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Content
2020, Volume 163, Issue C
- S0167715220300651 Anticipated backward stochastic differential equations with left-Lipschitz coefficient
by Xiong, Yafang & Xu, Xiaoming
- S0167715220300687 Reflected BSDEs with time-delayed generators and nonlinear resistance
by Luo, Peng
- S0167715220300729 Optimal designs for panel data linear regressions
by Cheng, Jing & Ai, Mingyao
- S0167715220300742 Wasserstein upper bounds of the total variation for smooth densities
by Chae, Minwoo & Walker, Stephen G.
- S0167715220300754 Tests for regression coefficients in high dimensional partially linear models
by Liu, Yan & Zhang, Sanguo & Ma, Shuangge & Zhang, Qingzhao
- S0167715220300766 A robust two-stage procedure for the Poisson process under the linear exponential loss function
by Hwang, Leng-Cheng
- S0167715220300791 Convergence to Fréchet distribution via Mallows distance
by Mousavinasr, S. & Gonçalves, C.R. & Dorea, C.C.Y.
- S0167715220300808 Variance function of boolean additive convolution
by Fakhfakh, Raouf
- S0167715220300821 A note on new Bernstein-type inequalities for the log-likelihood function of Bernoulli variables
by Zhao, Yunpeng
- S0167715220300833 Large and moderate deviation principles for the Erdös–Kac theorem in function fields
by Feng, Tingting & Wang, Shaochen & Yang, Guangyu
- S0167715220300845 Hierarchical clustering with optimal transport
by Chakraborty, Saptarshi & Paul, Debolina & Das, Swagatam
- S0167715220300857 Characterizations through generalized and dual generalized order statistics, with an application to statistical prediction problem
by Shah, Imtiyaz A. & Barakat, H.M. & Khan, A.H.
- S0167715220300936 Harnack inequalities for stochastic heat equation with locally unbounded drift
by Yin, Xiuwei & Shen, Guangjun & Zhang, Jinhong
- S0167715220300948 A density for the local time of the Brox diffusion
by Gutierrez-Pavón, Jonathan & Pacheco, Carlos G.
- S0167715220300997 Volatility estimation of general Gaussian Ornstein–Uhlenbeck process
by Yu, Qian & Bajja, Salwa
- S0167715220301000 An equivalence criterion for infinite products of Cauchy measures
by Okamura, Kazuki
- S0167715220301024 On the non-stochastic ordering of some quadratic forms
by Marchand, Éric & Strawderman, William E.
- S0167715220301036 A note on conditional variance and characterization of probability distributions
by Jaworski, Piotr & Pitera, Marcin
- S016771522030078X Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients
by Cui, Jing & Bi, Nana
- S016771522030081X Weak-L∞ inequality for non-symmetric martingale transforms and Haar system
by Akboudj, Meryem & Jiao, Yong & Osękowski, Adam
- S016771522030095X Asymptotic behaviour of solution and non-existence of global solution to a class of conformable time-fractional stochastic equation
by Nane, Erkan & Nwaeze, Eze R. & Omaba, McSylvester Ejighikeme
2020, Volume 162, Issue C
- S0167715220300298 Asymptotic near-efficiency of the “Gibbs-energy (GE) and empirical-variance” estimating functions for fitting Matérn models - II: Accounting for measurement errors via “conditional GE mean”
by Girard, Didier A.
- S0167715220300481 On the ratio of current age to total life for null recurrent renewal processes
by Angus, John & Ding, Yujia
- S0167715220300493 On a tail bound for analyzing random trees
by Justice, Sam & Shyamalkumar, N.D.
- S0167715220300511 Some remark on the asymptotic variance in a drift accelerated diffusion
by Ouled Said, A.
- S0167715220300523 Asymptotic number of clusters for species sampling sequences with non-diffuse base measure
by Bassetti, Federico & Ladelli, Lucia
- S0167715220300535 On generating fully discrete samples of the stochastic heat equation on an interval
by Hildebrandt, Florian
- S0167715220300547 M estimators based on the probability integral transformation with applications to count data
by Valdora, Marina & Yohai, Víctor
- S0167715220300559 Interplay of financial and insurance risks in dependent discrete-time risk models
by Yang, Yang & Jiang, Tao & Wang, Kaiyong & Yuen, Kam C.
- S0167715220300560 A large deviation result for maximum likelihood estimator of non-homogeneous Ornstein–Uhlenbeck processes
by Zhao, Shoujiang & Liu, Qiaojing
- S0167715220300572 On the rate of Poisson approximation to Bernoulli partial sum processes
by Ruzankin, Pavel S. & Borisov, Igor S.
- S0167715220300663 A stochastic comparison result for the multitype contact process with unequal death rates
by Stover, Joseph P.
- S0167715220300675 Characterization results for symmetric continuous distributions based on the properties of k-records and spacings
by Ahmadi, Jafar
- S0167715220300699 Nonparametric inference for covariate-adjusted model
by Dai, Shuang & Huang, Zhensheng
- S0167715220300730 Asymptotics of stochastic Burgers equation with jumps
by Hu, Shulan & Wang, Ran
- S0167715220300778 Intrinsic covariance matrix estimation for multivariate elliptical distributions
by Guo, Junhao & Zhou, Jie & Hu, Sanfeng
- S016771522030047X Asymptotic behavior of proportions of observations falling to random regions determined by central order statistics
by Augustynowicz, Aneta
- S016771522030050X A Lévy–Ottaviani type inequality for the Bernoulli process on an interval
by Bednorz, Witold & Martynek, Rafał
2020, Volume 161, Issue C
- S0167715220300079 On non-central squared copulas
by Nasri, Bouchra R.
- S0167715220300171 First and second moments of the size distribution of bond percolation clusters on rings, paths and stars
by Jevtić, Petar & Lanchier, Nicolas & La Salle, Axel
- S0167715220300225 Computing probabilities of integer-valued random variables by recurrence relations
by Baena-Mirabete, S. & Puig, P.
- S0167715220300237 Variational inference for multiplicative intensity models
by Lau, John W. & Cripps, Edward & Hui, Wendy
- S0167715220300249 Exact asymptotic limit for kernel estimation of regression level sets
by Dau, Hai Dang & Laloë, Thomas & Servien, Rémi
- S0167715220300250 A nonparametric test for comparison of mean past lives
by Bhattacharyya, Dhrubasish & Khan, Ruhul Ali & Mitra, Murari
- S0167715220300262 CP decomposition and weighted clique problem
by Zhang, Tonglin
- S0167715220300274 On moments of Brownian functionals and their interpretation in terms of random walks
by Najnudel, Joseph & Wu, Ching-Tang & Yen, Ju-Yi
- S0167715220300286 Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion
by Bibinger, Markus
- S0167715220300304 The Marcinkiewics–Zygmund strong law of large numbers for dependent random variables
by Boukhari, Fakhreddine
- S0167715220300316 Construction of optimal fractional Order-of-Addition designs via block designs
by Chen, Jianbin & Mukerjee, Rahul & Lin, Dennis K.J.
- S0167715220300328 Independence properties of the truncated multivariate elliptical distributions
by Levine, Michael & Richards, Donald & Su, Jianxi
- S0167715220300341 Estimating the complexity index of functional data: Some asymptotics
by Bongiorno, E.G. & Goia, A. & Vieu, P.
- S0167715220300353 The conditional law of the Bacry–Muzy and Riemann–Liouville log correlated Gaussian fields and their GMC, via Gaussian Hilbert and fractional Sobolev spaces
by Forde, Martin & Smith, Benjamin
- S0167715220300365 Limit laws for the number of triangles in the generalized random graphs with random node weights
by Liu, Qun & Dong, Zhishan
- S0167715220300377 Talagrand’s quadratic transportation cost inequalities for reflected SPDEs driven by space–time white noise
by Li, Ruinan & Li, Yumeng
- S0167715220300444 High-probability bounds for the reconstruction error of PCA
by Milbradt, Cassandra & Wahl, Martin
- S0167715220300456 Hypothesis testing with active information
by Díaz–Pachón, Daniel Andrés & Sáenz, Juan Pablo & Rao, J. Sunil
- S0167715220300468 A consistency theorem for randomized singular value decomposition
by Chen, Ting-Li & Huang, Su-Yun & Wang, Weichung
- S016771522030002X Hypothesis testing for the identity of high-dimensional covariance matrices
by Qian, Manling & Tao, Li & Li, Erqian & Tian, Maozai
- S016771522030033X On obtaining sharp bounds of the rate of convergence for a class of continuous-time Markov chains
by Zeifman, A.I. & Satin, Y.A. & Kiseleva, K.M.
2020, Volume 160, Issue C
- S0167715220300018 A second moment bound for critical points of planar Gaussian fields in shrinking height windows
by Muirhead, Stephen
- S0167715220300031 A stochastic Fubini theorem for α-stable process
by Zhao, Huiyan & Xu, Siyan
- S0167715220300043 pth moment (p∈(0,1)) and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations
by Lan, Guangqiang & Xia, Fang & Zhao, Mei
- S0167715220300055 On the Generalized Benford law
by Barabesi, Lucio & Pratelli, Luca
- S0167715220300067 Asymptotic domination of sample maxima
by Hashorva, Enkelejd & Rullière, Didier
- S0167715220300080 GEE analysis in joint mean-covariance model for longitudinal data
by Lu, Fei & Xue, Liugen & Cai, Xiong
- S0167715220300092 On order statistics from Laplace-type distributions
by Aly, Emad-Eldin A.A.
- S0167715220300183 Lower bounds on partial sums of expected hitting times
by Yoon, Hyungkuk & Kim, Bara & Kim, Jeongsim
- S0167715220300213 Some concept of Markov property of discrete order statistics arising from independent and non-identically distributed variables
by Jasiński, Krzysztof
- S016771522030016X Strong consistency and asymptotic normality for quantities related to the Benjamini–Hochberg false discovery rate procedure
by Izmirlian, Grant
2020, Volume 159, Issue C
- S0167715219303232 Objective Bayesian analysis for the Lomax distribution
by Ferreira, Paulo H. & Ramos, Eduardo & Ramos, Pedro L. & Gonzales, Jhon F.B. & Tomazella, Vera L.D. & Ehlers, Ricardo S. & Silva, Eveliny B. & Louzada, Francisco
- S0167715219303244 Maximum likelihood estimation of high-dimensional Student-t copulas
by Trede, Mark
- S0167715219303256 Trimmed LASSO regression estimator for binary response data
by Sun, Hongwei & Cui, Yuehua & Gao, Qian & Wang, Tong
- S0167715219303268 Large sample properties of the Midzuno sampling scheme with probabilities proportional to size
by Chauvet, Guillaume
- S0167715219303281 On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity
by Mishura, Yuliya & Ralchenko, Kostiantyn & Zili, Mounir
- S0167715219303293 Rate of convergence of generalized inverse Gaussian and Kummer distributions to the gamma distribution via Stein’s method
by Konzou, Essomanda & Koudou, Efoévi & Gneyou, Kossi E.
- S0167715219303372 Second-order stochastic dominance for decomposable multiparametric families with applications to order statistics
by Lando, Tommaso & Bertoli-Barsotti, Lucio
- S0167715219303384 A note on locally optimal designs for generalized linear models with restricted support
by Idais, Osama
- S0167715219303396 A strong law of large numbers related to multiple testing normal means
by Chen, Xiongzhi & Doerge, R.W.
- S0167715219303426 Geometric characterization of D-optimal designs for random coefficient regression models
by Liu, Xin & Yue, Rong-Xian & Chatterjee, Kashinath
- S0167715219303438 Extremes of standard multifractional Brownian motion
by Bai, Long
- S016771521930327X Backward stochastic differential equations driven by fractional noise with non-Lipschitz coefficients
by Yu, Xianye & Zhang, Mingbo
- S016771521930330X R-optimal designs for individual prediction in random coefficient regression models
by He, Lei & He, Daojiang
2020, Volume 158, Issue C
- v:158:y:2020:i:c:s016771521930313x Asymptotic expansions of powered skew-normal extremes
by Xiong, Qian & Peng, Zuoxiang
- v:158:y:2020:i:c:s0167715219303165 A fast mode estimator in multidimensional space
by Ruzankin, Pavel S. & Logachov, Artem V.
- v:158:y:2020:i:c:s0167715219303001 A note on the weighting-type estimations of the zero-inflated Poisson regression model with missing data in covariates
by Lukusa, Martin T. & Phoa, Frederick Kin Hing
- v:158:y:2020:i:c:s0167715219303104 Derivative formula for the Feynman–Kac semigroup of SDEs driven by rotationally invariant α-stable process
by Sun, Xiaobin & Xie, Longjie & Xie, Yingchao
- v:158:y:2020:i:c:s0167715219303190 SUE(s2)-optimal supersaturated designs
by Singh, Rakhi & Das, Ashish & Horsley, Daniel
- v:158:y:2020:i:c:s0167715219303013 Representation theorems for WVaR with respect to a capacity
by Yuan, Hongmin & Jiang, Long & Tian, Dejian
- v:158:y:2020:i:c:s0167715219302998 Partially replicated block designs for two-level factorial experiments
by Liao, Chen-Tuo
- v:158:y:2020:i:c:s0167715219303086 Precise high moment asymptotics for parabolic Anderson model with log-correlated Gaussian field
by Lyu, Yangyang
- v:158:y:2020:i:c:s0167715219303189 On critical points of Gaussian random fields under diffeomorphic transformations
by Cheng, Dan & Schwartzman, Armin
- v:158:y:2020:i:c:s0167715219303177 On the rate of convergence in the central limit theorem for arrays of random vectors
by Dung, Le Van & Son, Ta Cong
- v:158:y:2020:i:c:s0167715219303141 A note on invariance of the Cauchy and related distributions
by Chin, Wooyoung & Jung, Paul & Markowsky, Greg
- v:158:y:2020:i:c:s0167715219303050 Nonparametric estimation of the trend in reflected fractional SDE
by Marie, Nicolas
- v:158:y:2020:i:c:s0167715219301518 Gaussian approximations for maxima of random vectors under (2+ι)-th moments
by Sun, Qiang
- v:158:y:2020:i:c:s0167715219303074 A Kesten-type bound for sums of randomly weighted subexponential random variables
by Chen, Yiqing
- v:158:y:2020:i:c:s0167715219302627 Decomposing correlated random walks on common and counter movements
by Chen, Tianyao & Cheng, Xue & Yang, Jingping
- v:158:y:2020:i:c:s0167715219303220 On minimum volume properties of some confidence regions for multiple multivariate normal means
by Bedbur, S. & Lennartz, J.M. & Kamps, U.
- v:158:y:2020:i:c:s0167715219303207 Gaussian fluctuations for edge counts in high-dimensional random geometric graphs
by Grygierek, Jens & Thäle, Christoph
- v:158:y:2020:i:c:s0167715219303153 Best linear unbiased predictors and estimators under a pair of constrained seemingly unrelated regression models
by Jiang, Hong & Qian, Jianwei & Sun, Yuqin
- v:158:y:2020:i:c:s0167715219303098 A note on the behaviour of a kernel-smoothed kernel density estimator
by Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël
- v:158:y:2020:i:c:s0167715219303128 Pattern occurrences in random planar maps
by Drmota, Michael & Stufler, Benedikt
- v:158:y:2020:i:c:s0167715219303219 Nonreconstruction of high-dimensional stochastic block model with bounded degree
by Zhang, Yue & Yuan, Mingao
- v:158:y:2020:i:c:s0167715219302652 A new functional representation of broad sense agreement
by Wei, Bo & Dai, Tian & Peng, Limin & Guo, Ying & Manatunga, Amita
- v:158:y:2020:i:c:s0167715219303062 M-Vine decomposition and VAR(1) models
by Begin, Étienne & Dutilleul, Pierre & Beaulieu, Carole & Bouezmarni, Taoufik
- v:158:y:2020:i:c:s0167715219302822 Optimal designs for estimating individual coefficients in polynomial regression with no intercept
by Dette, Holger & Melas, Viatcheslav B. & Shpilev, Petr
- v:158:y:2020:i:c:s0167715219303049 On a class of spatial renewal processes: Renewal processes synchronization probabilities
by Karamzadeh, M. & Soltani, A.R. & Mardani-Fard, H.A.
- v:158:y:2020:i:c:s0167715219303025 On a loss-based prior for the number of components in mixture models
by Grazian, Clara & Villa, Cristiano & Liseo, Brunero
- v:158:y:2020:i:c:s0167715219302913 Averaging of density kernel estimators
by Chernova, O. & Lavancier, F. & Rochet, P.
- v:158:y:2020:i:c:s0167715219303037 Extremes for transient random walks in random sceneries under weak independence conditions
by Chenavier, Nicolas & Darwiche, Ahmad
- v:158:y:2020:i:c:s0167715219303116 On the expected maximum of a birth-and-death process
by Videla, Leonardo A.
2020, Volume 157, Issue C
- v:157:y:2020:i:c:s016771521930272x A robust estimation for the extended t-process regression model
by Wang, Zhanfeng & Li, Kai & Shi, Jian Qing
- v:157:y:2020:i:c:s016771521930255x Recursive estimators of integrated squared density derivatives
by Mokkadem, Abdelkader & Pelletier, Mariane
- v:157:y:2020:i:c:s0167715219302676 Survival function estimation of current status data with dependent censoring
by Hsieh, Jin-Jian & Chen, Yung-Yu
- v:157:y:2020:i:c:s0167715219302767 A note on the consistency of the maximum likelihood estimator under multivariate linear cluster-weighted models
by Galimberti, Giuliano & Soffritti, Gabriele
- v:157:y:2020:i:c:s0167715219302780 Moderate deviations for nonhomogeneous Markov chains
by Xu, Mingzhou & Cheng, Kun & Ding, Yunzheng
- v:157:y:2020:i:c:s0167715219302834 On error bounds for high-dimensional asymptotic distribution of L2-type test statistic for equality of means
by Hyodo, Masashi & Nishiyama, Takahiro & Pavlenko, Tatjana
- v:157:y:2020:i:c:s0167715219302615 Periodogram ordinate: Spatial model with near unit roots and dependent errors
by Adu, N. & Richardson, G. & Tseng, M.C.
- v:157:y:2020:i:c:s0167715219302779 Asymptotic properties of concave L1-norm group penalties
by Sherwood, Ben & Molstad, Aaron J. & Singha, Sumanta
- v:157:y:2020:i:c:s0167715219302743 Bifractional Brownian motion for H>1 and 2HK≤1
by Talarczyk, Anna
- v:157:y:2020:i:c:s0167715219302731 On uniform continuity of posterior distributions
by Dolera, Emanuele & Mainini, Edoardo
- v:157:y:2020:i:c:s0167715219302688 Power type law of the iterated logarithm for Gaussian variables
by Pakshirajan, R.P.
- v:157:y:2020:i:c:s0167715219302664 Zastavnyi operators and positive definite radial functions
by Faouzi, Tarik & Porcu, Emilio & Bevilacqua, Moreno & Kondrashuk, Igor
- v:157:y:2020:i:c:s0167715219302792 On perturbations of non-diagonalizable stochastic matrices of order 3
by Pauwelyn, P.J. & Guerry, M.A.
- v:157:y:2020:i:c:s0167715219302810 A few surprising integrals
by Forsström, Malin Palö & Steif, Jeffrey E.
- v:157:y:2020:i:c:s0167715219302718 On the distribution of the hitting time for the N–urn Ehrenfest model
by Xin, Cheng & Zhao, Minzhi & Yao, Qiang & Cui, Erjia
- v:157:y:2020:i:c:s0167715219302809 On the differences between L2Boosting and the Lasso
by Vogt, Michael
2020, Volume 156, Issue C
- v:156:y:2020:i:c:s016771521930241x Empirical likelihood test for diagonal symmetry
by Sang, Yongli & Dang, Xin
- v:156:y:2020:i:c:s016771521930238x Distributions in the constant-differentials Pólya process
by Mahmoud, Hosam M. & Zhang, Panpan
- v:156:y:2020:i:c:s016771521930269x A hypothesis-testing perspective on the G-normal distribution theory
by Peng, Shige & Zhou, Quan
- v:156:y:2020:i:c:s0167715219302706 Some regularity results on stochastic convolutions in point delay differential equations perturbed by noise
by Liu, Kai
- v:156:y:2020:i:c:s0167715219302408 Prediction law of mixed Gaussian Volterra processes
by Sottinen, Tommi & Viitasaari, Lauri
- v:156:y:2020:i:c:s0167715219302639 Parameter estimation for non-stationary reflected Ornstein–Uhlenbeck processes driven by α-stable noises
by Zhang, Xuekang & Yi, Haoran & Shu, Huisheng
- v:156:y:2020:i:c:s0167715219302445 Estimation for functional partial linear models with missing responses
by Zhou, Jianjun & Peng, Qingyan
- v:156:y:2020:i:c:s0167715219302251 Finding the modes of some multivariate discrete probability distributions: Application of the resource allocation problem
by Shen, Chengwu & Ninh, Anh
- v:156:y:2020:i:c:s0167715219302391 Extremal paths in inhomogenous random graphs
by Ganesan, Ghurumuruhan
- v:156:y:2020:i:c:s0167715219302457 Solvability of anticipated backward stochastic Volterra integral equations
by Wen, Jiaqiang & Shi, Yufeng
- v:156:y:2020:i:c:s0167715219302342 A note on discrete multivariate Markov random field models
by Ip, Ryan H.L. & Wu, K.Y.K.
- v:156:y:2020:i:c:s0167715219302640 Schoenberg coefficients and curvature at the origin of continuous isotropic positive definite kernels on spheres
by Arafat, Ahmed & Gregori, Pablo & Porcu, Emilio
- v:156:y:2020:i:c:s0167715219302597 Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices
by Ding, Xue
- v:156:y:2020:i:c:s0167715219302275 Functional CLT for nonstationary strongly mixing processes
by Merlevède, Florence & Peligrad, Magda
- v:156:y:2020:i:c:s0167715219302317 A note on monotonicity in repeated attempt selection models
by Park, Seunghwan & Daniels, Michael J.
- v:156:y:2020:i:c:s0167715219302123 Stein’s method for the single server queue in heavy traffic
by Gaunt, Robert E. & Walton, Neil
- v:156:y:2020:i:c:s0167715219302585 Testing for superiority between two variance functions
by Boente, Graciela & Pardo–Fernández, Juan Carlos
- v:156:y:2020:i:c:s0167715219302603 Correction to “Malliavin differentiability of indicator functions on canonical Lévy spaces” [Statist. Probab. Lett. 137 (2018) 183–190]
by Suzuki, Ryoichi
- v:156:y:2020:i:c:s0167715219302536 Regular variation and free regular infinitely divisible laws
by Chakrabarty, Arijit & Chakraborty, Sukrit & Hazra, Rajat Subhra
- v:156:y:2020:i:c:s0167715219302755 Karhunen–Loève expansion of a set indexed fractional Brownian motion
by Yosef, Arthur & Baranes, Amos
- v:156:y:2020:i:c:s0167715219302330 Cumulants of multiinformation density in the case of a multivariate normal distribution
by Marrelec, Guillaume & Giron, Alain
- v:156:y:2020:i:c:s0167715219302469 Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods
by Merkle, Milan & F. Saporito, Yuri & S. Targino, Rodrigo
- v:156:y:2020:i:c:s0167715219302421 Asymptotic normality of a consistent estimator of maximum mean discrepancy in Hilbert space
by Makigusa, Natsumi & Naito, Kanta
- v:156:y:2020:i:c:s0167715219302299 Series representations of isotropic vector random fields on balls
by Lu, Tianshi & Leonenko, Nikolai & Ma, Chunsheng
- v:156:y:2020:i:c:s0167715219302433 Convex transform order of the maximum of independent Weibull random variables
by Wu, Jintang & Wang, Mengshou & Li, Xiaohu
- v:156:y:2020:i:c:s0167715219302366 Liouville distorted Brownian motion
by Shin, Jiyong
- v:156:y:2020:i:c:s0167715219302378 An extension of the Last-Success-Problem
by Ribas, J.M. Grau
2019, Volume 155, Issue C
- 1-1 Transportation cost inequality for backward stochastic differential equations
by Bahlali, Khaled & Boufoussi, Brahim & Mouchtabih, Soufiane
- 1-1 Detecting periodicity from the trajectory of a random walk in random environment
by Rémillard, Bruno N. & Vaillancourt, Jean
- 1-1 Hitting spheres with Brownian motion revisited
by Gzyl, Henryk
- 1-1 On large deviation expansion for log-likelihood ratio of non-homogeneous Ornstein–Uhlenbeck processes
by Zhao, Shoujiang & Zhou, Qianqian
- 1-1 Refining the central limit theorem approximation via extreme value theory
by Müller, Ulrich K.
- 1-1 Convergence rate of Krasulina estimator
by Chen, Jiangning
- 1-1 Limit theorems for an inverse Markovian Hawkes process
by Seol, Youngsoo
- 1-1 Sharp weighted weak type (∞,∞) inequality for differentially subordinate martingales
by Brzozowski, Michał & Osękowski, Adam
- 1-1 Limit properties of continuous self-exciting processes
by Kim, Gunhee & Choe, Geon Ho
- 1-1 Uniform versus Zipf distribution in a mixing collection process
by Doumas, Aristides V. & Papanicolaou, Vassilis G.
- 1-1 Approximations of the cumulative distribution function for infinite weighted sum of random variables
by Shi, X. & Wong, A. & Zheng, S.
- 1-1 Scaling limit of the local time of the reflected (1,2)-random walk
by Yang, Hui
- 1-1 Lp-solutions for stochastic Navier–Stokes equations with jump noise
by Zhu, Jiahui & Brzeźniak, Zdzisław & Liu, Wei
- 1-1 Assessing bivariate tail non-exchangeable dependence
by Hua, Lei & Polansky, Alan & Pramanik, Paramahansa
- 1-1 A sharp estimate for probability distributions
by Steinerberger, Stefan
- 1-1 On a spectrally negative Lévy risk process with periodic dividends and capital injections
by Dong, Hua & Zhou, Xiaowen
- 1-1 On doubly robust estimation for logistic partially linear models
by Tan, Zhiqiang
- 1-1 Non-Lipschitz anticipated backward stochastic differential equations driven by fractional Brownian motion
by Yu, Xianye
2019, Volume 154, Issue C
- 1-1 No arbitrage and lead–lag relationships
by Hayashi, Takaki & Koike, Yuta
- 1-1 Representation theorem of set valued regular martingale: Application to the convergence of set valued martingale
by Ezzaki, Fatima & Tahri, Khalid
- 1-1 Generalized fractional BSDE with jumps andLipschitz coefficients
by Shi, Qun
- 1-1 A Bernstein type inequality for sums of selections from three dimensional arrays
by Banerjee, Debapratim & Sordello, Matteo
- 1-1 Slower variation of the generation sizes induced by heavy-tailed environment for geometric branching
by Bhattacharya, Ayan & Palmowski, Zbigniew
- 1-1 Tail asymptotic behavior of the supremum of a class of chi-square processes
by Ji, Lanpeng & Liu, Peng & Robert, Stephan
- 1-1 Consistency of generalized dynamic principal components in dynamic factor models
by Smucler, Ezequiel
- 1-1 Characterization of a general class of tail probability distributions
by Cadena, Meitner & Kratz, Marie & Omey, Edward
- 1-1 A Spitzer-type law of large numbers for widely orthant dependent random variables
by Chen, Pingyan & Sung, Soo Hak
- 1-1 Inverting Khintchine’s relationship and generating length biased data
by Jones, M.C.
- 1-1 Estimating equations of additive mean residual life model with censored length-biased data
by Wu, Hongping & Cao, Xiaomin & Du, Caifeng
- 1-1 On the almost sure convergence for the joint version of maxima and minima of stationary sequences
by Panga, Zacarias & Pereira, Luísa
- 1-1 Reflected Brownian motion with a drift that depends on its local time
by LE, Vi
- 1-1 Hitting times, commute times, and cover times for random walks on random hypergraphs
by Helali, Amine & Löwe, Matthias
- 1-1 Semiparametric estimation for cure survival model with left-truncated and right-censored data and covariate measurement error
by Chen, Li-Pang
- 1-1 On nonparametric inference for spatial regression models under domain expanding and infill asymptotics
by Kurisu, Daisuke
- 1-1 The invariant measures and the limiting behaviors of the facilitated TASEP
by Zhao, Linjie & Chen, Dayue
- 1-1 Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response
by Chaouch, Mohamed & Laïb, Naâmane
- 1-1 On a smallest confidence region for a location–scale parameter in progressively type-II censored lifetime experiments
by Bedbur, S. & Kamps, U. & Lennartz, J.M.
- 1-1 Non-parametric estimation of Kullback–Leibler discrimination information based on censored data
by E.I., Abdul Sathar & K.V., Viswakala
- 1-1 ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps
by Benazzoli, Chiara & Campi, Luciano & Di Persio, Luca
- 1-1 The convergence rate of the Gibbs sampler for generalized 1-D Ising model
by Helali, Amine
2019, Volume 153, Issue C
- 1-6 Compactness criteria for quasi-infinitely divisible distributions on the integers
by Khartov, A.A.
- 7-14 Large deviations for conditional guesswork
by Li, Jiange
- 15-20 One-sample prediction regions for future record intervals
by Bagheri, S.F. & Asgharzadeh, A. & Basiri, E. & Fernández, A.J.
- 21-31 Approximating Shepp’s constants for the Slepian process
by Noonan, Jack & Zhigljavsky, Anatoly
- 32-36 A note on the length-biased Weibull-Gamma frailty survival model
by Giussani, A. & Bonetti, M.
- 37-47 Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples
by Lin, Jianxi
- 48-55 Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients
by Zhu, Runyu & Tian, Dejian