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Communications in Statistics - Simulation and Computation, Volume 48
Volume 48, Number 1, 2019
- Giorgio Calzolari:
Econometrics exams and round numbers: Use or misuse of indirect estimation methods? 1-14 - Ryan T. Godwin, David E. A. Giles:
Analytic bias correction for maximum likelihood estimators when the bias function is non-constant. 15-26 - Matthew Ryan Lavery
, Parul Acharya, Stephen A. Sivo, Lihua Xu:
Number of predictors and multicollinearity: What are their effects on error and bias in regression? 27-38 - Charles D. G. Keown-Stoneman
Weibull multi-state models with misclassification. 39-57 - Sally Abdelfatah, Reda Mazloum:
An improved cluster two-stage randomized response model. 58-72 - Xiaohui Shen, Long Jiang, Dejian Tian
Lp solutions of anticipated BSDEs with weak monotonicity and general growth generators. 73-90 - Nilgun Yildiz:
A new stochastic restricted Liu-type estimator in linear regression model. 91-108 - Reza Valiollahi, Akbar Asgharzadeh
Prediction of future failures times based on Type-I hybrid censored samples of random sample sizes. 109-125 - Tahir Abbas
A Bayesian way of monitoring the linear profiles using CUSUM control charts. 126-149 - Paulo H. Ferreira, Francisco Louzada
Maximum likelihood estimation for bivariate SUR Tobit modeling in presence of two right-censored dependent variables. 150-168 - Ines Jlassi, Jérôme Saracco:
Variable importance assessment in sliced inverse regression for variable selection. 169-199 - Asghar Seif:
A new Markov chain approach for the economic statistical design of the VSS T2 control chart. 200-218
- Sevcan Demir Atalay, Gözde Kus:
Profust reliability of linear and circular type F and G systems having two failure criteria under Markov dependency. 219-239
- Xu Li, Juxia Xiao, Jianhong Shi:
Statistical inference in the partial linear models with the inverse gaussian kernel. 240-263
- Haitham M. Yousof
A new lifetime model with regression models, characterizations and applications. 264-286 - Nuri Celik, Birdal Senoglu:
Two-way ANOVA when the distribution of the error terms is skew t. 287-301 - Gustavo Henrique Araujo Pereira
On quantile residuals in beta regression. 302-316
Volume 48, Number 2, 2019
- Jin Chu Wu, Alvin F. Martin, Raghu N. Kacker:
Monte Carlo studies of bootstrap variability in ROC analysis with data dependency. 317-333
- Verônica M. C. Lima, Francisco Cribari-Neto:
Penalized maximum likelihood estimation in the modified extended Weibull distribution. 334-349
- Fatih Kizilaslan
E-Bayesian estimation for the proportional hazard rate model based on record values. 350-371 - Mohsen Salehi, Adel Mohammadpour
A modified two-sample t-test based on permutation method for large-scale data. 372-384 - Mohammad Atlekhani, Mahdi Doostparast
The repair alert models with fixed and random effects. 385-395 - Alireza Chaji
An Estimator of Shannon Entropy of Beta-Generated Distributions and a Goodness-of-Fit Test. 396-415 - Guo-Dong Xing, Shanchao Yang, Xiaohu Li:
Uniformly strong consistency and Berry-Esseen bound of frequency polygons for α-mixing samples. 416-430 - Martin Augustine B. Borlongan, Joseph Ryan G. Lansangan
Robust simultaneous confidence interval estimation of principal component loadings. 431-446 - Liyan Han, Hanhuan Yan, Chengli Zheng
Normal mixture method for stock daily returns over different sub-periods. 447-457 - Zong-Feng Qi, Yong-Dao Zhou, Kai-Tai Fang:
Representative points for location-biased datasets. 458-471 - Georgios Skoulakis
Simulating from polynomial-normal distributions. 472-477
- Vivek Verma
Bayesian bounds for population proportion under ranked set sampling. 478-493
- Omid Chatrabgoun, Alireza Daneshkhah
Optimizing minimum information pair-copula using genetic algorithm to select optimal basis functions. 494-505 - Abid Khan, Rashid Ahmed, Farrukh Shehzad, Muhammad Hussain Tahir, Syed Shakir Ali Ghazali:
Construction of circular partially balanced-Repeated measurement designs using cyclic shifts. 506-515 - Sadia Khalil, Muhammad Noor ul Amin
Generalized estimator of population mean by using conventional and non-conventional measures in the presence of measurement errors. 516-529 - Dao Thanh Tung, Minh-Ngoc Tran, Tran Manh Cuong:
Bayesian adaptive lasso with variational Bayes for variable selection in high-dimensional generalized linear mixed models. 530-543 - Daniela Marella, Paola Vicard:
Toward an integrated Bayesian network approach to measurement error detection and correction. 544-555 - M. Goldoust, Sadegh Rezaei, Yuancheng Si
Lifetime distributions motivated by series and parallel structures. 556-579 - Marion Procter, Chris Robertson:
Imputing missing quality of life data as covariate in survival analysis of the International Breast Cancer Study Group Trials VI and VII. 580-590 - Min Zhai, Guolin Liu, Qiuxiang Tao, Mingzhen Xin:
A novel characteristic value correction iteration method. 591-600
- Marcelo A. da Silva
Sensitivity analysis and choosing between alternative polytomous IRT models using Bayesian model comparison criteria. 601-620
- Mohamed I Riffi:
Explicit expressions for gamma spacings and their moments. 621-626 - Brian Knaeble:
Adjustment with three continuous variables. 627-633
Volume 48, Number 3, 2019
- Xuchao Bai
Statistical inference of Marshall-Olkin bivariate Weibull distribution with three shocks based on progressive interval censored data. 637-654
- Luca Martino
Adaptive rejection sampling with fixed number of nodes. 655-665 - Bahadir Yüzbasi
Double shrunken selection operator. 666-674 - Mohammad Moradi:
Using adaptive line-transect sampling in airborne geophysics studies. 675-683 - Y. Khadem, M. Bameni Moghadam
Economic statistical design of X‾-control charts: Modified version of Rahim and Banerjee (1993) model. 684-703 - Zahra Sadat Meshkani Farahani
A comparison of using weighted distribution and joint modeling for analyzing non-ignorable missing responses. 704-722 - Ahmed M. Elsawah
Constructing optimal router bit life sequential experimental designs: New results with a case study. 723-752 - Somanath D. Pawar
Nonparametric tests for multivariate locations based on data depth. 753-776 - Yuzhu Tian, Silian Shen, Ge Lu, Man-Lai Tang, Maozai Tian:
Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors. 777-796 - A. Stepanov:
On simulation of weak records. 797-806 - W. Son
A general algorithm for non-parametric maximum likelihood estimator of stochastically ordered survival functions from case 2 interval-censored data. 807-818 - Thomas Neyens
Integrated nested Laplace approximation for the analysis of count data via the combined model: A simulation study. 819-836 - Hend A. Auda
A Monte Carlo study of REML and robust rank-based analyses for the random intercept mixed model. 837-860 - Umberto Picchini
Likelihood-free stochastic approximation EM for inference in complex models. 861-881 - Bahman Tarvirdizade, Nader Nematollahi:
A new flexible hazard rate distribution: Application and estimation of its parameters. 882-899 - Yijun Zuo:
A new approach for the computation of halfspace depth in high dimensions. 900-921 - R. N. Rattihalli, K. S. Madhava Rao, M. Raghunath:
Some count-based nonparametric tests for circular symmetry of a bivariate distribution. 922-943 - Rahim Alhamzawi
Bayesian bridge quantile regression. 944-956
Volume 48, Number 4, 2019
- Pao-sheng Shen
The IPW estimator for the joint distribution function of the gap times from recurrent event data. 957-967 - Haiming Zhou, Xianzheng Huang:
Bandwidth selection for nonparametric modal regression. 968-984 - Mukund P. Gadre, S. B. Adnaik:
Independent attributes control chart for Markov-dependent processes. 985-997 - Thiago Rezende Dos Santos, Glaura C. Franco, T. B. Ceccotti:
Confidence intervals based on the deviance statistic for the hyperparameters in state space models. 998-1018 - Idemauro Antonio Rodrigues de Lara
Global and local tests to assess stationarity of Markov transition models. 1019-1039 - Donald E. K. Martin:
Minimal auxiliary Markov chains through sequential elimination of states. 1040-1054 - Nasrullah Khan, Muhammad Aslam
Multiple dependent state repetitive sampling plans with or without auxiliary variable. 1055-1069 - Abdelouahab Bibi, Fateh Merahi:
Moment method estimation of first-order continuous-time bilinear processes. 1070-1087 - Berihun Bizuneh, Fu-Kwun Wang
Comparison of different control charts for a Weibull process with type-I censoring. 1088-1100 - Emilio Gómez-Déniz
The Geometric ArcTan distribution with applications to model demand for health services. 1101-1120 - Alex Karagrigoriou
On a control chart for the Gini index with simulations. 1121-1137 - V. Ahrari
Exponentiality test based on alpha-divergence and gamma-divergence. 1138-1152 - Jong-Min Kim
The copula directional dependence by stochastic volatility models. 1153-1175
- Wilasinee Peerajit, Yupaporn Areepong
Explicit analytical solutions for ARL of CUSUM chart for a long-memory SARFIMA model. 1176-1190
- Fikriye Kurtoglu, M. Revan Özkale
Restricted ridge estimator in generalized linear models: Monte Carlo simulation studies on Poisson and binomial distributed responses. 1191-1218 - Muhammad Aslam
Time truncated attribute control chart for the Weibull distribution using multiple dependent state sampling. 1219-1228 - Fengrong Wei:
Sparse structure selection and estimation. 1229-1238 - Jianwen Xu, Jiamao Zhang, Liya Fu
Variable selection in generalized estimating equations via empirical likelihood and Gaussian pseudo-likelihood. 1239-1250 - Erhard Reschenhofer
Heteroscedasticity-robust estimation of autocorrelation. 1251-1263 - Dariush Najarzadeh
Confidence intervals for product of powers of the generalized variances of k multivariate normal populations. 1264-1276
Volume 48, Number 5, 2019
- Ayman A. Amin
Kullback-Leibler divergence to evaluate posterior sensitivity to different priors for autoregressive time series models. 1277-1291 - A. Corkum, P. Cabilio, Y. Zhang:
Nonparametric confidence intervals for location in time series data. 1292-1311 - Yongku Kim
A matching prior for the product of normal means based on the modified profile likelihood. 1312-1329 - Doyeong Yu, Wei-Ting Hwang:
Optimal cutoffs for continuous biomarkers for survival data under competing risks. 1330-1345 - Shaonan Zhang, Shanshan Li, Jiaqiao Hu, Haipeng Xing, Wei Zhu:
An iterative algorithm for optimal variable weighting in K-means clustering. 1346-1365 - Hafida Saggou, Ines Sadeg, Megdouda Ourbih-Tari, El-Bay Bourennane:
The analysis of unreliable M[X]/G/1 queuing system with loss, vacation and two delays of verification. 1366-1381 - Reza Ghashghaei, Amirhossein Amiri
New control charts for simultaneous monitoring of the mean vector and covariance matrix of multivariate multiple linear profiles. 1382-1405 - Polycarp E. Chigbu, Eugene C. Ukaegbu:
The efficiency and optimality characterization of certain six-Treatment incomplete-Block designs emanating from some quasi-Semi-Latin squares. 1406-1428 - Yang Yu, Zhihong Zou, Shanshan Wang
Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline. 1429-1449 - Shiliang Zhang
An outlier detection scheme for dynamical sequential datasets. 1450-1502 - Ji Won Shin, Dong Wan Shin:
Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility. 1503-1515 - Sudipta Das, Debasis Sengupta, Anup Dewanji:
Optimum release time of a software under periodic debugging schedule. 1516-1534 - Narayanaswamy Balakrishnan
Maximum likelihood estimation of the parameters of a multiple step-stress model from the Birnbaum-Saunders distribution under time-constraint: A comparative study. 1535-1559 - Fengkai Yang, Ang Shan, Haijing Yuan:
Gibbs sampling for mixture quantile regression based on asymmetric Laplace distribution. 1560-1573 - Fang Fang, Jialiang Li
Optimal model averaging estimation for correlation structure in generalized estimating equations. 1574-1593
Volume 48, Number 6, 2019
- Arman Reybod
A Pitman measure of similarity in k-means for clustering heavy-tailed data. 1595-1605 - Ayaka Yagi, Takashi Seo
Improved simplified T2 test statistics for a mean vector with monotone missing data. 1606-1622 - Michael J. Brusco, Clay M. Voorhees, Roger J. Calantone, Michael K. Brady, Douglas L. Steinley:
Integrating linear discriminant analysis, polynomial basis expansion, and genetic search for two-group classification. 1623-1636 - John Christian Givhan Spainhour, Michael G. Janech, Viswanathan Ramakrishnan:
A study of the properties of Gaussian mixture model for stable isotope standard quantification in MALDI-TOF MS. 1637-1650 - Mbanefo S. Madukaife, Fabian C. Okafor:
A new large sample goodness of fit test for multivariate normality based on chi squared probability plots. 1651-1664 - Abdul Haq
A new nonparametric synthetic EWMA control chart for monitoring process mean. 1665-1676 - Abdel-Salam G. Abdel-Salam
A semiparametric nonlinear mixed model approach to phase I profile monitoring. 1677-1693 - Ruben Crevits, Christophe Croux
Robust estimation of linear state space models. 1694-1705 - Fen Jiang, Jin Zhang:
Using jackknife to correct bias of MLE for the truncated Pareto distribution. 1706-1713 - Serkan Eryilmaz
Modeling systems with two dependent components under bivariate shock models. 1714-1728 - Kazuhiko Hayakawa, Qi Sun:
Instrumental variable estimation of factor models with possibly many variables. 1729-1745 - Morad Alizadeh
A new useful four-parameter extension of the Gumbel distribution: Properties, regression model and applications using the GAMLSS framework. 1746-1767 - Suchandan Kayal, Rajesh Moharana
A shift-dependent generalized cumulative entropy of order n. 1768-1783 - Hidetoshi Matsui
Sparse group lasso for multiclass functional logistic regression models. 1784-1797 - Luca Martino
Extremely efficient acceptance-rejection method for simulating uncorrelated Nakagami fading channels. 1798-1814 - Fábio Prataviera
The heteroscedastic odd log-logistic generalized gamma regression model for censored data. 1815-1839 - Vali Zardasht:
On nonparametric test for the residual probability order. 1840-1848 - Norou Diawara
Simulations of local Moran's index in a spatio-temporal setting. 1849-1859 - Peyman Khosravi, Amirhossein Amiri
Self-Starting control charts for monitoring logistic regression profiles. 1860-1871 - Jianfeng Guo, Jiameng Yang:
An iterative procedure for robust circle fitting. 1872-1879 - Ming Han:
E-Bayesian estimation and its E-MSE under the scaled squared error loss function, for exponential distribution as example. 1880-1890 - Jiting Huang, Peixin Zhao:
Instrumental variable based variable selection for generalized linear models with endogenous covariates. 1891-1900 - Youngmi Lee, Sangyeol Lee
On causality test for time series of counts based on poisson ingarch models with application to crime and temperature data. 1901-1911
Volume 48, Number 7, 2019
- Senay Özdemir
An alternative algorithm of the empirical likelihood estimation for the parameter of a linear regression model. 1913-1921
- Eunice Campirán García, Eduardo Gutiérrez-Peña:
Nonparametric product partition models for multiple change-points analysis. 1922-1947 - Legesse K. Debusho
Algorithmic construction of optimal block designs for two-colour cDNA microarray experiments using the linear mixed effects model. 1948-1963 - Mohammad Reza Maleki
The effect of parameter estimation on phase II monitoring of poisson regression profiles. 1964-1978 - K. Drosou, Christos Koukouvinos:
Sure independence screening for analyzing supersaturated designs. 1979-1995 - Ying-Ju Chen
Information approach for a lifetime change-point model based on the exponential-logarithmic distribution. 1996-2003 - Selcen Yüksel
Factors causing occurrence of artificial dif: A simulation study for dichotomous data. 2004-2011 - Jimut Bahan Chakrabarty
Compounded inverse Weibull distributions: Properties, inference and applications. 2012-2033 - Aamir Saghir
A EWMA control chart based on an auxiliary variable and repetitive sampling for monitoring process location. 2034-2045 - Josmar Mazucheli, André Felipe Berdusco Menezes
Bias-corrected maximum likelihood estimators of the parameters of the inverse Weibull distribution. 2046-2055 - Shu-Fei Wu:
A modified multiple comparisons with a control for exponential location parameters based on doubly censored sample under heteroscedasticity. 2056-2064 - Tao Wang, Qun Li
A multiple-case deletion approach for detecting influential points in high-dimensional regression. 2065-2082 - Xinchen Zhuang
On capacity evaluation for multi-state weighted k-out-of-n system. 2083-2098 - Qianru Wang, Junxia Liao, Shengjun Fan:
Lp (1 < p ⩽ 2) solutions of one-dimensional BSDEs whose generator is weakly monotonic in y and non-Lipschitz in z. 2099-2109 - Pier-Olivier Caron
Minimum average partial correlation and parallel analysis: The influence of oblique structures. 2110-2117 - Hui Shao, Charles Stoecker, Shuang Yang, Lizheng Shi:
The pitfall of instrumental variables in big data: What the rule of thumb can't give you. 2118-2124 - Firoozeh Haghighi, Philippe Castagliola
Control chart for monitoring the Weibull shape parameter under two competing risks. 2125-2137 - Bulent Altunkaynak
Bootstrap confidence intervals for the coefficient of quartile variation. 2138-2146 - Zohreh Fallah Mohsenkhani, Mohsen Mohhamadzadeh
Augmented mixed beta regression models with skew-normal independent distributions: Bayesian analysis of labor force data. 2147-2164 - Dimitris Panaretos, George Tzavelas
Investigating the role of orthogonal and non - orthogonal rotation in multivariate factor analysis, in regard to the repeatability of the extracted factors: A simulation study. 2165-2176 - Ishaq A. Raji
Robust dual-CUSUM control charts for contaminated processes. 2177-2190 - Farideh Mohammadinia, Rahim Chinipardaz:
Combining Bayesian method and Kalman smoother for detection additive outlier patches in autoregressive time series. 2191-2209 - Michael J. Brusco, Douglas L. Steinley, Hans-Friedrich Köhn:
Residual analysis for unidimensional scaling in the L2-norm. 2210-2221 - Haiqing Chen, Weihu Cheng:
Fitting type I generalized Logistic distribution by modified method based on percentiles. 2222-2227
Volume 48, Number 8, 2019
- Yuan Wei, Huiwen Wang, Shanshan Wang
Incremental modelling for compositional data streams. 2229-2243
- Ajit Chaturvedi, Taruna Kumari
Robust Bayesian analysis of generalized inverted family of distributions. 2244-2268 - Victoria K. Y. Ng, Robert A. Cribbie:
The gamma generalized linear model, log transformation, and the robust Yuen-Welch test for analyzing group means with skewed and heteroscedastic data. 2269-2286 - Christophe Chesneau, Hassan S. Bakouch
A new class of probability distributions via cosine and sine functions with applications. 2287-2300 - Özge Karadag, Serpil Aktas:
A generalized, multi-stage adjusted, latent class linear mixed model for testing genetic association. 2301-2312 - Ming Ha Lee
The economic and economic statistical designs of synthetic double sampling X‾ chart. 2313-2332 - Akbar Abravesh, Masoud Ganji, Behdad Mostafaiy:
Classical and Bayesian estimation of stress-strength reliability in type II censored Pareto distributions. 2333-2358 - Willian Luís de Oliveira
A class of bivariate regression models for discrete and/or continuous responses. 2359-2383 - Kung-Jong Lui:
Notes on the two-stage procedure under an incomplete block two-period crossover design. 2384-2400 - Hend A. Auda
Comparing a new Gini test with other symmetry tests when median is known. 2401-2412 - A. Pakhteev, A. Stepanov:
On simulation of normal records. 2413-2424 - Helton Saulo
Some simple estimators for the two-parameter gamma distribution. 2425-2437 - Liwen Xu
A model-averaging approach for smoothing spline regression. 2438-2451 - G. Dazi, M. Azimmohseni, F. Yaghmaie:
Rank-based statistics for testing the whiteness hypothesis of time series. 2452-2466 - Yingli Pan, Jieli Ding, Yanyan Liu
Statistical inference for generalized case-cohort design under the proportional hazards model with parameter constraints. 2467-2486 - Xing-De Duan, Yuan-Ying Zhao, An-Min Tang:
A semiparametric Bayesian approach to simplex regression model with heterogeneous dispersion. 2487-2500 - Ayman A. Amin
Bayesian identification of double seasonal autoregressive time series models. 2501-2511 - Nurul Hidayah Sadikon, Adriana Irawati Nur Ibrahim
A new test of discordancy in cylindrical data. 2512-2522 - Yunxi Zhang, Soeun Kim, Ye Lin, George Baum, Karen M. Basen-Engquist
Comparisons of imputation methods with application to assess factors associated with self efficacy of physical activity in breast cancer survivors. 2523-2537
Volume 48, Number 9, 2019
- Fulya Akat, A. Sevtap Selcuk-Kestel
The estimation of adopted mortality and morbidity rates using model and the phase type law: the Turkish case. 2552-2565 - Usman Shahzad
A new class of ratio-type estimators for improving mean estimation of nonsensitive and sensitive variables by using supplementary information. 2566-2585 - Eda Karaismailoglu
Factors effecting the model performance measures area under the ROC curve, net reclassification improvement and integrated discrimination improvement. 2586-2598 - Yan-Yong Zhao, Jin-Guan Lin, Xing-Fang Huang, Hong-Xia Wang:
Iterative weighted estimation based on variance modelling in linear regression models. 2599-2614 - Sueli A. Mingoti, Letícia P. Pinto:
Step-Down diagnostic analysis for monitoring the covariance matrix of bivariate normal processes. 2615-2624 - Mehdi Khashei, Zahra Hajirahimi:
A comparative study of series arima/mlp hybrid models for stock price forecasting. 2625-2640 - Cachimo Combo Assane, Basilio de Bragança Pereira, Carlos Alberto De Bragança Pereira
Model choice in separate families: A comparison between the FBST and the Cox test. 2641-2654 - James D. Santos
A Metropolis algorithm to obtain co-sufficient samples with applications in conditional tests. 2655-2659 - Chang-Ho Jihn
Parallel discretization of the Markov chain approximation for the autoregressive moving average chart. 2660-2678 - Fikri Gokpinar, Tahir Khaniyev, R. T. Aliyev:
Approximation formulas for the moments of the boundary functional of a Gaussian random walk with positive drift by using Siegmund's formula. 2679-2688 - Leyang Wang, Hang Yu:
Weighted total least-squares joint adjustment with weight correction factors. 2689-2707 - A. Safariyan
Improved estimators for stress-strength reliability using record ranked set sampling scheme. 2708-2726 - Dengke Xu, Niansheng Tang:
Bayesian adaptive Lasso for quantile regression models with nonignorably missing response data. 2727-2742 - Eder Angelo Milani, Marcelo Hartmann, Marinho Gomes Andrade, Carlos Alberto Ribeiro Diniz
A Bernoulli autoregressive moving average model applied to rainfall occurrence. 2743-2756 - Sana Eftekhar, Mahmood Kharrati-Kopaei
Testing the equality of several inverse Gaussian means under heterogeneity. 2757-2774 - Xiaoying Yu
Joint models of dynamics of mothers' stress and children's disease. 2775-2790 - S. Rao Jammalamadaka
Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein-Uhlenbeck processes. 2791-2811 - Cong Xu, Zheng Li, Yuan Xue, Lijun Zhang, Ming Wang:
An R package for model fitting, model selection and the simulation for longitudinal data with dropout missingness. 2812-2829 - Jingyun Yang, Mingzhi Shao, Guoliang Cai:
On the performance of MixTVEM: a simulation study. 2830-2844 - Jun Yang, Fady Alajaji
Linear programming bounds on the union probability. 2845-2854
Volume 48, Number 10, 2019
- Parimal Hor, Babulal Seal:
SAVE: Robust or not? 2855-2865 - Majid E. Abbasov
Randomized heuristic algorithms for orthogonal projection of a point onto a set. 2866-2876 - Emad Ashtari Nezhad
The modified permutation entropy-based independence test of time series. 2877-2897 - Siew Ying Tay, Choung Min Ng
Parameter estimation by minimizing a probability generating function-based power divergence. 2898-2912 - Lirong Cui, Zhongping Li, He Yi:
Partial self-exciting point processes and their parameter estimations. 2913-2935 - Jiaqing Xu
Parametric bootstrap process capability index control charts for both mean and dispersion. 2936-2954 - Stefanka S. Chukova
Non-homogeneous Pólya-Aeppli process. 2955-2967 - Seong W. Kim, Hon Keung Tony Ng, Jung-Dong Lee, Jinheum Kim:
A comparative study on nonparametric estimation procedures for survival quantiles. 2968-2984 - Jian Wu, Liugen Xue:
Oracally efficient spline-backfitted kernel smoothing of additive partial linear measurement error model. 2985-2997 - Ishapathik Das
Robust designs for multinomial models. 2998-3021 - H. M. Kashif Rasheed, Mujahid Rasul, Rashid Ahmed, Maria Batool, Muhammad Hussain Tahir
Circular balanced repeated measurement designs in periods of three different sizes. 3022-3030 - Chien-Tai Lin
On the computation of distributions of linear combinations of Laplace order statistics and their applications. 3031-3055 - Burak Güris
A new nonlinear unit root test with Fourier function. 3056-3062 - Marion Procter, Chris Robertson:
Performance of standard imputation methods for missing quality of life data as covariate in survival analysis based on simulations from the International Breast Cancer Study Group Trials VI and VII. 3063-3077 - Joseph Ross:
Incremental-decremental rolling window double exponential smoothing. 3078-3091 - K. Jayakumar, K. K. Sankaran:
Discrete Linnik Weibull distribution. 3092-3117 - Jacob Majakwara
On some inferential issues for the destructive COM-Poisson-generalized gamma regression cure rate model. 3118-3142
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