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Content
2015, Volume 106, Issue C
- 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
- 281-286 Characteristic function of the positive part of a random variable and related results, with applications
by Pinelis, Iosif
- 287-294 Cumulative residual Kullback–Leibler information with the progressively Type-II censored data
by Park, Sangun & Pakyari, Reza
- 295-300 A proportional score test over the nuisance parameter space: Properties and applications
by Thas, Olivier & Yuan, Ao & Ng, Hon Keung Tony & Zheng, Gang
2015, Volume 105, Issue C
- 1-5 Variance estimation in ranked set sampling using a concomitant variable
by Zamanzade, Ehsan & Vock, Michael
- 6-13 A note on the adaptive estimation of a bi-dimensional density in the case of knowledge of the copula density
by Bulla, Ingo & Chesneau, Christophe & Navarro, Fabien & Mark, Tanya
- 14-19 On the rate of convergence of the Gibbs sampler for the 1-D Ising model by geometric bound
by Shiu, Shang-Ying & Chen, Ting-Li
- 20-28 Conditional tail expectation of randomly weighted sums with heavy-tailed distributions
by Yang, Yang & Ignatavičiūtė, Eglė & Šiaulys, Jonas
- 29-36 A note on high-dimensional two-sample test
by Feng, Long & Sun, Fasheng
- 37-46 Bounds of the remainder in a combinatorial central limit theorem
by Frolov, Andrei N.
- 47-56 Asymptotics for a class of dependent random variables
by Zhang, Li-Xin & Zhang, Yang
- 57-64 On the consistency of the maximum likelihood estimator for the three parameter lognormal distribution
by Wang, HaiYing & Flournoy, Nancy
- 65-73 On a weighted bootstrap approximation of the Lp norms of kernel density estimators
by Liu, Bo & Mojirsheibani, Majid
- 74-79 Using proportional odds models for semiparametric ROC surface estimation
by Wan, Shuwen & Zhang, Biao
- 80-87 New independent component analysis tools for time series
by Matilainen, Markus & Nordhausen, Klaus & Oja, Hannu
- 88-95 An interesting property of the arcsine distribution and its applications
by Jiang, Jia-Jian & He, Ping & Fang, Kai-Tai
- 96-105 Two-step semiparametric estimation of the Type-3 Tobit model
by Zhou, Xianbo & Pan, Zhewen
- 106-113 Influence diagnostic in ridge semiparametric models
by Emami, Hadi
- 114-119 A sharp maximal inequality for one-dimensional Dunkl martingales
by Osȩkowski, Adam
- 120-129 Feynman–Kac for functional jump diffusions with an application to Credit Value Adjustment
by Kromer, E. & Overbeck, L. & Röder, J.A.L.
- 130-135 Exact confidence intervals in the presence of interference
by Rigdon, Joseph & Hudgens, Michael G.
- 136-142 Combining inferences on the common mean of several inverse Gaussian distributions based on confidence distribution
by Liu, Xuhua & Li, Na & Hu, Yuqin
- 143-148 Large deviations for a Poisson random indexed branching process
by Gao, Zhenlong & Wang, Weigang
- 149-156 Threshold effect test in censored quantile regression
by Tang, Yanlin & Song, Xinyuan & Zhu, Zhongyi
- 157-162 Testing order constraints: Qualitative differences between Bayes factors and normalized maximum likelihood
by Heck, Daniel W. & Wagenmakers, Eric-Jan & Morey, Richard D.
- 163-167 A note on the Davis–Gut law
by Liu, Xiangdong & Guo, Hui
- 168-175 Likelihood-based inference for singly and multiply imputed synthetic data under a normal model
by Klein, Martin & Sinha, Bimal
- 176-180 Sums of totally positive functions of order 2 and applications
by Laradji, A.
- 181-188 Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion
by Kim, Yoon Tae & Park, Hyun Suk
- 189-194 Tests of fit for Inverse Gaussian distributions
by Villaseñor, José A. & González-Estrada, Elizabeth
- 195-202 Weighted sums of strongly mixing random variables with an application to nonparametric regression
by Thanh, Le Van & Yin, G.
- 203-208 On descents after maximal values in samples of discrete random variables
by Yakubovich, Yu.
- 209-220 On asymptotic behavior of U-statistics for associated random variables
by Garg, Mansi & Dewan, Isha
2015, Volume 104, Issue C
- 1-6 The Davis–Gut law for moving average processes
by Liu, Xiangdong & Qian, Hangyong & Cao, Linqiu
- 7-13 Multivariate EWMA control chart based on a variable selection using AIC for multivariate statistical process monitoring
by Nishimura, Kazuya & Matsuura, Shun & Suzuki, Hideo
- 14-21 Robust parameter change test for Poisson autoregressive models
by Kang, Jiwon & Song, Junmo
- 22-25 A simple proof for the convexity of the Choquet integral
by Alfonsi, Aurélien
- 26-35 Model verification for Lévy-driven Ornstein–Uhlenbeck processes with estimated parameters
by Abdelrazeq, Ibrahim
- 36-48 Large deviations for a class of counting processes and some statistical applications
by Macci, Claudio & Pacchiarotti, Barbara
- 49-57 The strong representation for the nonparametric estimator of length-biased and right-censored data
by Shi, Jianhua & Chen, Xiaoping & Zhou, Yong
- 58-67 Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes
by Bai, Shuyang & Ginovyan, Mamikon S. & Taqqu, Murad S.
- 68-74 Intuitive approximations in discrete renewal theory, Part 1: Regularly varying case
by Omey, Edward & Van Gulck, Stefan
- 75-81 The Kumaraswamy skew-normal distribution
by Mameli, Valentina
- 82-86 Sharp L1(ℓq) estimate for a sequence and its predictable projection
by Osȩkowski, Adam
- 87-93 A dynamic view to moment matching of truncated distributions
by Liquet, Benoit & Nazarathy, Yoni
- 94-101 A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale
by Kreher, Dörte & Nikeghbali, Ashkan
- 102-108 A generalization of the Petrov strong law of large numbers
by Korchevsky, Valery
- 109-116 Pivotal inference for the scaled half logistic distribution based on progressively Type-II censored samples
by Seo, Jung-In & Kang, Suk-Bok
- 117-122 Bounds on the expected value of maximum loss of fractional Brownian motion
by Vardar-Acar, Ceren & Bulut, Hatice
- 123-132 Mixture discrepancy on symmetric balanced designs
by Elsawah, A.M. & Qin, Hong
- 133-140 Berry–Esseen bounds for the percentile residual life function estimators
by Zhao, Mu & Jiang, Hongmei
- 141-145 Spherically symmetric multivariate beta family kernels
by Duong, Tarn
- 146-152 An efficient monotone data augmentation algorithm for Bayesian analysis of incomplete longitudinal data
by Tang, Yongqiang
- 153-162 A moment-based test for individual effects in the error component model with incomplete panels
by Wu, Jianhong & Qin, Jinxu & Ding, Qing
- 163-168 Cross-classified sampling: Some estimation theory
by Skinner, C.J.
- 169-180 Statistical Skorohod embedding problem: Optimality and asymptotic normality
by Belomestny, Denis & Schoenmakers, John
2015, Volume 103, Issue C
- 1-5 Large and moderate deviations for a class of renewal random indexed branching process
by Gao, Zhenlong & Zhang, Yanhua
- 6-7 A probabilistic proof of the Hardy inequality
by Walker, Stephen G.
- 8-16 An estimator for the tail index of an integrated conditional Pareto–Weibull-type model
by Goegebeur, Yuri & Guillou, Armelle & Osmann, Michael
- 17-23 On the consistency of the objective Bayes factor for the integral priors in the one-way random effects model
by Kang, Shuaimin & Wang, Min & Lu, Tao
- 24-29 On the upper bound in Varadhan’s Lemma
by Jansen, H.M. & Mandjes, M.R.H. & De Turck, K. & Wittevrongel, S.
- 30-36 Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains
by Zeifman, A.I. & Korolev, V. Yu.
- 37-45 Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression
by Xia, Tian & Jiang, Xuejun & Wang, Xueren
- 46-56 Weak convergence of equity derivatives pricing with default risk
by Qiao, Gaoxiu & Yao, Qiang
- 57-61 Reducing sample size in negative binomial UMPU test
by Bandyopadhyay, Uttam & Mukherjee, Shirsendu & Dutta, Dhiman
- 62-72 Maxima of a triangular array of multivariate Gaussian sequence
by Hashorva, Enkelejd & Peng, Liang & Weng, Zhichao
- 73-79 On shape properties of the receiver operating characteristic curve
by Bhattacharya, Bhaskar & Hughes, Gareth
- 80-85 Partial stochastic dominance for the multivariate Gaussian distribution
by Turner, Amanda & Whitehead, John
- 86-92 Model selection and estimation in high dimensional regression models with group SCAD
by Guo, Xiao & Zhang, Hai & Wang, Yao & Wu, Jiang-Lun
- 93-99 On the generalized multivariate Gumbel distribution
by Demirhan, Haydar & Kalaylioglu, Zeynep
- 100-104 Adaptive Bayesian inference in the Gaussian sequence model using exponential-variance priors
by Pati, Debdeep & Bhattacharya, Anirban
- 105-109 A note on the e–a histogram
by Kirschenmann, T.H. & Damien, P. & Walker, S.G.
- 110-115 Semi-strong linearity testing in linear models with dependent but uncorrelated errors
by Boubacar Maïnassara, Yacouba & Raïssi, Hamdi
- 116-126 A new strategy for optimal foldover two-level designs
by Elsawah, A.M. & Qin, Hong
- 127-133 Complete asymptotic expansions for normal extremes
by Nadarajah, Saralees
- 134-141 Inverse tempered stable subordinators
by Kumar, A. & Vellaisamy, P.
- 142-147 Direct formulation to Cholesky decomposition of a general nonsingular correlation matrix
by Madar, Vered
- 148-159 On Bayesian asymptotics in stochastic differential equations with random effects
by Maitra, Trisha & Bhattacharya, Sourabh
- 160-168 Fast approximate likelihood evaluation for stable VARFIMA processes
by Pai, Jeffrey & Ravishanker, Nalini
- 169-175 Spline-based sieve estimation in monotone constrained varying-coefficient partially linear EV model
by Liang, Baosheng & Hu, Tao & Tong, Xingwei
- 176-185 Discrete strong unimodality of order statistics
by Alimohammadi, Mahdi & Alamatsaz, Mohammad Hossein & Cramer, Erhard
2015, Volume 102, Issue C
- 1-7 A correction term for the covariance of renewal-reward processes with multivariate rewards
by Patch, Brendan & Nazarathy, Yoni & Taimre, Thomas
- 8-16 Robustly exponential stabilization of hybrid uncertain systems by feedback controls based on discrete-time observations
by You, Surong & Hu, Liangjian & Mao, Wei & Mao, Xuerong
- 17-21 A note on allocation policy in two-parallel–series and two-series–parallel systems with respect to likelihood ratio order
by Wang, Jiantian & Laniado, Henry
- 22-29 Time series regression with persistent level shifts
by Woody, Jonathan
- 30-37 Moment for the inverse Riesz distributions
by Louati, Mahdi & Masmoudi, Afif
- 38-41 Diffusion hitting times and the bell-shape
by Jedidi, Wissem & Simon, Thomas
- 42-50 Stochastic comparisons of weighted sums of arrangement increasing random variables
by Pan, Xiaoqing & Yuan, Min & Kochar, Subhash C.
- 51-60 On mixed δ-shock models
by Parvardeh, A. & Balakrishnan, N.
- 61-68 A generalization of Φ-moment martingale inequalities
by Peng, Lihua & Li, Junping
2015, Volume 101, Issue C
- 1-10 Birnbaum–Saunders distribution based on Laplace kernel and some properties and inferential issues
by Zhu, Xiaojun & Balakrishnan, N.
- 11-20 Further results on estimation of covariance matrix
by Xu, Kai & He, Daojiang
- 21-32 On the construction of nested Archimedean copulas for d-monotone generators
by Rezapour, Mohsen
- 33-37 Orthogonal decomposition of symmetry model using the ordinal quasi-symmetry model based on f-divergence for square contingency tables
by Saigusa, Yusuke & Tahata, Kouji & Tomizawa, Sadao
- 38-39 Convergence of heteroscedastic extremes
by de Haan, Laurens
- 40-48 The truncated geometric election algorithm: Duration of the election
by Louchard, Guy & Ward, Mark Daniel
- 49-53 On the problem of optimal instant observations of the linear birth and death process
by Butov, Alexander A.
- 54-63 Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series
by Krampe, J. & Kreiss, J.-P. & Paparoditis, E.
- 64-72 A formula of small time expansion for Young SDE driven by fractional Brownian motion
by Yamada, Toshihiro
- 73-82 Joint aggregation of random-coefficient AR(1) processes with common innovations
by Pilipauskaitė, Vytautė & Surgailis, Donatas
- 83-91 Large deviations for the stochastic present value of aggregate claims in the renewal risk model
by Jiang, Tao & Cui, Sheng & Ming, Ruixing
2015, Volume 100, Issue C
- 1-11 Strong convergence of robust equivariant nonparametric functional regression estimators
by Boente, Graciela & Vahnovan, Alejandra
- 12-18 A strong limit theorem for the average of ternary functions of Markov chains in bi-infinite random environments
by Liu, Wei & Ma, Chaoqun & Li, Yingqiu & Wang, Suming
- 19-26 Stein’s method for conditional compound Poisson approximation
by Gan, H.L. & Xia, A.
- 27-34 Explicit formulae for product moments of multivariate Gaussian random variables
by Song, Iickho & Lee, Seungwon
- 35-41 Robust procedures for experimental design in group testing considering misclassification
by Xiong, Wenjun & Ding, Juan
- 42-47 Limit theorems for the estimation of L1 integrals using the Brownian motion
by Athreya, Krishna B. & Normand, Raoul & Roy, Vivekananda & Wu, Sheng-Jhih
- 48-55 Studying mixability with supermodular aggregating functions
by Bignozzi, Valeria & Puccetti, Giovanni
- 56-66 Deviations of convex and coherent entropic risk measures
by Yan, Jun
- 67-76 Two-sided discounted potential measures for spectrally negative Lévy processes
by Li, Yingqiu & Zhou, Xiaowen & Zhu, Na
- 77-84 Expansions for bivariate copulas
by Nadarajah, Saralees
- 85-92 Multidimensional hitting time results for Brownian bridges with moving hyperplanar boundaries
by Atkinson, Michael P. & Singham, Dashi I.
- 93-97 L1-Poincaré inequality for discrete time Markov chains
by Zhang, Lihua & Wang, Yingzhe
- 98-103 Sequential change point detection in linear quantile regression models
by Zhou, Mi & Wang, Huixia Judy & Tang, Yanlin
- 104-114 Sobolev inequalities for harmonic measures on spheres
by Du, Jing & Lei, Liangzhen & Ma, Yutao
- 115-123 A note on quadratic transportation and divergence inequality
by Ding, Ying
- 124-129 Estimators in step regression models
by Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang
- 130-136 On the consistency of a spatial-type interval-valued median for random intervals
by Sinova, Beatriz & Van Aelst, Stefan
- 137-141 A note on the sharp Lp-convergence rate of upcrossings to the Brownian local time
by Ohashi, Alberto & Simas, Alexandre B.
- 142-148 On the extended two-parameter generalized skew-normal distribution
by Ogundimu, Emmanuel O. & Hutton, Jane L.
- 149-157 On kernel estimators of density for reversible Markov chains
by Longla, Martial & Peligrad, Magda & Sang, Hailin
- 158-163 On the distribution of a max-stable process conditional on max-linear functionals
by Oesting, Marco
- 164-171 Conditional MLE for the proportional hazards model with left-truncated and interval-censored data
by Shen, Pao-sheng
- 172-175 Elicitable distortion risk measures: A concise proof
by Wang, Ruodu & Ziegel, Johanna F.
- 176-181 Bayesian sequential tests of the initial size of a linear pure death process
by Goudie, I.B.J.
- 182-191 Regression mean residual life of a system with three dependent components with normal lifetimes
by Madadi, Mohsen & Khalilpoor, Parisa & Jamalizadeh, Ahad
- 192-202 Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models
by Bibi, Abdelouahab & Ghezal, Ahmed
2015, Volume 99, Issue C
- 1-5 Causality and separability
by Renault, Eric & Triacca, Umberto
- 6-12 Error bounds of MCMC for functions with unbounded stationary variance
by Rudolf, Daniel & Schweizer, Nikolaus
- 13-19 Exact upper tail probabilities of random series
by Yang, Xiangfeng
- 20-26 The weighted rank correlation coefficient rW2 in the case of ties
by Pinto Da Costa, Joaquim & Roque, Luís A.C. & Soares, Carlos
- 27-35 On large deviations of extremes under power normalization
by Feng, Bo & Chen, Shouquan
- 36-43 A hybrid test for the isotonic change-point problem
by Shen, Gang & D’Silva, Karl
- 44-53 Generalized continuous time random walks and Hermite processes
by Chen, Zhenlong & Xu, Lin & Zhu, Dongjin
- 54-60 Some convergence theorems for RM algorithm
by Wang, Zhen & Mu, Jianyong & Miao, Yu
- 61-69 On some spectral properties of large block Laplacian random matrices
by Ding, Xue
- 70-76 Solutions for functional fully coupled forward–backward stochastic differential equations
by Ji, Shaolin & Yang, Shuzhen
- 77-84 The joint distribution of the maximum and minimum of an AR(1) process
by Withers, Christopher S. & Nadarajah, Saralees
- 85-93 Sequential detection of gradual changes in the location of a general stochastic process
by Timmermann, Hella
- 94-100 Representation of self-similar Gaussian processes
by Yazigi, Adil
- 101-108 Dilatively semistable stochastic processes
by Kern, Peter & Wedrich, Lina
- 109-113 A theoretical note on optimal sufficient dimension reduction with singularity
by Yoo, Jae Keun
- 114-124 Optimal designs for parameters of shifted Ornstein–Uhlenbeck sheets measured on monotonic sets
by Baran, S. & Stehlík, M.
- 125-130 Log-concavity of a mixture of beta distributions
by Mu, Xiaosheng
- 131-134 On the supremum of the tails of normalized sums of independent Rademacher random variables
by Pinelis, Iosif
- 135-142 Optimal jackknife for unit root models
by Chen, Ye & Yu, Jun
- 143-148 Marshall lemma in discrete convex estimation
by Balabdaoui, Fadoua & Durot, Cécile
- 149-155 Central limit theorems under special relativity
by McKeague, Ian W.
- 156-166 Estimating with kernel smoothers the mean of functional data in a finite population setting. A note on variance estimation in presence of partially observed trajectories
by Cardot, Hervé & De Moliner, Anne & Goga, Camelia
- 167-176 A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model
by Hwang, Eunju & Shin, Dong Wan
- 177-184 A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes
by Gatto, Riccardo
- 185-191 Asymptotic independence of three statistics of maximal segmental scores
by Mijatović, Aleksandar & Pistorius, Martijn
- 192-201 A note on the large random inner-product kernel matrices
by Zeng, Xingyuan
- 202-209 On general minimum lower order confounding criterion for s-level regular designs
by Li, Zhiming & Zhao, Shengli & Zhang, Runchu
- 210-214 Optimal stepped wedge designs
by Lawrie, Jock & Carlin, John B. & Forbes, Andrew B.
- 215-222 Distribution free testing of goodness of fit in a one dimensional parameter space
by Roberts, Leigh A.
- 223-229 Limit theorems for discrete Hawkes processes
by Seol, Youngsoo
- 230-237 Vector-valued skewness for model-based clustering
by Loperfido, Nicola
- 238-243 Model selection of M-estimation models using least squares approximation
by Mao, Guangyu
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.