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Description: STATISTICS & PROBABILITY LETTERS adopts a novel and highly innovative approach to the publication of research findings in statistics and probability. It features concise articles, rapid publication and broad coverage of the statistics and probability literature. All areas of statistics and probability, including biostatistics ...
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Content
2017, Volume 125, Issue C
- 110-120 Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function
by Zinodiny, S. & Rezaei, S. & Nadarajah, S.
- 121-129 On a generalization of Archimedean copula family
by Xie, Jiehua & Lin, Feng & Yang, Jingping
- 130-140 Modified information approach for detecting change points in piecewise linear failure rate function
by Cai, Xia & Tian, Yubin & Ning, Wei
- 141-148 Model free feature screening with dependent variable in ultrahigh dimensional binary classification
by Lai, Peng & Song, Fengli & Chen, Kaiwen & Liu, Zhi
- 149-159 Exponential ergodicity for population dynamics driven by α-stable processes
by Zhang, Zhenzhong & Zhang, Xuekang & Tong, Jinying
- 160-163 Proper two-sided exits of a Lévy process
by Vidmar, Matija
- 164-170 A two-sided bound for the renewal function when the interarrival distribution is IMRL
by Losidis, Sotirios & Politis, Konstadinos
- 171-173 The asymptotic hazard rate of sums of discrete random variables
by Arts, Joachim & van Houtum, Geert-Jan & Zwart, Bert
- 174-180 Construction of (nearly) orthogonal sliced Latin hypercube designs
by Wang, Xiao-Lei & Zhao, Yu-Na & Yang, Jian-Feng & Liu, Min-Qian
- 181-188 Exact and asymptotic distributions of exceedance statistics for bivariate random sequences
by Erem, Aysegul & Bayramoglu, Ismihan
- 189-195 Bayesian mixture modeling for spectral density estimation
by Cadonna, Annalisa & Kottas, Athanasios & Prado, Raquel
- 196-201 Stochastic accessibility on Grushin-type manifolds
by Ţurcanu, Teodor & Udrişte, Constantin
- 202-206 Closed-form estimation of a regression model with a mismeasured binary regressor and heteroskedasticity
by Liu, Yibin & Wu, Wenbin
- 207-214 On linear stochastic equations of optional semimartingales and their applications
by Abdelghani, Mohamed N. & Melnikov, Alexander V.
- 215-219 Properties of the Kelly bets for pairs of binary wagers
by Eisenberg, Bennett & Diao, Shuotao
- 220-226 Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1)
by Yabe, Ryota
- 227-235 Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments
by Fu, Ke-Ang & Ng, Cheuk Yin Andrew
2017, Volume 124, Issue C
- 1-4 A Gaussian expectation product inequality
by Liu, Zhenxia & Wang, Zhi & Yang, Xiangfeng
- 5-12 A central limit theorem for Lebesgue integrals of random fields
by Kampf, Jürgen
- 13-21 Asymptotic behavior of the joint record values, with applications
by Barakat, H.M. & Abd Elgawad, M.A.
- 22-29 Finite time Parisian ruin of an integrated Gaussian risk model
by Peng, Xiaofan & Luo, Li
- 30-32 Probability that product of real random matrices have all eigenvalues real tend to 1
by Reddy, Tulasi Ram
- 33-40 Uniform convergence rates for halfspace depth
by Burr, Michael A. & Fabrizio, Robert J.
- 41-48 On stochastic pseudo-integrals with applications
by Agahi, Hamzeh & Yadollahzadeh, Milad
- 49-54 A note on the generalized linear exponential distribution
by Lee, Chiang-Sheng & Tsai, Hsine-Jen
- 55-63 Creating new distributions by blunting cusps
by Baker, Rose
- 64-68 Are the Sweden Democrats really Sweden’s largest party? A maximum likelihood ratio test on the simplex
by Bergman, J. & Holmquist, B.
- 69-76 Some properties of bivariate Schur-constant distributions
by Ta, Bao Quoc & Van, Chung Pham
- 77-82 Testing equivalence of multinomial distributions
by Ostrovski, Vladimir
- 83-91 Functional central limit theorems for the Nelson–Aalen and Kaplan–Meier estimators for dependent stationary data
by Anevski, Dragi
- 92-96 Computation of vector ARMA autocovariances
by McElroy, Tucker
- 97-100 Decomposing aggregate risk into marginal risks under partial information: A top-down method
by Shao, Hui
- 101-109 Generalized fractional Laplace motion
by Gajda, J. & Wyłomańska, A. & Kumar, A.
- 110-120 The strong laws of large numbers for positive measurable operators and applications
by Quang, Nguyen Van & Son, Do The & Son, Le Hong
- 121-125 Credit default prediction and parabolic potential theory
by Bedini, Matteo L. & Hinz, Michael
- 126-131 Stochastic solutions of conformable fractional Cauchy problems
by Çenesiz, Yücel & Kurt, Ali & Nane, Erkan
- 132-139 A note on Slepian’s inequality based on majorization
by Ding, Ying & Zhang, Xinsheng
- 140-147 Geometric random variables: Descents following maxima
by Archibald, Margaret & Blecher, Aubrey & Brennan, Charlotte & Knopfmacher, Arnold & Prodinger, Helmut
- 148-153 Distribution spread and location metrics using entropic separation
by Bowden, Roger J.
2017, Volume 123, Issue C
- 1-7 Unique coverage in Boolean models
by Haenggi, M. & Sarkar, A.
- 8-16 Consistency and asymptotics of a Poisson intensity least-squares estimator for partially observed jump–diffusion processes
by Djouadi, Seddik M. & Maroulas, Vasileios & Pan, Xiaoyang & Xiong, Jie
- 17-22 Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view
by Mynbaev, Kairat & Martins-Filho, Carlos
- 23-26 A concentration inequality for a Gaussian process indexed by matrices
by Serdyukova, Nora
- 27-33 On reducibility and spectral properties of circulant Markov processes
by Bolaños-Servin, Jorge R. & Carbone, Raffaella & Quezada, Roberto
- 34-44 Refracted continuous-state branching processes: Self-regulating populations
by Murillo-Salas, A. & Pérez, J.L. & Siri-Jégousse, A.
- 45-55 Large deviations for the Ornstein–Uhlenbeck process without tears
by Bercu, Bernard & Richou, Adrien
- 56-60 The Tracy–Widom distribution is not infinitely divisible
by Domínguez-Molina, J. Armando
- 61-76 On exponential stability of mild solutions for some stochastic partial integrodifferential equations
by Dieye, Moustapha & Diop, Mamadou Abdoul & Ezzinbi, Khalil
- 77-83 Self-normalized large deviations under sublinear expectation
by Feng, Xinwei
- 84-87 A reverse Gaussian correlation inequality by adding cones
by Chen, Xiaohong & Gao, Fuchang
- 88-92 On the mean squared error of the ridge estimator of the covariance and precision matrix
by van Wieringen, Wessel N.
- 93-99 Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling
by van Waaij, Jan & van Zanten, Harry
- 100-106 Stochastic Ising model with plastic interactions
by Pechersky, Eugene & Via, Guillem & Yambartsev, Anatoly
- 107-113 Kac’s representation for empirical copula process from an asymptotic viewpoint
by Bouzebda, Salim
- 114-121 Random eigenvalues from a stochastic heat equation
by Pacheco, Carlos G.
- 122-127 A new variance component score test for testing distributed lag functions with applications in time series analysis
by Chen, Yin-Hsiu & Mukherjee, Bhramar
- 128-138 Block empirical likelihood for partially linear panel data models with fixed effects
by He, Bang-Qiang & Hong, Xing-Jian & Fan, Guo-Liang
- 139-145 Covariate-balancing-propensity-score-based inference for linear models with missing responses
by Guo, Donglin & Xue, Liugen & Hu, Yuqin
- 146-152 A simple nonparametric method to estimate the expected time to cross a threshold
by Nicolau, João
- 153-159 A refined version of the integro-local Stone theorem
by Borovkov, Alexander A. & Borovkov, Konstantin A.
- 160-164 Sample size determination of a nonparametric test based on weighted L2-Wasserstein distance
by Xiang, Jim X.
- 165-170 Integrated depth for measurable functions and sets
by Nagy, Stanislav
- 171-176 Deconvolution of P(X
by Trong, Dang Duc & Nguyen, Ton That Quang & Phuong, Cao Xuan
- 177-182 Fast calculation of boundary crossing probabilities for Poisson processes
by Moscovich, Amit & Nadler, Boaz
- 183-192 Strong stationary duality for discrete time Möbius monotone Markov chains on Z+d
by Mao, Yong-Hua & Zhao, Pan
- 193-201 Conditional maximum likelihood estimation for a class of observation-driven time series models for count data
by Cui, Yunwei & Zheng, Qi
- 202-209 Maximum likelihood estimators under progressive Type-I interval censoring
by Budhiraja, Sonal & Pradhan, Biswabrata & Sengupta, Debasis
- 210-217 On unbalanced group sizes in cluster randomized designs using balanced ranked set sampling
by Ahn, Soohyun & Wang, Xinlei & Lim, Johan
2017, Volume 122, Issue C
- 1-10 On estimating the distribution function and odds using ranked set sampling
by Eftekharian, A. & Razmkhah, M.
- 11-19 Focused information criterion and model averaging with generalized rank regression
by Zhang, Qingzhao & Duan, Xiaogang & Ma, Shuangge
- 20-27 Stability in distribution of stochastic Volterra–Levin equations
by Li, Zhi & Zhang, Wei
- 28-35 Boundary non-crossing probabilities for Slepian process
by Deng, Pingjin
- 36-41 Relative weak compactness of sums of pair-wise independent random variables
by Kruglov, Victor M.
- 42-50 In search of an optimal kernel for a bias correction method for density estimators
by Sakhanenko, Lyudmila
- 51-57 Approaches to asymptotics for U-statistics of Gibbs facet processes
by Večeřa, Jakub & Beneš, Viktor
- 58-62 On the independence of singular multivariate skew-normal sub-vectors
by Young, Phil D. & Kahle, David J. & Young, Dean M.
- 63-72 Strong laws for sequences in the vicinity of the LIL
by Gut, Allan & Stadtmüller, Ulrich
- 73-78 WLLN for arrays of nonnegative random variables
by Ankirchner, Stefan & Kruse, Thomas & Urusov, Mikhail
- 79-85 A moderate deviation principle for stochastic Volterra equation
by Li, Yumeng & Wang, Ran & Yao, Nian & Zhang, Shuguang
- 86-89 A self-improvement to the Cauchy–Schwarz inequality
by Walker, Stephen G.
- 90-95 Uniformly most powerful unbiased test for conditional independence in Gaussian graphical model
by Koldanov, Petr & Koldanov, Alexander & Kalyagin, Valeriy & Pardalos, Panos
- 96-103 Individual-specific, sparse inverse covariance estimation in generalized estimating equations
by Zhang, Qiang & Ip, Edward H. & Pan, Junhao & Plemmons, Robert
- 104-108 Normal approximation for strong demimartingales
by Hadjikyriakou, Milto
- 109-117 Identifiability of nonrecursive structural equation models
by Nagase, Mario & Kano, Yutaka
- 118-127 Anticipative backward stochastic differential equations driven by fractional Brownian motion
by Wen, Jiaqiang & Shi, Yufeng
- 128-140 On maximizing expected discounted taxation in a risk process with interest
by Ming, Ruixing & Wang, Wenyuan & Hu, Yijun
- 141-146 A scalar-valued infinitely divisible random field with Pólya autocorrelation
by Finlay, Richard & Seneta, Eugene
- 147-151 The limit law of the iterated logarithm for linear processes
by Zhang, Yong
- 152-156 Weak convergence of h-transforms for one-dimensional diffusions
by Yano, Kouji & Yano, Yuko & Yen, Ju-Yi
- 157-161 Computation of an exact confidence set for a maximum point of a univariate polynomial function in a given interval
by Zhou, Sanyu & Wan, Fang & Liu, Wei & Bretz, Frank
- 162-167 A note on Marked Point Processes and multivariate subordination
by Jevtić, Petar & Marena, Marina & Semeraro, Patrizia
- 168-172 A note on faithfulness and total positivity
by Li, Benchong & Li, Yang
- 173-178 Unified ranked sampling
by Matthews, Michael J. & Wolfe, Douglas A.
- 179-189 Wavelet estimation in varying coefficient models for censored dependent data
by Zhou, Xing-cai & Xu, Ying-zhi & Lin, Jin-guan
- 190-197 A weak type John–Nirenberg theorem for martingales
by Liu, Kaituo & Zhou, Dejian & Peng, Lihua
- 198-204 A note on the multiplicative gamma process
by Durante, Daniele
- 205-210 Estimating the parameters of a selected bivariate normal population
by Mohammadi, Zohreh & Towhidi, Mina
- 211-217 Three-level A- and D-optimal paired choice designs
by Chai, Feng-Shun & Das, Ashish & Singh, Rakhi
- 218-226 Functional generalizations of Hoeffding’s covariance lemma and a formula for Kendall’s tau
by Lo, Ambrose
2017, Volume 121, Issue C
- 1-5 A comparison of pivotal sampling and unequal probability sampling with replacement
by Chauvet, Guillaume & Ruiz-Gazen, Anne
- 6-11 A mesh free floating random walk method for solving diffusion imaging problems
by Sabelfeld, Karl K.
- 12-17 Designs containing partially clear main effects
by Chen, Xue-Ping & Lin, Jin-Guan & Wang, Hong-Xia & Huang, Xing-Fang
- 18-28 Derivative of intersection local time of independent symmetric stable motions
by Yan, Litan & Yu, Xianye & Chen, Ruqing
- 29-36 Efficiency of estimators for quantile differences with left truncated and right censored data
by Xun, Li & Shao, Li & Zhou, Yong
- 37-44 Local linear regression modelization when all variables are curves
by Demongeot, Jacques & Naceri, Amina & Laksaci, Ali & Rachdi, Mustapha
- 45-50 On normal variance–mean mixtures
by Yu, Yaming
- 51-53 Return of Fibonacci random walks
by Neunhäuserer, Jörg
- 54-60 A note on jointly modeling edges and node attributes of a network
by Cai, Haiyan
- 61-69 On leaf related statistics in recursive tree models
by Altok, S. & Işlak, Ü.
- 70-77 Asymptotic tests for interval-valued means
by Sun, Yan
- 78-82 A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion
by Kubilius, K. & Skorniakov, V.
- 83-89 Simultaneous estimation of p positive normal means with common unknown variance
by Chang, Yuan-Tsung & Strawderman, William E.
- 90-98 A note on estimating cumulative distribution functions by the use of convolution power kernels
by Funke, Benedikt & Palmes, Christian
- 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
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