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ORCIDModel Assisted Statistics and Applications, Volume 12
Volume 12, Number 1, 2017
- Mingyu Tang, Grant B. Weller:
Bivariate tail risk analysis for high-frequency returns via extreme value theory. 1-14 - Sanku Dey, Tanujit Dey, Daniel J. Luckett:
Statistical inference for the generalized Rayleigh distribution based on upper record values. 15-29 - Linda Cyrilla, Farah Kristiani:
A comparative analysis of Standardized Morbidity Ratio (SMR) and Poisson-Gamma models to estimate the relative risk: Car accident insurance claims in Bandung- Indonesia. 31-38 - Rabindra Nath Das
, Jinseog Kim, Sabyasachi Mukherjee:
Correlated log-normal composite error models for different scientific domains. 39-53 - Archana Verma, Mithilesh Kumar Jha:
Some new three-level second-order response surface designs. 55-61 - Maria Ermolova, Henry Penikas:
Basel regulation: A dangerous obsession. 63-88
- Sarjinder Singh:
STAT-HAWKERS at the JSM-2016, Chicago, IL, USA. 89-93
Volume 12, Number 2, 2017
- Shakti Prasad:
Ratio exponential type estimators with imputation for missing data in sample surveys. 95-106 - Rohan Dilip Koshti, Kirtee K. Kamalja:
Estimation of scale parameter of a Bivariate Lomax distribution by Ranked Set Sampling. 107-113 - Dexter O. Cahoy, Sharifa Minkabo:
Inference for three-parameter 푴-Wright distributions with applications. 115-125 - Omprakash K. Gupta, Kirti Arekar, Bharati Desphande, Prem Sherin:
A structural equation modeling to understand the determinants of employee turnover: An empirical study. 127-136 - N. Chandra, V. K. Rathaur:
On estimation of augmented strength reliability parameters under non-informative priors: A non-identical case. 137-150 - Farah Kristiani, Nor Azah Samat, Sazelli bin Ab Ghani:
The SIR-SI model with age-structured human population for dengue disease mapping in Bandung, Indonesia. 151-161 - Housila P. Singh, Swarangi M. Gorey:
An alternative to Odumade and Singh's generalized forced quantitative randomized response model: A unified approach. 163-177 - C. G. Joshy, N. Balakrishna:
Blocking first order response surface designs with interaction under correlated error. 179-191
Volume 12, Number 3, 2017
- Stan Lipovetsky, Jong-Min Kim:
Machine Learning in Applied Statistics. 193-194
- Jong-Min Kim, Kee-Jae Lee, Wonkuk Kim:
Variance estimation by multivariate imputation methods in complex survey designs. 195-207 - Insuk Sohn, Sujong Kim, Jae Won Lee, Ja-Yong Koo, Junsu Ko:
Identifying novel NF-kB-regulated immune genes in the human genome using a Discrete Kernel Structured Support Vector Machine. 209-216 - Jooyong Shim, Changha Hwang:
Kernel-based orthogonal quantile regression model. 217-226 - Hye-Seung Lee, Jeffrey P. Krischer:
A new framework for prediction and variable selection for uncommon events in a large prospective cohort study. 227-237 - Jong-Min Kim, Jea-Bok Ryu, Seung-Joo Lee, Sunghae Jun:
Penalized regression models for patent keyword analysis. 239-244 - Soyeon Park, Wonkuk Kim:
Multifator dimensionality reduction method based on area under receiver operating characteristic curve. 245-253 - Dipankar Mitra, Ranjit Kumar Paul:
Hybrid time-series models for forecasting agricultural commodity prices. 255-264 - Yoonha Choi, Joshua Babiarz, Ed Y. Tom, Giulia C. Kennedy, Jing Huang:
Repurposing kinship coefficients as a sample integrity method for next generation sequencing data in a clinical setting. 265-273 - Kath Bogie, Yifan Xu, Junheng Ma, Adah Zhang, Yuanyuan Wang, Kristine Zanotti, Jiayang Sun:
Associations between diagnostic patterns and stages in ovarian cancer. 275-285 - Haoda Fu, Jin Zhou:
A unified approach for subgroup identification and individualized treatment recommendation with applications to randomized control trials and observational studies. 287-301
Volume 12, Number 4, 2017
- Arkady E. Shemyakin, Vladimir Ladyzhets:
Statistical Models in Finance and Insurance. 303-304
- Steve S. Chung, Xu-Feng Niu:
Financial volatility estimation using functional gradient descent algorithm. 305-319 - Elvira P. De Lara-Tuprio, Felipe R. Sumalpong:
British put option on stocks under stochastic interest rate. 321-334 - Maria Ermolova, Henry Penikas:
PD-LGD correlation study: Evidence from the Russian corporate bond market. 335-358 - M. Galloway, A. Johnson, A. Shemyakin:
Time-to-default analysis of mortgage portfolios. 359-367 - Michael Chiu, Kenneth R. Jackson, Alexander Kreinin:
Correlated multivariate Poisson processes and extreme measures. 369-385 - Martin J. Goldberg:
Anti-robust and tonsured statistics. 387-398 - Nataliya Kravchenko, Anton Goryushkin, Anastasiya Ivanova, Sofia Khalimova, Svetlana Kuznetsova, Almira Yusupova:
Determinants of growth of small high-tech companies in transition economies. 399-412
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