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Content
2017, Volume 121, Issue C
- 99-100 Contrast between populations versus spread within populations
by Pinelis, Iosif
- 101-108 Sequential search algorithm for estimation of the number of members of a given population
by Klass, Michael J. & Nowicki, Krzysztof
- 109-118 Regularity criterion for 2-type Markov branching processes with immigration
by Li, Junping & Meng, Weiwei
- 119-127 A Hollander–Proschan type test when ageing is not monotone
by Ghosh, Shyamal & Mitra, Murari
- 128-135 Tolerance intervals from ridge regression in the presence of multicollinearity and high dimension
by Park, Junyong
- 136-142 A note on symmetrization procedures for the laws of large numbers
by Li, Deli & Liang, Han-Ying & Rosalsky, Andrew
- 143-151 Large deviations for a class of semilinear stochastic partial differential equations
by Foondun, Mohammud & Setayeshgar, Leila
- 152-162 On the Laplace transforms of the first exit times in one-dimensional non-affine jump–diffusion models
by Gapeev, Pavel V. & Stoev, Yavor I.
2017, Volume 120, Issue C
- 1-7 Tobit regression model with parameters of increasing dimensions
by Ding, Hao & Wang, Zhanfeng & Wu, Yaohua
- 8-17 CoVaR of families of copulas
by Bernardi, M. & Durante, F. & Jaworski, P.
- 18-27 Maximum likelihood type estimation for discretely observed CIR model with small α-stable noises
by Yang, Xu
- 28-33 A note on ruin problems in perturbed classical risk models
by Liu, Peng & Zhang, Chunsheng & Ji, Lanpeng
- 34-44 Parisian ruin of the Brownian motion risk model with constant force of interest
by Bai, Long & Luo, Li
- 45-51 Posterior convergence rate of a class of Dirichlet process mixture model for compositional data
by Barrientos, Andrés F. & Jara, Alejandro & Wehrhahn, Claudia
- 52-60 The extropy of order statistics and record values
by Qiu, Guoxin
- 61-68 An expectation–maximization scheme for measurement error models
by Bhadra, Anindya
- 69-80 Probabilistic representation and local existence for the quasi-linear partial integro-differential equations with Sobolev initial value
by Wang, Jinxia
- 81-86 An extension of a theorem of Mikosch
by Zou, Yuye & Liu, Xiangdong
- 87-94 Constructing initial estimators in one-step estimation procedures of nonlinear regression
by Linke, Yu.Yu. & Borisov, I.S.
- 95-100 Weighted inequalities for the martingale square and maximal functions
by Osȩkowski, Adam
- 101-107 On the law of large numbers for discrete Fourier transform
by Zhang, Na
- 108-113 An example of inconsistent MLE of spatial covariance parameters under increasing domain asymptotics
by Zhang, Tonglin
- 114-117 Entropy convergence of finite moment approximations in Hamburger and Stieltjes problems
by Milev, Mariyan & Tagliani, Aldo
- 118-125 On the asymptotic power of a goodness-of-fit test based on a cumulative Kullback–Leibler discrepancy
by Contreras-Cristán, A. & Gutiérrez-Peña, E. & Walker, S.G.
- 126-134 Inverse source problem for time-fractional diffusion with discrete random noise
by Tuan, Nguyen Huy & Nane, Erkan
- 135-140 A new explanatory index for evaluating the binary logistic regression based on the sensitivity of the estimated model
by Ramos, Héctor M. & Ollero, Jorge & Suárez-Llorens, Alfonso
- 141-146 Per-site occupancy in the discrete parking problem
by Shneer, Seva & van de Ven, Peter M.
- 147-156 The fractional non-homogeneous Poisson process
by Leonenko, Nikolai & Scalas, Enrico & Trinh, Mailan
2016, Volume 119, Issue C
- 1-10 Counts of Bernoulli success strings in a multivariate framework
by Aoudia, Djilali Ait & Marchand, Éric & Perron, François
- 11-20 Covariate adjustment in randomization-based causal inference for 2K factorial designs
by Lu, Jiannan
- 21-29 Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction
by Matsuda, Takeru & Strawderman, William E.
- 30-35 A ratio goodness-of-fit test for the Laplace distribution
by González-Estrada, Elizabeth & Villaseñor, José A.
- 36-44 A time-varying long run HEAVY model
by Braione, Manuela
- 45-54 Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions
by Rohmer, Tom
- 55-62 Smooth densities of the laws of perturbed diffusion processes
by Xu, Lihu & Yue, Wen & Zhang, Tusheng
- 63-75 On the occurrence of boundary solutions in multidimensional incomplete tables
by Ghosh, S. & Vellaisamy, P.
- 76-83 The partial copula: Properties and associated dependence measures
by Spanhel, Fabian & Kurz, Malte S.
- 84-90 Automatic variable selection for varying coefficient models with longitudinal data
by Tian, Ruiqin & Xue, Liugen & Xu, Dengke
- 91-100 An asymptotically optimal kernel combined classifier
by Mojirsheibani, Majid & Kong, Jiajie
- 101-107 Sharp bounds on DMRL and IMRL classes of life distributions with specified mean
by Sengupta, Debasis & Das, Sudipta
- 108-115 Algebraic ergodicity for SDEs driven by Lévy processes
by Song, Yan-Hong
- 116-123 A CLT for martingale transforms with infinite variance
by Arvanitis, Stelios & Louka, Alexandros
- 124-133 Asymptotic expansions for bivariate normal extremes
by Nadarajah, Saralees
- 134-143 Moment convergence of first-passage times in renewal theory
by Iksanov, Alexander & Marynych, Alexander & Meiners, Matthias
- 144-145 Integral form of the COM–Poisson renormalization constant
by Pogány, Tibor K.
- 146-154 Binomial approximation for sum of indicators with dependent neighborhoods
by Zhang, Yazhe
- 155-162 Characterization based symmetry tests and their asymptotic efficiencies
by Milošević, B. & Obradović, M.
- 163-169 Asymptotics of score test in the generalized β-model for networks
by Yan, Ting & Zhao, Yunpeng
- 170-180 Bayesian aggregation of two forecasts in the partial information framework
by Ernst, Philip & Pemantle, Robin & Satopää, Ville & Ungar, Lyle
- 181-185 Orthogonal Latin hypercube designs with special reference to four factors
by Mandal, B.N. & Dash, Sukanta & Parui, Shyamsundar & Parsad, Rajender
- 186-193 Kernel estimation of the tail index of a right-truncated Pareto-type distribution
by Benchaira, Souad & Meraghni, Djamel & Necir, Abdelhakim
- 194-199 Cramér type moderate deviations for the number of renewals
by Ye, Zi
- 200-203 Convergence of moments for strictly stationary sequences
by Szewczak, Zbigniew S.
- 204-212 Simulation of Gamma records
by Pakhteev, A. & Stepanov, A.
- 213-219 Two-sided moment estimates for a class of nonnegative chaoses
by Meller, Rafał
- 220-225 Statistical inference for familial disease models assuming exchangeability
by Bowman, Dale
- 226-234 Spherical discrepancy for designs on hyperspheres
by Zhang, Mei & Zhou, Yong-Dao
- 235-240 Directed weighted random graphs with an increasing bi-degree sequence
by Yong, Zhang & Chen, Siyu & Qin, Hong & Yan, Ting
- 241-247 Sparse Bayesian multinomial probit regression model with correlation prior for high-dimensional data classification
by Yang, Aijun & Jiang, Xuejun & Liu, Pengfei & Lin, Jinguan
- 248-258 A strong law of large numbers for sub-linear expectation under a general moment condition
by Hu, Cheng
- 259-263 Asymptotic normality of numbers of observations near order statistics from stationary processes
by Jasiński, Krzysztof
- 264-272 A geometric time series model with inflated-parameter Bernoulli counting series
by Borges, Patrick & Molinares, Fabio Fajardo & Bourguignon, Marcelo
- 273-280 Confidence regions for comparison of two normal samples
by Rukhin, Andrew L.
- 281-288 The Bayesian restricted Conway–Maxwell-Binomial model to control dispersion in count data
by Rodrigues, Josemar & Bazán, Jorge L. & Suzuki, Adriano K. & Balakrishnan, Narayanaswamy
- 289-294 Numerical computation of hitting time distributions of increasing Lévy processes
by Choe, Geon Ho & Lee, Dong Min
- 295-300 Convergence rate in precise asymptotics for Davis law of large numbers
by Kong, Lingtao & Dai, Hongshuai
- 301-304 A proof for the conjecture of characteristic function of the generalized skew-elliptical distributions
by Shushi, Tomer
- 305-309 A lower bound on the probability that a binomial random variable is exceeding its mean
by Pelekis, Christos & Ramon, Jan
- 310-316 SPDEs with rough noise in space: Hölder continuity of the solution
by Balan, Raluca M. & Jolis, Maria & Quer-Sardanyons, Lluís
- 317-325 Double asymptotics for the chi-square statistic
by Rempała, Grzegorz A. & Wesołowski, Jacek
- 326-333 Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps
by Qiao, Huijie & Wu, Jiang-Lun
- 334-343 A conditional frequency distribution test for analyzing 2×c tables
by Sharp, Julia L. & Borkowski, John J.
- 344-348 Functional central limit theorems for certain statistics in an infinite urn scheme
by Chebunin, Mikhail & Kovalevskii, Artyom
- 349-356 Tail probability estimates for additive functionals
by Dung, Nguyen Tien
- 357-362 The limit theorem for maximum of partial sums of exchangeable random variables
by Alonso Ruiz, Patricia & Rakitko, Alexander
2016, Volume 118, Issue C
- 1-7 On conditional maximum likelihood estimation for INGARCH(p,q) models
by Cui, Yunwei & Wu, Rongning
- 8-15 Demystifying the bias from selective inference: A revisit to Dawid’s treatment selection problem
by Lu, Jiannan & Deng, Alex
- 16-23 Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes
by Nedényi, Fanni & Pap, Gyula
- 24-31 Constructing optimal asymmetric combined designs via Lee discrepancy
by Elsawah, A.M.
- 32-36 Another look at Bayes map iterated filtering
by Nguyen, Dao
- 37-44 Deconvolution of a discrete uniform distribution
by Zhigljavsky, Anatoly & Golyandina, Nina & Gryaznov, Svyatoslav
- 45-49 Identifying the spectral representation of Hilbertian time series
by Horta, Eduardo & Ziegelmann, Flavio
- 50-59 Moderate deviation principles for eigenvalues of β-Hermite and β-Laguerre ensembles with β→∞
by Jiang, Hui & Wang, Shaochen
- 60-69 On Kummer’s distribution of type two and a generalized beta distribution
by Hamza, Marwa & Vallois, Pierre
- 70-79 Strong law of large numbers for continuous random dynamical systems
by Horbacz, Katarzyna
- 80-86 A strong law of large numbers for nonnegative random variables and applications
by Chen, Pingyan & Sung, Soo Hak
- 87-93 On the strong laws of large numbers for weighted sums of random variables
by Chen, Pingyan & Sung, Soo Hak
- 94-99 Number of critical points of a Gaussian random field: Condition for a finite variance
by Estrade, Anne & Fournier, Julie
- 100-106 Minimum distance index for complex valued ICA
by Lietzén, Niko & Nordhausen, Klaus & Ilmonen, Pauliina
- 107-109 Resolution of a conjecture on variance functions for one-parameter natural exponential families
by Chen, Xiongzhi
- 110-116 Large jumps of q-Ornstein–Uhlenbeck processes
by Wang, Yizao
- 117-123 Improving confidence set estimation when parameters are weakly identified
by Battey, Heather & Feng, Qiang & Smith, Richard J.
- 124-126 A remark on a result of Xia Chen
by Lê, Khoa
- 127-134 Transport processes with random jump rate
by De Gregorio, Alessandro
- 135-138 Persistently unbounded probability densities
by Pestman, Wiebe & Tuerlinckx, Francis & Vanpaemel, Wolf
- 139-144 Boundary crossing probabilities for (q,d)-Slepian-processes
by Bischoff, Wolfgang & Gegg, Andreas
- 145-155 Hitting probabilities of a class of Gaussian random fields
by Ni, Wenqing & Chen, Zhenlong
- 156-162 Central Limit Theorems under additive deformations
by Eck, Daniel J. & McKeague, Ian W.
- 163-170 The Monte Carlo computation error of transition probabilities
by Nielsen, Adam
- 171-176 Recovering a distribution from its translated fractional moments
by Gzyl, H. & Tagliani, A.
- 177-181 Bayesian variable selection in binary quantile regression
by Oh, Man-Suk & Park, Eun Sug & So, Beong-Soo
- 182-189 Testing variance parameters in models with a Kronecker product covariance structure
by Hao, Chengcheng & Liang, Yuli & Mathew, Thomas
- 190-196 Likelihood based inference for partially observed renewal processes
by van Lieshout, M.N.M.
2016, Volume 117, Issue C
- 1-11 Testing exponentiality of the residual life, based on dynamic cumulative residual entropy
by Chahkandi, M. & Noughabi, H. Alizadeh
- 12-22 Consistency of the plug-in functional predictor of the Ornstein–Uhlenbeck process in Hilbert and Banach spaces
by Álvarez-Liébana, Javier & Bosq, Denis & Ruiz-Medina, María D.
- 23-30 Nonparametric estimation of possibly similar densities
by Ker, Alan P.
- 31-39 Efficient estimation of the error distribution function in heteroskedastic nonparametric regression with missing data
by Chown, Justin
- 40-45 A derivation of the multivariate singular skew-normal density function
by Young, Phil D. & Harvill, Jane L. & Young, Dean M.
- 46-53 Optimal measurement allocation under precision budget constraint
by Belitser, Eduard
- 54-61 Asymptotic behavior of the solution of the fractional heat equation
by Yan, Litan & Yu, Xianye & Sun, Xichao
- 62-71 On upper bounds for the variance of functions of the inactivity time
by Goodarzi, F. & Amini, M. & Mohtashami Borzadaran, G.R.
- 72-79 A computable bound of the essential spectral radius of finite range Metropolis–Hastings kernels
by Hervé, Loïc & Ledoux, James
- 80-88 On the multivariate skew-normal-Cauchy distribution
by Kahrari, F. & Rezaei, M. & Yousefzadeh, F. & Arellano-Valle, R.B.
- 89-92 A note on tests for high-dimensional covariance matrices
by Mao, Guangyu
- 93-99 A mean-constrained finite mixture of normals model
by Bao, Junshu & Hanson, Timothy E.
- 100-112 Discriminant analysis on high dimensional Gaussian copula model
by He, Yong & Zhang, Xinsheng & Wang, Pingping
- 113-117 A note on Karhunen–Loève expansions for the demeaned stationary Ornstein–Uhlenbeck process
by Ai, Xiaohui
- 118-127 The finite sample performance of the two-stage analysis of a two-period crossover trial
by Kabaila, Paul
- 128-135 Competitive estimation of the extreme value index
by Gomes, M. Ivette & Henriques-Rodrigues, Lígia
- 136-143 Local efficiency of integrated goodness-of-fit tests under skew alternatives
by Durio, A. & Nikitin, Ya.Yu.
- 144-150 On the higher order product density functions of a Neyman–Scott cluster point process
by Jalilian, Abdollah
- 151-157 Bandwidth selection for the presmoothed logrank test
by Jácome, M.A. & López-de-Ullibarri, I.
- 158-164 Expected distances and goodness-of-fit for the asymmetric Laplace distribution
by Rizzo, Maria L. & Haman, John T.
- 165-172 On order statistics and their copulas
by Dietz, Markus & Fuchs, Sebastian & Schmidt, Klaus D.
- 173-182 Ruin probabilities under Sarmanov dependence structure
by Maulik, Krishanu & Podder, Moumanti
- 183-191 Estimation of linear composite quantile regression using EM algorithm
by Tian, Yuzhu & Zhu, Qianqian & Tian, Maozai
- 192-200 Small deviation probabilities for weighted sum of independent random variables with a common distribution that can decrease at zero fast enough
by Rozovsky, L.V.
- 201-208 Deconvolution model with fractional Gaussian noise: A minimax study
by Benhaddou, Rida
- 209-215 Local asymptotics for nonparametric quantile regression with regression splines
by Zhao, Weihua & Lian, Heng
- 216-220 Stochastic comparisons of total capacity of weighted-k-out-of-n systems
by Rahmani, Rabi-Allah & Izadi, Muhyiddin & Khaledi, Baha-Eldin
- 221-230 A lower bound on the expected optimal value of certain random linear programs and application to shortest paths in Directed Acyclic Graphs and reliability
by Chrétien, Stéphane & Corset, Franck
2016, Volume 116, Issue C
- 1-5 Comment on “On nomenclature, and the relative merits of two formulations of skew distributions” by A. Azzalini, R. Browne, M. Genton, and P. McNicholas
by McLachlan, Geoffrey J. & Lee, Sharon X.
- 6-8 Transmuted distributions and random extrema
by Kozubowski, Tomasz J. & Podgórski, Krzysztof
- 9-20 Destructive negative binomial cure rate model and EM-based likelihood inference under Weibull lifetime
by Pal, Suvra & Balakrishnan, N.
- 21-26 A more efficient second order blind identification method for separation of uncorrelated stationary time series
by Taskinen, Sara & Miettinen, Jari & Nordhausen, Klaus
- 27-37 On uniform nonintegrability for a sequence of random variables
by Chandra, Tapas K. & Hu, Tien-Chung & Rosalsky, Andrew
- 38-44 On bounding the union probability using partial weighted information
by Yang, Jun & Alajaji, Fady & Takahara, Glen
- 45-54 On the length and the position of the minimum sequence containing all runs of ones in a Markovian binary sequence
by Arapis, Anastasios N. & Makri, Frosso S. & Psillakis, Zaharias M.
- 55-61 Characteristic function of time-inhomogeneous Lévy-driven Ornstein–Uhlenbeck processes
by Vrins, Frédéric
- 62-64 An arctangent law
by Papanicolaou, Vassilis G.
- 65-71 An exact Kolmogorov–Smirnov test for whether two finite populations are the same
by Frey, Jesse
- 72-79 Robust nonparametric kernel regression estimator
by Zhao, Ge & Ma, Yanyuan
- 80-87 Optimal two-level designs for partial profile choice experiments
by Manna, Soumen & Das, Ashish
- 88-93 Artifactual unit root behavior of Value at risk (VaR)
by Chan, Ngai Hang & Sit, Tony
- 94-100 Asymmetric risk of the Stein variance estimator under a misspecified linear regression model
by Qin, Huaizhen & Ouyang, Weiwei
- 101-106 Pitman closeness properties of point estimators and predictive densities with parametric constraints
by Matsuda, Takeru & Strawderman, William E.
- 107-115 Optimal designs for regression models with autoregressive errors
by Dette, Holger & Pepelyshev, Andrey & Zhigljavsky, Anatoly
- 116-121 A maximum principle for the stochastic variational inequalities
by Xu, Siyan & Zheng, Mengqi
- 122-130 A solution to the reversible embedding problem for finite Markov chains
by Jia, Chen
- 131-138 When Markov chains meet: A continuous-time model of network evolution
by Gilboa-Freedman, Gail & Hassin, Refael
- 139-145 Large and moderate deviations for a renewal randomly indexed branching process
by Gao, Zhenlong & Wang, Weigang
- 146-156 Fractional spherical random fields
by D’Ovidio, Mirko & Leonenko, Nikolai & Orsingher, Enzo
2016, Volume 115, Issue C
- 1-7 Distributions in a class of Poissonized urns with an application to Apollonian networks
by Zhang, Panpan & Mahmoud, Hosam M.
- 8-15 On some properties of the low-dimensional Gumbel perturbations in the Perturb-and-MAP model
by Tomczak, Jakub M.
- 16-26 Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay
by Qiu, Qinwei & Liu, Wei & Hu, Liangjian & Mao, Xuerong & You, Surong
- 27-35 Generalized seasonal tapered block bootstrap
by Dudek, Anna E. & Paparoditis, Efstathios & Politis, Dimitris N.
- 36-44 Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model
by Hong, Won-Tak & Hwang, Eunju
- 45-53 Representation of stationary and stationary increment processes via Langevin equation and self-similar processes
by Viitasaari, Lauri
- 54-59 Regressor and disturbance have moments of all orders, least squares estimator has none
by West, Kenneth D. & Zhao, Zifeng
- 60-69 Consistent estimation of ordinary differential equation when the transformation parameter is unknown
by Zhou, Jie & Feng, Hai-Lin
- 70-78 Generalized sooner waiting time problems in a sequence of trinary trials
by Eryilmaz, Serkan & Gong, Min & Xie, Min
- 79-87 Chi-square mixture representations for the distribution of the scalar Schur complement in a noncentral Wishart matrix
by Siriteanu, Constantin & Kuriki, Satoshi & Richards, Donald & Takemura, Akimichi
2016, Volume 114, Issue C
- 1-5 A characterization of the normal distribution by the independence of a pair of random vectors
by Ejsmont, Wiktor
- 6-13 Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model
by Shen, Xinmei & Xu, Menghao & Mills, Ebenezer Fiifi Emire Atta
- 14-19 An accurate updating formula to calculate sample variance from weighted successive differences
by Sun, Tien-Lung & Lo, Kuo-Hung & Chen, Juei-Chao
- 20-29 Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims
by Lu, Dawei & Zhang, Bin
- 30-37 Recursive estimation of time-average variance constants through prewhitening
by Zheng, Wei & Jin, Yong & Zhang, Guoyi
- 38-47 Testing composite null hypotheses based on S-divergences
by Ghosh, Abhik & Basu, Ayanendranath
- 48-53 Improved prediction intervals in heteroscedastic mixed-effects models
by Mathew, Thomas & Menon, Sandeep & Perevozskaya, Inna & Weerahandi, Samaradasa
- 54-59 Sharp total variation bounds for finitely exchangeable arrays
by Volfovsky, Alexander & Airoldi, Edoardo M.
- 60-66 Markov multi-variate survival indicators for default simulation as a new characterization of the Marshall–Olkin law
by Brigo, Damiano & Mai, Jan-Frederik & Scherer, Matthias
- 67-77 Weak convergence of renewal shot noise processes in the case of slowly varying normalization
by Iksanov, Alexander & Kabluchko, Zakhar & Marynych, Alexander
- 78-85 Modified kernel regression estimation with functional time series data
by Ling, Nengxiang & Wang, Chao & Ling, Jin
- 86-92 Note on the singularity of the Poisson–gamma model
by Jakimauskas, Gintautas & Sakalauskas, Leonidas
- 93-98 A new proof for the peakedness of linear combinations of random variables
by Ju, Shan & Pan, Xiaoqing
- 99-103 Projection pursuit multi-index (PPMI) models
by Akritas, Michael G.
- 104-110 Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices
by Uematsu, Yoshimasa
- 111-118 Construction of Sudoku-based uniform designs with mixed levels
by Li, Hongyi & Chatterjee, Kashinath & Li, Bo & Qin, Hong
- 119-127 Ordering properties of order statistics from heterogeneous exponentiated Weibull models
by Kundu, Amarjit & Chowdhury, Shovan
2016, Volume 113, Issue C
- 1-6 Geometric ergodicity of Rao and Teh’s algorithm for homogeneous Markov jump processes
by Miasojedow, Błażej & Niemiro, Wojciech
- 7-15 Estimation of the noise covariance operator in functional linear regression with functional outputs
by Crambes, Christophe & Hilgert, Nadine & Manrique, Tito
- 16-22 A weighted simulation-based estimator for incomplete longitudinal data models
by Li, Daniel H. & Wang, Liqun
- 23-29 Posterior property of Student-t linear regression model using objective priors
by Wang, Min & Yang, Mingan
- 30-37 Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles
by He, Fengyang & Cheng, Yebin & Tong, Tiejun
- 38-40 Efficient computation of adjusted p-values for resampling-based stepdown multiple testing
by Romano, Joseph P. & Wolf, Michael
- 41-48 Nonparametric Bayes modeling with sample survey weights
by Kunihama, T. & Herring, A.H. & Halpern, C.T. & Dunson, D.B.
- 49-53 Bin sizes in time-inhomogeneous infinite Polya processes
by Stark, Dudley
- 54-61 A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes
by Czarna, Irmina & Renaud, Jean-François
- 62-70 On a Brownian motion with a hard membrane
by Mandrekar, Vidyadhar & Pilipenko, Andrey
- 71-78 A random matrix from a stochastic heat equation
by Pacheco, Carlos G.
- 79-83 A characterization of the generalized Laplace distribution by constant regression on the sample mean
by Bar-Lev, Shaul K. & Bshouty, Daoud
- 84-93 Randomly stopped sums of not identically distributed heavy tailed random variables
by Danilenko, Svetlana & Šiaulys, Jonas
- 94-102 A note on continual reassessment method
by Tian, Tian
- 103-107 Bayesian inference for extreme quantiles of heavy tailed distributions
by Farias, Rafael B.A. & Montoril, Michel H. & Andrade, José A.A.
2016, Volume 112, Issue C