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Content
2016, Volume 112, Issue C
- 26-34 Weighted M-estimators for multivariate clustered data
by El Asri, M. & Blanke, D. & Gabriel, E.
- 35-40 A simple probabilistic approach of the Yard-Sale model
by Chorro, Christophe
- 41-50 A note on nonparametric estimation of copula-based multivariate extensions of Spearman’s rho
by Pérez, Ana & Prieto-Alaiz, Mercedes
- 51-57 A positive dependence notion based on componentwise unimodality of copulas
by Zalzadeh, Saeed & Pellerey, Franco
- 58-62 Asymptotics of powers of binomial and multinomial probabilities
by Athreya, K.B. & Janicki, R.
- 63-71 A new class of lifetime distributions
by Eryilmaz, Serkan
- 72-78 On randomization-based and regression-based inferences for 2K factorial designs
by Lu, Jiannan
- 79-91 Epidemic change tests for the mean of innovations of an AR(1) process
by Markevičiūtė, J.
- 92-97 Objective priors for the zero-modified model
by Tanabe, Ryunosuke & Hamada, Etsuo
- 98-104 Tail probabilities of solutions to a generalized Ait-Sahalia interest rate model
by Dung, Nguyen Tien
- 105-112 On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model
by Tian, Yongge & Zhang, Xuan
- 113-123 Multivariate Poisson interpoint distances
by Modarres, Reza
- 124-130 Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes
by Weiß, Christian H. & Schweer, Sebastian
- 131-136 Stochastic comparisons of parallel and series systems with heterogeneous Birnbaum–Saunders components
by Fang, Longxiang & Zhu, Xiaojun & Balakrishnan, N.
- 137-145 Some results on residual entropy of ranked set samples
by Tahmasebi, Saeid & Jafari, Ali Akbar & Eskandarzadeh, Maryam
2016, Volume 111, Issue C
- 1-7 Random central limit theorem for associated random variables and the order of approximation
by Prakasa Rao, B.L.S. & Sreehari, M.
- 8-11 A note on martingale deviation bounds
by Boucher, Thomas R.
- 12-17 Higher-order expansions of powered extremes of normal samples
by Zhou, Wei & Ling, Chengxiu
- 18-25 Quality of fit measurement in regression quantiles: An elemental set method approach
by Ranganai, Edmore
- 26-31 Modelling cluster detection in spatial scan statistics: Formation of a spatial Poisson scanning window and an ADHD case study
by Aboukhamseen, S.M. & Soltani, A.R. & Najafi, M.
- 32-40 Multiplicity- and dependency-adjusted p-values for control of the family-wise error rate
by Stange, Jens & Dickhaus, Thorsten & Navarro, Arcadi & Schunk, Daniel
- 41-48 Characterizations of Discrete Weibull related distributions
by Szymkowiak, Magdalena & Iwińska, Maria
- 49-54 The MLE of the mean of the exponential distribution based on grouped data is stochastically increasing
by Nowak, Piotr Bolesław
- 55-59 On a robustness property of the Rayleigh and Bingham tests of uniformity
by Schott, James R.
- 60-66 Order-invariant prior specification in Bayesian factor analysis
by Leung, Dennis & Drton, Mathias
- 67-71 A general parametric Stein characterization
by Ley, Christophe & Swan, Yvik
- 72-79 Kullback–Leibler divergence: A quantile approach
by Sankaran, P.G. & Sunoj, S.M. & Nair, N. Unnikrishnan
- 80-85 On the eigenvalues of the spatial sign covariance matrix in more than two dimensions
by Dürre, Alexander & Tyler, David E. & Vogel, Daniel
- 86-92 Bernstein’s inequalities and their extensions for getting the Black–Scholes option pricing formula
by Glazyrina, Anna & Melnikov, Alexander
2016, Volume 110, Issue C
- 1-7 Likelihood ratio and dispersive orders for smallest order statistics and smallest claim amounts from heterogeneous Weibull sample
by Barmalzan, Ghobad & Payandeh Najafabadi, Amir T. & Balakrishnan, Narayanaswamy
- 8-17 On the speed of the one-dimensional polymer in the large range regime
by Huang, Chien-Hao
- 18-24 Laplace mixture autoregressive models
by Nguyen, Hien D. & McLachlan, Geoffrey J. & Ullmann, Jeremy F.P. & Janke, Andrew L.
- 25-33 Reliability study of a coherent system with single general standby component
by Kundu, Pradip & Hazra, Nil Kamal & Nanda, Asok K.
- 34-38 On the equivalence between conditional and random-effects likelihoods in exponential families
by De Bin, Riccardo
- 39-50 Lyapunov exponents of PDEs driven by fractional noise with Markovian switching
by Fan, Xiliang & Yuan, Chenggui
- 51-57 Limit theorems for order statistics from exponentials
by Miao, Yu & Wang, Rujun & Adler, Andre
- 58-61 A central limit theorem for quadruple-wise independent arrays of random variables
by Tone, Cristina
- 62-73 Transient one-dimensional diffusions conditioned to converge to a different limit point
by Hening, Alexandru
- 74-83 Solving the double barrier reflected BSDEs via penalization method
by Li, Min & Shi, Yufeng
- 84-93 Efficient estimation for the heteroscedastic single-index varying coefficient models
by Lai, Peng & Zhang, Qingzhao & Lian, Heng & Wang, Qihua
- 94-102 A characterization of exponential distribution and the Sukhatme–Rényi decomposition of exponential maxima
by Yanev, George P. & Chakraborty, Santanu
- 103-110 High dimensional discrimination analysis via a semiparametric model
by Jiang, Binyan & Leng, Chenlei
- 111-118 Slash distributions of the sum of independent logistic random variables
by del Castillo, J.M.
- 119-127 Large deviations for some non-standard telegraph processes
by Macci, Claudio
- 128-132 A general large deviation principle for longest runs
by Liu, Zhenxia & Yang, Xiangfeng
- 133-136 One-step M-estimates of scatter and the independence property
by Virta, J.
- 137-145 Scan statistics for detecting a local change in variance for normal data with unknown population variance
by Zhao, Bo & Glaz, Joseph
- 146-154 An improved integrated likelihood population size estimation in Dual-record System
by Chatterjee, Kiranmoy & Mukherjee, Diganta
- 155-161 Small ball probabilities for a class of time-changed self-similar processes
by Kobayashi, Kei
- 162-168 Some integrals involving multivariate Hermite polynomials: Application to evaluating higher-order local powers
by Kakizawa, Yoshihide
- 169-174 A strong law and a law of the single logarithm for arrays of rowwise independent random variables
by Chen, Pingyan & Ye, Xiaoqin & Hu, Tien-Chung
- 175-180 On quasi-ergodic distribution for one-dimensional diffusions
by He, Guoman & Zhang, Hanjun
- 181-184 Bias reduction with Variable Percent Bias Reducing matching
by Yatracos, Yannis G.
- 185-190 Extremes of Gaussian fields with a smooth random variance
by Popivoda, Goran & Stamatović, Siniša
- 191-197 Asymptotic near-efficiency of the “Gibbs-energy and empirical-variance” estimating functions for fitting Matérn models — I: Densely sampled processes
by Girard, Didier A.
- 198-200 Short-range dependent processes subordinated to the Gaussian may not be strong mixing
by Bai, Shuyang & Taqqu, Murad S.
- 201-206 On nomenclature for, and the relative merits of, two formulations of skew distributions
by Azzalini, Adelchi & Browne, Ryan P. & Genton, Marc G. & McNicholas, Paul D.
- 207-210 Exponential decay rate of partial autocorrelation coefficients of ARMA and short-memory processes
by Takemura, Akimichi
- 217-224 On testing whether burn-in is required under the long-run average cost
by Mohammadi, Faezeh & Izadi, Muhyiddin & Lai, Chin-Diew
- 225-235 Performance of discrete associated kernel estimators through the total variation distance
by Kokonendji, Célestin C. & Varron, Davit
- 236-243 New developments on the Lp-metric between a probability distribution and its distortion
by Yang, Jianping & Hu, Taizhong
- 244-248 An analytic generalization of independence and identical distributiveness
by Kagan, Abram M. & Székely, Gábor J.
- 249-256 On the asymptotic properties of the Bernstein estimator of the multivariate distribution function
by Belalia, Mohamed
- 257-267 On infinite dimensional periodically correlated random fields: Spectrum and evolutionary spectra
by Haghbin, H. & Shishebor, Z.
- 268-277 A robust penalized estimation for identification in semiparametric additive models
by Yang, Jing & Yang, Hu
- 278-288 On asymptotics related to classical inference in stochastic differential equations with random effects
by Maitra, Trisha & Bhattacharya, Sourabh
- 289-295 Jackknife empirical likelihood confidence interval for the Gini index
by Wang, Dongliang & Zhao, Yichuan & Gilmore, Dirk W.
- 296-304 A note on Bartlett correction factor for tests on cointegrating relations
by Canepa, Alessandra
- 305-317 Quantile regression for single-index-coefficient regression models
by Jiang, Rong & Qian, Wei-Min
- 318-328 Minimum message length analysis of multiple short time series
by Schmidt, Daniel F. & Makalic, Enes
2016, Volume 109, Issue C
- 1-6 A note on the maximal outdegrees of Galton–Watson trees
by He, Xin
- 7-15 Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators
by Fan, ShengJun
- 16-21 A limit theorem related to the Hartman–Wintner–Strassen LIL and the Chover LIL
by Li, Deli & Zhang, Shuhua
- 22-29 Asymptotic results for random sums of dependent random variables
by Işlak, Ümit
- 30-38 Coupling bounds for approximating birth–death processes by truncation
by Crawford, Forrest W. & Stutz, Timothy C. & Lange, Kenneth
- 39-44 A randomized version of the Collatz 3x+1 problem
by Doumas, Aristides V. & Papanicolaou, Vassilis G.
- 45-53 A note on the Malliavin–Sobolev spaces
by Imkeller, Peter & Mastrolia, Thibaut & Possamaï, Dylan & Réveillac, Anthony
- 54-62 Linear contrasts for the one way analysis of variance: A Bayesian approach
by Cano, J.A. & Carazo, C. & Salmerón, D.
- 63-67 Nonlinear Lyapunov criteria for stochastic explosive solutions
by Xing, Jiamin & Li, Yong
- 68-77 Stochastic functional differential equations of Sobolev-type with infinite delay
by Revathi, P. & Sakthivel, R. & Ren, Yong
- 78-88 Bias reduced tail estimation for censored Pareto type distributions
by Beirlant, J. & Bardoutsos, A. & de Wet, T. & Gijbels, I.
- 89-98 Choosing a dynamic common factor as a coincident index
by Martínez, Wilmer & Nieto, Fabio H. & Poncela, Pilar
- 99-105 The rate of convergence in Hoeffding’s theorem and some applications
by Borisov, I.S.
- 106-117 A Lynden-Bell integral estimator for extremes of randomly truncated data
by Worms, J. & Worms, R.
- 118-123 Characterising transitive two-sample tests
by Lumley, Thomas & Gillen, Daniel L.
- 124-129 Weak laws of large numbers for weighted independent random variables with infinite mean
by Nakata, Toshio
- 130-138 A random walk on the profinite completion of Z
by Cruz-López, Manuel & Estala-Arias, Samuel & Murillo-Salas, Antonio
- 139-144 On stability of the Markov-modulated skew CIR process
by Xu, Guangli & Wang, Yongjin
- 145-151 The IM-based method for testing the non-inferiority of odds ratio in matched-pairs design
by Jin, Hua & Li, Song & Jin, Yaolan
- 152-158 Nonparametric restricted mean analysis across multiple follow-up intervals
by Tayob, Nabihah & Murray, Susan
- 159-167 On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion
by Kubilius, K. & Skorniakov, V.
- 168-177 Parameter estimation for the logistic regression model under case-control study
by Geng, Pei & Sakhanenko, Lyudmila
- 178-183 New results for tails of probability distributions according to their asymptotic decay
by Cadena, Meitner & Kratz, Marie
- 184-188 Concomitants of records: Limit results, generation techniques, correlation
by Stepanov, Alexei & Berred, Alexandre & Nevzorov, Valery B.
- 189-193 Data-driven ridge regression for Aalen’s additive risk model
by Boruvka, Audrey & Takahara, Glen & Tu, Dongsheng
- 194-201 Modelling circular random variables with a spike at zero
by Biswas, Atanu & Jha, Jayant & Dutta, Somak
- 202-207 Efficient simulation of non-Poisson non-stationary point processes to study queueing approximations
by Ma, Ni & Whitt, Ward
- 208-213 On a nonparametric notion of residual and its applications
by Patra, Rohit K. & Sen, Bodhisattva & Székely, Gábor J.
- 214-223 Intermittency for the wave equation with Lévy white noise
by Balan, Raluca M. & Ndongo, Cheikh B.
- 224-231 Stokes’ theorem, Stein’s identity and completeness
by Fourdrinier, Dominique & Strawderman, William E.
- 232-237 Elliptical multiple-output quantile regression and convex optimization
by Hallin, Marc & Šiman, Miroslav
2016, Volume 108, Issue C
- 1-8 The power envelope of panel unit root tests in case stationary alternatives offset explosive ones
by Becheri, I. Gaia & Drost, Feike C. & van den Akker, Ramon & Wichert, Oliver
- 9-15 Conditional independence among max-stable laws
by Papastathopoulos, Ioannis & Strokorb, Kirstin
- 16-22 Jackknife empirical likelihood inferences for the population mean with ranked set samples
by Zhang, Zhengjia & Liu, Tianqing & Zhang, Baoxue
- 23-32 An extension of Chesneau’s theorem
by Kou, Junke & Liu, Youming
- 33-39 Intrinsic random functions and universal kriging on the circle
by Huang, Chunfeng & Zhang, Haimeng & Robeson, Scott M.
- 40-44 A nonparametric test of stationarity for independent data
by Hart, Jeffrey D.
- 45-51 Fixed-width confidence interval for two-stage response-adaptive designs in ridit analysis
by Bandyopadhyay, Uttam & Biswas, Atanu
- 52-61 Nonparametric probability weighted empirical characteristic function and applications
by Meintanis, Simos G. & Ushakov, Nikolai G.
2015, Volume 107, Issue C
- 1-10 The mode-centric M-Gaussian distribution: A model for right skewed data
by Mudholkar, Govind S. & Yu, Ziji & Awadalla, Saria S.
- 11-17 Lamperti transformation for continuous-state branching processes with competition and applications
by Ma, Rugang
- 18-26 A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density
by Sriram, Karthik
- 27-36 Stability in distribution of neutral stochastic functional differential equations
by Tan, Li & Jin, Wei & Suo, Yongqiang
- 37-43 D- and E-optimal blocked main effects plans with unequal block sizes when n is odd
by Dutta, Ganesh & SahaRay, Rita
- 44-51 A generalization of quantile-based skew logistic distribution of van Staden and King
by Balakrishnan, N. & So, H.Y.
- 52-61 On the uniform consistency of the Bernstein density estimator
by Lu, Lu
- 62-70 Functional regression with repeated eigenvalues
by Reimherr, Matthew
- 71-78 Hypo-exponential distributions and compound Poisson processes with alternating parameters
by Ratanov, Nikita
- 79-83 Prediction consistency of forward iterated regression and selection technique
by Luo, Shikai & Ghosal, Subhashis
- 84-92 Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC
by Soubeyrand, Samuel & Haon-Lasportes, Emilie
- 93-100 Discrete time shock models involving runs
by Eryilmaz, Serkan
- 101-110 Copula-graphic estimators for the marginal survival function with censoring indicators missing at random
by Liu, Yi & Wang, Qihua
- 111-114 On the non-existence of maximum likelihood estimates for the extended exponential power distribution and its generalizations
by Tumlinson, Samuel E.
- 115-121 Inconsistent hybrid bootstrap confidence regions
by Keener, Robert W. & Sun, Hokeun
- 122-130 Asymptotic properties of Euclidean shortest-path trees in random geometric graphs
by Hirsch, Christian & Neuhäuser, David & Gloaguen, Catherine & Schmidt, Volker
- 131-135 Translation, contraction and dilation of dual generalized order statistics
by Shah, Imtiyaz A. & Khan, A.H. & Barakat, H.M.
- 136-141 de La Vallée Poussin’s theorem, uniform integrability, tightness and moments
by Chandra, Tapas Kumar
- 142-144 The failure rate of a convolution dominates the failure rate of any IFR component
by Block, Henry W. & Savits, Thomas H.
- 145-149 On the Matsumoto–Yor type regression characterization of the gamma and Kummer distributions
by Wesołowski, Jacek
- 150-156 A note on the Chover-type law of the iterated logarithm for the weighted partial sums of α-mixing sequences
by Cai, Guang-hui & Pan, Xue-yan
- 157-163 Limiting behaviour of constrained sums of two variables and the principle of a single big jump
by Lehtomaa, Jaakko
- 164-169 Characterizations of the exponential distribution by the concept of residual life at random time
by Kayid, M. & Izadkhah, S.
- 170-177 On integration by parts formula and characterization of fractional Ornstein–Uhlenbeck process
by Sun, Xiaoxia & Guo, Feng
- 178-182 Balancing scores for simultaneous comparisons of multiple treatments
by Yatracos, Yannis G.
- 183-190 The Gerber–Shiu discounted penalty function in the classical risk model with impulsive dividend policy
by Liu, Xiangdong & Xiong, Jie & Zhang, Shuaiqi
- 191-198 Central limit theorem under uncertain linear transformations
by Rokhlin, Dmitry B.
- 199-203 When are two Markov chains similar?
by Fralix, Brian
- 204-209 A new multiple imputation method for bounded missing values
by Kwon, Tae Yeon & Park, Yousung
- 210-214 Moment estimates for chaoses generated by symmetric random variables with logarithmically convex tails
by Kolesko, Konrad & Latała, Rafał
- 215-220 Wald-type statistics using {2}-inverses for hypothesis testing in general factorial designs
by Smaga, Łukasz
- 221-227 CARMA processes as solutions of integral equations
by Brockwell, Peter J. & Lindner, Alexander
- 228-235 Empirical likelihood confidence band for the difference of survival functions under proportional hazards model
by Zhou, Mai & Zhu, Shihong
- 236-245 On the weak laws of large numbers for sums of negatively associated random vectors in Hilbert spaces
by Hien, N.T.T. & Thanh, L.V.
- 246-252 Analytical approximation for distorted expectations
by Sun, Xianming & Gan, Siqing & Vanmaele, Michèle
- 253-263 Suprema of canonical Weibull processes
by Bogucki, Robert
- 264-271 On the almost sure invariance principle for dependent Bernoulli random variables
by Zhang, Yang & Zhang, Li-Xin
- 272-279 Theoretical investigation of an exploratory approach for log-density in scale-space
by Huh, Jib & Park, Cheolwoo
- 280-285 Quantizations of probability measures and preservation of the convex order
by Baker, David M.
- 286-295 Rate acceleration for estimators of integral curves from diffusion tensor imaging (DTI) data
by Sakhanenko, Lyudmila
- 296-303 An improved and efficient estimation method for varying-coefficient model with missing covariates
by Sun, Jing & Sun, Qihang
- 304-312 Empirical likelihood inference for the odds ratio of two survival functions under right censoring
by Zhao, Meng & Zhao, Yichuan & McKeague, Ian W.
- 313-323 Model selection in high-dimensional quantile regression with seamless L0 penalty
by Ciuperca, Gabriela
- 324-332 Detection of influential measurement for ordinary differential equation with application to HIV dynamics
by Zhou, Jie
- 333-340 On the supremum of the spectrally negative stable process with drift
by Coqueret, Guillaume
- 341-347 Transient analysis of a stationary Lévy-driven queue
by Ivanovs, Jevgenijs & Mandjes, Michel
- 348-355 Construction of alternative hypotheses for randomization tests with ordinal outcomes
by Lu, Jiannan & Ding, Peng & Dasgupta, Tirthankar
- 356-361 Asymptotic results for the number of Wagner’s solutions to a generalised birthday problem
by Lindo, Alexey & Sagitov, Serik
- 362-368 On the use of blocked 2-level main effects plans having blocks of different sizes
by Jacroux, Mike & Kealy-Dichone, Bonni
- 369-377 Moments, errors, asymptotic normality and large deviation principle in nonparametric functional regression
by Geenens, Gery
- 378-384 On the asymptotic normality of the extreme value index for right-truncated data
by Benchaira, Souad & Meraghni, Djamel & Necir, Abdelhakim
2015, Volume 106, Issue C
- 1-4 A note on the Karhunen–Loève expansions for infinite-dimensional Bayesian inverse problems
by Li, Jinglai
- 5-12 Distribution of random correlation matrices: Hyperspherical parameterization of the Cholesky factor
by Pourahmadi, Mohsen & Wang, Xiao
- 13-18 A note on order statistics in the mixed Erlang case
by Landriault, David & Moutanabbir, Khouzeima & Willmot, Gordon E.
- 19-29 First-order r−d class estimator in binary logistic regression model
by Özkale, M. Revan & Arıcan, Engin
- 30-38 A note on warm standby system
by Hazra, Nil Kamal & Nanda, Asok K.
- 39-45 Parametric bootstrap simultaneous confidence intervals for differences of means from several two-parameter exponential distributions
by Li, Juan & Song, Weixing & Shi, Jianhong
- 46-51 Generalized entropy measure in record values and its applications
by Kumar, Vikas
- 52-57 Random circumscribing polygons and approximations of π
by Xu, Wen-Qing
- 58-64 Construction of main-effect plans orthogonal through the block factor
by Chen, Xue-Ping & Lin, Jin-Guan & Yang, Jian-Feng & Wang, Hong-Xia
- 65-72 Moments of q-Normal and conditional q-Normal distributions
by Szabłowski, Paweł J.
- 73-81 Mean-field backward stochastic differential equations with subdifferential operator and its applications
by Lu, Wen & Ren, Yong & Hu, Lanying
- 82-85 A note on testing complete independence for high dimensional data
by Mao, Guangyu
- 86-90 A stochastic comparison result about hazard rate ordering of two parallel systems comprising of geometric components
by Wang, Jiantian
- 91-99 The inverse probability weighted estimators for distribution functions of the bivariate recurrent events
by Shen, Pao-sheng
- 100-102 Nonparametric identification for respondent-driven sampling
by Aronow, Peter M. & Crawford, Forrest W.
- 103-108 On the identifiability of finite mixture of Skew-Normal and Skew-t distributions
by Otiniano, C.E.G. & Rathie, P.N. & Ozelim, L.C.S.M.
- 109-112 On distribution of the leadership time in counting votes and predicting winners
by Stępniak, Czesław
- 113-120 Equivalency between vertices and centers-coupled-with-radii principal component analyses for interval data
by Hao, Chengcheng & Liang, Yuli & Roy, Anuradha
- 121-128 Rates of mean square convergence of density and failure rate estimators under twice censoring
by Boukeloua, Mohamed
- 129-133 A moment maximal inequality for dependent random variables
by Szewczak, Zbigniew S.
- 134-141 Optimal reinsurance with both proportional and fixed costs
by Li, Peng & Zhou, Ming & Yin, Chuancun
- 142-146 A note on G-normal distributions
by Song, Yongsheng
- 149-156 On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion
by Fotopoulos, Stergios & Jandhyala, Venkata & Wang, Jun
- 157-164 Stability of expected L-statistics against weak dependence of observations
by Okolewski, A. & Kaluszka, M.
- 165-172 Logarithmic Sobolev inequalities for fractional diffusion
by Fan, XiLiang
- 173-175 An elementary proof of the covariance inequality for Choquet integral
by Agahi, Hamzeh
- 176-183 A note on functional derivatives on continuous paths
by Ji, Shaolin & Yang, Shuzhen
- 184-190 Using sliced inverse mean difference for sufficient dimension reduction
by Artemiou, Andreas & Tian, Lipu
- 191-198 Berry–Esseen type theorems and the uniform law of the iterated logarithm for LPQD processes
by Moon, Hee-Jin & Choi, Yong-Kab
- 199-208 Second-order asymptotics for convolution of distributions with light tails
by Peng, Zuoxiang & Liao, Xin
- 209-217 Packing dimensions of the images of Gaussian random fields
by Du, Yali & Miao, Junjie & Wu, Dongsheng & Xiao, Yimin
- 218-227 Occupation times of refracted double exponential jump diffusion processes
by Zhou, Jiang & Wu, Lan
- 228-238 The Fourier dimension of Brownian limsup fractals
by Potgieter, Paul
- 239-246 Some superconcentration inequalities for extrema of stationary Gaussian processes
by Tanguy, Kevin
- 247-255 Estimation of a jump point in random design regression
by Kohler, Michael & Krzyżak, Adam
- 256-261 On the capacity of an associative memory model based on neural cliques
by Heusel, Judith & Löwe, Matthias & Vermet, Franck
- 262-271 On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications
by Taufer, Emanuele
- 272-280 Relative ageing of (n−k+1)-out-of-n systems
by Misra, Neeraj & Francis, Jisha