Vol. 6, No. 6 (2017), International Journal of Statistics and Probability

• • A Bayes Inference for Step-Stress Accelerated Life Testing
  • •  Naijun Sha   
    •  Hao Yang Teng   
    • p1
    •  PDF 
      
• • Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes
  • •  Manabu Asai   
    •  Michael McAleer   
    • p13
    •  PDF 
      
• • Use of Hotelling's T^2: Outlier Diagnostics in Mixtures
  • •  D. R. Jensen   
    •  D. E. Ramirez   
    • p24
    •  PDF 
      
• • Can Variances of Latent Variables be Scaled in Such a Way That They Correspond to Eigenvalues?
  • •  Karl Schweizer   
    •  Stefan Troche   
    •  Siegbert Reiß   
    • p35
    •  PDF 
      
• • Comments on a Two Queue Network
  • •  Samantha Morin   
    •  Myron Hlynka   
    •  Shan Xu   
    • p43
    •  PDF 
      
• • Rasch Analysis and Functional Measurement in Post-Hospital Brain Injury Rehabilitation
  • •  Frank D. Lewis   
    •  Gordon J. Horn   
    • p50
    •  PDF 
      
• • Interval Estimation of Stress-Strength Reliability for a General Exponential Form Distribution with Different Unknown Parameters
  • •  Nahed A. Mokhlis   
    •  Emad J. Ibrahim   
    •  Dina M. Gharieb   
    • p60
    •  PDF 
      
• • Marshll–Olkin Extended Inverse Pareto Distribution and its Application
  • •  M- Gharib   
    •  B-I- Mohammed   
    •  W-E-R- Aghel   
    • p71
    •  PDF 
      
• • Analyzing the Customer Attrition using Survival Techniques
  • •  Hasanthika, N. H. E.   
    •  Jayasekara, L. A. L. W.   
    • p85
    •  PDF 
      
• • On Heavy-tailed Crack Distribution for Loss Severity Modeling
  • •  Taehan Bae   
    •  Jingjiao Chen   
    • p92
    •  PDF 
      
• • Detection and Modeling of Asymmetric GARCH Effects in a Discrete-Time Series
  • •  Emmanuel Akpan   
    •  Imoh Udo Moffat   
    • p111
    •  PDF 
      
• • Detection and Modeling of Asymmetric GARCH Effects in a Discrete-Time Series
  • •  Emmanuel Akpan   
• • A New Method for Logistic Model Assessment
  • •  Di Shu   
    •  Wenqing He   
    • p120
    •  PDF 
      
• • Unit Roots in Time Series with Changepoints
  • •  Ed Herranz   
    •  James Gentle   
    •  George Wang   
    • p127
    •  PDF 
      
• • A Family of Non Linear Models in a Market with Semi Markov Regimes: Application to the Commodity and the Derivative Market
  • •  Patrick Assonken   
    •  Gangaram S. Ladde   
    • p137
    •  PDF 
      
• • Using Simple Alternative Hypothesis to Increase Statistical Power in Sparse Categorical Data
  • •  Louis Mutter   
    •  Steven B. Kim   
    • p158
    •  PDF 
      
• • The Exponentiated Kumaraswamy-Weibull Distribution with Application to Real Data
  • •  Fathy Eissa   
    • p167
    •  PDF 
      
• • Reviewer Acknowledgements for International Journal of Statistics and Probability, Vol. 6, No. 6
  • •  Wendy Smith   
    • p183
    •  PDF 
      

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