Author: Publisher

Estimation of autoregressive coefficient in an ARMA (1,1) model with vague information on the MA component

By M. Ould Haye

Shrinkage testimation for the variance of a normal distribution under asymmetric loss function

By Gyan Prakash, and B. N. Pandey

Moments of order statistics from doubly truncated Burr XII distribution: a complementary note with applications

By Shola Adeyemi, and Atinuke O. Adebanji

Method of product spacings in the two-parameter gamma distribution

By Mezbahur Rahman, Larry M. Pearson and Uros R Martinovic

Approximating the cumulative distribution function of the normal distribution

By Amit Choudhury, Subhasis Ray, and Pradipta Sarkar

Comparison between k-NN and k-RNN classification rules: a Monte Carlo simulation

By

Using a two-stage minimum aberration criterion to select optimal two-level fractional factorial designs

By Weiming Ke, Cuirong Ren and Huitian Lu