayesian Sample Size Determination Using
LINEX Loss and Linear Cost . . . . . . . 223--240
Zujun Ou and
Hong Qin and
Hongyi Li Connections Among Different Criteria for
Optimal Factor Assignments . . . . . . . 241--250
Maher B. Qumsiyeh An $ L^2 $ Comparison Between the
Bootstrap and the Empirical Edgeworth
Expansion . . . . . . . . . . . . . . . 251--261
P. G. Sankaran and
V. N. Sreeja A Proportional Hazards Model for
Successive Duration Times Under
Informative Censoring . . . . . . . . . 262--280
Pär Stockhammar and
Lars-Erik Öller A Simple Heteroscedasticity Removing
Filter . . . . . . . . . . . . . . . . . 281--299
Jian-Ying Rong and
Zhi-Feng Lu and
Xu-Qing Liu On Quadratic Forms of Multivariate $t$
Distribution with Applications . . . . . 300--308
Raúl Gouet and
F. Javier López and
Gerardo Sanz Central Limit Theorem for the Number of
Near-Records . . . . . . . . . . . . . . 309--324
Ji Hwan Cha and
Maxim Finkelstein Shocks as Burn-In in Heterogeneous
Populations . . . . . . . . . . . . . . 325--340
Mohammad R. Niavarani and
Rassoul Noorossana and
Babak Abbasi Three New Multivariate Process
Capability Indices . . . . . . . . . . . 341--356
Karsten Webel A Short Note on the Dependence Structure
of a Stochastic Process Generated by the
Asymmetric Cusp Map . . . . . . . . . . 357--362
Yudong Zhao and
Bruce M. Brown A Boundary-Respecting Confidence
Interval Method for a General Effect
Size Measure in Paired Experiments . . . 363--379
M. M. Mohie El-Din and
Y. Abdel-Aty and
A. R. Shafay Two-Sample Bayesian Prediction Intervals
of Generalized Order Statistics Based on
Multiply Type II Censored Data . . . . . 381--392
Ben Salah Nahla and
Masmoudi Afif Poisson Limit Laws for Exponential
Dispersion Models . . . . . . . . . . . 393--402
Weixin Yao Bayesian Mixture Labeling and Clustering 403--421
Yunyan Ma and
Yihui Luan Covariate-Adjusted Regression for Time
Series . . . . . . . . . . . . . . . . . 422--436
Tanvir Ahmad and
Munir Akhtar and
Steven G. Gilmour Multilevel Augmented Pairs Second-Order
Response Surface Designs and Their
Robustness to Missing Data . . . . . . . 437--452
Junlong Zhao and
Yuliang Yin and
Xingzhong Xu Penalized Weighted Variance Estimate for
Dimension Reduction . . . . . . . . . . 453--473
Parminder Singh and
Narendra Kumar and
Amar Nath Gill A Note on Testing Homogeneity of Several
Exponential Location Parameters . . . . 474--484
Mina Aminghafari and
Jean-Michel Poggi Nonstationary Time Series Forecasting
Using Wavelets and Kernel Smoothing . . 485--499
N. Unnikrishnan Nair and
P. G. Sankaran and
M. Preeth Reliability Aspects of Discrete
Equilibrium Distributions . . . . . . . 500--515
Jingyan Feng and
Zhensheng Huang and
Riquan Zhang Estimation on Varying-Coefficient
Partially Linear Model With Different
Smoothing Variables . . . . . . . . . . 516--529
Arzdar Kiraci Formulas for the Exact LMS and LQS
Estimators . . . . . . . . . . . . . . . 530--543
Fares Qeadan and
Tomasz J. Kozubowski and
Anna K. Panorska The Joint Distribution of the Sum and
the Maximum of IID Exponential Random
Variables . . . . . . . . . . . . . . . 544--569
S. H. Ong and
S. Chakraborty and
T. Imoto and
K. Shimizu Generalizations of Non Central Negative
Binomial, Charlier Series Distributions,
and Their Extensions by Lagrange
Expansion . . . . . . . . . . . . . . . 571--590
K. J. Kachiashvili and
M. A. Hashmi and
A. Mueed Sensitivity Analysis of Classical and
Conditional Bayesian Problems of Many
Hypotheses Testing . . . . . . . . . . . 591--605
Miroslav M. Risti\'c and
Aleksandar S. Nasti\'c and
Hassan S. Bakouch Estimation in an Integer-Valued
Autoregressive Process with Negative
Binomial Marginals (NBINAR(1)) . . . . . 606--618
G. N. Singh and
Jaishree Prabha Karna On the Use of Superpopulation Model in
Estimation of Population Mean in
Two-Occasion Rotation Patterns . . . . . 619--637
G. Bruce Schaalje and
Paul J. Fields Open-Set Nearest Shrunken Centroid
Classification . . . . . . . . . . . . . 638--652
Martin S. Levy and
James J. Cochran and
Saeed Golnabi A Moment Preserving Finitization Across
the Power Series Family of Probability
Distributions . . . . . . . . . . . . . 653--664
Manisha Pal and
Nripes Kumar Mandal Optimum Designs for Estimation of
Parameters in a Quadratic Mixture-Amount
Model . . . . . . . . . . . . . . . . . 665--673
Ke-Ang Fu Invariance Principles for Products of
$U$-Statistics Without Variance . . . . 674--683
Samir M. Shaarawy and
Sherif S. Ali Bayesian Model Order Selection of Vector
Moving Average Processes . . . . . . . . 684--698
Thulasyammal R. Pillai and
Mahendran Shitan and
Shelton Peiris Some Properties of the Generalized
Autoregressive Moving Average $ ({\rm
GARMA}(1, 1; \delta_1, \delta_2)) $
Model . . . . . . . . . . . . . . . . . 699--716
Kristofer Månsson A Wavelet-Based Approach of Testing for
Granger Causality in the Presence of
GARCH Effects . . . . . . . . . . . . . 717--728
Ramu G. Sudhagoni and
Gemechis D. Djira Multiple Comparisons of Parametric
Models in Longitudinal Studies . . . . . 729--740
Mariana Ragassi Urbano and
Clarice Garcia Borges Demétrio and
Gauss Moutinho Cordeiro On Wald Residuals in Generalized Linear
Models . . . . . . . . . . . . . . . . . 741--758
Ivana Horová and
Jan Kolácek and
Kamila Vopatová Visualization and Bandwidth Matrix
Choice . . . . . . . . . . . . . . . . . 759--777
Zaixing Li A Comparison of Error Variance Estimates
in Nonparametric Mixed Models . . . . . 778--790
Jianwen Xu and
Hu Yang On the Stein-Type Liu Estimator and
Positive-Rule Stein-Type Liu Estimator
in Multiple Linear Regression Models . . 791--808
Sangun Park and
Dong Wan Shin On the Choice of Nonparametric Entropy
Estimator in Entropy-Based
Goodness-of-Fit Test Statistics . . . . 809--819
Nirpeksh Kumar and
S. Lalitha Testing for Upper Outliers in Gamma
Sample . . . . . . . . . . . . . . . . . 820--828
Haisong Deng and
Yizhong Ma and
Wenze Shao and
Yiliu Tu A Bayesian Meta-Modeling Approach for
Gaussian Stochastic Process Models Using
a Non Informative Prior . . . . . . . . 829--850
Nirmal S. Kambo and
Alagar Rangan and
Ehsan Moghimi Hadji Moments-Based Approximation to the
Renewal Function . . . . . . . . . . . . 851--868
Arjun K. Gupta and
Daya K. Nagar Some Bimatrix Beta Distributions . . . . 869--879
N. Balakrishnan and
H. M. Saleh Relations for Moments of Progressively
Type-II Censored Order Statistics from
Log-Logistic Distribution with
Applications to Inference . . . . . . . 880--906
Gustavo H. A. Pereira and
Denise A. Botter and
Mônica C. Sandoval The Truncated Inflated Beta Distribution 907--919
Amrita Biswas Block Designs Robust Against the
Presence of an Aberration in a
Treatment-Control Setup . . . . . . . . 920--933
Nikolai Dokuchaev On Detecting the Dependence of Time
Series . . . . . . . . . . . . . . . . . 934--942
Jacek Bialek Proposition of a General Formula for
Price Indices . . . . . . . . . . . . . 943--952
Eugene Demidenko and
James Sargent and
Tracy Onega Random Effects Coefficient of
Determination for Mixed and
Meta-Analysis Models . . . . . . . . . . 953--969
Yanhong Chen and
Lixin Song and
Jinghai Feng Empirical Likelihood for Threshold
Autoregressive Models . . . . . . . . . 970--982
V. Zardasht and
P. Zeephongsekul and
M. Asadi On Nonparametric Estimation of a
Reliability Function . . . . . . . . . . 983--999
Juan F. Olivares-Pacheco and
Estrella Salas and
Héctor W. Gómez and
Heleno Bolfarine An Asymmetric Extension for the Family
of Elliptical Slash Distributions . . . 1000--1012
Ying-Zi Fu Model Selection of Zero-Inflated
Generalized Power Series Distribution
with Missing Responses . . . . . . . . . 1013--1028
Fikri Gökpinar and
Yaprak Arzu Özdemir A Horvitz--Thompson Estimator of the
Population Mean Using Inclusion
Probabilities of Ranked Set Sampling . . 1029--1039
M. Naghizadeh Qomi and
N. Nematollahi and
A. Parsian Estimation After Selection Under
Reflected Normal Loss Function . . . . . 1040--1051
Carlos Martins-Filho and
Paulo Saraiva On Asymptotic Normality of the Local
Polynomial Regression Estimator with
Stochastic Bandwidths . . . . . . . . . 1052--1068
Juan M. Vilar and
José A. Vilar A Bootstrap Test for the Equality of
Nonparametric Regression Curves Under
Dependence . . . . . . . . . . . . . . . 1069--1088
Qiang Xia and
Jinshan Liu and
Jiazhu Pan and
Rubing Liang Bayesian Analysis of Two-Regime
Threshold Autoregressive Moving Average
Model with Exogenous Inputs . . . . . . 1089--1104
M. Khorashadizadeh and
A. H. Rezaei Roknabadi and
G. R. Mohtashami Borzadaran Characterizations of Lifetime
Distributions Based on Doubly Truncated
Mean Residual Life and Mean Past to
Failure . . . . . . . . . . . . . . . . 1105--1115
Guo-dong Xing and
Shan-chao Yang A Note on the Convergence Rate of Strong
Law of Large Numbers for Positively
Associated Sequences . . . . . . . . . . 1116--1125
Werner G. Müller Remarks on \booktitleCommunications in
Statistics --- Theory and Methods, Vol.
39, No. 15 (2010), pp. 2818--2828 . . . 1126--1127
Theodora Dimitrakopoulou and
Konstantinos Adamidis and
Sotirios Loukas Bivariate Extended Exponential-Geometric
Distributions . . . . . . . . . . . . . 1129--1150
Andrey Rukhin and
Carey E. Priebe On the Limiting Distribution of a Graph
Scan Statistic . . . . . . . . . . . . . 1151--1170
Arindam Gupta and
Sabyasachi Bhattacharya and
Asis Kumar Chattyopadhyay Exploring New Models for Population
Prediction in Detecting Demographic
Phase Change for Sparse Census Data . . 1171--1193
Qiang Wu and
Allan R. Sampson Structured Modeling for Post-Mortem
Brain Tissue Data . . . . . . . . . . . 1194--1213
Zhensheng Huang Inference for Nonparametric Parts in
Single-Index Varying-Coefficient Model 1214--1227
Hong Zhang and
Ping Sa An Improved Solution for Multiple
Comparisons with a Control in Response
Surface Methodology with Two Predictor
Variables . . . . . . . . . . . . . . . 1228--1241
Eisa Mahmoudi Admissible and Minimax Estimators of $
\theta^r $ with Truncated Parameter
Space Under Squared-Log Error Loss
Function . . . . . . . . . . . . . . . . 1242--1253
Sophie Dabo-Niang and
Ali Laksaci Nonparametric Quantile Regression
Estimation for Functional Dependent Data 1254--1268
Shey-Huei Sheu and
Chin-Chih Chang and
Yen-Luan Chen An Extended Sequential Imperfect
Preventive Maintenance Model with
Improvement Factors . . . . . . . . . . 1269--1283
Chuanhua Wei Statistical Inference in Partially
Linear Varying-Coefficient Models with
Missing Responses at Random . . . . . . 1284--1298
Alan D. Hutson and
Dongliang Wang and
Jeffrey C. Miecznikowski An Inversion Theorem-Based Kernel
Density Estimator for a Weighted Average
and Difference of Weighted Averages with
Applications . . . . . . . . . . . . . . 1299--1312
Anonymous Corrigendum . . . . . . . . . . . . . . 1313--1313
Lichun Wang and
Radhey S. Singh An Application of Matrix Power Series to
Linear Models . . . . . . . . . . . . . 1315--1333
Sarah Jomhoori and
Vahid Fakoor and
Hasanali Azarnoosh Central Limit Theorem for ISE of Kernel
Density Estimators in Censored Dependent
Model . . . . . . . . . . . . . . . . . 1334--1349
Manuel Galea and
Mário de Castro Influence Assessment in an
Heteroscedastic Errors-in-Variables
Model . . . . . . . . . . . . . . . . . 1350--1363
M. Roozbeh and
M. Arashi and
M. Gasparini Seemingly Unrelated Ridge Regression in
Semiparametric Models . . . . . . . . . 1364--1386
S. Baratpour and
A. Habibi Rad Testing Goodness-of-Fit for Exponential
Distribution Based on Cumulative
Residual Entropy . . . . . . . . . . . . 1387--1396
S. M. Sunoj and
T. B. Sreejith Some Results on Reciprocal Subtangent in
the Context of Weighted Models . . . . . 1397--1410
Anuradha Roy and
Ricardo Leiva Classification Rules for Multivariate
Repeated Measures Data with
Equicorrelated Correlation Structure on
Both Time and Spatial Repeated
Measurements . . . . . . . . . . . . . . 1411--1420
Edel Garcia The Self-Weighting Model . . . . . . . . 1421--1427
P. D. Feigin and
Ya. P. Lumelskii and
A. V. Kryvoshaev Approximate Confidence Limits for the
Difference between Parameters of Two
Pólya Distributions . . . . . . . . . . . 1428--1454
Ivan Vazler and
Kristian Sabo and
Rudolf Scitovski Weighted Median of the Data in Solving
Least Absolute Deviations Problems . . . 1455--1465
Dexter O. Cahoy Estimation and Simulation for the
$M$-Wright Function . . . . . . . . . . 1466--1477
David R. Bickel Coherent Frequentism: a Decision Theory
Based on Confidence Sets . . . . . . . . 1478--1496
José R. Berrendero and
Javier Cárcamo Tests for Stochastic Orders and Mean
Order Statistics . . . . . . . . . . . . 1497--1509
N. Balakrishnan and
A. R. Shafay One- and Two-Sample Bayesian Prediction
Intervals Based on Type-II Hybrid
Censored Data . . . . . . . . . . . . . 1511--1531
Ke-Ang Fu An Application of $U$-Statistics to
Nonparametric Functional Data Analysis 1532--1542
Norbert Henze and
Simos G. Meintanis and
Bruno Ebner Goodness-of-Fit Tests for the Gamma
Distribution Based on the Empirical
Laplace Transform . . . . . . . . . . . 1543--1556
Li Yan and
Xia Chen Consistency and Normality of
$M$-Estimators in Partly Linear Models
with Stochastic Adapted Errors . . . . . 1557--1568
Raoudha Zine On the Matrix-Variate Beta Distribution 1569--1582
R. P. Suresh A Test for Constant Hazard Against a
Change-Point Alternative . . . . . . . . 1583--1589
K. Neammanee and
N. Rerkruthairat An Improvement of a Uniform Bound on a
Combinatorial Central Limit Theorem . . 1590--1602
Ching-Ho Yen Fuzzy Testing for One-Sided Process
Capability Indices . . . . . . . . . . . 1603--1616
Hong-Fwu Yu The Effect of Mis-Specification Between
the Lognormal and Weibull Distributions
on the Interval Estimation of a Quantile
for Complete Data . . . . . . . . . . . 1617--1635
Félix Almendra-Arao and
David Sotres-Ramos Some Properties of Non Inferiority Tests
for Two Independent Probabilities . . . 1636--1646
Aaron Childs Unification of Dirichlet Methodology . . 1647--1662
Soo Hak Sung On Complete Convergence for Arrays of
Dependent Random Variables . . . . . . . 1663--1674
Z. Zeebari and
G. Shukur and
B. M. G. Kibria Modified Ridge Parameters for Seemingly
Unrelated Regression Model . . . . . . . 1675--1691
Akio Namba and
Kazuhiro Ohtani MSE Performance of a Heterogeneous
Pre-Test Ridge Regression Estimator . . 1692--1700
Lie-Jane Kao and
Li-Shya Chen The Dynamic Model for Cancer Relapse
Based on Two-Stage Model of
Carcinogenesis . . . . . . . . . . . . . 1701--1720
Xiaodong Bai and
Lixin Song Asymptotic Behavior of Random Time Ruin
Probability Under Heavy-Tailed Claim
Sizes and Dependence Structure . . . . . 1721--1732
Miroslav Siman On Kendall's Autocorrelations . . . . . 1733--1738
Yasutaka Chiba Monte-Carlo Sensitivity Analysis for
Controlled Direct Effects Using Marginal
Structural Models in the Presence of
Confounded Mediators . . . . . . . . . . 1739--1749
Haixiang Zhang and
Dehui Wang and
Fukang Zhu Generalized $ {\rm RCINAR}(1) $ Process
with Signed Thinning Operator . . . . . 1750--1770
Stephen Bush and
Deborah J. Street and
Leonie Burgess Optimal Designs for Stated Choice
Experiments that Incorporate Position
Effects . . . . . . . . . . . . . . . . 1771--1795
Ronghua Wang and
Xiaoling Xu and
Rong Pan and
Naijun Sha On Parameter Inference for Step-Stress
Accelerated Life Test with Geometric
Distribution . . . . . . . . . . . . . . 1796--1812
Lupércio F. Bessegato and
Roberto C. Quinino and
Luiz H. Duczmal and
Linda Lee Ho On-Line Process Control using Attributes
with Misclassification Errors: an
Economical Design for Short-Run
Production . . . . . . . . . . . . . . . 1813--1832
K. Teerapabolarn The Least Upper Bound on the
Poisson-Negative Binomial Relative Error 1833--1838
Mark M. Meerschaert and
Parthanil Roy and
Qin Shao Parameter Estimation for Exponentially
Tempered Power Law Distributions . . . . 1839--1856
G. N. Singh and
V. K. Singh and
Priyanka and
Shakti Prasad and
Jaishree Prabha Karna Rotation Patterns Under Imputation of
Missing Data Over Two-Occasion . . . . . 1857--1874
Joon Jin Song and
Jong-Min Kim Bayesian Analysis of Randomized Response
Sum Score Variables . . . . . . . . . . 1875--1884
Anonymous Corrigendum . . . . . . . . . . . . . . 1885--1885
Takayuki Yamada High-Dimensional Edgeworth Expansion of
LR Statistic for Testing Circular
Symmetric Covariance Structure and Its
Error Bound . . . . . . . . . . . . . . 1887--1910
Liuquan Sun and
Xinyuan Song and
Xiaoyun Mu Regression Analysis for the Additive
Hazards Model with Covariate Errors . . 1911--1932
Peter Congdon Spatial Health Factors with Selection
Among Multiple Causes: Lung Cancer in
U.S. Counties . . . . . . . . . . . . . 1933--1953
S. Tahmasebi and
J. Behboodian Information Properties for Concomitants
of Order Statistics in
Farlie-Gumbel-Morgenstern (FGM) Family 1954--1968
N. Balakrishna and
G. Hareesh Stable Autoregressive Models and Signal
Estimation . . . . . . . . . . . . . . . 1969--1988
Nripes Kumar Mandal and
Manisha Pal Optimum Designs for Estimation of
Optimum Amount and Proportions in a
Mixture-Amount Model . . . . . . . . . . 1989--1999
V. Nekoukhou and
M. H. Alamatsaz and
H. Bidram A Discrete Analog of the Generalized
Exponential Distribution . . . . . . . . 2000--2013
Neeraj Tiwari and
U. C. Sud An Optimal Procedure for Sample
Coordination Using Multiple Objective
Functions and Nearest Proportional to
IPPS Size Sampling Designs . . . . . . . 2014--2033
Zhimeng Sun and
Zhongzhan Zhang and
Jiang Du Semiparametric Analysis of Isotonic
Errors-in-Variables Regression Models
with Missing Response . . . . . . . . . 2034--2060
Emilia Athayde and
Cecilia Azevedo and
Víctor Leiva and
Antonio Sanhueza About Birnbaum--Saunders Distributions
Based on the Johnson System . . . . . . 2061--2079
Yongho Jeon A Characterization of the Log-Density
Smoothing Spline ANOVA Model . . . . . . 2081--2087
Fuming Lin and
Yingying Jiang A General Version of the Short-Tailed
Symmetric Distribution . . . . . . . . . 2088--2095
I. Rahimov Conditional Least Squares Estimators for
the Offspring Mean in a Subcritical
Branching Process with Immigration . . . 2096--2110
Mehmet Yilmaz Hazard Rate Properties of Systems with
Two Components . . . . . . . . . . . . . 2111--2132
Gerd Christoph and
Sergey V. Malov Asymptotic Properties of Generalized
Multivariate Rank Statistics . . . . . . 2133--2159
Xu Qin and
Jiang-She Zhang and
Xiao-Dong Yan A Finite Mixture Three-Parameter Weibull
Model for the Analysis of Wind Speed
Data . . . . . . . . . . . . . . . . . . 2160--2171
Jing-Jing Zhang and
Han-Ying Liang Asymptotic Normality of Estimators in
Heteroscedastic Semi-Parametric Model
with Strong Mixing Errors . . . . . . . 2172--2201
Jun Lu and
Lei Shi and
Fei Chen Outlier Detection in Time Series Models
Using Local Influence Method . . . . . . 2202--2220
S. Y. Teh and
Michael B. C. Khoo and
Zhang Wu Monitoring Process Mean and Variance
with a Single Generally Weighted Moving
Average Chart . . . . . . . . . . . . . 2221--2241
Zahra Asadollahi Sohi and
Rassoul Noorossana and
Seyed Taghi Akhavan Niaki New Statistic to Increase Correctness in
Simulation Factor Screening Using
Frequency Domain Method . . . . . . . . 2242--2255
Michael Vock and
N. Balakrishnan Nonparametric Prediction Intervals Based
on Ranked Set Samples . . . . . . . . . 2256--2268
Hong Wang and
John Klein Semiparametric Estimation for the
Additive Inverse Gaussian Frailty Model 2269--2278
Marcin Kozak ``A Dendrite Method for Cluster
Analysis'' by Cali\'nski and Harabasz: a
Classical Work that is Far Too Often
Incorrectly Cited . . . . . . . . . . . 2279--2280
Katarzyna Filipiak and
Dietrich von Rosen Preface . . . . . . . . . . . . . . . . 2281--2282
Anthony C. Atkinson Optimum Experimental Designs for
Choosing Between Competitive and Non
Competitive Models of Enzyme Inhibition 2283--2296
Bronis\law Ceranka and
Ma\lgorzata Graczyk Robustness of Optimal Chemical Balance
Weighing Designs for Estimation of Total
Weight . . . . . . . . . . . . . . . . . 2297--2304
S. Chitsaz and
S. Ejaz Ahmed An Improved Estimation in Regression
Parameter Matrix in Multivariate
Regression Model . . . . . . . . . . . . 2305--2320
Luís M. Grilo and
Carlos A. Coelho A Family of Near-Exact Distributions
Based on Truncations of the Exact
Distribution for the Generalized Wilks
Lambda Statistic . . . . . . . . . . . . 2321--2341
Carles M. Cuadras and
Silvia Valero and
Daniel Cuadras and
Philippe Salembier and
Jocelyn Chanussot Distance-Based Measures of Association
with Applications in Relating
Hyperspectral Images . . . . . . . . . . 2342--2355
Katarzyna Filipiak and
Augustyn Markiewicz On Universal Optimality of Circular
Weakly Neighbor Balanced Designs Under
an Interference Model . . . . . . . . . 2356--2366
Eva Fiserová and
Karel Hron Statistical Inference in Orthogonal
Regression for Three-Part Compositional
Data Using a Linear Model with Type-II
Constraints . . . . . . . . . . . . . . 2367--2385
Ma\lgorzata Graczyk $A$-Optimal Spring Balance Weighing
Designs Under Some Conditions . . . . . 2386--2393
Sat Gupta and
Javid Shabbir and
Rita Sousa and
Pedro Corte-Real Estimation of the Mean of a Sensitive
Variable in the Presence of Auxiliary
Information . . . . . . . . . . . . . . 2394--2404
Jan Hauke and
Augustyn Markiewicz and
Simo Puntanen Comparing the BLUEs Under Two Linear
Models . . . . . . . . . . . . . . . . . 2405--2418
Masashi Hyodo and
Takashi Seo A Model Selection Criterion for
Discriminant Analysis of Several Groups
When the Dimension is Larger than the
Total Sample Size . . . . . . . . . . . 2419--2436
Deniz Inan and
Müjgan Tez A New Estimator for Cox Proportional
Hazard Regression Model in Presence of
Collinearity . . . . . . . . . . . . . . 2437--2444
Krystyna Katulska and
Lukasz Smaga $D$-Optimal Chemical Balance Weighing
Designs with $ N \equiv 0 \pmod 4$ and
$3$ Objects . . . . . . . . . . . . . . 2445--2455
Maria Kozlowska and
Agnieszka Lacka and
Anna Skorupska Block Design with Nested Rows and
Columns for Research on Food
Acceptability Limitation . . . . . . . . 2456--2464
Tatsuya Kubokawa and
Muni S. Srivastava Selection of Variables in Multivariate
Regression Models for Large Dimensions 2465--2489
Shinji Kuriki and
Iwona Mejza and
Stanis\law Mejza Incomplete Split-Plot Designs
Supplemented by a Single Control . . . . 2490--2502
Ying Li and
Dietrich von Rosen Maximum Likelihood Estimators in a Two
Step Model for PLS . . . . . . . . . . . 2503--2511
Martin Singull and
M. Rauf Ahmad and
Dietrich von Rosen More on the Kronecker Structured
Covariance Matrix . . . . . . . . . . . 2512--2523
Luis N. Pereira and
Pedro S. Coelho A Small Area Predictor under Area-Level
Linear Mixed Models with Restrictions 2524--2544
Anuradha Roy and
Miguel Fonseca Linear Models with Doubly Exchangeable
Distributed Errors . . . . . . . . . . . 2545--2569
Burkhard Schaffrin and
Gerhard Navratil On Reproducing Linear Estimators within
the Gauss--Markov Model with Stochastic
Constraints . . . . . . . . . . . . . . 2570--2587
Yongge Tian Characterizing Relationships Between
Estimations Under a General Linear Model
with Explicit and Implicit Restrictions
by Rank of Matrix . . . . . . . . . . . 2588--2601
Takayuki Yamada and
Muni S. Srivastava A Test for Multivariate Analysis of
Variance in High Dimension . . . . . . . 2602--2615
Stephan Schlüter and
Matthias Fischer A Tail Quantile Approximation for the
Student $t$ Distribution . . . . . . . . 2617--2625
Tatsuya Kubokawa and
Muni S. Srivastava Akaike Information Criterion for
Selecting Variables in the Nested Error
Regression Model . . . . . . . . . . . . 2626--2642
Yaowu Li and
Meihua Li Moment Estimation of the Parameters in
Rayleigh Distribution with Two
Parameters . . . . . . . . . . . . . . . 2643--2660
Kahadawala Cooray Analyzing Grouped, Censored, and
Truncated Data Using the Odd Weibull
Family . . . . . . . . . . . . . . . . . 2661--2680
Feng-Shou Ko The Identification of Potential
Longitudinal Biomarkers and Measurements
of Effectiveness for Biomarkers as
Surrogates in Multivariate Survival Data 2681--2698
Amir Afshin Fatahi and
Rassoul Noorossana and
Pershang Dokouhaki and
Babak Farhang Moghaddam Copula-Based Bivariate ZIP Control Chart
for Monitoring Rare Events . . . . . . . 2699--2716
Magda Monteiro and
Manuel G. Scotto and
Isabel Pereira Integer-Valued Self-Exciting Threshold
Autoregressive Processes . . . . . . . . 2717--2737
Jiin-Huarng Guo and
Lynne Billard Assessing One-Step-Ahead Prediction
Error Based on the Median for
First-Order Autoregressive Models in the
Presence Of Outliers . . . . . . . . . . 2738--2749
Wen-Jang Huang and
Nan-Cheng Su Characterizations of Distributions Based
on Moments of Residual Life . . . . . . 2750--2761
A. Ahmad Abd El-Baset Joint Moment Generating Functions of
Nonadjacent Dual Generalized Order
Statistics from Reflected Generalized
Pareto Distributions . . . . . . . . . . 2762--2772
Alireza Ghodsi and
Mahendran Shitan and
Hassan S. Bakouch A First-Order Spatial Integer-Valued
Autoregressive $ {\rm SINAR}(1, 1) $
Model . . . . . . . . . . . . . . . . . 2773--2787
Haifeng Xu The Exact General Formulas for the
Moments of a Ridge Regression Estimator
when the Regression Error Terms Follow a
Multivariate $t$ Distribution . . . . . 2788--2802
E. P. Sreedevi and
P. G. Sankaran A Semiparametric Bayesian Approach for
the Analysis of Competing Risks Data . . 2803--2818
Gülesen Üstünda\ug \vSiray and
Sadullah Sakallio\uglu Superiority of the $r$--$k$ Class
Estimator Over Some Estimators in a
Linear Model . . . . . . . . . . . . . . 2819--2832
Paola Monari Fortunato Pesarin: a Statistician for
Complex Problems . . . . . . . . . . . . 2833--2835
Katerina Pericleous and
Stratis Kounias The Concept of Majorization in
Experimental Design . . . . . . . . . . 2836--2850
Delphine Blanke and
Denis Bosq Comparing ARMA Processes with Roots of
Modulus $1$ and Polynomial Regression 2851--2863
Jordan Stoyanov Inference Problems Involving Moment
Determinacy of Distributions . . . . . . 2864--2878
Stefano Bonnini and
Domenico Piccolo and
Luigi Salmaso and
Francesca Solmi Permutation Inference for a Class of
Mixture Models . . . . . . . . . . . . . 2879--2895
P. Monari and
L. Stracqualursi A Forecast Model to Assess the Critical
Points in University Systems . . . . . . 2896--2907
Viatcheslav B. Melas and
Petr Shpilev On the Functional Approach to Bayesian
Efficient Designs for Nonlinear
Regression Models . . . . . . . . . . . 2908--2921
M. Atlagh and
M. Broniatowski and
G. Celant A Convergence Result for a Class of
Asymptotically Linear Estimators . . . . 2922--2931
Laura Deldossi and
Diego Zappa Confidence Intervals for Variance
Components in Measurement System
Capability Studies . . . . . . . . . . . 2932--2943
Mariagiulia Matteucci and
Stefania Mignani and
Bernard P. Veldkamp Prior Distributions for Item Parameters
in IRT Models . . . . . . . . . . . . . 2944--2958
Silvano Fiorin and
Francesca Parpinel Least Squares Consistent Estimates for
Arbitrary Regression Functions Over an
Abstract Space . . . . . . . . . . . . . 2959--2982
S. Cagnone A Note on Goodness-of-Fit Test in Latent
Variable Models with Categorical
Variables . . . . . . . . . . . . . . . 2983--2990
Dario Basso and
Livio Finos Exact Multivariate Permutation Tests for
Fixed Effects in Mixed-Models . . . . . 2991--3001
Michel Broniatowski and
Giorgio Celant and
Marco Di Battista and
Samuela Leoni-Aubin Upper Bounds for the Error in Some
Interpolation and Extrapolation Designs 3002--3019
Monjed H. Samuh and
Leonardo Grilli and
Carla Rampichini and
Luigi Salmaso and
Nicola Lunardon The Use of Permutation Tests for
Variance Components in Linear Mixed
Models . . . . . . . . . . . . . . . . . 3020--3029
Paola Palmitesta and
Corrado Provasi GSH Dependence Modeling with an
Application to Risk Management . . . . . 3030--3042
Chiara Brombin and
Massimo Crippa and
Clelia Di Serio Modeling Cancer Cells Growth . . . . . . 3043--3059
Italo Pegoraro A Transformation Characterizing the
Normal Distribution . . . . . . . . . . 3060--3067
Marco Marozzi A Modified Hall--Padmanabhan Test for
the Homogeneity of Scales . . . . . . . 3068--3078
S. Bianconcini and
S. Cagnone Multivariate Latent Growth Models for
Mixed Data with Covariate Effects . . . 3079--3093
Rosa Arboretti Giancristofaro and
Livio Corain and
Susanna Ragazzi The Multivariate Randomized Complete
Block Design: a Novel Permutation
Solution in Case of Ordered Categorical
Variables . . . . . . . . . . . . . . . 3094--3109
Maria Iannario Hierarchical \em CUB Models for Ordinal
Variables . . . . . . . . . . . . . . . 3110--3125
Michele Costa and
Luca De Angelis A Permutation Based Procedure for
Classification Assessment . . . . . . . 3126--3137
Rossella Berni Quality and Reliability in Top-event
Estimation: Quantitative Fault Tree
Analysis in Case of Dependent Events . . 3138--3149
Giulia Roli and
Fabrizia Mealli and
Barbara Pacini Estimation of Causal Effects in Latent
Strata with an Encouragement for
Response . . . . . . . . . . . . . . . . 3150--3161
Rosa Arboretti Giancristofaro and
Roberto Fontana and
Susanna Ragazzi Construction and Nonparametric Testing
of Orthogonal Arrays through Algebraic
Strata and Inequivalent Permutation
Matrices . . . . . . . . . . . . . . . . 3162--3178
Domenica Fioredistella Iezzi Centrality Measures for Text Clustering 3179--3197
Raghunath Arnab and
Sarjinder Singh and
D. North Use of Two Decks of Cards in Randomized
Response Techniques for Complex Survey
Designs . . . . . . . . . . . . . . . . 3198--3210
F. Marta L. Di Lascio and
Simone Giannerini Clustering Microarray Data: Theoretical
and Practical Issues . . . . . . . . . . 3211--3232
Marco Scutari and
Adriana Brogini Bayesian Network Structure Learning with
Permutation Tests . . . . . . . . . . . 3233--3243
Luc Villandré and
Benjamin Rich and
Antonio Ciampi Soft Classification Trees . . . . . . . 3244--3258
I. Gijbels and
I. Prosdocimi Flexible Mean and Dispersion Function
Estimation in Extended Generalized
Additive Models . . . . . . . . . . . . 3259--3277
Abdulhakeem A. H. Eideh Fitting Variance Components Model and
Fixed Effects Model for One-Way Analysis
of Variance to Complex Survey Data . . . 3278--3300
Subrata Chakraborty and
Dhrubajyoti Chakravarty Discrete Gamma Distributions: Properties
and Parameter Estimations . . . . . . . 3301--3324
Ying Xu and
Paul S. F. Yip and
Richard M. Huggins A Generalized Chain Binomial Model with
Aggregated Data . . . . . . . . . . . . 3325--3338
R. Jacobs and
A. Bekker and
S. W. Human On the Bivariate Kummer--Beta Type IV
Distribution . . . . . . . . . . . . . . 3339--3354
B. M. Brown and
Thomas Suesse and
Von Bing Yap Wilson Confidence Intervals for the
Two-Sample Log-Odds-Ratio in Stratified
$ 2 \times 2 $ Contingency Tables . . . 3355--3370
Shaheena Bashir and
E. M. Carter Robust Mixture of Linear Regression
Models . . . . . . . . . . . . . . . . . 3371--3388
Ying Xu and
K. F. Lam and
Feifei Zhou and
Paul S. F. Yip and
Ray Watson A Study of Suicide Risk Using a Cox Cure
Model via a Retrospective Sampling and
Multiple Imputation . . . . . . . . . . 3389--3402
Martin Singull and
Timo Koski On the Distribution of Matrix Quadratic
Forms . . . . . . . . . . . . . . . . . 3403--3415
Serkan Eryilmaz Reliability Properties of Systems with
Two Exchangeable Log-Logistic Components 3416--3427
X. H. Liu and
Z. Z. Wang and
X. M. Hu Estimation in Partially Linear
Single-Index Models with Missing
Covariates . . . . . . . . . . . . . . . 3428--3447
Birgit Debrabant Point Processes with a Generalized Order
Statistic Property . . . . . . . . . . . 3449--3467
Xueli Wang and
Hua Chen and
Zhi Geng and
Xiaohua Zhou Using Auxiliary Data for Binomial
Parameter Estimation with Nonignorable
Nonresponse . . . . . . . . . . . . . . 3468--3478
Hyun Suk Park Asymptotic Behavior of the Kernel
Density Estimator from a Geometric
Viewpoint . . . . . . . . . . . . . . . 3479--3496
Hea-Jung Kim On a Screened Pearson Correlation and
Its Application to Interdependence
Methods . . . . . . . . . . . . . . . . 3497--3510
Abdulhamid A. Alzaid and
Maha A. Omair An Extended Binomial Distribution with
Applications . . . . . . . . . . . . . . 3511--3527
Maiying Kong and
Alex Cambon and
Michael J. Smith Extended Logistic Regression Model for
Studies with Interrupted Events,
Seasonal Trend, and Serial Correlation 3528--3543
Qi-Bing Gao and
Jin-Guan Lin and
Chun-Hua Zhu and
Yao-Hua Wu Asymptotic Properties of Maximum
Quasi-Likelihood Estimates in
Generalized Linear Models with
``Working'' Covariance Matrix and
Adaptive Designs . . . . . . . . . . . . 3544--3561
M. Diniz and
C. A. B. Pereira and
J. M. Stern Cointegration: Bayesian Significance
Test . . . . . . . . . . . . . . . . . . 3562--3574
Yuri Goegebeur and
Tertius De Wet Local Estimation of the Second-Order
Parameter in Extreme Value Statistics
and Local Unbiased Estimation of the
Tail Index . . . . . . . . . . . . . . . 3575--3607
Sangun Park and
Johan Lim On the Effect of Imperfect Ranking on
the Amount of Fisher Information in
Ranked Set Samples . . . . . . . . . . . 3608--3620
O. Y. Kravchuk and
P. K. Pollett Hodges--Lehmann Scale Estimator for
Cauchy Distribution . . . . . . . . . . 3621--3632
Muhammad Aslam and
Ching-Ho Yen and
Chia-Hao Chang and
Chi-Hyuck Jun and
Munir Ahmad and
Mujahid Rasool Two-Stage Variables Acceptance Sampling
Plans Using Process Loss Functions . . . 3633--3647
Feng-shou Ko Approaches to Allocate Sample Size
Rationally Into Individual Regions for a
Multi-regional Trial Under Heterogeneous
Effect Size . . . . . . . . . . . . . . 3648--3665
Hossein Zamani and
Noriszura Ismail Functional Form for the Generalized
Poisson Regression Model . . . . . . . . 3666--3675
Yoshihide Kakizawa Second-Order Powers of a Class of Tests
in the Presence of a Nuisance Parameter 3676--3691
William J. Reed Power-Law Adjusted Survival Models . . . 3692--3703
Maria Grazia Zoia and
Laura Barbieri A Short-Cut Derivation for the Solution
of Autoregressive Models from Sharp
Algebraic Arguments . . . . . . . . . . 3704--3721
Leandro C. Rêgo and
Renato J. Cintra and
Gauss M. Cordeiro On Some Properties of the Beta Normal
Distribution . . . . . . . . . . . . . . 3722--3738
Marvin H. J. Gruber Liu and Ridge Estimators --- a
Comparison . . . . . . . . . . . . . . . 3739--3749
Reza Modarres Testing the Equality and Exchangeability
of Bivariate Distributions . . . . . . . 3750--3758
A. Ardalan and
S. M. Sadooghi-Alvandi and
A. R. Nematollahi The Two-Piece Normal-Laplace
Distribution . . . . . . . . . . . . . . 3759--3785
Subrata Kumar Satpati and
V. K. Gupta and
Rajender Parsad and
M. L. Aggarwal Computer-Generated Change-Over Designs
for Correlated Observations . . . . . . 3786--3798
Efigénio Rebelo and
Patrícia Oom Do Valle and
Rui Nunes Nonnested Testing for Competing
Autoregressive Dynamic Models Estimated
by Instrumental Variables . . . . . . . 3799--3812
Lirong Cui and
Guoxiao Yang Preface . . . . . . . . . . . . . . . . 3813--3813
Ming Han The $M$-Bayesian Credible Limits of the
Reliability Derived from Binomial
Distribution . . . . . . . . . . . . . . 3814--3830
Fujun Hou Rank Preserved Aggregation Rules and
Application to Reliability Allocation 3831--3845
Shubin Si and
Hongyan Dui and
Zhiqiang Cai and
Shudong Sun and
Yingfeng Zhang Joint Integrated Importance Measure for
Multi-State Transition Systems . . . . . 3846--3862
Yincai Tang and
Qiang Guan and
Peirong Xu and
Haiyan Xu Optimum Design for Type-I Step-stress
Accelerated Life Tests of Two-parameter
Weibull Distributions . . . . . . . . . 3863--3877
Hai-Yan Xu and
Heliang Fei Models Comparison for Step-Stress
Accelerated Life Testing . . . . . . . . 3878--3887
Xiaofang Dong and
Lirong Cui and
Fangyu Liu A Further Study on Reliable Life
Estimation under Ranked Set Sampling . . 3888--3902
Yanyang Zhu and
Aofu Zhang and
Baoliang Liu Sequential Series Systems and Their Risk
Assessments . . . . . . . . . . . . . . 3903--3914
Franck Corset and
Laurent Doyen and
Olivier Gaudoin Bayesian Analysis of ARA Imperfect
Repair Models . . . . . . . . . . . . . 3915--3941
Lixin Cui Applying Fuzzy Comprehensive Evaluation
Method to Evaluate Quality in Crisis and
Emergency Management . . . . . . . . . . 3942--3959
Xiaoyue Wu and
Hua Yan and
Lirong Li Numerical Method for Reliability
Analysis of Phased-Mission System Using
Markov Chains . . . . . . . . . . . . . 3960--3973
Renyan Jiang Three New Life Distribution Models for
Modeling Field Failure Data . . . . . . 3974--3987
Xinzhuo Bao and
Lirong Cui A Study on Reliability for A Two-Item
Cold Standby Markov Repairable System
with Neglected Failures . . . . . . . . 3988--3999
Jian Shi and
Shaoping Wang and
Kang Wang and
John P. Sullivan and
Chin-Yin Chen Performance-Related Reliability Analysis
Methodology of Computer Networks . . . . 4000--4022
Xujie Jia and
Lirong Cui Reliability Research of $k$-out-of-$n$:
$G$ Supply Chain System Based on Copula 4023--4033
Ancha Xu and
Yincai Tang Objective Bayesian Analysis for Linear
Degradation Models . . . . . . . . . . . 4034--4046
Yi-Chun Chen and
Wheyming Tina Song The Effects of Sample Sizes in Phases I
and II on $p$ Control Chart Performance 4047--4068
Samaradasa Weerahandi Generalized Point Estimation with
Application to Small Response Estimation 4069--4095
Pao-Sheng Shen Nonparametric Estimators of the
Distribution Function for One Modified
Model of Current Status Data . . . . . . 4096--4106
Laura L. R. Rifo and
Verónica González-López Full Bayesian Analysis for a Model of
Tail Dependence . . . . . . . . . . . . 4107--4123
Dejian Lai and
Lemuel A. Moyé and
Kuang-Chao Chang and
Robert J. Hardy Sample Size Re-Estimation Based on
Two-Stage Analysis of Variance: Interim
Analysis of Clinical Trials . . . . . . 4124--4131
A. J. Hayter and
S. Kiatsupaibul and
W. Liu and
H. P. Wynn An Independence Point Method of
Confidence Band Construction for
Multiple Linear Regression Models . . . 4132--4141
Muhammad Hanif Local Linear Estimation of Recurrent
Jump-Diffusion Models . . . . . . . . . 4142--4163
Tahani Coolen-Maturi and
Pauline Coolen-Schrijner and
Frank P. A. Coolen Nonparametric Predictive Multiple
Comparisons of Lifetime Data . . . . . . 4164--4181
Fayçal Hamdi Computing the Exact Fisher Information
Matrix of Periodic State-Space Models 4182--4199
S. M. Sadooghi-Alvandi and
A. A. Jafari and
H. A. Mardani-Fard One-way ANOVA with Unequal Variances . . 4200--4221
Anonymous Corrigendum . . . . . . . . . . . . . . 4222--4222
Anonymous Erratum . . . . . . . . . . . . . . . . 4223--4223
Hafiz Muhammad Arshad and
Munir Akhtar and
Steven G. Gilmour Augmented Box--Behnken Designs for
Fitting Third-Order Response Surfaces 4225--4239
Chin-Shang Li Lack-of-Fit Tests for Generalized Linear
Models via Splines . . . . . . . . . . . 4240--4250
Bader A. I. Aljawadi and
Mohd Rizam A. Bakar and
Noor Akma Ibrahim Nonparametric versus Parametric
Estimation of the Cure Fraction Using
Interval Censored Data . . . . . . . . . 4251--4275
Qinglong Yang Asymptotic Normality of LS Estimators in
the Simple Linear EV Regression Model
with PA Errors . . . . . . . . . . . . . 4276--4284
Aleksandar S. Nasti\'c On Shifted Geometric $ {\rm INAR}(1) $
Models Based on Geometric Counting
Series . . . . . . . . . . . . . . . . . 4285--4301
Giancarlo Diana and
Marco Giordan Finite Population Variance Estimation in
Presence of Measurement Errors . . . . . 4302--4314
M. S. Chikkagoudar and
B. S. Biradar Locally Most Powerful Rank Tests for
Comparison of Two Failure Rates Based on
Multiple Type-II Censored Data . . . . . 4315--4331
Eiichi Isogai and
Chikara Uno and
Daisuke Takeuchi Two-Stage Procedure Having Exact
Third-Order Properties for a Normal Mean 4332--4347
Soon S. Kwon and
Sung H. Park Conditions of Slope-Rotatability for
Third-Order Polynomial Regression Models 4348--4359
Jiaping Wang and
Qiqing Yu Consistency of the Generalized MLE with
Interval-Censored and Masked Competing
Risks Data . . . . . . . . . . . . . . . 4360--4377
Hamzeh Torabi A Generalized Version of Neyman--Pearson
Lemma for Testing Fuzzy Hypotheses Based
on $r$-Level Sets . . . . . . . . . . . 4379--4390
N. Unnikrishnan Nair and
P. G. Sankaran and
B. Vineshkumar The Govindarajulu Distribution: Some
Properties and Applications . . . . . . 4391--4406
Vee Ming Ng Bayesian Inference for the Precision
Matrix for Scale Mixtures of Normal
Distributions . . . . . . . . . . . . . 4407--4412
Lianyan Fu and
Wei Gao and
Man-Lai Tang and
Ning-Zhong Shi On Modelling Agreement and Category
Distinguishability on an Ordinal Scale 4413--4426
Hafiz M. R. Khan Improved Predictive Inference for
Responses Based on Location Parameter
Median from the Rayleigh Model Given a
Doubly Censored Sample . . . . . . . . . 4427--4438
James R. Schott An Approximation for the Test of the
Equality of the Smallest Eigenvalues of
a Covariance Matrix . . . . . . . . . . 4439--4443
Bing Xing Wang Exact Interval Estimation for the Scale
Family Under General Progressive Type-II
Censoring . . . . . . . . . . . . . . . 4444--4452
Shashibhushan B. Mahadik Exact Results for Variable Sampling
Interval Shewhart Control Charts with
Runs Rules for Switching Between
Sampling Interval Lengths . . . . . . . 4453--4469
Yaoguang Hu and
Xi Cheng A Quality Control Approach of PVC Gloves
Based on the Integration of SPC and EPC 4470--4483
Jan Mielniczuk and
Pawe\l Teisseyre Selection of Regression and
Autoregression Models with Initial
Ordering of Variables . . . . . . . . . 4484--4502
Xu-Qing Liu and
Feng Gao and
Jian-Wen Xu Linearized Restricted Ridge Regression
Estimator in Linear Regression . . . . . 4503--4514
Anonymous Editorial Board EOV . . . . . . . . . . ebi--ebi
Chao Zhou and
Mingzhe Wang Research on a New System with Neglected
or Delayed Failure Impact . . . . . . . 1--10
Salim Bouzebda and
Tarek Zari A Strong Invariance Theorem of the Tail
Empirical Copula Processes . . . . . . . 11--27
Anis Iranmanesh and
M. Arashi and
D. K. Nagar and
S. M. M. Tabatabaey On Inverted Matrix Variate Gamma
Distribution . . . . . . . . . . . . . . 28--41
Hafiz M. R. Khan Predictive Inference from the
Half-Normal Model Given a Type II
Censored Sample . . . . . . . . . . . . 42--55
Feng Chen and
Qiang Cheng and
Hong Liu and
Wenli Xu and
Song Wang A New Inference Framework for Dependency
Networks . . . . . . . . . . . . . . . . 56--75
M. Khorashadizadeh and
A. H. Rezaei Roknabadi and
G. R. Mohtashami Borzadaran Characterization of Life Distributions
Using Log-odds Rate in Discrete Aging 76--87
Manoj K. Yadav and
Girdhar G. Agarwal On Estimation of Standard Error of
Intra-Class Correlation Coefficient in
Unbalanced Nested Designs . . . . . . . 88--97
Christophe Chesneau Wavelet Estimation of a Density in a
GARCH-type Model . . . . . . . . . . . . 98--117
N. Rerkruthairat and
K. Neammanee An Improvement of a Non Uniform Bound on
Normal Approximation of Randomized
Orthogonal Array Sampling Designs . . . 118--134
Nasir Abbas and
Muhammad Aslam Modeling the Factors Influencing the
Evaluations of Items Through Mixture
Models for Preference Datasets . . . . . 135--144
Housila P. Singh and
Ramkrishna S. Solanki An Efficient Class of Estimators for the
Population Mean Using Auxiliary
Information . . . . . . . . . . . . . . 145--163
Alain Desgagné and
Pierre Lafaye de Micheaux and
Alexandre Leblanc Test of Normality Against Generalized
Exponential Power Alternatives . . . . . 164--190
Michael Vock and
N. Balakrishnan A Connection Between Two Nonparametric
Tests for Perfect Ranking in Balanced
Ranked Set Sampling . . . . . . . . . . 191--193
Litong Wang Several Kantorovich Inequalities
Involving Tracy--Singh Product . . . . . 194--200
Yimei Li and
Daniel F. Heitjan A Note on the Complementary Mixture
Pareto II Distribution . . . . . . . . . 201--213
Gonglin Yuan and
Zengxin Wei Non Monotone Backtracking Inexact BFGS
Method for Regression Analysis . . . . . 214--238
Ana Georgina Flesia A Note on Distinguishing Random Trees
Populations . . . . . . . . . . . . . . 239--251
Jing Li and
Sunil K. Dhar Modeling with Bivariate Geometric
Distributions . . . . . . . . . . . . . 252--266
Shun Matsuura and
Hiroshi Kurata Definition and Properties of
$m$-Dimensional $n$-Principal Points . . 267--282
Jaejik Kim and
L. Billard Dissimilarity Measures for
Histogram-valued Observations . . . . . 283--303
Mustafa Ismaeel Alheety and
B. M. Golam Kibria Modified Liu-Type Estimator Based on $
(r - k) $ Class Estimator . . . . . . . 304--319
Sharoon Hanook and
Muhammad Qaiser Shahbaz and
Muhammad Mohsin and
B. M. Golam Kibria A Note On Beta Inverse-Weibull
Distribution . . . . . . . . . . . . . . 320--335
Hong Min Xiao and
Ze Hui Li and
Wei Wei Liu The Finite Time Ruin Probability of a
New Risk Model Based on Entrance Process 336--345
Ruby C. Weng and
Cheng-Hung Hsu A Study of Expansions of Posterior
Distributions . . . . . . . . . . . . . 346--364
Ma\lgorzata Murat Bayesian Estimation for Deformed
Modified Power Series Distribution . . . 365--384
Zhengcheng Zhang and
William Q. Meeker Mixture Representations of Reliability
in Coherent Systems and Preservation
Results Under Double Monitoring . . . . 385--397
Yonghui Liu and
Chenqi Xia Fundamental Equations of BLUE and BLUP
in the Multivariate Linear Model with
Applications . . . . . . . . . . . . . . 398--412
Wen-Chuan Lee and
Jong-Wuu Wu and
Chun-Te Li Characterization of Mixtures of Weibull
and Pareto Distributions Based on
Conditional Expectation of Order
Statistics . . . . . . . . . . . . . . . 413--428
Guohong Sun and
Xuemin Zi An Empirical-Likelihood-Based
Multivariate EWMA Control Scheme . . . . 429--446
Limin Wen and
Jiangfeng Wang and
Xianyi Wu A New Class of Credibility Estimators
Under the Generalized Weighted Premium
Principle . . . . . . . . . . . . . . . 447--465
Tomoaki Imoto and
Seng Huat Ong A Lagrangian Non Central Negative
Binomial Distribution of the First Kind 466--477
Yunxia Li An Extension of the Almost Sure Central
Limit Theorem for Products of Sums Under
Association . . . . . . . . . . . . . . 478--490
Patrick Lang and
Ann Gironella and
Rieken Venema Invariant Subspaces and Regression . . . 491--504
S. Kalke and
W.-D. Richter and
F. Thauer Linear Combinations, Products and Ratios
of Simplicial or Spherical Variates . . 505--527
Hamid Bidram and
Javad Behboodian and
Mina Towhidi A New Generalized Exponential Geometric
Distribution . . . . . . . . . . . . . . 528--542
Jianwen Xu and
Hu Yang Performances of the Positive-Rule
Stein-Type Ridge Estimator in a Linear
Regression Model with Spherically
Symmetric Error Distributions . . . . . 543--560
André Beauducel A Note on Unwanted Variance in
Exploratory Factor Models . . . . . . . 561--565
Anonymous Corrigendum for: The Distribution of
Family Sizes Under a Time-Homogeneous
Birth and Death Process . . . . . . . . 566--567
Anonymous Erratum . . . . . . . . . . . . . . . . 568--568
Nikolai Kolev Preface . . . . . . . . . . . . . . . . 569--569
Maristela Dias De Oliveira and
Enrico A. Colosimo and
Gustavo L. Gilardoni Power Law Selection Model for Repairable
Systems . . . . . . . . . . . . . . . . 570--578
Wolf-Dieter Richter Geometric and Stochastic Representations
for Elliptically Contoured Distributions 579--602
Reinaldo B. Arellano-Valle and
Luis M. Castro and
Rosangela H. Loschi Change Point Detection in The
Skew-Normal Model Parameters . . . . . . 603--618
Jan-Frederik Mai and
Matthias Scherer Sampling Exchangeable and Hierarchical
Marshall--Olkin Distributions . . . . . 619--632
Guillermo Martínez-Flórez and
Heleno Bolfarine and
Héctor W. Gómez The Alpha-power Tobit Model . . . . . . 633--643
Guannan Wang and
Zhizhong Wang and
Xiaohui Liu Empirical Likelihood For Censored
Partial Linear Model Based On Imputed
Value . . . . . . . . . . . . . . . . . 644--659
Arnab Kumar Laha and
K. C. Mahesh and
Dilip Kumar Ghosh SB-Robust Estimators of the Parameters
of the Wrapped Normal Distribution . . . 660--672
F. Louzada and
A. K. Suzuki and
V. G. Cancho The FGM Long-Term Bivariate Survival
Copula Model: Modeling, Bayesian
Estimation, and Case Influence
Diagnostics . . . . . . . . . . . . . . 673--691
Hsiaw-Chan Yeh General Multivariate Weibull Processes 692--715
Jerzy K. Filus and
Lidia Z. Filus A Method for Multivariate Probability
Distributions Construction via Parameter
Dependence . . . . . . . . . . . . . . . 716--721
Dimitris Karlis and
Xanthi Pedeli Flexible Bivariate $ {\rm INAR}(1) $
Processes Using Copulas . . . . . . . . 723--740
Pablo A. Mitnik New Properties of the Kumaraswamy
Distribution . . . . . . . . . . . . . . 741--755
Mahendran Shitan and
Shelton Peiris Approximate Asymptotic
Variance-Covariance Matrix for the
Whittle Estimators of $ {\rm GAR}(1) $
Parameters . . . . . . . . . . . . . . . 756--770
Jiexiang Li Kernel Estimators for Additive Models
with Dependent Observations from Random
Fields . . . . . . . . . . . . . . . . . 771--781
Abdul Haq and
Javid Shabbir Improved Family of Ratio Estimators in
Simple and Stratified Random Sampling 782--799
Anissa Rabhi On Threshold Choice in Hypothesis
Testing for Dynamical Systems with Small
Noise . . . . . . . . . . . . . . . . . 800--811
Velika I. Dragieva A Finite Source Retrial Queue: Number of
Retrials . . . . . . . . . . . . . . . . 812--829
Kaiyong Wang The Uniform Asymptotics of the Overshoot
of a Random Walk with Light-Tailed
Increments . . . . . . . . . . . . . . . 830--837
S. Izadkhah and
A. H. Rezaei Roknabadi and
G. R. Mohtashami Borzadaran On Properties of Reversed Mean Residual
Life Order for Weighted Distributions 838--851
Yan Ling and
Paul I. Nelson Consistency of $p$-Values Obtained by
Averaging Over Nuisance Parameters . . . 852--866
Habib Jafari Locally $D$-Optimal Design for a Logit
Model in Discrete Choice Experiment . . 867--882
Ming Ha Lee Adaptive Hotelling's $ T^2 $ Control
Charts with Run Rules . . . . . . . . . 883--897
Bing Xing Wang and
Min Xie and
Jun Xing Zhou Generalized Confidence Interval for the
Scale Parameter of the Power-Law Process 898--906
M. Amini and
H. R. Nili Sani and
A. Bozorgnia Aspects of Negative Dependence
Structures . . . . . . . . . . . . . . . 907--917
Emilio Gómez-Déniz and
Enrique Calderín-Ojeda and
José María Sarabia Gamma-Generalized Inverse Gaussian Class
of Distributions with Applications . . . 919--933
Farhat Iqbal Diagnostic Checking for GARCH-Type
Models . . . . . . . . . . . . . . . . . 934--953
Fang Zhu and
Gong Tang An Index of Local Sensitivity to
Nonignorability for a Pseudolikelihood
Method . . . . . . . . . . . . . . . . . 954--973
Linda Lee Ho and
Roberto Da Costa Quinino The Variable Sampling Interval (VSI) in
an Analysis of Taguchi's On-line Quality
Monitoring Procedure for Variables . . . 974--987
Ulrich Menzefricke Control Charts for the Mean and Variance
based on Changepoint Methodology . . . . 988--1007
Housila P. Singh and
Ramkrishna S. Solanki Efficient Ratio and Product Estimators
in Stratified Random Sampling . . . . . 1008--1023
Jeff Pettyjohn and
Daniel R. Jeske and
Jun Li Estimation and Confidence Intervals for
Clock Offset in Networks with Bivariate
Exponential Delays . . . . . . . . . . . 1024--1041
Wen-Jang Huang and
Hui-Yi Teng A Study of Some Different Concepts of
Symmetry on the Real Line . . . . . . . 1042--1055
Yang-Jin Kim and
Chung Mo Nam and
Jinheum Kim Nonparametric Two-Sample Tests of
Longitudinal Data with Termination
Events . . . . . . . . . . . . . . . . . 1056--1069
A. Stavropoulos and
M. G. Akritas and
C. Caroni Likelihood Ratio Type Statistics for
Repeated Measures Designs with
Heterogeneous Covariance Matrices . . . 1070--1086
S. H. Alizadeh and
S. Rezakhah Hidden Markov Mixture Autoregressive
Models: Stability and Moments . . . . . 1087--1104
Hamid Zareifard and
Majid Jafari Khaledi Empirical Bayes Estimation in Regression
Models with Generalized Skew-Slash
Errors . . . . . . . . . . . . . . . . . 1105--1123
Abdelhamid Hassairi and
Mahdi Louati Mixture of the Riesz Distribution with
Respect to a Multivariate Poisson . . . 1124--1140
Anonymous Errata . . . . . . . . . . . . . . . . . 1141--1141
Paulo C. Rodrigues and
Miguel de Carvalho Preface . . . . . . . . . . . . . . . . 1143--1144
M. Chvosteková Simultaneous Two-Sided Tolerance
Intervals for a Univariate Linear
Regression Model . . . . . . . . . . . . 1145--1152
Carlos A. Coelho and
Filipe J. Marques The Multi-Sample Block-Scalar Sphericity
Test: Exact and Near-Exact Distributions
for Its Likelihood Ratio Test Statistic 1153--1175
Miguel de Carvalho and
Boris Oumow and
Johan Segers and
Michal Warchol A Euclidean Likelihood Estimator for
Bivariate Tail Dependence . . . . . . . 1176--1192
Jan De Neve and
Olivier Thas and
Jean-Pierre Ottoy Goodness-of-Fit Methods for
Probabilistic Index Models . . . . . . . 1193--1207
Marek Dvorák and
Zuzana Prásková On Testing Changes in Autoregressive
Parameters of a VAR Model . . . . . . . 1208--1226
M. Ivette Gomes and
M. João Martins and
M. Manuela Neves Generalized Jackknife-Based Estimators
for Univariate Extreme-Value Modeling 1227--1245
Nina Huber and
Hannes Leeb Shrinkage Estimators for Prediction
Out-of-Sample: Conditional Performance 1246--1264
Francesca Ieva and
Anna M. Paganoni Depth Measures for Multivariate
Functional Data . . . . . . . . . . . . 1265--1276
Carsten Jentsch and
Dimitris N. Politis Valid Resampling of Higher-Order
Statistics Using the Linear Process
Bootstrap and Autoregressive Sieve
Bootstrap . . . . . . . . . . . . . . . 1277--1293
B. T. Knapik and
A. W. van der Vaart and
J. H. van Zanten Bayesian Recovery of the Initial
Condition for the Heat Equation . . . . 1294--1313
Hendrik P. Lopuhaä and
Gabriela F. Nane An Asymptotic Linear Representation for
the Breslow Estimator . . . . . . . . . 1314--1324
Luis N. Pereira and
Jorge M. Mendes and
Pedro S. Coelho Model-Based Estimation of Unemployment
Rates in Small Areas of Portugal . . . . 1325--1342
Jan Johannes and
Maik Schwarz Adaptive Gaussian Inverse Regression
with Partially Unknown Operator . . . . 1343--1362
Andrew D. A. C. Smith Quadratic Programming and Penalized
Regression . . . . . . . . . . . . . . . 1363--1372
Drago Spoljari\'c and
Ivo Ugrina On Statistical Properties of Palindromes
in DNA . . . . . . . . . . . . . . . . . 1373--1385
Gyula Pap and
Tamás T. Szabó Change Detection in $ {\rm INAR}(p) $
Processes Against Various Alternative
Hypotheses . . . . . . . . . . . . . . . 1386--1405
Grzegorz Wylupek Data-Driven Tests for Trend . . . . . . 1406--1427
Johanna Ziegel Stereological Modelling of Random
Particles . . . . . . . . . . . . . . . 1428--1442
D. K. Al-Mutairi and
M. E. Ghitany and
Debasis Kundu Inferences on Stress-Strength
Reliability from Lindley Distributions 1443--1463
Semhar Beyene and
V. Ramakrishnan A Numerical Method for Estimating the
Variance of Age at Maximum Growth Rate
in Growth Models . . . . . . . . . . . . 1464--1475
G. Khalaf and
Kristofer Månsson and
Ghazi Shukur Modified Ridge Regression Estimators . . 1476--1487
Anatoliy Swishchuk and
Md Shafiqul Islam Normal Deviation and Poisson
Approximation of a Security Market by
the Geometric Markov Renewal Processes 1488--1501
J. A. A. Andrade and
C. C. Y. Dorea and
C. E. Guevara Otiniano On the Robustness of Bayesian Modelling
of Location and Scale Structures Using
Heavy-Tailed Distributions . . . . . . . 1502--1514
Alireza Ghodsi and
Mahendran Shitan Some Properties of the Normalized
Periodogram of a Fractionally Integrated
Separable Spatial ARMA (FISSARMA) Model 1515--1530
Deniz Ünal and
Güzin Yüksel Comparison of the Iterative Stein-Rule
and the Usual Estimators of the
Disturbance Variance Under the Pitman
Nearness Criterion in a Linear
Regression Model with Proxy Variables 1531--1541
Mohammad Saber Fallah Nezhad and
Seyed Taghi Akhavan Niaki A New Acceptance Sampling Policy Based
on Number of Successive Conforming Items 1542--1552
Mi-Hwa Ko On the Asymmetric Marcinkiewicz--Zygmund
Strong Law of Large Numbers for Linear
Random Fields . . . . . . . . . . . . . 1553--1562
Litong Wang Quasi-Minimax Estimation in the Linear
Model with Measurement Errors . . . . . 1563--1571
M. Esmail Dehghan Monfared and
Fazlollah Lak Bayesian Estimation of the Change Point
Using $ X^- $ Control Chart . . . . . . 1572--1582
Dilip Roy and
Rishideep Roy Stability of the Characterization
Results in Terms of Hazard Rate and Mean
Residual Life for the Univariate and
Bivariate Setups . . . . . . . . . . . . 1583--1598
Xiangjin Shen and
Hiroki Tsurumi Comparison of Bayesian Model Selection
Criteria and Conditional Kolmogorov Test
as Applied to Spot Asset Pricing Models 1599--1617
Lúcia P. Barroso and
Denise A. Botter and
Gauss M. Cordeiro Second-Order Covariance Matrix Formula
for Heteroskedastic Generalized Linear
Models . . . . . . . . . . . . . . . . . 1618--1627
Reiichiro Kawai Fisher Information for Fractional
Brownian Motion Under High-Frequency
Discrete Sampling . . . . . . . . . . . 1628--1636
Masaki Narukawa On Semiparametric Testing of $ I(d) $ by
FEXP Models . . . . . . . . . . . . . . 1637--1653
Inder Jeet Taneja Generalized Symmetric Divergence
Measures and the Probability of Error 1654--1672
Ayman Alzaatreh and
Felix Famoye and
Carl Lee Weibull--Pareto Distribution and Its
Applications . . . . . . . . . . . . . . 1673--1691
Luis Hernando Vanegas and
Luz Marina Rondon and
Francisco José A. Cysneiros Assessing Robustness of Inference in
Symmetrical Nonlinear Regression Models 1692--1711
Anonymous Corrigendum . . . . . . . . . . . . . . 1712--1712
Antonis Demos and
Dimitra Kyriakopoulou Edgeworth and Moment Approximations: The
Case of MM and QML Estimators for the $
{\rm MA}(1) $ Models . . . . . . . . . . 1713--1747
Abouzar Bazyari and
Rahim Chinipardaz Upper Bound for $p$-Value of the Test of
Multivariate Normal Ordered Mean Vectors
Against all Alternatives . . . . . . . . 1748--1758
M. Z. Anis and
Ishita Basak On $ C_{pk} $ Assessment in the Presence
of Tool Wear . . . . . . . . . . . . . . 1759--1773
Yuao Hu Nonparametric Estimation of Variance
Function for Functional Data Under
Mixing Conditions . . . . . . . . . . . 1774--1786
Bei-Qing Gu and
Rong-Xian Yue Some Notes on Parameter Estimation for
Generalized Exponential Distribution . . 1787--1805
Glen Meeden and
Siamak Noorbaloochi Hypotheses Testing as a Fuzzy Set
Estimation Problem . . . . . . . . . . . 1806--1820
Xingfa Zhang and
Heung Wong and
Yuan Li and
Wai-Cheung Ip An Alternative GARCH-in-Mean Model:
Structure and Estimation . . . . . . . . 1821--1838
Rohini Yadav and
Lakshmi N. Upadhyaya and
Housila P. Singh and
S. Chatterjee A Generalized Family of Transformed
Ratio-Product Estimators for Variance in
Sample Surveys . . . . . . . . . . . . . 1839--1850
M. A. Ullah and
G. R. Pasha and
M. Aslam Local Influence Diagnostics in the
Modified Ridge Regression . . . . . . . 1851--1869
P. C. Wang and
Soushan Wu Trend-Free Designs in Blocked Factorial
Experiments . . . . . . . . . . . . . . 1870--1878
Petcharat Rattanawong A Non-Uniform Concentration Inequality
for a Random Permutation Sum . . . . . . 1879--1888
Maryam Sharafi and
N. Balakrishnan and
Baha-Eldin Khaledi Distribution-Free Comparison of Hazard
Rates of Two Distributions Under Type-II
Censoring . . . . . . . . . . . . . . . 1889--1898
S. Izadkhah and
A. H. Rezaei and
M. Amini and
G. R. Mohtashami Borzadaran A General Approach for Preservation of
Some Aging Classes Under Weighting . . . 1899--1909
Ken-Ichi Kamo and
Hirokazu Yanagihara and
Kenichi Satoh Bias-Corrected AIC for Selecting
Variables in Poisson Regression Models 1911--1921
Matthew R. Williams and
Dong-Yun Kim A Test for an Abrupt Change in Weibull
Hazard Functions with Staggered Entry
and Type I Censoring . . . . . . . . . . 1922--1933
David E. Giles and
Hui Feng and
Ryan T. Godwin On the Bias of the Maximum Likelihood
Estimator for the Two-Parameter Lomax
Distribution . . . . . . . . . . . . . . 1934--1950
Liwen Huang and
Lianta Su Hierarchical Discriminant Analysis and
Its Application . . . . . . . . . . . . 1951--1957
Wanrong Liu and
Xuewen Lu and
Yongcheng Qi On Local Polynomial Modelling of the
Additive Risk Model . . . . . . . . . . 1958--1981
Daniel Li and
Liqun Wang A Semiparametric Estimation Approach for
Linear Mixed Models . . . . . . . . . . 1982--1997
David D. Tung and
S. Rao Jammalamadaka On the Gini Mean Difference Test for
Circular Data . . . . . . . . . . . . . 1998--2008
Sandra E. Melo and
Betty J. Garzón and
Oscar O. Melo Cell Means Model for Balanced Factorial
Designs with Nested Mixed Factors . . . 2009--2024
Vladimir Vinogradov Some Utilizations of Lambert $W$
Function in Distribution Theory . . . . 2025--2043
Lenka Filová and
Radoslav Harman Criterion-Robust Experimental Designs
for the Quadratic Regression on a Square
and a Cube . . . . . . . . . . . . . . . 2044--2055
Mohsen Rezapour and
Mohammad Hossein Alamatsaz and
Franco Pellerey Multivariate Aging with Archimedean
Dependence Structures in High Dimensions 2056--2070
Xuan Li and
Xikui Wang Response Adaptive Designs with
Misclassified Responses . . . . . . . . 2071--2083
M. Arashi and
Shahjahan Khan and
S. M. M. Tabatabaey and
H. Soleimani Shrinkage Estimation Under Multivariate
Elliptic Models . . . . . . . . . . . . 2084--2103
Andrea J. Cook and
Diane R. Gold and
Yi Li Spatial Cluster Detection for
Longitudinal Outcomes Using
Administrative Regions . . . . . . . . . 2105--2117
Toru Ogura and
Yasunori Fujikoshi and
Takakazu Sugiyama A Variable Selection Criterion for Two
Sets of Principal Component Scores in
Principal Canonical Correlation Analysis 2118--2135
Murray A. Jorgensen Forming Clusters from Census Areas with
Similar Tabular Statistics . . . . . . . 2136--2151
Haifeng Xu MSE Performance and Minimax Regret
Significance Points for a HPT Estimator
when each Individual Regression
Coefficient is Estimated . . . . . . . . 2152--2164
Miguel Fonseca and
João Tiago Mexia Delta Method, Moment Convergence, and
Inference . . . . . . . . . . . . . . . 2165--2171
Qiang Zhang Asymmetric Group Sequential Designs
under Fractional Brownian Motion . . . . 2172--2184
M. Rezapour and
E. T. Salehi and
M. H. Alamatsaz Stochastic Comparison of Residual and
Past Lifetimes of $ (n - k +
1)$-Out-of-$n$ Systems with Dependent
Components . . . . . . . . . . . . . . . 2185--2199
J. E. Chacón and
C. Tenreiro Data-Based Choice of the Number of Pilot
Stages for Plug-in Bandwidth Selection 2200--2214
S. M. Sadooghi-Alvandi and
Z. Shishebor and
H. A. Mardani-Fard Sharp Bounds on a Class of Copulas with
known Values at Several Points . . . . . 2215--2228
Valentina Mameli and
Monica Musio A Generalization of the Skew-Normal
Distribution: The Beta Skew-Normal . . . 2229--2244
Salim Bouzebda and
Issam Elhattab and
Amor Keziou and
Tewfik Lounis New Entropy Estimator with an
Application to Test of Normality . . . . 2245--2270
G. Afendras Moment-Based Inference for Pearson's
Quadratic $q$ Subfamily of Distributions 2271--2280
Dong Joon Park Alternative Confidence Intervals on
Variance Components in a Simple
Regression Model with a Balanced
Two-Fold Nested Error Structure . . . . 2281--2291
Yong Zhang and
Xiao-Yun Yang Asymptotic Distribution for Products of
Sums of Linear Processes Under
Dependence . . . . . . . . . . . . . . . 2292--2300
Feng-shou Ko A Design For Survival Studies: a
Multi-regional Trial With Unrecognized
Heterogeneity . . . . . . . . . . . . . 2301--2323
V. Nekoukhou and
M. H. Alamatsaz and
A. H. Aghajani A Flexible Skew-Generalized Normal
Distribution . . . . . . . . . . . . . . 2324--2334
Xiao-Xin Zhu and
Bin Zhu and
Chun-Zheng Cao Diagnostics for a Linear Model with
First-Order Autoregressive Symmetrical
Errors . . . . . . . . . . . . . . . . . 2335--2350
Bindu Punathumparambath A New Family of Skewed Slash
Distributions Generated by the Cauchy
Kernel . . . . . . . . . . . . . . . . . 2351--2361
Nasser Davarzani and
Ahmad Parsian Inference Under Right Censoring in a
Discrete Setup . . . . . . . . . . . . . 2362--2375
Shovan Chowdhury and
S. P. Mukherjee Estimation of Traffic Intensity Based on
Queue Length in a Single M/M/1 Queue . . 2376--2390
Xuejun Wang and
Tien-Chung Hu and
Andrei Volodin and
Shuhe Hu Complete Convergence for Weighted Sums
and Arrays of Rowwise Extended
Negatively Dependent Random Variables 2391--2401
Christian Meyer The Bivariate Normal Copula . . . . . . 2402--2422
Yunwen Ren and
Xinsheng Zhang Model Selection for Vector
Autoregressive Processes via Adaptive
Lasso . . . . . . . . . . . . . . . . . 2423--2436
Guo-Liang Fan and
Zhen-Sheng Huang Empirical Likelihood for Semiparametric
Varying-Coefficient Heteroscedastic
Partially Linear Errors-in-Variables
Models . . . . . . . . . . . . . . . . . 2437--2450
Zhongquan Tan and
Yuebao Wang Extremes Values of Discrete and
Continuous Time Strongly Dependent
Gaussian Processes . . . . . . . . . . . 2451--2463
Qing-pei Zang A Kind of Exact Rates in Complete Moment
Convergence for Moving-Average Processes 2464--2471
S. M. Sadooghi-Alvandi and
A. A. Jafari A Parametric Bootstrap Approach for
One-Way ANCOVA with Unequal Variances 2473--2498
Raghunath Arnab and
Sarjinder Singh Estimation of Mean of Sensitive
Characteristics for Successive Sampling 2499--2524
Tomonari Sei A Jacobian Inequality for Gradient Maps
on the Sphere and Its Application to
Directional Statistics . . . . . . . . . 2525--2542
Mounir Arfi Nonparametric Estimation for the Hazard
Function . . . . . . . . . . . . . . . . 2543--2550
M.-L. Feddag Composite Likelihood Estimation for
Multivariate Probit Latent Traits Models 2551--2566
Hui Zhao and
Jie Zhou and
Liuquan Sun A Marginal Additive Rates Model for
Recurrent Event Data with a Terminal
Event . . . . . . . . . . . . . . . . . 2567--2583
Emma M. Iglesias The Block-Block Bootstrap for Time
Series . . . . . . . . . . . . . . . . . 2584--2600
Walter Sosa-Escudero Testing for Persistence in the Error
Component Model: A One-Sided Approach 2601--2616
Yiqiang Lu Estimation for the Power-transformed
Varying-coefficient Quantile Regression
Model . . . . . . . . . . . . . . . . . 2617--2633
Mohammed El Anbari and
Abdallah Mkhadri The Adaptive Gril Estimator with a
Diverging Number of Parameters . . . . . 2634--2660
Gianpaolo Pulcini Modeling the Mileage Accumulation
Process with Random Effects . . . . . . 2661--2683
Yu Miao and
Tianyu Xue and
Tian Du The Discounted Berry--Esséen Analogue for
Autoregressive Processes . . . . . . . . 2684--2693
Guojun Wang and
Siva Sivaganesan Objective Priors for Parameters in a
Normal Linear Regression with
Measurement Error . . . . . . . . . . . 2694--2713
Changyong Feng and
Hongyue Wang and
Xin M. Tu Geometric Mean of Nonnegative Random
Variable . . . . . . . . . . . . . . . . 2714--2717
Housila P. Singh and
Ramkrishna S. Solanki Improved Estimation of Finite Population
Variance Using Auxiliary Information . . 2718--2730
Lichun Wang Consistency of Posterior Distributions
for Heteroscedastic Nonparametric
Regression Models . . . . . . . . . . . 2731--2740
Tomoyuki Sugimoto On Consistencies of the Profile
Likelihood Estimators and their
Derivatives of the Distribution Function
in Doubly Censored Data . . . . . . . . 2741--2757
Juan Zhang and
John E. Kolassa A Practical Procedure to Find Matching
Priors for Frequentist Inference . . . . 2758--2767
Vilijandas B. Bagdonavicius and
Ruta J. Levuliene and
Mikhail S. Nikulin Chi-Squared Goodness-of-Fit Tests for
Parametric Accelerated Failure Time
Models . . . . . . . . . . . . . . . . . 2768--2785
Nimai Kumar Chandra and
Dilip Roy and
Tirthankar Ghosh A Generalized Poisson Distribution . . . 2786--2797
Jing Cheng and
Rong-Xian Yue and
Xin Liu Optimal Designs for Random Coefficient
Regression Models with Heteroscedastic
Errors . . . . . . . . . . . . . . . . . 2798--2809
Amrita Biswas and
Premadhis Das and
Nripes Kumar Mandal Designs Robust Against the Presence of
an Aberration in a Diallel Cross Design
Setup . . . . . . . . . . . . . . . . . 2810--2817
Asuman S. Turkmen and
Nedret Billor Influence Function Analysis for the
Robust Partial Least Squares (RoPLS)
Estimator . . . . . . . . . . . . . . . 2818--2836
Shangli Zhang and
Zhide Fang and
Gang Liu Characterization of Admissible Linear
Estimators in Multivariate Linear Model
with Respect to Inequality Constraints
under Matrix Loss Function . . . . . . . 2837--2850
Christos H. Skiadas and
Sally I. McClean Preface . . . . . . . . . . . . . . . . 2851--2852
Aleka A. Papadopoulou Some Results on Modeling Biological
Sequences and Web Navigation with a Semi
Markov Chain . . . . . . . . . . . . . . 2853--2871
Guglielmo D'Amico and
Montserrat Guillen and
Raimondo Manca Semi-Markov Disability Insurance Models 2872--2888
Guglielmo D'Amico and
Giuseppe Di Biase and
Fulvio Gismondi and
Raimondo Manca The Input Evaluation of Generalized
Bernoulli Processes for Salary Lines
Construction by Means of Continuous Time
Generalized Non-Homogeneous Semi-Markov
Processes . . . . . . . . . . . . . . . 2889--2901
Marc Joannides and
Ir\`ene Larramendy-Valverde On Geometry and Scale of a Stochastic
Chemostat . . . . . . . . . . . . . . . 2902--2911
Lalit Garg and
Sally McClean and
Maria Barton and
Brian Meenan and
Ken Fullerton An Extended Mixture Distribution
Survival Tree for Patient Pathway
Prognostication . . . . . . . . . . . . 2912--2934
Nicholas Brown and
Rachael Hamilton-Keene and
Philippa Hartney and
Terence Mills Forecasting the Incidence of Cancer in
Regional Victoria, Australia . . . . . . 2935--2943
Mohamed Saidane and
Xavier Bry and
Christian Lavergne Generalized Linear Factor Models: a New
Local EM Estimation Algorithm . . . . . 2944--2958
J.-O. Maaita and
G. Tsaklidis and
E. Meletlidou The Homogeneous Markov System (HMS) as
an Elastic Medium. The Three-Dimensional
Case . . . . . . . . . . . . . . . . . . 2959--2970
P.-C. G. Vassiliou Exotic Properties of Non Homogeneous
Markov and Semi-Markov Systems . . . . . 2971--2990
U. U. Müller and
A. Schick and
W. Wefelmeyer Non Standard Behavior of Density
Estimators for Functions of Independent
Observations . . . . . . . . . . . . . . 2991--3000
Elena Yarovaya Branching Random Walks with Heavy Tails 3001--3010
Yann Guermeur Combining Multi-class SVMs with Linear
Ensemble Methods that Estimate the Class
Posterior Probabilities . . . . . . . . 3011--3030
Mehrzad Ghorbani-Mandolakani and
Mohammad Reza Salehi Rad and
Nader Nematollahi Estimation of the Parameters of a
Two-phase Tandem Queue with a Second
Optional Service . . . . . . . . . . . . 3031--3052
S. Mohammad E. Hosseini-Nasab and
Masoumeh Vakili Percentile-$t$ Bootstrap Confidence
Intervals for Period Using Periodogram 3053--3064
Hadi Alizadeh Noughabi and
Naser Reza Arghami Testing Normality Using Transformed Data 3065--3075
Agnieszka Goroncy and
Udo Kamps Random Convex Combinations of
$m$-Generalized Order Statistics . . . . 3076--3084
Christophe Chesneau and
Jalal Fadili Wavelet-Based Density Estimation in a
Heteroscedastic Convolution Model . . . 3085--3099
M. A. Ullah and
G. R. Pasha and
M. Aslam Assessing Influence on the Liu Estimates
in Linear Regression Models . . . . . . 3100--3116
Shesh N. Rai and
Jianmin Pan and
Xiaobin Yuan and
Jianguo Sun and
Melissa M. Hudson and
Deo K. Srivastava Estimating Incidence Rate on Current
Status Data with Application to a Phase
IV Cancer Trial . . . . . . . . . . . . 3117--3133
Kimberly F. Sellers and
Galit Shmueli Data Dispersion: Now You See It \ldots
Now You Don't . . . . . . . . . . . . . 3134--3147
Hamdi Fathallah Asymptotic Properties of the
LS-estimator of a Gaussian
Autoregressive Process by an Averaging
Method . . . . . . . . . . . . . . . . . 3148--3173
Keiji Takai and
Yutaka Kano Asymptotic Inference with Incomplete
Data . . . . . . . . . . . . . . . . . . 3174--3190
Bin Zhang and
Xingwei Tong and
Jing Zhang and
Chunjie Wang and
Jianguo Sun Efficient Estimation for Linear
Transformation Models with Current
Status Data . . . . . . . . . . . . . . 3191--3203
Shey-Huei Sheu and
ShinLi Lu The Generally Weighted Moving Average
Variance Chart . . . . . . . . . . . . . 3204--3214
Adrian Pizzinga Diffuse Restricted Kalman Filtering . . 3215--3233
Frederik Herzberg and
Angélique Herzberg Testing Fiscal Sustainability via Strong
Convergence of Gaussian Random Variables 3235--3242
Omer Ozturk and
Steven N. MacEachern Inference Based on General Linear Models
for Order Restricted Randomization . . . 3243--3266
Zhulin He and
Babette A. Brumback An Equivalence of Conditional and
Unconditional Maximum Likelihood
Estimators via Infinite Replication of
Observations . . . . . . . . . . . . . . 3267--3279
P. Economou and
G. Tzavelas Sample Tests for Detection of
Size-Biased Sampling Mechanism . . . . . 3280--3295
Changsoon Park An Economic Design of the Bounded Reset
Chart Using the Integral Controller for
Batch-Oriented Processes . . . . . . . . 3296--3309
David J. Olive Plots for Generalized Additive Models 3310--3328
Takayuki Yamada and
Masashi Hyodo and
Takashi Seo The Asymptotic Approximation of EPMC for
Linear Discriminant Rules Using a
Moore--Penrose Inverse Matrix in High
Dimension . . . . . . . . . . . . . . . 3329--3338
Seyed Taghi Akhavan Niaki and
Fazlollah Masoumi Gazaneh and
Moslem Toosheghanian Economic Design of Variable Sampling
Interval $X$-Bar Control Charts for
Monitoring Correlated Non Normal Samples 3339--3358
Zaheen Khan and
Javid Shabbir and
Sat Gupta A New Sampling Design for Systematic
Sampling . . . . . . . . . . . . . . . . 3359--3370
Sharoon Hanook and
Muhammad Qaiser Shahbaz and
Muhammad Mohsin and
B. M. Golam Kibria Letter to the Editor . . . . . . . . . . 3371--3372
Mahdi Ebrahimzadeh and
Noor Akma Ibrahim and
Abdul Aziz Jemain and
Adem Kilicman Claim Dependence Induced by Common
Effects in Hierarchical Credibility
Models . . . . . . . . . . . . . . . . . 3373--3400
Rung-Hung Su and
Dong-Yuh Yang and
W. L. Pearn Assessing Profitability of a
Newsboy-Type Product with Normally
Distributed Demand Based on Multiple
Samples . . . . . . . . . . . . . . . . 3401--3419
Anonymous Erratum . . . . . . . . . . . . . . . . 3420--3420
Xian-zhu Xiong and
Zheng-yan Lin Empirical Likelihood Inference for
Nonparametric Regression Functions with
Functional Stationary Ergodic Data . . . 3421--3431
Amar Nath Gill and
Anju Goyal and
Parminder Singh On a Multiple Three-Decision Problem for
Comparing Several Treatments with the
Best Control . . . . . . . . . . . . . . 3432--3454
Carey E. Priebe and
Joshua Vogelstein and
Davi Bock Optimizing the Quantity/Quality
Trade-Off in Connectome Inference . . . 3455--3462
Daniela Marella and
Paola Vicard Object-Oriented Bayesian Networks for
Modeling the Respondent Measurement
Error . . . . . . . . . . . . . . . . . 3463--3477
F. P. A. Coolen and
P. Coolen-Schrijner and
T. Coolen-Maturi and
F. F. Elkhafifi Nonparametric Predictive Inference for
Ordinal Data . . . . . . . . . . . . . . 3478--3496
Abdelouahab Bibi and
Ines Lescheb Estimation and Asymptotic Properties in
Periodic $ {\rm GARCH}(1, 1) $ Models 3497--3513
J. Van den Berg and
J. J. J. Roux and
A. Bekker A Bivariate Generalization of Gamma
Distribution . . . . . . . . . . . . . . 3514--3527
Qing-Wen Wang and
Xin Liu The Equalities of BLUPs for Linear
Combinations Under Two General Linear
Mixed Models . . . . . . . . . . . . . . 3528--3543
Ali Laksaci and
Fethi Madani and
Mustapha Rachdi Kernel Conditional Density Estimation
When the Regressor is Valued in a
Semi-Metric Space . . . . . . . . . . . 3544--3570
Thomas Birkner and
Inmaculada B. Aban and
Charles R. Katholi Evaluation of a Frequentist Hierarchical
Model to Estimate Prevalence When
Sampling from a Large Geographic Area
Using Pool Screening . . . . . . . . . . 3571--3595
Abdelnasser Dahmani and
Karima Belaide Exponential Inequalities in Calibration
Problems with Gaussians Errors . . . . . 3596--3607
M. Ahsanullah and
G. G. Hamedani Characterizations of Continuous
Distributions Based on Conditional
Expectation of Generalized Order
Statistics . . . . . . . . . . . . . . . 3608--3613
G. G. Hamedani Sub-Independence: an Expository
Perspective . . . . . . . . . . . . . . 3615--3638
Eleftheriou Mavroudis and
Farmakis Nicolas EWMA Control Charts for Monitoring High
Yield Processes . . . . . . . . . . . . 3639--3654
Sean M. Devlin and
Elizabeth G. Thomas and
Scott S. Emerson Robustness of Approaches to ROC Curve
Modeling under Misspecification of the
Underlying Probability Model . . . . . . 3655--3664
J. Hrabáková and
V. Kus The Consistency and Robustness of
Modified Cramér--von Mises and
Kolmogorov--Cramér Estimators . . . . . . 3665--3677
Lei Wang and
Dongdong Xiang and
Xiaolong Pu and
Yan Li A Double Sequential Weighted Probability
Ratio Test for One-Sided Composite
Hypotheses . . . . . . . . . . . . . . . 3678--3695
Josemar Rodrigues and
N. Balakrishnan and
Patrick Borges Markov-Correlated Poisson Processes . . 3696--3703
I. B. J. Goudie and
R. Gormley Maximum Likelihood Estimates for the
Schnabel Census with Plants . . . . . . 3704--3715
Jiang Du and
Zhongzhan Zhang and
Tianfa Xie Focused Information Criterion and Model
Averaging in Quantile Regression . . . . 3716--3734
Amal D. Alhejaili and
Ehab F. Abd-Elfattah Saddlepoint Approximations for
Stopped-Sum Distributions . . . . . . . 3735--3743
David D. Hanagal and
Alok D. Dabade Modeling of Inverse Gaussian Frailty
Model for Bivariate Survival Data . . . 3744--3769
Anurag N. Banerjee The Sensitivity of Detrended Long-Memory
Processes . . . . . . . . . . . . . . . 3770--3780
L. Baringhaus and
F. Taherizadeh A K--S Type Test for Exponentiality
Based on Empirical Hankel Transforms . . 3781--3792
Jibo Wu and
Hu Yang Two Stochastic Restricted Principal
Components Regression Estimator in
Linear Regression . . . . . . . . . . . 3793--3804
Pao-Sheng Shen Nonparametric Estimation of the
Bivariate Distribution Function with
Doubly Truncated Data . . . . . . . . . 3805--3818
Hongsheng Dai and
Jianxin Pan and
Yanchun Bao Modelling Survival Events with
Longitudinal Covariates Measured with
Error . . . . . . . . . . . . . . . . . 3819--3837
Kahadawala Cooray Exponentiated Sinh Cauchy Distribution
with Applications . . . . . . . . . . . 3838--3852
Yuriy Kozachenko and
Andriy Olenko and
Olga Polosmak Convergence Rate of Wavelet Expansions
of Gaussian Random Processes . . . . . . 3853--3872
Xiaoguang Wang and
Lixin Song and
Jie Cui Tuning Parameter Selector for the
Penalized Likelihood Method in
Multivariate Generalized Linear Models 3873--3888
Bing-Yi Jing and
Cui-Xia Li and
Zhi Liu On Estimating the Integrated
Co-Volatility Using Noisy High-Frequency
Data with Jumps . . . . . . . . . . . . 3889--3901
Antonio F. B. Costa and
M. A. Rahim Economic Design of and $R$ Charts Under
Weibull Shock Models . . . . . . . . . . 3902--3925
Yinghui Dong and
Guojing Wang Fair Valuation of Life Insurance
Contracts Under a Two-Sided Jump
Diffusion Model . . . . . . . . . . . . 3926--3948
Heung Wong and
Wai Cheung Ip and
Jin Shan Liu and
Jian Yan Long Bayesian Time Series Analysis of
Structural Changes in Level and Trend 3949--3964
Soo Hak Sung Strong Limit Theorems for Pairwise NQD
Random Variables . . . . . . . . . . . . 3965--3973
E. Di Nardo and
I. Oliva On Some Applications of a Symbolic
Representation of Non Centered Lévy
Processes . . . . . . . . . . . . . . . 3974--3988
E. Nadaraya and
P. Babilua and
G. Sokhadze About the Nonparametric Estimation of
the Bernoulli Regression . . . . . . . . 3989--4002
Ulrich Menzefricke Combined Exponentially Weighted Moving
Average Charts for the Mean and Variance
Based on the Predictive Distribution . . 4003--4016
Ling Chen and
Laisheng Wei The Superiorities of Empirical Bayes
Estimation of Variance Components in
Random Effects Model . . . . . . . . . . 4017--4033
Sat Gupta and
Samridhi Mehta and
Javid Shabbir and
B. K. Dass Generalized Scrambling in Quantitative
Optional Randomized Response Models . . 4034--4042
Yutao Liu and
Liuquan Sun and
Yong Zhou Additive Transformation Models for
Recurrent Events . . . . . . . . . . . . 4043--4055
Xiaohu Li and
Yudan Wu and
Zhengchang Zhang On the Allocation of General Standby
Redundancy to Series and Parallel
Systems . . . . . . . . . . . . . . . . 4056--4069
Filippo Domma and
Francesca Condino The Beta-Dagum Distribution: Definition
and Properties . . . . . . . . . . . . . 4070--4090
E. Krishna and
K. K. Jose and
T. Alice and
Miroslav M. Risti\'c The Marshall--Olkin Fréchet Distribution 4091--4107
Chin-Chih Chang and
Shey-Huei Sheu and
Yen-Luan Chen A Bivariate Optimal Replacement Policy
for a System With Age-dependent Minimal
Repair and Cumulative Repair-cost Limit 4108--4126
Javid Shabbir and
Nasir Saeed Khan On Estimating the Finite Population Mean
Using Two Auxiliary Variables in Two
Phase Sampling in the Presence of Non
Response . . . . . . . . . . . . . . . . 4127--4145
Yongming Li and
Junhao Peng and
Yufang Li and
Chengdong Wei A Berry--Esséen Type Bound of Wavelet
Estimator Under Linear Process Errors
Based on a Strong Mixing Sequence . . . 4146--4155
M. Afshari A Fast Wavelet Algorithm for Analyzing
One-Dimensional Signal Processing and
Asymptotic Distribution of Wavelet
Coefficients With Numerical Example and
Simulation . . . . . . . . . . . . . . . 4156--4169
Shirong Deng Semiparametric Regression Analysis of
Panel Count Data with Time-Dependent
Covariates and Informative Observation
and Censoring Times . . . . . . . . . . 4170--4183
Ehab F. Abd-Elfattah Saddlepoint Approximations to the
Density and the Distribution Functions
of Linear Combinations of Ratios of
Partial Sums . . . . . . . . . . . . . . 4185--4198
Jianhong Wu Robust Estimation of Moments in Dynamic
Panel Models with Potential
Intercorrelation . . . . . . . . . . . . 4199--4209
Yonghui Ge and
Xiaohui Han The Extent of Gross Errors Eliminated by
Robust Multiple Linear Regressions . . . 4210--4221
Housila P. Singh and
Ramkrishna S. Solanki Some Classes of Estimators for the
Population Median Using Auxiliary
Information . . . . . . . . . . . . . . 4222--4238
Igor Melnykov A Positive False Discovery Rate
Convergence Result . . . . . . . . . . . 4239--4246
D. Thongtha and
K. Neammanee Constants on a Uniform Berry--Esséen
Bound on Some Borel Sets in R$^k$ via
Stein's Method . . . . . . . . . . . . . 4247--4258
Hongxia Wang and
Jinde Wang Local Linear Regression for Non Grid
Spatiotemporal Models with
Autoregressive Errors . . . . . . . . . 4259--4275
Chang-Yu Lu Universal Domination and Stochastic
Domination --- an Improved lower Bound
for the Dimensionality . . . . . . . . . 4276--4286
Daojiang He and
Xingzhong Xu and
Xuhua Liu The Use of Posterior Predictive
$p$-Values in Testing Goodness-of-Fit 4287--4297
Jacek Le\'skow and
Mariola Molenda Resampling Methods for Time Series Level
Crossings . . . . . . . . . . . . . . . 4298--4322
Shey-Huei Sheu and
Chi-Jui Huang and
Tsung-Shin Hsu Maximum Chi-Square Generally Weighted
Moving Average Control Chart for
Monitoring Process Mean and Variability 4323--4341
Haiying Wang and
Sherry Z. F. Zhou Interval Estimation by Frequentist Model
Averaging . . . . . . . . . . . . . . . 4342--4356
Yufang Li and
Yongsong Qin Empirical Likelihood Confidence
Intervals for Distribution Functions
under Negatively Associated Samples . . 4357--4364
Ming Zheng and
Yunting Sun and
Wen Yu Empirical Likelihood Based Synthetic
Data Method for Censored Regression
Analysis . . . . . . . . . . . . . . . . 4365--4383
Yu Miao and
Yanling Wang and
Xinwen Ma Some Limit Results for Pareto Random
Variables . . . . . . . . . . . . . . . 4384--4391
Scott M. Lesch and
Daniel R. Jeske A New Exponential GOF Test for Data
Subject to Multiply Type II Censoring 4392--4410
Yue-Wen Wang and
Li-Yu Liu and
Chen-Tuo Liao Two-level Orthogonal and Saturated
Designs for Estimating Main Effects and
Certain Important Interactions . . . . . 4411--4416
Jyoti Rajarajan and
Chhaya Sonar $G$-Efficient Designs for Quadratic
Mixture Models . . . . . . . . . . . . . 4417--4430
Ganesh Dutta and
Premadhis Das Optimum Design for Estimation of
Regression Parameters in Multi-Factor
Set-Up . . . . . . . . . . . . . . . . . 4431--4443
Shijie Wang and
Wensheng Wang Precise Large Deviations for Sums of
Random Variables with Consistent
Variation in Dependent Multi-Risk Models 4444--4459
Beatriz Larraz-Iribas and
Jose M. Pavía-Miralles and
Guido Ferrari Weighting Elementary Prices in Consumer
Price Index Construction Using Spatial
Autocorrelation . . . . . . . . . . . . 4460--4475
Omar Eidous Histogram Model with Plausible
Parametric Detection Function for Line
Transect Data . . . . . . . . . . . . . 1--12
Xiaoguang Wang and
Lixin Song and
Xiaoning Kang Profile Likelihood Inferences on the
Partially Linear Model with a Diverging
Number of Parameters . . . . . . . . . . 13--27
Dawei Lu and
Lixin Song and
Ying Xu Precise Large Deviations for Sums of
Independent Random Variables with
Consistently Varying Tails . . . . . . . 28--43
Szu-Yun Leu and
Pranab K. Sen Non-Homogeneous Poisson Process Model
for Genetic Crossover Interference . . . 44--71
Feng-Shou Ko The Method to Identify a Biomarker and
to Evaluate Its Efficiency for Survival
by Using the Joint Model of the
Accelerate Failure Time and Longitudinal
Data . . . . . . . . . . . . . . . . . . 72--89
Rovshan Aliyev and
Tahir Khaniyev On the Moments of a Semi-Markovian
Random Walk with Gaussian Distribution
of Summands . . . . . . . . . . . . . . 90--104
Alexander Dentler and
Gabriel Montes-Rojas and
Jose Olmo Endogeneity in Threshold Nonlinearity
Tests . . . . . . . . . . . . . . . . . 105--114
G. Rajesh and
E. I. Abdul-Sathar and
R. Maya and
K. R. Muraleedharan Nair Nonparametric Estimation of the
Geometric Vitality Function . . . . . . 115--130
G. Khalaf and
K. Månsson and
P. Sjölander and
G. Shukur A Tobit Ridge Regression Estimator . . . 131--140
M. Mohammadpour and
A. R. Soltani Forward Moving Average Representations
for MA Processes of Finite Order:
Multivariate Stationary and Periodically
Correlated . . . . . . . . . . . . . . . 141--150
Shaoyong Hu and
Rongming Wang Stochastic Comparisons and Optimal
Allocation for Policy Limits and
Deductibles . . . . . . . . . . . . . . 151--164
Ganesh Dutta and
Premadhis Das and
Nripes K. Mandal $D$-Optimal Designs for Covariate Models 165--174
J. Subramani Star-Type Systematic Sampling Schemes
for Finite Populations . . . . . . . . . 175--190
Rabindra Nath Das and
Jeong-Soo Park A Reinforced Randomized Block Design
with Correlated Errors . . . . . . . . . 191--209
Ma\lgorzata Kuchta and
Michal Morayne A Secretary Problem with Many Lives . . 210--218
Md. Moudud Alam Likelihood Prediction for Generalized
Linear Mixed Models under Covariate
Uncertainty . . . . . . . . . . . . . . 219--234
Kristofer Månsson and
Ghazi Shukur and
Pär Sjölander A New Ridge Regression Causality Test in
the Presence of Multicollinearity . . . 235--248
Liliana Garrido and
Edilberto C. Cuervo Heteroscedastic Weibull--Normal Mixture
Models: a Bayesian Approach . . . . . . 249--265
Manuel L. Esquível and
João Lita da Silva and
João Tiago Mexia and
Luís Ramos The Rate of Convergence of some
Asymptotic Expansions for Distribution
Approximations via an Esséen Type
Estimate . . . . . . . . . . . . . . . . 266--290
Yanfeng Shen and
Zhengyan Lin Tests for a Multiple-Sample Problem in
High Dimensions . . . . . . . . . . . . 291--305
T. A. Ugbe and
P. E. Chigbu On Non Overlapping Segmentation of the
Response Surfaces for Solving
Constrained Programming Problems Through
Super Convergent Line Series . . . . . . 306--320
V. Srinivas and
H. Jayakrishna Udupa Best Unbiased Estimation and CAN
Property in the Stable M/M/1 Queue . . . 321--327
Shih-Feng Huang A Modified Empirical Martingale
Simulation for Financial Derivative
Pricing . . . . . . . . . . . . . . . . 328--342
Rajesh Tailor and
Sunil Chouhan Ratio-Cum-Product Type Exponential
Estimator of Finite Population Mean in
Stratified Random Sampling . . . . . . . 343--354
Maher Kachour On the Rounded Integer-Valued
Autoregressive Process . . . . . . . . . 355--376
Miroslav Siman Precision Index in the Multivariate
Context . . . . . . . . . . . . . . . . 377--387
Krystyna Maciag and
Czes\law Stepniak Lack of Synergy Regression Models . . . 388--391
Puja Makkar and
Puneet K. Srivastava and
R. S. Singh and
S. K. Upadhyay Bayesian Survival Analysis of Head and
Neck Cancer Data Using Lognormal Model 392--407
Man-Lai Tang and
Qin Wu and
Guo-Liang Tian and
Jian-Hua Guo Two-sample Non Randomized Response
Techniques for Sensitive Questions . . . 408--425
Wen Hou and
Lixin Song and
Xiangyan Hou and
Xiaoguang Wang Penalized Empirical Likelihood via
Bridge Estimator in Cox's Proportional
Hazard Model . . . . . . . . . . . . . . 426--440
Nengxiang Ling and
Zhihuan Li and
Wenzhi Yang Conditional Density Estimation in the
Single Functional Index Model for $
\alpha $-Mixing Functional Data . . . . 441--454
Yi-Kuei Lin System Reliability Assessment through
$p$ Minimal Paths in Stochastic Case
with Backup-routing . . . . . . . . . . 455--469
Lucio Bertoli-Barsotti and
Silvia Bacci Identifying Guttman Structures in
Incomplete Rasch Datasets . . . . . . . 470--497
Xue Liang and
Yinghui Dong A Markov Chain Copula Model for Credit
Default Swaps with Bilateral
Counterparty Risk . . . . . . . . . . . 498--514
Hossein Zamani and
Noriszura Ismail Functional Form for the Zero-Inflated
Generalized Poisson Regression Model . . 515--529
Paria Soleimani and
R. Noorossana Monitoring Multivariate Simple Linear
Profiles in the Presence of between
Profile Autocorrelation . . . . . . . . 530--546
Housila P. Singh and
Balkishan Sharma and
Rajesh Tailor Hartley--Ross Type Estimators for
Population Mean Using Known Parameters
of Auxiliary Variate . . . . . . . . . . 547--565
Defei Zhang and
Zengjing Chen A Weighted Central Limit Theorem Under
Sublinear Expectations . . . . . . . . . 566--577
Jiro Hodoshima On the Properties of the Likelihood
Function of Spanos' Conditional $t$
Heteroskedastic Model . . . . . . . . . 578--598
B. N. Mandal and
V. K. Gupta and
Rajender Parsad Construction of Efficient Multi-Level
$k$-Circulant Supersaturated Designs . . 599--615
Kristofer Månsson and
Ghazi Shukur and
Pär Sjölander A New Asymmetric Interaction Ridge (AIR)
Regression Method . . . . . . . . . . . 616--643
Hui Zhao and
Kate Virkler and
Jianguo Sun Nonparametric Comparison for
Multivariate Panel Count Data . . . . . 644--655
Shesheng Gao and
Yongmin Zhong and
Chunmeng Sang and
Bijan Shirinzadeh Random Weighting Estimation for Quantile
Processes and Negatively Associated
Samples . . . . . . . . . . . . . . . . 656--662
Paola Monari Guest Editors and
Domenico Piccolo and
Carla Rampichini and
Luigi Salmaso Preface . . . . . . . . . . . . . . . . 663--663
Anthea Monod Random Effects Modeling and the
Zero-Inflated Poisson Distribution . . . 664--680
Silvia Bianconcini and
Silvia Cagnone The Role of Posterior Densities in
Latent Variable Models for Ordinal Data 681--692
Roberto Fontana Fractional Factorial Designs for
Model-Based Evaluation of Customer
Preferences . . . . . . . . . . . . . . 693--703
Laura Anderlucci and
Christian Hennig The Clustering of Categorical Data: a
Comparison of a Model-based and a
Distance-based Approach . . . . . . . . 704--721
Brian Francis and
Regina Dittrich and
Reinhold Hatzinger and
Les Humphreys A Mixture Model for Longitudinal
Partially Ranked Data . . . . . . . . . 722--734
Francesco Giordano and
Michele La Rocca and
Cira Perna Input Variable Selection in Neural
Network Models . . . . . . . . . . . . . 735--750
Mariagiulia Matteucci An Investigation of Parameter Recovery
in MCMC Estimation for the Additive IRT
Model . . . . . . . . . . . . . . . . . 751--770
Maria Iannario Modelling Uncertainty and Overdispersion
in Ordinal Data . . . . . . . . . . . . 771--786
Silvia Bacci and
Francesco Bartolucci and
Michela Gnaldi A Class of Multidimensional Latent Class
IRT Models for Ordinal Polytomous Item
Responses . . . . . . . . . . . . . . . 787--800
Alan Agresti and
Maria Kateri Some Remarks on Latent Variable Models
in Categorical Data Analysis . . . . . . 801--814
Alessandra Mattei and
Fabrizia Mealli and
Barbara Pacini Identification of Local Causal Effects
with Missing Outcome Values and an
Instrument for Non Response . . . . . . 815--825
Lucio Bertoli-Barsotti and
Antonio Punzo Refusal to Answer Specific Questions in
a Survey: a Case Study . . . . . . . . . 826--838
L. Stracqualursi and
P. Agati The Role of Classification Trees and
Expert Knowledge in Building Bayesian
Networks: a Case Study in Medicine . . . 839--850
Laura Deldossi and
Diego Zappa A Novel Approach to Evaluate
Repeatability and Reproducibility for
Ordinal Data . . . . . . . . . . . . . . 851--866
Paola Cerchiello and
Paolo Guidici Bayesian Credit Ratings . . . . . . . . 867--878
Livio Corain and
Valeria De Giuli and
Roberto Zecchin A Permutation and Combination-Based
Solution on the Ranking of Multivariate
Populations in the Case of Ordered
Categorical Responses with Application
to the Evaluation of the Indoor
Environment . . . . . . . . . . . . . . 879--890
Rosa Arboretti Giancristofaro Permutation Solutions for Multivariate
Ranking and Testing with Applications 891--905
Stefano Bonnini Testing for Heterogeneity with
Categorical Data: Permutation Solution
vs. Bootstrap Method . . . . . . . . . . 906--917
Julia Volaufova and
Augustyn Markiewicz Preface . . . . . . . . . . . . . . . . 919--920
Nesrìn Güler and
Simo Puntanen and
Halìm Özdemir On the BLUEs in Two Linear Models via C.
R. Rao's Pandora's Box . . . . . . . . . 921--931
K. Nosek Change-Point Detection in Two-Phase
Regression with Inequality Constraints
on the Regression Parameters . . . . . . 932--946
Bronis\law Ceranka and
Ma\lgorzata Graczyk Regular $E$-Optimal Spring Balance
Weighing Designs with Correlated Errors 947--953
Tadeusz Cali\'nski and
Agnieszka Lacka On Combining Information in Generally
Balanced Nested Block Designs . . . . . 954--974
Barbora Arendacká Independent Quadratic Forms in
$3$-Variance-Component Models . . . . . 975--988
Ricardo Leiva and
Anuradha Roy Classification of Higher-order Data with
Separable Covariance and Structured
Multiplicative or Additive Mean Models 989--1012
Tomasz Górecki and
Miros\law Krzy\'sko and
\Lukasz Waszak Functional Discriminant Coordinates . . 1013--1025
Shakhawat Hossain and
S. Ejaz Ahmed Penalized and Shrinkage Estimation in
the Cox Proportional Hazards Model . . . 1026--1040
A. Chamany and
S. Baratpour A Dynamic Discrimination Information
Based On Cumulative Residual Entropy And
Its Properties . . . . . . . . . . . . . 1041--1049
Hadi Emami and
Abdolrahman Rasekh Influence Diagnostics on Testing Linear
Hypothesis in Linear Models with
Correlated Errors . . . . . . . . . . . 1050--1060
Asma Graja and
Aida Jarraya and
Afif Masmoudi Implicit Estimation for the Stochastic
Volatility Model . . . . . . . . . . . . 1061--1076
Rita Giuliano and
Claudio Macci Large Deviation Principles for Sequences
of Maxima and Minima . . . . . . . . . . 1077--1098
Luigi D'Ambra and
Eric J. Beh and
Ida Camminatiello Cumulative Correspondence Analysis of
Two-Way Ordinal Contingency Tables . . . 1099--1113
Michael F. Rempel and
Julie Zhou On Exact $K$-optimal Designs Minimizing
the Condition Number . . . . . . . . . . 1114--1131
Kanti V. Mardia and
Jochen Voss Some Fundamental Properties of a
Multivariate von Mises Distribution . . 1132--1144
Fei-Bao Liang and
Yi-Xin Lan A Generalized Diagonal Ridge-type
Estimator in Linear Regression . . . . . 1145--1163
Tristan Senga Kiessé and
Tristan Lorino and
Hussein Khraibani Discrete Nonparametric Kernel and
Parametric Methods for the Modeling of
Pavement Deterioration . . . . . . . . . 1164--1178
Haibing Zhao Two-sided Confidence Bands with the
Inferential Sensitivity of One-Sided
Bands . . . . . . . . . . . . . . . . . 1179--1191
Shuguang He and
Zhen He and
G. Alan Wang CUSUM Control Charts for Multivariate
Poisson Distribution . . . . . . . . . . 1192--1208
Antonello D'Ambra and
Anna Crisci The Confidence Ellipses in Decomposition
Multiple Non Symmetric Correspondence
Analysis . . . . . . . . . . . . . . . . 1209--1221
Lixin Song and
Dawei Lu and
Fang Liu Using Convex Combination of Copulas and
EM Algorithm for Credibility . . . . . . 1222--1233
Ying Zhang and
Keying Ye Bayesian $D$-Optimal Designs for Poisson
Regression Models . . . . . . . . . . . 1234--1247
Rohini Yadav and
Lakshmi N. Upadhyaya and
Housila P. Singh and
S. Chatterjee A Class of Estimators of Population
Variance Using Auxiliary Information in
Sample Surveys . . . . . . . . . . . . . 1248--1260
Eldho Varghese and
Seema Jaggi and
Cini Varghese Neighbor-Balanced Row-column Designs . . 1261--1276
C. Viseu and
L. Pereira and
A. P. Martins and
H. Ferreira On the Multivariate Upcrossings Index 1277--1292
P.-C. G. Vassiliou Preface . . . . . . . . . . . . . . . . 1293--1295
Eugene Seneta Inhomogeneous Markov Chains and
Ergodicity Coefficients: John Hajnal
(1924--2008) . . . . . . . . . . . . . . 1296--1308
Jeffrey J. Hunter The Role of Kemeny's Constant in
Properties of Markov Chains . . . . . . 1309--1321
P. C. G. Vassiliou Markov Systems in a General State Space 1322--1339
George C. Mytalas and
Michael A. Zazanis Central Limit Theorem Approximations for
the Number of Runs in Markov-dependent
Multi-type Sequences . . . . . . . . . . 1340--1350
N. H. Bingham Modelling and Prediction of Financial
Time Series . . . . . . . . . . . . . . 1351--1361
Tomasz R. Bielecki and
Areski Cousin and
Stéphane Crépey and
Alexander Herbertsson A Bottom-Up Dynamic Model of Portfolio
Credit Risk with Stochastic Intensities
and Random Recoveries . . . . . . . . . 1362--1389
Stéphane Crépey and
Abdallh Rahal Simulation/Regression Pricing Schemes
for CVA Computations on CDO Tranches . . 1390--1408
Alexander Herbertsson and
Rüdiger Frey Parameter Estimation in Credit Models
Under Incomplete Information . . . . . . 1409--1436
Sally McClean and
Lalit Garg and
Ken Fullerton Costing Mixed Coxian Phase-type Systems
with Poisson Arrivals . . . . . . . . . 1437--1452
Dmitrii Silvestrov and
Raimondo Manca and
Evelina Silvestrova Computational Algorithms for Moments of
Accumulated Markov and Semi-Markov
Rewards . . . . . . . . . . . . . . . . 1453--1469
Aleka Papadopoulou and
P.-C. G. Vassiliou On the Variances and Convariances of the
Duration State Sizes of Semi-Markov
Systems . . . . . . . . . . . . . . . . 1470--1483
I. Votsi and
N. Limnios and
G. Tsaklidis and
E. Papadimitriou Hidden Semi-Markov Modeling for the
Estimation of Earthquake Occurrence
Rates . . . . . . . . . . . . . . . . . 1484--1502
Guglielmo D'Amico and
Raimondo Manca and
Giovanni Salvi Bivariate Semi-Markov Process for
Counterparty Credit Risk . . . . . . . . 1503--1522
E. B. Yarovaya Operators Satisfying the Schur Condition
and their Applications to the Branching
Random Walks . . . . . . . . . . . . . . 1523--1532
G. Yin and
Yousef Talafha and
Fubao Xi Stochastic Liénard Equations with Random
Switching and Two-time Scales . . . . . 1533--1547
G. Vasiliadis Transient Analysis of the M/M/k/N/N
Queue using a Continuous Time
Homogeneous Markov System with Finite
State Size Capacity . . . . . . . . . . 1548--1562
Ekaterina Bulinskaya and
Kseniya Shakhgildyan Inventory Systems with Unreliable
Suppliers . . . . . . . . . . . . . . . 1563--1574
Marie-Anne Guerry Some Results on the Embeddable Problem
for Discrete-Time Markov Models in
Manpower Planning . . . . . . . . . . . 1575--1584
Christos H. Skiadas and
Charilaos Skiadas The First Exit Time Theory Applied to
Life Table Data: The Health State
Function of a Population and Other
Characteristics . . . . . . . . . . . . 1585--1600
Guangjun Shen and
Litan Yan Estimators for the Drift of
Subfractional Brownian Motion . . . . . 1601--1612
Shin-Ichi Tsukada Unbiased Estimator for a Covariance
Matrix Under Two-Step Monotone
Incomplete Sample . . . . . . . . . . . 1613--1629
Iraj Kazemi and
Reyhaneh Rikhtehgaran Topics on Dynamic Panel Data Models with
Random Effects Using Semi-Parametric
Bayesian Approach . . . . . . . . . . . 1630--1648
K. K. Kamalja and
R. L. Shinde On the Reliability of $ (n, f, k) $ and
$ \langle n, f, k \rangle $ Systems . . 1649--1665
Wen-shuenn Deng and
Jyh-shyang Wu and
Li-ching Chen and
Shun-jie Ke A Note on the Frequency Polygon Based on
the Weighted Sums of Binned Data . . . . 1666--1685
Nan Wang and
Wei Liu A Distribution-free Approach in
Statistical Modelling with Repeated
Measurements and Missing Values . . . . 1686--1697
JosÉ E. ValdÉs and
Yoel G. Yera and
Leonel Zuaznabar Bounds for the Expected Time to
Extinction and the Probability of
Extinction in the Galton--Watson Process 1698--1707
Simos G. Meintanis and
Ma Dolores JimÉnez Gamero and
V. Alba-fernÁndez A Class of Goodness-of-fit Tests Based
on Transformation . . . . . . . . . . . 1708--1735
Jochen Einbeck and
Mohammad A. Zayed Some Asymptotics for Localized Principal
Components and Curves . . . . . . . . . 1736--1749
Shuhe Hu and
Xinghui Wang and
Wenzhi Yang and
Xuejun Wang A Note on the Inverse Moment for the Non
Negative Random Variables . . . . . . . 1750--1757
K. Teerapabolarn An Improvement of Poisson Approximation
for Sums of Dependent Bernoulli Random
Variables . . . . . . . . . . . . . . . 1758--1777
Xiao Ling and
David E. Giles Bias Reduction for the Maximum
Likelihood Estimator of the Parameters
of the Generalized Rayleigh Family of
Distributions . . . . . . . . . . . . . 1778--1792
Andrius Ciginas and
Dalius Pumputis A Note on the Upper Bound to Variance of
the Sample Extreme from a Finite
Population . . . . . . . . . . . . . . . 1793--1799
Shi-hang Yu and
De-hui Wang Empirical Likelihood for First-order
Autoregressive Error-in-variable of
Models With Validation Data . . . . . . 1800--1823
L. Hedhili Zaier and
M. Abed Temporal Disaggregation of Economic Time
Series using Artificial Neural Networks 1824--1833
Aditi Pal and
Murari Mitra and
M. Z. Anis On Testing Exponentiality against NBAFR
Alternatives . . . . . . . . . . . . . . 1834--1844
Jean-François Coeurjolly and
Kichun Lee and
Brani Vidakovic Variance Estimation for Fractional
Brownian Motions with Fixed Hurst
Parameters . . . . . . . . . . . . . . . 1845--1858
Mehdi Razzaghi A Hierarchical Model for the Skew-normal
Distribution with Application in
Developmental Neurotoxicology . . . . . 1859--1872
Guangjun Shen and
Litan Yan An Approximation of Subfractional
Brownian Motion . . . . . . . . . . . . 1873--1886
Peter Zörnig On Generalized Binomial and Negative
Binomial Distributions for Dependent
Bernoulli Variables . . . . . . . . . . 1887--1906
Nenghui Kuang and
Fuqing Gao Hypothesis Testing in a Rayleigh
Diffusion Model . . . . . . . . . . . . 1907--1917
Fabrizio Durante and
Juan Fernández Sánchez A Note on the Compatibility of Bivariate
Copulas . . . . . . . . . . . . . . . . 1918--1923
Soudabeh Shemehsavar A Bivariate Gamma Model for a Latent
Degradation Process . . . . . . . . . . 1924--1938
J. Navarro and
S. M. Sunoj and
M. N. Linu Characterizations of Bivariate Models
Using Some Dynamic Conditional
Information Divergence Measures . . . . 1939--1948
Miroslav Siman Multivariate Process Capability Indices:
a Directional Approach . . . . . . . . . 1949--1955
Jingle Wang and
Ming Zheng and
Wen Yu Wavelet Analysis of Change Points in
Nonparametric Hazard Rate Models Under
Random Censorship . . . . . . . . . . . 1956--1978
Dongliang Wang and
Alan D. Hutson A Smooth Bootstrap Procedure towards
Deriving Confidence Intervals for the
Relative Risk . . . . . . . . . . . . . 1979--1990
P. S. Chan and
H. K. T. Ng and
M. L. Tang Preface . . . . . . . . . . . . . . . . 1991--1991
K. Bayramoglu and
I. Bayramoglu (Bairamov) Baker--Lin--Huang Type Bivariate
Distributions Based on Order Statistics 1992--2006
Carlos A. Coelho and
Barry C. Arnold On the Exact and Near-Exact
Distributions of the Product of
Generalized Gamma Random Variables and
the Generalized Variance . . . . . . . . 2007--2033
Jesús E. García and
V. A. González-López Modeling of Acoustic Signal Energies
with a Generalized Frank Copula. A
Linguistic Conjecture is Reviewed . . . 2034--2044
Vasileios M. Koutras and
Konstantinos Drakos and
Markos V. Koutras A Polynomial Logistic Distribution and
its Applications in Finance . . . . . . 2045--2065
Artur J. Lemonte and
Gauss M. Cordeiro and
Edwin M. M. Ortega On the Additive Weibull Distribution . . 2066--2080
Renxiang Wang and
Juan Du and
Chunsheng Ma Covariance Matrix Functions of Isotropic
Vector Random Fields . . . . . . . . . . 2081--2093
Yang Yang Estimate for the Finite-time Ruin
Probability in the Discrete-time Risk
Model with Insurance and Financial Risks 2094--2104
Ismihan Bayramoglu (Bairamov) On Conditionally Independent Random
Variables, Copula and Order Statistics 2105--2117
Enrique Castillo and
MarÍa Nogal and
Aida Calviño Two Applications of Statistics to
Traffic Models . . . . . . . . . . . . . 2118--2134
Erhard Cramer Extreme Value Analysis for Progressively
Type-II Censored Order Statistics . . . 2135--2155
Johan Lim and
Min Chen and
Sangun Park and
Xinlei Wang and
Lynne Stokes Kernel Density Estimator From Ranked Set
Samples . . . . . . . . . . . . . . . . 2156--2168
Elham Mirfarah and
Jafar Ahmadi Closeness of $k$-records to Progressive
Type-II Censored Order Statistics for
Location-scale Families . . . . . . . . 2169--2182
Reza Pourmousa and
Ahad Jamalizadeh On Bivariate Order Statistics from
Elliptical Distributions . . . . . . . . 2183--2198
Tomasz Rychlik Maximal Expectations of Extreme Order
Statistics from Increasing Density and
Failure Rate Populations . . . . . . . . 2199--2213
Khalaf S. Sultan and
Mohamed E. Moshref Moments of Order Statistics from Weibull
Distribution in the Presence of Multiple
Outliers . . . . . . . . . . . . . . . . 2214--2226
Stefano Bonnini and
Nicola Prodi and
Luigi Salmaso and
Chiara Visentin Permutation Approaches for Stochastic
Ordering . . . . . . . . . . . . . . . . 2227--2235
Ren-Fen Lee and
Hsu-Sheng Wang and
Wen-Hung Wu and
Deng-Yuan Huang Some Multiple Decision Procedures for
Comparing Several Population Proportions 2236--2249
Pinyuen Chen and
Lifang Hsu and
S. Panchapakesan A Restricted Subset Selection Rule for
Selecting at Least One of the $t$ Best
Normal Populations in Terms of Their
Means When Their Common Variance is
Known, Case II . . . . . . . . . . . . . 2250--2259
Peng Zhao and
Xiaohu Li Ordering Properties of Convolutions from
Heterogeneous Populations: a Review on
Some Recent Developments . . . . . . . . 2260--2273
Zujun Ou and
Hong Qin and
Xu Cai A Lower Bound for the Wrap-around $ L_2
$-discrepancy on Combined Designs of
Mixed Two- and Three-level Factorials 2274--2285
Pen-Hwang Liau and
Pi-Hsiang Huang and
Jui-Jung Ho and
Yen-Hung Chen Hyper-Graeco-Latin Squares and
Fractional Factorial Designs . . . . . . 2286--2296
Vahid Nassiri and
Mina Aminghafari and
Ali Mohammad-Djafari Solving Noisy ICA Using Multivariate
Wavelet Denoising with an Application to
Noisy Latent Variables Regression . . . 2297--2310
Nirian MartÍn and
Leandro Pardo New Influence Measures in Polytomous
Logistic Regression Models Based on
Phi-Divergence Measures . . . . . . . . 2311--2321
Indrani Basak Prediction of Times to Failure of
Censored Items for a Simple Step-Stress
Model with Regular and Progressive Type
I Censoring from the Exponential
Distribution . . . . . . . . . . . . . . 2322--2341
Efrén M. Benavides General Model for Reliability-Based
Engineering Design . . . . . . . . . . . 2342--2356
Ming-Chung Yang and
Lee-Shen Chen and
Tachen Liang A Bayesian Approach for Selecting the
Best Exponential Population with
Interval Censored Samples . . . . . . . 2357--2369
Tsai-hung Fan and
Tsung-ming Hsu Constant Stress Accelerated Life Test on
a Multiple-Component Series System under
Weibull Lifetime Distributions . . . . . 2370--2383
David Han and
H. K. T. Ng Asymptotic Comparison Between
Constant-stress Testing and Step-stress
Testing for Type-I Censored Data from
Exponential Distribution . . . . . . . . 2384--2394
Sarah Jomhoori and
Fatemeh Yousefzadeh On Estimating the Residual Rényi Entropy
under Progressive Censoring . . . . . . 2395--2405
K. K. Kamalja Birnbaum Reliability Importance for $
(n, f, k) $ and $ \langle n, k, f
\rangle $ System . . . . . . . . . . . . 2406--2418
Chih-chun Tsai and
Chien-tai Lin Optimal Selection of the Most Reliable
Design Based on Gamma Degradation
Processes . . . . . . . . . . . . . . . 2419--2428
Soumya Roy and
Chiranjit Mukhopadhyay Bayesian Accelerated Life Testing under
Competing Weibull Causes of Failure . . 2429--2451
Michael P. McAssey and
Francisco J. Samaniego On Uniformly Optimal Networks: a
Reversal of Fortune? . . . . . . . . . . 2452--2467
Majid Asadi and
Amir R. Asadi On the Failure Probability of Used
Coherent Systems . . . . . . . . . . . . 2468--2475
Chien-Tai Lin Approximations for Multiple Scan
Statistics on the Circle . . . . . . . . 2476--2488
Xiao Wang and
Joseph Glaz Variable Window Scan Statistics for
Normal Data . . . . . . . . . . . . . . 2489--2504
Jennifer S. K. Chan and
S. T. Boris Choy and
Connie P. Y. Lam Modeling Electricity Price Using A
Threshold Conditional Autoregressive
Geometric Process Jump Model . . . . . . 2505--2515
Jesús E. García and
V. A. González-López and
M. L. L. Viola Robust Model Selection for Stochastic
Processes . . . . . . . . . . . . . . . 2516--2526
Ming Le Guo Equivalent Conditions of Complete Moment
Convergence of Weighted Sums for $
\varphi $-Mixing Sequence of Random
Variables . . . . . . . . . . . . . . . 2527--2539
Enkelejd Hashorva and
Lanpeng Ji Asymptotics of the Finite-time Ruin
Probability for the Sparre Andersen Risk
Model Perturbed by an Inflated
Stationary Chi-process . . . . . . . . . 2540--2548
Yuriy Kozachenko and
Andriy Olenko and
Olga Polosmak Uniform Convergence of Compactly
Supported Wavelet Expansions of Gaussian
Random Processes . . . . . . . . . . . . 2549--2562
Ashis Sengupta and
S. H. Ong A Unified Approach for Construction of
Probability Models for Bivariate Linear
and Directional Data . . . . . . . . . . 2563--2569
Josemar Rodrigues and
Gauss M. Cordeiro and
Mário de Castro Modeling Lifetimes by a Stochastic
Process Hitting a Critical Point . . . . 2570--2580
Shoufang Xu and
Yu Miao Almost Sure Convergence of Weighted Sums
for Negatively Associated Random
Variables . . . . . . . . . . . . . . . 2581--2594
Kaiyong Wang and
Jinguan Lin and
Yang Yang Asymptotics for Tail Probability of
Random Sums with a Heavy-Tailed Number
and Dependent Increments . . . . . . . . 2595--2604
Hafida Goual and
Nacira Seddik-Ameur Chi-Squared Type Test for the
AFT-Generalized Inverse Weibull
Distribution . . . . . . . . . . . . . . 2605--2617
Min Yi and
Guohua Deng and
Hua Liang Cramér Asymptotic Efficiency in a
Semiparametric Model . . . . . . . . . . 2618--2628
Oluwagbohunmi A. Awosoga and
Joseph W. Mckean and
Bradley E. Huitema Simple Robust Tests for Autocorrelated
Errors in Time Series Design
Intervention Models . . . . . . . . . . 2629--2641
Christophe Chesneau and
Esmaeil Shirazi Nonparametric Wavelet Regression Based
on Biased Data . . . . . . . . . . . . . 2642--2658
E. Bahrami Samani and
M. Ganjali Mixed Correlated Bivariate Ordinal and
Negative Binomial Longitudinal Responses
with Nonignorable Missing Values . . . . 2659--2673
Leda D. Minkova and
Edward Omey A New Markov Binomial Distribution . . . 2674--2688
Daniel R. Jeske and
James M. Flegal and
Stephen R. Spindler Minimum Size Survival Analysis Sampling
Plans for Comparing Multiple Treatment
Groups to a Single Control Group . . . . 2689--2701
Yu Huang and
Yongling Li and
Maochao Xu Analysis of Order Statistics from
Distributions with Regularly Varying
Tails . . . . . . . . . . . . . . . . . 2702--2713
Aiting Shen and
Xinghui Wang and
Xiaoqin Li and
Xuejun Wang On the Rate of Complete Convergence for
Weighted Sums of Arrays of Rowwise $
\varphi $-Mixing Random Variables . . . 2714--2725
Jesse Frey A Note on Fisher Information and
Imperfect Ranked-Set Sampling . . . . . 2726--2733
Eugene Kouassi and
Joel Sango and
J. M. Bosson Brou and
Mbodja Mougoué A Joint Score Test for
Heteroscedasticity in the Two Way Error
Components Model . . . . . . . . . . . . 2734--2751
Guo-Dong Xing and
Shan-Chao Yang Rate of Convergence of Strong Law of
Large Numbers for Positively Associated
Sequences . . . . . . . . . . . . . . . 2752--2765
Hongyan Dui and
Shubin Si and
Zhiqiang Cai and
Shudong Sun and
Yingfeng Zhang On the Use of the Importance Measure for
Multi-State Repairable $k$-out-of-$n$:
$G$ Systems . . . . . . . . . . . . . . 2766--2781
Lalmohan Bhar and
Sankalpa Ojha Outliers in Multi-Response Experiments 2782--2798
Manuela Cazzaro and
Roberto Colombi Marginal Nested Interactions for
Contingency Tables . . . . . . . . . . . 2799--2814
D. Shukla and
Yashwant Singh Rajput and
Narendra Singh Thakur Edge Estimation in the Population of a
Binary Tree Using Node-Sampling . . . . 2815--2829
Xianhua Meng and
Jinglong Wang and
Xianyi Wu Multiple Comparisons Controlling
Expected Number of False Discoveries . . 2830--2843
Robert L. Mason and
Youn-Min Chou and
John C. Young The Relationship Between the $ T^2 $
Statistic and the Influence Function . . 2844--2857
Rishideep Roy and
Dilip Roy The Lack of Memory Property in the
Density Form for the Bivariate Setup . . 2859--2869
Linyi Qian and
Rongming Wang and
Qian Zhao Valuation of Equity-indexed Annuities
with Stochastic Interest Rate and Jump
Diffusion . . . . . . . . . . . . . . . 2870--2885
Xiaowu Li and
Jingyan Hao and
Jie Zhou and
Dasen Ren On a Family of Trimodal Distributions 2886--2896
Marcela A. G. Machado and
Antonio F. B. Costa Some Comments Regarding the Synthetic
Chart . . . . . . . . . . . . . . . . . 2897--2906
Ming-Hung Shu and
Hsien-Chung Wu Supplier Evaluation and Selection Based
on Stochastic Dominance: a Quality-Based
Approach . . . . . . . . . . . . . . . . 2907--2922
Xuejun Wang and
Xiaoqin Li and
Shuhe Hu and
Xinghui Wang On Complete Convergence for an Extended
Negatively Dependent Sequence . . . . . 2923--2937
Chen Sun and
Ming Zhao and
Yangjing Long Learning Concepts and Taxonomic
Relations by Metric Learning for
Regression . . . . . . . . . . . . . . . 2938--2950
Rameela Chandrasekhar and
Gregory E. Wilding A Modification of a Percentile
Estimation Procedure Based on
Generalized Pólya Urns . . . . . . . . . 2951--2957
Pao-Sheng Shen A Generalization of Turnbull's Estimator
for Interval-Censored and Doubly
Truncated Data . . . . . . . . . . . . . 2958--2972
Z. F. Jaheen and
H. M. Moustafa and
G. H. Abd El-Monem Bayes Inference in Constant Partially
Accelerated Life Tests for the
Generalized Exponential Distribution
with Progressive Censoring . . . . . . . 2973--2988
S. Yasaei Sekeh and
G. R. Mohtashami Borzadaran and
A. H. Rezaei Roknabadi Some Results Based on a Version of the
Generalized Dynamic Entropies . . . . . 2989--3006
Lina Li Moderate Deviations Results for a
Symmetry Testing Statistic Based on the
Kernel Density Estimator for Directional
Data . . . . . . . . . . . . . . . . . . 3007--3018
C. M. Theobald and
A. M. Davie Group Testing, the Pooled Hypergeometric
Distribution, and Estimating the Number
of Defectives in Small Populations . . . 3019--3026
Weiming Yang and
N. Rao Chaganty A Contrasting Study of Likelihood
Methods for the Analysis of Longitudinal
Binary Data . . . . . . . . . . . . . . 3027--3046
Mingtian Tang and
Yunyan Wang The Asymptotic Behavior of $ {\rm
INAR}(p) $ Models . . . . . . . . . . . 3047--3056
Amirhossein Amiri and
Abbas Saghaei and
Mohammad Mohseni and
Yaser Zerehsaz Diagnosis Aids in Multivariate Multiple
Linear Regression Profiles Monitoring 3057--3079
Ao Yuan and
Jan G. De Gooijer Asymptotically Informative Prior for
Bayesian Analysis . . . . . . . . . . . 3080--3094
J. Subramani and
Sarjinder Singh Estimation of Population Mean in the
Presence of Linear Trend . . . . . . . . 3095--3116
Xuemei Hu Efficient Estimation for Semi-varying
Coefficient Model with An Invertible
Linear Process Error . . . . . . . . . . 3117--3134
S. K. Khilare and
D. T. Shirke The Steady-State Performance of
Cumulative Count of a Conforming Control
Chart Based On Runs Rules . . . . . . . 3135--3147
Christian Paroissin and
Ali Salami Failure Time of Non Homogeneous Gamma
Process . . . . . . . . . . . . . . . . 3148--3161
T. J. Rao and
A. K. P. C. Swain A Note on the Hartley--Ross Unbiased
Ratio Estimator . . . . . . . . . . . . 3162--3169
Yu Miao and
Nan Li and
Weiqiang Geng and
Yaohua Zhang Some Limit Behaviors for Linear EV Model
with Replicate Observations . . . . . . 3170--3185
Dabuxilatu Wang and
Pinghui Li and
Masami Yasuda Construction of Fuzzy Control Charts
Based on Weighted Possibilistic Mean . . 3186--3207
Jonathan Gillard Method of Moments Estimation in Linear
Regression with Errors in both Variables 3208--3222
Zhi-Yi Lu and
Le-Ping Liu and
Qing-Jie Shen and
Li-Li Meng Optimal Reinsurance Under VaR and CTE
Risk Measures When Ceded Loss Function
is Concave . . . . . . . . . . . . . . . 3223--3247
Binhuan Wang and
Gengsheng Qin Empirical Likelihood-Based Confidence
Intervals for the Sensitivity of a
Continuous-Scale Diagnostic Test with
Missing Data . . . . . . . . . . . . . . 3248--3268
Rohini Yadav and
Lakshmi N. Upadhyaya and
Housila P. Singh and
S. Chatterjee Improved Ratio and Product Exponential
type Estimators for Finite Population
Mean in Stratified Random Sampling . . . 3269--3285
M. Madadi and
M. Tata Shannon Information In $k$-records . . . 3286--3301
Mohammad Saber Fallahnezhad A Finite Horizon Dynamic Programming
Model for Production and Repair
Decisions . . . . . . . . . . . . . . . 3302--3313
Artur J. Lemonte Non Null Asymptotic Distributions of
Some Criteria in Censored Exponential
Regression . . . . . . . . . . . . . . . 3314--3328
Feng-Shou Ko Identification of Longitudinal
Biomarkers in Survival Analysis for
Competing Risks Data . . . . . . . . . . 3329--3342
Edmore Ranganai and
Johan O. Van Vuuren and
Tertius De Wet Multiple Case High Leverage Diagnosis in
Regression Quantiles . . . . . . . . . . 3343--3370
Rashid Ahmed and
Ijaz Iqbal and
Munir Akhtar Universally Optimal Designs Balanced for
Neighbor Effects . . . . . . . . . . . . 3371--3379
Ramkrishna S. Solanki and
Housila P. Singh An Efficient Class of Estimators for the
Population Mean Using Auxiliary
Information in Stratified Random
Sampling . . . . . . . . . . . . . . . . 3380--3401
Piotr Jaworski On the Characterization of Copulas by
Differential Equations . . . . . . . . . 3402--3428
G. N. Singh and
J. P. Karna Estimation of Population Mean Under Non
Response in Two-Occasion Rotation
Patterns . . . . . . . . . . . . . . . . 3429--3442
Tomasz Rychlik Quantile Inequalities for the
Expectations of Generalized
$L$-Statistics . . . . . . . . . . . . . 3443--3463
Yuzhu Tian and
Maozai Tian and
Qianqian Zhu Linear Quantile Regression Based on EM
Algorithm . . . . . . . . . . . . . . . 3464--3484
Nasir Abbas and
Muhammad Riaz and
Ronald J. M. M. Does An EWMA-Type Control Chart for
Monitoring the Process Mean Using
Auxiliary Information . . . . . . . . . 3485--3498
Shaun Seaman and
Ian White Inverse Probability Weighting with
Missing Predictors of Treatment
Assignment or Missingness . . . . . . . 3499--3515
Zhiping Qiu and
Makhija Neeta and
Yong Zhou Weighted Estimator for the Linear
Transformation Models with Multivariate
Failure Time Data . . . . . . . . . . . 3516--3535
Yong Chen and
Sheng Luo and
Haitao Chu and
Xiao Su and
Lei Nie An Empirical Bayes Method for
Multivariate Meta-analysis with an
Application in Clinical Trials . . . . . 3536--3551
Solomon W. Harrar and
Jin Xu Analyzing Mean Profiles of Nonnormal
Populations . . . . . . . . . . . . . . 3553--3573
Hakan Demirtas Generating Bivariate Uniform Data with a
Full Range of Correlations and
Connections to Bivariate Binary Data . . 3574--3579
Lian Yang and
Hu Yang Local Influence Analysis for The Ridge
Regression Under Stochastic Linear
Restrictions . . . . . . . . . . . . . . 3580--3595
Henryk Gzyl and
Pier Luigi Novi Inverardi and
Aldo Tagliani Fractional Moments and Maximum Entropy:
Geometric Meaning . . . . . . . . . . . 3596--3601
Reem Al-Jarallah and
Emad-Eldin A. A. Aly Nonparametric Tests for Comparing
Several Coefficients of Variation . . . 3602--3613
Yoshiji Takagi Asymptotics of Likelihood Ratio Tests
for General One-sided Hypotheses in the
Two-sample Normal Model . . . . . . . . 3614--3628
Xinfeng Chang and
Hu Yang Preliminary Test Estimators Induced by
Three Large Sample Tests for Stochastic
Constraints in a Regression Model with
Multivariate Student-$t$ Error . . . . . 3629--3640
J. Coetsee and
A. Bekker and
S. Millard Preliminary test and Bayes Estimation of
a Location Parameter Under BLINEX Loss 3641--3660
Sárka Hudecová On Some Properties of Autopersistence
Functions and Autopersistence Graphs . . 3661--3673
N. N. Midhu and
P. G. Sankaran and
N. Unnikrishnan Nair A Class of Distributions with Linear
Hazard Quantile Function . . . . . . . . 3674--3689
Hui Zhou and
Jie Li and
Ke-Ang Fu LIL for the Adjusted Range of Partial
Sums in $ {\rm AR}(1) $ Models with
Possibly Infinite Variance . . . . . . . 3690--3697
Vera Georgescu and
Nicolas Desassis and
Samuel Soubeyrand and
André Kretzschmar and
Rachid Senoussi An Automated MCEM Algorithm for
Hierarchical Models with Multivariate
and Multitype Response Variables . . . . 3698--3719
Fuxia Cheng and
Jigao Yan and
Lijian Yang Extended Glivenko--Cantelli Theorem in
Nonparametric Regression . . . . . . . . 3720--3725
Mi-Hwa Ko On Complete Convergence for Weighted
Sums of NA Random Fields . . . . . . . . 3726--3732
F. Azizzadeh and
S. Rezakhah The CUSUM Test for Detecting Structural
Changes in Strong Mixing Processes . . . 3733--3750
Eunju Hwang and
Dong Wan Shin Block Bootstrapping for Kernel Density
Estimators under $ \psi $-Weak
Dependence . . . . . . . . . . . . . . . 3751--3761
Yuzhu Tian and
Maozai Tian and
Qianqian Zhu Estimating a Finite Mixed Exponential
Distribution under Progressively Type-II
Censored Data . . . . . . . . . . . . . 3762--3776
A. Kontorovich and
A. Brockwell A Strong Law of Large Numbers for
Strongly Mixing Processes . . . . . . . 3777--3796
Tiejun Tong and
Heng Peng Tail Probability Ratios of Normal and
Student's $t$ Distributions . . . . . . 3797--3811
Eugene Kouassi and
Joel Sango and
Jm Bosson Brou and
Mbodja Mougoué Conditional Score Tests for
Heteroscedasticity in the Two-Way Error
Components Model . . . . . . . . . . . . 3812--3835
M. Shafaei Noughabi and
A. H. Rezaei Roknabadi and
G. R. Mohtashami Borzadaran On the Percentile Residual Lifetime of
Parallel Systems . . . . . . . . . . . . 3836--3847
Dawei Lu Some Asymptotic Formulas for a Brownian
Motion from The Maximum and Minimum
Domains with Regular Varying Boundary 3848--3865
Laisheng Wei A Summary of Some Research on PC and
Bayesian PC Criterion in China . . . . . 3866--3892
Ruiqin Tian and
Liugen Xue Generalized Empirical Likelihood
Inference in Generalized Linear Models
for Longitudinal Data . . . . . . . . . 3893--3904
Hideki Nagatsuka and
N. Balakrishnan and
Toshinari Kamakura A Consistent Method of Estimation For
The Three-Parameter Gamma Distribution 3905--3926
Xuemei Hu Semi-parametric Efficient Inference for
Heteroscedastic Semivarying-coefficient
Models . . . . . . . . . . . . . . . . . 3927--3942
Weiguo Yang and
Bei Wang and
Zhiyan Shi Strong Law of Large Numbers for
Countable Asymptotic Circular Markov
Chains . . . . . . . . . . . . . . . . . 3943--3954
Maciej Kostrzewski Bayesian Inference for the
Jump-Diffusion Model with $M$ Jumps . . 3955--3985
E. Kwessi and
A. Abebe and
G. De Souza Efficient Rank Regression with Wavelet
Estimated Scores . . . . . . . . . . . . 3986--3996
M-L. Feddag Generalized Estimating Equations to
Binary Probit Model . . . . . . . . . . 3997--4010
Zhong-Yuan Zhang and
Tao Li and
Chris Ding and
Jie Tang An NMF-framework for Unifying Posterior
Probabilistic Clustering and
Probabilistic Latent Semantic Indexing 4011--4024
Lizanne Raubenheimer and
Abrie van der Merwe Bayesian Estimation for Linear Functions
of Poisson Rates . . . . . . . . . . . . 4025--4045
Ioannis S. Triantafyllou and
Markos V. Koutras Failure Rate and Aging Properties of
Generalized Beta- and Gamma-generated
Distributions . . . . . . . . . . . . . 4046--4061
Yen-Luan Chen Optimal Age Policy for a Used System
with Imperfect Preventive Maintenance
and Cumulative Damage Model . . . . . . 4062--4073
Paul Kabaila and
Khageswor Giri Simultaneous Confidence Intervals for
the Population Cell Means, for
Two-by-Two Factorial Data, that Utilize
Uncertain Prior Information . . . . . . 4074--4087
Zheng-Yan Lin and
Ran Wang Empirical Likelihood for Partial Linear
Models under Negatively Associated
Errors . . . . . . . . . . . . . . . . . 4088--4102
Stefen Hui and
C. J. Park The Representation of Hypergeometric
Random Variables using Independent
Bernoulli Random Variables . . . . . . . 4103--4108
S. Shafiei and
M. Doostparast Balakrishnan Skew-$t$ Distribution and
Associated Statistical Characteristics 4109--4122
Yongsong Qin and
Tao Qiu and
Qingzhu Lei Confidence Intervals for Nonparametric
Regression Functions with Missing Data 4123--4142
Engin A. Sungur and
Jessica M. Orth Understanding Directional Dependence
Through Angular Correlation . . . . . . 4143--4155
Zhuoxi Yu and
Bing He and
Min Chen Empirical Likelihood for Generalized
Partially Linear Single-index Models . . 4156--4163
Tony Vangeneugden and
Geert Molenberghs and
Geert Verbeke and
Clarice G. B. Demétrio Marginal Correlation from Logit- and
Probit-Beta-Normal Models for
Hierarchical Binary Data . . . . . . . . 4164--4178
Ali S. Gargoum On Using Hellinger Distance in Checking
the Validity of Dynamic Approximations 4179--4186
Wenzhi Yang and
Xuejun Wang and
Shuhe Hu A Note on the Berry--Esséen Bound of
Sample Quantiles for $ \varphi $-mixing
Sequence . . . . . . . . . . . . . . . . 4187--4194
U. C. Nduka and
P. E. Chigbu On The Optimal Choice of Cube and Star
Replications in Restricted Second-Order
Designs . . . . . . . . . . . . . . . . 4195--4214
Yu Miao and
Weiqiang Geng and
Nan Li and
Qing Xiao Moderate deviation principle for the
error variance estimator in linear
models . . . . . . . . . . . . . . . . . 4215--4222
Xiaoliang Ling and
Peng Zhao On General Multivariate Mixture Models 4223--4240
Hu Yang and
Huiliang Ye and
Kai Xue A Further Study of Predictions in Linear
Mixed Models . . . . . . . . . . . . . . 4241--4252
Anoop Chaturvedi and
Shalabh Bayesian Estimation of Regression
Coefficients Under Extended Balanced
Loss Function . . . . . . . . . . . . . 4253--4264
Gary Witt A Simple Distribution for the Sum of
Correlated, Exchangeable Binary Data . . 4265--4280
Sheng-Mao Chang Maximizing Complex Likelihoods via
Directed Stochastic Searching Algorithm 4281--4296
John F. Clare and
Annette Koo and
Robert B. Davies Evaluation of Measurement Comparisons
Using Generalized Least Squares: the
Role of Participants' Estimates of
Systematic Error . . . . . . . . . . . . 4297--4307
Mohsen Ebadi and
Hamid Shahriari Robust Estimation of Parameters in
Simple Linear Profiles Using
$M$-Estimators . . . . . . . . . . . . . 4308--4323
Mahdi Bashiri and
Mohammad Hasan Bakhtiarifar An Optimality Probability Index for
Correlated Multiple Responses . . . . . 4324--4336
J. D. Nielsen and
J. S. Rosenthal and
Y. Sun and
D. M. Day and
I. Bevc and
T. Duchesne Group-based Criminal Trajectory Analysis
Using Cross-validation Criteria . . . . 4337--4356
Mosayeb Ahmadi and
G. R. Mohtashami Borzadaran On the Nearness of Records to Population
Quantiles with Respect to Order
Statistics in the Sense of Pitman
Closeness . . . . . . . . . . . . . . . 4357--4370
Cesar A. Acosta-Mejia and
Luis Rincon The Continuous Run Sum Chart . . . . . . 4371--4383
Dang Duc Trong and
Cao Xuan Phuong and
Truong Trung Tuyen and
Dinh Ngoc Thanh Tikhonov's Regularization to the
Deconvolution Problem . . . . . . . . . 4384--4400
Erhard Cramer and
Miriam Tamm On a Correction of the Scale MLE for a
Two-Parameter Exponential Distribution
Under Progressive Type-I Censoring . . . 4401--4414
M. I. Alheety and
B. M. Golam Kibria A Generalized Stochastic Restricted
Ridge Regression Estimator . . . . . . . 4415--4427
R. A. Al-Jarallah and
M. E. Ghitany and
Ramesh C. Gupta A Proportional Hazard Marshall--Olkin
Extended Family of Distributions and its
Application to Gompertz Distribution . . 4428--4443
Nima Shariati and
Hamid Shahriari and
Rasoul Shafaei Parameter Estimation of Autoregressive
Models Using the Iteratively Robust
Filtered Fast-$ \tau $ Method . . . . . 4445--4470
Joseph B. Lang The Pearson Score Statistic for
Multinomial-Poisson Models . . . . . . . 4471--4491
Abdolreza Sayyareh Linear Signed Rank Test for Model
Selection . . . . . . . . . . . . . . . 4492--4502
R. Sharma and
R. Bhandari On Variance Upper Bounds for Unimodal
Distributions . . . . . . . . . . . . . 4503--4513
Edgardo Lorenzo and
Hari Mukerjee Improved Asymptotics of a Decreasing
Mean Residual Life Estimator . . . . . . 4514--4518
Yi-Kuei Lin and
Cheng-Fu Huang Reliability Evaluation of a Multi-state
Network with Multiple Sinks under
Individual Accuracy Rate Constraint . . 4519--4533
Katarzyna Filipiak and
Augustyn Markiewicz On the Optimality of Circular Block
Designs Under a Mixed Interference Model 4534--4545
Hongjiang Gao and
Inmaculada B. Aban and
Charles R. Katholi Properties of a One-Sided Likelihood
Ratio Test as Applied to Pool Screening 4546--4565
Yali Fan and
Guoyou Qin and
Zhong Yi Zhu Robust Variable Selection in Linear
Mixed Models . . . . . . . . . . . . . . 4566--4581
Ro Jin Pak The Minimum Density Power Divergence
Estimation for the Lognormal Density . . 4582--4588
Ehsan Zamanzade and
Nasser Reza Arghami and
Michael Vock A Parametric Test of Perfect Ranking in
Balanced Ranked Set Sampling . . . . . . 4589--4611
Santiago Velilla On the Properties of the SAVE Directions 4612--4627
Minjae Lee and
Lan Kong Quantile Regression For Longitudinal
Biomarker Data Subject to Left Censoring
and Dropouts . . . . . . . . . . . . . . 4628--4641
Bhupendra Gupta On Secure Communication in a Sensor
Network . . . . . . . . . . . . . . . . 4642--4649
M. Amanullah and
G. R. Pasha and
M. Aslam Influence in the Elliptical Modified
Ridge Regression . . . . . . . . . . . . 4650--4667
Huang Chu and
Zhang Li-Xin Bahadur Representation of Linear Kernel
Quantile Estimator for Stationary
Processes . . . . . . . . . . . . . . . 4669--4678
Fadlalla G. Elfadaly and
Sanaa M. El Gayar Two-Term Edgeworth Expansions for the
Classes of $U$- and $V$-statistics . . . 4679--4706
Xing-Cai Zhou and
Jin-Guan Lin Wavelet Estimator in Nonparametric
Regression Model with Dependent Error's
Structure . . . . . . . . . . . . . . . 4707--4722
P. Kritzinger and
S. W. Human and
S. Chakraborti Improved Shewhart-type Runs-rules
Nonparametric Sign Charts . . . . . . . 4723--4748
Amir Moslemi and
Mahdi Bashiri and
Seyed Taghi Akhavan Niaki Robust Estimation of Multi-response
Surfaces Considering Correlation
Structure . . . . . . . . . . . . . . . 4749--4765
Gamze Özel and
Hülya Çingi and
Merve Oguz Separate Ratio Estimators for the
Population Variance in Stratified Random
Sampling . . . . . . . . . . . . . . . . 4766--4779
Boting Jia and
Dehui Wang and
Haixiang Zhang A Study for Missing Values in $ {\rm
PINAR}(1)_T $ Processes . . . . . . . . 4780--4789
George Kalema and
Geert Molenberghs Pseudo-Likelihood Methodology for
Hierarchical Count Data . . . . . . . . 4790--4805
Achmad Efendi and
Geert Molenberghs and
Samuel Iddi A Marginalized Combined Gamma Frailty
and Normal Random-effects Model for
Repeated, Overdispersed, Time-to-event
Outcomes . . . . . . . . . . . . . . . . 4806--4828
Huiming Peng and
Jiawen Bian and
Diwei Yang and
Zhihui Liu and
Hongwei Li Statistical Analysis of Parameter
Estimation for $2$-D Harmonics in
Multiplicative and Additive Noise . . . 4829--4844
Jie Li Asymptotics of the $ L_p $-Norms of
Density Estimators in the Nonlinear
Autoregressive Models . . . . . . . . . 4845--4855
Aiting Shen and
Xinghui Wang and
Jimin Ling On Complete Convergence for
Nonstationary $ \varphi $-Mixing Random
Variables . . . . . . . . . . . . . . . 4856--4866
Housila P. Singh and
Ramkrishna S. Solanki and
Sarjinder Singh Estimation of Bowley's Coefficient of
Skewness in the Presence of Auxiliary
Information . . . . . . . . . . . . . . 4867--4880
A. Pak and
N. B. Khoolenjani and
A. A. Jafari Inference on $ P(Y < X) $ in Bivariate
Rayleigh Distribution . . . . . . . . . 4881--4892
Raja Fawad Zafar and
Nasir Abbas and
Muhammad Riaz and
Zawar Hussain Progressive Variance Control Charts for
Monitoring Process Dispersion . . . . . 4893--4907
Chung-I Li and
Nan-Cheng Su and
Pei-Fang Su and
Yu Shyr The Design of, and $R$ Control Charts
for, Skew Normal Distributed Data . . . 4908--4924
Feng-Shou Ko An Approach to Determine Sample Size and
to Allocate Sample Size for a Specific
Region in a Multiregional Trial for
Survival (Time-to-Event) Data under
Accelerated Failure Time Model . . . . . 4925--4935
M. T. Alodat and
E. Y. Al-Momani Skew Gaussian Process for Nonlinear
Regression . . . . . . . . . . . . . . . 4936--4961
Kerry L. Leask and
Linda M. Haines The Beta-Poisson Distribution in
Wadley's Problem . . . . . . . . . . . . 4962--4971
Naiju M. Thomas On the Ratios of Pathway Random
Variables . . . . . . . . . . . . . . . 4972--4987
Efthymios G. Tsionas Bayesian Analysis of Least Absolute
Relative Error Regression . . . . . . . 4988--4997
Liang Zhu and
Hui Zhao and
Jianguo Sun and
Stanley Pounds A Conditional Approach for Regression
Analysis of Longitudinal Data with
Informative Observation Time and
Non-negligible Observation Duration . . 4998--5011
Yanli Zhang and
Lei Huo and
Lu Lin and
Yunhui Zeng The Dantzig Discriminant Analysis with
High Dimensional Data . . . . . . . . . 5012--5025
Leda D. Minkova and
N. Balakrishnan On a Bivariate Pólya--Aeppli Distribution 5026--5038
V. U. Dixit and
S. P. Nabar Estimation of Parameters of a Mixed
Failure Time Distribution Which is a
Mixture of Degenerate (Degenerate at
Zero) and I.G. Distribution . . . . . . 5039--5051
Chi-Jui Huang A Sum of Squares Generally Weighted
Moving Average Control Chart . . . . . . 5052--5071
Min Wang and
Xiaoqian Sun Bayes Factor Consistency for One-way
Random Effects Model . . . . . . . . . . 5072--5090
Huda A. El-Wahish and
Mohammad Z. Raqab and
Ahmad A. Zghoul Pitman Closeness of kth Records Based on
a Two-Sequence Case . . . . . . . . . . 5091--5104
Guo-Dong Xing and
Shan-Chao Yang and
Yong-Ming Li Strong Consistency of Conditional
Value-at-risk Estimate for $ \varphi
$-mixing Samples . . . . . . . . . . . . 5105--5113
Anonymous Corrigendum . . . . . . . . . . . . . . 5114--5114
Ji Hwan Cha and
Maxim Finkelstein Burn-in for Eliminating Weak Items in
Heterogeneous Populations . . . . . . . 5115--5129
Gülesen Üstünda\ug \vSiray Modified and Restricted $r$-$k$ Class
Estimators . . . . . . . . . . . . . . . 5130--5155
B. Kodia and
B. Garel Estimation and Comparison of Signed
Symmetric Covariation Coefficient and
Generalized Association Parameter for
Alpha-stable Dependence Modeling . . . . 5156--5174
Hongbing Qiu and
Ji Luo and
Shurong Zheng On Bayes Linear Unbiased Estimator Under
the Balanced Loss Function . . . . . . . 5175--5194
Q. Song and
R. Liu and
Q. Shao and
L. Yang A Simultaneous Confidence Band for Dense
Longitudinal Regression . . . . . . . . 5195--5210
Kosto V. Mitov and
Edward Omey A Branching Process with Immigration in
Varying Environments . . . . . . . . . . 5211--5225
Tatiane F. N. Melo and
Silvia L. P. Ferrari Adjusted Likelihood Inference in an
Elliptical Multivariate
Errors-in-Variables Model . . . . . . . 5226--5240
Feng-Shou Ko Sample Size Determination for a
Two-Sided Multiple Components Tolerance
Interval . . . . . . . . . . . . . . . . 5241--5248
Mansi Khurana and
Yogendra P. Chaubey and
Shalini Chandra Jackknifing the Ridge Regression
Estimator: a Revisit . . . . . . . . . . 5249--5262
Cui-Xia Li and
Jin-Yuan Chen and
Zhi Liu and
Bing-Yi Jing On Integrated Volatility of Itô
Semimartingales when Sampling Times are
Endogenous . . . . . . . . . . . . . . . 5263--5275
Xin Liao and
Zuoxiang Peng and
Saralees Nadarajah Tail Behavior and Limit Distribution of
Maximum of Logarithmic General Error
Distribution . . . . . . . . . . . . . . 5276--5289
Shota Katayama and
Yutaka Kano A New Test on High-Dimensional Mean
Vector Without Any Assumption on
Population Covariance Matrix . . . . . . 5290--5304
Haifang Shi and
Dehui Wang An Approximation Model of the Collective
Risk Model with $ {\rm INAR}(1) $ Claim
Process . . . . . . . . . . . . . . . . 5305--5317
Helena Ferreira Bivariate Tail Dependence and the
Generation of Multivariate Extreme Value
Distributions . . . . . . . . . . . . . 5318--5325
R. Arabi Belaghi and
M. Arashi and
S. M. M. Tabatabaey On the Construction of Preliminary Test
Estimator Based on Record Values for the
Burr XII Model . . . . . . . . . . . . . 1--23
David D. Hanagal and
Richa Sharma Bayesian Inference in Marshall--Olkin
Bivariate Exponential Shared Gamma
Frailty Regression Model under Random
Censoring . . . . . . . . . . . . . . . 24--47
Yunyan Wang and
Mingtian Tang Local $M$-estimation for Conditional
Variance in Heteroscedastic Regression
Models . . . . . . . . . . . . . . . . . 48--62
Raghunath Arnab and
T. Zewotir and
D. North Variance Estimation from Complex Survey
Designs: a Case Study of Household
Income and Expenditure Survey Design
2002/03, Botswana . . . . . . . . . . . 63--79
Rabindra Nath Das and
Partha Pal and
Sung H. Park Modified Robust Second-Order
Slope-Rotatable Designs . . . . . . . . 80--94
Eric J. Beh and
Rosaria Lombardo Confidence Regions and Approximate
$p$-values for Classical and Non
Symmetric Correspondence Analysis . . . 95--114
S. Ravi and
A. S. Praveena On The Intersection Of Max Domains Of
Attraction Of $p$-Max Stable Laws and
the Class of Subexponential
Distributions . . . . . . . . . . . . . 115--124
Haiwu Huang and
Dingcheng Wang and
Qunying Wu Further Study on the Marcinkiewicz
Strong Laws for Linear Statistics of $
\rho^*$-Mixing Sequences of Random
Variables . . . . . . . . . . . . . . . 125--134
Jessica Kasza and
Patty Solomon Comparing Score-Based Methods for
Estimating Bayesian Networks Using the
Kullback--Leibler Divergence . . . . . . 135--152
Efthymios G. Tsionas Likelihood-based Inference in
$S$-distributions . . . . . . . . . . . 153--158
George Nenes and
Yiannis Nikolaidis A New Model for the Representation of
the ISO 2859 Standard . . . . . . . . . 159--170
Weihua Zhao and
Riquan Zhang and
Jicai Liu and
Yazhao Lv Semi Varying Coefficient Zero-Inflated
Generalized Poisson Regression Model . . 171--185
Saralees Nadarajah and
Gauss M. Cordeiro and
Edwin M. M. Ortega The Zografos--Balakrishnan--$G$ Family
of Distributions: Mathematical
Properties and Applications . . . . . . 186--215
Huiming Peng and
Shaoquan Yu and
Jiawen Bian and
Yujie Zhang and
Hongwei Li Statistical Analysis of Non Linear Least
Squares Estimation for Harmonic Signals
in Multiplicative and Additive Noise . . 217--240
Wanbin Li and
Liugen Xue Efficient Inference in a Generalized
Partially Linear Model with Random
Effect for Longitudinal Data . . . . . . 241--260
M. Hafidz Omar and
Anwar H. Joarder and
Muhammad Riaz On a Correlated Variance Ratio
Distribution and Its Industrial
Application . . . . . . . . . . . . . . 261--274
Barry Kurt Moser and
Susan Halabi Sample Size Requirements and Study
Duration for Testing Main Effects and
Interactions in Completely Randomized
Factorial Designs When Time to Event is
the Outcome . . . . . . . . . . . . . . 275--285
Ryan Martin Asymptotically Optimal Nonparametric
Empirical Bayes Via Predictive Recursion 286--299
Majid Rezaei and
Behzad Gholizadeh and
Salman Izadkhah On Relative Reversed Hazard Rate Order 300--308
Jacek Bialek Generalization of the Divisia Price and
Quantity Indices in a Stochastic Model
with Continuous Time . . . . . . . . . . 309--328
Yujie Cai and
Fuqing Gao and
Shaochen Wang Moderate Deviations for Estimators of
Financial Risk Under an Asymmetric
Laplace Law . . . . . . . . . . . . . . 329--339
I. Juutilainen and
S. Tamminen and
J. Röning Visualizing Predicted and Observed
Densities Jointly with Beanplot . . . . 340--348
Brent D. Burch Improved Large-Sample Confidence
Intervals for Ratios of Variance
Components in Nonnormal Distributions 349--362
Kristofer Månsson and
B. M. Golam Kibria and
Ghazi Shukur Performance of Some Weighted Liu
Estimators for Logit Regression Model:
an Application to Swedish Accident Data 363--375
Paul Blomstedt and
Jukka Corander Posterior Predictive Comparisons for the
Two-sample Problem . . . . . . . . . . . 376--389
T. Princy Mixture Models and the Krätzel Integral
Transform . . . . . . . . . . . . . . . 390--405
Eugene C. Ukaegbu and
Polycarp E. Chigbu Comparison of Prediction Capabilities of
Partially Replicated Central Composite
Designs in Cuboidal Region . . . . . . . 406--427
Soo Hak Sung A Strong Limit Theorem for Weighted Sums
of Negatively Dependent Random Variables 428--439
P. Ah-Kine and
W. Liu Optimal Simultaneous Confidence Bands in
Multiple Linear Regression with
Predictor Variables Constrained in an
Ellipsoidal Region . . . . . . . . . . . 441--452
Hai-Bin Wang and
Ping Wu Bayesian Inference of Autoregressive and
Functional-Coefficient Moving Average
Models . . . . . . . . . . . . . . . . . 453--467
Denis Bosq Models Associated with Extended
Exponential Smoothing . . . . . . . . . 468--475
Xin-Bing Kong $M$-estimation for Moderate Deviations
From a Unit Root . . . . . . . . . . . . 476--485
Feng-Shou Ko Sample Size Determination and Rational
Partition for a Multi-Regional Trial for
Survival (Time-To-Event) Data with
Unrecognized Heterogeneity that
Interacts with Treatment . . . . . . . . 486--496
Felix Famoye A Multivariate Generalized Poisson
Regression Model . . . . . . . . . . . . 497--511
V. Fakoor On the Nonparametric Mean Residual Life
Estimator in Length-biased Sampling . . 512--519
Fan Yang First- and Second-order Asymptotics for
the Tail Distortion Risk Measure of
Extreme Risks . . . . . . . . . . . . . 520--532
A. A. Abdushukurov Estimation of Survival Function in Cox
Regression Model Under Random Censoring
From Both Sides . . . . . . . . . . . . 533--553
Dexter O. Cahoy Some Skew-Symmetric Distributions Which
Include the Bimodal Ones . . . . . . . . 554--563
Zaixing Li Testing for Random Effects in Growth
Curve Models . . . . . . . . . . . . . . 564--572
C. Satheesh Kumar and
M. R. Anusree On an Extended Version of Skew
Generalized Normal Distribution and Some
of its Properties . . . . . . . . . . . 573--586
S. M. Sadooghi-Alvandi and
M. Kharrati-Kopaei Testing Three-factor Interaction in
Unreplicated Three-way Layouts . . . . . 587--606
Tapan K. Nayak and
Bimal Sinha An Appreciation of Balanced Loss
Functions Via Regret Loss . . . . . . . 607--616
João Lita Da Silva and
João Tiago Mexia and
Luís Pedro Ramos On the Strong Consistency of Ridge
Estimates . . . . . . . . . . . . . . . 617--626
Sobhan Shafiei and
Mahdi Doostparast and
Ahad Jamalizadeh Prediction of Variables Via Their Order
Statistics in Bivariate Elliptical
Distributions with Application in the
Financial Markets . . . . . . . . . . . 627--643
Aamir Saghir Phase-I Design Scheme for $ \bar {X}
$-chart Based on Posterior Distribution 644--655
Liu Chang and
Shouting Chen and
Ailin Zhu Properties of the Cox--Ingersoll--Ross
Interest Rate Processes with Two-sided
Reflections . . . . . . . . . . . . . . 657--670
Jianxin Wang and
Ye Yuan and
Shengli Zhao Fractional Factorial Split-plot Designs
with Two- and Four-level Factors
Containing Clear Effects . . . . . . . . 671--682
Tomasz Zadlo On Prediction for Correlated Domains in
Longitudinal Surveys . . . . . . . . . . 683--697
Eugenio P. Balanzario Benford's Law for Mixtures . . . . . . . 698--709
Xiaobing Zhao and
Jinglong Wang and
Xian Zhou and
Zhongyi Zhu Recurrent Events Analysis in the
Presence of Terminal Event and
Zero-recurrence Subjects . . . . . . . . 710--725
Zaher Khraibani and
Christine Jacob and
Christian Ducrot and
Myriam Charras-Garrido and
Carole Sala A Non Parametric Exact Test Based on the
Number of Records for an Early Detection
of Emerging Events: Illustration in
Epidemiology . . . . . . . . . . . . . . 726--749
Gary C. McDonald and
Feiyi Jia Operating Characteristics of a Subset
Selection Procedure Applied to a Hybrid
Randomized Response Model . . . . . . . 750--777
M. Arashi and
A. Bekker and
M. T. Loots and
J. J. J. Roux Integral Representation of Quaternion
Elliptical Density and its Applications 778--789
C. Dong and
B. Miao and
C. Tan and
D. Wei and
Y. Wu An Estimate of a Change Point in
Variance of Measurement Errors and Its
Convergence Rate . . . . . . . . . . . . 790--797
Adriana Reyes and
Ramón Giraldo and
Jorge Mateu Residual Kriging for Functional Spatial
Prediction of Salinity Curves . . . . . 798--809
Xu Lin and
Zhu Dongjin and
Zhou Yanru Minimizing Upper Bound of Ruin
Probability Under Discrete Risk Model
with Markov Chain Interest Rate . . . . 810--822
Samir M. Shaarawy and
Sherif S. Ali Bayesian Identification of Seasonal
Multivariate Autoregressive Processes 823--836
Gaowen Wang and
Nan-Wei Han Spurious Regressions in Time Series with
Long Memory . . . . . . . . . . . . . . 837--854
Chang-Kyoon Son and
Jong-Min Kim Calibration Estimator of a Rare
Sensitive Attribute with Poisson
Distribution . . . . . . . . . . . . . . 855--871
Chuan-Hua Wei and
Xu-Jie Jia and
Hong-Sheng Hu Statistical Inference on Partially
Linear Additive Models with Missing
Response Variables and Error-prone
Covariates . . . . . . . . . . . . . . . 872--883
Yogendra P. Chaubey and
Esmaeil Shirazi On MISE of a Non linear Wavelet
Estimator of the Regression Function
Based on Biased Data under Strong Mixing 885--899
H. M. Barakat and
E. M. Nigm and
A. M. Elsawah Asymptotic Distributions of the
Generalized Range, Midrange, Extremal
Quotient, and Extremal Product, with a
Comparison Study . . . . . . . . . . . . 900--913
Kai Yu and
Xin Dang and
Yixin Chen Robustness of the Affine Equivariant
Scatter Estimator Based on the Spatial
Rank Covariance Matrix . . . . . . . . . 914--932
Alireza Ghodsi and
Mahendran Shitan Autocovariance Function of the
Fractionally Integrated Separable
Spatial ARMA (FISSARMA) Models . . . . . 933--941
Adnaik Sachin Bajirao and
Gadre Mukund Parasharam Modified Synthetic Control Chart for
One-Step Markov-Dependent Processes . . 942--952
Cheng Gao and
Hiroki Tsurumi Bayesian Analysis of the Censored
Regression Model with an AEPD Error Term 953--971
Yang Xing A Universal Prior Distribution for
Bayesian Consistency of Non parametric
Procedures . . . . . . . . . . . . . . . 972--982
Qin Wang and
Rongning Wu Semiparametric Regression for Time
Series of Counts . . . . . . . . . . . . 983--995
Yanliang Chen and
Man-Lai Tang and
Maozai Tian Semiparametric Hierarchical Composite
Quantile Regression . . . . . . . . . . 996--1012
Sibel Aladag and
Hulya Cingi Improvement in Estimating the Population
Median in Simple Random Sampling and
Stratified Random Sampling Using
Auxiliary Information . . . . . . . . . 1013--1032
Weiyan Mu and
Shifeng Xiong Robust Sparse Regression with
High-Breakdown Value . . . . . . . . . . 1033--1043
Sergio Alvarez-Andrade On Complete Convergence for the Hybrid
Process . . . . . . . . . . . . . . . . 1044--1052
Qiang Zhang and
Dejian Lai and
Barry R. Davis Stochastically Curtailed Tests Under
Fractional Brownian Motion . . . . . . . 1053--1064
Pao-Sheng Shen Additive Transformation Models for
Multivariate Interval-Censored Data . . 1065--1079
Li Yin and
Xiaoqin Wang Measuring and Estimating Treatment
Effect on Count Outcome in Randomized
Trial and Observational Studies . . . . 1080--1095
Dan Wang and
Pengjiang Guo Detection and Estimation of Jump Points
in Non parametric Regression Function
with $ {\rm AR}(1) $ Noise . . . . . . . 1097--1110
Shibin Zhang and
Zhengyan Lin and
Xinsheng Zhang A Least Squares Estimator for Lévy-driven
Moving Averages Based on Discrete Time
Observations . . . . . . . . . . . . . . 1111--1129
Hyunsu Ju Moving Block Bootstrap for Analyzing
Longitudinal Data . . . . . . . . . . . 1130--1142
Subrata Chakraborty and
Rameshwar D. Gupta Exponentiated Geometric Distribution:
Another Generalization of Geometric
Distribution . . . . . . . . . . . . . . 1143--1157
Moutushi Chatterjee and
Ashis Kumar Chakraborty A Superstructure of Process Capability
Indices for Circular Specification
Region . . . . . . . . . . . . . . . . . 1158--1181
G. N. Singh and
D. Majhi and
S. Prasad and
F. Homa Effective Rotation Patterns Under Non
Response in Two-Occasion Successive
Sampling . . . . . . . . . . . . . . . . 1182--1195
Rajesh Tailor and
Balkishan Sharma and
Housila P. Singh An Improved Procedure of Estimating the
Finite Population Mean Using Auxiliary
Information in the Presence of Random
Non Response . . . . . . . . . . . . . . 1196--1209
Pierre Nguimkeu and
Marie Rekkas and
Augustine Wong Interval Estimation of the
Stress-Strength Reliability with
Independent Normal Random Variables . . 1210--1221
Chun Luo and
Yingshan Zhang and
Sihui He Asymmetrical Orthogonal Arrays With Run
Size $ 100 $ . . . . . . . . . . . . . . 1222--1240
Taher Ben Arab and
Afif Masmoudi and
Mourad Zribi Trace of the Variance-Covariance Matrix
in Natural Exponential Families . . . . 1241--1254
Rassoul Noorossana and
Maryam Shekary A. and
Ali Deheshvar Combined Variable Sample Size, Sampling
Interval, and Double Sampling (CVSSIDS)
Adaptive Control Charts . . . . . . . . 1255--1269
Ozge Cagcag and
Ufuk Yolcu and
Erol Egrioglu A New Robust Regression Method Based on
Particle Swarm Optimization . . . . . . 1270--1280
M. Arashi and
M. Janfada and
M. Norouzirad Singular Ridge Regression With
Stochastic Constraints . . . . . . . . . 1281--1292
M. Shams and
M. Emadi and
N. R. Arghami Maximal Invariant and Weakly Equivariant
Estimators . . . . . . . . . . . . . . . 1293--1317
Stylianos Georgiadis and
Nikolaos Limnios Nonparametric Estimation of the
Stationary Distribution of a
Discrete-Time Semi-Markov Process . . . 1319--1337
David D. Hanagal and
Richa Sharma Comparison of Frailty Models for Acute
Leukemia Data under Gompertz Baseline
Distribution . . . . . . . . . . . . . . 1338--1350
David D. Hanagal and
Richa Sharma Analysis of Bivariate Survival Data
using Shared Inverse Gaussian Frailty
Model . . . . . . . . . . . . . . . . . 1351--1380
Ted Speevak and
Takis Papaioannou A Note on Rank Correlation Inequalities
with Missing Data . . . . . . . . . . . 1381--1386
M. Rauf Ahmad and
Dietrich Von Rosen Tests of Covariance Matrices for High
Dimensional Multivariate Data Under Non
Normality . . . . . . . . . . . . . . . 1387--1398
Hongshuai Dai Approximation to Multifractional
Riemann--Liouville Brownian Sheet . . . 1399--1410
Ji Young Kim A Lasso-type Robust Variable Selection
for Time-Course Microarray Data . . . . 1411--1425
M. E. Mead Generalized Inverse Gamma Distribution
and its Application in Reliability . . . 1426--1435
Guangyu Mao Efficient Penalized Estimation for
Linear Regression Model . . . . . . . . 1436--1449
Ramkrishna S. Solanki and
Housila P. Singh Some Classes of Estimators for Median
Estimation in Survey Sampling . . . . . 1450--1465
Uttam Bandyopadhyay and
Shirsendu Mukherjee Adaptive Crossover Design for Normal
Responses . . . . . . . . . . . . . . . 1466--1482
Jiang Hui and
Yu Lei Precise Asymptotics in Complete Moment
Convergence of Parameter Estimator in
the Gaussian Autoregressive Process . . 1483--1496
Xueli Wang and
Xiao-Hua Zhou Some Results About Standardization for a
Non Confounder in Estimators of (log)
Relative Risk . . . . . . . . . . . . . 1497--1507
Hongxia Wang and
Jinguan Lin and
Jinde Wang Local Linear Estimation for
Spatiotemporal Models Based on Least
Absolute Deviation . . . . . . . . . . . 1508--1522
Jinho Park Quantile Regression with Left-Truncated
and Right-Censored Data in a Reproducing
Kernel Hilbert Space . . . . . . . . . . 1523--1536
Peijie Wang and
Xingwei Tong and
Shishun Zhao and
Jianguo Sun Regression Analysis of Left-truncated
and Case I Interval-censored Data with
the Additive Hazards Model . . . . . . . 1537--1551
Caroline C. Vieira and
Rosangela H. Loschi and
Denise Duarte Nonparametric Mixtures Based on
Skew-normal Distributions: an
Application to Density Estimation . . . 1552--1570
Dongliang Wang and
Alan D. Hutson Inversion Theorem Based Kernel Density
Estimation for the Ordinary Least
Squares Estimator of a Regression
Coefficient . . . . . . . . . . . . . . 1571--1579
Sévérien Nkurunziza and
Abdulkadir Hussein Shrinkage Estimation of the Memory
Parameter in Stationary Gaussian
Processes . . . . . . . . . . . . . . . 1580--1591
A. R. Soltani and
S. M. Aboukhamseen An Alternative Cluster Detection Test in
Spatial Scan Statistics . . . . . . . . 1592--1601
Weixin Yao and
Weixing Song Mixtures of Linear Regression with
Measurement Errors . . . . . . . . . . . 1602--1614
Alexei Stepanov On Strong Convergence . . . . . . . . . 1615--1620
Guolong Zhao A Test of Non Null Hypothesis for Linear
Trends in Proportions . . . . . . . . . 1621--1639
Mohammadreza Nourbakhsh and
Yaser Mehrali and
Ahad Jamalizadeh and
Gholamhoseein Yari On a Selection Weibull Distribution . . 1640--1652
M. Abbasnejad and
G. R. Mohtashami Borzadaran Some Results on Dynamic Generalized
Survival Entropy . . . . . . . . . . . . 1653--1668
Hea-jung Kim Best Linear Classification Rule for
Multivariate Interval Screened Data . . 1669--1690
Subrata Chakraborty A New Discrete Distribution Related to
Generalized Gamma Distribution and Its
Properties . . . . . . . . . . . . . . . 1691--1705
Antonio E. Gomes and
Cibele Q. da-Silva and
Gauss M. Cordeiro Two Extended Burr Models: Theory and
Practice . . . . . . . . . . . . . . . . 1706--1734
Sibnarayan Guria and
Sugata Sen Roy Missing Values in Linear Regression:
Imputations Using An Error-Contaminated
Linear Predictor . . . . . . . . . . . . 1735--1744
K. Krishnamoorthy and
Dan Zhang Approximate and Fiducial Confidence
Intervals for the Difference Between Two
Binomial Proportions . . . . . . . . . . 1745--1759
Anonymous Erratum . . . . . . . . . . . . . . . . 1760--1760
Anonymous Erratum . . . . . . . . . . . . . . . . 1761--1761
Anonymous Corrigendum . . . . . . . . . . . . . . 1762--1762
Dawei Lu and
Lixin Song Some Asymptotic Formulas for a Brownian
Motion With a Regular Variation From a
Parabolic Domain . . . . . . . . . . . . 1763--1778
Huihui Sun and
Jinguan Lin Diagnostics of Variance of the Error in
Mixed Effects Linear Models Based on
$M$-estimation . . . . . . . . . . . . . 1779--1785
Suresh Kumar Sharma and
Kanchan Jain and
Neetu Singla A Selection Procedure for Selecting the
Least Increasing Failure Rate Average
Distribution . . . . . . . . . . . . . . 1786--1796
Omar Abd Al-Rahman Ibrahim Kittaneh A Measure of Discrimination Between two
Double Truncated Distributions . . . . . 1797--1805
Xi-Liang Fan Non Autonomous Semilinear Stochastic
Evolution Equations . . . . . . . . . . 1806--1818
Haim Shore A General Model of Random Variation . . 1819--1841
Bruno R. Santos and
Silvia N. Elian Influence Measures in Quantile
Regression Models . . . . . . . . . . . 1842--1853
Zheng-Yan Lin and
Ran Wang Empirical Likelihood for Single-Index
Regression Models under Negatively
Associated Errors . . . . . . . . . . . 1854--1868
Meelis Käärik and
Anne Selart and
Ene Käärik On Parametrization of Multivariate
Skew-Normal Distribution . . . . . . . . 1869--1885
Rodrigo Tsai and
Luiz K. Hotta Fitting Distributions with the
Polyhazard Model with Dependence . . . . 1886--1895
Muhammad Hanif Non Parametric Estimation of
Second-Order Diffusion Equation by Using
Asymmetric Kernels . . . . . . . . . . . 1896--1910
Dong Han and
Fugee Tsung and
Xianghui Ning Detection and Diagnosis of Distribution
Changes of Degree Ratio in Complex
Networks . . . . . . . . . . . . . . . . 1911--1938
Li Hao and
Daniel Houser Adaptive Procedures for the
Wilcoxon--Mann--Whitney Test: Seven
Decades of Advances . . . . . . . . . . 1939--1957
Hidekazu Tanaka and
Chie Obayashi and
Yoshiji Takagi On Second Order Admissibilities in
Two-Parameter Logistic Regression Model 1958--1966
Qiang Xia and
Rubing Liang and
Jinshan Liu A Bayesian Analysis of Autoregressive
Models with Exogenous Variables and
Power-Transformed and Threshold GARCH
Errors . . . . . . . . . . . . . . . . . 1967--1980
Fela Özbey and
Selahattin Kaçiranlar Evaluation of the Predictive Performance
of the Liu Estimator . . . . . . . . . . 1981--1993
Michael Vander Wielen and
Ryan Vander Wielen The General Segmented Distribution . . . 1994--2009
N. Balakrishnan and
Abedin Haidari and
Ghobad Barmalzan Improved Ordering Results for Fail-Safe
Systems with Exponential Components . . 2010--2023
Jian Chen and
John J. Hanfelt and
Yijian Huang A Simple Corrected Score for Logistic
Regression with Errors-in-Covariates . . 2024--2036
Gauss M. Cordeiro and
Edwin Ortega and
Artur Lemonte The Poisson Generalized Linear Failure
Rate Model . . . . . . . . . . . . . . . 2037--2058
Hamdi Ra\"\issi Autoregressive Order Identification for
VAR Models with Non Constant Variance 2059--2078
V. Nekoukhou and
M. H. Alamatsaz and
H. Bidram and
A. H. Aghajani Discrete Beta-Exponential Distribution 2079--2091
Arpan Bhowmik and
Seema Jaggi and
Cini Varghese and
Eldho Varghese Optimal Block Designs With Interference
Effects From Neighboring Units Under a
Non Additive Model . . . . . . . . . . . 2092--2103
Elias Masry On Linear Operations on Stationary and
Non Stationary Random Processes . . . . 2104--2106
Lai Wei and
Dongliang Wang and
Alan D. Hutson An Investigation of Quantile Function
Estimators Relative to Quantile
Confidence Interval Coverage . . . . . . 2107--2135
Indranil Ghosh and
Saralees Nadarajah Inference for a Hidden Truncated
(Both-Sided) Bivariate Pareto (II)
Distribution . . . . . . . . . . . . . . 2136--2150
Kiheiji Nishida and
Yuichiro Kanazawa On Variance-Stabilizing Multivariate Non
Parametric Regression Estimation . . . . 2151--2175
H. E. T. Holgersson A Note on a Commonly Used Ridge
Regression Monte Carlo Design . . . . . 2176--2179
Jinlong Huang and
Chunjuan Qiu and
Xianyi Wu Stochastic Loss Reserving in Discrete
Time: Individual vs. Aggregate Data
Models . . . . . . . . . . . . . . . . . 2180--2206
Huahui Yan and
Huisheng Shu and
Xiu Kan Pricing Equity-indexed Annuities When
Discrete Dividends Follow a
Markov-Modulated Jump Diffusion Model 2207--2221
Nasser Davarzani and
Ahmad Parsian and
Ralf Peeters Dependent Right Censorship in the MOMW
Distribution . . . . . . . . . . . . . . 2222--2242
Kangning Wang and
Lu Lin Variable Selection in Semiparametric
Quantile Modeling for Longitudinal Data 2243--2266
M. Revan Özkale and
Tugba Söküt Açar Leverages and Influential Observations
in a Regression Model with
Autocorrelated Errors . . . . . . . . . 2267--2290
Haruka Yamashita and
Hideo Suzuki The Methods for Approximation of
Principal Points for Binary
Distributions on the Basis of
Submodularity . . . . . . . . . . . . . 2291--2309
Wichairat Chuntee and
Kritsana Neammanee Bounds on Normal Approximations for the
number of Descents and Inversions . . . 2310--2329
Kenneth S. Berenhaut and
James W. Chernesky, Jr. and
Ross P. Hilton Asymptotic Expansions for i.i.d. Sums
Via Lower-order Convolutions . . . . . . 2330--2350
Junyong Park and
Bimal Sinha and
Arvind Shah and
Dihua Xu and
Jianxin Lin Likelihood Ratio Tests for Interval
Hypotheses with Applications . . . . . . 2351--2370
Miao Zhang and
Gaofeng Zong Almost Periodic Solutions for Stochastic
Differential Equations Driven By
$G$-Brownian Motion . . . . . . . . . . 2371--2384
Abdelnasser Dahmani and
Karima Belaide Exponential Inequalities in Stochastic
Inverse Problems Using an Iterative
Method . . . . . . . . . . . . . . . . . 2385--2397
Saadia Masood and
Javid Shabbir On Some Families of Estimators of
Variance of Post-Stratified Sample Mean
Using Two Auxiliary Variables . . . . . 2398--2415
Annamaria Bianchi and
Nicola Salvati Asymptotic Properties and Variance
Estimators of the $M$-quantile
Regression Coefficients Estimators . . . 2416--2429
Guannan Wang and
Zhizhong Wang and
Ye Tian The Empirical Likelihood Inference of a
Regression Parameter in Censored Partial
Linear Models Based on a Piecewise
Polynomial . . . . . . . . . . . . . . . 2431--2451
Mingqiu Wang and
Lixin Song and
Guo-liang Tian SCAD-Penalized Least Absolute Deviation
Regression in High-Dimensional Models 2452--2472
Yibing Oliver Chen and
Mike Jacroux On the Use of Semi-folding in Regular
Blocked Two-level Factorial Designs . . 2473--2506
Antonio Canale A Note On Regions of Given Probability
of the Extended Skew-normal Distribution 2507--2516
M. Rezapour and
M. H. Alamatsaz and
N. Balakrishnan Distribution of the Number of
Observations Greater Than the $i$-th
Dependent Progressively Type-II Censored
Order Statistic and Its Use in
Goodness-of-fit Testing . . . . . . . . 2517--2529
T. G. Veena and
P. Yageen Thomas Application of Concomitants of Order
Statistics of Independent Non
Identically Distributed Random Variables
in Estimation . . . . . . . . . . . . . 2530--2545
Pavle Mladenovi\'c and
Lenka Zivadinovi\'c Uniform $ {\rm AR}(1) $ Processes and
Maxima on Partial Samples . . . . . . . 2546--2563
Y. Hyodo and
H. Yumiba and
M. Kuwada Existence Conditions for Balanced
Fractional $ 2^m $ Factorial Designs of
Resolution $ 2 l + 1 $ Derived from
Simple Arrays . . . . . . . . . . . . . 2564--2570
G. N. Singh and
D. Majhi and
S. Maurya and
A. K. Sharma Some Effective Rotation Patterns in
Estimation of Population Mean in
Two-Occasion Successive Sampling . . . . 2571--2585
Zhi-Wen Zhao and
De-Hui Wang and
Cui-Xin Peng and
Mei-Li Zhang Empirical Likelihood-based Inference for
Stationary-ergodicity of the Generalized
Random Coefficient Autoregressive Model 2586--2599
Tonya Lauriski-Karriker and
William Navidi Improving The Efficiency of The
Case-Crossover Design . . . . . . . . . 2600--2619
Feng-Shou Ko A Statistical Issue About a Phase III
Multi-regional Trial for the Survival
Data under Accelerated Failure Time
Model with Unrecognized Heterogeneity 2620--2629
Ali Akbar Jafari Inferences on the Coefficients of
Variation in a Multivariate Normal
Population . . . . . . . . . . . . . . . 2630--2643
Giulia Roli and
Paola Monari Hierarchical Bayesian Models for the
Estimation of Correlated Effects in
Multilevel Data: a Simulation Study to
Assess Model Performance . . . . . . . . 2644--2653
Henry H. Bi A Note on the Factor Values of Three
Common Shewhart Variables Control Charts 2655--2673
David A. Rolls and
Owen D. Jones An Improved Test for Continuous Local
Martingales . . . . . . . . . . . . . . 2674--2688
R. Noorossana and
S. T. A. Niaki and
H. Izadbakhsh Statistical Monitoring of Nominal
Logistic Profiles in Phase II . . . . . 2689--2704
Brian Moore and
Balasubramaniam Natarajan A Compressive Sensing Based Analysis of
Anomalies in Generalized Linear Models 2705--2719
Gauss M. Cordeiro and
Rejane dos S. B. Bager Moments for Some Kumaraswamy Generalized
Distributions . . . . . . . . . . . . . 2720--2737
Francisco J. Caro-Lopera and
Graciela González-Farías and
N. Balakrishnan The Generalized Pascal Triangle and the
Matrix Variate Jensen-Logistic
Distribution . . . . . . . . . . . . . . 2738--2752
Deemat C. Mathew and
M. I. Beg Characterizing Discrete Life
Distributions by Properties of Reversed
Variance Residual life . . . . . . . . . 2753--2763
Ya-Chun Hsiao and
Chen-Tuo Liao and
Li-Yu D. Liu Minimum Aberration Regular Two-Level
Designs in the Presence of Dispersion
Factors . . . . . . . . . . . . . . . . 2764--2773
M. Arashi and
A. K. Md. Ehsanes Saleh and
Daya K. Nagar and
S. M. M. Tabatabaey Bayesian Statistical Inference For
Laplacian Class of Matrix Variate
Elliptically Contoured Models . . . . . 2774--2787
Ying Zhang and
Jagbir Singh and
Ramalingam Shanmugam A Tutorial of Survival Modeling to
Capture Covariate Effect . . . . . . . . 2788--2797
Sat Gupta and
Javid Shabbir Estimation of Finite Population Mean in
Stratified Random Sampling with Two
Auxiliary Variables under Double
Sampling Design . . . . . . . . . . . . 2798--2808
Jiang Du and
Gaorong Li and
Heng Peng Variable Selection for Semiparametric
Partially Linear Covariate-Adjusted
Regression Models . . . . . . . . . . . 2809--2826
Yun-Cheng Tsai and
Yuh-Dauh Lyuu Faster Convergence to the Estimation of
Quadratic Variation with Microstructure
Noise . . . . . . . . . . . . . . . . . 2827--2841
Rong Jiang and
Zhan-Gong Zhou and
Wei-Min Qian Generalized Analysis-of-variance-type
Test for the Single-index Quantile Model 2842--2861
Ronald Christensen and
Yong Lin Lack-of-fit Tests Based On Partial Sums
of Residuals . . . . . . . . . . . . . . 2862--2880
Dianliang Deng and
Yu Zhang Score Tests for Both Extra Zeros and
Extra Ones in Binomial Mixed Regression
Models . . . . . . . . . . . . . . . . . 2881--2897
A. Biswas and
P. Das and
N. K. Mandal Designs Robust against Violation of
Normality Assumption in the Standard
$F$-test . . . . . . . . . . . . . . . . 2898--2910
Marcella Niglio and
Cosimo Damiano Vitale Threshold Vector ARMA Models . . . . . . 2911--2923
R. S. Priya and
P. Yageen Thomas A Note on the Use of Some Functions of
Spacings in the Estimation of Common
Scale Parameter of Several Symmetric
Distributions . . . . . . . . . . . . . 2924--2932
K. Govindaraju and
M. Bebbington The Consumer's Risk and Costs in
Zero-Acceptance Number Sampling . . . . 2933--2944
Kamran Abbas and
Yincai Tang Analysis of Frechet Distribution Using
Reference Priors . . . . . . . . . . . . 2945--2956
Steve P. Verrill and
James W. Evans and
David E. Kretschmann and
Cherilyn A. Hatfield Asymptotically Efficient Estimation of a
Bivariate Gaussian--Weibull Distribution
and an Introduction to the Associated
Pseudo-truncated Weibull . . . . . . . . 2957--2975
Xiaodong Bai and
Lixin Song and
Yuebao Wang Uniform asymptotics for random time ruin
probability with subexponential claims
and constant interest rate . . . . . . . 2976--2983
Mingue Park Partially Calibrated Poststratified
Weights for Handling Unit Non Response 2984--3000
N. Balakrishnan and
A. J. Hayter and
W. Liu and
S. Kiatsupaibul Confidence Intervals for Quantiles of a
Two-parameter Exponential Distribution
under Progressive Type-II Censoring . . 3001--3010
C. Satheesh Kumar and
A. Riyaz A Modified Version of Logarithmic Series
Distribution and Its Applications . . . 3011--3021
Jie-Hua Xie and
Jian-Wei Gao and
Wei Zou On a Risk Model With Delayed Claims
Under Stochastic Interest Rates . . . . 3022--3041
Li Wang and
Xingzhong Xu Bonferroni-type Plug-in Procedure
Controlling Generalized Familywise Error
Rate . . . . . . . . . . . . . . . . . . 3042--3055
A. J. Sáez-Castillo and
A. M. Martínez-Rodríguez Two Conditionally Specified Mixed
Binomial Distributions . . . . . . . . . 3056--3072
Hsiaw-Chan Yeh Multivariate Weibull and Pareto
Distributions in Hilbert Space . . . . . 3073--3086
A. M. Abouammoh and
Najla S. Alhazzani On Discrete Gamma Distribution . . . . . 3087--3098
Silvio S. Zocchi and
Célestin C. Kokonendji On General Continuous Triangular and
Two-sided Power Distributions . . . . . 3099--3106
Ehsan Moghimi Hadji and
Nirmal Singh Kambo and
Alagar Rangan Two-dimensional Renewal Function
Approximation . . . . . . . . . . . . . 3107--3124
Alicia A. Johnson and
Owen Burbank Geometric Ergodicity and Scanning
Strategies for Two-Component Gibbs
Samplers . . . . . . . . . . . . . . . . 3125--3145
S. Izadkhah and
H. Ahmadzade and
M. Amini Further Results for a General Family of
Bivariate Copulas . . . . . . . . . . . 3146--3157
Hisham Hilow Minimum Cost Linear Trend Free $ 2^{n -
(n - k)} $ Designs of Resolution IV . . 3158--3172
Edoardo Otranto Capturing the Spillover Effect With
Multiplicative Error Models . . . . . . 3173--3191
Dawei Lu Some Asymptotic Formulas for a Brownian
Motion From the Maximum and Minimum
Complicated Domains . . . . . . . . . . 3192--3217
Yongsong Qin and
Qingzhu Lei Empirical Likelihood for Linear Models
Under Linear Process Errors . . . . . . 3218--3233
Shintaro Hojo and
Michio Yamamoto and
Yutaka Kano Effect of Violation of the Normal
Assumption on MI and ML Estimators in
the Analysis of Incomplete Data . . . . 3234--3250
Feng Yao and
Carlos Martins-Filho An Asymptotic Characterization of Finite
Degree $U$-statistics With Sample
Size-Dependent Kernels: Applications to
Nonparametric Estimators and Test
Statistics . . . . . . . . . . . . . . . 3251--3265
Changyong Feng and
Hongyue Wang and
Yu Han and
Yinglin Xia and
Naiji Lu and
Xin M. Tu Some Theoretical Comparisons of Negative
Binomial and Zero-Inflated Poisson
Distributions . . . . . . . . . . . . . 3266--3277
Qingtai Wu and
Jin Zhang and
Jiashan Tang Reliability Evaluation for A Class of
Multi-Unit Cold Standby Systems under
Poisson Shocks . . . . . . . . . . . . . 3278--3288
Julien Worms and
Rym Worms A Test for Comparing Tail Indices for
Heavy-Tailed Distributions via Empirical
Likelihood . . . . . . . . . . . . . . . 3289--3302
A. K. Md. Ehsanes Saleh and
Amal F. Ghania Ridge Autoregression Estimation: LS
Method . . . . . . . . . . . . . . . . . 3303--3320
Rachid Boumaza and
Smail Yousfi and
Sabine Demotes-Mainard Interpreting the Principal Component
Analysis of Multivariate Density
Functions . . . . . . . . . . . . . . . 3321--3339
Raghunath Arnab and
D. K. Shangodoyin Randomized Response Techniques Using
Maximum Likelihood Estimator . . . . . . 3340--3349
Fangyu Liu and
Lirong Cui A New Design on Attributes Single
Sampling Plans . . . . . . . . . . . . . 3350--3362
Shi-Shun Zhao and
Jian Tao and
Ning-Zhong Shi and
Nan Lin A Note on the Comparison of the Stein
Estimator and the James--Stein Estimator 3363--3374
Tarald O. Kvålseth Bounds on Sample Variation Measures
Based on Majorization . . . . . . . . . 3375--3386
Daniele Cristina Tita Granzotto and
Francisco Louzada The Transmuted Log-Logistic
Distribution: Modeling, Inference, and
an Application to a Polled Tabapua Race
Time up to First Calving Data . . . . . 3387--3402
Lee Dykes and
Sarjinder Singh and
Stephen A. Sedory and
Vincent Louis Calibrated Estimators of Population Mean
for a Mail Survey Design . . . . . . . . 3403--3427
Xingyu Tang and
Zhaoping Hong and
Yuao Hu and
Heng Lian Gaussian Process Models for Non
Parametric Functional Regression with
Functional Responses . . . . . . . . . . 3428--3445
Jie Zhou and
Lu Han and
Sanyang Liu Kernel-Based Profile Estimation for
Ordinary Differential Equations with
Partially Measured State Variables . . . 3446--3463
Mongkhon Tuntapthai and
Nattakarn Chaidee and
Kritsana Neammanee Berry--Esséen Bounds for Random Index Non
Linear Statistics via Stein's Method . . 3464--3485
Luis Gustavo Bastos Pinho and
Gauss Moutinho Cordeiro and
Juvêncio Santos Nobre The Harris Extended Exponential
Distribution . . . . . . . . . . . . . . 3486--3502
Haruhiko Ogasawara Bias Adjustment Minimizing the
Asymptotic Mean Square Error . . . . . . 3503--3522
Yanting Xiao and
Zheng Tian and
Wenyan Guo Empirical Likelihood for Partially Non
Linear Models with Missing Response
Variables at Random . . . . . . . . . . 3523--3540
D. Shukla and
B. V. S. Sisodia Preliminary Test Regression Estimator
When two Prior Values of Population Mean
$ (\mu_x) $ of an Auxiliary Variable
($x$) are Available . . . . . . . . . . 3541--3548
Stelios Arvanitis and
Alexandros Louka Limit Theory for the QMLE of the $ {\rm
GQARCH}(1, 1) $ Model . . . . . . . . . 3549--3575
N. Balakrishnan and
Xiaojun Zhu and
Bander Al-Zahrani A Recursive Algorithm For the Single and
Product Moments of Order Statistics From
the Exponential-geometric Distribution
and Some Estimation Methods . . . . . . 3576--3598
Paulo Teles and
Paula Brito Modeling Interval Time Series with
Space-Time Processes . . . . . . . . . . 3599--3627
J. F. Rosco and
Arthur Pewsey and
M. C. Jones On Blest's Measure of Kurtosis Adjusted
for Skewness . . . . . . . . . . . . . . 3628--3638
Wensheng Wang and
Ka-Ho Wu and
Kyo-Shin Hwang The Berry--Esséen Bounds for Sample
Rescaled Poly-Variograms . . . . . . . . 3639--3652
André Beauducel A Note on Equality and Inequality of
Some Factor Score Predictors . . . . . . 3653--3657
A. G. Nogales and
P. Pérez Unbiased Estimation for the General
Half-Normal Distribution . . . . . . . . 3658--3667
Nirpeksh Kumar Testing of Suspected Observations in an
Exponential Sample With Unknown Origin 3668--3679
Christophe Chesneau and
Thomas Willer Estimation of a Cumulative Distribution
Function Under Interval Censoring ``case
1'' Via Warped Wavelets . . . . . . . . 3680--3702
Xiaoqin Wang and
Yin Jin and
Li Yin Point and Interval Estimations of
Marginal Risk Difference by Logistic
Model . . . . . . . . . . . . . . . . . 3703--3722
S. B. Adnaik and
M. P. Gadre and
R. N. Rattihalli Single Attribute Control Charts for a
Markovian-Dependent Process . . . . . . 3723--3737
J. Van Niekerk and
A. Bekker and
M. Arashi and
J. J. J. Roux Subjective Bayesian Analysis of the
Elliptical Model . . . . . . . . . . . . 3738--3753
Gunnar Taraldsen and
Bo H. Lindqvist Fiducial and Posterior Sampling . . . . 3754--3767
Juntao Fang and
Zhen He and
Linxi Song Evaluation of Response Surface Designs
in Presence of Errors in Factor Levels 3769--3781
Hongxia Wang Conditional Choquet Expectation . . . . 3782--3795
Pao-Sheng Shen On Fitting Transformation Model to
Survey Data . . . . . . . . . . . . . . 3796--3811
Gaoge Hu and
Shesheng Gao and
Yongmin Zhong and
Chengfan Gu Asymptotic Properties of Random Weighted
Empirical Distribution Function . . . . 3812--3824
Xue Ding Convergence of Sample Eigenvectors of
Spiked Population Model . . . . . . . . 3825--3840
Chi-Jui Huang A New GWMA Control Chart for Monitoring
Process Mean and Variability . . . . . . 3841--3856
Sean C. Kerman and
James B. McDonald Skewness--Kurtosis Bounds for EGB1,
EGB2, and Special Cases . . . . . . . . 3857--3864
Frosso S. Makri and
Zaharias M. Psillakis On $l$ $l$-overlapping Runs of Ones of
Length $k$ in Sequences of Independent
Binary Random Variables . . . . . . . . 3865--3884
Qingwu Gao and
Na Jin Randomly Weighted Sums of Pairwise Quasi
Upper-Tail Independent Increments with
Application to Risk Theory . . . . . . . 3885--3902
Yingyu Chen and
Lixin Zhang Local Linear Estimation of Second-order
Jump-diffusion Model . . . . . . . . . . 3903--3920
Ferebee Tunno Bounded Area Tests For Comparing The
Dynamics Between ARMA Processes . . . . 3921--3941
Demei Yuan and
Shunjing Li From Conditional Independence to
Conditionally Negative Association: Some
Preliminary Results . . . . . . . . . . 3942--3966
Francesco Porro Zenga Distribution and Inequality
Ordering . . . . . . . . . . . . . . . . 3967--3977
Juan José Egozcue and
Vera Pawlowsky-Glahn and
Matthias Templ and
Karel Hron Independence in Contingency Tables Using
Simplicial Geometry . . . . . . . . . . 3978--3996
Syed N. U. A. Kirmani Guest Editors and
Ram C. Tripathi Guest Editors Preface . . . . . . . . . . . . . . . . 3997--3997
Barry C. Arnold and
Jose A. Villasenor Orthogonal Spacings . . . . . . . . . . 3998--4006
N. Balakrishnan and
Suvra Pal Likelihood Inference for Flexible Cure
Rate Models with Gamma Lifetimes . . . . 4007--4048
Yogendra P. Chaubey and
Rui Zhang An Extension of Chen's Family of
Survival Distributions with Bathtub
Shape or Increasing Hazard Rate Function 4049--4064
J. Y. Dauxois and
S. Jomhoori Testing an Exponential Delay Time Model
Against an Intensity Proportional Repair
Alert Model . . . . . . . . . . . . . . 4065--4076
Mohammad A. Aljarrah and
Felix Famoye and
Carl Lee A New Weibull--Pareto Distribution . . . 4077--4095
D. K. Al-Mutairi and
M. E. Ghitany and
Debasis Kundu Inferences on Stress-Strength
Reliability from Weighted Lindley
Distributions . . . . . . . . . . . . . 4096--4113
Pushpa L. Gupta Properties of Reliability Functions of
Discrete Distributions . . . . . . . . . 4114--4131
Subhash C. Kochar and
Nuria Torrado On Stochastic Comparisons of Largest
Order Statistics in the Scale Model . . 4132--4143
Mohd. Arshad and
Neeraj Misra Selecting The Exponential Population
Having The Larger Guarantee Time With
Unequal Sample Sizes . . . . . . . . . . 4144--4171
H. N. Nagaraja and
Qinying He Fisher Information in Censored Samples
from the Marshall--Olkin Bivariate
Exponential Distribution . . . . . . . . 4172--4184
N. Unnikrishnan Nair and
P. G. Sankaran Odds Function and Odds Rate for Discrete
Lifetime Distributions . . . . . . . . . 4185--4202
S. H. Ong and
Atanu Biswas and
S. Peiris and
Y. C. Low Count Distribution for Generalized
Weibull Duration with Applications . . . 4203--4216
Antonio E. Gomes and
Cibele Q. Da-Silva and
Gauss M. Cordeiro The Exponentiated $G$ Poisson Model . . 4217--4240
Ramkrishna S. Solanki and
Housila P. Singh An Improved Class of Estimators for the
General Population Parameters Using
Auxiliary Information . . . . . . . . . 4241--4262
Majid Rezaei and
Behzad Gholizadeh On the Mixture Proportional Mean
Residual Life Model . . . . . . . . . . 4263--4277
Fenglong Guo and
Dingcheng Wang Uniform Asymptotic Estimates for Ruin
Probabilities with Exponential Lévy
Process Investment Returns and Two-sided
Linear Heavy-tailed Claims . . . . . . . 4278--4306
Walid Horrigue and
Elias Ould Sa\"\id Non Parametric Regression Quantile
Estimation for Dependent Functional Data
under Random Censorship: Asymptotic
Normality . . . . . . . . . . . . . . . 4307--4332
Moutushi Chatterjee and
Ashis Kumar Chakraborty Distributions and Process Capability
Control Charts for $ C_{PU} $ and $
C_{PL} $ Using Subgroup Information . . 4333--4353
Yebin Cheng and
Dawit Zerom A Quantile Regression Model for
Time-Series Data in the Presence of
Additive Components . . . . . . . . . . 4354--4379
Qiqing Yu and
George Y. C. Wong and
Michael P. Osborne and
Yuting Hsu and
Xiaosong Ai The Lehmann Model with Time-dependent
Covariates . . . . . . . . . . . . . . . 4380--4395
Mahmoud Riad Mahmoud and
Amani Shaheen Abd El-Ghafour Fisher Information Matrix for the
Generalized Feller--Pareto Distribution 4396--4407
S. Nadarajah and
S. A. A. Bakar New Folded Models for the
Log-Transformed Norwegian Fire Claim
Data . . . . . . . . . . . . . . . . . . 4408--4440
Michele Gallo Tucker3 Model for Compositional Data . . 4441--4453
Seyed Taghi Akhavan Niaki and
Majid Khedmati and
Mir Emad Soleymanian Statistical Monitoring of Autocorrelated
Simple Linear Profiles Based on
Principal Components Analysis . . . . . 4454--4475
Zaher Mohdeb and
Abdelkader Mokkadem Testing Linear Regression Models in Non
Regular Case . . . . . . . . . . . . . . 4476--4490
Yogendra P. Chaubey and
Esmaeil Shirazi On Wavelet Estimation of the Derivatives
of a Density Based on Biased Data . . . 4491--4506
Jianwei Gou and
Jinde Wang Multiple Comparisons with Control Under
Stochastic Ordering: Controlling FDR . . 4507--4520
Hu Yang and
Xiaochao Xia Variable Selection for Semiparametric
Varying Coefficient Partially Linear
Errors-in-Variables (EV) Model with
Missing Response . . . . . . . . . . . . 4521--4539
Suela Ruffa and
Grazia Vicario and
Giovanni Pistone Analysis of the Covariance Structure in
Manufactured Parts . . . . . . . . . . . 4540--4551
Jan Bulla and
Christophe Chesneau and
Maher Kachour On the Bivariate Skellam Distribution 4552--4567
Victor M. Guerrero and
Eliud Silva Smoothing a Time Series by Segments of
the Data Range . . . . . . . . . . . . . 4568--4585
Jim Lawrence and
Raghu Kacker and
Rüdiger Kessel Obtaining a Trapezoidal Distribution . . 4586--4599
S. Huda and
R. M'Hallah D-minimax Second-order Designs Over
Hypercubes for Extrapolation and
Restricted Interpolation Regions . . . . 4600--4613
Tülin Acar An Investigation of Agreement Between
the Item Difficulty Coefficient
Calculated in Accordance With Classical
Test Theory and Item Response Theory
With Bland--Altman Method . . . . . . . 4614--4621
Vassilly Voinov A Note on Wald's Type Chi-squared Tests
of Fit . . . . . . . . . . . . . . . . . 4622--4630
Pao-Sheng Shen Estimation of Multiple Linear Regression
Model with Twice-Censored Data . . . . . 4631--4640
Enkelejd Hashorva and
Zhichao Weng Limit Laws for Maxima of Contracted
Stationary Gaussian Sequences . . . . . 4641--4650
Ahmed El Ghini Probabilistic Properties of Parametric
Dual and Inverse Time Series Models
Generated by ARMA Models . . . . . . . . 4651--4661
Yong Kong Distributions of Runs Revisited . . . . 4663--4678
Hafiz M. R. Khan and
Anshul Saxena and
Sankalp Das and
Elizabeth Ross Inference from the Exponentiated Weibull
Model with Applications to Real Data . . 4679--4695
Yurong Chen and
Luqin Liu Laws of the Iterated Logarithm and a
Moderate Deviation of MLE for the
Proportional Hazards Model with
Incomplete Information . . . . . . . . . 4696--4708
Sucharita Ghosh Computation of Spatial Gini Coefficients 4709--4720
Hao Chen and
Min-Qian Liu Nested Latin Hypercube Designs with
Sliced Structures . . . . . . . . . . . 4721--4733
Koji Tsukuda and
Yasushi Nagata Asymptotic Theory of Taguchi's Natural
Estimators of the Signal to Noise Ratio
for Dynamic Robust Parameter Design . . 4734--4741
Gülesen Üstünda\ug \vSiray $r$-$d$ Class Estimator Under
Misspecification . . . . . . . . . . . . 4742--4756
M. A. A. Cox Exact Average Run Lengths for Monitoring
Poisson Counts . . . . . . . . . . . . . 4757--4771
Sungsu Kim and
Ashis SenGupta Inverse Circular-Linear/Linear-Circular
Regression . . . . . . . . . . . . . . . 4772--4782
Wenhao Gui An Alpha Half Normal Slash Distribution
for Analyzing Non Negative Data . . . . 4783--4795
Riyadh R. Al-Mosawi and
P. Vellaisamy Estimation of the Parameter of the
Selected Binomial Population . . . . . . 4796--4811
Lucia Modugno and
Simone Giannerini The Wild Bootstrap for Multilevel Models 4812--4825
Yongli Zhang and
Sergio Koreisha Adaptive Order Determination for
Constructing Time Series Forecasting
Models . . . . . . . . . . . . . . . . . 4826--4847
Tianxiao Pang and
Danna Zhang Asymptotic Inferences for an $ {\rm
AR}(1) $ Model with a Change Point and
Possibly Infinite Variance . . . . . . . 4848--4865
Leonardo Grilli and
Carla Rampichini and
Roberta Varriale Binomial Mixture Modeling of University
Credits . . . . . . . . . . . . . . . . 4866--4879
Fortunato Pesarin Some Elementary Theory of Permutation
Tests . . . . . . . . . . . . . . . . . 4880--4892
Dieter Grientschnig Reference Priors for Poisson Processes
Involving Nuisance Parameters . . . . . 4893--4911
Kanwar Sen and
Manju L. Agarwal and
Sonali Bhattacharya Geiger Counter-Type Pólya--Eggenberger
Distributions . . . . . . . . . . . . . 4912--4926
Edgardo Lorenzo and
Ganesh Malla and
Hari Mukerjee A New Test for New Better Than Used in
Expectation Lifetimes . . . . . . . . . 4927--4939
Hammou El Barmi and
Lahcen El Bermi On Comparing Cumulative Incidence
Functions Using an Empirical Likelihood
Ratio Type Test . . . . . . . . . . . . 4940--4952
G. Srinivasa Rao and
Muhammad Aslam and
Debasis Kundu Burr--XII Distribution Parametric
Estimation and Estimation of Reliability
of Multicomponent Stress-Strength . . . 4953--4961
Guangyu Zheng and
Yimin Shi Statistical Analysis in Constant-stress
Accelerated Life Tests for Generalized
Exponential Distribution with
Progressive Type-I Hybrid Censoring . . 4962--4982
Y. Maleki and
S. Rezakhah The Scale Invariant Wigner Spectrum
Estimation of Gaussian Locally
Self-Similar Processes . . . . . . . . . 4983--5004
Tomoaki Imoto Convolution of Binomial and Negative
Binomial Variables . . . . . . . . . . . 5005--5022
Domenico Piccolo Inferential Issues on CUBE Models with
Covariates . . . . . . . . . . . . . . . 5023--5036
Michele Costa and
Luca De Angelis A Dynamic Latent Model for Poverty
Measurement . . . . . . . . . . . . . . 5037--5048
Mustafa Ç. Korkmaz and
Ali I. Genç Two-Sided Generalized Exponential
Distribution . . . . . . . . . . . . . . 5049--5070
Qie Li and
Junfeng Shang A Bayesian Hierarchical Model for
Multiple Comparisons in Mixed Models . . 5071--5090
David D. Hanagal and
Alok D. Dabade Comparison of Shared Frailty Models for
Kidney Infection Data under Exponential
Power Baseline Distribution . . . . . . 5091--5108
Jinsen Zhuang and
Xiaohu Li Allocating Redundancies to
$k$-out-of-$n$ Systems with Independent
and Heterogeneous Components . . . . . . 5109--5119
Yanqin Feng and
Ling Ma and
Jianguo Sun Empirical Analysis of Interval-Censored
Failure Time Data with Linear
Transformation Models . . . . . . . . . 5120--5135
A. J. Hayter and
S. Kiatsupaibul and
P. Napalai and
W. Liu Simultaneous Inferences on the
Cumulative Distribution Function of a
Normal Distribution . . . . . . . . . . 5136--5145
Hongmei Xie and
Weiwei Zhuang and
Keshe Ni and
Wenyu Liu Multivariate Excess Wealth Ordering of
Generalized Order Statistics . . . . . . 5146--5160
Xiaolin Chen and
Qihua Wang Semiparametric Proportional Mean
Residual Life Model With Censoring
Indicators Missing at Random . . . . . . 5161--5188
Yinfeng Wang and
Yanlin Tang and
Xinsheng Zhang Estimation of Parameters of the
Ornstein--Uhlenbeck Type Processes with
Continuum of Moment Conditions . . . . . 5189--5203
Tomás del Barrio Castro and
Andreu Sansó Rossello On Augmented Franses Tests for Seasonal
Unit Roots . . . . . . . . . . . . . . . 5204--5212
Shintaro Hashimoto and
Ken-Ichi Koike Bhattacharyya-Type Information
Inequality for the Bayes Risk . . . . . 5213--5224
Luigi Salmaso Combination-Based Permutation Tests:
Equipower Property and Power Behavior in
Presence of Correlation . . . . . . . . 5225--5239
Xibin Zhao and
Shubin Si and
Hongyan Dui and
Zhiqiang Cai and
Junbo Wang and
Xiaoyu Song Compositional Performance Evaluation
with Importance Measures . . . . . . . . 5240--5253
Bojuan Barbara Zhao Generalized Concept of Relative Risk and
Wider Applications of the Proportional
Hazards Model and the Kaplan--Meier
Estimator . . . . . . . . . . . . . . . 5254--5266
Peiyan Qi and
Zheng Tian and
Xifa Duan Sequential Monitoring Variance Changes
in Location Model . . . . . . . . . . . 5267--5284
Zhibin Xu and
Luqin Liu and
Yanyan Liu Proportional Rate Model with Incomplete
Covariate and Complete Auxiliary
Information . . . . . . . . . . . . . . 5285--5305
Shirin Shoaee and
Esmaile Khorram Stress-Strength Reliability of a
Two-Parameter Bathtub-shaped Lifetime
Distribution Based on Progressively
Censored Samples . . . . . . . . . . . . 5306--5328
Mi-Hwa Ko A central limit theorem for weighted
sums of associated random field . . . . 1--8
Lida Fallah and
Leila Golparvar and
Ahmad Parsian Inference based on progressively
censored sample from Pareto population 9--24
Abdul Haq and
Jennifer Brown and
Elena Moltchanova and
Amer Ibrahim Al-Omari Best linear unbiased and invariant
estimation in location-scale families
based on double-ranked set sampling . . 25--48
M. Faliva and
V. Pot\`\i and
M. G. Zoia Orthogonal polynomials for tailoring
density functions to excess kurtosis,
asymmetry, and dependence . . . . . . . 49--62
Maria Iwi\'nska and
Magdalena Szymkowiak Characterizations of the exponential
distribution by Pascal compound . . . . 63--70
Husam Awni Bayoud Admissible minimax estimators for the
shape parameter of Topp--Leone
distribution . . . . . . . . . . . . . . 71--82
K. Krishnamoorthy and
Jie Peng and
Dan Zhang Modified large sample confidence
intervals for Poisson distributions:
Ratio, weighted average, and product of
means . . . . . . . . . . . . . . . . . 83--97
Krzysztof Podgórski and
Jonas Wallin Convolution-invariant subclasses of
generalized hyperbolic distributions . . 98--103
Amarjit Kundu and
Asok K. Nanda On study of dynamic survival and
cumulative past entropies . . . . . . . 104--122
K. K. Jose and
K. D. Mariyamma A note on an integer valued time series
model with Poisson-negative binomial
marginal distribution . . . . . . . . . 123--131
Michal Chrzanowski and
Ryszard Magiera Consistency of non parametric estimators
of the area under the ROC curve . . . . 132--141
Jiantian Wang Improved versions of Greenwood
estimators under Koziol--Green model . . 142--157
Housila P. Singh and
Ramkrishna S. Solanki and
Alok K. Singh A generalized ratio-cum-product
estimator for estimating the finite
population mean in survey sampling . . . 158--172
F. Bordbar and
A. R. Nematollahi The modified exponential-geometric
distribution . . . . . . . . . . . . . . 173--181
Zawar Hussain and
Bander Al-Zahrani Mean and sensitivity estimation of a
sensitive variable through additive
scrambling . . . . . . . . . . . . . . . 182--193
E. G. Kyriakidis Equilibrium probabilities for a
production-inventory system maintained
by a control-limit policy . . . . . . . 194--200
Simos G. Meintanis and
James S. Allison and
Leonard Santana Diagnostic tests for the distribution of
random effects in multivariate mixed
effects models . . . . . . . . . . . . . 201--215
Siming Li and
Yao Sheng and
Yong Li The quasi-stochastically constrained
least squares method for ill linear
regression . . . . . . . . . . . . . . . 217--225
Mahdi Tavangar Some representation theorems in terms of
mean residual lifetime and mean
inactivity time of coherent systems . . 226--235
Silvia Golia A proposal for categorizing the severity
of non uniform differential item
functioning: The polytomous case . . . . 236--251
Santanu Dutta and
Koushik Saha Consistency of multivariate density
estimators using random bandwidths . . . 252--266
Nitu Mehta (Ranka) and
V. L. Mandowara A modified ratio-cum-product estimator
of finite population mean using ranked
set sampling . . . . . . . . . . . . . . 267--276
Qiongxia Song Non parametric derivative estimation
with confidence bands . . . . . . . . . 277--290
Dawei Lu and
Lixin Song and
Xiaohu Wang Precise large deviation for the
difference of two sums of random
variables . . . . . . . . . . . . . . . 291--306
Anoop Chaturvedi and
Arvind Shrivastava Bayesian analysis of a linear model
involving structural changes in either
regression parameters or disturbances
precision . . . . . . . . . . . . . . . 307--320
Lionel Cucala A Mann--Whitney scan statistic for
continuous data . . . . . . . . . . . . 321--329
Hui Jiang and
Qingshan Yang Moderate deviations for the moment
estimators in Rayleigh distribution with
two parameters . . . . . . . . . . . . . 330--339
Ting Yan Ranking in the generalized
Bradley--Terry models when the strong
connection condition fails . . . . . . . 340--353
Matteo Farné and
Angela Montanari Different estimators of the spectral
matrix: an empirical comparison testing
a new shrinkage estimator . . . . . . . 354--364
Yongxia Zhao and
Rongming Wang and
Dingjun Yao Optimal dividend and equity issuance in
the perturbed dual model under a penalty
for ruin . . . . . . . . . . . . . . . . 365--384
Jan G. De Gooijer and
Ao Yuan Non parametric portmanteau tests for
detecting non linearities in high
dimensions . . . . . . . . . . . . . . . 385--399
Zengjing Chen and
Xinwei Feng Large deviation for negatively dependent
random variables under sublinear
expectation . . . . . . . . . . . . . . 400--412
Graciela Boente and
Alejandra M. Martínez Estimating additive models with missing
responses . . . . . . . . . . . . . . . 413--429
Antonello Maruotti and
Maurizio Vichi Time-varying clustering of multivariate
longitudinal observations . . . . . . . 430--443
A. Asgharzadeh and
L. Esmaeili and
S. Nadarajah Balakrishnan skew logistic distribution 444--464
Jacob Schwartz and
David E. Giles Bias-reduced maximum likelihood
estimation of the zero-inflated Poisson
distribution . . . . . . . . . . . . . . 465--478
Linjun Tang and
Zhangong Zhou and
Changchun Wu The LAD estimation of the change-point
linear model with randomly censored data 479--491
Subrata Chakraborty and
Dhrubajyoti Chakravarty A new discrete probability distribution
with integer support on $ ( - \infty,
\infty) $ . . . . . . . . . . . . . . . 492--505
Haifeng Xu Finite sample properties of an HPT
estimator when each individual
regression coefficient is estimated in a
misspecified linear regression model . . 506--519
Samir Rahmani and
Abdelnasser Dahmani Exponential inequalities for the
Robbins--Monro's algorithm under mixing
condition . . . . . . . . . . . . . . . 520--528
Borek Puza and
Mo Yang Improved confidence intervals for the
exponential mean via tail functions . . 529--539
Longxiang Fang and
Jie Ling and
N. Balakrishnan Stochastic comparisons of series and
parallel systems with independent
heterogeneous lower-truncated Weibull
components . . . . . . . . . . . . . . . 540--551
Zahoor Ahmad and
Ijaz Hussain and
Muhammad Hanif Estimation of finite population variance
in successive sampling using
multi-auxiliary variables . . . . . . . 553--565
Hu Yang and
Jiewu Huang Further research on the principal
component two-parameter estimator in
linear model . . . . . . . . . . . . . . 566--576
M. C. Jones On bivariate transformation of scale
distributions . . . . . . . . . . . . . 577--588
Shan Lin Comparison of simultaneous confidence
bands for univariate polynomial
regression over an interval . . . . . . 589--596
Jin-Guo Xian and
Dong Han and
Jian-Qi Yu Online change detection of Markov chains
with unknown post-change transition
probabilities . . . . . . . . . . . . . 597--611
M. Bhaskara Rao and
Haimeng Zhang and
Chunfeng Huang and
Fu-Chih Cheng A discrete probability problem in card
shuffling . . . . . . . . . . . . . . . 612--620
Peng Xiuyun and
Yan Zaizai Bayesian estimation and prediction for
the inverse Weibull distribution under
general progressive censoring . . . . . 621--635
Ayman Alzaatreh and
Indranil Ghosh A study of the Gamma-Pareto (IV)
distribution and its applications . . . 636--654
Feng-Shou Ko Identification of potential longitudinal
biomarkers under the accelerated failure
time model in multivariate survival data 655--669
M. G. M. Khan and
N. Ahmad and
L. S. Rafi Determining the optimal allocation of
testing resource for modular software
system using dynamic programming . . . . 670--694
Ehsan Ormoz and
Farzad Eskandari Variable selection in finite mixture of
semi-parametric regression models . . . 695--711
Tomoaki Imoto Properties of Lagrangian distributions 712--721
Roohollah Roozegar and
Ahad Jamalizadeh and
Alireza Nematollahi Concomitants of multivariate order
statistics from multivariate elliptical
distributions . . . . . . . . . . . . . 722--738
Timothy G. Feeman and
Jesse Frey Efficiency bounds for a generalization
of ranked-set sampling . . . . . . . . . 739--756
Carmelo Rodríguez and
Isabel Ortiz and
Ignacio Martínez $A$-optimal designs for heteroscedastic
multifactor regression models . . . . . 757--771
Mohsen Khosravi and
Víctor Leiva and
Ahad Jamalizadeh and
Emilio Porcu On a nonlinear Birnbaum--Saunders model
based on a bivariate construction and
its characteristics . . . . . . . . . . 772--793
Shimin Zheng and
Jeff Knisley and
Kesheng Wang Moments and quadratic forms of matrix
variate skew normal distributions . . . 794--803
Waldemar Popi\'nski Trigonometric regression estimation for
observations with additive and
multiplicative errors . . . . . . . . . 804--812
Sui He and
Ting Du and
Liuquan Sun Joint modeling of longitudinal data with
a dependent terminal event . . . . . . . 813--835
Sylvanus Itoro Etuk and
Ekaette Inyang Enang and
Emmanuel John Ekpenyong A modified class of ratio estimators for
population mean . . . . . . . . . . . . 837--849
Baoliang Liu and
Lirong Cui and
Yanqing Wen and
Furi Guo A cold standby repairable system with
the repairman having multiple vacations
and operational, repair, and vacation
times following phase-type distributions 850--858
B. N. Mandal and
Rajender Parsad and
V. K. Gupta Cyclic circular balanced and strongly
balanced crossover designs through
integer programming . . . . . . . . . . 859--871
M. Merzougui Optimal test for $ {\rm PAR}(1) $
dependence against $ {\rm PSETAR}(2, 1,
1) $ models with specified threshold . . 872--886
David Källberg and
Oleg Seleznjev Estimation of entropy-type integral
functionals . . . . . . . . . . . . . . 887--905
Enrique E. Álvarez and
Julieta Ferrario Robust estimation in the additive
hazards model . . . . . . . . . . . . . 906--921
Guimei Zhao and
Xingzhong Xu and
Li Wang The adaptive calibration of testing
$p$-values . . . . . . . . . . . . . . . 922--932
Sándor Baran and
Gyula Pap and
Kinga Sikolya Testing stability in a spatial
unilateral autoregressive model . . . . 933--949
S. Siripanthana and
E. C. Stillman Sufficient reduction methods for
multivariate time-dependent health
surveillance data . . . . . . . . . . . 950--966
I. Mohamed and
K. Khalid and
M. S. Yahya Combined estimating function for random
coefficient models with correlated
errors . . . . . . . . . . . . . . . . . 967--975
Lele Huang and
Tao Hu and
Hengjian Cui The $T$-type estimate of a class of
partially non linear models . . . . . . 976--999
Baoguo Pan and
Min Chen Quasi-maximum exponential likelihood
estimation for a non stationary $ {\rm
GARCH}(1, 1) $ model . . . . . . . . . . 1000--1013
Housila P. Singh and
Tanveer A. Tarray Role of weights in improving the
efficiency of Kim and Warde's mixed
randomized response model . . . . . . . 1014--1030
Akanksha S. Kashikar and
S. R. Deshmukh Estimation in second order branching
processes with application to swine flu
data . . . . . . . . . . . . . . . . . . 1031--1046
Kiranmoy Chatterjee and
Diganta Mukherjee An improved estimator of omission rate
for census count: With particular
reference to India . . . . . . . . . . . 1047--1062
Ming-Xiang Cao and
Guang-Jun Shena Linearly admissible estimators of mean
vector with respect to balanced loss
function in multivariate statistics . . 1063--1069
Jimmy Reyes and
Héctor W. Gómez and
Ignacio Vidal Modified skew-slash distribution . . . . 1070--1080
G. Asha and
I. Elbatal and
C. J. Rejeesh Further results on discrete mean past
lifetime . . . . . . . . . . . . . . . . 1081--1098
Haibing Zhao and
Rui Li Difference-based estimation and model
identification for panel data
semiparametric models with cross-section
dependence . . . . . . . . . . . . . . . 1099--1117
Zdenek Fabián Score function of distribution and
revival of the moment method . . . . . . 1118--1136
Diwakar Shukla and
Uttam Kumar Khedlekar Inventory model for convertible item
with deterioration . . . . . . . . . . . 1137--1147
Shigekazu Nakagawa and
Hiroki Hashiguchi and
Naoto Niki Recurrence formula on the joint
distribution of sample skewness and
kurtosis under normality . . . . . . . . 1148--1155
Zhaolei Cui and
Yuebao Wang and
Kaiyong Wang The uniform local asymptotics for a Lévy
process and its overshoot and undershoot 1156--1181
Shu Wu and
Philippe Castagliola and
Michael B. C. Khoo Run rules based phase II $c$ and $ n p$
charts when process parameters are
unknown . . . . . . . . . . . . . . . . 1182--1197
Tingting Li and
Hu Yang Inverse probability weighted estimators
for single-index models with missing
covariates . . . . . . . . . . . . . . . 1199--1214
Zhiyong Chen and
Tingting Liu and
Jimin Ling and
Xuejun Wang On the convergence rate for arrays of
row-wise NOD random variables . . . . . 1215--1223
Mark E. Eakin and
Mary M. Whiteside The sampling distribution of the $W$
estimator of the number of valid
signatures on a petition . . . . . . . . 1224--1240
Manel Kacem and
Stéphane Loisel and
Véronique Maume-Deschamps Some mixing properties of conditionally
independent processes . . . . . . . . . 1241--1259
Toshihiko Kawamura and
Hitoshi Motoyama Performance measures for asymmetric
power loss functions . . . . . . . . . . 1260--1269
Prabhanjan N. Tattar Bootstrap test of hypothesis for the
multi-state models in survival analysis 1270--1277
Salim Bouzebda and
Khalid Chokri and
Djamal Louani Some uniform consistency results in the
partially linear additive model
components estimation . . . . . . . . . 1278--1310
Daya K. Nagar and
Alejandro Roldán-Correa and
Arjun K. Gupta Matrix variate Macdonald distribution 1311--1328
Fei Xiang and
Stephen G. Walker Sup-Hellinger consistency for local
density regression . . . . . . . . . . . 1329--1344
Francesco Bravo and
David T. Jacho-Chávez Semiparametric quasi-likelihood
estimation with missing data . . . . . . 1345--1369
Gauss M. Cordeiro and
Vicente G. Cancho and
Edwin M. M. Ortega and
Gladys D. C. Barriga A model with long-term survivors:
negative binomial Birnbaum--Saunders . . 1370--1387
Hu Yang and
Chaohui Guo and
Jing Lv Penalized inverse probability weighted
estimators for weighted rank regression
with missing covariates . . . . . . . . 1388--1402
George Vasiliadis Transient analysis of a finite source
discrete-time queueing system using
homogeneous Markov system with state
size capacities (HMS/c) . . . . . . . . 1403--1423
Jordi Valero and
Marta Pérez-Casany and
Josep Ginebra On left-truncating and mixing Poisson
distributions . . . . . . . . . . . . . 1424--1434
D. Najarzadeh and
M. Khazaei and
M. Ganjali Performance evaluation of
likelihood-ratio tests for assessing
similarity of the covariance matrices of
two multivariate normal populations . . 1435--1452
Jibo Wu Superiority of the $r$--$k$ class
estimator over some estimators in a
misspecified linear model . . . . . . . 1453--1458
Dawei Lu A note on the estimates of multivariate
Gaussian probability . . . . . . . . . . 1459--1465
Housila P. Singh and
Vishal Mehta Improved estimation of scale parameters
of Morgenstern type bivariate uniform
distribution using ranked set sampling 1466--1476
Mehdi Jabbari Nooghabi Shrinkage estimation of $ P(Y < X) $ in
the exponential distribution mixing with
exponential distribution . . . . . . . . 1477--1486
Jan Kolácek and
Ivanka Horová Selection of bandwidth for kernel
regression . . . . . . . . . . . . . . . 1487--1500
Xiaomi Hu On an ad hoc test for order restricted
multivariate normal means . . . . . . . 1501--1507
Juan Fernández Sánchez and
Wolfgang Trutschnig Some members of the class of
(quasi-)copulas with given diagonal from
the Markov kernel perspective . . . . . 1508--1526
M. Y. Hassan and
M. Y. El-Bassiouni Bimodal skew-symmetric normal
distribution . . . . . . . . . . . . . . 1527--1541
Khaled Smaili and
Therrar Kadri and
Seifedine Kadry Finding the PDF of the hypoexponential
random variable using the Kad matrix
similar to the general Vandermonde
matrix . . . . . . . . . . . . . . . . . 1542--1549
Abdus Saboor and
Tibor K. Pogány Marshall--Olkin gamma-Weibull
distribution with applications . . . . . 1550--1563
Jie Xu and
Yu Miao and
Jicheng Liu Quasi-sure functional limit theorem for
increments of a fractional Brownian
sheet in Hölder norm . . . . . . . . . . 1564--1574
V. Nekoukhou and
M. H. Alamatsaz and
H. Bidram A note on exponentiated geometric
distribution: Another generalization of
geometric distribution . . . . . . . . . 1575--1575
Guglielmo D'Amico and
Raimondo Manca and
Sally McClean Theory and practice of stochastic models
and data analysis . . . . . . . . . . . 1577--1579
Takeaki Kariya and
Yoshiro Yamamura and
Zhu Wang Empirically effective bond pricing model
for USGBs and analysis on term
structures of implied interest rates in
financial crisis . . . . . . . . . . . . 1580--1606
Dmitrii Silvestrov and
Yanxiong Li Stochastic approximation methods for
American type options . . . . . . . . . 1607--1631
Jie Chen and
Joseph Glaz Scan statistics for monitoring data
modeled by a negative binomial
distribution . . . . . . . . . . . . . . 1632--1642
Charlotte Baey and
Samis Trevezas and
Paul-Henry Courn\`ede A non linear mixed effects model of
plant growth and estimation via
stochastic variants of the EM algorithm 1643--1669
Jaume Belles-Sampera and
Montserrat Guillén and
Miguel Santolino The use of flexible quantile-based
measures in risk assessment . . . . . . 1670--1681
Christos H. Skiadas and
Charilaos Skiadas The health state curve and the health
state life table: Life expectancy and
healthy life expectancy estimates . . . 1682--1692
Alexey Kharin Performance and robustness evaluation in
sequential hypotheses testing . . . . . 1693--1709
M. Symeonaki and
G. Stamatopoulou and
C. Michalopoulou Intergenerational educational mobility
in Greece: Transitions and social
distances . . . . . . . . . . . . . . . 1710--1722
Valeria D'Amato and
Steven Haberman and
Gabriella Piscopo and
Maria Russolillo and
Lorenzo Trapani Multiple mortality modeling in Poisson
Lee--Carter framework . . . . . . . . . 1723--1732
Eva-Maria Ortega and
José Alonso and
Encarnacion Ortega-Quiles Comparisons of multistate models with
discrete-time pure-birth process for
recurrent events and uncertain
parameters . . . . . . . . . . . . . . . 1733--1746
Jie Chen and
Joseph Glaz and
Cristina P. Sison Testing homogeneity of the multinomial
proportions . . . . . . . . . . . . . . 1747--1777
Ekaterina Bulinskaya and
Alexander Gromov Asymptotic behavior of the processes
describing some insurance models . . . . 1778--1793
André G. C. Pereira and
Viviane S. M. Campos Multistage non homogeneous Markov chain
modeling of the non homogeneous genetic
algorithm and convergence results . . . 1794--1804
Komarudin and
Tim De Feyter and
Marie-Anne Guerry and
Greet Vanden Berghe Balancing desirability and promotion
steadiness in partially stochastic
manpower planning systems . . . . . . . 1805--1818
Mariangela Zenga and
Adele H. Marshall and
Franca Crippa and
Hannah Mitchell The Coxian phase-type distribution as a
contribution to the multilevel model of
in-hospital mortality . . . . . . . . . 1819--1830
Ping Shing Chan and
Narayanaswamy Balakrishnan and
Hon Yiu So and
Hon Keung Tony Ng Optimal sample size allocation for
multi-level stress testing with
exponential regression under Type-I
censoring . . . . . . . . . . . . . . . 1831--1852
Yacine Ferrani and
Elias Ould Sa\"\id and
Abdelkader Tatachak On kernel density and mode estimates for
associated and censored data . . . . . . 1853--1862
Khardani Salah and
Thiam Baba Strong consistency result of a non
parametric conditional mode estimator
under random censorship for functional
regressors . . . . . . . . . . . . . . . 1863--1875
Deniz Özonur and
Fikri Gökpinar and
Esra Gökpinar and
Hülya Bayrak Goodness of fit tests for Nakagami
distribution based on smooth tests . . . 1876--1886
Ryan T. Godwin Bias reduction for the maximum
likelihood estimator of the
doubly-truncated Poisson distribution 1887--1901
Chibueze E. Ogbonnaya and
Emeka C. Uzochukwu Estimation of missing data in analysis
of covariance: A least-squares approach 1902--1909
Masashi Hyodo and
Nobumichi Shutoh and
Takashi Seo and
Tatjana Pavlenko Estimation of the covariance matrix with
two-step monotone missing data . . . . . 1910--1922
Zhengqiang Pan and
Quan Sun and
Jing Feng Reliability modeling of systems with two
dependent degrading components based on
gamma processes . . . . . . . . . . . . 1923--1938
Carsten Drinkuth and
Matthias Arnold Asymptotics of improved generalized
moment estimators for spatial
autoregressive error models . . . . . . 1939--1952
Michael G. Kenward and
Geert Molenberghs A taxonomy of mixing and outcome
distributions based on conjugacy and
bridging . . . . . . . . . . . . . . . . 1953--1968
Roel Braekers and
Yves Grouwels A semi-parametric Cox's regression model
for zero-inflated left-censored time to
event data . . . . . . . . . . . . . . . 1969--1988
Wojciech Rejchel Lasso with convex loss: Model selection
consistency and estimation . . . . . . . 1989--2004
José Oliveira and
Jéssica Santos and
Cleber Xavier and
Daniele Trindade and
Gauss M. Cordeiro The McDonald half-logistic distribution:
Theory and practice . . . . . . . . . . 2005--2022
V. J. García and
E. Gómez-Déniz and
F. J. Vázquez-Polo A Marshall--Olkin family of heavy-tailed
distributions which includes the
lognormal one . . . . . . . . . . . . . 2023--2044
Zhiyan Shi and
Weiguo Yang The strong law of large numbers and the
Shannon--McMillan theorem for the $m$
th-order nonhomogeneous Markov chains
indexed by an $m$ rooted Cayley tree . . 2045--2055
Ramkrishna S. Solanki and
Housila P. Singh An improved estimation in stratified
random sampling . . . . . . . . . . . . 2056--2070
David D. Hanagal and
Arvind Pandey Gamma shared frailty model based on
reversed hazard rate . . . . . . . . . . 2071--2088
Anja B. Schmiedt Domains of attraction of asymptotic
distributions of extreme generalized
order statistics . . . . . . . . . . . . 2089--2104
Zaheen Khan and
Javid Shabbir Some remarks on the traditional way of
circular and diagonal circular
systematic sampling schemes . . . . . . 2105--2117
Dawei Lu and
Lixin Song and
Tao Zhang Large deviations for sum of UEND and $
\phi $-mixing random variables with
heavy tails . . . . . . . . . . . . . . 2118--2129
M. Shafaei Noughabi and
S. Izadkhah On the quantile past lifetime of the
components of the parallel systems . . . 2130--2136
Saralees Nadarajah and
Stephen Chan and
Emmanuel Afuecheta On the distribution of some ordered
variables . . . . . . . . . . . . . . . 2137--2142
Ye Liang and
Dongchu Sun Identifiability of masking probabilities
in competing risks models with emphasis
on Weibull models . . . . . . . . . . . 2143--2157
Mehdi Amiri and
Ahad Jamalizadeh and
Mina Towhidi Some multivariate singular unified
skew-normal distributions and their
application . . . . . . . . . . . . . . 2159--2171
Yan Liu and
Min-Qian Liu Construction of uniform designs for
mixture experiments with complex
constraints . . . . . . . . . . . . . . 2172--2180
Ali Dastbaravarde and
Nasser Reza Arghami and
Majid Sarmad Some theoretical results concerning non
parametric estimation by using a
judgment poststratification sample . . . 2181--2203
S. Shams Harandi and
M. H. Alamatsaz Generalized linear failure rate power
series distribution . . . . . . . . . . 2204--2227
Chaolin Liu and
Hu Yang Positive-rule Stein-type almost unbiased
ridge estimator in linear regression
model . . . . . . . . . . . . . . . . . 2228--2255
Qian Zhang and
Xingzhong Xu and
Shiyun Mi A generalized $p$-value approach to
inference on the performance measures of
an M/E$_k$ /1 queueing system . . . . . 2256--2267
Gauss M. Cordeiro and
Maria Do Carmo S. Lima and
Audrey H. M. A. Cysneiros and
Marcelino A. R. Pascoa and
Rodrigo R. Pescim and
Edwin M. M. Ortega An extended Birnbaum-Saunders
distribution: Theory, estimation, and
applications . . . . . . . . . . . . . . 2268--2297
Luis Firinguetti and
Hernán Rubio and
Yogendra P. Chaubey A non stochastic ridge regression
estimator and comparison with the
James--Stein estimator . . . . . . . . . 2298--2310
Emilio Gómez Déniz and
José María Sarabia A discrete distribution including the
Poisson . . . . . . . . . . . . . . . . 2311--2322
Josemar Rodrigues and
Gauss M. Cordeiro and
Mário de Castro and
Saralees Nadarajah A unified class of compound lifetime
distributions . . . . . . . . . . . . . 2323--2331
Zheng-Ling Yang and
Yan-Wen Song and
Zhi-Feng Duan and
Teng Wang and
Jun Zhang New Sigmoid-like function better than
Fisher $z$ transformation . . . . . . . 2332--2341
Ramesh C. Gupta Reliability characteristics of
Farlie--Gumbel--Morgenstern family of
bivariate distributions . . . . . . . . 2342--2353
E. Bahrami Samani and
M. Ganjali A Bayesian random effects model for
analyzing mixed negative binomial and
continuous longitudinal responses . . . 2354--2367
Hrishikesh Chakraborty and
Pranab K. Sen Resampling method to estimate
intra-cluster correlation for clustered
binary data . . . . . . . . . . . . . . 2368--2377
Liang Wang Estimation for exponential distribution
based on competing risk middle censored
data . . . . . . . . . . . . . . . . . . 2378--2391
Krzysztof Jasi\'nski On maximum variance of $k$-th records 2392--2401
Aiting Shen and
Xinghui Wang and
Huayan Zhu Convergence properties for weighted sums
of NSD random variables . . . . . . . . 2402--2412
Shashi Shekhar and
Lalmohan Bhar Incomplete block designs for asymmetric
parallel line assays . . . . . . . . . . 2413--2425
Hamid El Maroufy and
Driss Kiouach and
Taib Ziad Final outcome probabilities for SIR
epidemic model . . . . . . . . . . . . . 2426--2437
Rahim Chinipardaz and
Khadijeh Mehri Irreconcilability of $P$-value and
Bayesian measure in two-sided
hypothesis: Pareto distribution with the
presence of nuisance parameter . . . . . 2438--2449
Ioannis A. Koutrouvelis Graphical procedures and goodness-of-fit
tests for the compound
Poisson--exponential distribution . . . 2450--2464
David E. Giles and
Hui Feng and
Ryan T. Godwin Bias-corrected maximum likelihood
estimation of the parameters of the
generalized Pareto distribution . . . . 2465--2483
Shuwen Wan and
Binrong Xu and
Biao Zhang Using logistic regression for
semiparametric comparison of population
means and variances . . . . . . . . . . 2485--2503
Hamid Shahriari and
Orod Ahmadi A robust $R$ control chart based on a
two-step estimator of the process
dispersion . . . . . . . . . . . . . . . 2504--2523
Shijia Du and
Cong Lin and
Lirong Cui Reliabilities of a single-unit system
with multi-phased missions . . . . . . . 2524--2537
Vidhura Tennekoon and
Robert Rosenman Systematically misclassified binary
dependent variables . . . . . . . . . . 2538--2555
José Augusto Fioruci and
Bao Yiqi and
Francisco Louzada and
Vicente G. Cancho The exponential Poisson logarithmic
distribution . . . . . . . . . . . . . . 2556--2575
Mehrzad Ghorbani-Mandolakani and
Mohammad Reza Salehi Rad ML and Bayes estimation in a two-phase
tandem queue with a second optional
service and random feedback . . . . . . 2576--2591
Emmanuel O. Ogundimu and
Jane L. Hutton A unified approach to multilevel sample
selection models . . . . . . . . . . . . 2592--2611
Sam Weerahandi and
Jinadasa Gamage A general method of inference for
two-parameter continuous distributions 2612--2625
Xili Tan and
Hang Wang and
Yong Zhang Complete convergence of the
non-identically distributed pairwise NQD
random sequences . . . . . . . . . . . . 2626--2637
Tuli De and
Didier Fraix Burnet and
Asis Kumar Chattopadhyay Clustering large number of extragalactic
spectra of galaxies and quasars through
canopies . . . . . . . . . . . . . . . . 2638--2653
Nattakarn Chaidee and
Tippawan Santiwipanont and
Songkiat Sumetkijakan Patched approximations and their
convergence . . . . . . . . . . . . . . 2654--2664
Surupa Roy Analysis of ordered probit model with
surrogate response data and measurement
error in covariates . . . . . . . . . . 2665--2678
G. N. Singh and
S. Prasad Some estimation procedures using a
linear model in successive sampling . . 2679--2698
Elham Basiri and
Jafar Ahmadi and
Mohammad Z. Raqab Comparison among non parametric
prediction intervals of order statistics 2699--2713
A. D. C. Nascimento and
G. J. A. Amaral and
B. B. Achic and
J. T. M. Cruz Influential observation in complex
normal data for problems in allometry 2714--2729
Laurent Bordes and
Christian Paroissin and
Ali Salami Parametric inference in a perturbed
gamma degradation process . . . . . . . 2730--2747
Yu Fei and
Yating Pan and
Yin Chen and
Jianxin Pan Modeling of covariance structures of
random effects and random errors in
linear mixed models . . . . . . . . . . 2748--2769
M. Merzougui and
H. Dridi and
A. Chadli Test for periodicity in restrictive
EXPAR models . . . . . . . . . . . . . . 2770--2783
J. Cheng A transitional Markov switching
autoregressive model . . . . . . . . . . 2785--2800
Yang Yang and
Liwei Sha Precise large deviations for aggregate
claims . . . . . . . . . . . . . . . . . 2801--2809
Hongjun Wang and
Paul S. Horn A low-end quantile estimator from a
right-skewed distribution . . . . . . . 2810--2833
Hongshuai Dai Random walks and subfractional Brownian
motion . . . . . . . . . . . . . . . . . 2834--2841
Rohan Kumar Raman and
U. C. Sud and
Hukum Chandra Calibration approach for estimating
population total with subsampling of non
respondents under single- and two-phase
sampling . . . . . . . . . . . . . . . . 2842--2856
E. Gómez-Déniz and
E. Calderín-Ojeda The Poisson-conjugate Lindley mixture
distribution . . . . . . . . . . . . . . 2857--2872
Abdul Haq and
Jennifer Brown and
Elena Moltchanova and
Amer Ibrahim Al-Omari Paired double-ranked set sampling . . . 2873--2889
Sumith Gunasekera Bayesian inference for the offered
optical network unit load . . . . . . . 2890--2919
Adam Lenart and
Trifon I. Missov Goodness-of-fit tests for the Gompertz
distribution . . . . . . . . . . . . . . 2920--2937
Liying Wang and
Lirong Cui and
Jie Zhang and
Jing Peng Reliability evaluation of a Semi-Markov
repairable system under alternative
environments . . . . . . . . . . . . . . 2938--2957
J. M. Fernández-Ponce and
F. Pellery and
M. R. Rodríguez-Griñolo New multivariate aging notions based on
the corrected orthant and the standard
construction . . . . . . . . . . . . . . 2958--2974
P. G. Sankaran and
E. P. Sreedevi A proportional hazards model for the
analysis of doubly censored competing
risks data . . . . . . . . . . . . . . . 2975--2987
Chun-Yi Lin and
P. C. Wang and
Meijie Wang and
Ming-Hao Wang A simple method to obtain minimum
aberration split-plot designs . . . . . 2988--2997
Litong Wang and
Guobing Pan The non parametric regression estimate
with dependent measurement errors . . . 2998--3010
Dwi Yuli Rakhmawati and
Chien-Wei Wu and
Chao-Lung Yang Performance evaluation of processes with
asymmetric tolerances in the presence of
gauge measurement errors . . . . . . . . 3011--3026
Yan Fan and
Manlai Tang and
Maozai Tian Composite quantile regression for
varying-coefficient single-index models 3027--3047
Jukka Kohonen and
Jukka Corander Computing exact clustering posteriors
with subset convolution . . . . . . . . 3048--3058
Peter Congdon A local join counts methodology for
spatial clustering in disease from
relative risk models . . . . . . . . . . 3059--3075
Yanhong Wu Inference after truncated one-sided
sequential test . . . . . . . . . . . . 3076--3094
Anonymous Erratum . . . . . . . . . . . . . . . . 3095--3095
Fatima Benziadi and
Ali Laksaci and
Fethallah Tebboune Recursive kernel estimate of the
conditional quantile for functional
ergodic data . . . . . . . . . . . . . . 3097--3113
G. N. Singh and
F. Homa and
S. Maurya On the use of several auxiliary
variables in estimation of current
population mean in successive sampling 3114--3125
Housila P. Singh and
Tanveer A. Tarray A stratified Tracy and Osahan's
two-stage randomized response model . . 3126--3137
Gordon Anderson and
Teng Wah Leo A note on a family of criteria for
evaluating test statistics . . . . . . . 3138--3144
A. K. Md. Ehsanes Saleh and
Amal Ghania New estimators of distribution functions 3145--3157
Ke-Ang Fu and
Jie Li and
Xiao-Rong Yang Asymptotic properties of the bootstrap
unit root test statistic under possibly
infinite variance . . . . . . . . . . . 3158--3167
Baicheng Chen and
Hua Liang and
Yong Zhou GMM estimation in partial linear models
with endogenous covariates causing an
over-identified problem . . . . . . . . 3168--3184
Yongfeng Wu and
Andrei Volodin Complete moment convergence of weighted
sums for arrays of negatively dependent
random variables and its applications 3185--3195
Jorge M. Arevalillo The Cornish--Fisher expansion for a
class of statistics in first order
autoregression . . . . . . . . . . . . . 3196--3205
Suisui Che and
Kai Huang and
Jie Mi Inference about parameters in
Binomial-Poisson distribution with
additional incomplete data . . . . . . . 3206--3222
Yu Miao and
Wei-Qiang Geng and
Saralees Nadarajah Invariance principles and almost sure
central limit theorem for the error
variance estimator in linear models . . 3223--3235
Wei Chen and
Dehui Wang Empirical likelihood inference for a
semiparametric hazards regression model 3236--3248
Vassilly Voinov and
Natalie Pya and
Rashid Makarov and
Yevgeniy Voinov New invariant and consistent chi-squared
type goodness-of-fit tests for
multivariate normality and a related
comparative simulation study . . . . . . 3249--3263
Parminder Singh A note on successive comparisons between
several ordered variances . . . . . . . 3264--3273
Jinliang Wang and
Changshou Deng and
Jiangfeng Li and
Mingfa Zhou On variances and covariances of a kind
of extreme order statistics . . . . . . 3274--3282
Lupércio F. Bessegato and
Lucas S. Mota and
Roberto C. Quinino Online control by attributes in the
presence of classification errors with
variable inspection interval . . . . . . 3283--3301
Hilal A. Lone and
Rajesh Tailor and
Housila P. Singh Generalized ratio-cum-product type
exponential estimator in stratified
random sampling . . . . . . . . . . . . 3302--3309
Mahdi Teimouri and
Saralees Nadarajah Simulation of Balakrishnan skew-normal
order statistics . . . . . . . . . . . . 3310--3322
J. Martin Van Zyl Regression with an infinite number of
observations applied to estimating the
parameters of the stable distribution
using the empirical characteristic
function . . . . . . . . . . . . . . . . 3323--3331
Ludwig A. Hothorn The two-step approach --- a significant
ANOVA $F$-test before Dunnett's
comparisons against a control --- is not
recommended . . . . . . . . . . . . . . 3332--3343
Shin-Li Lu Applying fast initial response features
on GWMA control charts for monitoring
autocorrelation data . . . . . . . . . . 3344--3356
Eugene Seneta and
Simon Ku Unique decomposition of low-order time
series . . . . . . . . . . . . . . . . . 3357--3366
Edleide de Brito and
Giovana Oliveira Silva and
Gauss M. Cordeiro and
Clarice Garcia B. Demétrio The McDonald Gumbel model . . . . . . . 3367--3382
Kamyar Chalaki and
Abbas Saghaei and
M. B. Moghadam A comparison study of effectiveness and
robustness of robust economic designs of
$ T^2 $ chart using genetic algorithm 3383--3396
John Tuhao Chen A nonparametric coherent confidence
procedure . . . . . . . . . . . . . . . 3397--3409
Zhengyan Lin and
Tian-Xiao Pang and
Kyo-Shin Hwang An almost sure central limit theorem for
self-normalized partial sums of weakly
dependent random variables . . . . . . . 3411--3420
Rostyslav Bodnar and
Taras Bodnar and
Wolfgang Schmid Multivariate autoregressive extreme
value process and its application for
modeling the time series properties of
the extreme daily asset prices . . . . . 3421--3440
Zai-Ying Zhou and
Ying Yang A random weighting approach for
posterior distributions . . . . . . . . 3441--3457
Jorge Navarro A very simple proof of the multivariate
Chebyshev's inequality . . . . . . . . . 3458--3463
Om Parkash and
Mukesh Contribution of maximum entropy
principle in the field of queueing
theory . . . . . . . . . . . . . . . . . 3464--3472
Muhammad Anas Knefati and
Abderrahim Oulidi and
Belkacem Abdous Local linear double and asymmetric
kernel estimation of conditional
quantiles . . . . . . . . . . . . . . . 3473--3488
Jianhong Shi and
Weixing Song Asymptotic results in gamma kernel
regression . . . . . . . . . . . . . . . 3489--3509
Sarjinder Singh and
Stephen Andrew Sedory Two-step calibration of design weights
in survey sampling . . . . . . . . . . . 3510--3523
David Nelson and
Siamak Noorbaloochi Splice plots for generalized linear
models . . . . . . . . . . . . . . . . . 3524--3540
Abdul Haq and
Jennifer Brown and
Elena Moltchanova Improved best linear unbiased estimators
for the simple linear regression model
using double ranked set sampling schemes 3541--3561
Zhiyong Zhou and
Zhengyan Lin Limit theory for random coefficient
autoregressive process under possibly
infinite variance error sequence . . . . 3562--3576
Wei Wang and
Linyi Qian and
Wensheng Wang Hedging of contingent claims written on
non traded assets under Markov-modulated
models . . . . . . . . . . . . . . . . . 3577--3595
Alan M. Polansky and
Santu Ghosh Using observed confidence levels to
perform principal component analyses . . 3596--3611
Peer Bilal Ahmad On the Bayes estimators of the
parameters of size-biased generalized
power series distributions . . . . . . . 3612--3624
Jürg Hüsler and
Deyuan Li and
Mathias Raschke Extreme value index estimator using
maximum likelihood and moment estimation 3625--3636
Jau-Chuan Ke and
Dong-Yuh Yang Analysis of a batch arrival queue with
vacation policy and exceptional service 3637--3657
Xiuqing Zhou and
Guoxiang Liu LAD-Lasso variable selection for doubly
censored median regression models . . . 3658--3667
Feng-Shou Ko Sample size determination for quality
control process using a multiple
components tolerance interval . . . . . 3668--3674
Zohreh Mohammadi and
Mina Towhidi Empirical Bayes estimation for the mean
of the selected normal population when
there are additional data . . . . . . . 3675--3691
Enkelejd Hashorva and
Chengxiu Ling Maxima of skew elliptical triangular
arrays . . . . . . . . . . . . . . . . . 3692--3705
Demei Yuan and
Lan Lei Some results following from conditional
characteristic functions . . . . . . . . 3706--3720
Mahdi Salehi and
Jafar Ahmadi and
Sanku Dey Comparison of two sampling schemes for
generating record-breaking data from the
proportional hazard rate models . . . . 3721--3733
Jianwei Gao and
Liyuan Wu and
Huihui Liu On the probability of ruin in a
continuous risk model with two types of
delayed claims . . . . . . . . . . . . . 3734--3750
Junfeng Shang A diagnostic of influential cases based
on the information complexity criteria
in generalized linear mixed models . . . 3751--3760
A. A. Jafari and
S. Tahmasebi Gompertz-power series distributions . . 3761--3781
E. Androulakis and
K. Drosou and
C. Koukouvinos and
Y.-D. Zhou Measures of uniformity in experimental
designs: a selective overview . . . . . 3782--3806
Xingfa Zhang and
Heung Wong and
Yuan Li A functional coefficient GARCH-$M$ model 3807--3821
F. Graiche and
D. Merabet and
D. Hamadouche Testing change in the variance with
epidemic alternatives . . . . . . . . . 3822--3837
Natalie V. R. Mendoza and
Edwin M. M. Ortega and
Gauss M. Cordeiro The exponentiated-log-logistic geometric
distribution: Dual activation . . . . . 3838--3859
E. G. Kyriakidis and
T. D. Dimitrakos A semi-Markov decision model for the
optimal control of a simple
immigration-birth-death process through
the introduction of a predator . . . . . 3860--3873
Tao Li and
Narayanaswamy Balakrishnan Sign test based on $k$-tuple general
ranked set samples . . . . . . . . . . . 3874--3883
Xiaoqing Liang and
Junyi Guo Optimal investment, consumption, and
life insurance in an incomplete market 3884--3903
K. S. Meena and
T. Vasanthi Reliability design for a MANET with
cluster-head gateway routing protocol 3904--3918
Asghar Seif and
Alireza Faraz and
Erwin Saniga and
Cédric Heuchenne A statistically adaptive sampling policy
to the Hotelling's $ T^2 $ control
chart: Markov chain approach . . . . . . 3919--3929
G. N. Singh and
A. K. Singh An improved estimation procedure of
population mean in two-occasion
successive sampling . . . . . . . . . . 3930--3938
G. N. Singh and
M. Khetan and
S. Maurya Estimation under non response when it
occurs on both occasions in two-occasion
successive sampling . . . . . . . . . . 3939--3951
Ma\lgorzata Murat Bayesian estimation for non zero
inflated modified power series
distribution under linex and generalized
entropy loss functions . . . . . . . . . 3952--3969
Leila Golparvar and
Ali Karimnezhad and
Ahmad Parsian Bayes and robust Bayes predictions in a
subfamily of scale parameters under a
precautionary loss function . . . . . . 3970--3992
Jing-Jing Zhang and
Han-Ying Liang Berry--Esséen type bounds in
heteroscedastic errors-in-variables
model . . . . . . . . . . . . . . . . . 3993--4017
H. Morabbi and
M. Razmkhah and
Jafar Ahmadi Point estimation of lower quantiles
based on two-sampling scheme . . . . . . 4018--4034
Majid Rezaei On proportional mean past lifetimes
model . . . . . . . . . . . . . . . . . 4035--4047
Hu Yang and
Jing Lv and
Chaohui Guo Robust estimation and variable selection
for varying-coefficient single-index
models based on modal regression . . . . 4048--4067
Zhensheng Huang and
Riquan Zhang and
Yazhao Lv Semiparametric inference on partially
linear single-index model . . . . . . . 4068--4085
Ramkrishna S. Solanki and
Housila P. Singh The generalized family of estimators of
population mean using auxiliary
information in double sampling . . . . . 4086--4105
Housila P. Singh and
Jong M. Kim and
Tanveer A. Tarray A family of estimators of population
variance in two-occasion rotation
patterns . . . . . . . . . . . . . . . . 4106--4116
S. Chakraborty and
S. H. Ong A COM--Poisson-type generalization of
the negative binomial distribution . . . 4117--4135
A. Bandyopadhyay and
G. N. Singh Estimation of ratio of population means
in two-occasion successive sampling . . 4136--4155
Michael B. C. Khoo and
Philippe Castagliola and
J. Y. Liew and
W. L. Teoh and
Petros E. Maravelakis A Study on EWMA charts with runs
rules-the Markov chain approach . . . . 4156--4180
Michael Maraun and
Moritz Heene A note on the implications of factorial
invariance for common factor variable
equivalence . . . . . . . . . . . . . . 4181--4193
Athanasios C. Rakitzis and
Philippe Castagliola The effect of parameter estimation on
the performance of one-sided Shewhart
control charts for zero-inflated
processes . . . . . . . . . . . . . . . 4194--4214
Feng Hu and
Zengjing Chen General laws of large numbers under
sublinear expectations . . . . . . . . . 4215--4229
Jianwen Huang and
Shouquan Chen Tail behavior of the generalized Maxwell
distribution . . . . . . . . . . . . . . 4230--4236
Rovshan Aliyev and
Ozlem Ardic and
Tahir Khaniyev Asymptotic approach for a renewal-reward
process with a general interference of
chance . . . . . . . . . . . . . . . . . 4237--4248
A. Bandyopadhyay and
G. N. Singh Predictive estimation of population mean
in two-phase sampling . . . . . . . . . 4249--4267
Abdelouahab Bibi Two-stage generalized moment method
approach for bidimensional random
coefficient autoregressive models . . . 4268--4284
Chunlin Wang and
Gemai Chen A new hybrid estimation method for the
generalized Pareto distribution . . . . 4285--4294
Qiang Zhang and
Dejian Lai and
Barry R. Davis Repeated confidence intervals and
prediction intervals using stochastic
curtailment under fractional Brownian
motion . . . . . . . . . . . . . . . . . 4295--4306
L. R. Naidoo and
D. North and
T. Zewotir and
R. Arnab Multiple-start balanced modified
systematic sampling in the presence of
linear trend . . . . . . . . . . . . . . 4307--4324
H. S. Jhajj and
Harpreet Kaur and
Puneet Jhajj Efficient family of estimators of median
using two-phase sampling design . . . . 4325--4331
N. Alemohammad and
S. Rezakhah and
S. H. Alizadeh Markov switching component GARCH model:
Stability and forecasting . . . . . . . 4332--4348
Jean-Claude Fort and
Thierry Klein and
Nabil Rachdi New sensitivity analysis subordinated to
a contrast . . . . . . . . . . . . . . . 4349--4364
Sueli Aparecida Mingoti and
Graziele Umbelina Alves Ferreira Hayter and Tsui's test with double
sampling for the vector mean of
multivariate normal population . . . . . 4365--4377
Alfredas Rackauskas and
Charles Suquet Computing the distribution of sequential
Hölder norms of the Brownian motion . . . 4378--4391
M. K. Sharma and
Mekonnen Tadesse Optimal block designs for double cross
experiments . . . . . . . . . . . . . . 4392--4396
Guillermo Martínez-Flórez and
Mario Pacheco and
Ramón Giraldo Inference in log-alpha-power and
log-skew-normal multivariate models . . 4397--4415
Indranil Ghosh and
Saralees Nadarajah An alternative approach for
compatibility of two discrete
conditional distributions . . . . . . . 4416--4432
Francisco J. Ortega and
Jesús Basulto A generalization of Jeffreys' rule for
non regular models . . . . . . . . . . . 4433--4444
DeHua Qiu and
PingYan Chen Convergence for weighted sums of widely
orthant dependent random variables . . . 4445--4453
Sévérien Nkurunziza and
Marwan Al-Momani and
Eric Yu Yin Lin Shrinkage and LASSO strategies in
high-dimensional heteroscedastic models 4454--4470
Jianbo Li and
Yuan Li and
Zhensheng Huang and
Riquan Zhang Empirical likelihood-based serial
correlation testing in partially varying
coefficient single-index models . . . . 4471--4485
Sangun Park On the Kullback--Leibler information of
hybrid censored data . . . . . . . . . . 4486--4493
Xuejun Wang and
Shuhe Hu and
Andrei Volodin General results of complete convergence
and complete moment convergence for
weighted sums of some class of random
variables . . . . . . . . . . . . . . . 4494--4508
Syeda Rabab Mudakkar Construction of peculiar diffusion
process having Gaussian marginals . . . 4509--4516
Hu Yang and
Lian Yang Assessing local influence for elliptical
linear models under equality constraints 4517--4527
Lingxiang Zhang Performance of unit-root tests for non
linear unit-root and partial unit-root
processes . . . . . . . . . . . . . . . 4528--4536
Fredy Castellares and
Artur J. Lemonte On the Marshall--Olkin extended
distributions . . . . . . . . . . . . . 4537--4555
Muhyiddin Izadi and
Baha-Eldin Khaledi and
Chin-Diew Lai On testing more IFRA ordering --- II . . 4556--4568
Tiantian Mao and
Lei Hua Second-order regular variation inherited
from Laplace--Stieltjes transforms . . . 4569--4588
S. Izadkhah and
M. Amini and
G. R. Mohtashami Borzadaran Preservation of dependence concepts
under bivariate weighted distributions 4589--4599
Wenjun Xiong The optimal group size using inverse
binomial group testing considering
misclassification . . . . . . . . . . . 4600--4610
Chien-Hua Wu Randomized response model versus mixture
model in the crossover design for
clinical trials . . . . . . . . . . . . 4611--4627
Suchandan Kayal Characterization based on generalized
entropy of order statistics . . . . . . 4628--4636
M. Javed and
S. S. Sidhu and
Sarjinder Singh An extension of Franklin's randomized
response technique for multi-proportions 4637--4662
Peter Rogerson and
Peter Kedron A changepoint statistic with uniform
Type I error probabilities . . . . . . . 4663--4672
Tianhua Wang and
Shuguang Huang An adaptive multivariate CUSUM control
chart for signaling a range of location
shifts . . . . . . . . . . . . . . . . . 4673--4691
Zhengjia Chen and
Xinjia Chen Exact calculation of minimum sample size
for estimating a Poisson parameter . . . 4692--4715
Reza Hosseini and
Akimichi Takemura An objective look at obtaining the
plotting positions for $ Q Q $-plots . . 4716--4728
Christopher S. Withers and
Saralees Nadarajah The distribution of the maximum of a
first-order moving average: The discrete
casex . . . . . . . . . . . . . . . . . 4729--4744
Sang Joon Um and
Jong Gurl Kim A simultaneous control scheme for mean
and fraction non conforming in small
process variation . . . . . . . . . . . 4745--4759
Hui Jiang and
Xin Yun and
Chen Xie Asymptotic properties for the moment
estimators in Rayleigh distribution with
two parameters . . . . . . . . . . . . . 4760--4770
David Patterson A three-population constrained
discrimination procedure . . . . . . . . 4771--4787
Sofia Normark Minimax designs for $ 2^k $ factorial
experiments for generalized linear
models . . . . . . . . . . . . . . . . . 4788--4797
Manoj Kumar Srivastava and
Namita Srivastava Chain-type ratio estimator in successive
sampling using multi-auxiliary
information . . . . . . . . . . . . . . 4798--4811
Pao-Sheng Shen On goodness-of-fit tests for Aalen's
additive model based on left-truncated
right-censored or doubly censored data 4812--4823
Ji Hwan Cha and
Jie Mi Dynamic mixing probability measures of
mixtures . . . . . . . . . . . . . . . . 4824--4839
G. N. Singh and
M. Khetan and
S. Maurya Use of multiauxiliary variables to cope
with non response in estimation of
current population mean in two-occasion
successive sampling . . . . . . . . . . 4840--4857
Yogesh Mani Tripathi and
Manoj Kumar Rastogi Estimation using hybrid censored data
from a generalized inverted exponential
distribution . . . . . . . . . . . . . . 4858--4873
P. S. Asha and
Manoj Chacko Residual Renyi entropy of $k$-record
values . . . . . . . . . . . . . . . . . 4874--4885
Christopher S. Withers and
Saralees Nadarajah Conditioning out rare events for
exponential families has negligible
effect on inference . . . . . . . . . . 4886--4895
Ahmed Ait Saidi and
Mecheri Kheira The conditional cumulative distribution
function in single functional index
model . . . . . . . . . . . . . . . . . 4896--4911
Chang C. Y. Dorea and
Luciene P. Lopes Weighted similarity tests for
location-scale families of stable
distributions . . . . . . . . . . . . . 4912--4922
Mohammad Z. Raqab and
D. K. Al-Mutairi Inferential analysis for the reliability
parameter based on the three-parameter
Lindley distribution . . . . . . . . . . 4923--4936
Jib Huh Estimation of a change point in the
variance function based on the $
\chi^2$-distribution . . . . . . . . . . 4937--4968
David D. Hanagal and
Susmita M. Bhambure Modeling bivariate survival data using
shared inverse Gaussian frailty model 4969--4987
Hassan S. Bakouch and
Bozidar V. Popovi\'c Lindley first-order autoregressive model
with applications . . . . . . . . . . . 4988--5006
Gunnar Taraldsen and
Bo Henry Lindqvist Conditional probability and improper
priors . . . . . . . . . . . . . . . . . 5007--5016
Housila P. Singh and
Surya K. Pal An efficient effective rotation pattern
in successive sampling over two
occasions . . . . . . . . . . . . . . . 5017--5027
Sheng-Li Zhao and
Peng-Fei Li Construction of minimum aberration
blocked two-level regular factorial
designs . . . . . . . . . . . . . . . . 5028--5036
Pierre Ribereau and
Esterina Masiello and
Philippe Naveau Skew generalized extreme value
distribution: Probability-weighted
moments estimation and application to
block maxima procedure . . . . . . . . . 5037--5052
Dong Joon Park and
Min Yoon Confidence intervals for the regression
coefficient in a simple regression model
with a balanced two-fold nested error
structure . . . . . . . . . . . . . . . 5053--5065
Chih-Hsiang Ho Forecasting a point process with an
ARIMA model . . . . . . . . . . . . . . 5066--5076
Han-Ying Liang and
Deli Li and
Tianxuan Miao Berry--Esséen type bound of conditional
mode estimation under truncation and
strong mixing assumptions . . . . . . . 5077--5097
P. H. Garthwaite and
Y. Fan and
S. A. Sisson Adaptive optimal scaling of
Metropolis--Hastings algorithms using
the Robbins--Monro process . . . . . . . 5098--5111
Joan Parrish and
Steven M. Crunk and
Bee Leng Lee The Yule--Walker equations as a weighted
least-squares problem and the
association with tapering . . . . . . . 5112--5122
C. C. Chang Optimal preventive policies for
imperfect maintenance models with
replacement first and last . . . . . . . 5123--5136
Luna Sun and
Alix I. Gitelman Simultaneous tests for homogeneity of
two zero-inflated (beta) populations . . 5137--5153
Jung-Yu Cheng and
Shinn-Jia Tzeng Quantile regression methods for censored
gap time data . . . . . . . . . . . . . 5154--5165
H. Ogasawara Matching pseudocounts for interval
estimation of binomial and Poisson
parameters . . . . . . . . . . . . . . . 5166--5178
Libin Jin and
Xiaowen Dai and
Anqi Shi and
Lei Shi Detection of outliers in mixed
regressive-spatial autoregressive models 5179--5192
Jibo Wu On the predictive performance of the
almost unbiased Liu estimator . . . . . 5193--5203
M. M. E. Abd El-Monsef A new Lindley distribution with location
parameter . . . . . . . . . . . . . . . 5204--5219
Katarzyna Budny An extension of the multivariate
Chebyshev's inequality to a random
vector with a singular covariance matrix 5220--5223
Jiannan Ning and
Wende Yi Tail dependence for skew Laplace
distribution and skew Cauchy
distribution . . . . . . . . . . . . . . 5224--5233
M. Jabbari Nooghabi and
E. Khaleghpanah Nooghabi On entropy of a Pareto distribution in
the presence of outliers . . . . . . . . 5234--5250
Zerouati Halima and
Dahmani Abdelnasser Exponential inequalities in linear
calibration problem . . . . . . . . . . 5251--5262
N. Modarresi and
S. Rezakhah Characterization of discrete scale
invariant Markov sequences . . . . . . . 5263--5278
Ottmar Cronie and
Jun Yu The discretely observed
immigration--death process: Likelihood
inference and spatiotemporal
applications . . . . . . . . . . . . . . 5279--5298
A. K. Pathak and
P. Vellaisamy Various measures of dependence of a new
asymmetric generalized
Farlie--Gumbel--Morgenstern copulas . . 5299--5317
Wenxue Li and
Tingting Li and
Hu Yang Restricted estimation and testing of
hypothesis in linear measurement errors
models . . . . . . . . . . . . . . . . . 5318--5330
Hadi Emami and
Mostafa Emami Influence diagnostics in constrained
general linear models . . . . . . . . . 5331--5340
Xijun Liu and
Qingwu Gao Uniformly asymptotic behavior for the
tail probability of discounted aggregate
claims in the time-dependent risk model
with upper tail asymptotically
independent claims . . . . . . . . . . . 5341--5354
Pedro Henrique Melo Albuquerque and
Mariana Rosa Montenegro PROMETHEE IV through kernel density
estimation . . . . . . . . . . . . . . . 5355--5362
Rena K. Mann and
Roderick Edwards and
Julie Zhou Robust designs for experiments with
blocks . . . . . . . . . . . . . . . . . 5363--5379
Ding-Geng (Din) Chen Robustness of the shrinkage estimator
for the relative potency in the
combination of multivariate bioassays 5380--5391
Akram Kohansal and
Saeid Rezakhah Two new estimators of entropy for
testing normality . . . . . . . . . . . 5392--5411
Fatima Batool and
Javid Shabbir A two-stage design for multivariate
estimation of proportions . . . . . . . 5412--5426
D. V. S. Sastry and
Deepesh Bhati and
R. N. Rattihalli and
E. Gómez-Déniz On zero-distorted generalized geometric
distribution . . . . . . . . . . . . . . 5427--5442
Kumari Priyanka and
Richa Mittal Searching effective rotation patterns
for population median using exponential
type estimators in two-occasion rotation
sampling . . . . . . . . . . . . . . . . 5443--5460
S. M. Mirhosseini and
A. Dolati and
M. Amini On a bivariate Kumaraswamy type
exponential distribution . . . . . . . . 5461--5477
Vasileios M. Koutras and
Konstantinos Drakos A generalized polynomial-logistic
distribution and applications . . . . . 5478--5494
Rodrigo R. Pescim and
Saralees Nadarajah An extension of the gamma distribution 5495--5516
W. Simcharoen and
K. Neammanee Non uniform bound on a combinatorial
central limit theorem . . . . . . . . . 5517--5532
Hu Yang and
Jing Lv and
Chaohui Guo Robust variable selection and parametric
component identification in varying
coefficient models . . . . . . . . . . . 5533--5549
B. Chandrasekar and
S. Amala Revathy Equivariant estimation for the
parameters of location-scale
multivariate exponential models and its
application in reliability analysis . . 5550--5559
Daniel Ventosa-Santaul\`aria and
Antonio E. Noriega A simple solution for spurious
regressions . . . . . . . . . . . . . . 5561--5583
Mike Jacroux and
Tom Jacroux On the $E$-optimality of blocked main
effects plans when $ n \equiv 1 \pmod 4$ 5584--5589
Jan Beran On the effect of long-range dependence
on extreme value copula estimation with
fixed marginals . . . . . . . . . . . . 5590--5618
I. Rahimov Estimation of the offspring mean in a
branching process with non stationary
immigration . . . . . . . . . . . . . . 5619--5627
Serkan Eryilmaz On an application of concomitants of
order statistics . . . . . . . . . . . . 5628--5636
M. Akahira and
S. Hashimoto and
K. Koike and
N. Ohyauchi Second-order asymptotic comparison of
the MLE and MCLE for a two-sided
truncated exponential family of
distributions . . . . . . . . . . . . . 5637--5659
Aleksandar S. Nasti\'c and
Miroslav M. Risti\'c and
Predrag M. Popovi\'c Estimation in a bivariate integer-valued
autoregressive process . . . . . . . . . 5660--5678
Liang Wang Interval estimation for a
lower-truncated distribution based on
the double Type-II censored sample . . . 5679--5692
Hideki Nagatsuka and
N. Balakrishnan A consistent method of estimation for
the three-parameter lognormal
distribution based on Type-II right
censored data . . . . . . . . . . . . . 5693--5708
Vikas Kumar Sharma and
Sanjay Kumar Singh and
Umesh Singh and
Faton Merovci The generalized inverse Lindley
distribution: a new inverse statistical
model for the study of upside-down
bathtub data . . . . . . . . . . . . . . 5709--5729
Vijaya Bhatt and
Neeraj Tiwari A spatial scan statistic for survival
data based on generalized life
distribution . . . . . . . . . . . . . . 5730--5744
S. Sengupta Admissibility of a variance estimator in
finite population sampling under
Warner's randomized response plan with
multiple responses . . . . . . . . . . . 5745--5750
Jiexiang Li On asymptotic behavior of
Nadaraya--Watson regression estimator 5751--5761
Marcelo de Paula and
Carlos Alberto Ribeiro Diniz Generalized linear regression models
incorporating original outcome
distributions . . . . . . . . . . . . . 5762--5786
M. Basirat and
S. Baratpour and
Jafar Ahmadi On estimation of stress-strength
parameter using record values from
proportional hazard rate models . . . . 5787--5801
Tao Zhang and
Qingzhao Zhang and
Naixiong Li Least absolute relative error estimation
for functional quadratic multiplicative
model . . . . . . . . . . . . . . . . . 5802--5817
Suxin Wang and
Shiyu Song and
Yongjin Wang Closed-form likelihood estimation for
one type of affine point processes . . . 5818--5825
V. Srinivas and
B. K. Kale ML and UMVU estimation in the M/D/1
queuing system . . . . . . . . . . . . . 5826--5834
Mayer Alvo Bridging the gap: a likelihood function
approach for the analysis of ranking
data . . . . . . . . . . . . . . . . . . 5835--5847
Tingting Liu and
Xuejun Wang and
Xinghui Wang and
Shuhe Hu On the exponential inequalities for
widely orthant-dependent random
variables . . . . . . . . . . . . . . . 5848--5856
Waqas Ahmed Malik and
Hans-Peter Piepho On generalized exponential
transformations for proportions . . . . 5857--5870
Anonymous Erratum . . . . . . . . . . . . . . . . 5871--5871
Liu Zhibin and
Liu Haohan Multi-factor prediction of water
flooding efficiency based on a
time-varying system . . . . . . . . . . 5873--5883
Caiyun Fan and
Feipeng Zhang and
Yong Zhou Power-transformed linear regression on
quantile residual life for censored
competing risks data . . . . . . . . . . 5884--5905
S. M. Taheri and
G. Hesamian and
R. Viertl Contingency tables with fuzzy
information . . . . . . . . . . . . . . 5906--5917
Ying-zi Fu Stochastic EM algorithm of a finite
mixture model from hurdle Poisson
distribution with missing responses . . 5918--5932
Li Chen Empirical likelihood ratio tests for the
linear regression model with inequality
constraints . . . . . . . . . . . . . . 5933--5945
Santosh S. Sutar and
U. V. Naik-Nimbalkar A model for $k$-out-of-$m$ load-sharing
systems . . . . . . . . . . . . . . . . 5946--5960
Naqvi Hamad and
Muhammad Hanif Non binary partially neighbor balanced
designs for circular blocks . . . . . . 5961--5965
A. J. Hayter Win-probabilities for comparing two
Poisson variables . . . . . . . . . . . 5966--5976
Yongfeng Wu and
Mingle Guo Convergence of weighted sums for
sequences of pairwise NQD random
variables . . . . . . . . . . . . . . . 5977--5989
Edmund Jones and
Vanessa Didelez Inequalities on partial correlations in
Gaussian graphical models containing
star shapes . . . . . . . . . . . . . . 5990--5996
Marta Moreno and
Juan Romo Robust unit root tests with
autoregressive errors . . . . . . . . . 5997--6021
Mahdi Roozbeh and
Mohammad Arashi Shrinkage ridge regression in partial
linear models . . . . . . . . . . . . . 6022--6044
Xijun Liu and
Qingwu Gao and
Ermin Guo Uniform asymptotics for ruin probability
of a two-dimensional dependent renewal
risk model . . . . . . . . . . . . . . . 6045--6060
S. Arumairajan and
P. Wijekoon Generalized preliminary test stochastic
restricted estimator in the linear
regression model . . . . . . . . . . . . 6061--6086
Ferhat Ziram and
Dominique Cellier and
François Charlot Statistical analysis of the number of
self-overlapping leftmost repeats in an
homogeneous stationary Markov chain on
finite states . . . . . . . . . . . . . 6087--6101
Xiaorui Zhu and
Li Xie Adaptive quasi-maximum likelihood
estimation of GARCH models with
Student's $t$ likelihood . . . . . . . . 6102--6111
Qin Zhou and
Lianjie Shu and
Wei Jiang One-sided EWMA control charts for
monitoring Poisson processes with
varying sample sizes . . . . . . . . . . 6112--6132
Grigory Alexandrovich Penalized maximum likelihood estimation
for Gaussian hidden Markov models . . . 6133--6148
Selim Gündüz and
Ali I. Genç Distribution of the product of a pair of
independent two-sided power variates . . 6149--6164
Nil Kamal Hazra and
Asok K. Nanda On some generalized orderings: In the
spirit of relative ageing . . . . . . . 6165--6181
Gholamreza Shafipour and
Abdolvahhab Fetanat Survival analysis in supply chains using
statistical flowgraph models: Predicting
time to supply chain disruption . . . . 6183--6208
Aiting Shen and
Ying Zhang and
Andrei Volodin On the rate of convergence in the strong
law of large numbers for negatively
orthant-dependent random variables . . . 6209--6222
S. Sengupta Admissible and optimal sampling strategy
for estimating finite population mean in
randomized response surveys with
multiple responses . . . . . . . . . . . 6223--6228
Xiaodi Wang and
Yingshan Zhang General orthogonal designs for parameter
estimation of ANOVA models under
weighted sum-to-zero constraints . . . . 6229--6244
Mangey Ram and
Arpan Gupta Numerical solution to stochastic partial
differential equation with variable
repair rate . . . . . . . . . . . . . . 6245--6252
Yashi Wang Conditional $k$-out-of-$n$ systems with
a cold standby component . . . . . . . . 6253--6262
Wolfgang Wiedermann and
Michael Hagmann Asymmetric properties of the Pearson
correlation coefficient: Correlation as
the negative association between linear
regression residuals . . . . . . . . . . 6263--6283
Mohammad Reza Mahmoudi and
Marziyeh Mahmoudi and
Elaheh Nahavandi Testing the difference between two
independent regression models . . . . . 6284--6289
Chenhua Zhang and
Shaobai Kan Uniform approximation of the tail
probability of weighted sums of
subexponential random variables . . . . 6290--6298
Guangbao Guo and
Wei Shao and
Lu Lin and
Xuehu Zhu Parallel tempering for dynamic
generalized linear models . . . . . . . 6299--6310
William A. Link and
John R. Sauer Modeling participation duration, with
application to the North American
Breeding Bird Survey . . . . . . . . . . 6311--6320
C. Fonseca and
A. P. Martins and
L. Pereira and
H. Ferreira Dependence matrices for spatial extreme
events . . . . . . . . . . . . . . . . . 6321--6341
Ran Wang Inferences on partial linear models with
right censored data by empirical
likelihood . . . . . . . . . . . . . . . 6342--6356
Xinmei Shen and
Hailan Tian Precise large deviations for sums of
two-dimensional random vectors with
dependent components of heavy tails . . 6357--6368
Mridula Garg and
Ajay Sharma and
Pratibha Manohar The distribution of the product of two
independent generalized trapezoidal
random variables . . . . . . . . . . . . 6369--6384
Kaifeng Zhao and
Heng Lian Sparsistent and constansistent
estimation of the varying-coefficient
model with a diverging number of
predictors . . . . . . . . . . . . . . . 6385--6399
Ana V. Mileti\'c Ili\'c A geometric time series model with a new
dependent Bernoulli counting series . . 6400--6415
Eric Key A recipe for bivariate copulas . . . . . 6416--6420
Marco Marozzi Combination of distribution-free tests
for the general two-sample problem with
application to the social sciences . . . 6421--6435
Jianjun Zhou and
Jiang Du and
Zhimeng Sun $M$-Estimation for partially functional
linear regression model based on splines 6436--6446
Dongya Cheng and
Wenhai Zhang and
Yuebao Wang On the strong convergence of weighted
sums of widely dependent random
variables . . . . . . . . . . . . . . . 6447--6460
Demba Bocar Ba and
Ali Souleymane Dabye On minimum $ L^p $-distance estimation
for inhomogeneous Poisson processes . . 6461--6470
M. Fathizadeh and
K. Khorshidian An alternative approach to reliability
analysis of cold standby systems . . . . 6471--6480
Isha Dewan and
K. K. Sudheesh and
P. Anisha Proportional hazards model for discrete
data: Some new developments . . . . . . 6481--6493
Xingwei Ren The equalities of estimations under a
general partitioned linear model and its
stochastically restricted model . . . . 6495--6509
Tanveer A. Tarray and
Housila P. Singh A sinuous stratified unrelated question
randomized response model . . . . . . . 6510--6520
Ting Du and
Jieli Ding and
Liuquan Sun Joint modeling and estimation for
longitudinal data with informative
observation and terminal event times . . 6521--6539
K. R. Muraleedharan Nair and
N. Sreelakshmi The New Zenga curve in the context of
reliability analysis . . . . . . . . . . 6540--6552
Gladys D. Cacsire Barriga and
Dipak K. Dey Bayesian inference and diagnostics in
zero-inflated generalized power series
regression model . . . . . . . . . . . . 6553--6568
Dawei Lu Some asymptotic formulas of a Brownian
motion with regular variation from the
maximum and minimum complicated domains 6569--6595
María Paz Casanova and
Yasna Orellana A Bayesian semi-parametric approach to
the ordinal calibration problem . . . . 6596--6610
Housila P. Singh and
Tanveer A. Tarray An efficient new ``Partial'' randomized
response model . . . . . . . . . . . . . 6611--6624
Yong Zhang An extension of almost sure central
limit theorem for self-normalized
products of sums for mixing sequences 6625--6640
Mariusz Bieniek Comparison of the bias of trimmed and
Winsorized means . . . . . . . . . . . . 6641--6650
Meng Wei and
Guangyu Yang and
Lingling Yang The limiting spectral distribution for
large sample covariance matrices with
unbounded $m$-dependent entries . . . . 6651--6662
Housila P. Singh and
Tanveer A. Tarray A modified optimal orthogonal new
additive model . . . . . . . . . . . . . 6663--6669
Gaku Igarashi Weighted log-normal kernel density
estimation . . . . . . . . . . . . . . . 6670--6687
Manoj K. Yadav Estimating standard error of intra-class
correlation coefficients up to three
level unbalanced nested clinical trials 6688--6699
Shibasish Dasgupta High-dimensional posterior consistency
of the Bayesian lasso . . . . . . . . . 6700--6708
Muhammad Aslam and
Muhammad Azam and
Chi-Hyuck Jun Mixed sampling plan based on
exponentially weighted moving average
statistic . . . . . . . . . . . . . . . 6709--6719
C. Satheesh Kumar and
B. Unnikrishnan Nair On generalized hyper-Poisson
distribution of order $k$ and its
application . . . . . . . . . . . . . . 6720--6731
Eckhard Liebscher Approximation of distributions by using
the Anderson Darling statistic . . . . . 6732--6745
Hassan S. Bakouch and
Maher Kachour and
Saralees Nadarajah An extended Poisson distribution . . . . 6746--6764
Yong Kong Number of appearances of events in
random sequences: a new approach to
non-overlapping runs . . . . . . . . . . 6765--6772
Sandra Donevska and
Eva Fiserová and
Karel Hron Calibration of compositional
measurements . . . . . . . . . . . . . . 6773--6788
Huiming Zhang and
Bo Li Characterizations of discrete compound
Poisson distributions . . . . . . . . . 6789--6802
Yung-Chia Chang and
Kuei-Hu Chang and
Heng-Hsuan Chu and
Lee-Ing Tong Establishing decision tree-based
short-term default credit risk
assessment models . . . . . . . . . . . 6803--6815
S. Dachian and
Yu. A. Kutoyants and
L. Yang On hypothesis testing for Poisson
processes: Regular case . . . . . . . . 6816--6832
S. Dachian and
Yu. A. Kutoyants and
L. Yang On hypothesis testing for Poisson
processes. Singular cases . . . . . . . 6833--6859
Jumpei Hayakawa and
Akimichi Takemura Estimation of exponential--polynomial
distribution by holonomic gradient
descent . . . . . . . . . . . . . . . . 6860--6882
Idir Arab and
Abdelnasser Dahmani Consistency of stochastic approximation
algorithm with quasi-associated random
errors . . . . . . . . . . . . . . . . . 6883--6890
Paul J. van Staden and
Robert A. R. King Kurtosis of the logistic-exponential
survival distribution . . . . . . . . . 6891--6899
Abdelaziz El Matouat and
Freedath Djibril Moussa and
Hassania Hamzaoui Consistency of information criteria for
model selection with missing data . . . 6900--6914
Santu Ghosh and
Alan M. Polansky New bootstrap confidence intervals for
means of positively skewed distributions 6915--6927
Housila P. Singh and
Surya K. Pal Use of several auxiliary variables in
estimating the population mean in a
two-occasion rotation pattern . . . . . 6928--6942
Ting Jiang and
XiaoJian Zhou Estimation of actuarial quantities at
fractional ages with Kriging . . . . . . 6943--6954
Hidehiko Kamiya A unified approach to marginal
equivalence in the general framework of
group invariance . . . . . . . . . . . . 6955--6968
Gauss M. Cordeiro and
Marcelo Bourguignon New results on the
Risti\'c--Balakrishnan family of
distributions . . . . . . . . . . . . . 6969--6988
Alireza Faraz and
Kamyar Chalaki and
Erwin M. Saniga and
Cedric Heuchenne The robust economic statistical design
of the Hotelling's $ T^2 $ chart . . . . 6989--7001
A. M. Mousa and
M. Kh. Hassan and
A. Fathi A new non parametric estimator for Pdf
based on inverse gamma distribution . . 7002--7010
Yonggang Lu and
Peter H. Westfall and
Gang Han and
Marilyn M. Bui Bayesian hypothesis testing for selected
regression coefficients . . . . . . . . 7011--7026
Zhiyan Shi and
Weiguo Yang and
Bei Wang A class of small deviation theorems for
the random variables associated with $m$
th-order asymptotic circular Markov
chains . . . . . . . . . . . . . . . . . 7027--7039
R. S. Priya and
P. Yageen Thomas An application of ranked set sampling
when observations from several
distributions are to be included in the
sample . . . . . . . . . . . . . . . . . 7040--7052
Abdullah Yilmaz The flexible skew Laplace distribution 7053--7059
Feng-shou Ko Comparisons of allocating sample size
rationally into individual regions under
heterogeneous effect size in a
multiregional trial by a fixed effect
model and a random effect model . . . . 7060--7074
Qian Ding and
Qiaohui Tong and
Qiaoling Tong and
Xuecheng Zou and
Hengqing Tong A new definite linear algorithm for the
structural equation model with
application in fire risk evaluation . . 7075--7085
Elizbar Nadaraya and
Grigol Sokhadze On integral functionals of a density . . 7086--7102
Yanting Xiao and
Zheng Tian and
Jin Sun Empirical likelihood dimension reduction
inference for partially non-linear
error-in-responses models with
validation data . . . . . . . . . . . . 7103--7118
Junshan Xie A limit theorem on moment convergence of
centered spectral statistics of random
matrices . . . . . . . . . . . . . . . . 7119--7129
Moutushi Chatterjee and
Ashis Kumar Chakraborty Some process capability indices for
unilateral specification limits ---
their properties and the process
capability control charts . . . . . . . 7130--7160
Nigel G. Bean and
Ali Eshragh and
Joshua V. Ross Fisher Information for a partially
observable simple birth process . . . . 7161--7183
Yalian Li and
Hu Yang More on the two-parameter estimation in
the restricted regression . . . . . . . 7184--7196
Guikai Hu and
Qingguo Li and
Shenghua Yu Linear minimax prediction of finite
population regression coefficient under
a balanced loss function . . . . . . . . 7197--7209
Nicy Sebastian and
Rudolf Gorenflo Time series models associated with
Mittag-Leffler type distributions and
its properties . . . . . . . . . . . . . 7210--7225
Esra Gökpinar and
Fikri Gökpinar A modified Mack--Wolfe test for the
umbrella alternative problem . . . . . . 7226--7241
Xing Wu and
Conglian Yu Estimation of the mixtures of GLMs with
covariate-dependent mixing proportions 7242--7257
Leila Golparvar and
Ahmad Parsian Inference on proportional hazard rate
model parameter under Type-I
progressively hybrid censoring scheme 7258--7274
Jinyu Li and
Xingtong Chen and
Song Zhu Smoothed empirical likelihood for GARCH
models with heavy-tailed errors . . . . 7275--7293
Shanshan Wang and
Tao Hu and
Hengjian Cui Adjusted empirical likelihood inference
for additive hazards regression . . . . 7294--7305
Xiang Gao and
Ming Zheng Causal inference for recurrent events
data with all-or-none compliance . . . . 7306--7325
M. H. Tahir and
Gauss M. Cordeiro and
Ayman Alzaatreh and
M. Mansoor and
M. Zubair The logistic-$X$ family of distributions
and its applications . . . . . . . . . . 7326--7349
B. Babadi and
A. Rasekh and
K. Zare and
A. A. Rasekhi A variance shift model for detection of
outliers in the linear mixed measurement
error models . . . . . . . . . . . . . . 7350--7366
José M. R. Murteira Goodness-of-link tests for multivariate
regression models . . . . . . . . . . . 7367--7375
M. H. Tahir and
Gauss M. Cordeiro and
M. Mansoor and
M. Zubair and
Morad Alizadeh The Weibull--Dagum distribution:
Properties and applications . . . . . . 7376--7398
Serkan Eryilmaz Discrete time cold standby repairable
system: Combinatorial analysis . . . . . 7399--7405
F. Yousefzadeh $E$-Bayesian and hierarchical Bayesian
estimations for the system reliability
parameter based on asymmetric loss
function . . . . . . . . . . . . . . . . 1--8
P. C. Wang Design two-level factorial experiments
in blocks of size four . . . . . . . . . 9--16
Tanveer A. Tarray and
Housila P. Singh A stratified unrelated question
randomized response model using Neyman
allocation . . . . . . . . . . . . . . . 17--27
Huijuan Ma and
Yong Zhou Pseudo-likelihood for case-cohort
studies under length-biased sampling . . 28--48
Blache Paul Akpoue and
Jean-François Angers Some contributions on the multivariate
Poisson--Skellam probability
distribution . . . . . . . . . . . . . . 49--68
Maria Iwi\'nska and
Magdalena Szymkowiak Characterizations of distributions
through selected functions of
reliability theory . . . . . . . . . . . 69--74
Min Wu and
Yimin Shi and
Yudong Sun Statistical analysis for competing risks
model from a Weibull distribution under
progressively hybrid censoring . . . . . 75--86
Ali Keyvandarian and
R. Noorossana and
S. Mohammad Hashemian and
Shekary A. Maryam Adaptive $c$-chart with estimated
parameter . . . . . . . . . . . . . . . 87--103
Qing Liu and
Tiantian Mao and
Taizhong Hu Closure properties of the second-order
regular variation under convolutions . . 104--119
Hong Qin and
Nabakumar Jana and
Somesh Kumar and
Kashinath Chatterjee Stress-strength models with more than
two states under exponential
distribution . . . . . . . . . . . . . . 120--132
Jaehee Kim and
Geung-Hee Lee Local Fourier tests for structural
change based on residuals . . . . . . . 133--147
Vikram V. Garg and
Luis Tenorio and
Karen Willcox Minimum local distance density
estimation . . . . . . . . . . . . . . . 148--164
Wenzhi Yang and
Yiwei Wang and
Shuhe Hu Some probability inequalities of
least-squares estimator in non linear
regression model with strong mixing
errors . . . . . . . . . . . . . . . . . 165--175
Wei-an Yan and
Bao-wei Song and
Gui-lin Duan and
Yi-min Shi Real-time reliability evaluation of
two-phase Wiener degradation process . . 176--188
Ahmad Ahmadi Yazdi and
Mohammad Saber Fallahnezhad Comparison between count of cumulative
conforming sampling plans and
Dodge--Romig single sampling plan . . . 189--199
Miltiadis Chalikias and
Stratis Kounias Optimal two treatment repeated
measurement designs for three periods 200--209
Houchun Wang and
Nengxiang Ling On the Gerber--Shiu function with random
discount rate . . . . . . . . . . . . . 210--220
Bruce Barrett Simple, exact inference for $ 2 \times 2
$ tables . . . . . . . . . . . . . . . . 221--233
David D. Hanagal and
Arvind Pandey Shared frailty models based on reversed
hazard rate for modified inverse Weibull
distribution as baseline distribution 234--246
M. Arashi and
S. Nadarajah On singular elliptical models . . . . . 247--258
Upendra Kumar Pradhan and
Krishan Lal and
Sukanta Dash and
K. N. Singh Design and analysis of mixture
experiments with process variable . . . 259--270
M. Naghizadeh Qomi and
A. Kiapour Shortest tolerance intervals controlling
both tails of the exponential
distribution based on record values . . 271--279
G. N. Singh and
S. Maurya and
M. Khetan Some effective combinations of available
information under non response in
two-occasion successive sampling . . . . 280--295
Sergio A. Calderón V. and
Fabio H. Nieto Bayesian analysis of multivariate
threshold autoregressive models with
missing data . . . . . . . . . . . . . . 296--318
Yuri Goegebeur and
Armelle Guillou and
Michael Osmann A local moment type estimator for an
extreme quantile in regression with
random covariates . . . . . . . . . . . 319--343
Ying Lou and
Jing Cao and
Song Zhang and
Chul Ahn Sample size calculations for
time-averaged difference of longitudinal
binary outcomes . . . . . . . . . . . . 344--353
Fuxiao Li and
Zheng Tian and
Zhanshou Chen and
Peiyan Qi Monitoring distributional changes of
squared residuals in GARCH models . . . 354--372
Ankur Biswas and
Anil Rai and
Tauqueer Ahmad and
Prachi Misra Sahoo Spatial estimation and rescaled spatial
bootstrap approach for finite population 373--388
Housila P. Singh and
Tanveer A. Tarray A two-stage Land et al.'s randomized
response model for estimating a rare
sensitive attribute using Poisson
distribution . . . . . . . . . . . . . . 389--405
T. Lengyel Order statistics and the length of the
best-$n$-of-$ (2 n - 1)$ competition . . 406--414
Amir T. Payandeh Najafabadi and
Fatemeh Atatalab and
Maryam Omidi Najafabadi Credibility premium for rate-making
systems . . . . . . . . . . . . . . . . 415--426
Yuan-Lin Zhang and
Guan-Jun Wang An extended geometric process repair
model with delayed repair and slight
failure type . . . . . . . . . . . . . . 427--437
Wenming Hong and
Ke Zhou A note on the passage time of
finite-state Markov chains . . . . . . . 438--445
Michael Grabchak A simple condition for the multivariate
CLT and the attraction to the Gaussian
of Lévy processes at long and short times 446--456
Xuejun Wang and
Shijie Wang and
Rui Wang Exponential inequalities for sums of
unbounded $ \varphi $-mixing sequence
and their applications . . . . . . . . . 457--464
Marek Dvorák Darling--Erd\Hos-type test for change
detection in parameters and variance for
stationary VAR models . . . . . . . . . 465--484
Eita Kamitamari and
Hidekazu Tanaka On second-order admissibilities of the
estimators of gamma shape vector . . . . 485--496
Yinping You and
Xiaohu Li and
Jairo Santanilla Optimal allocations of coverage limits
for two independent random losses of
insurance policy . . . . . . . . . . . . 497--509
Leila Baiche and
Megdouda Ourbih-Tari Large-sample variance of simulation
using refined descriptive sampling: Case
of independent variables . . . . . . . . 510--519
Housila P. Singh and
Tanveer A. Tarray An efficient use of moment's ratios of
scrambling variables in a randomized
response technique . . . . . . . . . . . 521--531
Huybrechts F. Bindele Strong consistency of the general rank
estimator . . . . . . . . . . . . . . . 532--539
Maria Kyriacou Overlapping subsampling and invariance
to initial conditions . . . . . . . . . 540--553
Hilal A. Lone and
Rajesh Tailor and
Med Ram Verma Efficient separate class of estimators
of population mean in stratified random
sampling . . . . . . . . . . . . . . . . 554--573
Ahmed N. Albatineh and
Ibrahimou Boubakari and
B. M. Golam Kibria New confidence interval estimator of the
signal-to-noise ratio based on
asymptotic sampling distribution . . . . 574--590
Changjun Yu and
Dongya Cheng Randomly weighted sums of linearly wide
quadrant-dependent random variables with
heavy tails . . . . . . . . . . . . . . 591--601
Ro Jin Pak The influence function of the optimal
bandwidth for kernel density estimation 602--608
Mi-Hwa Ko On convergence rate in the SLLN for
maximums of moving-average sums of ALNQD
random fields . . . . . . . . . . . . . 609--615
Jiao Jin and
Liang Zhu and
Xingwei Tong and
Kirsten K. Ness $t$-Type corrected-loss estimation for
error-in-variable model . . . . . . . . 616--627
Yongjin Li and
Qihua Wang and
Liping Zhu and
Xiaobo Ding Mean response estimation with missing
response in the presence of
high-dimensional covariates . . . . . . 628--643
M. Aslam and
M. Azam and
C.-H. Jun A new sampling plan under the
exponential distribution . . . . . . . . 644--652
S. M. T. K. MirMostafaee and
M. Mahdizadeh and
Artur J. Lemonte The Marshall--Olkin extended generalized
Rayleigh distribution: Properties and
applications . . . . . . . . . . . . . . 653--671
Xin Deng and
Xuejun Wang and
Fengxi Xia Hajek--Renyi-type inequality and strong
law of large numbers for END sequences 672--682
Lee-Shen Chen Empirical Bayes testing for guarantee
lifetime: Non identical components case 683--705
Chien-Wei Wu and
Muhammad Aslam and
Chi-Hyuck Jun Developing a variables two-plan sampling
system for product acceptance
determination . . . . . . . . . . . . . 706--720
A. R. Shafay and
N. Balakrishnan and
Jafar Ahmadi Bayesian prediction of order statistics
with fixed and random sample sizes based
on $k$-record values from Pareto
distribution . . . . . . . . . . . . . . 721--735
Zhiqiang Hua and
Lixin Song and
Dawei Lu and
Xiaomeng Qi Precise large deviations for the
difference of two sums of END random
variables with heavy tails . . . . . . . 736--746
Zhengcheng Zhang and
N. Balakrishnan Stochastic properties and parameter
estimation for a general load-sharing
system . . . . . . . . . . . . . . . . . 747--760
Hossein Haghbin and
Atefeh Zamani and
Zohreh Shishebor Inference on the asymptotic behavior of
covariance operator of first-order
periodically correlated autoregressive
Hilbertian processes . . . . . . . . . . 761--769
Aleksandar S. Nasti\'c and
Miroslav M. Risti\'c and
Ana V. Mileti\'c Ili\'c A geometric time-series model with an
alternative dependent Bernoulli counting
series . . . . . . . . . . . . . . . . . 770--785
Stephen Burgess Estimating and contextualizing the
attenuation of odds ratios due to non
collapsibility . . . . . . . . . . . . . 786--804
P. G. Sankaran and
S. M. Sunoj Quantile-based cumulative entropies . . 805--814
Wang Dan and
Guo Pengjiang and
Xia Zhiming Detection and estimation of structural
change in heavy-tailed sequence . . . . 815--827
Guilherme Pumi and
Sílvia R. C. Lopes Copulas related to piecewise monotone
functions of the interval and associated
processes . . . . . . . . . . . . . . . 828--860
Mark F. Schilling and
Bret Holladay Length minimization for Poisson
confidence procedures . . . . . . . . . 861--873
Chen Li and
Xiaohu Li Aging and ordering properties of
multivariate lifetimes with Archimedean
dependence structures . . . . . . . . . 874--891
David Stiburek Statistical inference on the drift
parameter in fractional Brownian motion
with a deterministic drift . . . . . . . 892--905
A. Toomaj Renyi entropy properties of mixed
systems . . . . . . . . . . . . . . . . 906--916
Yuquan Cang and
Yang Yang On extremal behavior of aggregation of
largest claims . . . . . . . . . . . . . 917--926
Liang Hong Estimators of contingent probabilities
and means with actuarial applications 927--941
Masahide Kuwada and
Yoshifumi Hyodo and
Hiromu Yumiba Existence conditions for balanced
fractional $ 3^m $ factorial designs of
resolution R(00, 10, 01, 20, 11) . . . . 942--966
Pier Luigi Conti and
Daniela Marella and
Mauro Scanu How far from identifiability? A
systematic overview of the statistical
matching problem in a non parametric
framework . . . . . . . . . . . . . . . 967--994
Mu Zhao and
Hongmei Jiang and
Yong Zhou Estimation of percentile residual life
function with left-truncated and
right-censored data . . . . . . . . . . 995--1006
Yu-Ye Zou and
Han-Ying Liang Convergence rate of wavelet density
estimator with data missing randomly
when covariables are present . . . . . . 1007--1023
Hazhir Homei Characterizations of arcsin and related
distributions based on a new generalized
unimodality . . . . . . . . . . . . . . 1024--1030
Qi Zheng and
Limin Peng Consistent model identification of
varying coefficient quantile regression
with BIC tuning parameter selection . . 1031--1049
Qing-Pei Zang Almost sure local central limit theorem
for sample range . . . . . . . . . . . . 1050--1055
Yuanqing Zhang Estimation of partially specified
spatial panel data models with
random-effects and spatially correlated
error components . . . . . . . . . . . . 1056--1079
A. M. M. Shahiduzzaman Quoreshi A bivariate integer-valued long-memory
model for high-frequency financial count
data . . . . . . . . . . . . . . . . . . 1080--1089
Limin Wen and
Jun Yu and
Guoping Mei and
Yi Zhang The credibility premiums based on
estimated moment-generating function . . 1090--1106
Hui Guo and
Shijie Wang and
Chuanwei Zhang Precise large deviations of aggregate
claims in a compound size-dependent
renewal risk model . . . . . . . . . . . 1107--1116
Hyoung-Moon Kim and
Chiwhan Kim Moments of scale mixtures of skew-normal
distributions and their quadratic forms 1117--1126
Katarzyna Filipiak and
Augustyn Markiewicz Universally optimal designs under
interference models with and without
block effects . . . . . . . . . . . . . 1127--1143
Hyeyoung Maeng and
Dong Wan Shin Bootstrap forecast intervals for
asymmetric volatilities via EGARCH model 1144--1157
Chunpeng Fan and
Donghui Zhang Rank repeated measures analysis of
covariance . . . . . . . . . . . . . . . 1158--1183
Mohamed Bentarzi and
Wissam Bentarzi Periodic integer-valued bilinear time
series model . . . . . . . . . . . . . . 1184--1201
Steven G. From Non parametric confidence intervals for
the extinction probability of a
Galton--Watson branching process . . . . 1202--1217
Wichairat Chuntee and
Kritsana Neammanee Exponential bounds for normal
approximation of the number of descents
and inversions . . . . . . . . . . . . . 1218--1229
Nahed A. Mokhlis and
Emad J. Ibrahim and
Dina M. Gharieb Stress-strength reliability with general
form distributions . . . . . . . . . . . 1230--1246
Jorge Navarro and
Georgios Psarrakos Characterizations based on generalized
cumulative residual entropy functions 1247--1260
Sheng-Li Zhao and
Qing Sun On constructing general minimum lower
order confounding two-level block
designs . . . . . . . . . . . . . . . . 1261--1274
Huilin Huang and
Weiguo Yang and
Zhiyan Shi Asymptotic equipartition property for
second-order circular Markov chains
indexed by a two-rooted Cayley tree . . 1275--1289
Juan Manuel Romero-Padilla and
Chein-Pai Han Estimation of variance in bivariate
normal distribution after the
preliminary test of homogeneity . . . . 1290--1305
Mohammed Badaoui and
Noureddine Rhomari $ \mathbb {L}_2 (\mathbb {R}^d) $-Almost
sure convergence for multivariate
probability density estimate from
dependent observations . . . . . . . . . 1306--1316
D. R. Barot and
M. N. Patel Posterior analysis of the compound
Rayleigh distribution under balanced
loss functions for censored data . . . . 1317--1336
G. G. Hamedani and
Hans Volkmer Weak convergence of bivariate sequence
to bivariate normal . . . . . . . . . . 1337--1341
Mohamed Mubasher and
Howard E. Rockette Stopping rules for long-term clinical
trials based on two consecutive
rejections of the null hypothesis . . . 1342--1351
Myoungjin Jung and
Seongho Song and
Younshik Chung Bayesian change-point problem using
Bayes factor with hierarchical prior
distribution . . . . . . . . . . . . . . 1352--1366
Salim Bouzebda and
Sultana Didi Multivariate wavelet density and
regression estimators for stationary and
ergodic discrete time processes:
Asymptotic results . . . . . . . . . . . 1367--1406
Selma Toker and
Selahattin Kaçiranlar Ridge estimator with correlated errors
and two-stage ridge estimator under
inequality restrictions . . . . . . . . 1407--1421
S. Zinodiny and
S. Rezaei and
S. Nadarajah Minimax estimation of the mean of the
multivariate normal distribution . . . . 1422--1432
Aiting Shen and
Mingxiang Xue and
Wenjuan Wang Complete convergence for weighted sums
of extended negatively dependent random
variables . . . . . . . . . . . . . . . 1433--1444
Tülay Kesemen and
Zafer Küçük and
Tahir Khaniyev and
Çisem Öçal Three-term asymptotic expansion: a
semi-Markovian random walk with a
generalized beta distributed
interference of chance . . . . . . . . . 1445--1455
S. Sengupta On the comparison of Horvitz--Thompson
and Murthy's sampling strategies for
estimating finite population proportions
in direct and randomized response
surveys . . . . . . . . . . . . . . . . 1456--1461
Bao Yiqi and
Vicente G. Cancho and
Francisco Louzada On the Bayesian estimation and influence
diagnostics for the
Weibull-Negative-Binomial regression
model with cure rate under latent
failure causes . . . . . . . . . . . . . 1462--1489
M. Towhidi and
M. Salmanpour A test of fit for a continuous
distribution based on the empirical
convex conditional mean function . . . . 1490--1505
Hu Xuemei The indirect method for stochastic
logistic growth models . . . . . . . . . 1506--1518
Fouad Maouche and
Abdelnasser Dahmani and
Nadji Rahmania A stochastic procedure to solve linear
ill-posed problems . . . . . . . . . . . 1519--1531
Shi-Hang Yu and
De-Hui Wang and
Kun Li and
Zhi-Wen Zhao Estimation in autoregressive models with
surrogate data and validation data . . . 1532--1545
M. A. Ollis Simple constructions for minimal
neighbor and $ {\rm GN}_2 $ designs in
linear blocks . . . . . . . . . . . . . 1547--1550
Yang Zhang and
Lixin Zhang Limit theorems for dependent Bernoulli
variables with statistical inference . . 1551--1559
Sanku Dey and
Josmar Mazucheli and
M. Z. Anis Estimation of reliability of
multicomponent stress-strength for a
Kumaraswamy distribution . . . . . . . . 1560--1572
Hamid Shahriari and
Orod Ahmadi Robust estimation of complicated
profiles using wavelets . . . . . . . . 1573--1593
Qing Xiao Generating correlated random vector
involving discrete variables . . . . . . 1594--1605
Ming Han The $E$-Bayesian and hierarchical
Bayesian estimations for the system
reliability parameter . . . . . . . . . 1606--1620
A. M. Elsawah and
Hong Qin A new look on optimal foldover plans in
terms of uniformity criteria . . . . . . 1621--1635
Hamid Lorestani and
Abdolreza Sayyareh Model selection using union-intersection
principle for non nested models . . . . 1636--1649
Zhi Wang Stochastic heat equation and martingale
differences . . . . . . . . . . . . . . 1650--1660
Jibo Wu The small sample properties of the
restricted principal component
regression estimator in linear
regression model . . . . . . . . . . . . 1661--1667
Hua Huang and
Jibo Wu and
Wende Yi On the restricted almost unbiased
two-parameter estimator in linear
regression model . . . . . . . . . . . . 1668--1678
Muhammad Azeem and
Muhammad Hanif Joint influence of measurement error and
non response on estimation of population
mean . . . . . . . . . . . . . . . . . . 1679--1693
M. Taghipour and
A. R. Nematollahi On discrete-time stable multiple Markov
processes . . . . . . . . . . . . . . . 1694--1708
Xin Yang Uniform strong consistency of histogram
density estimation for dependent process 1709--1719
J. Martin van Zyl Exact expressions for the weights used
in least-squares regression estimation
for the log-logistic and Weibull
distribution . . . . . . . . . . . . . . 1720--1730
Jiyanglin Li and
Ze-Chun Hu Toeplitz lemma, complete convergence,
and complete moment convergence . . . . 1731--1743
Ana M. Bianco and
Graciela Boente and
Isabel M. Rodrigues Conditional tests for elliptical
symmetry using robust estimators . . . . 1744--1765
Saima Altaf and
Muhammad Aslam and
Madiha Liaqat Decision-making for paired comparison
using the extended amended Davidson
model . . . . . . . . . . . . . . . . . 1766--1778
Z. Zamani and
G. R. Mohtashami Borzadaran and
M. Amini On a new positive dependence concept
based on the conditional mean inactivity
time order . . . . . . . . . . . . . . . 1779--1787
S. M. T. K. MirMostafaee and
Morteza Amini and
A. Asgharzadeh Bayesian prediction of minimal repair
times of a series system based on hybrid
censored sample of components' lifetimes
under Rayleigh distribution . . . . . . 1788--1806
V. U. Dixit and
Leela Subramanian Tests for symmetry of two-piece normal
distribution . . . . . . . . . . . . . . 1807--1820
Shaoyong Hu and
Ailin Zhu Risk-minimizing pricing and hedging
foreign currency options under
regime-switching jump-diffusion models 1821--1842
Reza Modarres Estimating the distribution function of
symmetric pairs . . . . . . . . . . . . 1843--1854
Zhiyan Shi and
Weiguo Yang Strong laws of large numbers for the $m$
th-order asymptotic odd-even Markov
chains indexed by an $m$-rooted Cayley
tree . . . . . . . . . . . . . . . . . . 1855--1870
Michal Pesta Block bootstrap for dependent
errors-in-variables . . . . . . . . . . 1871--1897
Jie-Hua Xie and
Wei Zou On the expected discounted penalty
function for a risk model with
dependence under a multi-layer dividend
strategy . . . . . . . . . . . . . . . . 1898--1915
Pao-Sheng Shen Linear transformation models for
survival analysis with tumor growth
information in cancer screening study 1916--1926
Reza Pourtaheri Three-level control charts with variable
sample size, sampling interval, and
control limits . . . . . . . . . . . . . 1927--1940
Alessandro Selvitella On $ 1 / \alpha $-characteristic
functions and applications to asymptotic
statistical inference . . . . . . . . . 1941--1958
Jinzhu Li The infinite-time ruin probability for a
bidimensional renewal risk model with
constant force of interest and dependent
claims . . . . . . . . . . . . . . . . . 1959--1971
Marco Enea and
Antonella Plaia A gradient-based deletion diagnostic
measure for generalized linear mixed
models . . . . . . . . . . . . . . . . . 1972--1982
Yaohua Rong and
Manlai Tang and
Maozai Tian Longitudinal data analysis based on
generalized linear partially
varying-coefficient models . . . . . . . 1983--2001
Zhi-Wen Zhao and
De-Hui Wang and
Cui-Xin Peng and
Li Bi A note on the limiting properties of the
least squares estimation for the random
coefficient autoregressive model . . . . 2002--2006
Fareeha Rashid and
Muhammad Akram and
Atif Akbar and
Anum Javed Some new augmented fractional
Box--Behnken designs . . . . . . . . . . 2007--2012
Lixin Song and
Zhiqiang Hua and
Dawei Lu and
Xiaomeng Qi Precise large deviations for the
difference of two sums of WUOD and non
identically distributed random variables
with dominatedly varying tails . . . . . 2013--2028
Tahsin Mehdi Poverty comparisons with common relative
poverty lines . . . . . . . . . . . . . 2029--2036
Alessandro Selvitella The Monge--Amp\`ere equation in
transformation theory and an application
to $ 1 / \alpha $-probabilities . . . . 2037--2054
Shu-Ching Su and
Stephan A. Sedory and
Sarjinder Singh Adjusted Kuk's model using two non
sensitive characteristics unrelated to
the sensitive characteristic . . . . . . 2055--2075
Zahra Amini and
Hossein Rabbani Letter to the editor: Correction to
``The Normal-Laplace distribution and
its relatives'' . . . . . . . . . . . . 2076--2078
Bing Xing Wang and
Xiu Kun Wang and
Keming Yu Inference on the Kumaraswamy
distribution . . . . . . . . . . . . . . 2079--2090
Juan M. Astorga and
Héctor W. Gómez and
Heleno Bolfarine Slashed generalized exponential
distribution . . . . . . . . . . . . . . 2091--2102
Essam K. Al-Hussaini and
Alaa H. Abdel-Hamid Bayes inference using half-logistic
generated Weibull model based on type-II
censoring . . . . . . . . . . . . . . . 2103--2122
Eldho Varghese and
Cini Varghese Variance-balanced row--column designs
involving diallel crosses incorporating
specific combining abilities for
comparing test lines with a control line 2123--2131
Mike Jacroux and
Bonni Kealy-Dichone On the $E$-optimality of blocked main
effects plans in blocks of different
sizes . . . . . . . . . . . . . . . . . 2132--2138
G. Rajesh and
E. I. Abdul-Sathar and
S. Nair Rohini On dynamic weighted survival entropy of
order $ \alpha $ . . . . . . . . . . . . 2139--2150
Tsung-Shan Tsou and
Wei-Cheng Hsiao Likelihood inference for correlated
binary data without any information
about the joint distributions . . . . . 2151--2160
Huiming Zhu and
Chao Deng and
Yingchun Deng and
Ya Huang Optimal financing and dividend policy
with Markovian switching regimes . . . . 2161--2180
Siraj Muneer and
Javid Shabbir and
Alamgir Khalil Estimation of finite population mean in
simple random sampling and stratified
random sampling using two auxiliary
variables . . . . . . . . . . . . . . . 2181--2192
S. M. R. Alavi A generalized class of form-invariant
bivariate weighted distributions . . . . 2193--2201
Mohammad Saber FallahNezhad and
Ahmad Ahmadi Yazdi An optimization model for economic
design of sampling plans based on
conforming run length considering
outgoing quality . . . . . . . . . . . . 2202--2211
Jacek Wesolowski and
Robert Wieczorkowski An eigenproblem approach to optimal
equal-precision sample allocation in
subpopulations . . . . . . . . . . . . . 2212--2231
Edilberto Nájera and
Federico O'Reilly On fiducial generators . . . . . . . . . 2232--2248
Housila P. Singh and
Manoj K. Srivastava and
Namita Srivastava Efficient use of multi-auxiliary
information in search of good rotation
patterns in successive sampling . . . . 2249--2269
Leili Hassani Oskouei and
Parisa Hasanalipour and
Hossein Jabbari Khamnei and
Kavoos Khorshidian The beta skew-generalized normal
distribution . . . . . . . . . . . . . . 2270--2276
Nathan Bennett and
Srikanth K. Iyer and
S. Rao Jammalamadaka Analysis of Gamma and Weibull lifetime
data under a general censoring scheme
and in the presence of covariates . . . 2277--2289
N. K. Mandal Block designs robust against the
presence of positional effects . . . . . 2290--2298
S. Balamurali and
M. Usha Designing of variables quick switching
sampling system by considering process
loss functions . . . . . . . . . . . . . 2299--2314
Weiyong Ding and
Jiaxin Yang and
Xiaoliang Ling On the skewness of extreme order
statistics from heterogeneous samples 2315--2331
Veronika Gontscharuk and
Helmut Finner Asymptotics of goodness-of-fit tests
based on minimum $p$-value statistics 2332--2342
Anil Gaur A class of $k$-sample distribution-free
tests for location against ordered
alternatives . . . . . . . . . . . . . . 2343--2353
Xijun Liu and
Changjun Yu and
Qingwu Gao Precise large deviations of aggregate
claim amount in a dependent renewal risk
model . . . . . . . . . . . . . . . . . 2354--2363
Nripes Kumar Mandal Measures of non orthogonality in block
designs . . . . . . . . . . . . . . . . 2364--2369
S. Sengupta On the comparison of Warner's and
unrelated question randomized response
plans for estimating sensitive finite
population proportions . . . . . . . . . 2370--2374
Junke Kou and
Youming Liu Non parametric regression estimations
over $ L^p $ risk based on biased data 2375--2395
B. L. S. Prakasa Rao Wavelet estimation for derivative of a
density in a GARCH-type model . . . . . 2396--2410
Lalmohan Bhar and
Sankalpa Ojha Influence measures in blocked designs of
experiments with correlated errors . . . 2411--2434
Stylianos Georgiadis First hitting probabilities for
semi-Markov chains and estimation . . . 2435--2446
Yoonsuh Jung Shrinkage estimation of proportion via
logit penalty . . . . . . . . . . . . . 2447--2453
Salim Bouzebda and
Sultana Didi Additive regression model for stationary
and ergodic continuous time processes 2454--2493
Weiguo Yang and
Daying Zhu and
Rong Gao Almost everywhere convergence for
sequences of pairwise NQD random
variables . . . . . . . . . . . . . . . 2494--2505
M. Kiani The augmentation of existing data for
improving the path of steepest ascent 2506--2518
Dingjun Yao and
Rongming Wang and
Lin Xu Optimal impulse control for dividend and
capital injection with proportional
reinsurance and exponential premium
principle . . . . . . . . . . . . . . . 2519--2541
Yanyan Li and
Damaraju Raghavarao and
Inna Chervoneva Extensions of $D$-optimal minimal
designs for symmetric mixture models . . 2542--2558
Ke-Ang Fu and
Jie Li Tail behavior for the sum of two
correlated classes of discounted
aggregate claims in a time-dependent
risk model . . . . . . . . . . . . . . . 2559--2570
Rovshan Aliyev On a stochastic process with a
heavy-tailed distributed component
describing inventory model type of $ (s,
S) $ . . . . . . . . . . . . . . . . . . 2571--2579
Zhen Yan and
Junjian Zhang Adjusted empirical likelihood for value
at risk and expected shortfall . . . . . 2580--2591
Qunying Wu Almost sure central limit theorem for
self-normalized products of partial sums
of negatively associated sequences . . . 2593--2606
Tanveer A. Tarray and
Housila P. Singh A stratified randomized response model
for sensitive characteristics using the
negative hypergeometric distribution . . 2607--2629
Housila P. Singh and
Surya Kant Pal and
Ramkrishna S. Solanki A new class of estimators of finite
population mean in sample surveys . . . 2630--2637
Tanveer A. Tarray and
Housila P. Singh An optional randomized response model
for estimating a rare sensitive
attribute using Poisson distribution . . 2638--2654
Muhamamd Yousaf Shad and
Ijaz Husain Trade-off between cost and variance for
a multi-objective compromise allocation
in stratified random sampling . . . . . 2655--2666
N. David Yanez and
Ibrahim Aljasser and
Mose Andre and
Chengcheng Hu and
Michal Juraska and
Thomas Lumley Assessing the impact of measurement
error in modeling change in the absence
of auxiliary data . . . . . . . . . . . 2667--2680
Xu Chen and
Wang Qi The parametric hypothesis test of
multiple uniform populations . . . . . . 2681--2685
Idir Arab and
Abdelnasser Dahmani Kiefer--Wolfowitz algorithm under
quasi-associated random errors . . . . . 2686--2695
Trinh Hoai Nam and
Tien-Chung Hu and
Andrei Volodin Maximal inequalities and strong law of
large numbers for sequences of
$m$-asymptotically almost negatively
associated random variables . . . . . . 2696--2707
Santanu Dutta and
Koushik Saha Pointwise and uniform convergence of
multivariate kernel density estimators
using random bandwidths . . . . . . . . 2708--2723
Tian-Fang Zhang and
Jian-Feng Yang and
Zhi-Ming Li and
Run-Chu Zhang Construction of regular $ 2^n 4^1 $
designs with general minimum lower-order
confounding . . . . . . . . . . . . . . 2724--2735
Shubhabrata Das On generalized geometric distributions
and improved estimation of batting
average in cricket . . . . . . . . . . . 2736--2750
Luke Smallman and
Andreas Artemiou A study on imbalance support vector
machine algorithms for sufficient
dimension reduction . . . . . . . . . . 2751--2763
S. A. Alawadhi and
F. A. Alawadhi Spatial-temporal interpolation of non
methane hydrocarbon levels in Kuwait . . 2764--2779
Sumith Gunasekera Bayesian inference for a common scale
parameter of several Pareto populations 2780--2800
Yan Zhou and
Liya Fu and
Baoxue Zhang Two non parametric methods for
change-point detection in distribution 2801--2815
S. Minimol On generalized dynamic cumulative past
entropy measure . . . . . . . . . . . . 2816--2822
Roy T. Sabo and
Ghalib Bello Optimal and lead-in adaptive allocation
for binary outcomes: a comparison of
Bayesian methods . . . . . . . . . . . . 2823--2836
Yuan Lin Zhang and
Guan Jun Wang An optimal age-replacement policy for a
simple repairable system with delayed
repair . . . . . . . . . . . . . . . . . 2837--2850
Xu Chen and
Chang Guisong Exact distribution of the convolution of
negative binomial random variables . . . 2851--2856
M. Mirali and
S. Baratpour and
V. Fakoor On weighted cumulative residual entropy 2857--2869
Tanveer A. Tarray and
Housila P. Singh An adept-stratified Kuk's randomized
response model using Neyman allocation 2870--2881
Dale Bowman and
E. Olusegun George Likelihood estimation for exchangeable
multinomial data . . . . . . . . . . . . 2882--2892
Sadegh Rezaei and
Behnam Bahrami Sadr and
Morad Alizadeh and
Saralees Nadarajah Topp--Leone generated family of
distributions: Properties and
applications . . . . . . . . . . . . . . 2893--2909
Javid Shabbir and
Sat Gupta On generalized exponential chain ratio
estimators under stratified two-phase
random sampling . . . . . . . . . . . . 2910--2920
Pawe\l Marcin Kozyra and
Tomasz Rychlik Sharp bounds on the expectations of
$L$-statistics expressed in the Gini
mean difference units . . . . . . . . . 2921--2941
Antonello D'Ambra Cumulative correspondence analysis using
orthogonal polynomials . . . . . . . . . 2942--2954
Jaffer Hussain and
S. Balamurali and
Muhammad Aslam and
Chi-Hyuck Jun SkSP-R sampling plan based on process
capability index . . . . . . . . . . . . 2955--2966
Chaohui Guo and
Hu Yang and
Jing Lv Robust variable selection for
generalized linear models with a
diverging number of parameters . . . . . 2967--2981
Jibo Wu Quasi-minimax estimation in the partial
linear model . . . . . . . . . . . . . . 2982--2989
Jolanta Pielaszkiewicz and
Dietrich Von Rosen and
Martin Singull On $ \mathbb {E}[\prod_{i = 0}^k {\rm
Tr} \{ W^{m_i} \}] $, where $ \sim
\mathcal {W}_p(I, n) $ . . . . . . . . . 2990--3005
Salah Khardani and
Anne Françoise Yao Non linear parametric mode regression 3006--3024
Farnoosh Ashoori and
Malihe Ebrahimpour and
Abolghasem Bozorgnia Modeling of maximum precipitation using
maximal generalized extreme value
distribution . . . . . . . . . . . . . . 3025--3033
Ming Ha Lee and
Michael B. C. Khoo Optimal designs of multivariate
synthetic $ |S| $ control chart based on
median run length . . . . . . . . . . . 3034--3053
Ernesto J. Veres-Ferrer and
Jose M. Pavía Properties of the elasticity of a
continuous random variable. A special
look at its behavior and speed of change 3054--3069
Fatima Batool and
Javid Shabbir and
Zawar Hussain On the estimation of a sensitive
quantitative mean using blank cards . . 3070--3079
Adriano K. Suzuki and
Gladys D. C. Barriga and
Francisco Louzada and
Vicente G. Cancho A general long-term aging model with
different underlying activation
mechanisms: Modeling, Bayesian
estimation, and case influence
diagnostics . . . . . . . . . . . . . . 3080--3098
Budi Pratikno and
Shahjahan Khan Testing equality of two intercepts for
the parallel regression model with non
sample prior information . . . . . . . . 3099--3110
Ying-Ju Chen and
Wei Ning and
Arjun K. Gupta Jackknife empirical likelihood test for
mean residual life functions . . . . . . 3111--3122
Haifeng Xu MSE performance and minimax regret
significance points for a HPT estimator
under a multivariate $t$ error
distribution . . . . . . . . . . . . . . 3123--3134
Chanchal Kundu On weighted measure of inaccuracy for
doubly truncated random variables . . . 3135--3147
Robert G. Staudte Inference for quantile measures of
kurtosis, peakedness, and tail weight 3148--3163
Mustafa Nadar and
Elif Erçelik Local convergency rate of MSE in density
estimation using the second-order
modulus of smoothness . . . . . . . . . 3164--3173
Robert M. Mnatsakanov Recovery of functions from transformed
moments: a unified approach . . . . . . 3174--3185
T. Imada Successive comparisons between ordered
normal means using isotonic regression
estimators . . . . . . . . . . . . . . . 3186--3199
Jafar Ahmadi and
Elham Mirfarah and
Ahmad Parsian Comparison of preliminary test
estimators based on generalized order
statistics from proportional hazard
family using Pitman measure of closeness 3200--3216
Morteza Amini and
Nader Nematollahi Estimation of the parameter of a
dynamically selected population for two
subclasses of the exponential family . . 3217--3234
Ke-Ang Fu and
Xinmei Shen Moderate deviations for sums of
dependent claims in a size-dependent
renewal risk model . . . . . . . . . . . 3235--3243
Zujun Ou and
Hong Qin and
Kashinath Chatterjee Some new lower bounds to various
discrepancies on combined designs . . . 3244--3254
Chien-Chia Liäm Huang and
Yow-Jen Jou and
Hsun-Jung Cho VIF-based adaptive matrix perturbation
method for heteroskedasticity-robust
covariance estimators in the presence of
multicollinearity . . . . . . . . . . . 3255--3263
Z. Ghayour Moradi and
M. Arashi and
O. Arslan and
Anis Iranmanesh A new family of multivariate slash
distributions . . . . . . . . . . . . . 3264--3275
Junfeng Liu and
Donglei Tang and
Yuquan Cang Variations and estimators for
self-similarity parameter of
sub-fractional Brownian motion via
Malliavin calculus . . . . . . . . . . . 3276--3289
Alan Huang and
Paul J. Rathouz Orthogonality of the mean and error
distribution in generalized linear
models . . . . . . . . . . . . . . . . . 3290--3296
Yiping Yang and
Lifang Chen and
Peixin Zhao Empirical likelihood inference in
partially linear single-index models
with endogenous covariates . . . . . . . 3297--3307
Liwen Xu Parametric bootstrap inferences for the
growth curve models with intraclass
correlation structure . . . . . . . . . 3308--3320
Dong Xia Variable selection of linear programming
discriminant estimator . . . . . . . . . 3321--3341
William F. Scott and
Sheng Lu and
Cheuk Ngai Lo Orthogonal polynomials, repeated
measures, and SPSS . . . . . . . . . . . 3342--3364
Sergio Alvarez-Andrade and
Salim Bouzebda and
Aimé Lachal Some asymptotic results for the
integrated empirical process with
applications to statistical tests . . . 3365--3392
A. Saadatmand and
A. R. Nematollahi and
S. M. Sadooghi-Alvandi On the estimation of missing values in
AR(1) model with exponential innovations 3393--3400
A. Parvardeh and
N. Balakrishnan and
Azam Arshadipour Conditional residual lifetimes of
coherent systems under double monitoring 3401--3410
Y. Tu Efficient estimation of non parametric
simultaneous equations models . . . . . 3411--3416
André Beauducel and
Norbert Hilger The determinacy of the regression factor
score predictor based on continuous
parameter estimates from categorical
variables . . . . . . . . . . . . . . . 3417--3425
Kuo-Chin Lin and
Yi-Ju Chen Assessment of modeling longitudinal
binary data based on graphical methods 3426--3437
C. Tenreiro A weighted least-squares
cross-validation bandwidth selector for
kernel density estimation . . . . . . . 3438--3458
Shouquan Chen and
Lingling Du Asymptotic expansions of density of
normalized extremes from logarithmic
general error distribution . . . . . . . 3459--3478
S. K. Ashour and
O. E. Abo-Kasem Statistical inference for two
exponential populations under joint
progressive Type-I censored scheme . . . 3479--3488
Changyong Feng and
Hongyue Wang and
Yun Zhang and
Yu Han and
Yuefeng Liang and
Xin M. Tu On testing proportionality in the Cox
regression model by Andersen's plot . . 3489--3500
G. N. Singh and
M. Khetan and
S. Maurya On the use of multi-auxiliary variables
to neutralize the effect of non response
in two-occasion successive sampling . . 3501--3519
N. Ch. Bhatra Charyulu and
Sk. Ameen Saheb Note on reduction of dimensionality for
second-order response surface design
model . . . . . . . . . . . . . . . . . 3520--3525
Masashi Hyodo and
Takahiro Nishiyama A one-sample location test based on
weighted averaging of two test
statistics when the dimension and the
sample size are large . . . . . . . . . 3526--3541
Amin Ghalamfarsa Mostofi and
Mahmood Kharrati-Kopaei Ratio- and difference-type estimators
for estimating finite population
variance . . . . . . . . . . . . . . . . 3542--3555
Philippe Castagliola and
Pedro Carlos Oprime and
Michael B. C. Khoo The double sampling $ S^2 $ chart with
estimated process variance . . . . . . . 3556--3573
Shuxia Zhang and
Gejun Bao and
Boping Tian and
Yijun Li Semiparametric test for multiple
change-points based on empirical
likelihood . . . . . . . . . . . . . . . 3574--3585
Feng Hu The modulus of continuity theorem for
$G$-Brownian motion . . . . . . . . . . 3586--3598
Pingyan Chen and
Ningning Kong and
Soo Hak Sung Complete convergence for weighted sums
of i.i.d. random variables with
applications in regression estimation
and EV model . . . . . . . . . . . . . . 3599--3613
Changyong Feng and
Hongyue Wang and
Yun Zhang and
Yu Han and
Yuefeng Liang and
Xin M. Tu Generalized definition of the geometric
mean of a non negative random variable 3614--3620
Qingzhu Lei and
Yongsong Qin Empirical Bayes estimation in continuous
one-parameter exponential families under
associated samples . . . . . . . . . . . 3621--3630
Hang Keun Ryu and
Daniel J. Slottje Income inequality versus utility
inequality . . . . . . . . . . . . . . . 3631--3640
Abbas Mahdavi and
Malek Fathizadeh and
Ahad Jamalizadeh On the bivariate weighted exponential
distribution based on the generalized
exponential distribution . . . . . . . . 3641--3648
Bahareh Afhami and
Mohsen Madadi Entropy-based goodness-of-fit tests for
the Pareto I distribution . . . . . . . 3649--3666
Qunying Wu An extension of almost sure central
limit theorem for the maximum of
stationary Gaussian random fields . . . 3667--3675
Yukio Yanagisawa Tests for compound periodicities and
estimating a non linear function . . . . 3676--3689
Jay H. Beder and
Margaret Ann McComack A note on the minimum size of an
orthogonal array . . . . . . . . . . . . 3690--3697
Chathuri L. Jayasinghe and
Panlop Zeephongsekul Non parametric hypothesis tests for
comparing reliability functions . . . . 3698--3717
Johan Lim and
Sungim Lee Testing the effect of treatment on
survival time with an immediate
intermediate event . . . . . . . . . . . 3718--3727
B. N. Mandal and
V. K. Gupta and
Rajender Parsad Balanced treatment incomplete block
designs through integer programming . . 3728--3737
M. Rauf Ahmad Testing homogeneity of several
covariance matrices and multi-sample
sphericity for high-dimensional data
under non-normality . . . . . . . . . . 3738--3753
David D. Hanagal and
Susmita M. Bhambure Modeling Australian twin data using
shared positive stable frailty models
based on reversed hazard rate . . . . . 3754--3771
Muhammad Aslam and
Saqlain Latif Satti and
Mitwali Abd-el Moemen and
Chi-Hyuck Jun Design of sampling plan using auxiliary
information . . . . . . . . . . . . . . 3772--3781
Tang Qingguo M-estimation for functional linear
regression . . . . . . . . . . . . . . . 3782--3800
Christophe Dutang Theoretical $L$-moments and $ T
L$-moments using combinatorial
identities and finite operators . . . . 3801--3828
M. Arashi and
Saralees Nadarajah and
Fikri Akdeniz The distribution of the Liu-type
estimator of the biasing parameter in
elliptically contoured models . . . . . 3829--3837
Haritha N. Haridas Modeling censored data using modified
lambda family . . . . . . . . . . . . . 3838--3847
Xiuqing Zhou and
Yanqin Feng and
Xiuli Du Quantile regression for interval
censored data . . . . . . . . . . . . . 3848--3863
Shuo Zhang and
Zhan-Jie Song and
Ying Li Approximation of homogeneous random
field from local averages . . . . . . . 3864--3877
Lucy Kerns Confidence bands for the logistic and
probit regression models over intervals 3878--3890
Kazuhiko Hayakawa Unit root test for short panels with
serially correlated errors . . . . . . . 3891--3900
N. Nematollahi and
A. Pagheh Estimation of the location parameter and
the average worth of the selected subset
of two parameter exponential populations
under LINEX loss function . . . . . . . 3901--3914
Hong Li and
Donald Hedeker Statistical methods for continuous
outcomes in partially clustered designs 3915--3933
Chen Li and
Xiaohu Li Some new results on allocation of
coverage limits and deductibles to
mutually independent risks . . . . . . . 3934--3948
A. Kiapour and
M. Naghizadeh Qomi Equal-tailed and shortest Bayesian
tolerance intervals based on exponential
$k$-records . . . . . . . . . . . . . . 3949--3956
Housila P. Singh and
Surya K. Pal A class of exponential-type ratio
estimators of a general parameter . . . 3957--3984
Zbigniew S. Szewczak Berry--Esséen theorem for sample
quantiles of asymptotically uncorrelated
non reversible Markov chains . . . . . . 3985--4003
Li-Fei Huang Approximated non parametric confidence
regions for the ratio of two percentiles 4004--4015
Yves Nievergelt Least-squares logistic curves with
initial conditions exist . . . . . . . . 4016--4030
Issam Dawoud and
Selahattin Kaçiranlar Evaluation of the predictive performance
of the $r$--$k$ and $r$--$d$ class
estimators . . . . . . . . . . . . . . . 4031--4050
Ujjwal Das and
Nader Ebrahimi Covariate selection for accelerated
failure time data . . . . . . . . . . . 4051--4064
Xiang Gao and
Ming Zheng Estimating the causal effects in
randomized trials for survival data with
a cure fraction and non compliance . . . 4065--4087
Andreas Kyriakoussis and
Malvina Vamvakari Heine process as a $q$-analog of the
Poisson process-waiting and interarrival
times . . . . . . . . . . . . . . . . . 4088--4102
Guangjun Shen and
Liangwen Xia and
Dongjin Zhu A strong convergence to the tempered
fractional Brownian motion . . . . . . . 4103--4118
Zohdy M. Nofal and
Ahmed Z. Afify and
Haitham M. Yousof and
Gauss M. Cordeiro The generalized transmuted-$G$ family of
distributions . . . . . . . . . . . . . 4119--4136
Likai Zhou Double-smoothed drift estimation of
jump-diffusion model . . . . . . . . . . 4137--4149
Anonymous Erratum . . . . . . . . . . . . . . . . 4150--4150
Junlong Zhao and
Xiuli Zhao Dimension reduction boosting . . . . . . 4151--4162
Amarjit Kundu and
Chanchal Kundu Bivariate extension of (dynamic)
cumulative past entropy . . . . . . . . 4163--4180
Maddalena Cavicchioli Third and fourth moments of vector
autoregressions with regime switching 4181--4194
Gauss M. Cordeiro and
Morad Alizadeh and
Rodrigo R. Pescim and
Edwin M. M. Ortega The odd log-logistic generalized
half-normal lifetime distribution:
Properties and applications . . . . . . 4195--4214
Min Yuan and
Laisheng Wei Two-sided empirical Bayes test for
location parameter in the gamma
distribution . . . . . . . . . . . . . . 4215--4225
Narayanaswamy Balakrishnan and
Hong Qin and
Kashinath Chatterjee Multivariate Bayesian $U$-type
asymmetric designs for non parametric
response surface prediction under
correlated errors . . . . . . . . . . . 4226--4239
Nripes Kumar Mandal and
Manisha Pal Optimum mixture designs in some
constrained experimental regions . . . . 4240--4249
Michiel B. De Kock and
Hans C. Eggers Bayesian variable selection with
spherically symmetric priors . . . . . . 4250--4263
Yuri A. Iriarte and
Juan M. Astorga and
Heleno Bolfarine and
Héctor W. Gómez Gamma--Maxwell distribution . . . . . . 4264--4274
Roberto Fontana Generalized minimum aberration
mixed-level orthogonal arrays: a general
approach based on sequential integer
quadratically constrained quadratic
programming . . . . . . . . . . . . . . 4275--4284
Shimin Zheng and
Eunice Mogusu and
Sreenivas P. Veeranki and
Megan Quinn and
Yan Cao The relationship between the mean,
median, and mode with grouped data . . . 4285--4295
Vahid Nekoukhou and
Hamid Bidram A new generalization of the
Weibull-geometric distribution with
bathtub failure rate . . . . . . . . . . 4296--4310
Yang Zhao and
Liugen Xue and
Sanying Feng Semiparametric estimation of the
single-index varying-coefficient model 4311--4326
Nuo Xu and
Xuan Huang and
Samuel Huang A measure of general functional
dependence between two continuous
variables . . . . . . . . . . . . . . . 4327--4352
Christian Farinetto On hypothesis tests for disk-type
intensities of spatial Poisson processes 4353--4368
Yousri Henchiri Non parametric learning approach to
estimate conditional quantiles in the
dependent functional data case . . . . . 4369--4387
Jui-Chieh Huang and
Wen-Tso Huang and
Pei-Tzu Chu and
Wen-Yi Lee and
Hsin-Ping Pai and
Chih-Chen Chuang and
Ya-Wen Wu Applying a Markov chain for the stock
pricing of a novel forecasting model . . 4388--4402
Sébastien Da Veiga and
Jean-Michel Loubes and
Maikol Solís Efficient estimation of conditional
covariance matrices for dimension
reduction . . . . . . . . . . . . . . . 4403--4424
Abdul Haq and
Manzoor Khan and
Zawar Hussain A new estimator of finite population
mean based on the dual use of the
auxiliary information . . . . . . . . . 4425--4436
Zhiwen Zhao and
Dehui Wang and
Cuixin Peng Conditional heteroscedasticity test for
Poisson autoregressive model . . . . . . 4437--4448
Zaixing Li Profile maximal likelihood estimation
for non linear mixed models with
longitudinal data . . . . . . . . . . . 4449--4463
D. K. Nagar and
M. Arashi and
S. Nadarajah Bimatrix variate gamma-beta
distributions . . . . . . . . . . . . . 4464--4483
Yongxiu Cao and
Jichang Yu Optimal generalized case-cohort sampling
design under the additive hazard model 4484--4493
Mariem Tounsi and
Raoudha Zine Wilks' factorization of the
matrix-variate Dirichlet--Riesz
distributions . . . . . . . . . . . . . 4494--4509
Qiu Dehua and
Chen Pingyan Complete and complete moment convergence
for i.i.d. random variables under
exponential moment conditions . . . . . 4510--4519
U. C. Nduka and
S. I. Iwueze and
E. C. Nwogu Fitting polynomial trend to time series
by the method of Buys-Ballot estimators 4520--4538
Rasool Roozegar Limiting behavior of randomly weighted
averages of symmetric heavy-tailed
random variables . . . . . . . . . . . . 4539--4544
Ji-Ji Xing and
Xi-Yuan Qian Bayesian expectile regression with
asymmetric normal distribution . . . . . 4545--4555
Litan Yan and
Yumiao Li and
Di Wu Approximation of the Rosenblatt process
by semimartingales . . . . . . . . . . . 4556--4578
Simon Loertscher and
Ellen V. Muir and
Peter G. Taylor A general non-central hypergeometric
distribution . . . . . . . . . . . . . . 4579--4598
Xia Yemao and
Pan Maolin Bayesian analysis for confirmatory
factor model with finite-dimensional
Dirichlet prior mixing . . . . . . . . . 4599--4619
Hui-Hui Sun Testing for heteroscedasticity of
exponential correlation mixed-effects
linear models based on $M$-estimation 4620--4630
Dewang Li Kernel estimations for multivariate
density functional with bootstrap . . . 4631--4641
Qi Zheng and
Colin Gallagher and
K. B. Kulasekera Robust adaptive Lasso for variable
selection . . . . . . . . . . . . . . . 4642--4659
Walter Díaz and
Carles M. Cuadras On a multivariate generalization of the
covariance . . . . . . . . . . . . . . . 4660--4669
Juan Kalemkerian An integral formula for the distribution
of self-normalized Gaussian random
samples . . . . . . . . . . . . . . . . 4671--4685
Yuri A. Iriarte and
F. Vilca and
Héctor Varela and
Héctor W. Gómez Slashed generalized Rayleigh
distribution . . . . . . . . . . . . . . 4686--4699
Yasaman Maleki Optimal covariance estimation of
discrete-time locally self-similar
processes in time-scale and ambiguity
domains . . . . . . . . . . . . . . . . 4700--4712
Dabuxilatu Wang and
Liang Zhang and
Qiang Xiong A non parametric CUSUM control chart
based on the Mann--Whitney statistic . . 4713--4725
Mavis Pararai and
Gayan Warahena-Liyanage and
Broderick O. Oluyede Exponentiated power Lindley--Poisson
distribution: Properties and
applications . . . . . . . . . . . . . . 4726--4755
S. K. Ashour and
M. Nassar Inference for Weibull distribution under
adaptive Type-I progressive hybrid
censored competing risks data . . . . . 4756--4773
Russell J. Bowater A formulation of the concept of
probability based on the use of
experimental devices . . . . . . . . . . 4774--4790
Chen-Yen Lin and
Susan Halabi A simple method for deriving the
confidence regions for the penalized
Cox's model via the minimand
perturbation . . . . . . . . . . . . . . 4791--4808
Chaitra H. Nagaraja Theory and methods for partitioned Gini
coefficients computed on post-stratified
data . . . . . . . . . . . . . . . . . . 4809--4823
Linyuan Li and
Yimin Xiao Wavelet-based estimation of regression
function with strong mixing errors under
fixed design . . . . . . . . . . . . . . 4824--4842
Eddy Kwessi and
Brice M. Nguelifack Signed-rank analysis of a partial linear
model with B-splines estimated monotone
non parametric function . . . . . . . . 4843--4854
Hammou El Barmi and
Rongning Wu On estimation of peakedness-ordered
distributions . . . . . . . . . . . . . 4855--4869
A. R. Shafay Bayesian estimation and prediction based
on generalized Type-I hybrid censored
sample . . . . . . . . . . . . . . . . . 4870--4887
Xingwu Zhou and
Martin Solberger An LM-type test for idiosyncratic unit
roots in the exact factor model with
integrated factors . . . . . . . . . . . 4888--4914
Tatiana Komarova Extremum sieve estimation in
$k$-out-of-$n$ systems . . . . . . . . . 4915--4931
Nidhi and
B. V. S. Sisodia and
Subedar Singh and
Sanjay K. Singh Calibration approach estimation of the
mean in stratified sampling and
stratified double sampling . . . . . . . 4932--4942
Woo Dong Lee and
Sang Gil Kang and
Yongku Kim Objective Bayesian inference for the
ratio of the scale parameters of two
Weibull distributions . . . . . . . . . 4943--4956
Selahattin Kaçiranlar and
Issam Dawoud Comment on a generalized stochastic
restricted ridge regression estimator 4957--4960
Yun-Cheng Tsai and
Yuh-Dauh Lyuu A new robust Kalman filter for filtering
the microstructure noise . . . . . . . . 4961--4976
Sherzod B. Akhundjanov and
Francis G. Pascual Exponentially weighted moving average
charts for correlated multivariate
Poisson processes . . . . . . . . . . . 4977--5000
A. Asgharzadeh and
S. Nadarajah and
F. Sharafi Generalized inverse Lindley distribution
with application to Danish fire
insurance data . . . . . . . . . . . . . 5001--5021
Dongliang Wang and
Alan D. Hutson A weighted Harrell--Davis distance test
with applications to censored data . . . 5022--5034
Muhammad Shafiq and
Reinhard Viertl On the estimation of parameters,
survival functions, and hazard rates
based on fuzzy life time data . . . . . 5035--5055
Yiying Zhang and
Peng Zhao On the maxima of heterogeneous gamma
variables . . . . . . . . . . . . . . . 5056--5071
Jiyang Tan and
Yuhui Ma and
Hanjun Zhang and
Ziqiang Li and
Xiangqun Yang Optimal control strategies for dividend
payments and capital injections in
compound Markov binomial risk model with
penalties for deficits . . . . . . . . . 5072--5092
Xinghui Wang and
Shuhe Hu The strong consistency of $M$-estimates
in linear models with extended
negatively dependent errors . . . . . . 5093--5108
Katharina Tschumitschew and
Frank Klawonn Effects of drift and noise on the
optimal sliding window size for data
stream regression models . . . . . . . . 5109--5132
Emanuela Dreassi and
Emilia Rocco A Bayesian semiparametric model for non
negative semicontinuous data . . . . . . 5133--5146
Wei Xiong and
Maozai Tian and
Man-Lai Tang Randomized quantile regression
estimation for heteroskedastic non
parametric model . . . . . . . . . . . . 5147--5179
Jooyong Shim and
Kyungha Seok and
Changha Hwang Monotone support vector quantile
regression . . . . . . . . . . . . . . . 5180--5193
Thomas Parker Finite-sample distributions of the Wald,
likelihood ratio, and Lagrange
multiplier test statistics in the
classical linear model . . . . . . . . . 5195--5202
Ali Sayyad and
Seyed Taghi Akhavan Niaki and
Behrouz Afshar-Najafi A non parametric approach to monitor
simple linear profiles in phases I and
II . . . . . . . . . . . . . . . . . . . 5203--5222
M. Magdalena Lucini and
Alejandro C. Frery Comments on ``Detecting Outliers in
Gamma Distribution'' by M. Jabbari
Nooghabi et al. (2010) . . . . . . . . . 5223--5227
Saeed Adibfar and
Mohammad Saber Fallah Nezhad and
Roya Jafari Optimal acceptance sampling policy
considering Bayesian risks . . . . . . . 5228--5237
Kristi Morin and
John L. Davis Cross-validation: What is it and how is
it used in regression? . . . . . . . . . 5238--5251
Shaun Bender and
Daniel F. Heitjan Ignorability conditions for frequentist
non parametric analysis of conditional
distributions with incomplete data . . . 5252--5264
Z.-Z. Wang Some limit theorems of delayed sums for
rowwise conditionally independent
stochastic arrays . . . . . . . . . . . 5265--5272
Asok K. Nanda and
Nil Kamal Hazra and
D. K. Al-Mutairi and
M. E. Ghitany On some generalized ageing orderings . . 5273--5291
Kun Fan and
Yang Shen and
Tak Kuen Siu and
Rongming Wang An FFT approach for option pricing under
a regime-switching stochastic interest
rate model . . . . . . . . . . . . . . . 5292--5310
José María Sarabia and
Vanesa Jordá and
Carmen Trueba The Lamé class of Lorenz curves . . . . . 5311--5326
David J. Mauler and
James B. McDonald and
Logan C. Tatham Partially adaptive quantile estimators 5327--5341
Zean Li and
Weihua Zhao and
Riquan Zhang and
Jicai Liu Robust estimation for partially linear
single-index model . . . . . . . . . . . 5342--5356
Etebong P. Clement and
Ekaette I. Enang On the efficiency of ratio estimator
over the regression estimator . . . . . 5357--5367
Shengjun Gan and
Yuqin Sun and
Yongge Tian Equivalence of predictors under real and
over-parameterized linear models . . . . 5368--5383
N. Unnikrishnan Nair and
P. G. Sankaran and
Nidhi P. Ramesh Some properties of discrete
bathtub-shaped distributions . . . . . . 5384--5393
Muhammad Shuaib Khan and
Robert King and
Irene Lena Hudson Transmuted Weibull distribution:
Properties and estimation . . . . . . . 5394--5418
Joleen Beltrami Weibull lagged effect step-stress model
with competing risks . . . . . . . . . . 5419--5442
Dawei Lu and
Xiaomeng Qi Precise large deviations for $ \phi
$-mixing and UND random variables with
long-tailed distributions . . . . . . . 5443--5452
E. Gómez-Déniz and
M. E. Ghitany and
Ramesh C. Gupta A bivariate generalized geometric
distribution with applications . . . . . 5453--5465
Housila P. Singh and
Surya K. Pal Search of good rotation patterns using
exponential method of estimation in
two-occasion successive sampling . . . . 5466--5486
Ché L. Smith and
Lloyd J. Edwards A test of separate hypotheses for
comparing linear mixed models with non
nested fixed effects . . . . . . . . . . 5487--5500
Yuh-Jenn Wu and
Wei-Quan Fang Consistent estimation approach to
tackling collinearity and Berkson-type
measurement error in linear regression
using adjusted Wald-type estimator . . . 5501--5516
Bo Zhao and
Joseph Glaz Scan statistics for detecting a local
change in variance for two-dimensional
normal data . . . . . . . . . . . . . . 5517--5530
Priyanka Aggarwal and
Ashok K. Bansal Bayes prediction of Poisson regression
superpopulation mean with a non gamma
prior . . . . . . . . . . . . . . . . . 5531--5543
Rahim Chinipardaz and
Behzad Falahifard and
Mohammad Reza Akhoond The discrepancy of $P$-values and
posterior probability: Two-sided
hypothesis of variance of normal
distribution with unknown mean . . . . . 5544--5555
Henrik Nyman and
Johan Pensar and
Jukka Corander Stratified Gaussian graphical models . . 5556--5578
Liwen Xu and
Maozai Tian Parametric bootstrap inferences for
panel data models . . . . . . . . . . . 5579--5594
Mohsen Rezapour Progressively Type-II censored
conditionally $N$-ordered statistics
from a unified elliptically contoured
copula . . . . . . . . . . . . . . . . . 5595--5611
Wen-Jang Huang and
Nan-Cheng Su A study of generalized normal
distributions . . . . . . . . . . . . . 5612--5632
Nabila Aiane and
Abdelnasser Dahmani Consistency of the Tikhonov's
regularization in an ill-posed problem
with $ \alpha $-mixing random data . . . 5633--5642
Christophe Chesneau and
Fabien Navarro On the pointwise mean squared error of a
multidimensional term-by-term
thresholding wavelet estimator . . . . . 5643--5655
Manas Ranjan Tripathy and
Somesh Kumar and
Adarsha Kumar Jena Estimating quantiles of several normal
populations with a common mean . . . . . 5656--5671
Konstantinos C. Fragkos and
Michail Tsagris and
Christos C. Frangos Exploring the distribution for the
estimator of Rosenthal's `fail-safe'
number of unpublished studies in
meta-analysis . . . . . . . . . . . . . 5672--5684
Gauss M. Cordeiro and
Morad Alizadeh and
Thiago G. Ramires and
Edwin M. M. Ortega The generalized odd half-Cauchy family
of distributions: Properties and
applications . . . . . . . . . . . . . . 5685--5705
Suchismita Das On weighted generalized entropy . . . . 5707--5727
Johannes Ledolter and
Franklin Dexter On the reciprocity of connections in
weighted and unweighted networks . . . . 5728--5737
F. Razie and
E. Bahrami Samani and
M. Ganjali Latent variable model for mixed
correlated power series and ordinal
longitudinal responses with non
ignorable missing values . . . . . . . . 5738--5753
Issam Dawoud and
Selahattin Kaçiranlar An optimal $k$ of $k$-th MA-ARIMA models
under a class of ARIMA model . . . . . . 5754--5765
S. Abedin Daryabari and
S. Mohammad Hashemian and
Ali Keyvandarian and
Shekary A. Maryam The effects of measurement error on the
MAX EWMAMS control chart . . . . . . . . 5766--5778
S. H. Lin and
R. S. Wang Discussion on the common threshold of
several exponential distributions with
different rates . . . . . . . . . . . . 5779--5794
R. van Zyl and
A. J. van der Merwe A Bayesian control chart for a common
coefficient of variation . . . . . . . . 5795--5811
David D. Hanagal and
Susmita M. Bhambure Shared gamma frailty models based on
reversed hazard rate for modeling
Australian twin data . . . . . . . . . . 5812--5826
Chaobing He Bayesian multiple change-point
estimation for exponential distribution
with truncated and censored data . . . . 5827--5839
Megdouda Ourbih-Tari and
Mahdia Azzal Survival function estimation with non
parametric adaptive refined descriptive
sampling algorithm: a case study . . . . 5840--5850
Bu Hyoung Lee and
William W. S. Wei The use of temporally aggregated data on
detecting a mean change of a time series
process . . . . . . . . . . . . . . . . 5851--5871
Yongku Kim and
Woo Dong Lee and
Sang Gil Kang and
Dal Ho Kim Objective Bayesian hypothesis testing in
regression models with first-order
autoregressive residuals . . . . . . . . 5872--5887
Yanfang Zhang and
Fengyang Cheng Asymptotic tail behavior of a random sum
with conditionally dependent
subexponential summands . . . . . . . . 5888--5895
Miodrag S. Djordjevi\'c An extension on \em INAR models with
discrete Laplace marginal distributions 5896--5913
Ming Ha Lee and
Michael B. C. Khoo Synthetic double sampling $s$ chart . . 5914--5931
Andrei N. Frolov On Esséen type inequalities for
combinatorial random sums . . . . . . . 5932--5940
Karima Lagha and
Smail Adjabi Non parametric sequential estimation of
the probability density function by
orthogonal series . . . . . . . . . . . 5941--5955
Saralees Nadarajah and
Stephen Chan and
Emmanuel Afuecheta Tabulations for value at risk and
expected shortfall . . . . . . . . . . . 5956--5984
Weijia Zhang and
Po Yang Optimal investment and consumption with
unknown parameters . . . . . . . . . . . 5985--5993
Guglielmo D'Amico and
Filippo Petroni and
Flavio Prattico On the limit distribution of a
second-order semi-Markov chain in state
and duration . . . . . . . . . . . . . . 5994--5999
Jong-Il Baek and
Si-Li Niu Estimation of conditional mode with
truncated, censored, and dependent data 6000--6016
Gabriela Ciuperca Estimation in a change-point non linear
quantile model . . . . . . . . . . . . . 6017--6034
Alessandro Chiancone and
Stéphane Girard and
Jocelyn Chanussot Collaborative sliced inverse regression 6035--6053
S. Rezaei and
A. K. Marvasty and
S. Nadarajah and
M. Alizadeh A new exponentiated class of
distributions: Properties and
applications . . . . . . . . . . . . . . 6054--6073
Feng Liu and
Xiangyong Tan and
Sitong Guo and
Xinmei Kang Testing for serial correlation in linear
model with validation data . . . . . . . 6074--6084
M. Akahira and
N. Ohyauchi Second-order asymptotic loss of the MLE
of a truncation parameter for a
truncated exponential family of
distributions . . . . . . . . . . . . . 6085--6097
Maryam Sharafi and
Zahra Sajjadnia and
Javad Behboodian A new generalization of
alpha-skew-normal distribution . . . . . 6098--6111
James R. Schott Some tests for the allometric extension
model in regression . . . . . . . . . . 6112--6118
Corey Peltier ``What If'' analysis: Benefits of
utilizing a ``What If'' analysis in
Excel . . . . . . . . . . . . . . . . . 6119--6129
Christopher S. Withers and
Saralees Nadarajah Orthogonal polynomials generated by
random vectors . . . . . . . . . . . . . 6130--6136
Yang Aijun and
Jiang Xuejun and
Xiang Liming and
Lin Jinguan Sparse Bayesian variable selection in
multinomial probit regression model with
application to high-dimensional data
classification . . . . . . . . . . . . . 6137--6150
Liang Wang Reliability inference for a general
lower-truncated family of distributions
under records . . . . . . . . . . . . . 6151--6173
Bin Liu and
Yimin Shi and
Jing Cai and
Ruibing Wang Reliability analysis of masked data in
adaptive step-stress partially
accelerated lifetime tests with
progressive removal . . . . . . . . . . 6174--6191
Cheikh Tidiane Seck and
Joseph Ngatchou-Wandji and
Gane Samb Lô Asymptotic inference in poverty indices:
an empirical processes approach . . . . 6192--6212
Anindita Datta and
Seema Jaggi and
Eldho Varghese and
Cini Varghese Generalized confounded row--column
designs . . . . . . . . . . . . . . . . 6213--6221
M. Ahsanullah and
M. E. Ghitany and
D. K. Al-Mutairi Characterization of Lindley distribution
by truncated moments . . . . . . . . . . 6222--6227
Xuejun Jiang and
Tian Xia and
Xueren Wang Asymptotic properties of maximum
quasi-likelihood estimator in
quasi-likelihood non linear models with
stochastic regression . . . . . . . . . 6229--6239
Neveka M. Olmos and
Guillermo Martínez-Flórez and
Heleno Bolfarine Bimodal Birnbaum--Saunders distribution
with applications to non negative
measurements . . . . . . . . . . . . . . 6240--6257
B. N. Mandal and
Sukanta Dash On balanced incomplete Latin square
designs . . . . . . . . . . . . . . . . 6258--6263
Mostafa M. Mohie El-Din and
Mohamed S. Kotb and
Ehab F. Abd-Elfattah and
Haidy A. Newer Bayesian inference and prediction of the
Pareto distribution based on ordered
ranked set sampling . . . . . . . . . . 6264--6279
Mei Yao and
Jiang-Feng Wang and
Lu Lin Asymptotic normality for a non
parametric estimator of conditional
quantile with left-truncated data . . . 6280--6292
Félix Almendra-Arao and
David Sotres-Ramos and
Magin Zuñiga-Estrada Extending the Barnard's test to
non-inferiority . . . . . . . . . . . . 6293--6302
Li Wang and
Xingzhong Xu Consistent variable selection via the
optimal discovery procedure in multiple
testing . . . . . . . . . . . . . . . . 6303--6322
Jianglin Fang and
Wanrong Liu and
Xuewen Lu Two-sample high-dimensional empirical
likelihood . . . . . . . . . . . . . . . 6323--6335
Ji Hwan Cha and
F. G. Badía Prediction of the residual failure
processes based on the process history 6336--6357
Dezhao Han and
Ken Seng Tan and
Chengguo Weng Vine copula models with GLM and sparsity 6358--6381
E. Salehi and
S. S. Hashemi-Bosra The mean general residual lifetime of $
(n - k + 1)$-out-of-$n$ systems with
exchangeable components . . . . . . . . 6382--6400
Fei Yan and
Chongqi Zhang and
Heng Peng Optimal designs for additive mixture
model with heteroscedastic errors . . . 6401--6411
M. Arashi and
S. Nadarajah Generalized elliptical distributions . . 6412--6432
Ping Li and
Xiaoliang Ling and
Weiyong Ding Stochastic properties of the mixed
accelerated hazard models . . . . . . . 6433--6445
Roman Salmeron and
Catalina Garcia and
Jose Garcia and
Maria del Mar Lopez The raise estimator estimation,
inference, and properties . . . . . . . 6446--6462
Patrick Richard Heteroskedasticity-robust tests with
minimum size distortion . . . . . . . . 6463--6477
Ajeet Kumar Singh and
Priyanka Singh and
V. K. Singh Model-based study of families of
exponential-type estimators in presence
of non response . . . . . . . . . . . . 6478--6490
Zhengyuan Wei and
Juan Li and
Xiaoyang Zheng A probabilistic approach to Wallis'
formula . . . . . . . . . . . . . . . . 6491--6496
Jing Cai and
Yimin Shi and
Bin Liu Analysis of incomplete data in the
presence of dependent competing risks
from Marshall--Olkin bivariate Weibull
distribution under progressive hybrid
censoring . . . . . . . . . . . . . . . 6497--6511
Félix Belzunce and
Carolina Martínez-Riquelme On sufficient conditions for the
comparison of some quantile-based
measures . . . . . . . . . . . . . . . . 6512--6527
C. E. G. Otiniano and
C. R. Gonçalves and
C. C. Y. Dorea Mixture of extreme-value distributions:
identifiability and estimation . . . . . 6528--6542
Abbas Mahdavi and
Debasis Kundu A new method for generating
distributions with an application to
exponential distribution . . . . . . . . 6543--6557
Huilan Liu and
Hu Yang Penalized composite quantile estimation
for censored regression model with a
diverging number of parameters . . . . . 6558--6578
B. B. Khare and
P. S. Jha Classes of estimators for population
mean using auxiliary variable in
stratified population in the presence of
non response . . . . . . . . . . . . . . 6579--6589
Jan Bulla and
Christophe Chesneau and
Maher Kachour A bivariate first-order signed
integer-valued autoregressive process 6590--6604
Gabriele Fiorentini and
Christophe Planas and
Alessandro Rossi Marginal distribution of
Markov-switching VAR processes . . . . . 6605--6623
Mohammad Saber Fallah Nezhad and
Sina Seifi Designing optimal double-sampling plan
based on process capability index . . . 6624--6634
Jin-Jian Hsieh and
Zih-Jyun Li Estimation and test of conditional
Kendall's Tau under bivariate
left-truncation data . . . . . . . . . . 6635--6644
Ai-Chun Chen and
Takeshi Emura A modified Liu-type estimator with an
intercept term under mixture experiments 6645--6667
Muni S. Srivastava and
Martin Singull Test for the mean matrix in a Growth
Curve model for high dimensions . . . . 6668--6683
Jing Xu and
Jun Ma Fitting finite mixture models using
iterative Monte Carlo classification . . 6684--6693
Nabila Aiane and
Abdelnasser Dahmani On the rate of convergence of the
Robbins--Monro's algorithm in a linear
stochastic ill-posed problem with $
\alpha $-mixing data . . . . . . . . . . 6694--6703
Victor M. Guerrero and
Alejandro Islas-Camargo and
L. Leticia Ramirez-Ramirez Trend estimation of multivariate time
series with controlled smoothness . . . 6704--6726
Mahmut Kara and
Halil Aydogdu and
Birdal Senoglu Statistical inference for $ \alpha
$-series process with gamma distribution 6727--6736
Bruce Barrett A note on exact calculation of the non
central hypergeometric distribution . . 6737--6741
Ying Lou and
Jing Cao and
Song Zhang and
Chul Ahn Sample size estimation for a two-group
comparison of repeated count outcomes
using GEE . . . . . . . . . . . . . . . 6743--6753
A. E. Monsalve-Cobis and
W. González-Manteiga and
W. Stute The statistical impact of inflation on
interest rates . . . . . . . . . . . . . 6754--6763
Lulu Zheng and
Yang Ding and
Xuejun Wang Asymptotic normality for the estimator
of non parametric regression model under
$ \varphi $-mixing errors . . . . . . . 6764--6773
Jake Olivier and
Warren L. May and
Melanie L. Bell Relative effect sizes for measures of
risk . . . . . . . . . . . . . . . . . . 6774--6781
V. S. S. Yadavalli and
V. S. Vaidyanathan and
P. Chandrasekhar and
S. Abbas Applications of quadrivariate
exponential distribution to a three-unit
warm standby system with dependent
structure . . . . . . . . . . . . . . . 6782--6790
Xufeng Zhao and
Satoshi Mizutani and
Toshio Nakagawa Replacement policies for age and working
numbers with random life cycle . . . . . 6791--6802
Fuxia Cheng Strong uniform consistency rates of
kernel estimators of cumulative
distribution functions . . . . . . . . . 6803--6807
Xing Zhang and
Jian Liu and
Chao Tan Economic design based on a multivariate
Bayesian VSI chart with a dual control
limit . . . . . . . . . . . . . . . . . 6808--6822
Zhiyan Shi and
Jinli Ji and
Weiguo Yang A class of small deviation theorem for
the sequences of countable state random
variables with respect to homogeneous
Markov chains . . . . . . . . . . . . . 6823--6830
Edit Gombay and
Fuxiao Li and
Hao Yu Retrospective change detection in
categorical time series . . . . . . . . 6831--6845
Yanning Liu and
Pilar Lim Sample size increase during a survival
trial when interim results are promising 6846--6863
Yasin Asar and
Murat Erisoglu and
Mohammad Arashi Developing a restricted two-parameter
Liu-type estimator: a comparison of
restricted estimators in the binary
logistic regression model . . . . . . . 6864--6873
Stanislaus S. Uyanto Coefficient of relationship for two
symmetric alpha-stable variables when
alpha is in the interval $ (1, 2] $ . . 6874--6881
C. M. Barros and
G. J. A. Amaral and
A. D. C. Nascimento and
A. H. M. A. Cysneiros Detecting influential observations in
Watson data . . . . . . . . . . . . . . 6882--6898
Sunah Chung and
S. Y. Hwang A profile Godambe information of power
transformations for ARCH time series . . 6899--6908
Conghua Cheng and
Yiming Liu and
Zhi Liu Empirical likelihood ratio under
infinite second moment . . . . . . . . . 6909--6915
Zhi Lin Chong and
Michael B. C. Khoo and
Ming Ha Lee and
Chung-Ho Chen Group runs revised $m$-of-$k$ runs rule
control chart . . . . . . . . . . . . . 6916--6935
Bai Jing Pan and
Ma Ming and
Yang Ya Wen Parameter estimation of the censored $
\delta $-shock model on uniform interval 6936--6946
Tao Wang and
Zhonghua Li Outlier detection in high-dimensional
regression model . . . . . . . . . . . . 6947--6958
Amy M. Kwon and
Gong Tang Application of an imputation method for
variance estimation under
pseudo-likelihood when missing data are
NMAR . . . . . . . . . . . . . . . . . . 6959--6966
Wenhui Zhou and
Qiang Wan and
Yanfang Zheng and
Yong-wu Zhou A joint-adaptive np control chart with
multiple dependent state sampling scheme 6967--6979
Jimoh Olawale Ajadi and
Muhammad Riaz Mixed multivariate EWMA--CUSUM control
charts for an improved process
monitoring . . . . . . . . . . . . . . . 6980--6993
Shuxia Zhang and
Boping Tian Inference for random coefficient
INAR($k$) with the occasional level
shift random noise based on dual
empirical likelihood . . . . . . . . . . 6994--7006
Ümit Aksoy and
Sofiya Ostrovska and
Ahmet Yasar Özban Polynomial logistic distribution
associated with a cubic polynomial . . . 7007--7019
Peng Zhao and
Lei Wang and
Yiying Zhang On extreme order statistics from
heterogeneous beta distributions with
applications . . . . . . . . . . . . . . 7020--7038
Ali Al-Sharadqah A new perspective in functional EIV
linear model: Part I . . . . . . . . . . 7039--7062
Jie-hua Xie and
Wei Zou Dividend barrier and ruin problems for a
risk model with delayed claims . . . . . 7063--7084
Mohammadreza Nourbakhsh and
Gholamhoseein Yari Weighted Renyi's entropy for lifetime
distributions . . . . . . . . . . . . . 7085--7098
H. M. Barakat and
E. M. Nigm and
E. O. Abo Zaid Limit distributions of order statistics
with random indices in a stationary
Gaussian sequence . . . . . . . . . . . 7099--7113
Hadi Alizadeh Noughabi Gini index based goodness-of-fit test
for the logistic distribution . . . . . 7114--7124
Ying-Ying Zhang The Bayes rule of the variance parameter
of the hierarchical normal and inverse
gamma model under Stein's loss . . . . . 7125--7133
Jacek Bialek Bounds for the expected value of the
stochastic Divisia's price index . . . . 7134--7146
Francisco Louzada and
Anderson Ara and
Guilherme Fernandes The bivariate alpha-skew-normal
distribution . . . . . . . . . . . . . . 7147--7156
Fuqi Chen and
Sévérien Nkurunziza On estimation of the change points in
multivariate regression models with
structural changes . . . . . . . . . . . 7157--7173
Gregori Baetschmann and
Rainer Winkelmann A dynamic hurdle model for zero-inflated
count data . . . . . . . . . . . . . . . 7174--7187
Fanyin He and
Sati Mazumdar and
Gong Tang and
Triptish Bhatia and
Stewart J. Anderson and
Mary Amanda Dew and
Robert Krafty and
Vishwajit Nimgaonkar and
Smita Deshpande and
Martica Hall and
Charles F. Reynolds III Non-parametric MANOVA approaches for
non-normal multivariate outcomes with
missing values . . . . . . . . . . . . . 7188--7200
G. N. Singh and
A. K. Sharma and
A. Bandyopadhyay Effectual variance estimation strategy
in two-occasion successive sampling in
presence of random non response . . . . 7201--7224
Johann Cuenin and
Adrien Faivre and
Célestin C. Kokonendji On generalized variance of product of
powered components and multiple stable
Tweedie models . . . . . . . . . . . . . 7225--7237
Fen Liu and
Yimin Shi Inference for a simple step-stress model
with progressively censored competing
risks data from Weibull distribution . . 7238--7255
Xi Liu and
Yan Shen and
Jie Yang and
Yamei Lu Complete moment convergence of widely
orthant dependent random variables . . . 7256--7265
Tian Liu Statistical inference of partially
linear panel data regression models with
fixed individual and time effects . . . 7267--7288
Imad Bou-Hamad Bayesian credit ratings: a random forest
alternative approach . . . . . . . . . . 7289--7300
Sayed Mohammad Reza Alavi and
Mahtab Tarhani On a Skew Bimodal Normal--Normal
distribution fitted to the Old-Faithful
geyser data . . . . . . . . . . . . . . 7301--7312
Shoujiang Zhao and
Ting Chen Large deviation expansion for
maximum-likelihood estimator of $ \alpha
$ Brownian bridge . . . . . . . . . . . 7313--7326
Ehab F. Abd-Elfattah Densities and distribution functions of
the ratio of two linear functions and
the product of Gamma variates: A
saddlepoint approach . . . . . . . . . . 7327--7336
Jinru Wang and
Qingqing Zhang and
Junke Kou Wavelet estimators for the derivatives
of the density function from data
contaminated with heteroscedastic
measurement errors . . . . . . . . . . . 7337--7354
Carolina Costa Mota Paraíba and
Carlos Alberto Ribeiro Diniz and
Aline de Holanda Nunes Maia and
Lineu Neiva Rodrigues Truncated location-scale non linear
regression models . . . . . . . . . . . 7355--7374
Abdulhamid A. Alzaid and
Fatimah E. Almuhayfith and
Maha A. Omair Bivariate regression models based on
compound Poisson distribution . . . . . 7375--7389
Jingning Mei and
Q. Shao and
R. Liu Efficient inference for parameters of
unobservable periodic autoregressive
time series . . . . . . . . . . . . . . 7390--7408
Dandan Li and
Siva Sivaganesan An objective Bayesian estimation in a
two-period crossover design . . . . . . 7409--7426
Weiguo Liu and
Jiaowan Luo Modified Euler approximation of
stochastic differential equation driven
by Brownian motion and fractional
Brownian motion . . . . . . . . . . . . 7427--7443
Arpan Bhowmik and
Eldho Varghese and
Seema Jaggi and
Cini Varghese Minimally changed run sequences in
factorial experiments . . . . . . . . . 7444--7459
Yanning Liu Planning the duration of a survival
group sequential trial with a fixed
follow-up time for all subjects . . . . 7460--7478
Y. Parmet and
E. Schechtman Simultaneous decomposition of the
variance by sources and subgroups ---
new insights . . . . . . . . . . . . . . 7479--7494
G. Srinivasa Rao and
Muhammad Aslam and
Osama H. Arif Estimation of reliability in
multicomponent stress-strength based on
two parameter exponentiated Weibull
Distribution . . . . . . . . . . . . . . 7495--7502
Huajiang Li and
Yi Ma and
Hong Zhou Generalized Holm's procedure for
multiple hypotheses testing problems . . 7503--7510
Hongmei Lin and
Riquan Zhang and
Jianhong Shi Local estimation for varying-coefficient
models with longitudinal data . . . . . 7511--7528
Zengjing Chen and
Cheng Hu and
Gaofeng Zong Strong laws of large numbers for
sub-linear expectation without
independence . . . . . . . . . . . . . . 7529--7545
M. Maleki and
A. R. Nematollahi Bayesian approach to epsilon-skew-normal
family . . . . . . . . . . . . . . . . . 7546--7561
Guangren Yang and
Xia Cui and
Sumin Hou Empirical likelihood confidence regions
in the single-index model with growing
dimensions . . . . . . . . . . . . . . . 7562--7579
S. M. A. Jahanshahi and
A. Habibi Rad and
V. Fakoor Goodness-of-fit test under length-biased
sampling . . . . . . . . . . . . . . . . 7580--7592
Kien C. Tran and
Mike G. Tsionas Series estimation of
functional-coefficient partially linear
regression model . . . . . . . . . . . . 7593--7602
Ying-Xia Chen and
Shui-Li Zhang and
Fu-Qiang Ma On the complete convergence for
martingale difference sequence . . . . . 7603--7611
L. Ramprasath Role of stylized features in
constructing better estimators . . . . . 7612--7620
Mathias Raschke Criticism of the predictive distribution 7621--7629
Zujun Ou and
Hong Qin Analytic connections between a double
design and its original design in terms
of different optimality criteria . . . . 7630--7641
Gordon Hazen and
Daniel Apley and
Neehar Parikh ANOVA models for Brownian motion . . . . 7642--7660
Hsiaw-Chan Yeh Multivariate semi-$ \alpha $-Laplace
distributions . . . . . . . . . . . . . 7661--7671
Chia Chye Yee and
Yves F. Atchadé On the sparse Bayesian learning of
linear models . . . . . . . . . . . . . 7672--7691
N. G. Ushakov and
V. G. Ushakov Permutation tests for homogeneity based
on some characterizations . . . . . . . 7692--7702
Guangren Yang and
Yanqing Sun and
Xia Cui Automatic structure discovery for
varying-coefficient partially linear
models . . . . . . . . . . . . . . . . . 7703--7716
Yuzhu Tian and
Heng Lian and
Maozai Tian Bayesian composite quantile regression
for linear mixed-effects models . . . . 7717--7731
Housila P. Singh and
Surya K. Pal Improvement over variance estimation
using auxiliary information in sample
surveys . . . . . . . . . . . . . . . . 7732--7750
Jung In Seo and
Yongku Kim Bayesian inference on extreme value
distribution using upper record values 7751--7768
Pouya Faroughi and
Noriszura Ismail Bivariate zero-inflated generalized
Poisson regression model with flexible
covariance . . . . . . . . . . . . . . . 7769--7785
Wenzhi Yang and
Shuhe Hu and
Xuejun Wang On the asymptotic approximation of
inverse moment for non negative random
variables . . . . . . . . . . . . . . . 7787--7797
Wenxue Huang and
Yong Shi and
Xiaogang Wang A nominal association matrix with
feature selection for categorical data 7798--7819
Nayabuddin and
Haseeb Athar Recurrence relations for single and
product moments of generalized order
statistics from Marshall--Olkin extended
Pareto distributions . . . . . . . . . . 7820--7826
Xinqi Wu and
Sanguo Zhang and
Qingzhao Zhang A note on the two-sample mean problem
based on jackknife empirical likelihood 7827--7836
Tao Zhang and
Pengjie Dai and
Qingzhao Zhang Joint detection for functional
polynomial regression with
autoregressive errors . . . . . . . . . 7837--7854
A. A. Heydari and
M. B. Moghadam and
F. Eskandari An extension of Banerjee and Rahim model
in economic and economic statistical
designs for multivariate quality
characteristics under Burr XII
distribution . . . . . . . . . . . . . . 7855--7871
E. J. Vanderperre and
S. S. Makhanov On the survival time of a repairable
duplex system sustained by a cold
standby unit subjected to a priority
rule . . . . . . . . . . . . . . . . . . 7872--7886
Elena M. Buzaianu and
Pinyuen Chen and
S. Panchapakesan Selecting the normal population with the
smallest variance: a restricted subset
selection rule . . . . . . . . . . . . . 7887--7901
Anna Szczepa\'nska-Álvarez and
Chengcheng Hao and
Yuli Liang and
Dietrich von Rosen Estimation equations for multivariate
linear models with Kronecker structured
covariance matrices . . . . . . . . . . 7902--7915
M. R. Kazemi and
A. A. Jafari and
S. Tahmasebi An extension of the generalized linear
failure rate distribution . . . . . . . 7916--7933
Zhiyan Shi and
Weiguo Yang The definition of tree-indexed Markov
chains in random environment and their
existence . . . . . . . . . . . . . . . 7934--7941
Ngoc Khue Tran LAN property for an ergodic
Ornstein--Uhlenbeck process with Poisson
jumps . . . . . . . . . . . . . . . . . 7942--7968
Mohammed Mohammed El Genidy Multiple non linear regression model for
the maximum number of migratory bird
types during migration years . . . . . . 7969--7975
T. G. Veena and
P. Yageen Thomas Role of concomitants of order statistics
in determining parent bivariate
distributions . . . . . . . . . . . . . 7976--7997
Hafida Saggou and
Tassadit Lachemot and
Megdouda Ourbih-Tari Performance measures of M/G/1 retrial
queues with recurrent customers,
breakdowns, and general delays . . . . . 7998--8015
Saeedreza Rafie and
Masoud Ghaderi Moghadam and
M. B. Moghadam A generalized version of Banerjee and
Rahim model in economic and economic
statistical designs of multivariate
control charts under generalized
exponential shock model . . . . . . . . 8016--8026
Mhamed Mesfioui and
Abdulrahman M. Abouammoh On a multivariate Lindley distribution 8027--8045
Yuan Lin Zhang and
Guan Jun Wang A geometric process repair model for a
cold standby repairable system with
imperfect delay repair and priority in
use . . . . . . . . . . . . . . . . . . 8046--8058
Ming Zhou and
Zhao Yang A note on generating correlated
matched-pair binary data through
conditional linear family . . . . . . . 8059--8068
Xiao Jiang and
Jeffrey Chu and
Saralees Nadarajah New classes of discrete bivariate
distributions with application to
football data . . . . . . . . . . . . . 8069--8085
Majid Hashempour and
Mahdi Doostparast Bayesian inference on multiply
sequential order statistics from
heterogeneous exponential populations
with GLR test for homogeneity . . . . . 8086--8100
Shen-Ming Lee and
Ter-Chao Peng and
Jean de Dieu Tapsoba and
Shu-Hui Hsieh Improved estimation methods for
unrelated question randomized response
techniques . . . . . . . . . . . . . . . 8101--8112
Javid Shabbir and
Sat Gupta Estimation of population coefficient of
variation in simple and stratified
random sampling under two-phase sampling
scheme when using two auxiliary
variables . . . . . . . . . . . . . . . 8113--8133
Jiangtao Gou and
Ajit C. Tamhane Estimation of a parametric function
associated with the lognormal
distribution . . . . . . . . . . . . . . 8134--8154
Premadhis Das and
Bikas K. Sinha Mixture designs with orthogonal blocks 8155--8165
Zhongde Luo and
Shide Ou The almost sure convergence rate of the
estimator of optimized certainty
equivalent risk measure under $ \alpha
$-mixing sequences . . . . . . . . . . . 8166--8177
P. G. Sankaran and
Isha Dewan and
E. P. Sreedevi A martingale-based test for independence
of time to failure and cause of failure
for competing risks models . . . . . . . 8178--8186
Anil K. Bera and
Gabriel Montes-Rojas and
Walter Sosa-Escudero A new robust and most powerful test in
the presence of local misspecification 8187--8198
Xinghu Jin and
Zhenzhong Zhang Ergodicity of generalized
Ait--Sahalia-type interest rate model 8199--8209
Xiaohui Ai Karhunen--Loeve expansion for the
additive detrended Brownian motion . . . 8210--8216
Engin A. Sungur and
Jessica M. Orth A note on dependence modeling for
Bernoulli variables . . . . . . . . . . 8217--8229
Umberto Triacca Predictive information and distance
between past and future of a time series 8230--8235
Hakan Tahiri Mutlu and
Fikri Gökpinar and
Esra Gökpinar and
Hasan Hüseyin Gül and
Gamze Güven A new computational approach test for
one-way ANOVA under heteroscedasticity 8236--8256
S. Kayal and
S. M. Sunoj Generalized Kerridge's inaccuracy
measure for conditionally specified
models . . . . . . . . . . . . . . . . . 8257--8268
Huihui Sun Perturbation diagnostics of
autocorrelation coefficients in non
linear mixed-effects models with AR(1)
errors based on $M$-estimation . . . . . 8269--8277
Yang Ding and
Yi Wu and
Songlin Ma and
Xinran Tao and
Xuejun Wang Complete convergence and complete moment
convergence for widely orthant-dependent
random variables . . . . . . . . . . . . 8278--8294
Jian Liu and
Lei Shang Large and moderate deviations for
modified Engel series . . . . . . . . . 8295--8306
Mingxiang Cao and
Xingzhong Xu Linearly admissible estimators of the
common mean parameter under balanced
loss function . . . . . . . . . . . . . 8307--8317
Zong-Feng Qi and
Jian-Feng Yang and
Yan Liu and
Min-Qian Liu Construction of nearly uniform designs
on irregular regions . . . . . . . . . . 8318--8327
Richard Labib and
Simon de Montigny Closed-form evaluation of integrals
involving the gamma function . . . . . . 8328--8342
Vikas Kumar Characterization results based on
dynamic Tsallis cumulative residual
entropy . . . . . . . . . . . . . . . . 8343--8354
Xichao Sun and
Litan Yan Weak convergence to a class of multiple
stochastic integrals . . . . . . . . . . 8355--8368
Abdolreza Sayyareh Non parametric multiple comparisons of
non nested rival models . . . . . . . . 8369--8386
Qing Wang Extrapolation techniques in
$U$-statistic variance estimation . . . 8387--8400
Sungwhan Cho and
Jin Jiang Change detection in the mean of a white
Gaussian process by the backward
standardized sum . . . . . . . . . . . . 8401--8418
Ted Speevak Inequalities for sums of squares of
reranked differences involving ties and
missing data . . . . . . . . . . . . . . 8419--8429
Hiroshi Yamada A small but practically useful
modification to the Hodrick--Prescott
filtering: a note . . . . . . . . . . . 8430--8434
Shakeel Ahmed and
Javid Shabbir and
Sat Gupta Use of scrambled response model in
estimating the finite population mean in
presence of non response when
coefficient of variation is known . . . 8435--8449
Abdul Haq Two-stage cluster sampling with hybrid
ranked set sampling in the secondary
sampling frame . . . . . . . . . . . . . 8450--8467
Chanchal Kundu and
Amit Ghosh Inequalities involving expectations of
selected functions in reliability theory
to characterize distributions . . . . . 8468--8478
Junshan Xie and
Nannan Xiao The likelihood ratio test for
high-dimensional linear regression model 8479--8492
Jin Zhang On the independence of linear and
quadratic forms in normal variates . . . 8493--8496
Tian-Fang Zhang and
Zhi-Ming Li and
Jian-Feng Yang and
Run-Chu Zhang Construction of some mixed two- and
four-level regular designs with GMC
criterion . . . . . . . . . . . . . . . 8497--8509
Kirandeep Kaur and
Umme Afifa Testing Wagner's Law in India: a
cointegration and causality analysis . . 8510--8520
M. Qamarul Islam Estimation and hypothesis testing in
multivariate linear regression models
under non normality . . . . . . . . . . 8521--8543
Ming Ha Lee and
Michael B. C. Khoo Optimal design of synthetic np control
chart based on median run length . . . . 8544--8556
Nengxiang Ling and
Yang Liu The kernel regression estimation for
randomly censored functional stationary
ergodic data . . . . . . . . . . . . . . 8557--8574
Jun-mo Nam and
Deukwoo Kwon Inference on the ratio of two
coefficients of variation of two
lognormal distributions . . . . . . . . 8575--8587
Takeshi Kurosawa and
Kohei Noguchi and
Fumiaki Honda Bias reduction of the maximum-likelihood
estimator for a conditional Gaussian $
{\rm MA}(1) $ model . . . . . . . . . . 8588--8602
N. Shinozaki and
T. Iida A variable selection method for
detecting abnormality based on the $ T^2
$ test . . . . . . . . . . . . . . . . . 8603--8617
Conghua Cheng and
Zhi Liu and
Yi Wan Empirical likelihood for compound
Poisson processes under infinite second
moment . . . . . . . . . . . . . . . . . 8618--8627
Holly Carley Examples of doubly stochastic measures
supported on the graphs of two functions 8628--8630
Ernesto J. Veres-Ferrer and
Jose M. Pavía Elasticity function of a discrete random
variable and its properties . . . . . . 8631--8646
Qingqing Ye and
Liwei Liu Performance analysis of queue with
two-stage vacation policy . . . . . . . 8647--8665
Gopinath Panda and
A. D. Banik and
M. L. Chaudhry Stationary distributions of the $
R^{[X]} $ /R/1 cross-correlated queue 8666--8689
Xing Wu and
Tian Liu Estimation and testing for
semiparametric mixtures of partially
linear models . . . . . . . . . . . . . 8690--8705
Jing Sun Weighted quantile average estimation for
general linear models with missing
covariates . . . . . . . . . . . . . . . 8706--8722
Rahman Farnoosh and
Mahmood Parsamanesh Stochastic differential equation systems
for an SIS epidemic model with
vaccination and immigration . . . . . . 8723--8736
J. Vasantha Kumari and
R. Vasudeva and
S. Ravi On the asymptotic behavior of maxima and
near-maxima of random observations from
three parameter lognormal distribution 8737--8747
Drago Spoljari\'c and
Ivo Ugrina Limiting distribution of the number of
clumps of palindromes in DNA . . . . . . 8748--8759
Indranil Ghosh and
Saralees Nadarajah On the Bayesian inference of Kumaraswamy
distributions based on censored samples 8760--8777
C. Satheesh Kumar and
S. H. S. Dharmaja The exponentiated reduced Kies
distribution: Properties and
applications . . . . . . . . . . . . . . 8778--8790
Guoping Zeng Invariant properties of logistic
regression model in credit scoring under
monotonic transformations . . . . . . . 8791--8807
Guoqing Yang and
Weiguo Yang and
Xiaotai Wu The strong laws of large numbers for
countable non homogeneous hidden Markov
models . . . . . . . . . . . . . . . . . 8808--8819
Rui Li and
Saralees Nadarajah The true maximum-likelihood estimators
for the generalized Gaussian
distribution with $ p = 3, 4, 5 $ . . . 8821--8835
Tian Xia and
Xuejun Jiang and
Xueren Wang Diagnostics for quasi-likelihood
nonlinear models . . . . . . . . . . . . 8836--8851
Jing Luo and
Hong Qin and
Ting Yan and
Laala Zeyneb A note on asymptotic distributions in
directed exponential random graph models
with bi-degree sequences . . . . . . . . 8852--8864
Ayman M. Abd-Elrahman A new two-parameter lifetime
distribution with decreasing, increasing
or upside-down bathtub-shaped failure
rate . . . . . . . . . . . . . . . . . . 8865--8880
M. A. Alawady and
A. M. Elsawah and
Jianwei Hu and
Hong Qin Asymptotic random extremal ratio and
product based on generalized order
statistics and its dual . . . . . . . . 8881--8896
Barry C. Arnold and
Indranil Ghosh and
Ayman Alzaatreh Construction of bivariate and
multivariate weighted distributions via
conditioning . . . . . . . . . . . . . . 8897--8912
Shanqi Pang and
Rong Yan and
Sen Li Schematic saturated orthogonal arrays
obtained by using the contractive
replacement method . . . . . . . . . . . 8913--8924
Jianzhang Wu and
Xiao Yu and
Wei Gao Disequilibrium multi-dividing ontology
learning algorithm . . . . . . . . . . . 8925--8942
Dejian Lai and
Qiang Zhang and
Jose-Miguel Yamal and
Paula T. Einhorn and
Barry R. Davis Conditional moving linear regression:
Modeling the recruitment process for
ALLHAT . . . . . . . . . . . . . . . . . 8943--8951
Lisha Guo and
X. Joan Hu and
Yanyan Liu Estimation under Cox proportional
hazards model with covariates missing
not at random . . . . . . . . . . . . . 8952--8972
Raghunath Arnab and
J. O. Olaomi Optional randomized response technique
in two-phase sampling . . . . . . . . . 8973--8986
S. H. Patil and
D. T. Shirke Economic design of non parametric sign
control chart . . . . . . . . . . . . . 8987--8998
D. Dai and
T. Holgersson and
P. Karlsson Expected and unexpected values of
individual Mahalanobis distances . . . . 8999--9006
Emilio Gómez-Déniz and
Jorge V. Pérez-Rodríguez Mixture inverse Gaussian for unobserved
heterogeneity in the autoregressive
conditional duration model . . . . . . . 9007--9025
Yahia Abdel-Aty Exact likelihood inference for two
populations from two-parameter
exponential distributions under joint
Type-II censoring . . . . . . . . . . . 9026--9041
Takayuki Yamada and
Tetsuto Himeno and
Tetsuro Sakurai Interval estimation in discriminant
analysis for large dimension . . . . . . 9042--9052
Ahmad Reza Soltani and
Kamel Abdollahnezhad Limiting behavior of random Stieltjes
partial sum: adjusted method of moments
estimators . . . . . . . . . . . . . . . 9053--9062
Tingxun Gou and
Hong Qin and
Kashinath Chatterjee A new extension strategy on three-level
factorials under wrap-around $ L_2
$-discrepancy . . . . . . . . . . . . . 9063--9074
Shijie Wang and
Cen Chen and
Xuejun Wang Some novel results on pairwise
quasi-asymptotical independence with
applications to risk theory . . . . . . 9075--9085
Youyou Chen and
Tailong Li Moment convergence rates for the uniform
empirical process and the uniform sample
quantile process . . . . . . . . . . . . 9086--9091
Chong-Zhi Di and
Kwun Chuen Gary Chan and
Cheng Zheng and
Kung-Yee Liang Testing homogeneity in semiparametric
mixture case-control models . . . . . . 9092--9100
Yousri Slaoui Recursive kernel density estimators
under missing data . . . . . . . . . . . 9101--9125
Xujie Jia and
Jingyuan Shen and
Liying Wang and
Zhongping Li Vine copula constructions of
higher-dimensional dependent reliability
systems . . . . . . . . . . . . . . . . 9126--9136
Christopher S. Withers and
Saralees Nadarajah Discrete random vectors generated by
Taylor expansions . . . . . . . . . . . 9137--9149
Thomas E. Bartlett Network inference and community
detection, based on covariance matrices,
correlations, and test statistics from
arbitrary distributions . . . . . . . . 9150--9165
Devendra Kumar and
Sanku Dey and
Saralees Nadarajah Extended exponential distribution based
on order statistics . . . . . . . . . . 9166--9184
Yogesh Mani Tripathi and
Somesh Kumar and
C. Petropoulos Minimax estimators for the lower-bounded
scale parameter of a location-scale
family of distributions . . . . . . . . 9185--9193
Yanning Liu Covariance and variance evaluations of
two estimators for drug-placebo
difference in a trial with sequential
parallel design . . . . . . . . . . . . 9194--9217
Karima Boualam and
Youcef Berkoun Hill's estimator under weak dependence 9218--9229
M. M. Saber and
A. R. Nematollahi Comparison of spatial interpolation
methods in the first order stationary
multiplicative spatial autoregressive
models . . . . . . . . . . . . . . . . . 9230--9246
Vahid Fakoor and
Raheleh Zamini $ L_p $ distance for kernel density
estimator in length-biased data . . . . 9247--9264
Miin-Jye Wen and
Li-Ching Huang and
Junjiang Zhong Single-stage sampling procedure of the
$t$ best populations under
heteroscedasticity . . . . . . . . . . . 9265--9273
Jibo Wu and
Yasin Asar A weighted stochastic restricted ridge
estimator in partially linear model . . 9274--9283
A. N. Kumar and
N. S. Upadhye On perturbations of Stein operator . . . 9284--9302
Kumari Priyanka and
Richa Mittal A fresh approach for intercession of
nonresponse in multivariate longitudinal
designs . . . . . . . . . . . . . . . . 9303--9323
Gholamreza Hesamian and
Mohamad Ghasem Akbari Statistical test based on intuitionistic
fuzzy hypotheses . . . . . . . . . . . . 9324--9334
Barry C. Arnold and
Indranil Ghosh Some alternative bivariate Kumaraswamy
models . . . . . . . . . . . . . . . . . 9335--9354
Robert J. Budzy\'nski and
Witold Kondracki Remarks on the $ L_1 $ distance in
statistical data analysis . . . . . . . 9355--9363
Yu-Mei Chang and
Pao-Sheng Shen and
Chun-Shu Chen Adaptive-Cox model averaging for
right-censored data . . . . . . . . . . 9364--9376
Shin S. Ikeda A note on mixingale limit theorems and
stable convergence in law . . . . . . . 9377--9387
Xia Yemao and
Gou Jianwei A note on the finite-dimensional
Dirichlet prior . . . . . . . . . . . . 9388--9396
Yarong Feng and
Xing Chen and
Liyi Jia and
Xiruo Song and
Hosam M. Mahmoud Estimating the Pólya process . . . . . . 9397--9406
B. L. S. Prakasa Rao Chebyshev's inequality for Hilbert-space
valued random elements with estimated
mean and covariance . . . . . . . . . . 9407--9414
Ying Tang and
Weiguo Yang The generalizations of strong law of
large numbers for asymptotic even-odd
Markov chains indexed by a homogeneous
tree . . . . . . . . . . . . . . . . . . 9415--9424
Chun-Lung Su Asymptotic posterior distributions for
balanced nested multi-way models with a
large number of main effect levels . . . 9425--9440
Julia N. Soulakova Generalized confidence intervals
compatible with the Min test for
simultaneous comparisons of one
subpopulation to several other
subpopulations . . . . . . . . . . . . . 9441--9449
Lichun Wang and
Haocheng Wang On estimating uniform distribution via
linear Bayes method . . . . . . . . . . 9450--9458
Danping Li and
Ximin Rong and
Hui Zhao Equilibrium excess-of-loss
reinsurance-investment strategy for a
mean-variance insurer under stochastic
volatility model . . . . . . . . . . . . 9459--9475
Tahani Coolen-Maturi Three-group ROC predictive analysis for
ordinal outcomes . . . . . . . . . . . . 9476--9493
M. M. E. Abd El-Monsef and
W. A. Hassanein and
N. M. Kilany Erlang--Lindley distribution . . . . . . 9494--9506
Silvia Figini and
Paolo Giudici Credit risk assessment with Bayesian
model averaging . . . . . . . . . . . . 9507--9517
Jerin Paul and
P. Yageen Thomas Concomitant record ranked set sampling 9518--9540
Yogendra P. Chaubey and
Christophe Chesneau and
Fabien Navarro Linear wavelet estimation of the
derivatives of a regression function
based on biased data . . . . . . . . . . 9541--9556
Housila P. Singh and
Swarangi M. Gorey Efficient estimation of population mean
of sensitive variable in presence of
scrambled responses . . . . . . . . . . 9557--9565
Resit Çelik Correcting double outward box
distributed residuals by WCEV . . . . . 9566--9590
Devendra Pratap Singh and
Yogesh Mani Tripathi and
Manoj Kumar Rastogi and
Nikhil Dabral Estimation and prediction for a Burr
type-III distribution with progressive
censoring . . . . . . . . . . . . . . . 9591--9613
Jin H. Oh and
Sung H. Park and
Soon S. Kwon Extended scaled prediction variance
optimality for modified central
composite design . . . . . . . . . . . . 9614--9624
Hamzeh Agahi Multivariate Chebyshev inequality in
generalized measure space based on
Choquet integral . . . . . . . . . . . . 9625--9628
Housila P. Singh and
Swarangi M. Gorey An efficient new randomized response
model . . . . . . . . . . . . . . . . . 9629--9635
Liang Yan and
Xingzhong Xu A new confidence interval in measurement
error model with the reliability ratio
known . . . . . . . . . . . . . . . . . 9636--9650
Bardia Panahbehagh and
Jennifer Brown Gap-based inverse sampling . . . . . . . 9651--9661
Guangying Liu and
Lixin Zhang and
Xinian Fang Multipower variation from generalized
difference for fractional integral
processes with jumps . . . . . . . . . . 9662--9678
Lu Wang and
Yong Lin and
John T. Chen Simultaneous inference for treatment
regimes . . . . . . . . . . . . . . . . 9679--9690
Ganesh Dutta and
Bikas Kumar Sinha Nearly optimal covariate designs ---
Part I . . . . . . . . . . . . . . . . . 9691--9702
Ganesh Dutta and
Bikas Kumar Sinha Nearly optimal covariate designs ---
Part II . . . . . . . . . . . . . . . . 9703--9725
Ali I. Genç An absolutely continuous bivariate
Topp--Leone distribution: a useful model
on a bounded domain . . . . . . . . . . 9726--9742
Juanfang Liu and
Liugen Xue and
Ruiqin Tian Generalized empirical likelihood
inference in partially linear model for
longitudinal data with missing response
variables and error-prone covariates . . 9743--9762
Vinicius Fernando Calsavara and
Agatha Sacramento Rodrigues and
Vera Lúcia Damasceno Tomazella and
Mário de Castro Frailty models power variance function
with cure fraction and latent risk
factors negative binomial . . . . . . . 9763--9776
Tomasz B\kak An extension of Horvitz--Thompson
estimator used in adaptive cluster
sampling to continuous universe . . . . 9777--9786
Iskander Kareev Lower bounds for expected sample size of
sequential procedures for the
multinomial selection problems . . . . . 9787--9794
Feng Liu and
Xiangyong Tan and
Sitong Guo and
Xinmei Kang Testing serial correlation in partially
linear models with validation data . . . 9795--9806
Hayet Merabet and
Ahlam Labdaoui and
Pierre Druilhet Bayesian prediction for two-stage
sequential analysis in clinical trials 9807--9816
P. G. Sankaran and
Nidhi P. Ramesh and
N. Unnikrishnan Nair Multivariate discrete reversed hazard
rates . . . . . . . . . . . . . . . . . 9817--9833
Chang Yu and
Daniel Zelterman A general approximation to quantiles . . 9834--9841
Nil Kamal Hazra and
Asok K. Nanda General standby allocation in series and
parallel systems . . . . . . . . . . . . 9842--9858
M. Naghizadeh Qomi Bayesian shrinkage estimation based on
Rayleigh type-II censored data . . . . . 9859--9868
Ghobad Barmalzan and
Amir T. Payandeh Najafabadi and
Narayanaswamy Balakrishnan Orderings for series and parallel
systems comprising heterogeneous
exponentiated Weibull-geometric
components . . . . . . . . . . . . . . . 9869--9880
Guohui Zhang The strong laws of large numbers for
weighted sums of extended negatively
dependent random variables . . . . . . . 9881--9891
Kevin Hayes and
Kevin O'Brien and
Anthony Kinsella A decomposition of the
Bradley--Blackwood paired-samples
omnibus test . . . . . . . . . . . . . . 9892--9896
Hossein Haghbin and
Gamze Ozel and
Morad Alizadeh and
G. G. Hamedani A new generalized odd log-logistic
family of distributions . . . . . . . . 9897--9920
Lars Erik Gangsei and
Trygve Almòy and
Solve Sæbò Theoretical evaluation of prediction
error in linear regression with a
bivariate response variable containing
missing data . . . . . . . . . . . . . . 9921--9929
Alpha Oumar Diallo and
Aliou Diop and
Jean-François Dupuy Asymptotic properties of the
maximum-likelihood estimator in
zero-inflated binomial regression . . . 9930--9948
Jingyao Hou and
Xin Liao and
Zuoxiang Peng Higher-order expansions of extremes from
mixed skew-$t$ distribution . . . . . . 9949--9971
Hua Yan and
Li Gao and
Kui Wang and
Lei Qi Reliability computing method combined
with compressed storage and Krylov
subspace for phased-mission system . . . 9972--9984
Sangyeol Lee and
Siyun Park and
Cathy W. S. Chen On Fisher's dispersion test for
integer-valued autoregressive Poisson
models with applications . . . . . . . . 9985--9994
Sumei Zhang and
Junhao Geng Fourier-cosine method for pricing
forward starting options with stochastic
volatility and jumps . . . . . . . . . . 9995--10004
Douglas VanDerwerken Not every Gibbs sampler is a special
case of the Metropolis--Hastings
algorithm . . . . . . . . . . . . . . . 10005--10009
Yunqing Lu and
Min Wang and
Gengsheng Zhang A new revised version of McNemar's test
for paired binary data . . . . . . . . . 10010--10024
Hyo-Il Park On tests detecting difference in means
and variances simultaneously under
normality . . . . . . . . . . . . . . . 10025--10035
Guangyu Mao Robust test for independence in high
dimensions . . . . . . . . . . . . . . . 10036--10050
Hongfeng Peng and
Zhijie Liu and
Tsangyao Chang Revisiting purchasing power parity in
BRICS countries using more powerful
quantile unit-root tests with stationary
covariates . . . . . . . . . . . . . . . 10051--10057
G. Rajesh and
E. I. Abdul Sathar and
K. V. Viswakala Estimation of inaccuracy measure for
censored dependent data . . . . . . . . 10058--10070
Xianzheng Huang Semi-non parametric smooth isotonic
regression . . . . . . . . . . . . . . . 10071--10087
Mohammad Sepehrifar and
Shantia Yarahmadian Testing monotonic equilibrium residual
entropy of $N$-State Random Evolution 10088--10096
Yihao Deng Modeling binary familial data using
Gaussian copula . . . . . . . . . . . . 10097--10102
Christian Farinetto On hypothesis tests in misspecified
change-point problems for a Poisson
process . . . . . . . . . . . . . . . . 10103--10115
Yinghua Dong and
Dingcheng Wang Moderate deviations for the random
weighted sums of END random variables
with consistently varying tails . . . . 10116--10134
Javid Shabbir and
Sat Gupta Estimation of finite population mean in
simple and stratified random sampling
using two auxiliary variables . . . . . 10135--10148
Mehdi Katebi and
Asghar Seif and
Alireza Faraz Economic and economic-statistical
designs of the $ T^2 $ control charts
with SVSSI sampling scheme . . . . . . . 10149--10165
Guillermo Martínez-Flórez and
Rafael Bráz Azevedo Farias and
Germán Moreno-Arenas Multivariate log-Birnbaum--Saunders
regression models . . . . . . . . . . . 10166--10178
Antonello D'Ambra and
Pietro Amenta and
Anna Crisci Decomposition of the main effects and
interaction term by using orthogonal
polynomials in multiple non symmetrical
correspondence analysis . . . . . . . . 10179--10188
Yanchun Yi and
Dehua Qiu and
Pingyan Chen Complete moment convergence for weighted
sums of extended negatively dependent
random variables . . . . . . . . . . . . 10189--10202
S. Eljabri and
S. Nadarajah The Kumaraswamy GEV distribution . . . . 10203--10235
M. Nassar and
A. Alzaatreh and
M. Mead and
O. Abo-Kasem Alpha power Weibull distribution:
Properties and applications . . . . . . 10236--10252
Eugene Kouassi and
Patrice Takam Soh and
Jean Marcelin Bosson Brou and
Emile Herve Ndoumbe Pseudo maximum-likelihood estimation of
the univariate $ {\rm GARCH}(1, 1) $ and
asymptotic properties . . . . . . . . . 10253--10271
Shashibhushan B. Mahadik A unified approach to adaptive Shewhart
control charts . . . . . . . . . . . . . 10272--10293
Pham Thi Thu Huong and
Darfiana Nur and
Alan Branford Penalized spline joint models for
longitudinal and time-to-event data . . 10294--10314
Salman Babayi and
Esmaile Khorram Inference of $ R = P[X < Y] $ for skew
normal distribution . . . . . . . . . . 10315--10326
Roberto Leon-Gonzalez and
Fuyu Yang Bayesian inference and forecasting in
the stationary bilinear model . . . . . 10327--10347
Ahmad Mirjalili and
Mohammad Khanjari Sadegh and
Majid Rezaei A note on the mean residual life of a
coherent system with a cold standby
component . . . . . . . . . . . . . . . 10348--10358
S. K. Maurya and
A. Kaushik and
S. K. Singh and
U. Singh A new class of distribution having
decreasing, increasing, and
bathtub-shaped failure rate . . . . . . 10359--10372
Mengmei Xi and
Xufei Tang and
Junjie Lin and
Ming Wang and
Xuejun Wang Complete moment convergence and $ L_r $
convergence for asymptotically almost
negatively associated random variables 10373--10386
Rajesh Tailor and
Ritesh Tailor and
Sunil Chouhan Improved Ratio- and Product-Type
Exponential Estimators for Population
Mean in Case of Post-Stratification . . 10387--10393
Robert Garthoff and
Wolfgang Schmid Monitoring means and covariances of
multivariate non linear time series with
heavy tails . . . . . . . . . . . . . . 10394--10415
Yuzhuo Wen and
Guo-dong Xing On the uniformly asymptotic normality of
frequency polygons for $ \psi $-mixing
samples . . . . . . . . . . . . . . . . 10416--10425
Raju Kumar and
Lal Mohan Bhar Outliers in incomplete multiresponse
experiments . . . . . . . . . . . . . . 10426--10445
Mumtaz Ahmed and
Gulfam Haider and
Asad Zaman Detecting structural change with
heteroskedasticity . . . . . . . . . . . 10446--10455
M. Usha and
S. Balamurali Designing of a mixed-chain sampling plan
based on the process capability index
with chain sampling as the attributes
plan . . . . . . . . . . . . . . . . . . 10456--10475
S. C. Shongwe and
M. A. Graham A letter to the editor about ``Machado,
M. A. G. and Costa A. F. B. (2014), Some
comments regarding the synthetic chart.
\booktitleCommunications in Statistics
--- Theory and Methods, \bf 43(14),
2897--2906'' . . . . . . . . . . . . . . 10476--10480
M. A. Pasha and
Y. Khadem and
M. B. Moghadam Application of decreasing integrated
hazard in Rahim and Banerjee model on
economic design of $ \bar {X} $-control
charts for systems with increasing
failure rate and early replacement . . . 10481--10494
M. A. Pasha and
M. B. Moghadam and
Sh. Fani A generalized approach to economic
design of control charts: a discussion
on implementing . . . . . . . . . . . . 10495--10506
Zhong Li and
Kristina P. Sendova and
Chen Yang On a perturbed dual risk model with
dependence between inter-gain times and
gain sizes . . . . . . . . . . . . . . . 10507--10517
Katiane S. Conceição and
Vera Tomazella and
Marinho G. Andrade and
Francisco Louzada Biparametric zero-modified power series
distributions: Bayesian analysis under a
reference prior approach . . . . . . . . 10518--10536
Xiutao Yang and
Shanchao Yang and
Xin Yang Strong consistency of non parametric
kernel regression estimator for strong
mixing samples . . . . . . . . . . . . . 10537--10548
Tong-Yu Lu and
Yueqiong Lin and
Junjiang Zhong Pairwise comparisons of treatments with
ordinal responses in a two-way setting 10549--10563
Ani Budi Astuti and
Nur Iriawan and
Irhamah and
Heri Kuswanto Bayesian mixture model averaging for
identifying the different gene
expressions of chickpea (\bionameCicer
arietinum) plant tissue . . . . . . . . 10564--10581
Tarald O. Kvålseth An alternative measure of ordinal
association as a value-validity
correction of the Goodman--Kruskal gamma 10582--10593
Chanchal Kundu Chernoff distance for doubly truncated
distributions . . . . . . . . . . . . . 10594--10606
Arfa Maqsood and
S. M. Aqil Burney Standard errors for the Laspeyres index
number with autocorrelated error models 10607--10616
Claudio J. Tablada and
Gauss M. Cordeiro The modified Fréchet distribution and its
properties . . . . . . . . . . . . . . . 10617--10639
Yuexiang Jiang and
Haoze Sun and
Yi Zhang and
Huaigang Long Non-parametric tests for the tail
equivalence via empirical likelihood . . 10640--10656
Yanqin Feng and
Yuan Dong and
Yang Li Additive hazards regression of current
status data with auxiliary covariates 10657--10671
Cao Chao and
Masahito Kobayashi A new test for single against competing
risks models in duration analysis . . . 10672--10684
P. C. Wang Orthogonal main-effect plans in
row-column designs for two-level
factorial experiments . . . . . . . . . 10685--10691
Lin Zhang and
Yu Miao and
Jianyong Mu and
Jie Xu Complete convergence for weighted sums
of mixingale sequences and statistical
applications . . . . . . . . . . . . . . 10692--10701
Tiago M. Magalhães and
Denise A. Botter and
Mônica C. Sandoval Corrigendum to: ``Covariance matrix
formula for generalized linear models
with unknown dispersion'' by G. M.
Cordeiro, L. P. Barroso, and D. A.
Botter [\booktitleCommunications in
Statistics --- Theory and Methods (2006)
\bf 35(1), 113--120] . . . . . . . . . . 10702--10704
Ali Dolati and
Rasool Roozegar and
Najmeh Ahmadi and
Zohreh Shishebor The effect of dependence on distribution
of the functions of random variables . . 10704--10717
Paul Kabaila and
A. H. Welsh and
Rheanna Mainzer The performance of model averaged tail
area confidence intervals . . . . . . . 10718--10732
Jieming Zhou and
Xiangqun Yang and
Ya Huang Robust optimal investment and
proportional reinsurance toward joint
interests of the insurer and the
reinsurer . . . . . . . . . . . . . . . 10733--10757
Saralees Nadarajah and
Rui Li and
Rasool Roozegar and
Ali Dolati On estimation of population mean based
on two measurements . . . . . . . . . . 10758--10767
Jean-Luc Dortet-Bernadet and
Laurent Gardes A mixture model for dimension reduction 10768--10787
David R. Bickel Confidence distributions applied to
propagating uncertainty to inference
based on estimating the local false
discovery rate: a fiducial continuum
from confidence sets to empirical Bayes
set estimates as the number of
comparisons increases . . . . . . . . . 10788--10799
Faton Merovci and
Morad Alizadeh and
Haitham M. Yousof and
G. G. Hamedani The exponentiated transmuted-$G$ family
of distributions: Theory and
applications . . . . . . . . . . . . . . 10800--10822
S. L. Prince Nelson and
V. Ramakrishnan and
P. J. Nietert and
D. L. Kamen and
P. S. Ramos and
B. J. Wolf An evaluation of common methods for
dichotomization of continuous variables
to discriminate disease status . . . . . 10823--10834
Innocent Ngaruye and
Joseph Nzabanita and
Dietrich von Rosen and
Martin Singull Small area estimation under a
multivariate linear model for repeated
measures data . . . . . . . . . . . . . 10835--10850
Shijie Wang and
Yiyu Hu and
Jijiao He and
Xuejun Wang Randomly weighted sums and their maxima
with heavy-tailed increments and
dependence structure . . . . . . . . . . 10851--10863
Qian Yu and
Guangjun Shen and
Mingxiang Cao Parameter estimation for
Ornstein--Uhlenbeck processes of the
second kind driven by $ \alpha $-stable
Lévy motions . . . . . . . . . . . . . . 10864--10878
Fatma Zehra Dogru and
Olcay Arslan Parameter estimation for mixtures of
skew Laplace normal distributions and
application in mixture regression
modeling . . . . . . . . . . . . . . . . 10879--10896
Hiroshi Yamada The Frisch--Waugh--Lovell theorem for
the lasso and the ridge regression . . . 10897--10902
Yang Ding and
Xuefei Tang and
Hui Wang and
Xuejun Wang Complete moment convergence of
moving-average process generated by a
class of random variables . . . . . . . 10903--10913
Georgios Psarrakos and
Polychronis Economou On the generalized cumulative residual
entropy weighted distributions . . . . . 10914--10925
Wang Zhong-Zhi A kind of asymptotic properties of
moving averages for Markov chains in
Markovian environments . . . . . . . . . 10926--10940
Lei Wang Bartlett-corrected two-sample adjusted
empirical likelihood via resampling . . 10941--10952
A. Aghamohammadi and
M. R. Meshkani Bayesian quantile regression for
skew-normal linear mixed models . . . . 10953--10972
Hani Samawi and
Arpita Chatterjee and
JingJing Yin and
Haresh Rochani On kernel density estimation based on
different stratified sampling with
optimal allocation . . . . . . . . . . . 10973--10990
Ahad Jamalizadeh and
Reza Pourmousa and
Mehdi Amiri and
N. Balakrishnan Order statistics and their concomitants
from multivariate normal mean-variance
mixture distributions with application
to Swiss Markets Data . . . . . . . . . 10991--11009
Xiu-Li Du and
Jin-Guan Lin and
Xiu-Qing Zhou Parameter estimation for multivariate
diffusion processes with the time
inhomogeneously positive semidefinite
diffusion matrix . . . . . . . . . . . . 11010--11025
Juan Liao and
Huisheng Shu and
Chao Wei Pricing power options with a generalized
jump diffusion . . . . . . . . . . . . . 11026--11046
M. Mirali and
S. Baratpour Dynamic version of weighted cumulative
residual entropy . . . . . . . . . . . . 11047--11059
Deepesh Bhati and
Pooja Kumawat and
E. Gómez-Déniz A new count model generated from mixed
Poisson transmuted exponential family
with an application to health care data 11060--11076
H. W. You and
Michael B. C. Khoo and
M. H. Lee and
P. Castagliola and
S. Saha Optimal design of exponentially weighted
moving average-$ \bar {X} $ chart for
the mean with estimated process
parameters . . . . . . . . . . . . . . . 11077--11090
Emre Dünder and
Serpil Gümüstekin and
Naci Murat and
Mehmet Ali Cengiz Subset selection in quantile regression
analysis via alternative Bayesian
information criteria and heuristic
optimization . . . . . . . . . . . . . . 11091--11098
Vidhika Tiwari and
N. K. Singh Process capability index for bivariate
exponentially distributed quality
characteristics and its sampling
properties . . . . . . . . . . . . . . . 11099--11109
Eiji Nakashima Modification of GEE1 and linear
mixed-effects models for heteroscedastic
longitudinal Gaussian data . . . . . . . 11110--11122
J. García and
D. E. Ramirez The successive raising estimator and its
relation with the ridge estimator . . . 11123--11142
David D. Hanagal and
Arvind Pandey Shared inverse Gaussian frailty models
based on additive hazards . . . . . . . 11143--11162
Yong Zhang and
Xiaodi Qian and
Hong Qin and
Ting Yan Affiliation networks with an increasing
degree sequence . . . . . . . . . . . . 11163--11180
Amanda Plunkett and
Junyong Park Two-sample tests for sparse
high-dimensional binary data . . . . . . 11181--11193
Guoping Zeng On the existence of maximum likelihood
estimates for weighted logistic
regression . . . . . . . . . . . . . . . 11194--11203
Ying Lou and
Jing Cao and
Chul Ahn Sample size estimation for comparing
rates of change in $K$-group repeated
count outcomes . . . . . . . . . . . . . 11204--11213
Kai Yang and
Dehui Wang Bayesian estimation for first-order
autoregressive model with explanatory
variables . . . . . . . . . . . . . . . 11214--11227
Guo-Liang Fan and
Zhi-Qiang Jiang and
Jiang-Feng Wang Empirical likelihood for
high-dimensional partially linear model
with martingale difference errors . . . 11228--11242
Jan De Neve and
Olivier Thas A Mann--Whitney type effect measure of
interaction for factorial designs . . . 11243--11260
Hien D. Nguyen and
Geoffrey J. McLachlan Progress on a conjecture regarding the
triangular distribution . . . . . . . . 11261--11271
Ebrahim Mazrae Farahani and
Reza Baradaran Kazemzadeh and
Rassoul Noorossana and
Ghazaleh Rahimian A statistical approach to social network
monitoring . . . . . . . . . . . . . . . 11272--11288
Jinzhu Li A note on a by-claim risk model:
Asymptotic results . . . . . . . . . . . 11289--11295
Jan Beran and
Nadja Schumm On non parametric statistical inference
for densities under long-range
dependence . . . . . . . . . . . . . . . 11296--11314
Nimet Özbay and
Selahattin Kaçiranlar The performance of the adaptive optimal
estimator under the extended balanced
loss function . . . . . . . . . . . . . 11315--11326
J. Zhang and
J. Huang and
X. Wu Bayesian ratemaking under Dirichlet
process mixtures . . . . . . . . . . . . 11327--11340
Inga Laukaityte and
Marie Wiberg Using plausible values in secondary
analysis in large-scale assessments . . 11341--11357
Deniz Inan and
Erol Egrioglu and
Busenur Sarica and
Oykum Esra Askin and
Mujgan Tez Particle swarm optimization based
Liu-type estimator . . . . . . . . . . . 11358--11369
Ajit Chaturvedi and
Taruna Kumari Estimation and testing procedures for
the reliability functions of a general
class of distributions . . . . . . . . . 11370--11382
Jing Xu and
Jun Ma and
Tania Prvan Non parametric hazard estimation with
dependent censoring using penalized
likelihood and an assumed copula . . . . 11383--11403
Rasool Roozegar and
Saralees Nadarajah The power series skew normal class of
distributions . . . . . . . . . . . . . 11404--11423
C. Franko and
F. Yalcin Signatures of series and parallel
systems consisting of non disjoint
modules . . . . . . . . . . . . . . . . 11425--11439
Haiqing Chen and
Weihu Cheng and
Leilei Zhu and
Yaohua Rong Parameter estimation for three-parameter
generalized Pareto distribution by
weighted non linear least squares . . . 11440--11449
R. Aliakbari Saba and
Z. Rezaei Ghahroodi and
K. Kiani and
D. M. Berridge Mean and cell-mean imputation resulting
in the use of a semicontinuous
distribution and a mixture of
semicontinuous distributions . . . . . . 11450--11465
Guanghan Liu and
Steven Piantadosi Ridge estimation in generalized linear
models and proportional hazards
regressions . . . . . . . . . . . . . . 11466--11479
Joanna Tarasi\'nska Sample size needed to get given ratio of
endpoints for confidence interval of
standard deviation in a normal
distribution . . . . . . . . . . . . . . 11480--11484
Daniele Coin A goodness-of-fit test for generalized
error distribution . . . . . . . . . . . 11485--11499
Abdessamad Dine and
Denis Larocque and
François Bellavance Multivariate forests with missing mixed
outcomes . . . . . . . . . . . . . . . . 11500--11513
Resit Çelik and
Aydin Erar An alternative method correcting BDR
type of heteroskedasticity by the
weighting re-estimated absolute
residuals . . . . . . . . . . . . . . . 11514--11538
Sucharita Ghosh On estimating the marginal distribution
of a detrended series with long memory 11539--11557
Eugene Kouassi and
Patrice Soh Takam and
Jean Marcelin Bosson Brou and
Emile Herve Ndoumbe Pseudo maximum likelihood estimation of
the univariate $ {\rm GARCH}(2, 2) $ and
asymptotic normality under dependent
innovations . . . . . . . . . . . . . . 11558--11574
Zhiping Qiu Statistical inference under imputation
for proportional hazard model with
missing covariates . . . . . . . . . . . 11575--11590
D. T. Shirke and
S. R. Supanekar and
Deepesh Bhati On $k$-distorted generalized discrete
family of distributions . . . . . . . . 11591--11603
Chang Yu and
Sanguo Zhang and
Christine Friedenreich and
Charles E. Matthews Using repeated measures to correct
correlated measurement errors through
orthogonal decomposition . . . . . . . . 11604--11611
Tatjana Pavlenko and
Anuradha Roy Supervised classifiers for
high-dimensional higher-order data with
locally doubly exchangeable covariance
structure . . . . . . . . . . . . . . . 11612--11634
Matthieu Marbac and
Christophe Biernacki and
Vincent Vandewalle Model-based clustering of Gaussian
copulas for mixed data . . . . . . . . . 11635--11656
Matthew B. Matheson and
Christopher Cox The shape of the hazard function: Does
the generalized gamma have the last
word? . . . . . . . . . . . . . . . . . 11657--11666
Wanxing Li and
Xiaoming Xue and
Yonghong Long An additive subdistribution hazard model
for competing risks data . . . . . . . . 11667--11687
Majid Mojirsheibani and
Kevin Manley and
William Pouliot On density and regression estimation
with incomplete data . . . . . . . . . . 11688--11711
Housila P. Singh and
Swarangi M. Gorey An efficient randomized response model
utilizing higher order moments ratios of
scrambling variables . . . . . . . . . . 11712--11720
Masaki Kudo and
Kanta Naito Data sharpening on unknown manifold . . 11721--11744
Ehab F. Abd-Elfattah Saddlepoint density and distribution
functions for the ratio of two linear
functions and the product of generalized
gamma variates . . . . . . . . . . . . . 11745--11755
Femi B. Adebola and
Adedamola A. Adediran and
Olusegun S. Ewemooje Hybrid tripartite randomized response
technique . . . . . . . . . . . . . . . 11756--11763
Chen-Ju Lin and
Yi-Ling Shen Comparing multiple process overall
yields from multiple manufacturing lines 11764--11775
Feng Hu and
Zhaojun Zong and
Helin Wu Fubini theorem for non additive measures
in the framework of $g$-expectation . . 11776--11785
Elia Liitiäinen Asymptotics for Euclidean functionals of
mixing processes . . . . . . . . . . . . 11786--11800
Aiting Shen and
Deping Shi $ L_r $ convergence for arrays of
rowwise asymptotically almost negatively
associated random variables . . . . . . 11801--11812
Wei Yu and
Wangli Xu and
Lixing Zhu A modified Hosmer--Lemeshow test for
large data sets . . . . . . . . . . . . 11813--11825
Yan Cui and
Xia Chen and
Li Yan Adaptive Lasso for generalized linear
models with a diverging number of
parameters . . . . . . . . . . . . . . . 11826--11842
Rongfang Yan and
Yinping You and
Xiaohu Li On bivariate ageing properties of
exchangeable Farlie--Gumbel--Morgenstern
distributions . . . . . . . . . . . . . 11843--11853
R. Fallah and
M. Arashi and
S. M. M. Tabatabaey On the ridge regression estimator with
sub-space restriction . . . . . . . . . 11854--11865
Sibel Acik Kemaloglu and
Mehmet Yilmaz Transmuted two-parameter Lindley
distribution . . . . . . . . . . . . . . 11866--11879
Weicai Peng Conditional entropy, entropy density,
and strong law of large numbers for
generalized controlled tree-indexed
Markov chains . . . . . . . . . . . . . 11880--11891
Ming Ha Lee and
Michael B. C. Khoo Combined double sampling and variable
sampling interval np chart . . . . . . . 11892--11917
Nadezhda Gribkova Cramér-type moderate deviations for
intermediate trimmed means . . . . . . . 11918--11932
Nusa Mikuljan Sljivi\'c Cross-entropy method for estimation of
posterior expectation in Bayesian VAR
models . . . . . . . . . . . . . . . . . 11933--11947
Barry C. Arnold and
G. G. Hamedani Bivariate, multivariate, and matrix
variate normal characterizations: a
brief survey II . . . . . . . . . . . . 11949--11971
Agnieszka Goroncy Upper non positive bounds on
expectations of generalized order
statistics from DD and DDA populations 11972--11987
Zhiyong Zhang and
Kaifeng Jiang and
Haiyan Liu and
In-Sue Oh Bayesian meta-analysis of correlation
coefficients through power prior . . . . 11988--12007
Kan Shang and
Cavan Reilly Non parametric Bayesian analysis of the
two-sample problem with censoring . . . 12008--12022
V. Golbafian and
M. S. Fallahnezhad and
Y. Zare Mehrjerdi A new economic scheme for CCC charts
with run rules based on average number
of inspected items . . . . . . . . . . . 12023--12044
Chao Wang and
Hong Liu Estimation for the scaled half-logistic
distribution under Type-I progressively
hybrid censoring scheme . . . . . . . . 12045--12058
Housila P. Singh and
Swarangi M. Gorey A new efficient unrelated randomized
response model . . . . . . . . . . . . . 12059--12074
Kimberly F. Sellers and
Darcy S. Morris Underdispersion models: Models that are
``under the radar'' . . . . . . . . . . 12075--12086
Milto Hadjikyriakou Some results on dependent random
variables and a connection with the
multivariate s-increasing convex order 12087--12102
Arpan Bhowmik and
Seema Jaggi and
Eldho Varghese and
Cini Varghese Optimal block designs with non additive
mixed effects interference . . . . . . . 12103--12112
M. A. Pasha and
M. Bameni Moghadam and
Y. Khadem and
S. Fani An integration of Taguchi's loss
function in Banerjee--Rahim model for
the economic and economic statistical
design of $ \bar {X} $-control charts
under multiple assignable causes and
Weibull shock model . . . . . . . . . . 12113--12129
Mazhar Yaqub and
Javid Shabbir and
Sat Narian Gupta Estimation of population mean based on
dual use of auxiliary information in non
response . . . . . . . . . . . . . . . . 12130--12151
M. Bitaraf and
M. Rezaei and
F. Yousefzadeh Goodness-of-fit tests based on Verma
Kullback--Leibler information . . . . . 12152--12164
Jun Zhang and
Zhenghui Feng Partial linear single-index models with
additive distortion measurement errors 12165--12193
G. N. Singh and
M. Khalid and
A. K. Sharma Some efficient classes of estimators of
population mean in two-phase successive
sampling under random non response . . . 12194--12209
T. Imoto and
C. M. Ng and
S. H. Ong and
S. Chakraborty A modified Conway--Maxwell--Poisson type
binomial distribution and its
applications . . . . . . . . . . . . . . 12210--12225
Giovanni Forchini and
Bin Peng Modified first-difference estimator in a
panel data model with unobservable
factors both in the errors and the
regressors when the time dimension is
small . . . . . . . . . . . . . . . . . 12226--12239
Yoichi Miyata Laplace approximations and Bayesian
information criteria in possibly
misspecified models . . . . . . . . . . 12240--12258
Fikri Akdeniz and
Mahdi Roozbeh Efficiency of the
generalized-difference-based weighted
mixed almost unbiased two-parameter
estimator in partially linear model . . 12259--12280
P. Druilhet On the Flatland paradox and limiting
arguments . . . . . . . . . . . . . . . 12281--12289
Cristiano Villa and
Stephen Walker On the mathematics of the
Jeffreys--Lindley paradox . . . . . . . 12290--12298
Huang Xudong and
Li Mengmeng Confidence intervals for sparse
precision matrix estimation via Lasso
penalized D-trace loss . . . . . . . . . 12299--12316
Lingxiang Zhang Partial unit root and surplus-lag
Granger causality testing: a Monte Carlo
simulation study . . . . . . . . . . . . 12317--12323
Serkan Eryilmaz A new class of bivariate lifetime
distributions . . . . . . . . . . . . . 12324--12335
Feng-Shou Ko Evaluate the relative efficiency of a
targeted clinical trial design to an
untargeted design under the issue of
cost . . . . . . . . . . . . . . . . . . 12336--12344
S. K. Mathur and
D. M. Sakate A new test for two-sample location
problem based on empirical distribution
function . . . . . . . . . . . . . . . . 12345--12355
Mohsen Maleki and
Mohammad Reza Mahmoudi Two-Piece location-scale distributions
based on scale mixtures of normal family 12356--12369
Xin Xin and
Feng Qiu Multiple-response repeated measurement
or multivariate growth curve model with
distribution-free errors . . . . . . . . 12370--12386
Xiaoyan Chen and
Fang Liu Strong laws of large numbers for
negatively dependent random variables
under sublinear expectations . . . . . . 12387--12400
Anonymous EOV: Editorial Board . . . . . . . . . . ??
M. H. Karbalaee and
M. Arashi and
S. M. M. Tabatabaey Performance analysis of the preliminary
test estimator with series of stochastic
restrictions . . . . . . . . . . . . . . 1--17
M. B. Rajarshi Comparison of pivotals for confidence
bounds and intervals for the mean of a
stationary time series . . . . . . . . . 18--27
Stelios Arvanitis A note on stable limit theory for the
OLSE with non usual rates and the
heteroskedasticity robust Wald test . . 28--41
Tatpon Siripraparat and
Kritsana Neammanee A non uniform bound for half-normal
approximation of the number of returns
to the origin of symmetric simple random
walk . . . . . . . . . . . . . . . . . . 42--54
Jiantian Wang Likelihood ratio order of parallel
systems under multiple-outlier models 55--63
Lu Deng and
Xuemin Zi and
Zhonghua Li False discovery rates for large-scale
model checking under certain dependence 64--79
Borek Puza and
Andre Bonfrer A series of two-urn biased sampling
problems . . . . . . . . . . . . . . . . 80--91
Javid Shabbir Efficient utilization of two auxiliary
variables in stratified double sampling 92--101
Qiang Xiong and
Zhiyong Hu and
Yuan Li Statistic inference for a single-index
ARCH-M model . . . . . . . . . . . . . . 102--117
Sebastian Ankargren and
Shaobo Jin On the least-squares model averaging
interval estimator . . . . . . . . . . . 118--132
Wen-Tso Huang and
Cheng-Chang Lu An enhanced absorbing Markov chain model
for predicting TAIEX Index Futures . . . 133--146
Saralees Nadarajah and
Stephen Chan Discrete distributions based on inter
arrival times with application to
football data . . . . . . . . . . . . . 147--165
Takeshi Kurosawa and
Nobuhiro Suzuki Asymptotic distribution of regression
correlation coefficient for Poisson
regression model . . . . . . . . . . . . 166--180
Pao-Sheng Shen Non parametric analysis of gap times for
bivariate recurrent event data with cure
fraction . . . . . . . . . . . . . . . . 181--195
Hao Ding and
Zhanfeng Wang and
Yaohua Wu A relative error-based estimation with
an increasing number of parameters . . . 196--209
Linyi Qian and
Zhuo Jin and
Wei Wang and
Lyu Chen Pricing dynamic fund protections for a
hyperexponential jump diffusion process 210--221
Giuseppe Arbia and
Marco Bee and
Giuseppe Espa and
Flavio Santi Fitting spatial regressions to large
datasets using unilateral approximations 222--238
Liborio I. Costa An accurate, tractable, and analytically
integrable polynomial expansion of the
skewed Student's $t$-distribution . . . 239--246
Alok Kumar Singh and
S. Lalitha A novel spatial outlier detection
technique . . . . . . . . . . . . . . . 247--257
Heleno Bolfarine and
Guillermo Martínez-Flórez and
Hugo S. Salinas Bimodal symmetric-asymmetric
power-normal families . . . . . . . . . 259--276
H. Safe and
R. B. Kazemzadeh and
Y. Gholipour Kanani A Markov chain approach for
double-objective economic statistical
design of the variable sampling interval
$ \bar {X} $ control chart . . . . . . . 277--288
M. Rahman Asymptotic estimate of variance with
applications to stochastic differential
equations arises in mathematical
neuroscience . . . . . . . . . . . . . . 289--306
Abdelouahab Bibi and
Ahmed Ghezal Markov-switching \em BILINEAR--GARCH
models: Structure and estimation . . . . 307--323
Segun Ahmed and
Stephen A. Sedory and
Sarjinder Singh Simultaneous estimation of means of two
sensitive variables . . . . . . . . . . 324--343
Billel Aliat and
Fayçal Hamdi On Markov-switching periodic \em ARMA
models . . . . . . . . . . . . . . . . . 344--364
Jing Luo and
Hong Qin and
Jianwei Hu and
Yong Zhang Asymptotic distributions in affiliation
networks with an increasing sequence . . 365--371
Chanchal Kundu and
Arijit Patra Some results on residual life and
inactivity time at random time . . . . . 372--384
S. Balamurali and
P. Jeyadurga and
M. Usha Economic design of quick switching
sampling system for assuring Weibull
distributed mean life . . . . . . . . . 385--398
Idowu O. Ayodeji and
Titilola O. Obilade Development of a canonical correlation
model involving non linearity and
asymmetric variables . . . . . . . . . . 399--414
Yi Zhang and
Qingle Zheng Non parametric mixture of strictly
monotone regression models . . . . . . . 415--426
Qiang Fu and
Xin Guo and
Kenneth C. Land A Poisson-multinomial mixture approach
to grouped and right-censored counts . . 427--447
Anastassia Baxevani and
Krzysztof Podgórski Random spectral measure for non Gaussian
moving averages . . . . . . . . . . . . 448--462
Nagarajah Varathan and
Pushpakanthie Wijekoon Optimal generalized logistic estimator 463--474
P. K. Babilua and
E. A. Nadaraya On deviations between kernel-type
estimators of a distribution density in
$ p \geq 2 $ independent samples . . . . 475--492
Olatunde A. Adeoti and
John O. Olaomi Capability index-based control chart for
monitoring process mean using repetitive
sampling . . . . . . . . . . . . . . . . 493--507
Kun-Lin Kuo and
Thomas J. Jiang A revisit of the distribution of linear
combinations of Dirichlet components . . 509--520
Cuixia Li and
Erlin Guo Estimation of the integrated volatility
using noisy high-frequency data with
jumps and endogeneity . . . . . . . . . 521--531
Sumito Kurata and
Etsuo Hamada A robust generalization and asymptotic
properties of the model selection
criterion family . . . . . . . . . . . . 532--547
Parminder Singh and
Navdeep Singh A closed testing procedure for comparing
successive exponential populations with
respect to location parameter . . . . . 548--561
Zhang Yongjin and
Sun Youchao and
Li Longbiao and
Zhao Ming Copula-based reliability analysis for a
parallel system with a cold standby . . 562--582
Xinfeng Chang On preliminary test almost unbiased
two-parameter estimator in linear
regression model with student's $t$
errors . . . . . . . . . . . . . . . . . 583--600
Magda C. Pires and
Enrico A. Colosimo and
Arlaine A. Silva Survival Weibull regression model for
mismeasured outcomes . . . . . . . . . . 601--614
S. Balamurali and
Muhammad Aslam and
Ahmad Liaquat Determination of a new mixed variable
lot-size multiple dependent state
sampling plan based on the process
capability index . . . . . . . . . . . . 615--627
Frédéric Pro\"\ia Testing for residual correlation of any
order in the autoregressive process . . 628--654
Philippe Bernardoff Marshall-Olkin Laplace transform copulas
of multivariate gamma distributions . . 655--670
Mi-Hwa Ko Complete convergence for coordinatewise
asymptotically negatively associated
random vectors in Hilbert spaces . . . . 671--680
Yi Zhang and
Qingle Zheng Semiparametric mixture of additive
regression models . . . . . . . . . . . 681--697
Ke-Ang Fu and
Jie Li Precise large deviations of aggregate
claims in a risk model with size
dependence and non stationary arrivals 698--707
Jianbin Chen and
Yiying Zhang and
Peng Zhao and
Shan Zhou Allocation strategies of standby
redundancies in series/parallel system 708--724
Shun Matsuura Correlation coefficient of response
variances in compound noise and product
array experiments . . . . . . . . . . . 725--738
Miao Han and
Dongxiao Han and
Liuquan Sun A class of partially linear
transformation models for recurrent gap
times . . . . . . . . . . . . . . . . . 739--766
Sangun Park and
Jiwhan Park A general class of flexible Weibull
distributions . . . . . . . . . . . . . 767--778
Al-ameen Sama-ae and
Nattakarn Chaidee and
Kritsana Neammanee Half-normal approximation for statistics
of symmetric simple random walk . . . . 779--792
Yalian Li Efficiency of two classes of stochastic
restricted almost unbiased type
principal component estimators in linear
regression model . . . . . . . . . . . . 793--804
Kalyan Joshi and
M. B. Rajarshi Modified probability proportional to
size sampling . . . . . . . . . . . . . 805--815
Tabti Hadjila and
Ait Saidi Ahmed Estimation and simulation of conditional
hazard function in the quasi-associated
framework when the observations are
linked via a functional single-index
structure . . . . . . . . . . . . . . . 816--838
G. N. Singh and
A. K. Sharma and
A. K. Singh Estimation of population mean on the
most recent occasion under non response
in $h$-occasion successive sampling
using several auxiliary variables . . . 839--861
Yanchun Xing and
Lili Xu and
Wenqing Ma and
Zhichuan Zhu Conditional mix-GEE models for
longitudinal data with unspecified
random-effects distributions . . . . . . 862--876
Kaiyuan Wu and
Wei Hou and
Hongbo Yang Density estimation via the random forest
method . . . . . . . . . . . . . . . . . 877--889
Mohamed Ahkim and
Anneleen Verhasselt Testing for constancy in varying
coefficient models . . . . . . . . . . . 890--911
Housila P. Singh and
Abhishek C. Mishra and
Surya K. Pal Improved estimator of population total
in PPS sampling . . . . . . . . . . . . 912--934
K. Krishnamoorthy and
Yanping Xia Confidence intervals for a two-parameter
exponential distribution: One- and
two-sample problems . . . . . . . . . . 935--952
Xenos Chang-Shuo Lin and
Daniel Wei-Chung Miao and
Wan-Ling Chao Analysis of a jump-diffusion option
pricing model with serially correlated
jump sizes . . . . . . . . . . . . . . . 953--979
Ramesh C. Gupta and
Muhammad Waleed Analysis of survival data by a
Weibull--Bessel distribution . . . . . . 980--995
N. Sreelakshmi An introduction to copula-based
bivariate reliability Concepts . . . . . 996--1012
Savitri Joshi and
K. K. Jose Wrapped Lindley distribution . . . . . . 1013--1021
Hiroshi Yamada Several least-squares problems related
to the Hodrick--Prescott filtering . . . 1022--1027
C. Satheesh Kumar and
Subha R. Nair On some aspects of a flexible class of
additive Weibull distribution . . . . . 1028--1049
Gauss M. Cordeiro and
Marcelo Bourguignon and
Edwin M. M. Ortega and
Thiago G. Ramires General mathematical properties,
regression and applications of the
log-gamma-generated family . . . . . . . 1050--1070
Nina Strydom and
Nico Crowther Multivariate normal estimation: the case
$ (n > p) $ . . . . . . . . . . . . . . . 1071--1090
Pradip Kundu and
Asok K. Nanda Reliability study of proportional odds
family of discrete distributions . . . . 1091--1103
Ruibing Qin and
Yang Liu Block bootstrap testing for changes in
persistence with heavy-tailed
innovations . . . . . . . . . . . . . . 1104--1116
Kamonrat Kamjornkittikoon and
Kritsana Neammanee and
Nattakarn Chaidee Non uniform exponential bounds on normal
approximation by Stein's method and
monotone size bias couplings . . . . . . 1117--1132
V. Jowaheer and
N. Mamode Khan and
Y. Sunecher A BINAR(1) time-series model with
cross-correlated COM--Poisson
innovations . . . . . . . . . . . . . . 1133--1154
Vikas Kumar Sharma Bayesian analysis of head and neck
cancer data using generalized inverse
Lindley stress--strength reliability
model . . . . . . . . . . . . . . . . . 1155--1180
Daniel F. Linder and
Jingjing Yin and
Haresh Rochani and
Hani Samawi and
Sanjay Sethi Increased Fisher's information for
parameters of association in count
regression via extreme ranks . . . . . . 1181--1203
Akio Namba and
Kazuhiro Ohtani MSE performance of the weighted average
estimators consisting of shrinkage
estimators . . . . . . . . . . . . . . . 1204--1214
O. V. Chernoyarov and
Yu. A. Kutoyants and
A. Top On multiple change-point estimation for
Poisson process . . . . . . . . . . . . 1215--1233
Hukum Chandra and
Nicola Salvati Small area estimation of proportions
under a spatial dependent aggregated
level random effects model . . . . . . . 1234--1255
Mohammad Saber Fallah Nezhad and
Tahereh Jafari Nodoushan Designing an economic rectifying
sampling plan in the presence of two
markets . . . . . . . . . . . . . . . . 1256--1272
Xiaojian Xu and
Mark Krzeminski Optimal designs for accelerated life
tests with multiple stress factors and
heteroscedasticity . . . . . . . . . . . 1273--1306
Chun-Shu Chen and
Yi-Tsz Huang Some characteristics on the selection of
spline smoothing parameter . . . . . . . 1307--1317
Rakesh Kumar and
Sapana Sharma Transient analysis of an M/M/c queuing
system with balking and retention of
reneging customers . . . . . . . . . . . 1318--1327
Betuel Canhanga and
Anatoliy Malyarenko and
Ying Ni and
Milica Ranci\'c and
Sergei Silvestrov Analytical and numerical studies on the
second-order asymptotic expansion method
for European option pricing under
two-factor stochastic volatilities . . . 1328--1349
Zhi Li and
Litan Yan and
Liping Xu Stepanov-like almost automorphic
solutions for stochastic differential
equations with Lévy noise . . . . . . . . 1350--1371
Yinghui Dong and
Kam Chuen Yuen and
Guojing Wang Regime-switching pure jump processes and
applications in the valuation of
mortality-linked products . . . . . . . 1372--1391
Linqi Yi and
Junshan Xie A high-dimensional likelihood ratio test
for circular symmetric covariance
structure . . . . . . . . . . . . . . . 1392--1402
Ching-Ho Yen and
Chia-Hao Chang and
Muhammad Aslam and
Chi-Hyuck Jun Multiple dependent state repetitive
sampling plans based on one-sided
process capability indices . . . . . . . 1403--1412
Guanghui Li and
Chongqi Zhang Random search algorithm for optimal
mixture experimental design . . . . . . 1413--1422
Liheng Sang and
Guangjun Shen and
Qiangqiang Chang Approximation of fractional Brownian
sheet by Wiener integral . . . . . . . . 1423--1441
Housila P. Singh and
Surya K. Pal and
Anita Yadav A study on the chain ratio-ratio-type
exponential estimator for finite
population variance . . . . . . . . . . 1442--1458
Iryna V. Rozora Statistical hypothesis testing for the
shape of impulse response function . . . 1459--1474
Augustus Jayaraj and
Stephen A. Sedory and
Sarjinder Singh and
Oluseun Odumade A new estimator of proportion with a
linear function using data from
two-decks randomized response model . . 1475--1490
Piyachart Wiangnak and
Suvra Pal Gamma lifetimes and associated inference
for interval-censored cure rate model
with COM-Poisson competing cause . . . . 1491--1509
Deepesh Bhati and
Savitri Joshi Weighted geometric distribution with new
characterizations of geometric
distribution . . . . . . . . . . . . . . 1510--1527
Rongfei Liu and
Dingcheng Wang and
Fenglong Guo The ruin probabilities of a discrete
time risk model with one-sided linear
claim sizes and dependent risks . . . . 1529--1550
Sangun Park and
Hadi Alizadeh Noughabi and
Ilmun Kim General cumulative Kullback--Leibler
information . . . . . . . . . . . . . . 1551--1560
F. Ghapani and
B. Babadi Mixed Liu estimator in linear
measurement error models . . . . . . . . 1561--1570
Jie Yang and
Weiguo Yang and
Zhiyan Shi and
Yiqing Li and
Bei Wang and
Yue Zhang Strong law of large numbers for
generalized sample relative entropy of
non homogeneous Markov chains . . . . . 1571--1579
Amit Sen Lagrange multiplier unit root test in
the presence of a break in the
innovation variance . . . . . . . . . . 1580--1596
Jianjing Ma and
Guojing Wang and
George Xianzhi Yuan Optimal reinsurance and investment
problem in a defaultable market . . . . 1597--1614
Tanmay Kayal and
Yogesh Mani Tripathi and
Manoj Kumar Rastogi Estimation and prediction for an
inverted exponentiated Rayleigh
distribution under hybrid censoring . . 1615--1640
Hamed Fazlollahtabar and
Seyed Taghi Akhavan Niaki Modified branching process for the
reliability analysis of complex systems:
Multiple-robot systems . . . . . . . . . 1641--1652
Kush Sharma and
Davinder Kumar Garg m-Associate PBIB designs using Youden-m
squares . . . . . . . . . . . . . . . . 1653--1662
Peng Xiaozhi and
Wu Hecheng and
Ma Ling Asymptotic properties of the estimators
of the semi-parametric spatial
regression model . . . . . . . . . . . . 1663--1678
K. R. Meena and
Mohd. Arshad and
Aditi Kar Gangopadhyay Estimating the parameter of selected
uniform population under the squared log
error loss function . . . . . . . . . . 1679--1692
Duni Hu and
Hailong Wang Time-consistent investment and
reinsurance under relative performance
concerns . . . . . . . . . . . . . . . . 1693--1717
Shimin Li and
Hui Jiang and
Shaochen Wang Large and moderate deviations for the
total population in the nearly unstable
INAR(1) model . . . . . . . . . . . . . 1718--1730
Jun Zhao and
Yi Zhang Variable selection in expectile
regression . . . . . . . . . . . . . . . 1731--1746
Sana Eftekhar and
Mohammad Sadooghi-Alvandi and
Mahmood Kharrati-Kopaei Testing the equality of several
multivariate normal mean vectors under
heteroscedasticity: a fiducial approach
and an approximate test . . . . . . . . 1747--1766
K. Jayakumar and
M. Girish Babu Discrete Weibull geometric distribution
and its properties . . . . . . . . . . . 1767--1783
Guang-hui Cai and
Lin Xiang and
Xin-xing Su and
Xue-hai Ying A self-normalized central limit theorem
for a $ \rho $-mixing stationary
sequence . . . . . . . . . . . . . . . . 1785--1791
Tai VoVan and
Thao NguyenTrang Similar coefficient for cluster of
probability density functions . . . . . 1792--1811
Romain Aza\"\is and
Alexandre Genadot A new characterization of the jump rate
for piecewise-deterministic Markov
processes with discrete transitions . . 1812--1829
G. N. Singh and
S. Suman and
M. Khetan and
C. Paul Some estimation procedures of sensitive
character using scrambled response
techniques in successive sampling . . . 1830--1841
M. A. Pasha and
M. B. Moghadam and
S. Fani and
Y. Khadem Effects of quality characteristic
distributions on the integrated model of
Taguchi's loss function and economic
statistical design of $ \bar {X}
$-control charts by modifying the
Banerjee and Rahim economic model . . . 1842--1855
Zahid Pervez and
Zawar Hussain and
Maryam Hafeez On using non identical and independent
Bernoulli trials in human surveys . . . 1856--1867
Virtue U. Ekhosuehi and
Daniel O. Iruegbukpe and
Julian I. Mbegbu Minimum aberration criterion for
screening experiments at two levels from
an entropy-based perspective . . . . . . 1868--1881
Juming Pan and
Junfeng Shang Adaptive LASSO for linear mixed model
selection via profile log-likelihood . . 1882--1900
Kang FangYuan An additive marginal regression model
for clustered recurrent event in the
presence of a terminal event . . . . . . 1901--1912
Henriette Groenvik and
Yeonwoo Rho A self-normalizing approach to the
specification test of mixed-frequency
models . . . . . . . . . . . . . . . . . 1913--1922
Ilmun Kim and
Sangun Park Likelihood ratio tests for multivariate
normality . . . . . . . . . . . . . . . 1923--1934
Xinfeng Chang and
Jibo Wu Performance of the stein-type
two-parameter estimator in multiple
linear regression model . . . . . . . . 1935--1952
Ying-Ying Zhang and
Yu-Han Xie and
Wen-He Song and
Ming-Qin Zhou Three strings of inequalities among six
Bayes estimators . . . . . . . . . . . . 1953--1961
Amarjit Kundu and
Chanchal Kundu Bivariate extension of generalized
cumulative past entropy . . . . . . . . 1962--1977
Ambreen Shafqat and
Jaffer Hussain and
Amjad D. Al-Nasser and
Muhammad Aslam Attribute control chart for some popular
distributions . . . . . . . . . . . . . 1978--1988
Gajendra K. Vishwakarma An alternative to ratio estimator in
post-stratification . . . . . . . . . . 1989--2000
Yu Shen and
Han-Ying Liang and
Guo-Liang Fan Penalized empirical likelihood for
quantile regression with missing
covariates and auxiliary information . . 2001--2021
Fatma Sevinç Kurnaz and
Kadri Ulas Akay Matrix mean squared error comparisons of
some biased estimators with two biasing
parameters . . . . . . . . . . . . . . . 2022--2035
Behzad Mansouri Wavelet analysis of uniformly
time-modulated processes . . . . . . . . 2036--2041
Indranil Ghosh and
Ayman Alzaatreh A new class of generalized logistic
distribution . . . . . . . . . . . . . . 2043--2055
Indranil Ghosh and
G. G. Hamedani The Gamma-Kumaraswamy distribution: an
alternative to Gamma distribution . . . 2056--2072
I. Ghosh and
G. G. Hamedani and
N. Bansal and
M. Maadooliat On the mixtures of Weibull and Pareto
(IV) distribution: an alternative to
Pareto distribution . . . . . . . . . . 2073--2084
Dinesh Sarvate and
Nutan Mishra and
Kasifa Namyalo Group divisible designs with block size
five from Clatworthy's table . . . . . . 2085--2097
M. A. Pasha and
M. Bameni Moghadam An extension of Ben--Daya--Rahim (2000)
and Rahim--Banerjee (1993) cost models
for economic design of $ T^2 $-control
charts for multivariate deteriorating
processes with preventive maintenance
and early replacement . . . . . . . . . 2098--2109
Hui Dang The strong law of large numbers for non
homogeneous $M$-bifurcating Markov
chains indexed by a $M$-branch Cayley
tree . . . . . . . . . . . . . . . . . . 2110--2125
Sergey V. Malov and
Stephen J. O'Brien Life table estimator revisited . . . . . 2126--2133
Zhulin He Conditional logistic regression in
cluster-specific $ 1 \colon m $ matched
treatment-control designs . . . . . . . 2134--2145
Eugene Kouassi and
Patrice Takam Soh and
Morvan N. Donfack and
Jean Marcelin B. Bosson The ARCH(2) model: Pseudo-maximum
estimation and asymptotic results under
dependent innovations . . . . . . . . . 2146--2171
H. S. Rupasinghe Arachchige Don and
L. C. R. Pelawa Watagoda Bootstrapping analogs of the two-sample
Hotelling's $ T^2 $ test . . . . . . . . 2172--2182
Zahid Bashir and
Rashid Ahmed and
M. H. Tahir and
Syed Shakir Ali Ghazali and
Farrukh Shehzad Some extensions of circular balanced and
circular strongly balanced repeated
measurements designs . . . . . . . . . . 2183--2194
Zohra Guessoum and
Mohamed-Amine Mansouri and
Elias Ould Sa\"\id Asymptotic properties of the kernel mode
estimator under twice censorship model 2195--2212
S. Ghorbanpour and
R. Chinipardaz and
S. M. R. Alavi Fisher information in
exponential-weighted location-scale
distributions . . . . . . . . . . . . . 2213--2226
Sheng-Li Zhao and
Qian-Qian Zhao Some results on constructing two-level
block designs with general minimum lower
order confounding . . . . . . . . . . . 2227--2237
Anastasios N. Arapis and
Frosso S. Makri and
Zaharias M. Psillakis Distributions of statistics describing
concentration of runs in non homogeneous
Markov-dependent trials . . . . . . . . 2238--2250
Serkan Eryilmaz On the first time of ruin in
two-dimensional discrete time risk model
with dependent claim occurrences . . . . 2251--2258
Jung In Seo and
Yongku Kim Robust Bayesian analysis for exponential
parameters under generalized Type-II
progressive hybrid censoring . . . . . . 2259--2277
Nilgün Yildiz On the performance of the Jackknifed
Liu-type estimator in linear regression
model . . . . . . . . . . . . . . . . . 2278--2290
Servane Gey Vapnik--Chervonenkis dimension of
axis-parallel cuts . . . . . . . . . . . 2291--2296
Saad J. Almalki A reduced new modified Weibull
distribution . . . . . . . . . . . . . . 2297--2313
Camilla Mondrup Andreassen and
Jens Ledet Jensen On the three-dimensional negative
binomial distribution . . . . . . . . . 2314--2326
Jian Wu and
Liugen Xue and
Peixin Zhao Quickly variable selection for varying
coefficient models with missing response
at random . . . . . . . . . . . . . . . 2327--2336
Yanting Zheng and
Jingping Yang and
Jianhua Z. Huang Shuffle of min's random variable
approximations of bivariate copulas'
realization . . . . . . . . . . . . . . 2337--2350
Hui Zhou and
Jie Li Empirical likelihood inference for error
density estimators in first-order
autoregression models . . . . . . . . . 2351--2361
S. Goliforushani and
M. Xie and
N. Balakrishnan On the mean residual life of a
generalized $k$-out-of-$n$ system . . . 2362--2372
A. Parvardeh and
N. Balakrishnan and
Azam Arshadipour A note on the conditional residual
lifetime of a coherent system under
double monitoring . . . . . . . . . . . 2373--2378
Rongfang Yan and
Tianqi Luo On the optimal allocation of active
redundancies in series system . . . . . 2379--2388
Yunzhu He and
Dongsheng Wu Wavelet-based estimators of
multivariable mean regression function
with long-memory data . . . . . . . . . 2389--2406
Feipeng Zhang and
Yong Zhou Non-parametric quantile estimate for
length-biased and right-censored data
with competing risks . . . . . . . . . . 2407--2424
H. R. Nili Sani and
M. Amini and
A. Bozorgnia Complete convergence for weighted sums
of arrays of APND random variables . . . 2425--2431
Fanrong Zhao and
Weixing Song and
Jianhong Shi Statistical inference for
heteroscedastic semi-varying coefficient
EV models . . . . . . . . . . . . . . . 2432--2455
Jing Zhao and
Weihu Cheng and
Haiqing Chen and
Mixia Wu Comparisons of several Pareto
distributions based on record values . . 2456--2468
L. R. Naidoo and
D. North and
T. Zewotir and
R. Arnab Remainder modified systematic sampling
in the presence of linear trend . . . . 2469--2481
I. Iqbal and
P. F. Buzdar and
I. Ahmed Construction of neighbor designs of
block size 4 for all values of $v$ $>$= 5
by using the method of addition . . . . 2482--2489
S. Balamurali Optimal designing of a new mixed
variable lot-size chain sampling plan
based on the process capability index 2490--2503
Xing-cai Zhou and
Ying-zhi Xu and
Jin-guan Lin Wavelet estimation in time-varying
coefficient time series models with
measurement errors . . . . . . . . . . . 2504--2519
Tomer Shushi The generalized exponential family of
distributions and its characteristics 2520--2526
Frank P. A. Coolen and
Tahani Coolen-Maturi and
Hana N. Alqifari Non-parametric predictive inference for
future order statistics . . . . . . . . 2527--2548
Francisco Louzada and
Vitor A. A. Marchi A log-location-scale lifetime
distribution with censored data:
Regression modeling, residuals, and
global influence . . . . . . . . . . . . 2549--2562
Petan Dossar and
Mounir Mesbah Cumulative or adjacent logits: Which
choice for an ordinal logistic latent
variable model? . . . . . . . . . . . . 2563--2575
Shashi Bhushan and
Abhay Pratap Pandey Optimality of ratio type estimation
methods for population mean in the
presence of missing data . . . . . . . . 2576--2589
Buddhananda Banerjee and
Biswabrata Pradhan Kolmogorov--Smirnov test for life test
data with hybrid censoring . . . . . . . 2590--2604
Ahmed Z. Afify and
Gauss M. Cordeiro and
Edwin M. M. Ortega and
Haitham M. Yousof and
Nadeem Shafique Butt The four-parameter Burr XII
distribution: Properties, regression
model, and applications . . . . . . . . 2605--2624
Qiang Wan and
Yongzhong Wu and
Wenhui Zhou and
Xiaohong Chen Economic design of an integrated
adaptive synthetic $ \bar {X} $ chart
and maintenance management system . . . 2625--2642
Michael Feldman and
Adir Even and
Yisrael Parmet A methodology for quantifying the effect
of missing data on decision quality in
classification problems . . . . . . . . 2643--2663
Shuxia Zhang and
Boping Tian Semiparametric method for detecting
multiple change points model in
financial time series . . . . . . . . . 2664--2683
Shin-Li Lu Non parametric double generally weighted
moving average sign charts based on
process proportion . . . . . . . . . . . 2684--2700
Shu Liu and
Heng Lian Robust estimation and model
identification for longitudinal data
varying-coefficient model . . . . . . . 2701--2719
A. Bolivar-Cime and
L. M. Cordova-Rodriguez Binary discrimination methods for
high-dimensional data with a geometric
representation . . . . . . . . . . . . . 2720--2740
Vicente G. Cancho and
Bao Yiqi and
Jose A. Fiorucci and
Gladys D. C. Barriga and
Dipak K. Dey Estimation and influence diagnostics for
zero-inflated hyper-Poisson regression
model: full Bayesian analysis . . . . . 2741--2759
Chunpeng Fan and
Donghui Zhang Testing factor-covariate interaction in
rank repeated-measures analysis of
covariance models . . . . . . . . . . . 2760--2778
Ghobad Barmalzan and
Amir. T. Payandeh Najafabadi and
Narayanaswamy Balakrishnan Some new results on aggregate claim
amounts from two heterogeneous
Marshall-Olkin extended exponential
portfolios . . . . . . . . . . . . . . . 2779--2794
Kristofer Månsson and
Ghazi Shukur and
B. M. Golam Kibria Performance of some ridge regression
estimators for the multinomial logit
model . . . . . . . . . . . . . . . . . 2795--2804
Edgardo Lorenzo and
Ganesh Malla and
Hari Mukerjee A new test for decreasing mean residual
lifetimes . . . . . . . . . . . . . . . 2805--2812
A. K. Md. Ehsanes Saleh and
B. M. Golam Kibria and
Florence George Simultaneous estimation of several
CDF's: homogeneity constraint . . . . . 2813--2826
Shili Ye and
Dongying Wang and
Runchu Zhang $ 2^{m - p} $ compromise plans with
strongly clear specified main effects
and two-factor interactions . . . . . . 2827--2834
Etebong P. Clement A note on calibration weightings for
stratified double sampling with equal
probability . . . . . . . . . . . . . . 2835--2847
Sumen Sen and
Pooja Sengupta and
Norou Diawara Doubly inflated Poisson model using
Gaussian copula . . . . . . . . . . . . 2848--2858
H. M. Barakat and
M. A. Abd Elgawad and
Ting Yan Generalized-order statistics with random
indices . . . . . . . . . . . . . . . . 2859--2868
Tingxun Gou and
Hong Qin and
Kashinath Chatterjee A study of uniformity pattern for
extended designs . . . . . . . . . . . . 2869--2880
Nasrullah Khan and
Muhammad Aslam and
Chi-Hyuck Jun and
Jaffer Hussain Design of acceptance sampling plan using
a modified EWMA statistic . . . . . . . 2881--2891
Hasan Rasay and
Mohammad Saber Fallahnezhad and
Yahia Zare Mehrjerdi An integrated model for economic design
of chi-square control chart and
maintenance planning . . . . . . . . . . 2892--2907
Bo Lu and
Dingjiao Cai and
Luheng Wang and
Xingwei Tong and
Huiyun Xiang Inference for proportional hazard model
with propensity score . . . . . . . . . 2908--2918
Mohammad Reza Mahmoudi and
Mohsen Maleki and
Abbas Pak Testing the equality of two independent
regression models . . . . . . . . . . . 2919--2926
Yanqin Feng and
Yurong Chen Oracle inequalities for the Lasso in the
additive hazards model with
interval-censored data . . . . . . . . . 2927--2949
Altemir da Silva Braga and
Gauss M. Cordeiro and
Edwin M. M. Ortega A new skew-bimodal distribution with
applications . . . . . . . . . . . . . . 2950--2968
R. Arabi Belaghi and
M. Noori Asl and
H. Bevrani and
William Volterman and
N. Balakrishnan On the distribution-free confidence
intervals and universal bounds for
quantiles based on joint records . . . . 2969--2978
Jibo Wu Performance of the difference-based
Liu-type estimator in partially linear
model . . . . . . . . . . . . . . . . . 2979--2987
Nawal Belaid and
Smail Adjabi and
Célestin C. Kokonendji and
Nabil Zougab Bayesian adaptive bandwidth selector for
multivariate discrete kernel estimator 2988--3001
Francisco Louzada and
Fernando F. Moreira and
Mauro Ribeiro de Oliveira A zero-inflated non default rate
regression model for credit scoring data 3002--3021
Mike G. Tsionas Note on posterior inference for the
Bingham distribution . . . . . . . . . . 3022--3028
Hiba Nassar A consistent estimator of the smoothing
operator in the functional
Hodrick-Prescott filter . . . . . . . . 3029--3042
Debashis Kushary Finding confidence bound using two-stage
data . . . . . . . . . . . . . . . . . . 3043--3051
M. Goldoust and
S. Rezaei and
Y. Si and
S. Nadarajah A lifetime distribution motivated by
parallel and series structures . . . . . 3052--3072
Qingqing Ye and
Liwei Liu Analysis of MAP/M/1 queue with working
breakdowns . . . . . . . . . . . . . . . 3073--3084
Xiaohui Ai and
Yang Sun Karhunen-Loeve expansion for the
additive two-sided Brownian motion . . . 3085--3091
Guoxin Qiu Further results on the residual quantile
entropy . . . . . . . . . . . . . . . . 3092--3103
S. Baratpour and
A. H. Khammar A quantile-based generalized dynamic
cumulative measure of entropy . . . . . 3104--3117
Ali H. Abuzaid A half circular distribution for
modeling the posterior corneal curvature 3118--3124
David R. Bickel A note on fiducial model averaging as an
alternative to checking Bayesian and
frequentist models . . . . . . . . . . . 3125--3137
M. Bee and
L. Trapin A characteristic function-based approach
to approximate maximum likelihood
estimation . . . . . . . . . . . . . . . 3138--3160
Chao Zhang and
Zhidong Bai and
Jiang Hu and
Chen Wang Multi-sample test for high-dimensional
covariance matrices . . . . . . . . . . 3161--3177
S. Rezakhah and
A. Philippe and
N. Modarresi Innovative methods for modeling of scale
invariant processes . . . . . . . . . . 3178--3191
Zhenghong Wang and
Hong Qin Uniformity pattern and related criteria
for mixed-level designs . . . . . . . . 3192--3203
Y. L. Zhang and
G. J. Wang An extended geometric process repair
model with imperfect delayed repair
under different objective functions . . 3204--3219
Yuri A. Iriarte and
Nabor O. Castillo and
Heleno Bolfarine and
Héctor W. Gómez Modified slashed-Rayleigh distribution 3220--3233
D. Bosq Detecting instants of jumps and
estimating their intensity in the
context of $p$ derivatives with
continuous or discrete data . . . . . . 3234--3251
Daisuke Nagakura On the relationship between the matrix
operators, vech and vecd . . . . . . . . 3252--3268
Razieh Jafaraghaie and
Nader Nematollahi Robust Bayesian prediction under a
general linear-exponential posterior
risk function and its application in
finite population . . . . . . . . . . . 3269--3292
T. H. M. Abouelmagd and
M. S. Hamed and
Abd El Hadi N. Ebraheim and
Ahmed Z. Afify Toward the evaluation of $ P(X_{(t)} >
Y_{(t)}) $ when both $ X_{(t)} $ and $
Y_{(t)} $ are inactivity times of two
systems . . . . . . . . . . . . . . . . 3293--3304
Husam I. Ardah and
Evrim Oral Model selection in randomized response
techniques for binary responses . . . . 3305--3323
Yuh-Jenn Wu and
Li-Hsueh Cheng and
Wei-Quan Fang Using Wald-type estimator to combat
outliers and Berkson-type uncertainties
with mixture distributions in linear
regression models . . . . . . . . . . . 3324--3337
Cunjie Lin and
Wenhua Wei and
Yong Zhou Semiparametric estimation of treatment
effect with density ratio model . . . . 3338--3359
Siyu Lv and
Zhen Wu Infinite horizon reflected backward
stochastic differential equations with
Markov chains . . . . . . . . . . . . . 3360--3376
David Roodman Bias and size corrections in extreme
value modeling . . . . . . . . . . . . . 3377--3391
Keiji Takai On the use of the selection matrix in
the maximum likelihood estimation of
normal distribution models with missing
data . . . . . . . . . . . . . . . . . . 3392--3407
M. Fernández and
Jesús E. García and
V. A. González-López A copula-based partition Markov
procedure . . . . . . . . . . . . . . . 3408--3417
Xianzhu Xiong and
Peiqin Zhou and
Chen Ailian Asymptotic normality of the local linear
estimation of the conditional density
for functional time-series data . . . . 3418--3440
Jianwen Huang and
Jianjun Wang and
Guowang Luo and
Hao Pu Higher order expansion for moments of
extreme for generalized Maxwell
distribution . . . . . . . . . . . . . . 3441--3452
Tingting Li and
Zuoxiang Peng Moment convergence of powered normal
extremes . . . . . . . . . . . . . . . . 3453--3463
M. Khalili and
A. Habibirad and
F. Yousefzadeh Some properties of Lin-Wong divergence
on the past lifetime data . . . . . . . 3464--3476
Ivair R. Silva On the correspondence between
frequentist and Bayesian tests . . . . . 3477--3487
Xue-Ru Zhang and
Zong-Feng Qi and
Yong-Dao Zhou and
Feng Yang Orthogonal-array composite design for
the third-order models . . . . . . . . . 3488--3507
Alaa Elkadry and
Gary C. McDonald Analyzing continuous randomized response
data with an indifference-zone selection
procedure . . . . . . . . . . . . . . . 3508--3522
Jin H. Oh and
Sung H. Park and
Soon S. Kwon Graphical evaluation of robust parameter
designs based on extended scaled
prediction variance and extended
spherical average prediction variance 3523--3531
Kiyoshi I. Noue and
Sigeo Aki On discrete distributions generated from
drawing balls with bivariate labels . . 3532--3546
Amir Moslemi and
Mirmehdi Seyyed-Esfahani and
Seyed Taghi Akhavan Niaki A robust posterior preference
multi-response optimization approach in
multistage processes . . . . . . . . . . 3547--3570
Taka-Aki Shiraishi and
Shin-Ichi Matsuda Closed testing procedures for all
pairwise comparisons in a randomized
block design . . . . . . . . . . . . . . 3571--3587
David D. Watts and
Joshua D. Habiger A multiple testing protocol for
exploratory data analysis and the local
misclassification rate . . . . . . . . . 3588--3604
Priyaranjan Dash and
Bijoy Kumar Pradhan A note on a transient queuing system of
a linear birth-immigration process in
presence of twin births . . . . . . . . 3605--3615
Y. Zhang and
S. Nadarajah A review of backtesting for value at
risk . . . . . . . . . . . . . . . . . . 3616--3639
Tõnu Kollo and
Meelis Käärik and
Anne Selart Asymptotic normality of estimators for
parameters of a multivariate skew-normal
distribution . . . . . . . . . . . . . . 3640--3655
Shu Liu and
Liangyuan Liu Efficient estimation for time-dynamic
longitudinal single-index model . . . . 3656--3674
Omar Eidous and
Fahid Al-Eibood A bias-corrected histogram estimator for
line transect sampling . . . . . . . . . 3675--3686
Z. Al Masry and
S. Mercier and
G. Verdier Generalized method of moments for an
extended gamma process . . . . . . . . . 3687--3714
Danyang Huang and
Xiangyu Chang and
Hansheng Wang Spatial autoregression with repeated
measurements for social networks . . . . 3715--3727
Eiichi Isogai and
Andreas Futschik Bounded risk estimation of a linear
combination of location parameters in
negative exponential distributions via
three-stage sampling . . . . . . . . . . 3728--3733
Saralees Nadarajah and
Stephen Chan Elementary expressions for moments of
truncated negative binomial random
variables . . . . . . . . . . . . . . . 3734--3743
G. N. Singh and
C. Singh and
S. Suman and
A. Kumar A two-stage unrelated randomized
response model for estimating a rare
sensitive attribute in probability
proportional to size sampling using
Poisson distribution . . . . . . . . . . 3744--3766
Josmar Mazucheli and
André Felipe Berdusco Menezes and
Sanku Dey Improved maximum-likelihood estimators
for the parameters of the unit-gamma
distribution . . . . . . . . . . . . . . 3767--3778
Rizwan Ali and
Abdul Haq A mixed GWMA-CUSUM control chart for
monitoring the process mean . . . . . . 3779--3801
Yi Zhai and
Zhide Fang Locally optimal designs for some
dose-response models with continuous
endpoints . . . . . . . . . . . . . . . 3803--3819
Wenzhao Liu and
Yanlei Diao and
Anna Liu An analysis of query-agnostic sampling
for interactive data exploration . . . . 3820--3837
Heiko Groenitz Logistic regression analyses for
indirect data . . . . . . . . . . . . . 3838--3856
István Fazekas and
Alexey Chuprunov The conditional maximum of Poisson
random variables . . . . . . . . . . . . 3857--3870
Cao Xuan Phuong and
Dang Duc Trong and
Tran Quoc Viet On the mean $ L^1 $-error in the
heteroscedastic deconvolution problem
with compactly supported noises . . . . 3871--3892
Jigao Yan Almost sure convergence for weighted
sums of WNOD random variables and its
applications to non parametric
regression models . . . . . . . . . . . 3893--3909
Bing Meng and
Dingcheng Wang and
Qunying Wu Complete convergence and complete moment
convergence for arrays of rowwise
negatively superadditive dependent
random variables . . . . . . . . . . . . 3910--3922
Chen-Ju Lin and
W. L. Pearn and
J. Y. Huang and
Y. H. Chen Group selection for processes with
multiple quality characteristics . . . . 3923--3934
Chen Li and
George Casella and
Malay Ghosh Estimation of regression vectors in
linear mixed models with Dirichlet
process random effects . . . . . . . . . 3935--3954
Olusola Makinde and
Biman Chakraborty On some classifiers based on
multivariate ranks . . . . . . . . . . . 3955--3969
Robert F. Phillips Quasi maximum likelihood estimation of
dynamic panel data models . . . . . . . 3970--3986
Rong Jiang and
Wei-Min Qian and
Zhan-Gong Zhou Weighted composite quantile regression
for partially linear varying coefficient
models . . . . . . . . . . . . . . . . . 3987--4005
Laleh Tafakori and
Armin Pourkhanali and
Saralees Nadarajah A new lifetime model with different
types of failure rate . . . . . . . . . 4006--4020
Samridhi Mehta and
Priyanka Aggarwal Bayesian estimation of sensitivity level
and population proportion of a sensitive
characteristic in a binary optional
unrelated question RRT model . . . . . . 4021--4028
Agnieszka Goroncy and
Tomasz Rychlik Refined solution to upper-bound problem
for the expectations of order statistics
from decreasing density on the average
distributions . . . . . . . . . . . . . 4029--4041
Bo Yan and
Zhuo Chen A prediction approach for precise
marketing based on ARIMA-ARCH Model: a
case of China Mobile . . . . . . . . . . 4042--4058
Yo Sheena Asymptotic expansion of the risk of
maximum likelihood estimator with
respect to $ \alpha $-divergence . . . . 4059--4087
Uzma Rasheed and
H. M. Kashif Rasheed and
Muhammad Rasheed and
Rashid Ahmed Minimal circular strongly balanced
repeated measurements designs in periods
of three different sizes . . . . . . . . 4088--4094
Abbas Pak and
Arjun Kumar Gupta Bayesian inference on $ P(X > Y) $ in
bivariate Rayleigh model . . . . . . . . 4095--4105
Jingyun Sun and
Yongjun Li and
Ling Zhang Robust portfolio choice for a defined
contribution pension plan with
stochastic income and interest rate . . 4106--4130
Jesse Frey and
Timothy G. Feeman Finding the maximum efficiency for
multistage ranked-set sampling . . . . . 4131--4141
Muhammad Rajab and
Rashid Ahmed and
Farrukh Shehzad and
M. H. Tahir Some new constructions of circular
balanced repeated measurements designs 4142--4151
Songfeng Zheng An improved Bennett's inequality . . . . 4152--4159
Donglin Guo and
Liugen Xue CBPS-based estimation for linear models
with responses missing at random . . . . 4160--4169
Rongfei Liu and
Dingcheng Wang and
Fenglong Guo The finite-time ruin probability of a
discrete-time risk model with GARCH
discounted factors and dependent risks 4170--4186
Rui Fang and
Xiaohu Li Ordering extremes of interdependent
random variables . . . . . . . . . . . . 4187--4201
Dingfang Li and
Yifan Gui and
Yifan Li and
Lihua Xiong A method for constructing asymmetric
pair-copula and its application . . . . 4202--4214
Xiaoguang Wang and
Dawei Lu and
Lixin Song Robust image segmentation via Bayesian
type criterion . . . . . . . . . . . . . 4215--4228
Myoungjin Jung and
Younshik Chung Bayesian inference of three-parameter
bathtub-shaped lifetime distribution . . 4229--4241
Bikram Karmakar and
Indranil Mukhopadhyay Risk efficient estimation of fully
dependent random coefficient
autoregressive models of general order 4242--4253
Valbona Bejleri and
Balgobin Nandram Bayesian and frequentist prediction
limits for the Poisson distribution . . 4254--4271
Ujjwal Das and
Subhra Sankar Dhar and
Vivek Pradhan Corrected likelihood-ratio tests in
logistic regression using small-sample
data . . . . . . . . . . . . . . . . . . 4272--4285
Yunxia Li and
Jiali Ding Weighted composite quantile regression
method via empirical likelihood for non
linear models . . . . . . . . . . . . . 4286--4296
N. Balakrishnan and
M. V. Koutras and
F. S. Milienos A weighted Poisson distribution and its
application to cure rate models . . . . 4297--4310
Çagatay Çetinkaya and
Ali I. Genç Moments of order statistics of the
standard two-sided power distribution 4311--4328
Saminathan Balamurali and
Liaquat Ahmad and
Muhammad Aslam and
Jaffer Hussain and
Chi-Hyuck Jun Optimal designing of an SkSP-R double
sampling plan . . . . . . . . . . . . . 4329--4337
Rong-Xian Yue and
Xiao-Dong Zhou Robust integer-valued designs for linear
random intercept models . . . . . . . . 4338--4354
Roberto Baragona and
Francesco Battaglia and
Domenico Cucina Portmanteau tests based on quadratic
forms in the autocorrelations . . . . . 4355--4374
Jiting Huang and
Peixin Zhao Orthogonal weighted empirical
likelihood-based variable selection for
semiparametric instrumental variable
models . . . . . . . . . . . . . . . . . 4375--4388
Jibo Wu and
Yasin Asar and
Mohammad Arashi On the restricted almost unbiased Liu
estimator in the logistic regression
model . . . . . . . . . . . . . . . . . 4389--4401
T. Imada Multiple comparison for checking
differences among normal variances . . . 4402--4414
B. L. S. Prakasa Rao On some analogues of lack of memory
properties for the Gompertz distribution 4415--4421
Ramezan Khosravi and
Mohammad Saleh Owlia and
Mohammad Saber Fallahnezhad and
Amirhossein Amiri Phase I risk-adjusted control charts for
surgical data with ordinal outcomes . . 4422--4432
Jibo Wu Improvement of generalized
difference-based mixed Liu estimator in
partially linear model . . . . . . . . . 4433--4442
Jie Guo and
Yinghui Dong and
Guojing Wang Basket CDS pricing with default
intensities using a regime-switching
shot-noise model . . . . . . . . . . . . 4443--4458
Yogesh Mani Tripathi and
Constantinos Petropoulos and
Mayank Jha Estimation of the shape parameter of a
Pareto distribution . . . . . . . . . . 4459--4468
Mei Yao and
Jiang-Feng Wang and
Lu Lin and
Yu-Xin Wang Variable selection and weighted
composite quantile estimation of
regression parameters with
left-truncated data . . . . . . . . . . 4469--4482
Abdolnasser Sadeghkhani and
Indranil Ghosh A new generalized Balakrishnan type
skewed-normal distribution: properties
and associated inference . . . . . . . . 4483--4492
Pratheesh P. Gopinath and
Rajender Parsad and
Baidya Nath Mandal Incomplete row-column designs with
factorial treatment structure for
estimating main effects with full
efficiency . . . . . . . . . . . . . . . 4493--4502
Yin Hang and
Shu Liu Non parametric regression analysis for
longitudinal data with time-depending
autoregressive error process . . . . . . 4503--4533
N. Zougab and
L. Harfouche and
Y. Ziane and
S. Adjabi Multivariate generalized
Birnbaum-Saunders kernel density
estimators . . . . . . . . . . . . . . . 4534--4555
Yury V. Kozachenko and
Viktor B. Troshki Construction of a criterion for testing
hypothesis about covariance function of
a stationary Gaussian stochastic process
with unknown mean . . . . . . . . . . . 4556--4567
M. Ganji and
F. Gharari The discrete delta and nabla
Mittag-Leffler distributions . . . . . . 4568--4589
George Nenes New measures of statistical performance
of process control charts . . . . . . . 4590--4608
Hao Jin and
Si Zhang and
Jinsuo Zhang and
Shougang Zhang Bootstrap procedures for variance breaks
test in time series with a changing
trend . . . . . . . . . . . . . . . . . 4609--4627
Xiaoguang Wang and
Yi Niu and
Xiaofang Li Bayesian ROC curve estimation under
binormality using an ordinal category
likelihood . . . . . . . . . . . . . . . 4628--4640
G. N. Singh and
M. Khalid An effective estimation strategy for
population mean under random
non-response situations in two-phase
successive sampling . . . . . . . . . . 4641--4660
Wenhan Li and
Lixia Liu and
Guiwen Lv and
Cuixiang Li Exchange option pricing in
jump-diffusion models based on Esscher
transform . . . . . . . . . . . . . . . 4661--4672
Yuping Hu and
Liugen Xue and
Sanying Feng Empirical likelihood inference for
partial functional linear model with
missing responses . . . . . . . . . . . 4673--4691
Maryam Eskandarzadeh and
Antonio Di Crescenzo and
Saeid Tahmasebi Measures of information for maximum
ranked set sampling with unequal samples 4692--4709
N. Unnikrishnan Nair and
P. G. Sankaran and
S. M. Sunoj Proportional hazards model with quantile
functions . . . . . . . . . . . . . . . 4710--4723
Neeraj Misra and
Sameen Naqvi A unified approach to stochastic
comparisons of multivariate mixture
models . . . . . . . . . . . . . . . . . 4724--4740
Donglin Yu and
Qunying Wu Complete convergence for weighted sums
of extended negatively dependent random
variables under sub-linear expectations 4741--4750
Fatma Zehra Dogru and
Y. Murat Bulut and
Olcay Arslan Doubly reweighted estimators for the
parameters of the multivariate
t-distribution . . . . . . . . . . . . . 4751--4771
Yinping You and
Xiaohu Li Ordering $k$-out-of-$n$ systems with
interdependent components and one active
redundancy . . . . . . . . . . . . . . . 4772--4784
Sascha Wörz and
Heinz Bernhardt A note on multivariate linear regression 4785--4790
Dawei Lu and
Lixin Song and
Henan Li Precise large deviations for sums of
WUOD and $ \phi $-mixing random
variables with dominated variation . . . 4791--4807
Guangyu Mao Testing for error cross-sectional
uncorrelatedness in a two-way error
components panel data model . . . . . . 4808--4839
Abdul Haq A new adaptive EWMA control chart using
auxiliary information for monitoring the
process mean . . . . . . . . . . . . . . 4840--4858
Fu-Kwun Wang and
Yeneneh Tamirat Acceptance sampling plan based on an
exponentially weighted moving average
statistic with the yield index for
autocorrelation between polynomial
profiles . . . . . . . . . . . . . . . . 4859--4871
Altan Tuncel and
Serkan Eryilmaz System reliability under $ \delta
$-shock model . . . . . . . . . . . . . 4872--4880
Xiaofei Li and
Deng Ding and
Di Sang Exponential stability of stochastic
cellular neural networks with mixed
delays . . . . . . . . . . . . . . . . . 4881--4894
D. R. Jensen and
D. E. Ramirez Designs enhancing Fisher information . . 4895--4904
Gaku Igarashi and
Yoshihide Kakizawa Limiting bias-reduced Amoroso kernel
density estimators for non-negative data 4905--4937
Suchandan Kayal Quantile-based Chernoff distance for
truncated random variables . . . . . . . 4938--4957
Hu Yang and
Ning Li WLAD-LASSO method for robust estimation
and variable selection in partially
linear models . . . . . . . . . . . . . 4958--4976
Zawar Hussain and
Naila Shabbir On some new randomized item sum
techniques . . . . . . . . . . . . . . . 4977--4990
Inga Laukaityte and
Marie Wiberg Importance of sampling weights in
multilevel modeling of international
large-scale assessment data . . . . . . 4991--5012
Zhongquan Tan Asymptotics of maxima and sums for a
type of strongly dependent isotropic
Gaussian random fields . . . . . . . . . 5013--5028
Zangin Zeebari and
B. M. Golam Kibria and
Ghazi Shukur Seemingly unrelated regressions with
covariance matrix of cross-equation
ridge regression residuals . . . . . . . 5029--5053
Shijie Wang and
Yiyu Hu and
LianQiang Yang and
Wensheng Wang Randomly weighted sums under a wide type
of dependence structure with application
to conditional tail expectation . . . . 5054--5063
T. Alanazi and
S. D. Georgiou and
S. Stylianou Construction and analysis of edge
designs from skew-symmetric
supplementary difference sets . . . . . 5064--5076
S. Sengupta Admissible unbiased estimation of finite
population variance under a randomized
response model . . . . . . . . . . . . . 5077--5082
Hien D. Nguyen and
Geoffrey J. McLachlan Some theoretical results regarding the
polygonal distribution . . . . . . . . . 5083--5095
M. C. Jones Letter to the Editor concerning ``A new
method for generating distributions with
an application to exponential
distribution'' and ``Alpha power Weibull
distribution: Properties and
applications'' . . . . . . . . . . . . . 5096--5096
Johannes T. N. Krebs A Bernstein inequality for exponentially
growing graphs . . . . . . . . . . . . . 5097--5106
Jun Zhang and
Jiefei Wang and
Cuizhen Niu and
Ming Sun Quantile regression estimation for
distortion measurement error data . . . 5107--5126
Mengta Yang and
Reza Modarres $ \beta $-Skeleton depth functions and
medians . . . . . . . . . . . . . . . . 5127--5143
Florencia Statti and
Mariela Sued and
Victor J. Yohai High breakdown point robust estimators
with missing data . . . . . . . . . . . 5145--5162
Rong Lu and
Danxin Wang and
Min Wang and
Grzegorz A. Rempala Estimation of Sobol's sensitivity
indices under generalized linear models 5163--5195
Mian Huang and
Qinghua Ji and
Weixin Yao Semiparametric hidden Markov model with
non-parametric regression . . . . . . . 5196--5204
Mohammed K. Shakhatreh A new three-parameter extension of the
log-logistic distribution with
applications to survival data . . . . . 5205--5226
Edmund Rudiuk and
Aleksander Kowalski The exact distribution function of the
ratio of two dependent quadratic forms 5227--5240
Richard A. Chechile A Bayesian analysis for the Wilcoxon
signed-rank statistic . . . . . . . . . 5241--5254
Wolfgang Wiedermann A note on fourth moment-based direction
dependence measures when regression
errors are non normal . . . . . . . . . 5255--5264
Adji Achmad Rinaldo Fernandes and
Paul Janssen and
Umu Sa'adah and
Solimun and
Achmad Effendi and
Nurjannah and
Luthfatul Amaliana Comparison of spline estimator at
various levels of autocorrelation in
smoothing spline non parametric
regression for longitudinal data . . . . 5265--5285
Huilin Huang and
Weiguo Yang and
Zhiyan Shi The Shannon--McMillan theorem for Markov
chains in Markovian environments indexed
by homogeneous trees . . . . . . . . . . 5286--5297
Haydar Koç and
Emre Dünder and
Serpil Gümüstekin and
Tuba Koç and
Mehmet Ali Cengiz Particle swarm optimization-based
variable selection in Poisson regression
analysis via information complexity-type
criteria . . . . . . . . . . . . . . . . 5298--5306
Mohammad Saber Fallah Nezhad and
Faeze Zahmatkesh Saredorahi A new policy for designing acceptance
sampling plan based on Bayesian
inference in the presence of inspection
errors . . . . . . . . . . . . . . . . . 5307--5318
Carlos Tenreiro A new class of boundary kernels for
distribution function estimation . . . . 5319--5332
Ayman A. Amin Bayesian inference for double SARMA
models . . . . . . . . . . . . . . . . . 5333--5345
Xiang Deng and
Jing Yao On the property of multivariate
generalized hyperbolic distribution and
the Stein-type inequality . . . . . . . 5346--5356
Pao-sheng Shen and
Li Ning Weng The Cox-Aalen model for left-truncated
and right-censored data . . . . . . . . 5357--5368
Suling Kang and
Rashid Abbasi and
Huiling Wang and
Lixiang Xu and
Xiaofeng Wang and
Yuanyan Tang Asymptotic behaviour of frequency
polygons under $ \phi $-mixing samples 5369--5377
Eunju Hwang and
Dong Wan Shin Tests for structural breaks in memory
parameters of long-memory heterogeneous
autoregressive models . . . . . . . . . 5378--5389
Martín Egozcue and
Luis Fuentes García The variance upper bound for a mixed
random variable . . . . . . . . . . . . 5391--5395
Hongmin Xiao and
Lin Xie Asymptotic ruin probabilities of a
dependent renewal risk model based on
entrance processes with constant
interest rate . . . . . . . . . . . . . 5396--5417
Mulugeta Gebregziabher and
Mark A. Eckert and
Lois J. Matthews and
Abeba A. Teklehaimanot and
Judy R. Dubno Joint modeling of multivariate hearing
thresholds measured longitudinally at
multiple frequencies . . . . . . . . . . 5418--5434
Akaninyene Udo Udom Stochastic approximation results for
variational inequality problem using
random-type iterative schemes . . . . . 5435--5444
Dan-Ling Li and
Jun-Xiang Peng and
Chong-Yang Duan and
Ju-Min Deng Weighted product index and its
two-independent-sample comparison based
on weighted sensitivity and specificity 5445--5459
Jan Beran and
Klaus Telkmann On nonparametric density estimation for
multivariate linear long-memory
processes . . . . . . . . . . . . . . . 5460--5473
S. M. Sunoj and
R. S. Rasin A quantile-based study on ageing
intensity function . . . . . . . . . . . 5474--5484
Feng Liu and
Chunyan Li and
Pengfei Wang and
Xinmei Kang Empirical likelihood based diagnostics
for heteroscedasticity in semiparametric
varying-coefficient partially linear
errors-in-variables models . . . . . . . 5485--5496
Chanchal Kundu and
Amit Ghosh On some dynamic generalized information
measures for bivariate lifetimes . . . . 5497--5513
Hok Shing Kwong and
Saralees Nadarajah Expectation formulas for integer valued
multivariate random variables . . . . . 5514--5518
S. Zinodiny Bayes minimax ridge regression
estimators . . . . . . . . . . . . . . . 5519--5533
Ayaka Yagi and
Takashi Seo and
Muni S. Srivastava Testing equality of mean vectors in a
one-way MANOVA with monotone missing
data . . . . . . . . . . . . . . . . . . 5534--5546
Zahirul Hoque and
Jacek Wesolowski and
Shahadut Hossain Shrinkage estimator of regression model
under asymmetric loss . . . . . . . . . 5547--5557
Yan Shen and
Ancha Xu On the dependent competing risks using
Marshall-Olkin bivariate Weibull model:
Parameter estimation with different
methods . . . . . . . . . . . . . . . . 5558--5572
Zahra Behdani and
Gholam Reza Mohtashami Borzadaran and
Bahram Sadeghpour Gildeh Relationship between the weighted
distributions and some inequality
measures . . . . . . . . . . . . . . . . 5573--5589
Ta Cong Son and
Dang Hung Thang and
Le Van Dung On convergence of moving average series
of martingale differences fields taking
values in Banach spaces . . . . . . . . 5590--5603
Mengmei Xi and
Xin Deng and
Xuejun Wang and
Zhaoyang Cheng $ L^p $ convergence and complete
convergence for weighted sums of AANA
random variables . . . . . . . . . . . . 5604--5613
Xin Wang and
Xiaoming Xue and
Liuquan Sun Regression analysis of restricted mean
survival time based on
pseudo-observations for competing risks
data . . . . . . . . . . . . . . . . . . 5614--5625
Shixin Li and
Hua Jin and
Wanyi Chen Two-stage phase II trials with early
stopping for effectiveness and safety as
well as ineffectiveness or harm . . . . 5626--5638
Jianhua Hu and
NengHui Zhu M-estimation and model identification
based on double SCAD penalization . . . 5639--5661
Tarald O. Kvålseth An alternative to Cramér's coefficient of
association . . . . . . . . . . . . . . 5662--5674
Daniel Hackmann Karhunen-Lo\`eve expansions of Lévy
processes . . . . . . . . . . . . . . . 5675--5687
William M. Cockriel and
James B. McDonald Two multivariate generalized beta
families . . . . . . . . . . . . . . . . 5688--5701
Shuai Chen and
Wenbin Lu and
Hongwei Zhao An improved survival estimator for
censored medical costs with a kernel
approach . . . . . . . . . . . . . . . . 5702--5716
Takayuki Yamada Interval estimation in two-group
discriminant analysis under
heteroscedasticity for large dimension 5717--5728
Guo-Xiang Liu and
Meng-Meng Wang and
Xiu-Li Du and
Jin-Guan Lin and
Qi-Bing Gao Jump-detection and curve estimation
methods for discontinuous regression
functions based on the piecewise
B-spline function . . . . . . . . . . . 5729--5749
Bernardo Borba de Andrade and
Joanlise Marco de Leon Andrade Some results for maximum likelihood
estimation of adjusted relative risks 5750--5769
H. Alizadeh Noughabi and
M. Chahkandi Testing the validity of the exponential
model for hybrid Type-I censored data 5770--5778
Jiamao Zhang and
Jianwen Xu A model selection method based on the
adaptive LASSO-penalized GEE and
weighted Gaussian pseudo-likelihood BIC
in longitudinal robust analysis . . . . 5779--5794
Sara Leulmi and
Fatiha Messaci Local linear estimation of a generalized
regression function with functional
dependent data . . . . . . . . . . . . . 5795--5811
Weizhong Tian and
Tonghui Wang and
Arjun K. Gupta A new family of multivariate skew slash
distribution . . . . . . . . . . . . . . 5812--5824
Muhammed Fatih Tüzen and
Semra Erbas A comparison of count data models with
an application to daily cigarette
consumption of young persons . . . . . . 5825--5844
Nursel Koyuncu Calibration estimator of population mean
under stratified ranked set sampling
design . . . . . . . . . . . . . . . . . 5845--5853
Narayanaswamy Balakrishnan and
Ghobad Barmalzan and
Abedin Haidari and
Amir T. Payandeh Najafabadi Necessary and sufficient conditions for
stochastic orders between $ (n - r + 1)
$-out-of-$n$ systems in proportional
hazard (reversed hazard) rates model . . 5854--5866
Yingchun Deng and
Juan Liu and
Ya Huang and
Man Li and
Jieming Zhou On a discrete interaction risk model
with delayed claims and stochastic
incomes under random discount rates . . 5867--5883
M. R. Maleki and
A. Amiri and
A. R. Taheriyoun and
P. Castagliola Phase I monitoring and change point
estimation of autocorrelated Poisson
regression profiles . . . . . . . . . . 5885--5903
M. Mahdizadeh and
Ehsan Zamanzade Stratified pair ranked set sampling . . 5904--5915
Marc Sobel and
Ibrahim Turkoz Bayesian blinded sample size
re-estimation . . . . . . . . . . . . . 5916--5933
P. Jeyadurga and
S. Balamurali and
M. Aslam Design of an attribute np control chart
for process monitoring based on
repetitive group sampling under
truncated life tests . . . . . . . . . . 5934--5955
Narinder Kumar and
Manish Goyal A general class of non parametric tests
for comparing scale parameters . . . . . 5956--5972
Muhammad Aslam and
Muhammad Azam and
Chi-Hyuck Jun A HEWMA-CUSUM control chart for the
Weibull distribution . . . . . . . . . . 5973--5985
Chun Gun Park and
Inyoung Kim Outlier detection using difference-based
variance estimators in multiple
regression . . . . . . . . . . . . . . . 5986--6001
S. Tahmasebi and
S. Daneshi Measures of inaccuracy in record values 6002--6018
Eliana Christou and
Michael G. Akritas Variable selection in heteroscedastic
single-index quantile regression . . . . 6019--6033
Fengli Song and
Peng Lai and
Baohua Shen and
Guosheng Cheng Variance ratio screening for ultrahigh
dimensional discriminant analysis . . . 6034--6051
Rafa\l Kapelko On the moment distance of Poisson
processes . . . . . . . . . . . . . . . 6052--6063
K. Jayakumar and
K. K. Sankaran A generalization of discrete Weibull
distribution . . . . . . . . . . . . . . 6064--6078
Jing Luo and
Shan Duan Affiliation discrete weighted networks
with an increasing degree sequence . . . 6079--6094
Cachimo Combo Assane and
Basilio de Bragança Pereira and
Carlos Alberto de Bragança Pereira Bayesian significance test for
discriminating between survival
distributions . . . . . . . . . . . . . 6095--6107
Robert L. Paige and
Emad Abdurasul Small sample confidence intervals for
survival functions under the
proportional hazards model . . . . . . . 6108--6124
Cheng Xu and
Tianxiao Pang Limit theory for moderate deviations
from a unit root with a break in
variance . . . . . . . . . . . . . . . . 6125--6143
Anonymous EOV: End of Volume Editorial Board . . . ??
Sally McClean and
Christos H. Skiadas and
Guglielmo D'Amico Special issue --- communications in
statistics --- theory and methods 4th
stochastic modeling techniques and data
analysis international conference . . . 1--2
Robert G. Aykroyd Bayesian modeling of temperature-related
mortality with latent functional
relationships . . . . . . . . . . . . . 3--14
Liberato Camilleri and
Kathleen England Modeling mortality rates in Malta using
GEE models . . . . . . . . . . . . . . . 15--24
Marcella Mazzoleni The analysis of student paths at the
University using the multivariate joint
models . . . . . . . . . . . . . . . . . 25--39
Maria Symeonaki Rate of convergence in fuzzy non
homogeneous Markov systems . . . . . . . 40--49
Valeria D. Amato and
Steven Haberman and
Gabriella Piscopo The dependency premium based on a
multifactor model for dependent
mortality data . . . . . . . . . . . . . 50--61
Valérie Girardin and
Justine Lequesne Entropy-based goodness-of-fit tests ---
a unifying framework: Application to DNA
replication . . . . . . . . . . . . . . 62--74
D. V. Boreiko and
S. Y. Kaniovski and
Y. M. Kaniovski and
G. Ch. Pflug Identification of hidden Markov chains
governing dependent credit-rating
migrations . . . . . . . . . . . . . . . 75--87
Ka Ching Chan and
Christopher T. Lenard and
Terence M. Mills and
Ruth F. G. Williams Measuring inequality in society . . . . 88--99
Mark Anthony Caruana Non parametric estimation of the measure
associated with the Lévy-Khintchine
canonical representation . . . . . . . . 100--111
Konstantinos N. Zafeiris and
Anastasia Kostaki Recent mortality trends in Greece . . . 112--126
Panagiotis Andreopoulos and
G. Fragkiskos Bersimis and
Alexandra Tragaki and
Antonis Rovolis Mortality modeling using probability
distributions. Application in Greek
mortality data . . . . . . . . . . . . . 127--140
Fragkiskos G. Bersimis and
Demosthenes Panagiotakos and
Malvina Vamvakari The use of components' weights improves
the diagnostic accuracy of a
health-related index . . . . . . . . . . 141--164
Aijun Yang and
Xuejun Jiang and
Lianjie Shu and
Pengfei Liu Sparse Bayesian kernel multinomial
probit regression model for
high-dimensional data classification . . 165--176
Nilgün Özgül Letter to the Editor . . . . . . . . . . 177--177
Eva María Ortega and
Xiaohu Li Analytical results for \em IGFR and \em
DRPFR distributions, with actuarial
applications . . . . . . . . . . . . . . 178--202
Junmei Ma and
Kun Du and
Guiding Gu An efficient exponential twisting
importance sampling technique for
pricing financial derivatives . . . . . 203--219
M. Mansoor and
M. H. Tahir and
Gauss M. Cordeiro and
Serge B. Provost and
Ayman Alzaatreh The Marshall-Olkin logistic-exponential
distribution . . . . . . . . . . . . . . 220--234
Yaolan Ma and
Yuexiang Jiang and
Wei Huang Tail index varying coefficient model . . 235--256
Ludwig Baringhaus and
Daniel Gaigall On Hotelling's $ T^2 $ test in a special
paired sample case . . . . . . . . . . . 257--267
Carlos López-Vázquez and
Esther Hochsztain Extended and updated tables for the
Friedman rank test . . . . . . . . . . . 268--281
Mohammad Mehdi Saber Performance of extrapolation based on
Pitman's measure of closeness in spatial
regression models with extended skew t
innovations . . . . . . . . . . . . . . 282--299
Xiaodong Fan and
Shishun Zhao and
Jianguo Sun Nonparametric test for stratum effects
in the Cox model with interval-censored
data . . . . . . . . . . . . . . . . . . 300--310
Ebrahim Mazrae Farahani and
Reza Baradaran Kazemzadeh Phase $I$ monitoring of social network
with baseline periods using Poisson
regression . . . . . . . . . . . . . . . 311--331
S. Zamani Mehreyan and
A. Sayyareh and
D. Thomakos Non-nested model selection based on the
quantiles and it's application in time
series . . . . . . . . . . . . . . . . . 332--353
Zawar Hussain and
Akbar Ali Khan A new index for measuring evenness . . . 354--367
Kurdistan M. Taher Omar and
Bo Wang Nonparametric regression method with
functional covariates and multivariate
response . . . . . . . . . . . . . . . . 368--380
Jie Zeng and
Weihu Cheng and
Guozhi Hu and
Yaohua Rong Model selection and model averaging for
semiparametric partially linear models
with missing data . . . . . . . . . . . 381--395
A. Kumar and
N. S. Upadhye and
A. Wy\loma\'nska and
J. Gajda Tempered Mittag-Leffler Lévy processes 396--411
Julian Górny and
Erhard Cramer Type-I hybrid censoring of uniformly
distributed lifetimes . . . . . . . . . 412--433
Anonymous Corrigendum . . . . . . . . . . . . . . 434--434
Selahattin Kaçiranlar Comments on ``On the weighted mixed
Liu-type estimator under unbiased
stochastic restrictions'' . . . . . . . 435--437
Rida Benhaddou Blind deconvolution model in periodic
setting with fractional Gaussian noise 438--449
Zhongwen Zhang and
Lixin Song and
Xiaoguang Wang and
Muhammad Amin Estimation of multivariate frailty
models with varying coefficients . . . . 450--461
Shunichiro Orihara and
Etsuo Hamada Double robust estimator in general
treatment regimes based on
Covariate-balancing . . . . . . . . . . 462--478
M. J. S. Khan and
S. Iqrar On moments of dual generalized order
statistics from Topp--Leone distribution 479--492
Yong Kong Joint distribution of rises, falls, and
number of runs in random sequences . . . 493--499
Aitin Saadatmelli and
M. Bameni Moghadam and
Asghar Seif and
Alireza Faraz Economic design of $ \bar {X} $ control
charts with multiple assignable causes
under Burr XII shock model . . . . . . . 500--522
Xiaohui Shen and
Long Jiang BSDEs driven by time-changed Lévy noises
with non-Lipschitz generators . . . . . 523--536
Ajit Chaturvedi and
Taruna Kumari Estimation and comparison of the
stress-strength models with more than
two states under Weibull distribution
and type II censoring scheme . . . . . . 537--548
Lei Huang and
Hui Jiang and
Haitao Tian The consistency of model selection for
dynamic Semi-varying coefficient models
with autocorrelated errors . . . . . . . 549--558
Shan Luo and
Gengsheng Qin Jackknife empirical likelihood-based
inferences for Lorenz curve with kernel
smoothing . . . . . . . . . . . . . . . 559--582
Abhishek Bhattacharjee and
Malay Ghosh Bias corrected empirical Bayes
confidence intervals for the selected
mean . . . . . . . . . . . . . . . . . . 583--595
A. Bekker and
M. Arashi and
J. T. Ferreira New bivariate gamma types with MIMO
application . . . . . . . . . . . . . . 596--615
David S. Robertson and
Ekkehard Glimm Conditionally unbiased estimation in the
normal setting with unknown variances 616--627
Qingan Qiu and
Lirong Cui Availability analysis for general
repairable systems with repair time
threshold . . . . . . . . . . . . . . . 628--647
Ming Han E-Bayesian estimation of the
exponentiated distribution family
parameter under LINEX loss function . . 648--659
Ghobad Barmalzan and
Amir T. Payandeh Najafabadi and
Narayanaswamy Balakrishnan Ordering results for series and parallel
systems comprising heterogeneous
exponentiated Weibull components . . . . 660--675
Yen-Luan Chen Optimal scheduling replacement policies
for a system with multiple random works 676--688
S. Weerahandi and
K. Krishnamoorthy A note reconciling ANOVA tests under
unequal error variances . . . . . . . . 689--693
Chen Li and
Xiaohu Li Stochastic comparisons of parallel and
series systems of dependent components
equipped with starting devices . . . . . 694--708
N. Mamode Khan and
V. Jowaheer and
Y. Sunecher Communication in Statistics-Theory and
methods improved GQL estimation method
for the generalised BINMA(1) model . . . 709--725
Miroslav M. Risti\'c and
Marcelo Bourguignon and
Aleksandar S. Nasti\'c Zero-Inflated NGINAR(1) process . . . . 726--741
Dan-Ling Li and
Jun-Xiang Peng and
Chong-Yang Duan and
Ju-Min Deng Three optimal cut-point selection
criteria based on sensitivity and
specificity with user-defined weights 742--754
Sumith Gunasekera and
Danush K. Wijekularathna Generalized confidence limits for the
performance index of the exponentially
distributed lifetime . . . . . . . . . . 755--773
Tian-fang Zhang and
Guobin Wu and
Aloke Dey Construction of some new families of
nested orthogonal arrays . . . . . . . . 774--779
Dawei Lu and
Lixin Song and
Fuqi Li Uniform asymptotics for discounted
aggregate claims in dependent multi-risk
model . . . . . . . . . . . . . . . . . 781--793
Housila P. Singh and
Swarangi M. Gorey Estimation of population proportion of a
qualitative character using randomized
response technique in stratified random
sampling . . . . . . . . . . . . . . . . 794--809
Fenglong Guo and
Dingcheng Wang and
Jiangyan Peng Tail asymptotic of discounted aggregate
claims with compound dependence under
risky investment . . . . . . . . . . . . 810--830
Shahram Yaghoobzadeh Shahrastani Estimating E-Bayesian and hierarchical
Bayesian of scalar parameter of Gompertz
distribution under type II censoring
schemes based on fuzzy data . . . . . . 831--840
Ravindra Khattree The Parshvanath yantram yields a
constant-sum partially balanced
incomplete block design . . . . . . . . 841--849
Hong-Yan Jiang and
Rong-Xian Yue and
Xiao-Dong Zhou Optimal designs for multivariate
logistic mixed models with longitudinal
data . . . . . . . . . . . . . . . . . . 850--864
Kahina Ouadhi and
Megdouda Ourbih-Tari Monte Carlo simulation of ordinary least
squares estimator through linear
regression adaptive refined descriptive
sampling algorithm . . . . . . . . . . . 865--875
Xuexue Liang and
Zhiming Xia Detection of jump location curve in
spatial linear regression model with
two-dimensional threshold . . . . . . . 876--888
S. Mirzaei and
G. R. Mohtashami Borzadaran and
M. Amini and
H. Jabbari A new generalized Weibull distribution
in income economic inequality curves . . 889--908
Marie Turcicová and
Jan Mandel and
Krystof Eben Multilevel maximum likelihood estimation
with application to covariance matrices 909--925
Tao Jiang and
Baogui Xin Computational analysis of the queue with
working breakdowns and delaying repair
under a Bernoulli-schedule-controlled
policy . . . . . . . . . . . . . . . . . 926--941
F. Sadeghi and
F. Yousefzadeh and
M. Chahkandi Some new stochastic orders based on
quantile function . . . . . . . . . . . 942--953
Karim Zare Multiple cases deletion measures in
linear measurement error models . . . . 954--963
Haruhiko Ogasawara Asymptotic biases of information and
cross-validation criteria under
canonical parametrization . . . . . . . 964--985
Rui Yang and
Zhaojing Jing and
Yan Shen On convergence rate for weighted sums of
arrays of rowwise ANA random variables 986--994
Xue Yang and
Gui-Jun Yang and
Ya-Juan Su Lower bound of average centered $ L_2
$-discrepancy for $U$-type designs . . . 995--1008
Kumari Priyanka and
Pidugu Trisandhya A composite class of estimators using
scrambled response mechanism for
sensitive population mean in successive
sampling . . . . . . . . . . . . . . . . 1009--1032
Sascha Wörz and
Heinz Bernhardt and
Anja Gräff and
Huber Stefan Multiple hypothesis tests based On
conditional differences in means . . . . 1033--1041
Ranadeera G. M. Samanthi and
Jungsywan Sepanski A bivariate extension of the beta
generated distribution derived from
copulas . . . . . . . . . . . . . . . . 1043--1059
Guodong Xing and
Shanchao Yang On the Bahadur representation of sample
quantiles for $ \psi $-mixing sequences
and its application . . . . . . . . . . 1060--1072
P. Yageen Thomas and
Jerin Paul On diagnostic devices for proposing
half-logistic and inverse half-logistic
models using generalized (k) record
values . . . . . . . . . . . . . . . . . 1073--1091
Tao Yang and
Colin M. Gallagher and
Christopher S. McMahan A robust regression methodology via
M-estimation . . . . . . . . . . . . . . 1092--1107
Yuan-Tsung Chang and
Nobuo Shinozaki New types of shrinkage estimators of
Poisson means under the normalized
squared error loss . . . . . . . . . . . 1108--1122
Christophe Chesneau and
Hassan Doosti and
Lewi Stone Adaptive wavelet estimation of a
function from an m-dependent process
with possibly unbounded $m$ . . . . . . 1123--1135
Zhensheng Huang and
Xin Zhao Statistical estimation for a partially
linear single-index model with errors in
all variables . . . . . . . . . . . . . 1136--1148
B. M. Ringham and
S. M. Kreidler and
K. E. Muller and
D. H. Glueck On the distribution of summary
statistics for missing data . . . . . . 1149--1165
Chuandi Liu and
Chengxiu Ling A location-invariant non-positive
moment-type estimator of the extreme
value index . . . . . . . . . . . . . . 1166--1176
Scott E. Smith The Hazard-Product method of
generalization: Application to the
Gompertz and exponentiated Half-Normal
distributions . . . . . . . . . . . . . 1177--1192
Jia-Han Shih and
Wei Lee and
Li-Hsien Sun and
Takeshi Emura Fitting competing risks data to
bivariate Pareto models . . . . . . . . 1193--1220
Huiyan Zhao and
Chongqi Zhang Maximum likelihood estimation for
reflected Ornstein--Uhlenbeck processes
with jumps . . . . . . . . . . . . . . . 1221--1233
Jin Zhang and
Junmei Zhou and
Fen Jiang A reformulation of the criteria for the
independence of quadratic functions in
normal variables . . . . . . . . . . . . 1234--1238
Seongil Jo and
Jeongseon Kim and
Woojoo Lee An analysis pipeline for estimating true
intake from repeated measurements with
random errors . . . . . . . . . . . . . 1239--1254
Gideon Magnus and
Jan R. Magnus The estimation of normal mixtures with
latent variables . . . . . . . . . . . . 1255--1269
Zhaoliang Wang and
Liugen Xue Variance estimation for sparse
ultra-high dimensional varying
coefficient models . . . . . . . . . . . 1270--1283
Abouzar Bazyari and
Rasool Roozegar Finite time ruin probability and
structural density properties in the
presence of dependence in insurance risk
model . . . . . . . . . . . . . . . . . 1284--1304
Akaninyene Udo Udom and
Quanxin Zhu Global stability of stochastic systems
with Poisson distributed random
time-delay . . . . . . . . . . . . . . . 1305--1315
Abedin Haidari and
Amir T. Payandeh Najafabadi and
Narayanaswamy Balakrishnan Comparisons between parallel systems
with exponentiated generalized gamma
components . . . . . . . . . . . . . . . 1316--1332
Abdul Haq and
Zain Ul Abidin and
Michael B. C. Khoo An enhanced EWMA-$t$ control chart for
monitoring the process mean . . . . . . 1333--1350
Feng-Xiang Feng and
Ding-Cheng Wang and
Qun-Ying Wu Complete convergence for weighted sums
of negatively dependent random variables
under the sub-linear expectations . . . 1351--1366
Aiting Shen and
Mingming Ning and
Caoqing Wu The asymptotic normality of the linear
weighted estimator in nonparametric
regression models . . . . . . . . . . . 1367--1376
Qaiser Munir and
Kok Sook Ching Revisiting calendar effects in Malaysian
finance stocks market: Evidence from
threshold GARCH (TGARCH) model . . . . . 1377--1400
Deepesh Bhati and
Hassan S. Bakouch A new infinitely divisible discrete
distribution with applications to count
data modeling . . . . . . . . . . . . . 1401--1416
Linyi Qian and
Wei Wang and
Ning Wang and
Shuai Wang Pricing and hedging equity-indexed
annuities via local risk-minimization 1417--1434
S. M. Kreidler and
B. M. Ringham and
K. E. Muller and
D. H. Glueck Calculating power for the general linear
multivariate model with one or more
Gaussian covariates . . . . . . . . . . 1435--1448
Veronica I. Salinas and
Stephen A. Sedory and
Sarjinder Singh Calibrated estimators in two-stage
sampling . . . . . . . . . . . . . . . . 1449--1469
B. Ceranka and
M. Graczyk Recent developments in $D$-optimal
designs . . . . . . . . . . . . . . . . 1470--1480
Nilgun Ozgul New calibration estimator based on two
auxiliary variables in stratified
sampling . . . . . . . . . . . . . . . . 1481--1492
Yuan Lin Zhang and
Guan Jun Wang A geometric process warranty model using
a combination policy . . . . . . . . . . 1493--1505
Haiqing Chen and
Weihu Cheng and
Jin Mingzhong Parameter estimation for generalized
logistic distribution by estimating
equations based on the order statistics 1506--1516
Yuge Dong and
Haimeng Zhang and
Liangguo He and
Can Wang and
Minghui Wang The computation of standard normal
distribution integral in any required
precision based on reliability method 1517--1528
Hani Samawi and
Arpita Chatterjee and
Jingjing Yin and
Haresh Rochani On quantiles estimation based on
different stratified sampling with
optimal allocation . . . . . . . . . . . 1529--1544
Mohd. Arshad and
Ayman Baklizi Estimation of common location parameter
of two exponential populations based on
records . . . . . . . . . . . . . . . . 1545--1552
Sadia Khalil and
Sat Gupta and
Muhammad Hanif Estimation of finite population mean in
stratified sampling using scrambled
responses in the presence of measurement
errors . . . . . . . . . . . . . . . . . 1553--1561
Rimsha H. and
Dais George $q$-Esscher transformed Laplace
distribution . . . . . . . . . . . . . . 1563--1578
Fuxia Cheng The $ L_p $ consistency of error density
estimator in censored linear regression 1579--1584
Gi-Sung Lee and
Ki-Hak Hong and
Chang-Kyoon Son A new stratified three-stage unrelated
randomized response model for estimating
a rare sensitive attribute based on the
Poisson distribution . . . . . . . . . . 1585--1610
Mohammad Sal Moslehian and
Ali Talebi Non-commutative Stein inequality and its
applications . . . . . . . . . . . . . . 1611--1620
D. M. Zombade and
V. B. Ghute Shewhart-type nonparametric control
chart for process location . . . . . . . 1621--1634
Guoping Zeng and
Edward Zeng On the three-way equivalence of AUC in
credit scoring with tied scores . . . . 1635--1650
E. Tabrizi and
E. Bahrami Samani and
M. Ganjali Analysis of mixed correlated bivariate
zero-inflated count and $ (k,
l)$-inflated beta responses with
application to social network datasets 1651--1681
Fares Alazemi and
Khalifa Es-Sebaiy and
Youssef Ouknine Efficient and superefficient estimators
of filtered Poisson process intensities 1682--1692
Ruibing Qin and
Weiqi Liu Ratio detection for mean change in $
\alpha $ mixing observations . . . . . . 1693--1708
Yuri A. Iriarte and
Mario A. Rojas Slashed power-Lindley distribution . . . 1709--1720
Mohammad Reza Mahmoudi and
Roya Nasirzadeh and
Mahmoud Mohammadi On the ratio of two independent
skewnesses . . . . . . . . . . . . . . . 1721--1727
Qing Xiao and
Shaowu Zhou Matching a correlation coefficient by a
Gaussian copula . . . . . . . . . . . . 1728--1747
Maurizio Guida and
Fabio Postiglione and
Gianpaolo Pulcini A Bayesian approach for non-homogeneous
gamma degradation processes . . . . . . 1748--1765
R. van Zyl and
A. J. van der Merwe Bayesian process monitoring schemes for
the two-parameter exponential
distribution . . . . . . . . . . . . . . 1766--1797
Daniele C. T. Granzotto and
Paulo H. Ferreira and
Francisco Louzada Likelihood-based inference for the
transmuted log-logistic model in the
presence of right-censored data . . . . 1798--1813
Camila Borelli Zeller and
Filidor Vilca and
Manuel Galea Influence diagnostics for the structural
Sharpe model under normal/independent
distributions . . . . . . . . . . . . . 1815--1835
Mohammed Attouch and
Ali Laksaci and
Fatima Rafaa On the local linear estimate for
functional regression: Uniform in
bandwidth consistency . . . . . . . . . 1836--1853
Z. Shishebor and
B. Amiri Aghbilagh On the asymptotic behavior of the
periodograms of periodically correlated
spatial processes: Periodicity detection 1854--1870
XueLong Hu and
Philippe Castagliola and
XiaoJian Zhou and
AnAn Tang Conditional design of the EWMA median
chart with estimated parameters . . . . 1871--1889
Tian Xia and
Xuejun Jiang and
Xueren Wang Asymptotic properties of approximate
maximum quasi-likelihood estimator in
quasi-likelihood nonlinear models with
random effects . . . . . . . . . . . . . 1890--1901
Kahadawala Cooray A new extension of the FGM copula for
negative association . . . . . . . . . . 1902--1919
Roshini George and
S. Thobias Kumaraswamy Marshall-Olkin Exponential
distribution . . . . . . . . . . . . . . 1920--1937
M. S. Aminzadeh and
M. Deng Bayesian predictive modeling for Inverse
Gamma-Pareto composite distribution . . 1938--1954
Qingpei Zang and
Tao Wang Sequential estimation for nonhomogeneous
Ornstein--Uhlenbeck processes . . . . . 1955--1962
Ruofei Du and
Ji-Hyun Lee A weighted Jackknife method for
clustered data . . . . . . . . . . . . . 1963--1980
T. S. Kamble and
D. N. Kashid and
D. M. Sakate Consistent and robust variable selection
in regression based on Wald test . . . . 1981--2000
Rahul Bhattacharya and
Madhumita Shome A multi-treatment two stage adaptive
allocation for survival outcomes . . . . 2001--2013
Seyoon Lee and
Joseph H. T. Kim Exponentiated generalized Pareto
distribution: Properties and
applications towards extreme value
theory . . . . . . . . . . . . . . . . . 2014--2038
Tolga Zaman and
Hasan Bulut Modified ratio estimators using robust
regression methods . . . . . . . . . . . 2039--2048
Raul Matsushita and
Donald Pianto and
Bernardo B. De Andrade and
Andre Cançado and
Sergio Da Silva The Touchard distribution . . . . . . . 2049--2059
Innocent Ngaruye and
Dietrich Von Rosen and
Martin Singull Mean-Squared errors of small area
estimators under a multivariate linear
model for repeated measures data . . . . 2060--2073
Anonymous Erratum . . . . . . . . . . . . . . . . 2074--2074
Emilio Gómez-Déniz and
Nancy Dávila-Cárdenes Reference points for getting a target in
a soccer competition. A probabilistic
model with applications to the Spanish
and English Premier League . . . . . . . 2075--2087
A. Hajrajabi Analysis of nonlinear state space model
with dependent measurement noises . . . 2088--2101
Yu Miao and
Xiaoyan Xu A note on the almost sure central limit
theorem for the product of partial sums
of $m$-dependent random variables . . . 2102--2112
Rodrigo R. Pescim and
Edwin M. M. Ortega and
Adriano K. Suzuki and
Vicente G. Cancho and
Gauss M. Cordeiro A new destructive Poisson odd
log-logistic generalized half-normal
cure rate model . . . . . . . . . . . . 2113--2128
Patcharee Sumritnorrapong and
Kritsana Neammanee and
Jiraphan Suntornchost An improvement of a non-uniform bound
for combinatorial central limit theorem 2129--2146
Mahwish Rabia and
Nadia Saeed and
Muhammad Aslam Reliability and sensitivity comparisons
and average run lengths of CUSUM scale
chart . . . . . . . . . . . . . . . . . 2147--2162
David R. Bickel Reporting Bayes factors or probabilities
to decision makers of unknown loss
functions . . . . . . . . . . . . . . . 2163--2174
Magdalena Szymkowiak and
Maria Iwi\'nska Some results about bivariate discrete
distributions through the vector of
aging intensities . . . . . . . . . . . 2175--2184
Chao Xu and
Yinghui Dong and
Guojing Wang The pricing of defaultable bonds under a
regime-switching jump-diffusion model
with stochastic default barrier . . . . 2185--2205
Yanjiao Meng General strong convergence for
negatively associated random variables 2206--2217
Shijie Wang and
Duo Guo and
Wensheng Wang Closure property of consistently varying
random variables based on precise large
deviation principles . . . . . . . . . . 2218--2228
Fengjun Duan and
Guanjun Wang Optimal design for constant-stress
accelerated degradation test based on
gamma process . . . . . . . . . . . . . 2229--2253
Somayeh Fallah and
Ali Reza Najafi and
Farshid Mehrdoust A fractional version of the
Cox--Ingersoll--Ross interest rate model
and pricing double barrier option with
Hurst index $ H \in (2 / 3, 1) $ . . . . 2254--2266
Zohdy M. Nofal and
M. Ahsanullah A new extension of the Fréchet
distribution: Properties and its
characterization . . . . . . . . . . . . 2267--2285
Ying-Ying Zhang and
Teng-Zhong Rong and
Man-Man Li The empirical Bayes estimators of the
mean and variance parameters of the
normal distribution with a conjugate
normal-inverse-gamma prior by the moment
method and the MLE method . . . . . . . 2286--2304
Kamlesh Kumar and
Sayed Mohammed Zeeshan Improved two phase sampling exponential
ratio and product type estimators for
population mean of study character in
the presence of non response . . . . . . 2305--2319
Mohammad Reza Mahmoudi and
Mohammad Hossein Heydari and
Zakieh Avazzadeh Testing the difference between spectral
densities of two independent
periodically correlated
(cyclostationary) time series models . . 2320--2328
Md. Mazharul Islam and
Md. Hasinur Rahaman Khan and
Tamanna Hawlader Modified profile likelihood estimation
for the Weibull regression models in
survival analysis . . . . . . . . . . . 2329--2343
Zhibin Zhu and
Guanghui Li and
Chongqi Zhang $A$-optimal designs for mixture central
polynomial model with qualitative
factors . . . . . . . . . . . . . . . . 2345--2355
Jinru Wang and
Wei Liu Wavelet estimations for heteroscedastic
super smooth errors . . . . . . . . . . 2356--2371
Pedro L. Ramos and
Francisco Louzada and
Taciana K. O. Shimizu and
Aline O. Luiz The inverse weighted Lindley
distribution: Properties, estimation and
an application on a failure time data 2372--2389
Sheng Wu and
Yi Zhang A class of distortion measures generated
from expectile and its estimation . . . 2390--2408
Jiaqi Liu and
Zujun Ou and
Liuping Hu and
Kang Wang \em Lee discrepancy on mixed two- and
three-level uniform augmented designs 2409--2424
Saralees Nadarajah and
Emmanuel Afuecheta and
Stephen Chan On the distribution of maximum of
multivariate normal random vectors . . . 2425--2445
Jinying Tong and
Xuan Ma and
Zhenzhong Zhang and
Enwen Zhu Ergodicity for population dynamics
driven by stable processes with
Markovian switching . . . . . . . . . . 2446--2458
Hoa Pham and
Darfiana Nur and
Huong T. T. Pham and
Alan Branford A Bayesian approach for parameter
estimation in multi-stage models . . . . 2459--2482
Nuanpan Lawson and
Chugiat Ponkaew New generalized regression estimator in
the presence of non response under
unequal probability sampling . . . . . . 2483--2498
Kun Chen and
Man Wang On empirical likelihood test for
predictability . . . . . . . . . . . . . 2499--2508
A. Badamchi Zadeh and
M. H. Ghahramani Analysis of a two incongruent arrivals
and services M/G/1 queue with random
feedback . . . . . . . . . . . . . . . . 2509--2520
Ziqi Chen and
Yan Zhou New test statistics for hypothesis
testing of parameters in conditional
moment restriction models . . . . . . . 2521--2528
Lihong Wang Time varying long memory parameter
estimation for locally stationary long
memory processes . . . . . . . . . . . . 2529--2547
Ali I. Genç The two-sided power-binomial
distribution for modeling binary count
data . . . . . . . . . . . . . . . . . . 2548--2561
Shivangi Singh and
Chanchal Kundu On weighted Renyi's entropy for
double-truncated distribution . . . . . 2562--2579
Imane Terfas and
Hafida Saggou and
Megdouda Ourbih-Tari Transient study of a queueing system
with one unreliable server, batch
arrivals, two types of verification,
loss and vacation . . . . . . . . . . . 2580--2601
Shuvashree Mondal and
Debasis Kundu A new two sample type-II progressive
censoring scheme . . . . . . . . . . . . 2602--2618
Evrim Oral and
Denise M. Danos Modeling binary responses with
stochastic covariates . . . . . . . . . 2619--2640
Kalsoom Afzal Butt and
Muhammad Aslam and
Fu-Kwun Wang Selecting better process based on
difference statistic using double
sampling plan . . . . . . . . . . . . . 2641--2656
Mihai Giurcanu and
Brett Presnell Oracle GMM estimation for misspecified
models via thresholding . . . . . . . . 2657--2686
Xiaodong Bai and
Qingjian Zhou and
Zhiqiang Hua Strong law of large numbers and complete
convergence for non-identically
distributed WOD random variables . . . . 2687--2699
MingXiang Cao and
DaoJiang He Linearly admissible estimators on linear
functions of regression coefficient
under balanced loss function . . . . . . 2700--2706
Abdelghani Hamaz Prediction of random fields with
incomplete quarter-plane past . . . . . 2707--2716
T. Baghfalaki and
E. Farahani Jalali Reversible jump MCMC to identify dropout
mechanism in longitudinal data . . . . . 2717--2733
Xiaomeng Niu and
Hyunkeun Ryan Cho Simultaneous estimation and inference
for multiple response variables . . . . 2734--2747
Panayiotis Bobotas Estimation of the smallest scale
parameter of two-parameter exponential
distributions . . . . . . . . . . . . . 2748--2765
G. N. Singh and
C. Singh and
S. Suman Revisit of a randomized response model
for estimating a rare sensitive
attribute under probability proportional
to size sampling using Poisson
probability distribution . . . . . . . . 2766--2786
Qingan Qiu and
Lirong Cui and
Dejing Kong Availability analysis and optimal
inspection policy for systems with
neglected down time . . . . . . . . . . 2787--2809
Qihui Bu and
Liwei Liu An M/G/1 clearing queueing system with
setup time and multiple vacations for an
unreliable server . . . . . . . . . . . 2810--2826
Luis Fernando Grajales and
Raydonal Ospina and
Luis A. López and
Oscar O. Melo A doubly restricted exponential
dispersion model . . . . . . . . . . . . 2827--2841
Alessandro Barbiero A bivariate geometric distribution
allowing for positive or negative
correlation . . . . . . . . . . . . . . 2842--2861
Navid Feroze and
Muhammad Aslam Approximate Bayesian analysis of doubly
censored samples from mixture of two
Weibull distributions . . . . . . . . . 2862--2878
Mingzhi Mao and
Wanli Guo Moderate deviations for quantile
regression processes . . . . . . . . . . 2879--2892
S. Mehr Mansour and
M. Niaparast The effect of small sample on optimal
designs for logistic regression models 2893--2903
T. H. M. Abouelmagd and
A. A. E. Ahmed and
Enayat M. Abd Elrazik and
Mahmoud M. Mansour and
A-Hadi N. Ahmed and
Ahmed Z. Afify A new aging concept derived from the
increasing convex ordering . . . . . . . 2904--2916
Chang Cui and
Tao Li and
Lei Zhang Mean estimate in ranked set sampling
using a length-biased concomitant
variable . . . . . . . . . . . . . . . . 2917--2931
David Andrich and
Pender Pedler Modelling ordinal assessments: fit is
not sufficient . . . . . . . . . . . . . 2932--2947
Baoguo Pan Estimation for periodic ARMA models with
unspecified noises . . . . . . . . . . . 2948--2961
Peiyun Jiang and
Eiji Kurozumi Power properties of the modified CUSUM
tests . . . . . . . . . . . . . . . . . 2962--2981
Miran A. Jaffa and
Ayad A. Jaffa A likelihood based approach for joint
modeling of longitudinal trajectories
and informative censoring process . . . 2982--3004
Alan D. Hutson An alternative skew exponential power
distribution formulation . . . . . . . . 3005--3024
F. Razie and
E. Bahrami Samani Joint $ (k, l)$-hurdle random effects
models for mixed longitudinal power
series and normal outcomes . . . . . . . 3025--3043
Wenzhi Yang and
Lei Yang and
Da Wei and
Shuhe Hu The laws of large numbers for
Pareto-type random variables with
infinite means . . . . . . . . . . . . . 3044--3054
Peng Zeng and
Yu Zhu A novel regularization method for
estimation and variable selection in
multi-index models . . . . . . . . . . . 3055--3067
Xiaohui Yuan and
Xiaogang Dong Weighted empirical likelihood for
quantile regression with non ignorable
missing covariates . . . . . . . . . . . 3068--3084
Tomer Shushi Explicit formulas for the cumulants and
the vector-valued odd moments of the
multivariate linearly skewed elliptical
distributions . . . . . . . . . . . . . 3085--3091
Hidehiko Kamiya A note on estimation of the shape of
density level sets of star-shaped
distributions . . . . . . . . . . . . . 3092--3104
Jimmy Reyes and
Diego I. Gallardo and
Heleno Bolfarine and
Héctor W. Gómez A new class of slash-elliptical
distributions . . . . . . . . . . . . . 3105--3121
Mehdi Amiri and
Roohollah Roozegar and
Yousef Behbahani Selected singular-generalized-hyperbolic
distributions with applications to order
statistics and reliability . . . . . . . 3122--3135
Karuna G. Reddy and
M. G. M. Khan Optimal stratification in stratified
designs using Weibull-distributed
auxiliary information . . . . . . . . . 3136--3152
Hiroshi Yamada and
Fatima Tuj Jahra Explicit formulas for the smoother
weights of the Whittaker-Henderson
graduation of order 1 . . . . . . . . . 3153--3161
Lovleen Kumar Grover and
Amanpreet Kaur Corrigendum to: Gupta et al. (2012).
Estimation of the mean of a sensitive
variable in the presence of auxiliary
information. \em CSTM, \bf
41(13--14):2394--2404 . . . . . . . . . 3162--3163
Wenjuan Wang and
Qunying Wu Complete convergence for arrays of
row-wise ND random variables under
sub-linear expectations . . . . . . . . 3165--3176
T. B. Sreejith and
S. M. Sunoj and
G. Rajesh Non-parametric estimation of reciprocal
coordinate subtangent for right censored
dependent scheme . . . . . . . . . . . . 3177--3190
Firmin Doko Tchatoka Near exogeneity, weak identification and
specification testing: Some asymptotic
results . . . . . . . . . . . . . . . . 3191--3207
Luísa Pereira and
Cecília Fonseca Statistical methods for assessing the
contagion of spatial extreme events
among regions . . . . . . . . . . . . . 3208--3218
Huijun Guo and
Junke Kou Non linear wavelet estimation of
regression derivatives based on biased
data . . . . . . . . . . . . . . . . . . 3219--3235
Supranee Lisawadi and
S. Ejaz Ahmed and
Orawan Reangsephet and
Muhammad Kashif Ali Shah Simultaneous estimation of Cronbach's
alpha coefficients . . . . . . . . . . . 3236--3257
Resit Çelik RCEV heteroscedasticity test based on
the studentized residuals . . . . . . . 3258--3268
Helena Ferreira and
Marta Ferreira Asymptotic dependence of bivariate
maxima . . . . . . . . . . . . . . . . . 3269--3279
Haifeng Xu and
Akio Namba MSE performance of the weighted average
estimators consisting of shrinkage
estimators when each individual
regression coefficient is estimated . . 3280--3290
Abdelouahab Bibi and
Ahmed Ghezal \em QMLE of periodic time-varying
bilinear-\em GARCH models . . . . . . . 3291--3310
Kazuhiko Hayakawa and
Jie Hou Estimation of time-varying coefficient
dynamic panel data models . . . . . . . 3311--3324
Jikun Chen and
Hui Xu and
Fengyang Cheng The product distribution of dependent
random variables with applications to a
discrete-time risk model . . . . . . . . 3325--3340
Stefan Bedbur and
Udo Kamps and
Jens M. Lennartz Confidence regions for Pareto parameters
from a single and independent samples 3341--3359
Faisal Nawaz and
Faisal Shahzad and
Ijaz Ur Rehman and
Muhammad Shujahat and
Shabir Hyder and
Sameer Al Barghouthi The Performance of Gaussian and non
Gaussian dynamic models in assessing
market risk: The Implications for risk
management . . . . . . . . . . . . . . . 3360--3376
Jianhua Shi and
Zhiping Qiu and
Xiaoping Chen and
Haiqing Lin The empirical likelihood estimation of
the quantile function under the
multiplicative intercept risk model . . 3377--3387
Yunwei Cui and
Xiaoyin Wang Conditional maximum likelihood
estimation in negative binomial INGARCH
processes with known number of successes
when the true parameter is at the
boundary of the parameter space . . . . 3388--3401
Qian-Qian Zhao and
Sheng-Li Zhao Mixed-level designs with multi block
variables containing clear two-factor
interaction components . . . . . . . . . 3402--3412
Mehdi Amiri and
Ahad Jamalizadeh Stochastic ordering of medians in
samples from normal distributions . . . 3413--3420
Anonymous Corrigendum . . . . . . . . . . . . . . 3421--3421
M. E. Ghitany and
J. Mazucheli and
A. F. B. Menezes and
F. Alqallaf The unit-inverse Gaussian distribution:
a new alternative to two-parameter
distributions on the unit interval . . . 3423--3438
Gulab Singh Bura Transient solution of an M/M/$ \infty $
queue with catastrophes . . . . . . . . 3439--3450
Lina Bian and
Ming Ma and
Hua Liu and
Jian Hua Ye Lifetime distribution of two discrete
censored $ \delta $ shock models . . . . 3451--3463
Debasis Kundu and
Vahid Nekoukhou On bivariate discrete Weibull
distribution . . . . . . . . . . . . . . 3464--3481
Yuqin Sun and
Bo Jiang and
Hong Jiang Computations of predictors/estimators
under a linear random-effects model with
parameter restrictions . . . . . . . . . 3482--3497
Suporn Jongpreechaharn and
Kritsana Neammanee Normal approximation for call function
via Stein's method . . . . . . . . . . . 3498--3517
Mohammad Mohammadi Confidence intervals for the closed
population size under inverse sampling
without replacement . . . . . . . . . . 3518--3529
Hao Wang and
Rongming Wang and
Jiaqin Wei and
Shaosheng Xu Optimal investment-consumption-insurance
strategy in a continuous-time
self-exciting threshold model . . . . . 3530--3548
Sarat Kumar Acharya and
Saroja Kumar Singh Asymptotic properties of maximum
likelihood estimators from single server
queues: a martingale approach . . . . . 3549--3557
Yanhong Chen and
Yijun Hu Systemic risk statistics with scenario
analysis . . . . . . . . . . . . . . . . 3558--3569
Adarsha Kumar Jena and
Manas Ranjan Tripathy Estimating ordered quantiles of two
exponential populations with a common
minimum guarantee time . . . . . . . . . 3570--3585
Reba Maji and
G. N. Singh and
Arnab Bandyopadhyay Estimation of population mean in
presence of random non response in
two-stage cluster sampling . . . . . . . 3586--3608
Zhong-zhi Wang and
Yun Dong and
Fangqing Ding On almost sure convergence for sums of
stochastic sequence . . . . . . . . . . 3609--3621
V. P. Ramesh and
Priyanga Baskaran and
Aarthika Krishnamoorthy and
Divya Damodaran and
Preethi Sadasivam Back propagation neural network based
big data analytics for a stock market
challenge . . . . . . . . . . . . . . . 3622--3642
Dreamlee Sharma and
Tapan Kumar Chakrabarty The quantile-based flattened logistic
distribution: Some properties and
applications . . . . . . . . . . . . . . 3643--3662
Emrah Altun and
Huseyin Tatlidil and
Gamze Ozel Value-at-risk estimation with new skew
extension of generalized normal
distribution . . . . . . . . . . . . . . 3663--3681
Xuchao Bai and
Yimin Shi and
Yiming Liu and
Hon Keung Tony Ng and
Bin Liu Statistical analysis of competing risks
model from Marshall--Olkin extended Chen
distribution under adaptive
progressively interval censoring with
random removals . . . . . . . . . . . . 3683--3702
Abdul Haq and
Michael B. C. Khoo A new non-parametric multivariate EWMA
sign control chart for monitoring
process dispersion . . . . . . . . . . . 3703--3716
Chandi Ram Kalita and
Gautam Choudhury The $N$-policy for an unreliable queue
(M$^x$ /$ G_1 \over G_2$ /1) queue with
optional repeated service and delayed
repair . . . . . . . . . . . . . . . . . 3717--3745
Ronna C. Turner and
Elizabeth A. Keiffer Impact of unbalanced DIF item
proportions on group-specific DIF
identification . . . . . . . . . . . . . 3746--3760
Javid Shabbir and
Sat Gupta and
Shakeel Ahmed A generalized class of estimators under
two-phase stratified sampling for non
response . . . . . . . . . . . . . . . . 3761--3777
Supawadee Wichitchan and
Weixin Yao and
Guangren Yang A simple root selection method for
univariate finite normal mixture models 3778--3794
Hiroshi Yamada and
Ruixue Du A modification of the
Whittaker--Henderson method of
graduation . . . . . . . . . . . . . . . 3795--3800
Sumito Kurata and
Etsuo Hamada A discrete probabilistic model for
analyzing pairwise comparison matrices 3801--3815
Yiqiang Lu and
Feng Li and
Sanying Feng Local linear estimation for
covariate-adjusted varying-coefficient
models . . . . . . . . . . . . . . . . . 3816--3835
Zakariya Yahya Algamal Performance of ridge estimator in
inverse Gaussian regression model . . . 3836--3849
A. Chatterjee and
G. N. Singh and
A. Bandyopadhyay Estimation of population mean in
successive sampling under
super-population model in presence of
random non response situations . . . . . 3850--3863
Yongfeng Wu and
JiangYan Peng Complete convergence and the strong laws
of large numbers for pairwise NQD random
variables . . . . . . . . . . . . . . . 3864--3875
Mohammad Reza Kazemi and
Mohammad Reza Mahmoudi A note on limiting distribution of the
sample auto-covariance function for the
first-order autoregressive (AR(1)) model 3876--3883
Ji Hwan Cha and
Maxim Finkelstein Some results on discrete mixture failure
rates . . . . . . . . . . . . . . . . . 3884--3898
Ali Karimnezhad and
Ahmad Parsian Bayesian and robust Bayesian analysis in
a general setting . . . . . . . . . . . 3899--3920
Abdelouahab Bibi and
Karima Kimouche Whittle estimation in multivariate \em
CCC--GARCH processes . . . . . . . . . . 3921--3940
Anonymous Corrigendum . . . . . . . . . . . . . . 3941--3942
Hien D. Nguyen and
Geoffrey McLachlan On approximations via
convolution-defined mixture models . . . 3945--3955
Juan Kalemkerian A truncated Cramér--von Mises test of
normality . . . . . . . . . . . . . . . 3956--3975
J. Ravichandran Transition probabilities and ARL
performance of Six Sigma zone control
charts . . . . . . . . . . . . . . . . . 3976--3991
Jin Liu Averaging estimation for conditional
covariance models . . . . . . . . . . . 3992--4007
Pingfan Song and
Shaochen Wang Generalized Log-Lindley distribution and
its applications in stochastic
comparison . . . . . . . . . . . . . . . 4008--4018
Usha Mahalingam and
Saminathan Balamurali Economic design of quick switching
sampling system for resubmitted lots . . 4019--4033
Zhiyong Zhou and
Jun Yu Adaptive estimation for varying
coefficient models with nonstationary
covariates . . . . . . . . . . . . . . . 4034--4050
Bingzhen Geng and
Cen Chen and
Shijie Wang Uniform asymptotics for a non standard
renewal risk model with CLWD
heavy-tailed claims . . . . . . . . . . 4051--4066
H. Nguyen and
Q. Shao Oracle model selection for correlated
data via residuals . . . . . . . . . . . 4067--4081
Somayeh Abbasi and
Mohammasd Hossein Alamatsaz Some bounds related to Harris family of
distributions . . . . . . . . . . . . . 4082--4095
Yuliana Linke Asymptotic properties of one-step
$M$-estimators . . . . . . . . . . . . . 4096--4118
K. Teerapabolarn and
C. Soponpimol A non uniform bound on geometric
approximation with $w$-functions . . . . 4119--4131
Kaito Shimamura and
Masao Ueki and
Shuichi Kawano and
Sadanori Konishi Bayesian generalized fused lasso
modeling via NEG distribution . . . . . 4132--4153
Raghunath Arnab Optional randomized response techniques
for quantitative characteristics . . . . 4154--4170
Mustafa Ç. Korkmaz and
Gauss M. Cordeiro and
Haitham M. Yousof and
Rodrigo R. Pescim and
Ahmed Z. Afify and
Saralees Nadarajah The Weibull Marshall--Olkin family:
Regression model and application to
censored data . . . . . . . . . . . . . 4171--4194
Jing Luo and
Hong Qin and
Zhenghong Wang Asymptotic distribution in affiliation
finite discrete weighted networks with
an increasing degree sequence . . . . . 4195--4205
Rim Ben Elouefi and
Rim Ben Elouefi A goodness-of-fit test for the
stratified proportional hazards model
for survival data . . . . . . . . . . . 4206--4220
Suxin Wang and
Ximin Rong and
Hui Zhao Mean-variance problem for an insurer
with default risk under a jump-diffusion
risk model . . . . . . . . . . . . . . . 4221--4249
Tiago M. Magalhães and
Denise A. Botter and
Mônica C. Sandoval and
Gustavo H. A. Pereira and
Gauss M. Cordeiro Skewness of maximum likelihood
estimators in the varying dispersion
beta regression model . . . . . . . . . 4250--4260
Chin-Chih Chang and
Yen-Luan Chen Optimization of continuous and discrete
scheduled times for a cumulative damage
system with age-dependent maintenance 4261--4277
Xianye Yu Smoothness of self-intersection local
time of multidimensional fractional
Brownian motion . . . . . . . . . . . . 4278--4293
Roberto Campos Leoni and
Antonio Fernando Branco Costa The performance of the truncated mixed
control chart . . . . . . . . . . . . . 4294--4301
Yanhong Wu A combined SR-CUSUM procedure for
detecting common changes in panel data 4302--4319
Haifeng Xu and
Kazuhiro Ohtani PMSE performance of two different types
of preliminary test estimators under a
multivariate $t$ error term . . . . . . 4320--4338
Hossein Mansouri and
Bo Li On simultaneous confidence intervals
based on rank-estimates with application
to analysis of gene expression data . . 4339--4349
Sang-Hoon Cho and
Richard A. Johnson Inference for Izawa's Bivariate Gamma
Distribution . . . . . . . . . . . . . . 4350--4366
K. V. Viswakala and
E. I. Abdul Sathar Classical estimation of hazard rate and
mean residual life functions of Pareto
distribution . . . . . . . . . . . . . . 4367--4379
Hanbing Zhu and
Riquan Zhang and
Huiying Li Estimation on semi-functional linear
errors-in-variables models . . . . . . . 4380--4393
Juxia Xiao and
Xu Li and
Jianhong Shi Estimation in a semiparametric partially
linear errors-in-variables model with
inverse Gaussian kernel . . . . . . . . 4394--4424
Arvind Pandey and
Shashi Bhushan and
Ralte Lalpawimawha Shared frailty models with baseline
generalized Pareto distribution . . . . 4425--4447
Xinfeng Chang and
Hexiang Wang Preliminary test almost unbiased
two-parameter estimators with student's
$t$ errors and conflicting test
statistics . . . . . . . . . . . . . . . 4449--4473
Mohammad A. Aljarrah and
Felix Famoye and
Carl Lee A new generalized normal distribution:
Properties and applications . . . . . . 4474--4491
Qingqing Ye The analysis of M$^X$ /M/1 queue with
two-stage vacations policy . . . . . . . 4492--4510
Zhongyang Sun Upper bounds for ruin probabilities
under model uncertainty . . . . . . . . 4511--4527
Mehdi Katebi and
M. Bameni Moghadam Optimal statistical, economic and
economic statistical designs of
attribute np control charts using a
full adaptive approach . . . . . . . . . 4528--4549
Youjiao Yu and
Jane L. Harvill Bootstrap likelihood ratio test for
Weibull mixture models fitted to grouped
data . . . . . . . . . . . . . . . . . . 4550--4568
Mohammad Baratnia and
Mahdi Doostparast Sequential order statistics from
dependent random variables . . . . . . . 4569--4580
Laura H. Gunn and
Henryk Gzyl and
Enrique ter Horst and
Miller Janny Ariza and
German Molina Maximum entropy in the mean methods in
propensity score matching for interval
and noisy data . . . . . . . . . . . . . 4581--4597
Latifa Adjoudj and
Abdelkader Tatachak Conditional Quantile Estimation for
Truncated and Associated Data . . . . . 4598--4641
Ralph C. Ward and
Leonard Egede and
Viswanathan Ramakrishnan and
Lewis Frey and
Robert Neal Axon and
Clara Libby E. Dismuke and
Kelly J. Hunt and
Mulugeta Gebregziabher An improved comorbidity summary score
for measuring disease burden and
predicting mortality with applications
to two national cohorts . . . . . . . . 4642--4655
Giancarlo Manzi and
Martin Forster Biases in bias elicitation . . . . . . . 4656--4674
Haiwu Huang and
Hang Zou and
Qingxia Zhang Equivalent conditions of the complete
convergence for weighted sums of NSD
random variables . . . . . . . . . . . . 4675--4689
Rongfang Yan and
Bin Lu and
Xiaohu Li On Redundancy Allocation to Series and
Parallel Systems of Two Components . . . 4690--4701
Gustavo Guimarães de Castro Amorim Semiparametric estimator for a secondary
analysis with correlated outcomes . . . 4703--4711
Wen-Jang Huang and
Nan-Cheng Su and
Hui-Yi Teng On some study of skew-$t$ distributions 4712--4729
Leila Mohammadi The joint reliability signature of order
statistics . . . . . . . . . . . . . . . 4730--4747
Fatemeh Ghapani Using Liu estimator for detection of
influential observations in linear
measurement error models . . . . . . . . 4748--4763
Nanlian Cai and
Wenqing Ni and
Chen Li Some ordering properties of series and
parallel systems with dependent
component lifetimes . . . . . . . . . . 4764--4779
Saroja Kumar Singh and
Sarat Kumar Acharya Equivalence between Bayes and the
maximum likelihood estimator in M/M/1
queue . . . . . . . . . . . . . . . . . 4780--4793
Chao Chen and
Run-Chu Zhang Robust two-level regular fractional
factorial designs . . . . . . . . . . . 4794--4803
A. Pakgohar and
A. Habibirad and
F. Yousefzadeh Lin--Wong divergence and relations on
type I censored data . . . . . . . . . . 4804--4819
Wenhui Wei and
Shesheng Gao and
Bingbing Gao and
Yongmin Zhong and
Chengfan Gu and
Zhaohui Gao Random weighting-based quantile
estimation via importance resampling . . 4820--4833
Hafida Guerbyenne and
Abderrahim Kessira Power periodic threshold GARCH model:
Structure and estimation . . . . . . . . 4834--4860
Lakshmi Kanta Patra and
Somesh Kumar Estimating the common hazard rate of
several exponential distributions . . . 4861--4873
Richa Srivastava and
S. K. Upadhyay and
V. K. Shukla Subjective elicitation of
hyperparameters of a conjugate Dirichlet
prior and the corresponding Bayes
analysis . . . . . . . . . . . . . . . . 4874--4887
Jiao Song and
Jiang-Lun Wu A detection algorithm for the first jump
time in sample trajectories of
jump-diffusions driven by $ \alpha
$-stable white noise . . . . . . . . . . 4888--4902
Shengbin Zhou and
Jingke Zhou and
Bo Zhang Overlapping group lasso for
high-dimensional generalized linear
models . . . . . . . . . . . . . . . . . 4903--4917
Mahboubeh Akbari and
Majid Rezaei and
Sarah Jomhoori and
Vahid Fakoor Nonparametric estimators for quantile
density function under length-biased
sampling . . . . . . . . . . . . . . . . 4918--4935
P. G. Sankaran and
M. Dileep Kumar A class of distributions with the
quadratic mean residual quantile
function . . . . . . . . . . . . . . . . 4936--4957
Yanning Liu and
Dayong Li Optimal group sequential designs
constrained on both overall and stage
one error rates . . . . . . . . . . . . 4959--4975
Mahmut Kara and
Ömer Altindag and
Mustafa Hilmi Pekalp and
Halil Aydogdu Parameter estimation in $ \alpha
$-series process with lognormal
distribution . . . . . . . . . . . . . . 4976--4998
Michael J. Brusco and
Douglas Steinley and
Jordan Stevens $K$-medoids inverse regression . . . . . 4999--5011
Fenge Chen and
Xingchun Peng and
Wenyuan Wang Risk minimization for an insurer with
investment and reinsurance via
$g$-expectation . . . . . . . . . . . . 5012--5035
Michelangelo Misuraca and
Maria Spano and
Simona Balbi BMS: An improved Dunn index for Document
Clustering validation . . . . . . . . . 5036--5049
M. A. A. Cox A tool to facilitate the production of
control charts within a spreadsheet . . 5050--5057
Miaomiao Gao and
Feng Hu and
Jingbo Sun and
Zhaojun Zong A strong law of large number for
negatively dependent and non identical
distributed random variables in the
framework of sublinear expectation . . . 5058--5073
Jigao Yan On Complete Convergence in
Marcinkiewicz--Zygmund Type SLLN for END
Random Variables and Its Applications 5074--5098
Palaniappan Vellaisamy and
Aklilu Zeleke Exponential order statistics and some
combinatorial identities . . . . . . . . 5099--5105
Ailing Yan and
Fengli Song Adaptive elastic net-penalized quantile
regression for variable selection . . . 5106--5120
Yafeng Xia and
Yarong Qu and
Nailing Sun Variable selection for semiparametric
varying coefficient partially linear
model based on modal regression with
missing data . . . . . . . . . . . . . . 5121--5137
Vasileios Alevizakos and
Christos Koukouvinos An asymptotic confidence interval for
the process capability index $ C_{\rm
pm} $ . . . . . . . . . . . . . . . . . 5138--5144
Phalguni Nanda and
Suchandan Kayal Mean inactivity time of lower record
values . . . . . . . . . . . . . . . . . 5145--5164
Ravindra Khattree A note on the nonexistence of the
constant block-sum balanced incomplete
block designs . . . . . . . . . . . . . 5165--5168
Pingfan Song and
Shaochen Wang On the moment generating functions for
integer valued random variables . . . . 5169--5174
Fotios Loukissas Precise large deviations for strong
subexponential distributions and
applications on a multi risk model . . . 5175--5190
Anonymous Corrigendum . . . . . . . . . . . . . . 5191--5191
Yong Li Comments on ``Improvement of generalized
difference-based mixed Liu estimator in
partially linear model'' . . . . . . . . 5193--5194
Raja Ben Hajria and
Salah Khardani and
Hamdi Ra\"\issi Testing for abrupt breaks in variance
structures with smooth changes . . . . . 5195--5212
Dennis DeRiggi A central limit theorem for correlated
variables with limited normal or gamma
distributions . . . . . . . . . . . . . 5213--5222
Rashid Ahmed and
Farrukh Shehzad and
Muhammad Rajab and
Muhammad Daniyal and
M. H. Tahir Minimal circular balanced repeated
measurement designs in unequal period
sizes . . . . . . . . . . . . . . . . . 5223--5232
Samuel Rosa $E$- and $R$-optimality of block designs
for treatment-control comparisons . . . 5233--5244
Ajit Chaturvedi and
Ananya Malhotra Shrinkage estimators of the reliability
characteristics of a family of lifetime
distributions based on records . . . . . 5245--5264
Nora Saadi and
Smail Adjabi and
Lamia Djerroud On the estimation of the quantile
density function by orthogonal series 5265--5289
Michael J. Brusco and
J. Dennis Cradit and
Susan Brudvig An integrated dominance analysis and
dynamic programing approach for
measuring predictor importance for
customer satisfaction . . . . . . . . . 5290--5307
Chen Chen and
Panpan Zhang Characterizations of asymptotic
distributions of continuous-time Pólya
processes . . . . . . . . . . . . . . . 5308--5321
Jun Jin and
Chenyan Hao and
Tiefeng Ma B-spline estimation for partially linear
varying coefficient composite quantile
regression models . . . . . . . . . . . 5322--5335
Chandi Ram Kalita and
Gautam Choudhury Analysis of an unreliable M$^X$ /$ G_1
\over G_2$ /1/ repeated service queue
with delayed repair under randomized
vacation policy . . . . . . . . . . . . 5336--5369
Lin Dai and
Junhui Yin and
Zhengfen Xie and
Liucang Wu Robust variable selection in finite
mixture of regression models using the
$t$ distribution . . . . . . . . . . . . 5370--5386
Muhammad Nouman Qureshi and
Sadia Khalil and
Chang-Tai Chao and
Muhammad Hanif Estimation of rare and clustered
population variance in adaptive cluster
sampling . . . . . . . . . . . . . . . . 5387--5400
Pingyan Chen and
Soo Hak Sung Weak laws of large numbers for
nonnegative independent random variables
without finite means . . . . . . . . . . 5401--5413
H. Naderi and
P. Matu\la and
M. Amini and
H. Ahmadzade A version of the Kolmogrov--Feller weak
law of large numbers for maximal
weighted sums of random variables . . . 5414--5418
Raúl Pérez-Fernández and
Bernard De Baets The sample monomode and an associated
test for discrete monomodality . . . . . 5419--5426
Mohammed El Genidy Multiple nonlinear regression of the
Markovian arrival process for estimating
the daily global solar radiation . . . . 5427--5444
Dário Ferreira and
Sandra S. Ferreira and
Célia Nunes and
Miguel Fonseca and
João T. Mexia Chisquared and related inducing pivot
variables: an application to orthogonal
mixed models . . . . . . . . . . . . . . 5445--5466
Ying-Ying Zhang and
Teng-Zhong Rong and
Man-Man Li Expectation identity for the binomial
distribution and its application in the
calculations of high-order binomial
moments . . . . . . . . . . . . . . . . 5467--5476
Farag Hamad and
Nezamoddin N. Kachouie A hybrid method to estimate the full
parametric hazard model . . . . . . . . 5477--5491
Aris Spanos Near-collinearity in linear regression
revisited: The numerical vs. the
statistical perspective . . . . . . . . 5492--5516
Eiji Nakashima Impact of additive covariate error on
linear model . . . . . . . . . . . . . . 5517--5529
Hamed Haselimashhadi A unified class of penalties with the
capability of producing a differentiable
alternative to $ l_1 $ norm penalty . . 5530--5545
Hasthika S. Rupasinghe Arachchige Don and
David J. Olive Bootstrapping analogs of the one way
MANOVA test . . . . . . . . . . . . . . 5546--5558
W. A. Hassanein and
M. M. Seyam Construction of some compound criteria
via $A$-optimality . . . . . . . . . . . 5559--5570
S. Fani and
M. A. Pasha and
M. Bameni Moghadam A new approach to optimal design of
control charts based on change point
estimation and total time on test plot 5571--5584
Wei Liu and
Linxiao Wei and
Yijun Hu Multivariate convex risk statistics with
scenario analysis . . . . . . . . . . . 5585--5601
Gang He and
Wenqing Wu and
Yuanyuan Zhang Performance analysis of machine repair
system with single working vacation . . 5602--5620
Hong-Xia Xu and
Guo-Liang Fan and
Cheng-Xin Wu and
Zhen-Long Chen Statistical inference for
varying-coefficient partially linear
errors-in-variables models with missing
data . . . . . . . . . . . . . . . . . . 5621--5636
Mitsuru Tamatani and
Kanta Naito High dimensional asymptotics for the
naive Hotelling $ T^2 $ statistic in
pattern recognition . . . . . . . . . . 5637--5656
Sumei Zhang and
Guangdong Zhang An analytical approximation method for
pricing barrier options under the double
Heston model . . . . . . . . . . . . . . 5657--5671
Madelyn Houser and
Pak-Wing Fok Convergence of sums of dependent
Bernoulli random variables: an
application from portfolio theory . . . 5673--5681
W\lodzimierz Wysocki Sampling from Archimedean $n$-copulas 5682--5700
Lei Wang Multiple robustness estimation in causal
inference . . . . . . . . . . . . . . . 5701--5718
Jiajuan Liang and
Man-Lai Tang and
Xuejing Zhao Testing high-dimensional normality based
on classical skewness and kurtosis with
a possible small sample size . . . . . . 5719--5732
Wenjie Lou and
Erin L. Abner and
Lijie Wan and
David W. Fardo and
Richard Lipton and
Mindy Katz and
Richard J. Kryscio Estimation of multi-state models with
missing covariate values based on
observed data likelihood . . . . . . . . 5733--5747
Xuyang He and
Yuexiang Jiang and
Jiazhen Wang High-order data sharpening with
dependent errors for regression bias
reduction . . . . . . . . . . . . . . . 5748--5755
Ho-Lan Peng and
Andrew Aschenbrenner and
Kirk von Sternberg and
Patricia D. Mullen and
Wenyaw Chan A continuous-time Markov chain approach
with the analytic likelihood in studies
of behavioral changes . . . . . . . . . 5756--5765
Engakkattu Purushothaman Sreedevi and
Paduthol Godan Sankaran and
Isha Dewan Comparison of cumulative incidence
functions of current status competing
risks data with discrete observation
times . . . . . . . . . . . . . . . . . 5766--5776
Niharika Yennum and
Stephen A. Sedory and
Sarjinder Singh Improved strategy to collect sensitive
data by using geometric distribution as
a randomization device . . . . . . . . . 5777--5795
Edilberto Nájera and
Federico O'Reilly and
Silvia Ruiz-Velasco Fiducial distribution in a power series
family . . . . . . . . . . . . . . . . . 5796--5808
Panayiotis Theodossiou Skewed type III generalized logistic
distribution . . . . . . . . . . . . . . 5809--5819
Josué M. Corujo and
José E. Valdés and
Juan C. Laria Stochastic comparisons of two-unit
repairable systems . . . . . . . . . . . 5820--5838
Mitsuhiro Odaki and
Min Li Johansen cointegration rank tests under
local alternative hypotheses when
related drift or linear trend is not
dependent upon sample size in VARs . . . 5839--5849
Zailei Cheng and
Youngsoo Seol Precise deviations for Cox processes
with a shot noise intensity . . . . . . 5850--5861
Ming Ha Lee and
Michael B. C. Khoo Economic-statistical design of synthetic
double sampling $ T^2 $ chart . . . . . 5862--5876
Wilfrido J. Paredes-García and
Eduardo Castaño-Tostado Optimal designs for estimating a choice
hierarchy by a general nested
multinomial logit model . . . . . . . . 5877--5888
Rui Xia and
Qiuyue Zhang and
Xiaoyan Deng Multiscale Gaussian convolution
algorithm for estimate of Gaussian
mixture model . . . . . . . . . . . . . 5889--5910
Seyedeh Azadeh Fallah Mortezanejad and
Gholamreza Mohtashami Borzadaran and
Bahram Sadeghpour Gildeh An entropic structure in capability
indices . . . . . . . . . . . . . . . . 5911--5921
Anonymous Correction . . . . . . . . . . . . . . . 5922--5922
Yige Wang and
Nan Zhang and
Zhuo Jin and
Tin Long Ho Pricing longevity-linked derivatives
using a stochastic mortality model . . . 5923--5942
Abdelaziz Ghribi On the UMVU estimator for the
generalized variance of the multinomial
family . . . . . . . . . . . . . . . . . 5943--5952
Janusz Gajda and
Agnieszka Wylomanska and
Arun Kumar Fractional Lévy stable motion
time-changed by gamma subordinator . . . 5953--5968
Jingwei Cai and
Quanxin Zhu and
Ping Chen and
Xia Mei Central limit theorems of range-based
estimators for diffusion models . . . . 5969--5984
Hongqi Xue and
Arun Kumar and
Hulin Wu Parameter estimation for semiparametric
ordinary differential equation models 5985--6004
Xiaomeng Niu and
Hyunkeun Ryan Cho Efficient regression modeling for
correlated and overdispersed count data 6005--6018
Zhongqin Gao and
Jingmin He The Gerber--Shiu function for the
compound Poisson Omega model with a
three-step premium rate . . . . . . . . 6019--6037
Shyamsundar Parui and
Rajender Parsad and
B. N. Mandal and
Sukanta Dash Block designs for incomplete factorial
treatment structures with two factors 6038--6053
Fareeha Rashid and
Atif Akbar and
Zahra Zafar Some new third order designs robust to
one missing observation . . . . . . . . 6054--6062
Yongxiu Cao and
Yueyong Shi and
Jichang Yu Statistical inference for the
accelerated failure time model under
two-stage generalized case-cohort design 6063--6079
Leena Kulkarni and
Sanjeev Sabnis Construction of optimal reliability test
plans for multi-state coherent systems
of type 1 . . . . . . . . . . . . . . . 6080--6097
Yun Liu and
Yeonwoo Rho On the choice of instruments in mixed
frequency specification tests . . . . . 6098--6118
Yoel G. Yera and
Carlos A. Fernández and
José E. Valdés A variant of the Geo/G/1 queues with
disasters and general repair times . . . 6119--6133
Ying Fang and
Xia Wang and
Hongli Liu and
Tong Li Pareto-optimal reinsurance for both the
insurer and the reinsurer with general
premium principles . . . . . . . . . . . 6134--6154
Oskar Gustafsson and
Pär Stockhammar Variance stabilizing filters . . . . . . 6155--6168
Ke-Ang Fu and
Jie Li Asymptotic ruin probabilities for a
bidimensional risk model with
heavy-tailed claims and non-stationary
arrivals . . . . . . . . . . . . . . . . 6169--6178
Krzysztof Jasi\'nski Weak $k$-th records from geometric
distribution and some characterizations 6179--6187
Anonymous Correction to: Aljarrah, M.A., Famoye,
F. and Lee, C. (2015). A New
Weibull--Pareto distribution.
\booktitleCommunications in Statistics
--- Theory and Methods, \bf 44:19,
4077--4095 . . . . . . . . . . . . . . . ??
Reza Azimi and
Mahdy Esmailian Correction to: Gomes, A. E., da-Silva,
C., Cordeiro, G.M. (2015). The
exponentiated $G$ Poisson model.
\booktitleCommunications in Statistics
--- Theory and Methods, \bf 44:20,
4217--4240 . . . . . . . . . . . . . . . ??
Reza Azimi and
Mahdy Esmailian Correction to: Oliveira, J., J. Santos,
C. Xavier, D. Trindade, and G. M.
Cordeiro. 2016. The McDonald
half-logistic distribution: Theory and
practice. \booktitleCommunications in
Statistics --- Theory and methods \bf 45
(7):2005--2022 . . . . . . . . . . . . . ??
Reza Azimi and
Mahdy Esmailian Correction to: Ghosh, I. K., and
Hamedani, G. G. (2018). The
Gamma-Kumaraswamy distribution: an
alternative to Gamma distribution.
\booktitleCommunications in
Statistics-Theory and Methods, \bf 47,
2056--2072 . . . . . . . . . . . . . . . ??
Reza Azimi and
Mahdy Esmailian Correction to: Pararai, M.,
Warahena-Liyanage, G., and Oluyede, B.
(2017). Exponentiated power Lindley
Poisson distribution: Properties and
applications. \booktitleCommunications
in Statistics --- Theory and Methods,
\bf 46, 4726--4755 . . . . . . . . . . . ??