Contact information of Elsevier
Serial Information
Order information: Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
Web:
https://shop.elsevier.com/order?id=505573&ref=505573_01_ooc_1&version=01
To be notified about new items in this series: Free volume/issue alert on ScienceDirect (see also
NEP)
Download restrictions: Full text for ScienceDirect subscribers only
Editor: Somnath Datta
The email address of this editor does not seem to be valid any more. Please ask Somnath Datta to have the entry updated or send us the correct address.
Editor: Hira L. Koul
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 ...
Series handle: RePEc:eee:stapro
ISSN: 0167-7152
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Content
2015, Volume 102, Issue C
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.
- 123-130 On testing for sphericity with non-normality in a fixed effects panel data model
by Baltagi, Badi H. & Kao, Chihwa & Peng, Bin
- 131-135 A note on stochastic domination for discrete exponential families
by Chang, Yuan-Tsung & Strawderman, William E.
- 136-143 Supermodular ordering of Poisson arrays
by Kızıldemir, Bünyamin & Privault, Nicolas
- 144-150 The difference of symmetric quantiles under long range dependence
by Tarr, G. & Weber, N.C. & Müller, S.
2015, Volume 97, Issue C
- 1-8 Tests for successive differences of quantiles
by Soni, Pooja & Dewan, Isha & Jain, Kanchan
- 9-15 The exponential moment tail of inhomogeneous renewal process
by Bernackaitė, Emilija & Šiaulys, Jonas
- 16-24 Some remarks on general linear model with new regressors
by Lu, Changli & Gan, Shengjun & Tian, Yongge
- 25-31 Stochastic comparisons of parallel systems with exponentiated Weibull components
by Fang, Longxiang & Zhang, Xinsheng
- 32-40 Confidence interval construction for sensitivity difference of two continuous-scale diagnostic tests at the fixed level of two specificities
by Tang, Nian-Sheng & Luo, Xian-Gui
- 41-45 Approximate ellipsoidal tolerance regions for multivariate normal populations
by Mbodj, Malick & Mathew, Thomas
- 46-53 Likelihood ratio order of sample minimum from heterogeneous Weibull random variables
by Li, Chen & Li, Xiaohu
- 54-62 Some Stein-type inequalities for multivariate elliptical distributions and applications
by Landsman, Zinoviy & Vanduffel, Steven & Yao, Jing
- 63-68 On the discrepancy between Bayes credibility and frequentist probability of coverage
by Bahamyirou, Asma & Marchand, Éric
- 69-75 Large deviations for one-dimensional random walks on discrete point processes
by Zhu, Lingjiong
- 76-82 Constructing uniform designs under mixture discrepancy
by Chen, Wen & Qi, Zong-Feng & Zhou, Yong-Dao
- 83-87 On expected occupation time of Brownian bridge
by Chi, Zhiyi & Pozdnyakov, Vladimir & Yan, Jun
- 88-98 Robust inference in partially linear models with missing responses
by Bianco, Ana M. & Boente, Graciela & González-Manteiga, Wenceslao & Pérez-González, Ana
- 99-107 A conditional version of the extended Kolmogorov–Feller weak law of large numbers
by Yuan, Demei & Hu, Xuemei
- 108-115 Weighted least squares-based inference for stable and unstable threshold power ARCH processes
by Aknouche, Abdelhakim & Touche, Nassim
- 116-119 A generalization of an integral arising in the theory of distance correlation
by Dueck, Johannes & Edelmann, Dominic & Richards, Donald
- 120-124 On full efficiency of the maximum composite likelihood estimator
by Kenne Pagui, E.C. & Salvan, A. & Sartori, N.
- 125-131 On residual inaccuracy of order statistics
by Thapliyal, Richa & Taneja, H.C.
- 132-141 Robust adaptive estimation for semivarying coefficient models
by Zhao, Weihua & Zhang, Riquan & Liu, Jicai & Hu, Hongchang
- 142-149 On the Fisher information and design of a flexible progressive censored experiment
by Park, Sangun & Ng, Hon Keung Tony & Chan, Ping Shing
- 150-154 A matching prior for the shape parameter of the exponential power distribution
by Wang, Min & Lu, Tao
- 155-164 L2 differentiability of generalized linear models
by Pupashenko, Daria & Ruckdeschel, Peter & Kohl, Matthias
- 165-175 On Hong–Tamer’s estimator in nonlinear errors-in-variable regression models
by Wu, Jianghong & Song, Weixing
- 176-184 Weber’s optimal stopping problem and generalizations
by Dendievel, Rémi
- 185-191 Optimal restricted estimation for more efficient longitudinal causal inference
by Kennedy, Edward H. & Joffe, Marshall M. & Small, Dylan S.
- 192-196 A sequential hypothesis test based on a generalized Azuma inequality
by Reijsbergen, Daniël & Scheinhardt, Werner & de Boer, Pieter-Tjerk
- 197-205 Representation theorems for generators of BSDEs with monotonic and convex growth generators
by Zheng, Shiqiu & Li, Shoumei
- 206-211 Statistical properties of gene–gene correlations in omics experiments
by Qin, Huaizhen & Ouyang, Weiwei
- 212-215 A note on random variables with an infinite absolute first moment
by Hu, Tien-Chung & Rosalsky, Andrew
- 216-221 Extremes of random variables observed in renewal times
by Basrak, Bojan & Špoljarić, Drago
- 222-228 Lower bounds of the Hausdorff dimension for the images of Feller processes
by Knopova, V. & Schilling, R.L. & Wang, J.
- 229-240 Descents following maximal values in samples of geometric random variables
by Archibald, Margaret & Blecher, Aubrey & Brennan, Charlotte & Knopfmacher, Arnold
- 241-246 Almost sure behavior of functionals of stationary Gibbs point processes
by Coeurjolly, Jean-François
2015, Volume 96, Issue C
- 1-9 Large deviations of mean-field stochastic differential equations with jumps
by Cai, Yujie & Huang, Jianhui & Maroulas, Vasileios
- 10-20 On the timing to switch on the standby in k-out-of-n:G redundant systems
by Li, Xiaohu & Fang, Rui & Mi, Jie
- 21-27 Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data
by Lai, Peng & Meng, Jie & Lian, Heng
- 28-37 Length of the minimum sequence containing repeats of success runs
by Makri, Frosso S. & Psillakis, Zaharias M. & Arapis, Anastasios N.
- 38-44 On the comparison theorem for multi-dimensional G-SDEs
by Luo, Peng & Wang, Falei
- 45-53 Composite estimating equation approach for additive risk model with length-biased and right-censored data
by Ma, Huijuan & Zhang, Feipeng & Zhou, Yong
- 54-60 Constructions for a bivariate beta distribution
by Olkin, Ingram & Trikalinos, Thomas A.
- 61-67 Association of zero-inflated continuous variables
by Pimentel, Ronald S. & Niewiadomska-Bugaj, Magdalena & Wang, Jung-Chao
- 68-74 A general set up for minimum disparity estimation
by Kuchibhotla, Arun Kumar & Basu, Ayanendranath
- 75-84 Backward doubly stochastic differential equations with stochastic Lipschitz condition
by Owo, Jean-Marc
- 85-94 Some strong laws of large number for double array of random upper semicontinuous functions in convex combination spaces
by Quang, Nguyen Van & Nguyen, Pham Tri
- 95-101 Multifractional Poisson process, multistable subordinator and related limit theorems
by Molchanov, Ilya & Ralchenko, Kostiantyn
- 102-108 Linear increment in efficiency with the inclusion of surrogate endpoint
by Banerjee, Buddhananda & Biswas, Atanu
- 109-116 The quantile-based skew logistic distribution
by van Staden, Paul J. & King, Robert A.R.
- 117-122 On renewal increasing mean residual life distributions: An age replacement model with hypothesis testing application
by Sepehrifar, Mohammad B. & Khorshidian, Kavoos & Jamshidian, Ahmad R.
- 123-132 On generalized dynamic survival and failure entropies of order (α,β)
by Kayal, Suchandan
- 133-140 A new lower bound for wrap-around L2-discrepancy on two and three mixed level factorials
by Zhang, Qionghui & Wang, Zhenghong & Hu, Jianwei & Qin, Hong
- 141-148 A note on global suprema of band-limited spherical random functions
by Marinucci, Domenico & Vadlamani, Sreekar
- 149-153 Explicit characterization of moments of balanced triangular Pólya urns by an elementary approach
by Zhang, Panpan & Chen, Chen & Mahmoud, Hosam
- 154-161 On the propriety of the posterior of hierarchical linear mixed models with flexible random effects distributions
by Rubio, F.J.
- 162-169 Note on the service time in an M/G/1 queue with bounded workload
by Brill, Percy H.
- 170-179 Weak convergence of the weighted sequential empirical process of some long-range dependent data
by Buchsteiner, Jannis
- 180-184 Exact tail asymptotics of the supremum attained by a Lévy process
by Asghari, N.M. & Dȩbicki, K. & Mandjes, M.
- 185-189 Counterexamples to a Central Limit Theorem and a Weak Law of Large Numbers for capacities
by Terán, Pedro
- 190-195 Convergence of the EM algorithm for continuous mixing distributions
by Chung, Yeojin & Lindsay, Bruce G.
- 196-203 On missing-at-random mechanism in two-way incomplete contingency tables
by Kim, Seongyong & Park, Yousung & Kim, Daeyoung
- 204-211 Regression trees and forests for non-homogeneous Poisson processes
by Mathlouthi, Walid & Fredette, Marc & Larocque, Denis
- 212-222 First hitting times for doubly skewed Ornstein–Uhlenbeck processes
by Song, Shiyu & Wang, Suxin & Wang, Yongjin
- 223-231 Logarithmic Lambert W×F random variables for the family of chi-squared distributions and their applications
by Witkovský, Viktor & Wimmer, Gejza & Duby, Tomy
- 232-240 Local linear quantile regression with truncated and dependent data
by Wang, Jiang-Feng & Ma, Wei-Min & Fan, Guo-Liang & Wen, Li-Min
- 241-246 On improved shrinkage estimators for concave loss
by Kubokawa, Tatsuya & Marchand, Éric & Strawderman, William E.
- 247-254 Moderate deviation principles for Engel’s, Sylvester’s series and Cantor’s products
by Hu, Wei
- 255-261 Rate of strong consistency for nonparametric estimators based on twice censored data
by Kitouni, Abderrahim & Boukeloua, Mohamed & Messaci, Fatiha
- 262-268 Large deviations for the boundary local time of doubly reflected Brownian motion
by Forde, Martin & Kumar, Rohini & Zhang, Hongzhong
- 269-272 On the asymptotic behavior of randomly weighted averages
by Roozegar, Rasool & Soltani, A.R.
- 273-280 Lee discrepancy on symmetric three-level combined designs
by Elsawah, A.M. & Qin, Hong
- 281-286 A variance ratio test of fit for Gamma distributions
by Villaseñor, José A. & González-Estrada, Elizabeth
- 287-291 A note on exponential inequalities for the distribution tails of canonical von Mises’ statistics of dependent observations
by Borisov, I.S. & Volodko, N.V.
- 292-298 The multivariate Gini ratio
by Eisenberg, Bennett
- 299-306 On Trotter–Kato approximations of semilinear stochastic evolution equations in infinite dimensions
by Govindan, T.E.
- 307-314 Limit distributions of generalized St. Petersburg games
by Nakata, Toshio
- 315-321 On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients
by Semrau-Giłka, Alina
- 322-327 A note on cumulative mean estimation
by Zeng, Bilin & Yu, Zhou & Wen, Xuerong Meggie
- 328-332 A note on the direction maximizing skewness in multivariate skew-t vectors
by Arevalillo, Jorge M. & Navarro, Hilario
- 333-340 A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix
by Bai, Zhidong & Wang, Chen
- 341-345 Extreme-trimmed St. Petersburg games
by Gut, Allan & Martin-Löf, Anders
- 346-355 Nonparametric adaptive density estimation on random fields using wavelet method
by Li, Linyuan
- 356-364 Comonotonicity, orthant convex order and sums of random variables
by Mesfioui, Mhamed & Denuit, Michel M.
2014, Volume 95, Issue C
- 1-5 When the bispectrum is real-valued
by Iglói, E. & Terdik, Gy.
- 6-14 A note on intermittency for the fractional heat equation
by Balan, Raluca M. & Conus, Daniel
- 15-25 Estimation and test procedures for composite quantile regression with covariates missing at random
by Ning, Zijun & Tang, Linjun
- 26-32 Weak convergence of probability measures of Yosida approximate mild solutions of neutral SPDEs
by Govindan, T.E.
- 33-38 An asymptotically minimax kernel machine
by Ghosh, Debashis
- 39-47 Records with confirmation
by Nevzorov, V.B. & Stepanov, A.
- 48-56 The distribution of the maximum of the multivariate AR(p) and multivariate MA(p) processes
by Withers, Christopher S. & Nadarajah, Saralees
- 57-62 The one-sided posterior predictive p-value for Fieller’s problem
by Zhao, Guimei & Xu, Xingzhong
- 63-70 Adaptive FWER control procedure for grouped hypotheses
by Zhao, Haibing
- 71-76 Semi-Markov and reward fields
by Soltani, A.R. & Ghasemi, H.
- 77-84 Extension of Mood’s median test for survival data
by Chen, Zhongxue
- 85-91 On the moments of order statistics coming from the Topp–Leone distribution
by MirMostafaee, S.M.T.K.
- 92-100 Spectral properties of MCMC algorithms for Bayesian linear regression with generalized hyperbolic errors
by Jung, Yeun Ji & Hobert, James P.
- 101-109 Limit infimum results for subsequences of partial sums and random sums of i.i.d. random variables
by Sreehari, Maddipatla & Divanji, Gooty
- 110-117 A generalized boxplot for skewed and heavy-tailed distributions
by Bruffaerts, Christopher & Verardi, Vincenzo & Vermandele, Catherine
- 118-124 A linear regression model with persistent level shifts: An alternative to infill asymptotics
by Woody, Jonathan & Lund, Robert
- 125-131 Default barrier intensity model for credit risk evaluation
by Elhiwi, Majdi
- 132-138 Inverse probability weighted estimation of local average treatment effects: A higher order MSE expansion
by Donald, Stephen G. & Hsu, Yu-Chin & Lieli, Robert P.
- 139-143 A weak-type inequality for the martingale square function
by Osȩkowski, Adam
- 144-149 On location mixtures with Pólya frequency components
by Balabdaoui, Fadoua & Butucea, Cristina
- 150-154 A simple root-N-consistent semiparametric estimator for discrete duration models
by Reza, Sadat & Rilstone, Paul
2014, Volume 94, Issue C
Printed from https://ideas.repec.org/s/eee/stapro14.html
