283 | -- | 304 | Zacharias Psaradakis, Marián Vávra. Normality tests for dependent data: large-sample and bootstrap approaches |
305 | -- | 316 | Philip M. Westgate. Approaches for the utilization of multiple criteria to select a working correlation structure for use within generalized estimating equations |
317 | -- | 334 | Yuzhu Tian, Liyong Wang, Man-Lai Tang, Maozai Tian. Likelihood-based quantile mixed effects models for longitudinal data with multiple features via MCEM algorithm |
335 | -- | 354 | Carlos Arturo Panza, José Alberto Vargas. Monitoring Weibull regression models with type I right-censored observations in phase II processes |
355 | -- | 374 | Uchenna Chinedu Nduka, Iheanyi S. Iwueze, Elezar C. Nwogu. Efficient algorithms for robust estimation in autoregressive regression models using Student's t distribution |
375 | -- | 395 | Siamak Ghasemzadeh, Mojtaba Ganjali, Taban Baghfalaki. Bayesian quantile regression for joint modeling of longitudinal mixed ordinal and continuous data |
396 | -- | 407 | Rajvir Singh Chauhan, Parminder Singh. Comparing several normal variances with a control using sample quasi range |
408 | -- | 418 | Seung Hwan Lee. Assessing the censored linear regression model using martingale approximation |
419 | -- | 435 | Lixia Zhu, Kung-Jong Lui. Notes on misspecifying the random effects distribution regarding analysis under the AB/BA crossover trial in dichotomous data - a Monte Carlo evaluation |
436 | -- | 452 | Demetrios Papanastassiou. Testing for a single mean with transformed data |
453 | -- | 471 | Deepak Prajapati, Sharmistha Mitra, Debasis Kundu. A new decision theoretic sampling plan for exponential distribution under Type-I censoring |
472 | -- | 483 | Junhui Yin, Liucang Wu, Hanchi Lu, Lin Dai. New estimation in mixture of experts models using the Pearson type VII distribution |
484 | -- | 490 | Hina Khan, Sat Gupta, Habiba Farhat. A ratio-cum-regression estimator of population mean in unequal probability sampling design |
491 | -- | 503 | Guo-Dong Xing, Xiaohu Li, Shanchao Yang. Second-order asymptotics of tail distortion risk measure for portfolio loss in the multivariate regularly varying model |
504 | -- | 515 | Bardia Panahbehagh. Stratified and ranked composite sampling |
516 | -- | 531 | Ender Uzabaci, Ilker Ercan, Özlem Alpu. Evaluation of outlier detection method performance in symmetric multivariate distributions |
532 | -- | 555 | Hojjat Pourjafar, Vali Zardasht. Estimation of the mean residual life function in the presence of measurement errors |
556 | -- | 564 | Aram Balagyozyan, Christos Giannikos, Barry K. Ma. Power and thick tails: an ARCH process example with extreme value as test statistic |