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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 ...
Series handle: RePEc:eee:stapro
ISSN: 0167-7152
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Content
2012, Volume 82, Issue 3
- 599-605 A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in Rn
by Vakeroudis, S. & Yor, M.
- 606-613 Testing the covariance function of stationary Gaussian random fields
by Taheriyoun, Ali Reza
- 614-620 Asymptotic behavior of the solution of heat equation driven by fractional white noise
by Song, Jian
- 621-625 On the nonidentifiability property of Archimedean copula models under dependent censoring
by Wang, Antai
- 626-635 Model-based likelihood ratio confidence intervals for survival functions
by Subramanian, Sundarraman
- 636-644 Two-sample Dvoretzky–Kiefer–Wolfowitz inequalities
by Wei, Fan & Dudley, Richard M.
- 645-652 Exact asymptotics of supremum of a stationary Gaussian process over a random interval
by Arendarczyk, Marek & Dȩbicki, Krzysztof
- 653-663 Weighted composite quantile estimation and variable selection method for censored regression model
by Tang, Linjun & Zhou, Zhangong & Wu, Changchun
- 664-671 Atomic decompositions of Banach lattice-valued martingales
by Zhang, Xueying & Zhang, Chuanzhou
- 672-682 Anticipated backward stochastic differential equations with non-Lipschitz coefficients
by Wu, Hao & Wang, Wenyuan & Ren, Jie
- 683-691 Maximal and moment inequalities for demimartingales and N-demimartingales
by Christofides, Tasos C. & Hadjikyriakou, Milto
- 692-698 Asymptotic power comparison of three tests in GMANOVA when the number of observed points is large
by Yamada, Takayuki & Sakurai, Tetsuro
- 699-704 Heat equation with a general stochastic measure on nested fractals
by Radchenko, Vadym & Zähle, Martina
2012, Volume 82, Issue 2
- 217-224 Approximation of the variance gamma model with a finite mixture of normals
by Loregian, Angela & Mercuri, Lorenzo & Rroji, Edit
- 225-231 Shrinkage estimation for identification of linear components in additive models
by Lian, Heng
- 232-239 Some inequalities for demimartingales and N-demimartingales
by Hu, Shuhe & Wang, Xinghui & Yang, Wenzhi & Wang, Xuejun
- 240-251 Stochastic integration with respect to the sub-fractional Brownian motion with H∈(0,12)
by Shen, Guangjun & Chen, Chao
- 252-261 A two-parameter of weighted exponential distributions
by Shakhatreh, M.K.
- 262-267 An order-theoretic mixing condition for monotone Markov chains
by Kamihigashi, Takashi & Stachurski, John
- 268-273 A short note on the GI/Geo/1 queueing system
by Pacheco, A. & Samanta, S.K. & Chaudhry, M.L.
- 274-282 A bias corrected nonparametric regression estimator
by Yao, Weixin
- 283-290 New results on stochastic comparisons of two-component series and parallel systems
by Misra, Neeraj & Misra, Amit Kumar
- 291-294 An elementary proof of the lower bound of Cramér’s Theorem in Rd
by Yang, Xiangfeng
- 295-302 Stochastic orders of the Marshall–Olkin extended distribution
by Nanda, Asok K. & Das, Suchismita
- 303-307 Continuous inspection with memory
by Gusev, Andrey L.
- 308-317 Variable selection and coefficient estimation via composite quantile regression with randomly censored data
by Jiang, Rong & Qian, Weimin & Zhou, Zhangong
- 318-325 Weighted-mean regions of a probability distribution
by Dyckerhoff, Rainer & Mosler, Karl
- 326-331 Generalized δ-shock model via runs
by Eryılmaz, Serkan
- 332-339 Prediction with measurement errors in finite populations
by Singer, Julio M. & Stanek, Edward J. & Lencina, Viviana B. & González, Luz Mery & Li, Wenjun & San Martino, Silvina
- 340-347 Asymptotic behavior and the moderate deviation principle for the maximum of a Dyck path
by Kousha, Termeh
- 348-356 A simple extension of boosting for asymmetric mislabeled data
by Hayashi, Kenichi
- 357-359 Sufficient statistic likelihood construction for age- and time-dependent multi-state joint recapture and recovery data
by McCrea, R.S.
- 360-364 On the asymptotic distribution of a unit root test against ESTAR alternatives
by Hanck, Christoph
- 365-370 On equivalencies between design-based and regression-based variance estimators for randomized experiments
by Samii, Cyrus & Aronow, Peter M.
- 371-377 Testing the no-treatment effect based on a possibly misspecified accelerated failure time model
by Hattori, Satoshi
- 378-384 Convergence rate for predictive recursion estimation of finite mixtures
by Martin, Ryan
- 385-395 Rates of convergence of extreme for general error distribution under power normalization
by Chen, Shouquan & Wang, Chao & Zhang, Geng
- 396-402 Missing information and an optimal one-step plan in a Type II progressive censoring scheme
by Park, Sangun & Ng, Hon Keung Tony
- 403-410 An explicit representation of Verblunsky coefficients
by Bingham, N.H. & Inoue, Akihiko & Kasahara, Yukio
2012, Volume 82, Issue 1
- 1-6 Bootstrap confidence interval for a correlation curve
by Nilsson, William & del Barrio Castro, Tomás
- 7-14 An inverse first-passage problem for one-dimensional diffusions with random starting point
by Abundo, Mario
- 15-21 On the estimation of the shape parameter of the gamma distribution in second-order asymptotics
by Takagi, Yoshiji
- 22-28 A note on a Marčenko–Pastur type theorem for time series
by Yao, Jianfeng
- 29-36 An empirical likelihood approach to quantile regression with auxiliary information
by Tang, Cheng Yong & Leng, Chenlei
- 37-39 On convex hull of d-dimensional fractional Brownian motion
by Davydov, Yu.
- 40-48 The first-passage times of phase semi-Markov processes
by Zhang, Xuan & Hou, Zhenting
- 49-57 The class of tenable zero-balanced Pólya urns with an initially dominant subset of colors
by Kholfi, Sanaa & Mahmoud, Hosam M.
- 58-62 Asymptotic efficiency of ridge estimator in linear and semiparametric linear models
by Luo, June
- 63-66 Empirical likelihood for the parametric part in partially linear errors-in-function models
by Huang, Zhensheng
- 67-71 A generalized Isserlis theorem for location mixtures of Gaussian random vectors
by Vignat, C.
- 72-76 Superlarge deviation probabilities for sums of independent lattice random variables with exponential decreasing tails
by Rozovsky, Leonid
- 77-83 Wrapped weighted exponential distributions
by Roy, Shongkour & Adnan, Mian Arif Shams
- 84-95 A new family of convex weakly compact valued random variables in Banach space and applications to laws of large numbers
by Castaing, Charles & Quang, Nguyen Van & Thuan, Nguyen Tran
- 96-102 A new generalized p-value for testing equality of inverse Gaussian means under heterogeneity
by Shi, Jian-Hong & Lv, Jiang-Long
- 103-108 Spectral analytic comparisons for data augmentation
by Roy, Vivekananda
- 109-115 A normal inverse Gaussian model for a risky asset with dependence
by Leonenko, N.N. & Petherick, S. & Sikorskii, A.
- 116-122 Moderate deviations for a risk model based on the customer-arrival process
by Shen, Xinmei & Zhang, Yi
- 123-129 A law of large numbers result for a bifurcating process with an infinite moving average representation
by Terpstra, Jeff T. & Elbayoumi, Tamer
- 130-138 Ruin probabilities of a bidimensional risk model with investment
by Zhang, Yuanyuan & Wang, Wensheng
- 139-144 Backbone decomposition for continuous-state branching processes with immigration
by Kyprianou, A.E. & Ren, Y.-X.
- 145-150 On the convergence of LePage series in Skorokhod space
by Davydov, Youri & Dombry, Clément
- 151-157 On the orthogonal component of BSDEs in a Markovian setting
by Réveillac, Anthony
- 158-164 A note on using periodogram-based distances for comparing spectral densities
by Jentsch, Carsten & Pauly, Markus
- 165-172 A note on first-passage times of continuously time-changed Brownian motion
by Hieber, Peter & Scherer, Matthias
- 173-179 L1-consistent estimation of the density of residuals in random design regression models
by Devroye, Luc & Felber, Tina & Kohler, Michael & Krzyżak, Adam
- 180-185 Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information
by Cai, Zongwu & Fang, Ying & Su, Jia
- 186-190 Inequalities for martingale transforms and related characterizations of Hilbert spaces
by Osȩkowski, Adam
- 191-195 The diminishing segment process
by Ambrus, Gergely & Kevei, Péter & Vígh, Viktor
- 196-202 A note on Gaussian correlation inequalities for nonsymmetric sets
by Lim, Adrian P.C. & Luo, Dejun
- 203-211 The K-level crossings of a random algebraic polynomial with dependent coefficients
by Matayoshi, Jeffrey
- 212-216 Almost surely convergent summands of a random sum
by Chobanyan, S. & Levental, S. & Mandrekar, V.
2011, Volume 81, Issue 12
- 1743-1750 Representation of Downton’s bivariate exponential random vector and its applications
by Kim, Bara & Kim, Jeongsim
- 1751-1755 Simultaneous estimation of negative binomial dispersion parameters
by Grevstad, Nels
- 1756-1759 Correction in Bayesian nonparametric estimation in a series system or a competing-risk model
by Polpo, A. & Sinha, D.
- 1760-1765 Generalization of ℓ1 constraints for high dimensional regression problems
by Alquier, Pierre & Hebiri, Mohamed
- 1766-1770 Hidden Markov partition models
by Farcomeni, Alessio
- 1771-1781 On the number of groups in clustering
by Fischer, Aurélie
- 1782-1791 A class of probability distribution functions preserving the packing dimension
by Li, Jinjun
- 1792-1801 A lack-of-fit test in Tobit errors-in-variables regression models
by Song, Weixing & Yao, Weixin
- 1802-1807 Nonparametric estimation of the log odds ratio for sparse data by kernel smoothing
by Chen, Ziqi & Shi, Ning-Zhong & Gao, Wei
- 1808-1812 A remark on the law of the logarithm for weighted sums of random variables with multidimensional indices
by Chen, Pingyan & Hao, Chunyan
- 1813-1821 On a generalized mixture of standard normal and skew normal distributions
by Satheesh Kumar, C. & Anusree, M.R.
- 1822-1822 Acknowledgement of priority to: “Universal residuals: A multivariate transformation. Statistics & Probability Letters 27, 2007, 1473–1478”
by Brockwell, A.E.
- 1823-1826 A note on two measures of dependence
by Bradley, Richard C.
- 1827-1832 Limiting behavior of the search cost distribution for the move-to-front rule in the stable case
by Leisen, Fabrizio & Lijoi, Antonio & Paroissin, Christian
- 1833-1840 Distribution-free monitoring of univariate processes
by Qiu, Peihua & Li, Zhonghua
- 1841-1846 Optimality of the threshold dividend strategy for the compound Poisson model
by Yin, Chuancun & Yuen, Kam Chuen
- 1847-1858 Weak consistency of the Support Vector Machine Quantile Regression approach when covariates are functions
by Crambes, Christophe & Gannoun, Ali & Henchiri, Yousri
- 1859-1861 Convergence in distribution of point processes on Polish spaces to a simple limit
by Peterson, Lisa D.
- 1862-1866 Portfolio separation properties of the skew-elliptical distributions, with generalizations
by Framstad, N.C.
- 1867-1870 A conservative estimator for the proportion of false nulls based on Dvoretzky, Kiefer and Wolfowitz inequality
by Farcomeni, Alessio & Pacillo, Simona
- 1871-1875 Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence
by Wishart, Justin Rory
- 1876-1882 The tail probability of the product of dependent random variables from max-domains of attraction
by Yang, Yingying & Hu, Shuhe & Wu, Tao
- 1883-1890 The strong law of large numbers and the Shannon–McMillan theorem for nonhomogeneous Markov chains indexed by a Cayley tree
by Dong, Yan & Yang, Weiguo & Bai, Jianfang
- 1891-1898 The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails
by Bai, Xiaodong & Song, Lixin
- 1899-1910 Time-changed Poisson processes
by Kumar, A. & Nane, Erkan & Vellaisamy, P.
- 1911-1919 Lower and upper bounds of large deviation for sums of subexponential claims in a multi-risk model
by Lu, Dawei
- 1920-1928 Consistency of spike and slab regression
by Ishwaran, Hemant & Sunil Rao, J.
- 1929-1939 On the fractional counterpart of the higher-order equations
by D’Ovidio, Mirko
- 1940-1944 Deviations of discrete distributions and a question of Móri
by Berenhaut, Kenneth S. & Baxley, John V. & Lyday, Robert G.
- 1945-1952 Sharp maximal inequality for nonnegative martingales
by Osȩkowski, Adam
- 1953-1960 Analytic and numerical analysis of some statistical features of fragmentation processes
by Ghorbel, M.
- 1961-1969 Parameter estimation for first-order bifurcating autoregressive processes with Weibull innovations
by Zhang, Chenhua
- 1970-1977 Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps
by Cui, Jing & Yan, Litan & Sun, Xichao
- 1978-1985 Asymptotic limit properties of the occupation measure for a transient Brownian sheet
by Lin, Huonan & Wang, Jian
- 1986-1994 Robust estimation for nonparametric generalized regression
by Bianco, Ana M. & Boente, Graciela & Sombielle, Susana
- 1995-2003 Invariant dependence structures and Archimedean copulas
by Durante, Fabrizio & Jaworski, Piotr & Mesiar, Radko
- 2004-2010 Spurious regression and lurking variables
by García-Belmonte, Lizeth & Ventosa-Santaulària, Daniel
- 2011-2015 Some inequalities for absolute moments
by Ushakov, N.G.
- 2016-2025 Ageing concepts: An approach based on quantile function
by Unnikrishnan Nair, N. & Vineshkumar, B.
- 2026-2029 A note on eigenvalues of random block Toeplitz matrices with slowly growing bandwidth
by Li, Yi-Ting & Liu, Dang-Zheng & Sun, Xin & Wang, Zheng-Dong
November 2011, Volume 81, Issue 11
- 1561-1564 Large deviations for the radial processes of the Brownian motions on hyperbolic spaces
by Hirao, Masatake
- 1565-1570 Concentration of measure for the number of isolated vertices in the Erdos-Rényi random graph by size bias couplings
by Ghosh, Subhankar & Goldstein, Larry & Raic, Martin
- 1571-1579 A uniform asymptotic expansion for weighted sums of exponentials
by van Leeuwaarden, J.S.H. & Temme, N.M.
- 1580-1587 Preliminary test estimation for spectra
by Maeyama, Yusuke & Tamaki, Kenichiro & Taniguchi, Masanobu
- 1588-1593 Least squares estimators of the regression function with twice censored data
by Kebabi, K. & Laroussi, I. & Messaci, F.
- 1594-1598 Characterizations of bivariate models using dynamic Kullback-Leibler discrimination measures
by Navarro, J. & Sunoj, S.M. & Linu, M.N.
- 1599-1603 Likelihood ratio tests for continuous monotone hazards with an unknown change point
by Williams, M.R. & Kim, D.
- 1604-1611 Fluctuation limits of site-dependent branching systems in critical and large dimensions
by Li, Yuqiang
- 1612-1622 Estimation for a class of nonstationary processes
by Lii, Keh-Shin & Rosenblatt, Murray
- 1623-1626 A Central Limit Theorem for linear random fields
by Mallik, Atul & Woodroofe, Michael
- 1627-1634 On periodically isotonic climate change
by Shen, Gang
- 1635-1647 Estimates of low bias for the multivariate normal
by Withers, Christopher S. & Nadarajah, Saralees
- 1648-1653 On infinitely divisible distributions with light tails of Lévy measures
by Braverman, Michael
- 1654-1663 Uniform convergence of nonparametric regressions in competing risk models with right censoring
by Bordes, Laurent & Gneyou, Kossi Essona
- 1664-1669 Selfdecomposability of moving average fractional Lévy processes
by Cohen, Serge & Maejima, Makoto
- 1670-1676 The bivariate normal copula function is regularly varying
by Fung, Thomas & Seneta, Eugene
- 1677-1682 Some new results on unimodality of generalized order statistics and their spacings
by Alimohammadi, Mahdi & Alamatsaz, Mohammad Hossein
- 1683-1689 The packing indices for some Lévy processes
by Zheng, Jing & Lin, Zhengyan & Tong, Changqing
- 1690-1694 Khasminskii-type theorems for stochastic functional differential equations with infinite delay
by Wu, Fuke & Hu, Shigeng
- 1695-1705 Deriving and comparing the distribution for the number of false positives in single step methods to control k-FWER
by Miecznikowski, Jeffrey C. & Gold, David & Shepherd, Lori & Liu, Song
- 1706-1716 Circulant type matrices with heavy tailed entries
by Bose, Arup & Guha, Suman & Hazra, Rajat Subhra & Saha, Koushik
- 1717-1724 Robust Bayesian prediction and estimation under a squared log error loss function
by Kiapour, A. & Nematollahi, N.
- 1725-1732 Relative deficiency of quantile estimators for left truncated and right censored data
by Zhao, Mu & Bai, Fangfang & Zhou, Yong
- 1733-1737 The exact null distribution of the generalized Hollander-Proschan type test for NBUE alternatives
by Anis, M.Z. & Basu, Kinjal
- 1738-1741 A note on Marcinkiewicz laws for strictly stationary [phi]-mixing sequences
by Szewczak, Zbigniew S.
October 2011, Volume 81, Issue 10
- 1471-1475 Properties of graphical regression models for multidimensional categorical data
by Johnson, Devin S. & Hoeting, Jennifer A.
- 1476-1481 Direct consequences of the basic Ballot Theorem
by Lengyel, Tamás
- 1482-1485 A new proof of convergence of MCMC via the ergodic theorem
by Asmussen, Søren & Glynn, Peter W.
- 1486-1492 An intermediate Baum-Katz theorem
by Gut, Allan & Stadtmüller, Ulrich
- 1493-1501 On Kendall-Ressel and related distributions
by Vinogradov, Vladimir
- 1502-1506 A nonparametric version of Wilks' lambda--Asymptotic results and small sample approximations
by Liu, Chunxu & Bathke, Arne C. & Harrar, Solomon W.
- 1507-1517 Simultaneous testing for the successive differences of exponential location parameters under heteroscedasticity
by Maurya, Vishal & Goyal, Anju & Gill, Amar Nath
- 1518-1523 A note on active redundancy allocations in k-out-of-n systems
by Misra, Amit Kumar & Misra, Neeraj
- 1524-1534 A new kind of modified transportation cost inequalities and polynomial concentration inequalities
by Ding, Ying & Zhang, Xinsheng
- 1535-1540 Offline and online weighted least squares estimation of nonstationary power ARCH processes
by Aknouche, Abdelhakim & Al-Eid, Eid M. & Hmeid, Aboubakry M.
- 1541-1546 A test for self-exciting clustering mechanism
by Fama, Yuchen & Pozdnyakov, Vladimir
- 1547-1551 Only the first term of some series counts
by Spataru, Aurel
- 1552-1558 On the first passage time of a simple random walk on a tree
by Bapat, R.B.
- 1559-1559 Corrigendum to: "Improved additive adjustments for the LR/ELR test statistics" [Statist. Probab. Lett. 81 (2011) 1245-1255]
by Kakizawa, Yoshihide
September 2011, Volume 81, Issue 9
- 1339-1347 Combining empirical likelihood and generalized method of moments estimators: Asymptotics and higher order bias
by Israelov, Roni & Lugauer, Steven
- 1348-1353 Maximal inequalities for N-demimartingale and strong law of large numbers
by Wang, Xuejun & Hu, Shuhe & Prakasa Rao, B.L.S. & Yang, Wenzhi
- 1354-1364 Marginal density estimation for linear processes with cyclical long memory
by Ould Haye, Mohamedou & Philippe, Anne
- 1365-1369 Multivariate copulas, quasi-copulas and lattices
by Fernández-Sánchez, Juan & Nelsen, Roger B. & Úbeda-Flores, Manuel
- 1370-1379 A multivariate semi-logistic autoregressive process and its characterization
by Yeh, Hsiaw-Chan
- 1380-1391 Lévy area for Gaussian processes: A double Wiener-Itô integral approach
by Ferreiro-Castilla, Albert & Utzet, Frederic
- 1392-1397 Simulating tail asymptotics of a Markov chain
by Khanchi, Aziz & Lamothe, Gilles
- 1398-1406 Bayesian estimation of regression parameters in elliptical measurement error models
by Vidal, Ignacio & Bolfarini, Heleno
- 1407-1418 The dispersive effect of cross-aging with archimedean copulas
by Denuit, Michel M. & Mesfioui, Mhamed
- 1419-1424 Local asymptotics for the time of first return to the origin of transient random walk
by Doney, R.A. & Korshunov, D.A.
- 1425-1435 Asymptotic behaviors of the Lorenz curve and Gini index in sampling from a length-biased distribution
by Fakoor, V. & Ghalibaf, M. Bolbolian & Azarnoosh, H.A.
- 1436-1444 Harnack inequalities for Ornstein-Uhlenbeck processes driven by Lévy processes
by Wang, Jian
- 1445-1448 Invariance of statistical causality under convergence
by Petrovic, Ljiljana & Dimitrijevic, Sladjana
- 1449-1457 Consistent estimation of species abundance from a presence-absence map
by Müller, Christine H. & Huggins, Richard & Hwang, Wen-Han
- 1458-1462 An elementary proof of the L1 log-Sobolev inequality for Poisson point processes
by Deng, Chang-Song & Song, Yan-Hong
- 1463-1464 A correction on approximation of smoothing probabilities for hidden Markov models
by Lember, Jüri
- 1465-1470 The Mantel-Haenszel estimator adapted for complex survey designs is not dually consistent
by Brumback, Babette A. & He, Zhulin
August 2011, Volume 81, Issue 8
- 903-906 A simple characterization of Student's distributions and normal distributions
by Wang, Jiantian
- 907-914 Estimation of the offspring mean in a supercritical branching process with non-stationary immigration
by Rahimov, I.
- 915-920 On simulated annealing with temperature-dependent energy and temperature-dependent communication
by Robini, Marc C. & Reissman, Pierre-Jean
- 921-929 Berry-Esseen bound for parameter estimation in some time inhomogeneous diffusions and applications
by Wang, Baobin & Jiang, Hui & Yu, Jinyou
- 930-936 A robust alternative to the ratio estimator under non-normality
by Oral, Evrim & Oral, Ece
- 937-946 On stochastic orderings of the Wilcoxon Rank Sum test statistic--With applications to reproducibility probability estimation testing
by De Capitani, L. & De Martini, D.
- 947-956 An empirical likelihood approach to data analysis under two-stage sampling designs
by Zheng, Ming & Yu, Wen
- 957-961 The product of two dependent random variables with regularly varying or rapidly varying tails
by Jiang, Jun & Tang, Qihe
- 962-972 Power variation of fractional integral processes with jumps
by Liu, Guangying & Zhang, Xinsheng
- 973-982 The beta Laplace distribution
by Cordeiro, Gauss M. & Lemonte, Artur J.
- 983-988 A nonparametric test for a two-sample scale problem based on subsample medians
by Mahajan, Kalpana K. & Gaur, Anil & Arora, Sangeeta
- 989-997 Tempered stable laws as random walk limits
by Chakrabarty, Arijit & Meerschaert, Mark M.
- 998-1002 On the Hougaard subordinated Gaussian Lévy processes
by Grigelionis, Bronius
- 1003-1012 Remarks on the intersection local time of fractional Brownian motions
by Chen, Chao & Yan, Litan
- 1013-1020 A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter
by Diop, Mamadou Abdoul & Ouknine, Youssef
- 1021-1026 Goal achieving probabilities of constrained mean-variance strategies
by Scott, Alexandre & Watier, François
- 1027-1033 Small Box-Behnken design
by Zhang, Tian-Fang & Yang, Jian-Feng & Lin, Dennis K.J.
- 1034-1038 A limit result for the prior predictive applied to checking for prior-data conflict
by Evans, Michael & Jang, Gun Ho
- 1039-1045 The estimation of the correlation coefficient of bivariate data under dependence: Convergence analysis
by Masry, Elias
- 1046-1051 Frame theory in directional statistics
by Ehler, Martin & Galanis, Jennifer
- 1052-1055 Importance sampling as a variational approximation
by Nott, David J. & Li, Jialiang & Fielding, Mark
- 1056-1062 Sparse variational analysis of linear mixed models for large data sets
by Armagan, Artin & Dunson, David
- 1063-1071 Multivariate causality tests with simulation and application
by Bai, Zhidong & Li, Heng & Wong, Wing-Keung & Zhang, Bingzhi
- 1072-1077 Some characterization results on generalized cumulative residual entropy measure
by Kumar, Vikas & Taneja, H.C.
- 1078-1085 The mean-variance ratio test--A complement to the coefficient of variation test and the Sharpe ratio test
by Bai, Zhidong & Wang, Keyan & Wong, Wing-Keung
- 1086-1093 Martingale transforms between Hardy-Orlicz spaces and of martingales
by Yu, Lin
- 1094-1097 Relaxation time is monotone in temperature in the mean-field Ising model
by Kargin, Vladislav
- 1098-1103 The generalized Cantor distribution and its corresponding inverse distribution
by Arnold, Barry C.
- 1104-1111 Estimation for discretely observed continuous state branching processes with immigration
by Huang, Jianhui & Ma, Chunhua & Zhu, Cai
- 1112-1120 On the Kolmogorov inequalities for quadratic forms of dependent uniformly bounded random variables
by Eghbal, N. & Amini, M. & Bozorgnia, A.
- 1121-1127 Godambe estimating functions and asymptotic optimal inference
by Hwang, S.Y. & Basawa, I.V.
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