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Content
2016, Volume 118, Issue C
- 87-93 On the strong laws of large numbers for weighted sums of random variables
by Chen, Pingyan & Sung, Soo Hak
- 94-99 Number of critical points of a Gaussian random field: Condition for a finite variance
by Estrade, Anne & Fournier, Julie
- 100-106 Minimum distance index for complex valued ICA
by Lietzén, Niko & Nordhausen, Klaus & Ilmonen, Pauliina
- 107-109 Resolution of a conjecture on variance functions for one-parameter natural exponential families
by Chen, Xiongzhi
- 110-116 Large jumps of q-Ornstein–Uhlenbeck processes
by Wang, Yizao
- 117-123 Improving confidence set estimation when parameters are weakly identified
by Battey, Heather & Feng, Qiang & Smith, Richard J.
- 124-126 A remark on a result of Xia Chen
by Lê, Khoa
- 127-134 Transport processes with random jump rate
by De Gregorio, Alessandro
- 135-138 Persistently unbounded probability densities
by Pestman, Wiebe & Tuerlinckx, Francis & Vanpaemel, Wolf
- 139-144 Boundary crossing probabilities for (q,d)-Slepian-processes
by Bischoff, Wolfgang & Gegg, Andreas
- 145-155 Hitting probabilities of a class of Gaussian random fields
by Ni, Wenqing & Chen, Zhenlong
- 156-162 Central Limit Theorems under additive deformations
by Eck, Daniel J. & McKeague, Ian W.
- 163-170 The Monte Carlo computation error of transition probabilities
by Nielsen, Adam
- 171-176 Recovering a distribution from its translated fractional moments
by Gzyl, H. & Tagliani, A.
- 177-181 Bayesian variable selection in binary quantile regression
by Oh, Man-Suk & Park, Eun Sug & So, Beong-Soo
- 182-189 Testing variance parameters in models with a Kronecker product covariance structure
by Hao, Chengcheng & Liang, Yuli & Mathew, Thomas
- 190-196 Likelihood based inference for partially observed renewal processes
by van Lieshout, M.N.M.
2016, Volume 117, Issue C
- 1-11 Testing exponentiality of the residual life, based on dynamic cumulative residual entropy
by Chahkandi, M. & Noughabi, H. Alizadeh
- 12-22 Consistency of the plug-in functional predictor of the Ornstein–Uhlenbeck process in Hilbert and Banach spaces
by Álvarez-Liébana, Javier & Bosq, Denis & Ruiz-Medina, María D.
- 23-30 Nonparametric estimation of possibly similar densities
by Ker, Alan P.
- 31-39 Efficient estimation of the error distribution function in heteroskedastic nonparametric regression with missing data
by Chown, Justin
- 40-45 A derivation of the multivariate singular skew-normal density function
by Young, Phil D. & Harvill, Jane L. & Young, Dean M.
- 46-53 Optimal measurement allocation under precision budget constraint
by Belitser, Eduard
- 54-61 Asymptotic behavior of the solution of the fractional heat equation
by Yan, Litan & Yu, Xianye & Sun, Xichao
- 62-71 On upper bounds for the variance of functions of the inactivity time
by Goodarzi, F. & Amini, M. & Mohtashami Borzadaran, G.R.
- 72-79 A computable bound of the essential spectral radius of finite range Metropolis–Hastings kernels
by Hervé, Loïc & Ledoux, James
- 80-88 On the multivariate skew-normal-Cauchy distribution
by Kahrari, F. & Rezaei, M. & Yousefzadeh, F. & Arellano-Valle, R.B.
- 89-92 A note on tests for high-dimensional covariance matrices
by Mao, Guangyu
- 93-99 A mean-constrained finite mixture of normals model
by Bao, Junshu & Hanson, Timothy E.
- 100-112 Discriminant analysis on high dimensional Gaussian copula model
by He, Yong & Zhang, Xinsheng & Wang, Pingping
- 113-117 A note on Karhunen–Loève expansions for the demeaned stationary Ornstein–Uhlenbeck process
by Ai, Xiaohui
- 118-127 The finite sample performance of the two-stage analysis of a two-period crossover trial
by Kabaila, Paul
- 128-135 Competitive estimation of the extreme value index
by Gomes, M. Ivette & Henriques-Rodrigues, Lígia
- 136-143 Local efficiency of integrated goodness-of-fit tests under skew alternatives
by Durio, A. & Nikitin, Ya.Yu.
- 144-150 On the higher order product density functions of a Neyman–Scott cluster point process
by Jalilian, Abdollah
- 151-157 Bandwidth selection for the presmoothed logrank test
by Jácome, M.A. & López-de-Ullibarri, I.
- 158-164 Expected distances and goodness-of-fit for the asymmetric Laplace distribution
by Rizzo, Maria L. & Haman, John T.
- 165-172 On order statistics and their copulas
by Dietz, Markus & Fuchs, Sebastian & Schmidt, Klaus D.
- 173-182 Ruin probabilities under Sarmanov dependence structure
by Maulik, Krishanu & Podder, Moumanti
- 183-191 Estimation of linear composite quantile regression using EM algorithm
by Tian, Yuzhu & Zhu, Qianqian & Tian, Maozai
- 192-200 Small deviation probabilities for weighted sum of independent random variables with a common distribution that can decrease at zero fast enough
by Rozovsky, L.V.
- 201-208 Deconvolution model with fractional Gaussian noise: A minimax study
by Benhaddou, Rida
- 209-215 Local asymptotics for nonparametric quantile regression with regression splines
by Zhao, Weihua & Lian, Heng
- 216-220 Stochastic comparisons of total capacity of weighted-k-out-of-n systems
by Rahmani, Rabi-Allah & Izadi, Muhyiddin & Khaledi, Baha-Eldin
- 221-230 A lower bound on the expected optimal value of certain random linear programs and application to shortest paths in Directed Acyclic Graphs and reliability
by Chrétien, Stéphane & Corset, Franck
2016, Volume 116, Issue C
- 1-5 Comment on “On nomenclature, and the relative merits of two formulations of skew distributions” by A. Azzalini, R. Browne, M. Genton, and P. McNicholas
by McLachlan, Geoffrey J. & Lee, Sharon X.
- 6-8 Transmuted distributions and random extrema
by Kozubowski, Tomasz J. & Podgórski, Krzysztof
- 9-20 Destructive negative binomial cure rate model and EM-based likelihood inference under Weibull lifetime
by Pal, Suvra & Balakrishnan, N.
- 21-26 A more efficient second order blind identification method for separation of uncorrelated stationary time series
by Taskinen, Sara & Miettinen, Jari & Nordhausen, Klaus
- 27-37 On uniform nonintegrability for a sequence of random variables
by Chandra, Tapas K. & Hu, Tien-Chung & Rosalsky, Andrew
- 38-44 On bounding the union probability using partial weighted information
by Yang, Jun & Alajaji, Fady & Takahara, Glen
- 45-54 On the length and the position of the minimum sequence containing all runs of ones in a Markovian binary sequence
by Arapis, Anastasios N. & Makri, Frosso S. & Psillakis, Zaharias M.
- 55-61 Characteristic function of time-inhomogeneous Lévy-driven Ornstein–Uhlenbeck processes
by Vrins, Frédéric
- 62-64 An arctangent law
by Papanicolaou, Vassilis G.
- 65-71 An exact Kolmogorov–Smirnov test for whether two finite populations are the same
by Frey, Jesse
- 72-79 Robust nonparametric kernel regression estimator
by Zhao, Ge & Ma, Yanyuan
- 80-87 Optimal two-level designs for partial profile choice experiments
by Manna, Soumen & Das, Ashish
- 88-93 Artifactual unit root behavior of Value at risk (VaR)
by Chan, Ngai Hang & Sit, Tony
- 94-100 Asymmetric risk of the Stein variance estimator under a misspecified linear regression model
by Qin, Huaizhen & Ouyang, Weiwei
- 101-106 Pitman closeness properties of point estimators and predictive densities with parametric constraints
by Matsuda, Takeru & Strawderman, William E.
- 107-115 Optimal designs for regression models with autoregressive errors
by Dette, Holger & Pepelyshev, Andrey & Zhigljavsky, Anatoly
- 116-121 A maximum principle for the stochastic variational inequalities
by Xu, Siyan & Zheng, Mengqi
- 122-130 A solution to the reversible embedding problem for finite Markov chains
by Jia, Chen
- 131-138 When Markov chains meet: A continuous-time model of network evolution
by Gilboa-Freedman, Gail & Hassin, Refael
- 139-145 Large and moderate deviations for a renewal randomly indexed branching process
by Gao, Zhenlong & Wang, Weigang
- 146-156 Fractional spherical random fields
by D’Ovidio, Mirko & Leonenko, Nikolai & Orsingher, Enzo
2016, Volume 115, Issue C
- 1-7 Distributions in a class of Poissonized urns with an application to Apollonian networks
by Zhang, Panpan & Mahmoud, Hosam M.
- 8-15 On some properties of the low-dimensional Gumbel perturbations in the Perturb-and-MAP model
by Tomczak, Jakub M.
- 16-26 Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay
by Qiu, Qinwei & Liu, Wei & Hu, Liangjian & Mao, Xuerong & You, Surong
- 27-35 Generalized seasonal tapered block bootstrap
by Dudek, Anna E. & Paparoditis, Efstathios & Politis, Dimitris N.
- 36-44 Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model
by Hong, Won-Tak & Hwang, Eunju
- 45-53 Representation of stationary and stationary increment processes via Langevin equation and self-similar processes
by Viitasaari, Lauri
- 54-59 Regressor and disturbance have moments of all orders, least squares estimator has none
by West, Kenneth D. & Zhao, Zifeng
- 60-69 Consistent estimation of ordinary differential equation when the transformation parameter is unknown
by Zhou, Jie & Feng, Hai-Lin
- 70-78 Generalized sooner waiting time problems in a sequence of trinary trials
by Eryilmaz, Serkan & Gong, Min & Xie, Min
- 79-87 Chi-square mixture representations for the distribution of the scalar Schur complement in a noncentral Wishart matrix
by Siriteanu, Constantin & Kuriki, Satoshi & Richards, Donald & Takemura, Akimichi
2016, Volume 114, Issue C
- 1-5 A characterization of the normal distribution by the independence of a pair of random vectors
by Ejsmont, Wiktor
- 6-13 Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model
by Shen, Xinmei & Xu, Menghao & Mills, Ebenezer Fiifi Emire Atta
- 14-19 An accurate updating formula to calculate sample variance from weighted successive differences
by Sun, Tien-Lung & Lo, Kuo-Hung & Chen, Juei-Chao
- 20-29 Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims
by Lu, Dawei & Zhang, Bin
- 30-37 Recursive estimation of time-average variance constants through prewhitening
by Zheng, Wei & Jin, Yong & Zhang, Guoyi
- 38-47 Testing composite null hypotheses based on S-divergences
by Ghosh, Abhik & Basu, Ayanendranath
- 48-53 Improved prediction intervals in heteroscedastic mixed-effects models
by Mathew, Thomas & Menon, Sandeep & Perevozskaya, Inna & Weerahandi, Samaradasa
- 54-59 Sharp total variation bounds for finitely exchangeable arrays
by Volfovsky, Alexander & Airoldi, Edoardo M.
- 60-66 Markov multi-variate survival indicators for default simulation as a new characterization of the Marshall–Olkin law
by Brigo, Damiano & Mai, Jan-Frederik & Scherer, Matthias
- 67-77 Weak convergence of renewal shot noise processes in the case of slowly varying normalization
by Iksanov, Alexander & Kabluchko, Zakhar & Marynych, Alexander
- 78-85 Modified kernel regression estimation with functional time series data
by Ling, Nengxiang & Wang, Chao & Ling, Jin
- 86-92 Note on the singularity of the Poisson–gamma model
by Jakimauskas, Gintautas & Sakalauskas, Leonidas
- 93-98 A new proof for the peakedness of linear combinations of random variables
by Ju, Shan & Pan, Xiaoqing
- 99-103 Projection pursuit multi-index (PPMI) models
by Akritas, Michael G.
- 104-110 Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices
by Uematsu, Yoshimasa
- 111-118 Construction of Sudoku-based uniform designs with mixed levels
by Li, Hongyi & Chatterjee, Kashinath & Li, Bo & Qin, Hong
- 119-127 Ordering properties of order statistics from heterogeneous exponentiated Weibull models
by Kundu, Amarjit & Chowdhury, Shovan
2016, Volume 113, Issue C
- 1-6 Geometric ergodicity of Rao and Teh’s algorithm for homogeneous Markov jump processes
by Miasojedow, Błażej & Niemiro, Wojciech
- 7-15 Estimation of the noise covariance operator in functional linear regression with functional outputs
by Crambes, Christophe & Hilgert, Nadine & Manrique, Tito
- 16-22 A weighted simulation-based estimator for incomplete longitudinal data models
by Li, Daniel H. & Wang, Liqun
- 23-29 Posterior property of Student-t linear regression model using objective priors
by Wang, Min & Yang, Mingan
- 30-37 Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles
by He, Fengyang & Cheng, Yebin & Tong, Tiejun
- 38-40 Efficient computation of adjusted p-values for resampling-based stepdown multiple testing
by Romano, Joseph P. & Wolf, Michael
- 41-48 Nonparametric Bayes modeling with sample survey weights
by Kunihama, T. & Herring, A.H. & Halpern, C.T. & Dunson, D.B.
- 49-53 Bin sizes in time-inhomogeneous infinite Polya processes
by Stark, Dudley
- 54-61 A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes
by Czarna, Irmina & Renaud, Jean-François
- 62-70 On a Brownian motion with a hard membrane
by Mandrekar, Vidyadhar & Pilipenko, Andrey
- 71-78 A random matrix from a stochastic heat equation
by Pacheco, Carlos G.
- 79-83 A characterization of the generalized Laplace distribution by constant regression on the sample mean
by Bar-Lev, Shaul K. & Bshouty, Daoud
- 84-93 Randomly stopped sums of not identically distributed heavy tailed random variables
by Danilenko, Svetlana & Šiaulys, Jonas
- 94-102 A note on continual reassessment method
by Tian, Tian
- 103-107 Bayesian inference for extreme quantiles of heavy tailed distributions
by Farias, Rafael B.A. & Montoril, Michel H. & Andrade, José A.A.
2016, Volume 112, Issue C
- 1-4 Conditional independence and conditioned limit laws
by Papastathopoulos, Ioannis
- 5-9 Bayesian information in an experiment and the Fisher information distance
by Walker, Stephen G.
- 10-19 Extremal properties of the skew-t distribution
by Peng, Zuoxiang & Li, Chunqiao & Nadarajah, Saralees
- 20-25 Simplicial bivariate tests for randomness
by Van Bever, Germain
- 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
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