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Singh, Sarjinder
; Chen, Cheng C.
pp. 3377 - 3380
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Universal admissibility in second order asymptotics
Yoshiji, Takagi
pp. 2898 - 2906
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Two-stage informative cluster sampling-estimation and prediction with applications for small-area models
Eideh, Abdulhakeem
; Nathan, Gad
pp. 3088 - 3101
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Trasformed generalized linear models
Cordeiro, Gauss M.
; de Andrade, Marinho G.
pp. 2970 - 2987
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Time series analysis of categorical data using auto-mutual information
Biswas, Atanu
; Guha, Apratim
pp. 3076-3087
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The maximum likelihood estimators in the growth curve model with serial covariance structure
Klein, Daniel
; Zezula, Ivan
pp. 3270 - 3276
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The fine structures of three pairwise distinct latin squares
Chang, Yanxun
; Lo Foro, Giovanni
pp. 2863 - 2869
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Testing overdispersion in the zero-inflated Poisson model
Yang, Zhao
; Hardin, James W.
; Addy, Cheryl L.
pp. 3340 - 3353
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Strawderman type estimatiors for a scale parameter with application to the exponential distribution
Bobotas, Panayiotis
; Kourouklis, stavros
pp. 3001 - 3012
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Stochastic comparisons and properties of conditional generalized order
Zhao, Peng
; Balakrishnan, N.
pp. 2920 - 2932
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Some properties of tests for parameters that can be arbitrarily close to being unidentified
Forchini, G.
pp. 3193-3199
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Simultaneous confidence bands and regions for log-location-scale distributions with censored data
Escobar, Luis A.
; Hong, Yili
; Meeker, William Q.
pp. 3231 - 3245
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Selecting and checking a binomial response generalized linear model using phi-divergences
Pardo, J.A
; Pardo, M.C.
pp. 3038 - 3049
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Order restricted statistical inference for scale parameters based on sequential order statistics
Beutner, E.
; Kamps, U.
pp. 2963 - 2969
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Optimal sample coordination using controlled selection
Matei, Alina
; Skinner, Chris
pp. 3112 - 3121
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Optimal portfolio of safety-first models
Ding, Yuanyao
; Zhang, Bo
pp. 2952 - 2962
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On selecting a prior for the precision parameter of Dirichlet process mixture models
Dorazio, Robert M.
pp. 3384 - 3390
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On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates
Wong, Heung
; Guo, Shaojun
; Ip, Wai-Cheung
pp. 2933 - 2951
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Nonparametric estimation of waiting time distributions in a markov model based on current status data
Datta , Somnath
; Sundaram, Rajeshwari
; Lan, Ling
pp. 2885 - 2897
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Nonparametric control charts based on runs and Wilcoxon-type rank-sum statistics
Balakrishnan, N.
; Triantafyllou, I.S.
; Koutras, M.V.
pp. 3177 - 3192
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Moderate deviations for LS estimator in simple linear EV regression model
Miao, Yu
; Liu, Wen-an
pp. 3122 - 3131
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Model selection: A Lagrange optimization approach
Zhang, Yongli
pp. 3142 - 3159
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Minimaxestimation of linear functionals under squared error loss
Zhao, Meng
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pp. 3160-3176
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Maximum likelihood estimation of extreme value index for irregular cases
Peng, Liang
; Qi, Yongcheng
pp. 3361 - 3376
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Limit laws for the cumulative number of ties for the maximum in a random sequence
Gouet, Raúl
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pp. 2988 - 3000
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Generalized polygonal designs with block size and ? = 1
Iqbal, Ijaz
; Bukhari, N.S.
; Tahir, M.H.
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; Shabbir, Javid
pp. 3200 - 3219
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General frailty model and stochastic orderings
Gupta, Ramesh C.
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pp. 3277 - 3287
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F admissibility for linear estimators on regression coefficients in a general multivariate linear model under balanced loss function
Cao, Mingxiang
pp. 3354-3360
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Erratum to "An order statistics model based on the list of top m scores after lth change" [J. Statist. Plann. Inference 139 (2009) 2189-2195]
Tanil, Halil
pp. 3392
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Erratum "Bayesian credible intervals for response surface optima" [J. Statist. Plann. Inference 139 (2009) 2498-2501]
Fox, Richard
pp. 3391
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Doubly adaptive biased coin designs with heterogeneous responses
Duan, Liangliang
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pp. 3220 - 3230
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Distribution of ratio of extreme of isotonic estimators of chi-square variables with applications
Singh, Parminder
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pp. 3262-3269
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De-aliasing effects using semifoldover techniques
Balakrishnan, N.
; Yang, Po
pp. 3102 - 3111
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Confidence estimation via the parametric bootstrap in logistic joinpoint regression
Gill, Ryan
; Rempala, Grzegorz A.
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pp. 3132-3141
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Characterization of MRL order of fail-safe systems with heterogeneous exponential components
Zhao, Peng
; Balakrishnan, N.
pp. 3027 - 3037
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Characteristic function estimation of non-Gaussian Ornstein–Uhlenbeck processes
Taufe, Emanuele
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pp. 3050 - 3063
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Bayesian prediction of a density function in terms of e-mixture
Yanagimoto, Takemi
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pp. 3064-3075
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Bayesian optimal blocking of factorial designs
Ai, Mingyao
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; Joseph, V. Roshan
pp. 3319 - 3328
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Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures
Ogasawara, Haruhiko
pp. 3246-3261
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Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities
Robert, C.Y.
pp. 3288 - 3309
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Adaptive autoregressive priors for area and time structured mortality data
Congdon, Peter
pp.2870 - 2884
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A robust approach to joint modeling of mean and scale covariance for longitudinal data
Lin, Tsung-I.
; Wang, Yun-Jen
pp. 3013-3026
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A meta-analysis approach for step-stress experiments
Kateri, M.
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; Kamps, U.
pp. 2907 - 2919
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A mass redistribution algorithm for right-censored and left-truncated time to event data
Zhang, Xu
; Mei-Jie , Zhang
; Fine, Jason P.
pp. 3329-3339
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A counterexample to Beder's conjectures about Hadamard matrices
Singh, Sarjinder
; Kaziska, David M.
pp. 3381-3383
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A comparison of efficiencies between quasi-likelihood and pseudo-likelihood estimates in non-separable spatial–temporal binary data
Lin, Pei-Sheng
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; Clayton, Murray
pp. 3310-3318
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