{"id":1237,"date":"2011-01-22T19:06:03","date_gmt":"2011-01-22T19:06:03","guid":{"rendered":"http:\/\/jsr.isrt.ac.bd\/?p=1237"},"modified":"2023-09-22T19:10:39","modified_gmt":"2023-09-22T19:10:39","slug":"volume-44-number-2-2010","status":"publish","type":"post","link":"http:\/\/jsr.isrt.ac.bd\/volume-44-number-2-2010\/","title":{"rendered":"Volume 44 Number 2 (2010)"},"content":{"rendered":"<div>\n<div class=\"issuem_articles_shortcode\"><div class=\"issuem_article article-320\">\n<p class=\"issuem_article_category\"><\/p>\r\n<p><a class=\"issuem_article_link\" href=\"http:\/\/jsr.isrt.ac.bd\/article\/bootstrap-bandwidth-selection-smooth-survival-function-estimation-censored-data\/\">Bootstrap bandwidth  selection for a smooth survival function estimation from censored data<\/a><\/p>\r\n<p class=\"issuem_article_byline\">By Arthur Berg, Kagba Suaray<\/p>\r\n\r\n\n<\/div><div class=\"issuem_article article-323\">\n<p class=\"issuem_article_category\"><\/p>\r\n<p><a class=\"issuem_article_link\" href=\"http:\/\/jsr.isrt.ac.bd\/article\/note-weighted-bootstrap-approximation-bickel-rosenblatt-statistic\/\">A note on  the weighted bootstrap approximation of the Bickel-Rosenblatt Statistic<\/a><\/p>\r\n<p class=\"issuem_article_byline\">By Majid Mojirsheibani<\/p>\r\n\r\n\n<\/div><div class=\"issuem_article article-327\">\n<p class=\"issuem_article_category\"><\/p>\r\n<p><a class=\"issuem_article_link\" href=\"http:\/\/jsr.isrt.ac.bd\/article\/using-diagnostic-measures-detect-non-mcar-processes-linear-regression-models-missing-covariates\/\">Using diagnostic measures to detect non-MCAR processes in  linear regression models with missing covariates<\/a><\/p>\r\n<p class=\"issuem_article_byline\">By Shalabh, Helge Toutenburg, Andreas Fieger<\/p>\r\n\r\n\n<\/div><div class=\"issuem_article article-330\">\n<p class=\"issuem_article_category\"><\/p>\r\n<p><a class=\"issuem_article_link\" href=\"http:\/\/jsr.isrt.ac.bd\/article\/estimating-pretesting-multidimensional-interest-rates-models\/\">Estimating and pretesting in some multidimensional interest rates models<\/a><\/p>\r\n<p class=\"issuem_article_byline\">By S. Ejaz Ahmed, S\u00b4ev\u00b4erien Nkurunziza<\/p>\r\n\r\n\n<\/div><div class=\"issuem_article article-334\">\n<p class=\"issuem_article_category\"><\/p>\r\n<p><a class=\"issuem_article_link\" href=\"http:\/\/jsr.isrt.ac.bd\/article\/record-values-univariate-exponential-distribution\/\">On record values of univariate exponential distribution<\/a><\/p>\r\n<p class=\"issuem_article_byline\">By M. Ahsanullah, G.G. Hamedani, M. Shakil<\/p>\r\n\r\n\n<\/div><div class=\"issuem_article article-340\">\n<p class=\"issuem_article_category\"><\/p>\r\n<p><a class=\"issuem_article_link\" href=\"http:\/\/jsr.isrt.ac.bd\/article\/normal-convergence-criteria-sums-row-wise-independent-random-variables\/\">On normal convergence criteria for sums of row-wise independent random variables<\/a><\/p>\r\n<p class=\"issuem_article_byline\">By Mark Inlow<\/p>\r\n\r\n\n<\/div><div class=\"issuem_article article-343\">\n<p class=\"issuem_article_category\"><\/p>\r\n<p><a class=\"issuem_article_link\" href=\"http:\/\/jsr.isrt.ac.bd\/article\/quasi-empirical-bayes-modeling-measurement-error-models-r-estimation-regression-parameters\/\">Quasi-empirical Bayes modeling of measurement  error models and R-estimation of the regression parameters<\/a><\/p>\r\n<p class=\"issuem_article_byline\">By A. K. Md. Ehsanes Saleh<\/p>\r\n\r\n\n<\/div><div class=\"issuem_article article-346\">\n<p class=\"issuem_article_category\"><\/p>\r\n<p><a class=\"issuem_article_link\" href=\"http:\/\/jsr.isrt.ac.bd\/article\/approximating-distributions-ratios-differences-noncentral-quadratic-forms-normal-vectors\/\">On approximating the distributions of ratios and  differences of noncentral quadratic forms in normal  vectors<\/a><\/p>\r\n<p class=\"issuem_article_byline\">By Aliakbar Mohsenipour, Serge B. Provost<\/p>\r\n\r\n\n<\/div><div class=\"issuem_article article-349\">\n<p class=\"issuem_article_category\"><\/p>\r\n<p><a class=\"issuem_article_link\" href=\"http:\/\/jsr.isrt.ac.bd\/article\/parameter-curvature-revisted-bayes-frequentist-divergence\/\">Parameter Curvature Revisted and the Bayes-frequentist divergence<\/a><\/p>\r\n<p class=\"issuem_article_byline\">By A.M. FRASER, D.A.S. FRASER, M.J. FRASER<\/p>\r\n\r\n\n<\/div><\/div>\n<\/div>\n","protected":false},"excerpt":{"rendered":"","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_mi_skip_tracking":false,"_exactmetrics_sitenote_active":false,"_exactmetrics_sitenote_note":"","_exactmetrics_sitenote_category":0,"_jetpack_newsletter_access":"","_jetpack_dont_email_post_to_subs":false,"_jetpack_newsletter_tier_id":0,"_jetpack_memberships_contains_paywalled_content":false,"_jetpack_memberships_contains_paid_content":false,"footnotes":""},"categories":[1],"tags":[],"class_list":["post-1237","post","type-post","status-publish","format-standard","hentry","category-uncategorized"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v22.7 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Volume 44 Number 2 (2010) - JSR<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/jsr.isrt.ac.bd\/volume-44-number-2-2010\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Volume 44 Number 2 (2010) - 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