COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

Fractional Lévy stable motion time-changed by gamma subordinator

Ergodicity for population dynamics driven by stable processes with Markovian switching

Testing high-dimensional normality based on classical skewness and Kurtosis with a possible small sample size

Confidence regions for Pareto parameters from a single and independent samples

Economic-statistical design of synthetic double sampling T2 chart

New types of shrinkage estimators of Poisson means under the normalized squared error loss

Skewed type III generalized logistic distribution

Local linear estimation for covariate-adjusted varying-coefficient models

Mean-variance problem for an insurer with default risk under a jump-diffusion risk model

Bootstrapping analogs of the one way MANOVA test

Jackknife resampling parameter estimation method for weighted total least squares

A strong law of large number for negatively dependent and non identical distributed random variables in the framework of sublinear expectation

Designing variables sampling plans based on the yield index Spk

Lower bound of average centered -discrepancy for -type designs

High-order data sharpening with dependent errors for regression bias reduction

General strong convergence for negatively associated random variables

Some ordering properties of series and parallel systems with dependent component lifetimes

A new extension of the Fréchet distribution: Properties and its characterization

Adaptive elastic net-penalized quantile regression for variable selection

Reference points for getting a target in a soccer competition. A probabilistic model with applications to the Spanish and English Premier League

A fractional version of the Cox–Ingersoll–Ross interest rate model and pricing double barrier option with Hurst index

Pareto-optimal reinsurance for both the insurer and the reinsurer with general premium principles

Some results about bivariate discrete distributions through the vector of aging intensities

Some new stochastic orders based on quantile function

Simultaneous estimation of Cronbach’s alpha coefficients

Estimating the common hazard rate of several exponential distributions

Identification of outlying and influential data with principal components regression estimation in binary logistic regression

Stochastic ordering of medians in samples from normal distributions

A location-invariant non-positive moment-type estimator of the extreme value index

A weighted Jackknife method for clustered data

Statistical inference for the accelerated failure time model under two-stage generalized case–cohort design

An improvement of a non-uniform bound for combinatorial central limit theorem

Detection of jump location curve in spatial linear regression model with two-dimensional threshold

Strong law of large numbers and complete convergence for non-identically distributed WOD random variables

On empirical likelihood test for predictability

Availability analysis and optimal inspection policy for systems with neglected down time

Weak laws of large numbers for nonnegative independent random variables without finite means

Random weighting-based quantile estimation via importance resampling

A novel regularization method for estimation and variable selection in multi-index models

Moderate deviations for the total population arising from a nearly unstable sub-critical Galton-Watson process with immigration

Symmetry tests for manifold-valued random variables

Goodness-of-fit tests for centralized Wishart processes

Simultaneous estimation and inference for multiple response variables

Whittle estimation in multivariate CCC-GARCH processes

An integrated dominance analysis and dynamic programing approach for measuring predictor importance for customer satisfaction

Multiple nonlinear regression of the Markovian arrival process for estimating the daily global solar radiation

How the mechanism of missing data on longitudinal biomarkers influences the survival analysis