Last update: Wed Nov 8 12:51:50 MST 2023
Volume 35, Number 1, 2006Gauss 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 . . . . . . . . . . . ??