BJPS is an IMS supported journal  
  Brazilian Journal of Probability and Statistics
  Aims and Scope
Future Papers
  Published Papers
Published Papers 1987-2008
Published Papers 2009-
  Instructions for Referees
  Copyright, Page Charges and Offprints
  Register for Journal Alerts
  Manage your Journal Alerts
Other IMS Journals
BJPS is supported by:

Papers to Appear in Subsequent Issues

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...)

Truncated Sequential Monte Carlo Test with Exact Power

Ivair Ramos Silva and Renato Martins Assunção

Bayesian Analysis of Multiple-Inflation Poisson Models and Its Application to Infection Data

Duchwan Ryu, Devrim Bilgili, Onder Ergonul, and Nader Ebrahimi

Poisson-Lindley INAR(1) Model with Applications

Hassan S Bakouch, Mehrnaz M. Mohammadpour, M. Shirozhanz

The exponentiated logarithmic generated family of distributions and the evaluation of the confidence intervals by percentile bootstrap

Marcelo Bourguignon, Pedro Rafael Marinho, Gauss M. Cordeiro, Fernando Ramírez, and Morad Alizadeh

Note on the number of categories when sampling from a multivariate hypergeometric population

Sungsu Kim and Chong Jin Park

Mixture models applied to heterogeneous populations

Carolina V. Cavalcante and Kelly C. M. Gonçalves

Identifiability of Structural Characteristics: How relevant is in the Bayesian Approach?

Ernesto San Martin

Nonlinear filtering with correlated Levy noise characterized by copulas

Erika Hausenblas and Pani W. Fernando

Some unified results on stochastic properties of residual lifetimes at random times

Neeraj Misra and Sameen Naqvi

Products of normal, beta and gamma random variables: Stein operators and distributional theory

Robert Edward Gaunt

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

web site contact: