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Journal of Applied Statistics|June 16, 2022
Quasi-binomial zero-inflated regression model suitable for variables with bounded supportE Gómez-Déniz, D I Gallardo, H W GómezJournal of Applied Statistics|June 16, 2022
Tests on asymmetry for ordered categorical variablesIngo Klein, Monika DollJournal of Applied Statistics|June 16, 2022
Confidence intervals based on L-moments for quantiles of the GP and GEV distributions with application to market-opening asset prices dataT ŠimkováJournal of Applied Statistics|June 16, 2022
A combined mixed-s-skip sampling strategy to reduce the effect of autocorrelation on the X̄ scheme with and without measurement errorsSandile Charles Shongwe, Jean-Claude Malela-Majika, Philippe CastagliolaJournal of Applied Statistics|June 16, 2022
A Cholesky-based estimation for large-dimensional covariance matricesXiaoning Kang, Chaoping Xie, Mingqiu WangJournal of Applied Statistics|June 16, 2022
Validation of Burr XII inverse Rayleigh model via a modified chi-squared goodness-of-fit testHafida Goual, Haitham M YousofJournal of Applied Statistics|June 16, 2022
The efficiency of run rules schemes for the multivariate coefficient of variation: a Markov chain approachXinYing Chew, Khai Wah Khaw, Wai Chung YeongJournal of Applied Statistics|June 16, 2022
Joint model for bivariate zero-inflated recurrent event data with terminal eventsYang-Jin KimJournal of Applied Statistics|June 16, 2022
Robust estimation using multivariate t innovations for vector autoregressive models via ECM algorithmUchenna C Nduka, Tobias E Ugah, Chinyeaka H IzunobiJournal of Applied Statistics|June 16, 2022
A discrete analog of Gumbel distribution: properties, parameter estimation and applicationsSubrata Chakraborty, Dhrubajyoti Chakravarty, Josmar Mazucheli, et al.Pageof 123