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Content
2011, Volume 81, Issue 12
- 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.
- 1128-1135 Martingale limit theorems of divisible statistics in a multinomial scheme with mixed frequencies
by Wu, Haizhen & Kvizhinadze, Giorgi
- 1136-1142 High-dimensional generation of Bernoulli random vectors
by Modarres, Reza
- 1143-1149 A Laplace transform method for order statistics from nonidentical random variables and its application in Phase-type distribution
by Abdelkader, Yousry H.
- 1150-1154 An equivalent representation of the Brown-Resnick process
by Engelke, S. & Kabluchko, Z. & Schlather, M.
- 1155-1160 Optimal response-adaptive allocation designs in phase III clinical trials: Incorporating ethics in optimality
by Biswas, Atanu & Bhattacharya, Rahul
- 1161-1172 On the solution process for a stochastic fractional partial differential equation driven by space-time white noise
by Wu, Dongsheng
- 1173-1178 Applying Brownian motion to the study of birth-death chains
by Markowsky, Greg
- 1179-1182 The p-folded cumulative distribution function and the mean absolute deviation from the p-quantile
by Xue, Jing-Hao & Titterington, D. Michael
- 1183-1189 Mean first passage times of two-dimensional processes with jumps
by Bo, Lijun & Lefebvre, Mario
- 1190-1195 The mixing advantage for bounded random variables
by Hamza, K. & Sudbury, A.W.
- 1196-1207 Pricing basket default swaps in a tractable shot noise model
by Herbertsson, Alexander & Jang, Jiwook & Schmidt, Thorsten
- 1208-1217 Heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions
by Lachos, Victor H. & Bandyopadhyay, Dipankar & Garay, Aldo M.
- 1218-1229 General Freidlin-Wentzell Large Deviations and positive diffusions
by Baldi, P. & Caramellino, L.
- 1230-1232 Large-time asymptotics for an uncorrelated stochastic volatility model
by Forde, Martin
- 1233-1240 A general Isserlis theorem for mixed-Gaussian random variables
by Michalowicz, J.V. & Nichols, J.M. & Bucholtz, F. & Olson, C.C.
- 1241-1244 A law of the iterated logarithm for the product limit estimator with doubly censored data
by Messaci, Fatiha & Nemouchi, Nahima
- 1245-1255 Improved additive adjustments for the LR/ELR test statistics
by Kakizawa, Yoshihide
- 1256-1259 On the visibility in well-behaved random sets in Euclidean space
by Tykesson, Johan
- 1260-1266 A sharp inequality for martingales and its applications
by Li, Bainian & Zhang, Kongsheng & Wu, Libin
- 1267-1275 A general criterion to determine the number of change-points
by Ciuperca, Gabriela
- 1276-1284 Deterministic and stochastic stability of a mathematical model of smoking
by Lahrouz, A. & Omari, L. & Kiouach, D. & Belmaâti, A.
- 1285-1291 Efficiency of the OLS estimator in the vicinity of a spatial unit root
by Martellosio, Federico
- 1292-1299 Renewal theory with a trend
by Gut, Allan
- 1300-1305 On a stochastic interacting model with stepping-stone noises
by Bo, Lijun & Wang, Yongjin
- 1306-1310 The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data
by Ajami, M. & Fakoor, V. & Jomhoori, S.
- 1311-1318 Finite-sample density and its small sample asymptotic approximation
by Jurecková, Jana & Sabolová, Radka
- 1319-1325 The behavior of warm standby components with respect to a coherent system
by Eryilmaz, Serkan
- 1326-1335 Uniform Hölder exponent of a stationary increments Gaussian process: Estimation starting from average values
by Peng, Qidi
- 1336-1337 Corrigendum to "Prediction for some processes related to a fractional Brownian motion"
by Duncan, Tyrone E. & Fink, Holger
July 2011, Volume 81, Issue 7
- 715-716 Statistics in biological and medical sciences
by Datta, Somnath & van Houwelingen, Hans C.
- 717-723 Testing for constant nonparametric effects in general semiparametric regression models with interactions
by Wei, Jiawei & Carroll, Raymond J. & Maity, Arnab
- 724-729 Accelerated failure time regression for backward recurrence times and current durations
by Keiding, Niels & Fine, Jason P. & Hansen, Oluf H. & Slama, Rémy
- 730-738 A hidden Markov model for informative dropout in longitudinal response data with crisis states
by Spagnoli, Alessandra & Henderson, Robin & Boys, Richard J. & Houwing-Duistermaat, Jeanine J.
- 739-748 Asymptotics of Bonferroni for dependent normal test statistics
by Proschan, Michael A. & Shaw, Pamela A.
- 749-758 Bias-corrected Pearson estimating functions for Taylor's power law applied to benthic macrofauna data
by Jørgensen, Bent & Demétrio, Clarice G.B. & Kristensen, Erik & Banta, Gary T. & Petersen, Hans Christian & Delefosse, Matthieu
- 759-766 On the use of double cross-validation for the combination of proteomic mass spectral data for enhanced diagnosis and prediction
by Mertens, B.J.A. & van der Burgt, Y.E.M. & Velstra, B. & Mesker, W.E. & Tollenaar, R.A.E.M. & Deelder, A.M.
- 767-772 Using randomization tests to preserve type I error with response adaptive and covariate adaptive randomization
by Simon, Richard & Simon, Noah Robin
- 773-782 A very fast algorithm for matrix factorization
by Nikulin, Vladimir & Huang, Tian-Hsiang & Ng, Shu-Kay & Rathnayake, Suren I. & McLachlan, Geoffrey J.
- 783-791 The use of ROC for defining the validity of the prognostic index in censored data
by Wolf, Petra & Schmidt, Georg & Ulm, Kurt
- 792-796 Finding quantitative trait loci genes with collaborative targeted maximum likelihood learning
by Wang, Hui & Rose, Sherri & van der Laan, Mark J.
- 797-806 Presmoothing the transition probabilities in the illness-death model
by Amorim, Ana Paula & de Uña-Álvarez, Jacobo & Meira-Machado, Luís
- 807-812 Variance computations for functionals of absolute risk estimates
by Pfeiffer, R.M. & Petracci, E.
- 813-820 Propensity score modelling in observational studies using dimension reduction methods
by Ghosh, Debashis
- 821-828 Higher order inference on a treatment effect under low regularity conditions
by Li, Lingling & Tchetgen Tchetgen, Eric & van der Vaart, Aad & Robins, James M.
- 829-835 On the maximum total sample size of a group sequential test about bivariate binomial proportions
by Yu, Jihnhee & Kepner, James L.
- 836-841 Bayes factors in the presence of population stratification
by Wang, Linglu & Li, Qizhai & Li, Zhaohai & Zheng, Gang
- 842-851 Creating a suite of macros for meta-analysis in SAS®: A case study in collaboration
by Senn, Stephen & Weir, James & Hua, Tsushung A. & Berlin, Conny & Branson, Michael & Glimm, Ekkehard
- 852-860 Power, sample size and sampling costs for clustered data
by Tokola, K. & Larocque, D. & Nevalainen, J. & Oja, H.
- 861-869 Effect partitioning under interference in two-stage randomized vaccine trials
by VanderWeele, Tyler J. & Tchetgen Tchetgen, Eric J.
- 870-875 Sample size calculation for a regularized t-statistic in microarray experiments
by Hirakawa, Akihiro & Hamada, Chikuma & Yoshimura, Isao
- 876-883 A Bayesian approach for analyzing case 2 interval-censored data under the semiparametric proportional odds model
by Wang, Lianming & Lin, Xiaoyan
- 884-891 The two-dimensional beta binomial distribution
by Bibby, Bo Martin & Væth, Michael
- 892-901 Pseudo-likelihood methodology for partitioned large and complex samples
by Molenberghs, Geert & Verbeke, Geert & Iddi, Samuel
June 2011, Volume 81, Issue 6
- 632-638 Stochastic orderings, folded beta distributions and fairness in coin flips
by Berenhaut, Kenneth S. & Bergen, Lauren D.
- 639-641 A note on Left-Spherically Distributed test with covariates
by Finos, Livio
- 642-646 Functional central limit theorem for the volume of excursion sets generated by associated random fields
by Meschenmoser, D. & Shashkin, A.
- 647-651 Shape restriction of the multi-dimensional Bernstein prior for density functions
by Zheng, Yanbing
- 652-661 Bootstrap with larger resample size for root-n consistent density estimation with time series data
by Chang, Christopher C. & Politis, Dimitris N.
- 662-672 Almost sure limit theorems for stable distributions
by Wu, Qunying
- 673-677 On the degree evolution of a fixed vertex in some growing networks
by Lindholm, Mathias & Vallier, Thomas
- 678-684 Marcinkiewicz-Zygmund inequality for nonnegative N-demimartingales and related results
by Hadjikyriakou, Milto
- 685-693 Estimation of the essential supremum of a regression function
by Kohler, Michael & Krzyzak, Adam & Walk, Harro
- 694-703 NM-QELE for ARMA-GARCH models with non-Gaussian innovations
by Ha, Jeongcheol & Lee, Taewook
- 704-713 On the weighted multivariate Wilcoxon rank regression estimate
by Zhou, Weihua & Wang, Jin
2011, Volume 81, Issue 6
May 2011, Volume 81, Issue 5
- 539-547 Central limit theorems for a supercritical branching process in a random environment
by Wang, Hesong & Gao, Zhiqiang & Liu, Quansheng
- 548-551 The L1 strong consistency of ARCH innovation density estimator
by Cheng, Fuxia & Wen, Miin-Jye
- 552-559 Log-likelihood ratio test for detecting transient change
by Jarusková, Daniela & Piterbarg, Vladimir I.
- 560-562 Moment explosion in the LIBOR market model
by Gerhold, Stefan
- 563-570 On efficient estimators of two seemingly unrelated regressions
by Wang, Lichun & Lian, Heng & Singh, Radhey S.
- 571-579 Kernel adjusted density estimation
by Srihera, Ramidha & Stute, Winfried
- 580-585 A note on the stochastic differential equations driven by G-Brownian motion
by Ren, Yong & Hu, Lanying
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