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2015, Volume 99, Issue C
2015, Volume 98, Issue C
- 1-5 A note on asymptotic distributions in maximum entropy models for networks
by Yan, Ting
- 6-11 Central limit theorem and moderate deviation principle for CKLS model with small random perturbation
by Cai, Yujie & Wang, Shaochen
- 12-19 Logarithmic Sobolev inequality on free path space over a compact Riemannian manifold
by Pei, Ling
- 20-28 On the equilibrium state of the one-dimensional near-symmetric simple exclusion process
by Zhang, Fuxi & Zhang, Wei
- 29-38 A general class of linearly extrapolated variance estimators
by Wang, Qing & Chen, Shiwen
- 39-43 On the type I optimality of blocked 2-level main effects plans having blocks of different sizes
by Jacroux, Mike & Kealy-Dichone, Bonni
- 44-49 Connecting continuum regression with sufficient dimension reduction
by Chen, Xin & Zhu, Li-Ping
- 50-53 First hitting time of the integer lattice by symmetric stable processes
by Isozaki, Yasuki
- 54-58 Markov limit of line of decent types in a multitype supercritical branching process
by Hong, Jyy-I & Athreya, K.B.
- 59-64 On the degrees of freedom in MCMC-based Wishart models for time series data
by Xiao, Yuewen & Ku, Yu-Cheng & Bloomfield, Peter & Ghosh, Sujit K.
- 65-72 A simulation algorithm for non-causal VARMA processes
by Giurcanu, Mihai C.
- 73-78 A residual-based test for variance components in linear mixed models
by Li, Zaixing
- 79-88 Subadditivity of Value-at-Risk for Bernoulli random variables
by Hofert, Marius & McNeil, Alexander J.
- 89-97 A kernel-assisted imputation estimating method for the additive hazards model with missing censoring indicator
by Qiu, Zhiping & Chen, Xiaoping & Zhou, Yong
- 98-106 Large and moderate deviations for modified Engel continued fractions
by Fang, Lulu
- 107-114 Multiclass classification of the scalar Gaussian random field observation with known spatial correlation function
by Dučinskas, Kęstutis & Dreižienė, Lina & Zikarienė, Eglė
- 115-122 Interval estimation for proportional reversed hazard family based on lower record values
by Wang, Bing Xing & Yu, Keming & Coolen, Frank P.A.
- 123-130 On testing for sphericity with non-normality in a fixed effects panel data model
by Baltagi, Badi H. & Kao, Chihwa & Peng, Bin
- 131-135 A note on stochastic domination for discrete exponential families
by Chang, Yuan-Tsung & Strawderman, William E.
- 136-143 Supermodular ordering of Poisson arrays
by Kızıldemir, Bünyamin & Privault, Nicolas
- 144-150 The difference of symmetric quantiles under long range dependence
by Tarr, G. & Weber, N.C. & Müller, S.
2015, Volume 97, Issue C
- 1-8 Tests for successive differences of quantiles
by Soni, Pooja & Dewan, Isha & Jain, Kanchan
- 9-15 The exponential moment tail of inhomogeneous renewal process
by Bernackaitė, Emilija & Šiaulys, Jonas
- 16-24 Some remarks on general linear model with new regressors
by Lu, Changli & Gan, Shengjun & Tian, Yongge
- 25-31 Stochastic comparisons of parallel systems with exponentiated Weibull components
by Fang, Longxiang & Zhang, Xinsheng
- 32-40 Confidence interval construction for sensitivity difference of two continuous-scale diagnostic tests at the fixed level of two specificities
by Tang, Nian-Sheng & Luo, Xian-Gui
- 41-45 Approximate ellipsoidal tolerance regions for multivariate normal populations
by Mbodj, Malick & Mathew, Thomas
- 46-53 Likelihood ratio order of sample minimum from heterogeneous Weibull random variables
by Li, Chen & Li, Xiaohu
- 54-62 Some Stein-type inequalities for multivariate elliptical distributions and applications
by Landsman, Zinoviy & Vanduffel, Steven & Yao, Jing
- 63-68 On the discrepancy between Bayes credibility and frequentist probability of coverage
by Bahamyirou, Asma & Marchand, Éric
- 69-75 Large deviations for one-dimensional random walks on discrete point processes
by Zhu, Lingjiong
- 76-82 Constructing uniform designs under mixture discrepancy
by Chen, Wen & Qi, Zong-Feng & Zhou, Yong-Dao
- 83-87 On expected occupation time of Brownian bridge
by Chi, Zhiyi & Pozdnyakov, Vladimir & Yan, Jun
- 88-98 Robust inference in partially linear models with missing responses
by Bianco, Ana M. & Boente, Graciela & González-Manteiga, Wenceslao & Pérez-González, Ana
- 99-107 A conditional version of the extended Kolmogorov–Feller weak law of large numbers
by Yuan, Demei & Hu, Xuemei
- 108-115 Weighted least squares-based inference for stable and unstable threshold power ARCH processes
by Aknouche, Abdelhakim & Touche, Nassim
- 116-119 A generalization of an integral arising in the theory of distance correlation
by Dueck, Johannes & Edelmann, Dominic & Richards, Donald
- 120-124 On full efficiency of the maximum composite likelihood estimator
by Kenne Pagui, E.C. & Salvan, A. & Sartori, N.
- 125-131 On residual inaccuracy of order statistics
by Thapliyal, Richa & Taneja, H.C.
- 132-141 Robust adaptive estimation for semivarying coefficient models
by Zhao, Weihua & Zhang, Riquan & Liu, Jicai & Hu, Hongchang
- 142-149 On the Fisher information and design of a flexible progressive censored experiment
by Park, Sangun & Ng, Hon Keung Tony & Chan, Ping Shing
- 150-154 A matching prior for the shape parameter of the exponential power distribution
by Wang, Min & Lu, Tao
- 155-164 L2 differentiability of generalized linear models
by Pupashenko, Daria & Ruckdeschel, Peter & Kohl, Matthias
- 165-175 On Hong–Tamer’s estimator in nonlinear errors-in-variable regression models
by Wu, Jianghong & Song, Weixing
- 176-184 Weber’s optimal stopping problem and generalizations
by Dendievel, Rémi
- 185-191 Optimal restricted estimation for more efficient longitudinal causal inference
by Kennedy, Edward H. & Joffe, Marshall M. & Small, Dylan S.
- 192-196 A sequential hypothesis test based on a generalized Azuma inequality
by Reijsbergen, Daniël & Scheinhardt, Werner & de Boer, Pieter-Tjerk
- 197-205 Representation theorems for generators of BSDEs with monotonic and convex growth generators
by Zheng, Shiqiu & Li, Shoumei
- 206-211 Statistical properties of gene–gene correlations in omics experiments
by Qin, Huaizhen & Ouyang, Weiwei
- 212-215 A note on random variables with an infinite absolute first moment
by Hu, Tien-Chung & Rosalsky, Andrew
- 216-221 Extremes of random variables observed in renewal times
by Basrak, Bojan & Špoljarić, Drago
- 222-228 Lower bounds of the Hausdorff dimension for the images of Feller processes
by Knopova, V. & Schilling, R.L. & Wang, J.
- 229-240 Descents following maximal values in samples of geometric random variables
by Archibald, Margaret & Blecher, Aubrey & Brennan, Charlotte & Knopfmacher, Arnold
- 241-246 Almost sure behavior of functionals of stationary Gibbs point processes
by Coeurjolly, Jean-François
2015, Volume 96, Issue C
- 1-9 Large deviations of mean-field stochastic differential equations with jumps
by Cai, Yujie & Huang, Jianhui & Maroulas, Vasileios
- 10-20 On the timing to switch on the standby in k-out-of-n:G redundant systems
by Li, Xiaohu & Fang, Rui & Mi, Jie
- 21-27 Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data
by Lai, Peng & Meng, Jie & Lian, Heng
- 28-37 Length of the minimum sequence containing repeats of success runs
by Makri, Frosso S. & Psillakis, Zaharias M. & Arapis, Anastasios N.
- 38-44 On the comparison theorem for multi-dimensional G-SDEs
by Luo, Peng & Wang, Falei
- 45-53 Composite estimating equation approach for additive risk model with length-biased and right-censored data
by Ma, Huijuan & Zhang, Feipeng & Zhou, Yong
- 54-60 Constructions for a bivariate beta distribution
by Olkin, Ingram & Trikalinos, Thomas A.
- 61-67 Association of zero-inflated continuous variables
by Pimentel, Ronald S. & Niewiadomska-Bugaj, Magdalena & Wang, Jung-Chao
- 68-74 A general set up for minimum disparity estimation
by Kuchibhotla, Arun Kumar & Basu, Ayanendranath
- 75-84 Backward doubly stochastic differential equations with stochastic Lipschitz condition
by Owo, Jean-Marc
- 85-94 Some strong laws of large number for double array of random upper semicontinuous functions in convex combination spaces
by Quang, Nguyen Van & Nguyen, Pham Tri
- 95-101 Multifractional Poisson process, multistable subordinator and related limit theorems
by Molchanov, Ilya & Ralchenko, Kostiantyn
- 102-108 Linear increment in efficiency with the inclusion of surrogate endpoint
by Banerjee, Buddhananda & Biswas, Atanu
- 109-116 The quantile-based skew logistic distribution
by van Staden, Paul J. & King, Robert A.R.
- 117-122 On renewal increasing mean residual life distributions: An age replacement model with hypothesis testing application
by Sepehrifar, Mohammad B. & Khorshidian, Kavoos & Jamshidian, Ahmad R.
- 123-132 On generalized dynamic survival and failure entropies of order (α,β)
by Kayal, Suchandan
- 133-140 A new lower bound for wrap-around L2-discrepancy on two and three mixed level factorials
by Zhang, Qionghui & Wang, Zhenghong & Hu, Jianwei & Qin, Hong
- 141-148 A note on global suprema of band-limited spherical random functions
by Marinucci, Domenico & Vadlamani, Sreekar
- 149-153 Explicit characterization of moments of balanced triangular Pólya urns by an elementary approach
by Zhang, Panpan & Chen, Chen & Mahmoud, Hosam
- 154-161 On the propriety of the posterior of hierarchical linear mixed models with flexible random effects distributions
by Rubio, F.J.
- 162-169 Note on the service time in an M/G/1 queue with bounded workload
by Brill, Percy H.
- 170-179 Weak convergence of the weighted sequential empirical process of some long-range dependent data
by Buchsteiner, Jannis
- 180-184 Exact tail asymptotics of the supremum attained by a Lévy process
by Asghari, N.M. & Dȩbicki, K. & Mandjes, M.
- 185-189 Counterexamples to a Central Limit Theorem and a Weak Law of Large Numbers for capacities
by Terán, Pedro
- 190-195 Convergence of the EM algorithm for continuous mixing distributions
by Chung, Yeojin & Lindsay, Bruce G.
- 196-203 On missing-at-random mechanism in two-way incomplete contingency tables
by Kim, Seongyong & Park, Yousung & Kim, Daeyoung
- 204-211 Regression trees and forests for non-homogeneous Poisson processes
by Mathlouthi, Walid & Fredette, Marc & Larocque, Denis
- 212-222 First hitting times for doubly skewed Ornstein–Uhlenbeck processes
by Song, Shiyu & Wang, Suxin & Wang, Yongjin
- 223-231 Logarithmic Lambert W×F random variables for the family of chi-squared distributions and their applications
by Witkovský, Viktor & Wimmer, Gejza & Duby, Tomy
- 232-240 Local linear quantile regression with truncated and dependent data
by Wang, Jiang-Feng & Ma, Wei-Min & Fan, Guo-Liang & Wen, Li-Min
- 241-246 On improved shrinkage estimators for concave loss
by Kubokawa, Tatsuya & Marchand, Éric & Strawderman, William E.
- 247-254 Moderate deviation principles for Engel’s, Sylvester’s series and Cantor’s products
by Hu, Wei
- 255-261 Rate of strong consistency for nonparametric estimators based on twice censored data
by Kitouni, Abderrahim & Boukeloua, Mohamed & Messaci, Fatiha
- 262-268 Large deviations for the boundary local time of doubly reflected Brownian motion
by Forde, Martin & Kumar, Rohini & Zhang, Hongzhong
- 269-272 On the asymptotic behavior of randomly weighted averages
by Roozegar, Rasool & Soltani, A.R.
- 273-280 Lee discrepancy on symmetric three-level combined designs
by Elsawah, A.M. & Qin, Hong
- 281-286 A variance ratio test of fit for Gamma distributions
by Villaseñor, José A. & González-Estrada, Elizabeth
- 287-291 A note on exponential inequalities for the distribution tails of canonical von Mises’ statistics of dependent observations
by Borisov, I.S. & Volodko, N.V.
- 292-298 The multivariate Gini ratio
by Eisenberg, Bennett
- 299-306 On Trotter–Kato approximations of semilinear stochastic evolution equations in infinite dimensions
by Govindan, T.E.
- 307-314 Limit distributions of generalized St. Petersburg games
by Nakata, Toshio
- 315-321 On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients
by Semrau-Giłka, Alina
- 322-327 A note on cumulative mean estimation
by Zeng, Bilin & Yu, Zhou & Wen, Xuerong Meggie
- 328-332 A note on the direction maximizing skewness in multivariate skew-t vectors
by Arevalillo, Jorge M. & Navarro, Hilario
- 333-340 A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix
by Bai, Zhidong & Wang, Chen
- 341-345 Extreme-trimmed St. Petersburg games
by Gut, Allan & Martin-Löf, Anders
- 346-355 Nonparametric adaptive density estimation on random fields using wavelet method
by Li, Linyuan
- 356-364 Comonotonicity, orthant convex order and sums of random variables
by Mesfioui, Mhamed & Denuit, Michel M.
2014, Volume 95, Issue C
- 1-5 When the bispectrum is real-valued
by Iglói, E. & Terdik, Gy.
- 6-14 A note on intermittency for the fractional heat equation
by Balan, Raluca M. & Conus, Daniel
- 15-25 Estimation and test procedures for composite quantile regression with covariates missing at random
by Ning, Zijun & Tang, Linjun
- 26-32 Weak convergence of probability measures of Yosida approximate mild solutions of neutral SPDEs
by Govindan, T.E.
- 33-38 An asymptotically minimax kernel machine
by Ghosh, Debashis
- 39-47 Records with confirmation
by Nevzorov, V.B. & Stepanov, A.
- 48-56 The distribution of the maximum of the multivariate AR(p) and multivariate MA(p) processes
by Withers, Christopher S. & Nadarajah, Saralees
- 57-62 The one-sided posterior predictive p-value for Fieller’s problem
by Zhao, Guimei & Xu, Xingzhong
- 63-70 Adaptive FWER control procedure for grouped hypotheses
by Zhao, Haibing
- 71-76 Semi-Markov and reward fields
by Soltani, A.R. & Ghasemi, H.
- 77-84 Extension of Mood’s median test for survival data
by Chen, Zhongxue
- 85-91 On the moments of order statistics coming from the Topp–Leone distribution
by MirMostafaee, S.M.T.K.
- 92-100 Spectral properties of MCMC algorithms for Bayesian linear regression with generalized hyperbolic errors
by Jung, Yeun Ji & Hobert, James P.
- 101-109 Limit infimum results for subsequences of partial sums and random sums of i.i.d. random variables
by Sreehari, Maddipatla & Divanji, Gooty
- 110-117 A generalized boxplot for skewed and heavy-tailed distributions
by Bruffaerts, Christopher & Verardi, Vincenzo & Vermandele, Catherine
- 118-124 A linear regression model with persistent level shifts: An alternative to infill asymptotics
by Woody, Jonathan & Lund, Robert
- 125-131 Default barrier intensity model for credit risk evaluation
by Elhiwi, Majdi
- 132-138 Inverse probability weighted estimation of local average treatment effects: A higher order MSE expansion
by Donald, Stephen G. & Hsu, Yu-Chin & Lieli, Robert P.
- 139-143 A weak-type inequality for the martingale square function
by Osȩkowski, Adam
- 144-149 On location mixtures with Pólya frequency components
by Balabdaoui, Fadoua & Butucea, Cristina
- 150-154 A simple root-N-consistent semiparametric estimator for discrete duration models
by Reza, Sadat & Rilstone, Paul
2014, Volume 94, Issue C
- 1-11 Small noise fluctuations of the CIR model driven by α-stable noises
by Ma, Chunhua & Yang, Xu
- 12-20 Variable selection in infinite-dimensional problems
by Aneiros, Germán & Vieu, Philippe
- 21-28 Optimal rejection curves for exact false discovery rate control
by Habiger, Joshua D. & Adekpedjou, Akim
- 29-38 A fluctuation limit theorem for a critical branching process with dependent immigration
by Guo, Hongsong & Zhang, Mei
- 39-47 A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion
by Kim, Jeong-Hoon & Park, Sang-Hyeon
- 48-55 On pre-exit joint occupation times for spectrally negative Lévy processes
by Li, Yingqiu & Zhou, Xiaowen
- 56-62 On infinitely divisible distributions with polynomially decaying characteristic functions
by Trabs, Mathias
- 63-68 A Baum–Katz theorem for i.i.d. random variables with higher order moments
by Chen, Pingyan & Sung, Soo Hak
- 69-76 Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models
by Wu, Rongning
- 77-85 Wasserstein-Divergence transportation inequalities and polynomial concentration inequalities
by Ding, Ying
- 86-90 On dynamics of volatilities in nonstationary GARCH models
by Li, Dong & Li, Muyi & Wu, Wuqing
- 91-97 Sharp L2logL inequalities for the Haar system and martingale transforms
by Osȩkowski, Adam
- 98-105 Estimating the transition matrix of a Markov chain observed at random times
by Barsotti, Flavia & De Castro, Yohann & Espinasse, Thibault & Rochet, Paul
- 106-112 Improving bias in kernel density estimation
by Mynbaev, Kairat T. & Nadarajah, Saralees & Withers, Christopher S. & Aipenova, Aziza S.
- 113-118 Non-causal strictly stationary solutions of random recurrence equations
by Brandes, Dirk-Philip & Lindner, Alexander
- 119-127 A robust and efficient estimation method for single-index varying-coefficient models
by Yang, Hu & Guo, Chaohui & Lv, Jing
- 128-134 Computing subsignatures of systems with exchangeable component lifetimes
by Marichal, Jean-Luc
- 135-143 Approximation of inverse moments of discrete distributions
by Phillips, T.R.L. & Zhigljavsky, A.
- 144-152 Structure of the third moment of the generalized Rosenblatt distribution
by Bai, Shuyang & Taqqu, Murad S.
- 153-161 A note on processes with random stationary increments
by Zhang, Haimeng & Huang, Chunfeng
- 162-169 On the construction of restricted minimum aberration designs
by Suen, Chung-yi & Das, Ashish & Midha, C.K.
- 170-175 On cumulative residual entropy of order statistics
by Park, Sangun & Kim, Ilmun
- 176-180 The limiting failure rate for a convolution of gamma distributions
by Block, Henry W. & Langberg, Naftali A. & Savits, Thomas H.
- 181-191 Consistency of a numerical approximation to the first principal component projection pursuit estimator
by Bali, Juan Lucas & Boente, Graciela
- 192-195 Remarks on the factorization property of some random integrals
by Jurek, Zbigniew J.
- 196-203 A multiple window scan statistic for time series models
by Wang, Xiao & Zhao, Bo & Glaz, Joseph
- 204-213 Aggregation of spectral density estimators
by Chang, Christopher & Politis, Dimitris
- 214-220 The finite sample breakdown point of PCS
by Schmitt, Eric & Öllerer, Viktoria & Vakili, Kaveh
- 221-229 Uniform asymptotics for the tail probability of weighted sums with heavy tails
by Zhang, Chenhua
- 230-235 Necessary and sufficient conditions for Hölder continuity of Gaussian processes
by Azmoodeh, Ehsan & Sottinen, Tommi & Viitasaari, Lauri & Yazigi, Adil
- 236-238 A general central limit theorem for strong mixing sequences
by Ekström, Magnus
- 239-247 Space-filling Latin hypercube designs based on randomization restrictions in factorial experiments
by Ranjan, Pritam & Spencer, Neil
- 248-256 Assessing the relationship of evolutionary rates and functional variables by mixture estimating equations
by Lin, Pei-Sheng & Chen, Feng-Chi & Kuo, Shu-Fu & Kung, Yi-Hung
- 257-266 On integration with respect to the q-Brownian motion
by Bryc, Włodek
- 267-272 Existence of invariant measures of stochastic systems with delay in the highest order partial derivatives
by Liu, Kai
2014, Volume 93, Issue C
- 1-6 Shrinkage estimator in normal mean vector estimation based on conditional maximum likelihood estimators
by Park, Junyong
- 7-13 Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations
by Efromovich, Sam
- 14-18 A new test of independence for high-dimensional data
by Mao, Guangyu
- 19-26 Bayesian dynamic financial networks with time-varying predictors
by Durante, Daniele & Dunson, David B.
- 27-33 Minimum divergence estimators, maximum likelihood and exponential families
by Broniatowski, Michel
- 34-40 Identification of the occurrence of boundary solutions in a contingency table with nonignorable nonresponse
by Park, Yousung & Kim, Daeyoung & Kim, Seongyong
- 41-45 A note on the identifiability of nonparametric and semiparametric mixtures of GLMs
by Wang, Shaoli & Yao, Weixin & Huang, Mian
- 46-57 Extremal behavior of pMAX processes
by Ferreira, Helena & Ferreira, Marta
- 58-64 A note on the first passage time of diffusions with holding and jumping boundary
by Peng, Jun
- 65-71 New lower bound for centered L2-discrepancy of four-level U-type designs
by Elsawah, A.M. & Qin, Hong
- 72-77 A stochastic model for assessing the utility of chance
by Bose, Sudip
- 78-86 Bias-correction of the maximum likelihood estimator for the α-Brownian bridge
by Görgens, Maik & Thulin, Måns
- 87-95 Small value probabilities for supercritical multitype branching processes with immigration
by Chu, Weijuan
- 96-101 Bayes minimax estimation of the multivariate normal mean vector under balanced loss function
by Zinodiny, S. & Rezaei, S. & Nadarajah, S.
- 102-107 Nonparametric recursive quantile estimation
by Kohler, Michael & Krzyżak, Adam & Walk, Harro
- 108-115 Resolvable orthogonal array-based uniform sliced Latin hypercube designs
by Yang, Xue & Chen, Hao & Liu, Min-Qian
- 116-125 A smoothing stochastic algorithm for quantile estimation
by Amiri, Aboubacar & Thiam, Baba
- 126-133 A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint
by Wang, Lu & Shen, Jincheng & Thall, Peter F.
- 134-142 Bootstrapping the empirical distribution of a linear process
by El Ktaibi, Farid & Gail Ivanoff, B. & Weber, Neville C.
2014, Volume 91, Issue C
- 1-5 Can the bounds in the multivariate Chebyshev inequality be attained?
by Navarro, Jorge
- 6-13 On the non existence of unbiased estimators of risk for spherically symmetric distributions
by Fourdrinier, Dominique & Strawderman, William
- 14-19 Langevin diffusions and the Metropolis-adjusted Langevin algorithm
by Xifara, T. & Sherlock, C. & Livingstone, S. & Byrne, S. & Girolami, M.
- 20-26 On idiosyncratic stochasticity of financial leverage effects
by Bretó, Carles
- 27-31 A theorem on CUB models for rank data
by Iannario, Maria & Piccolo, Domenico
- 32-40 On wavelet projection kernels and the integrated squared error in density estimation
by Giné, Evarist & Madych, W.R.
- 41-46 On finite long run costs and rewards in infinite Markov chains
by Baumann, Hendrik & Sandmann, Werner
- 47-51 On the probability of two randomly generated S-permutation matrices to be disjoint
by Yordzhev, Krasimir
- 52-54 A non-commutative version of Lépingle–Yor martingale inequality
by Qiu, Yanqi
- 55-61 Geometric ergodicity of the Gibbs sampler for the Poisson change-point model
by Fitzpatrick, Matthew
- 62-68 Chaos expansion and asymptotic behavior of the Pareto distribution
by Tudor, Ciprian A.
- 69-75 Shorter nonparametric prediction intervals for an order statistic from a future sample
by Frey, Jesse
- 76-82 Complete moment convergence for i.i.d. random variables
by Qiu, Dehua & Chen, Pingyan
- 83-89 Stochastic equations for two-type continuous-state branching processes with immigration and competition
by Ma, Rugang
- 90-97 Robust variable selection for nonlinear models with diverging number of parameters
by Lv, Zhike & Zhu, Huiming & Yu, Keming
- 98-106 On positivity of the variance of a tracer moving in a divergence-free Gaussian random field
by Chojecki, Tymoteusz & Komorowski, Tomasz
- 107-109 On the support of the simple branching random walk
by Johnson, Torrey
- 110-116 On reparametrization and the Gibbs sampler
by Román, Jorge Carlos & Hobert, James P. & Presnell, Brett
- 117-123 Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models
by Wang, Hui & Pan, Jiazhu
- 124-134 Parameter estimation in two-type continuous-state branching processes with immigration
by Xu, Wei