SPECIAL VOLUME – Call for papers
Deadline for submissions: August 31, 2018
Proceedings of XIV Brazilian Meeting on Bayesian Statistics to be published at Brazilian Journal of Probability and Statistics seeks high quality research papers in applied or theoretical probability and stochastic processes. (Read more…)


Papers to Appear in Subsequent Issues

Improving mean estimation in ranked set sampling using the Rao regression-type estimator Elvira Pelle and Pier Francesco Perri
A large class of new bivariate copulas and their properties Zahra Sharifonnasabi, Mohammad Hossein Alamatsaz, and Iraj Kazemi
Diagnostics analysis for skew-normal linear regression models: applications to a quality of life dataset Clécio da Silva Ferreira, Filidor Vilca, and Heleno Bolfarine
Parameter estimation for discretely observed non-ergodic fractional Ornstein-Uhlenbeck processes of the second kind Khalifa Es-Sebaiy, Brahim El Onsy, and Djibril Ndiaye
A Bayesian approach to errors-in-variables beta regression Jorge Figueroa-Zúñiga, Jalmar Carrasco, Reinaldo Arellano-Valle, and Silvia Ferrari
Sums of Possibly Associated Multivariate Indicator Functions: The Conway-Maxwell-Multinomial Distribution Joseph B. Kadane and Zhi Wang
A note on weak convergence results for uniform infinite causal triangulations Anatoly Yambartsev
Semiparametric Quantile Estimation for Varying Coefficient Partially Linear Measurement Errors Models Jun Zhang, Yan Zhou, Xia Cui, and Wangli Xu
Maxima of branching random walks with piecewise constant variance Frédéric Ouimet
Weighted sampling without replacement Anna Ben-Hamou, Yuval Peres, and Justin Salez
A survival model with Birnbaum–Saunders frailty for uncensored and censored cancer data Jeremias Leão, Victor Leiva, Vera Tomazella, and Helton Saulo
Searching for the core variables in principal components analysis Yanina Gimenez and Guido Giussani
Brazilian Network of PhDs Working with Probability and Statistics: how state network metrics impact in the proportion of CNPq’s productivity research fellows by state Raydonal Ospina, Luciano Digiampietri, Leandro Rêgo, Filipe Costa de Souza, and Jesús Mena-Chalco
Exit time for a reaction diffusion model (Case of one well potential) Adrian Pablo Hinojosa
On the Dynamic Fisher Information of a Density Function Majid Asadi and Omid Kharazmi
Asymptotic predictive inference with exchangeable data Patrizia Berti, Luca Pratelli, and Pietro Rigo
Wavelet Estimation for Derivative of a Density in the Presence of Additive Noise B.L.S. Prakasa Rao
Dimension Reduction Based on Conditional Multiple Index Density Function Jun Zhang, Baohua He, Tao Lu, and Songqiao Wen
A weak version of bivariate lack of memory property Nikolai Kolev and Jayme Pinto
Bimodal extension based on the skew-t-normal distribution Mehdi Amiri, Hector Gomez, Ahad Jamalizadeh, and Mina Towhidi
Extreme-Cum-Median Ranked Set Sampling Shakeel Ahmed and Javid Shabbir
Inventory Model of Type (s,S) Under Heavy Tailed Demand with Infinite Variance Aslı Bektaş Kamışlık, Tülay Kesemen, and Tahir Khaniyev
Exploring the constant coefficient of a single-index variation Jun Zhang, Cuizhen Niu, and Gaorong Li
Transdimensional Transformation based Markov Chain Monte Carlo Moumita Das and Sourabh Bhattacharya
Bootstrap for correcting the mean square error of prediction and smoothed estimates in structural models Thiago Rezende dos Santos and Glaura da Conceição Franco
Fitting mixed models to messy longitudinal data Julio M. Singer, Carmen D.S. André, Francisco M. M. Rocha, and Talita Zerbini
The equivalence of dynamic and static asset allocations under the uncertainty caused by Poisson processes Yong-Chao Zhang and Na Zhang
Simple tail index estimation for dependent and heterogeneous data with missing values Ivana Dusan Ilic and Vladica Velickovic
Bayesian Robustness to Outliers in Linear Regression and Ratio Estimation Alain Desgagné and Philippe Gagnon
A Brief Review of Optimal Scaling of the Main MCMC Approaches and Optimal Scaling of Additive TMCMC Under Non-Regular Cases Kushal Kr. Dey and Sourabh Bhattacharya
The Coreset Variational Bayes (CVB) Algorithm for Mixture Analysis Qianying Liu, Clare Anne McGrory, and Peter WJ Baxter
Modified Information Criterion for Testing Changes in Skew Normal Mode Wei Ning
Failure rate of Birnbaum-Saunders distributions: shape, change-point, estimation and robustness Emilia Athayde, Assis Azevedo, Michelli Barros, and Victor Leiva
A new log-linear bimodal Birnbaum-Saunders regression model with application to survival data Francisco Cribari-Neto and Rodney Vasconcelos Fonseca
Convergence of the consistent maximal displacement of the branching random walk Bastien Mallein
On Hilbert’s 8th Problem Nicholas Polson
Hierarchical modelling of power law processes for the analysis of repairable systems with different truncation times: An empirical Bayes approach Rodrigo Citton Padilha dos Reis, Enrico Antonio Colosimo, and Gustavo Leonel Gilardoni
A temporal perspective on the rate of convergence in first-passage percolation under a moment condition Daniel Ahlberg
Influence Measures for the Waring Regression Model Luisa Rivas and Manuel Galea
A rank-based Cramér-von-Mises-type test for two samples Xin Dang, Jamye Curry, and Hailin Sang
L-logistic regression models: prior sensitivity analysis, robustness to outliers and applications Rosineide Fernando Da Paz, Narayanaswamy Balakrishnan, and Jorge Luis Bazán
Fractional backward stochastic variational inequalities with non Lipschitz coefficient Katarzyna Jańczak Borkowska
Spatially adaptive Bayesian image reconstruction through locally-modulated Markov random field models Salem Al-Gezeri and Robert Aykroyd
Density for solutions to stochastic differential equations with unbounded drift Ciprian A Tudor
A Jackson Network under General Regime Yair Shaki
Fake uniformity in a shape inversion formula Christian Rau
Stochastic monotonicity from an Eulerian viewpoint Davide Gabrielli and Ida Germana Minelli