Rejoinder on ‘Inference after covariate-adaptive randomization: aspects of methodology and theory

Cholesky-based model averaging for covariance matrix estimation

On finite mixture models

A confounding bridge approach for double negative control inference on causal effects

Robust optimal reinsurance-investment strategy with extrapolative bias premiums and ambiguity aversion

Goodness of fit for the Waring distribution

Bivariate iterated Farlie–Gumbel–Morgenstern stress–strength reliability model for Rayleigh margins: Properties and estimation

Lifelong dedication and ever-admirable stature – in commemoration of the first anniversary of Mr. Mao Shisong’s passing

Spatial-sign-based high-dimensional white noises test

Reliability estimation of s-out-of-k system with Kumaraswamy distribution based on partially constant stress accelerated life tests