Vol. 2, No. 4 (2013), International Journal of Statistics and Probability

• • On the Connections Between Bridge Distributions, Marginalized Multilevel Models, and Generalized Linear Mixed Models
  • •  Geert Molenberghs   
    •  Michael Kenward   
    •  Geert Verbeke   
    •  Samuel Iddi   
    •  Achmad Efendi   
    • p1
    •  PDF 
      
• • Cholesky Decomposition for the Vasicek Interest Rate Model
  • •  Muhannad Al-Saadony   
    •  Paul Hewson   
    •  Julian Stander   
    • p22
    •  PDF 
      
• • Bayesian Estimation With Flexible Prior for the Covariance Structure of Linear Mixed Effects Models
  • •  Marick Sinay   
    •  Chi-Wen Hsu   
    •  John Hsu   
    • p29
    •  PDF 
      
• • Qu Test for Structural Breaks in Quantile Regressions
  • •  Marilena Furno   
    •  Domenico Vistocco   
    • p42
    •  PDF 
      
• • Measuring Average Rate of Return of Pensions: A Discrete, Stochastic and Continuous Price Index Approaches
  • •  Jacek Bialek   
    • p56
    •  PDF 
      
• • Assessing Goodness of Fit of Exponential Random Graph Models
  • •  Yin Li   
    •  Keumhee Carriere   
    • p64
    •  PDF 
      
• • Probability Inequalities for the Sum of Random Variables When Sampling Without Replacement
  • •  Kent Riggs   
    •  Dean Young   
    •  Jeremy Becnel   
    • p75
    •  PDF 
      
• • Ruin Probability in a Generalized Risk Process Under Interest Force With Homogenous Markov Chain Premiums
  • •  Phung Quang   
    • p85
    •  PDF 
      
• • Performance of Principal Stratification Method Adjusting for Treatment Noncompliance in Two Arms of a Randomized Trial
  • •  Lang'o Odondi   
    • p93
    •  PDF 
      

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