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Content
May 2010, Volume 80, Issue 9-10
- 792-796 A new proof that the product of three or more exponential random variables is moment-indeterminate
by Ostrovska, Sofiya & Stoyanov, Jordan
- 797-806 On generalized mean residual life of record values
by Kundu, Chanchal & Nanda, Asok K.
- 807-815 The Kullback information criterion for mixture regression models
by Hafidi, Bezza & Mkhadri, Abdallah
- 816-824 A clustering-based discretization for supervised learning
by Gupta, Ankit & Mehrotra, Kishan G. & Mohan, Chilukuri
- 825-833 Comparison of length-intensity estimators for segment processes
by Pawlas, Zbynek & Honzl, Ondrej
- 834-839 On system reliability in stress-strength setup
by EryIlmaz, Serkan
- 840-847 Polar sets for anisotropic Gaussian random fields
by Söhl, Jakob
- 848-859 Some properties of the residual lifetime of progressively Type-II right censored order statistics
by Hashemi, Marzieh & Tavangar, Mahdi & Asadi, Majid
- 860-863 On the equivalence of limit distributions of a sum and of a maximum sum of independent random variables
by Sreehari, M.
- 864-873 On L[infinity] convergence of Neumann series approximation in missing data problems
by Chen, Hua Yun
- 874-885 On the conditional and unconditional distributions of the number of success runs on a circle with applications
by Inoue, Kiyoshi & Aki, Sigeo
- 886-891 A quantile based test for comparing cumulative incidence functions of competing risks models
by Sankaran, P.G. & Unnikrishnan Nair, N. & Sreedevi, E.P.
- 892-898 Asymptotic skewness in Birnbaum-Saunders nonlinear regression models
by Lemonte, Artur J. & Cordeiro, Gauss M.
- 899-902 On the Kolmogorov-Feller law for exchangeable random variables
by Stoica, George & Li, Deli
- 903-909 On the existence of solutions to BSDEs with generalized uniformly continuous generators
by Tian, Dejian & Jiang, Long & Davison, Matt
- 910-910 Corrigendum to: "On matricial measures of dependence in vector ARCH models with applications to diagnostic checking" [Statist. Probab. Lett. 68 (2004) 149-160]
by Duchesne, Pierre
April 2010, Volume 80, Issue 7-8
- 527-533 A note on assessing agreement for frailty models
by Guo, Ying & Manatunga, Amita K.
- 534-539 Distribution of extremal order statistics from large subsets of concomitants
by Wang, Ke & Nagaraja, H.N.
- 540-547 Local adaptive smoothing in kernel regression estimation
by Zheng, Qi & Kulasekera, K.B. & Gallagher, Colin
- 548-557 A note on the performance of the gamma kernel estimators at the boundary
by Zhang, Shunpu
- 558-565 Asymptotics for increments of stopped renewal processes
by Gut, Allan & Steinebach, Josef
- 566-572 Continuity in the Hurst parameter of the law of the Wiener integral with respect to the fractional Brownian motion
by Jolis, Maria & Viles, Noèlia
- 573-580 On the structure of generalized threshold arch processes
by Gonçalves, E. & Mendes-Lopes, N.
- 581-586 Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing
by Ghalibaf, M. Bolbolian & Fakoor, V. & Azarnoosh, H.A.
- 587-591 Some maximal inequalities for quadratic forms of negative superadditive dependence random variables
by Eghbal, N. & Amini, M. & Bozorgnia, A.
- 592-596 Further comments on the representation problem for stationary processes
by Laurent, Stéphane
- 597-607 A generalized penalty function in the Sparre-Andersen risk model with two-sided jumps
by Zhang, Zhimin & Yang, Hu
- 608-611 On the non-equilibrium density of geometric mean reversion
by Yang, Zhaojun & Ewald, Christian-Oliver
- 612-620 An asymptotic expansion for the tail of compound sums of Burr distributed random variables
by Kortschak, Dominik & Albrecher, Hansjörg
- 621-630 Doubly robust semiparametric estimation for the missing censoring indicator model
by Subramanian, Sundarraman & Bandyopadhyay, Dipankar
- 631-638 A note on the geometric ergodicity of a nonlinear AR-ARCH model
by Meitz, Mika & Saikkonen, Pentti
- 639-647 The AU algorithm for estimating equations in the presence of missing data
by Zhao, Huixiu & Ma, Wen-Qing & Guo, Jianhua
- 648-653 Minimum-norm estimation for a bi-exponential survival model
by Nov, Yuval & Davidov, Ori
- 654-661 On reversed hazard rate in general mixture models
by Li, Xiaohu & Da, Gaofeng & Zhao, Peng
- 662-669 Ruin probability in a one-sided linear model with constant interest rate
by Peng, Jiangyan & Huang, Jin
- 670-677 Compatibility of conditionally specified models
by Chen, Hua Yun
- 678-682 Logarithmic estimates for nonsymmetric martingale transforms
by Ose[combining cedilla]kowski, Adam
- 683-689 Dominated concentration
by Maurer, Andreas
- 690-696 A note on the doubly reflected backward stochastic differential equations driven by a Lévy process
by Fan, Xiliang & Ren, Yong & Zhu, Dongjin
- 697-705 Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes
by Veillette, Mark & Taqqu, Murad S.
- 706-710 Generalized incomplete Trojan-type designs
by Jaggi, Seema & Varghese, Cini & Varghese, Eldho & Sharma, V.K.
- 711-717 Ordered properties on the residual life and inactivity time of (n-k+1)-out-of-n systems under double monitoring
by Zhang, Zhengcheng & Yang, Yonghong
- 718-725 Second-order asymptotic expressions for the covariance matrix of maximum likelihood estimators in dispersion models
by Rocha, Andréa V. & Simas, Alexandre B. & Cordeiro, Gauss M.
- 726-732 Robust inference strategy in the presence of measurement error
by Ahmed, S. Ejaz & Hussein, Abdulkadir & Nkurunziza, Sévérien
- 733-738 Coverage probabilities of simultaneous confidence bands and regions for log-location-scale distributions
by Hong, Yili & Escobar, Luis A. & Meeker, William Q.
- 739-746 Comparing extreme models when the sign of the extreme value index is known
by Li, Deyuan & Peng, Liang
March 2010, Volume 80, Issue 5-6
- 263-269 A note on the path to extinction of critical Markov branching processes
by Wu, Xiaowei & Kimmel, Marek
- 270-276 Uniform convergence of empirical characteristic functions in a complex domain with applications to option pricing
by Binkowski, Karol & Kozek, Andrzej
- 277-284 On the first passage problem for correlated Brownian motion
by Metzler, Adam
- 285-292 Complete moment convergence of moving average processes under [phi]-mixing assumptions
by Zhou, Xingcai
- 293-295 A simple characterization of Student's t3 distribution
by Akhundov, I. & Nevzorov, V.B.
- 296-308 On the collision local time of sub-fractional Brownian motions
by Yan, Litan & Shen, Guangjun
- 309-317 On numbers of observations near randomly indexed order statistics
by Dembinska, Anna
- 318-323 Strong uniform consistency of kernel density estimators under a censored dependent model
by Fakoor, V.
- 324-332 Successive approximation of neutral functional stochastic differential equations with jumps
by Boufoussi, Brahim & Hajji, Salah
- 333-342 Evaluations of the mean residual lifetime of an m-out-of-n system
by Raqab, Mohammad Z.
- 343-347 The discovery of mean square error consistency of a ridge estimator
by Luo, June
- 348-356 A weak limit theorem for generalized multifractional Brownian motion
by Dai, Hongshuai & Li, Yuqiang
- 357-360 The Pickands representation of survival Marshall-Olkin copulas
by Mai, Jan-Frederik & Scherer, Matthias
- 361-365 A note on the cross-covariance operator and on congruence relations for Hilbert space valued stochastic processes
by King, David
- 366-375 On a multi-threshold compound Poisson process perturbed by diffusion
by Mitric, Ilie-Radu & Sendova, Kristina P. & Tsai, Cary Chi-Liang
- 376-380 Consistency of multivariate log-concave density estimators
by Schuhmacher, Dominic & Dümbgen, Lutz
- 381-385 On the optimal amount of experimentation in sequential decision problems
by Rosenberg, Dinah & Solan, Eilon & Vieille, Nicolas
- 386-389 A queuing system with time varying rates
by Flick, Allen & Liao, Ming
- 390-402 Distribution-free tests for no effect of treatment in heteroscedastic functional data under both weak and long range dependence
by Wang, Haiyan & Higgins, James & Blasi, Dale
- 403-412 Shape-restricted inference for Lorenz curves using duality theory
by Dentcheva, Darinka & Penev, Spiridon
- 413-420 Some remarks on Lp dispersion orderings
by López-Díaz, Miguel
- 421-426 Quasi-martingales with a linearly ordered index set
by Cassese, Gianluca
- 427-436 On the classical risk model with credit and debit interests under absolute ruin
by Wang, Chunwei & Yin, Chuancun & Li, Erqiang
- 437-444 Detecting finiteness in the right endpoint of light-tailed distributions
by Neves, Cláudia & Pereira, António
- 445-451 Order statistics and linear combination of order statistics arising from a bivariate selection normal distribution
by Jamalizadeh, A. & Balakrishnan, N. & Salehi, Mehdi
- 452-461 Exponential inequalities and inverse moment for NOD sequence
by Wang, Xuejun & Hu, Shuhe & Yang, Wenzhi & Ling, Nengxiang
- 462-472 The closure of the convolution equivalent distribution class under convolution roots with applications to random sums
by Yu, Changjun & Wang, Yuebao & Yang, Yang
- 473-479 On the relationships between copulas of order statistics and marginal distributions
by Navarro, Jorge & Spizzichino, Fabio
- 480-488 On the association of sum- and max-stable processes
by Wang, Yizao & Stoev, Stilian A.
- 489-496 Remarks on the SLLN for linear random fields
by Banys, Povilas & Davydov, Youri & Paulauskas, Vygantas
- 497-504 Empirical likelihood based inference for semiparametric varying coefficient partially linear models with error-prone linear covariates
by Huang, Zhensheng & Zhou, Zhangong & Jiang, Rong & Qian, Weimin & Zhang, Riquan
- 505-512 Sanov's theorem in the Wasserstein distance: A necessary and sufficient condition
by Wang, Ran & Wang, Xinyu & Wu, Liming
- 513-518 Sufficient conditions for stochastic equality of two distributions under some partial orders
by Prakasa Rao, B.L.S. & Singh, Harshinder
- 519-526 Dynkin's formula under the G-expectation
by Chen, Xiaoyan
February 2010, Volume 80, Issue 3-4
- 143-154 Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims
by Yang, Yang & Wang, Yuebao
- 155-160 Sharpened versions of a Kolmogorov's inequality
by Antonov, Sergei N. & Kruglov, Victor M.
- 161-168 Semiparametric estimation of survival function when data are subject to dependent censoring and left truncation
by Shen, Pao-sheng
- 169-176 Moderate deviations for deconvolution kernel density estimators with ordinary smooth measurement errors
by Song, Weixing
- 177-185 An optimal response-adaptive design with dual constraints
by Biswas, Atanu & Bhattacharya, Rahul
- 186-190 A note on adiabatic theorem for Markov chains
by Kovchegov, Yevgeniy
- 191-195 Generalized Peng's g-expectations and related properties
by Hu, Feng & Chen, Zengjing
- 196-205 Numbers of near-maxima for the bivariate case
by Bairamov, I. & Stepanov, A.
- 206-214 Hypothesis testing for two discrete populations based on the Hellinger distance
by Basu, A. & Mandal, A. & Pardo, L.
- 215-220 Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution
by Tsukuma, Hisayuki
- 221-227 No-information secretary problems with cardinal payoffs and Poisson arrivals
by Ferenstein, Elzbieta Z. & Krasnosielska, Anna
- 228-235 On the asymptotic behavior of general projection-pursuit estimators under the common principal components model
by Boente, Graciela & Molina, Julieta & Sued, Mariela
- 236-241 Consistent density deconvolution under partially known error distribution
by Schwarz, Maik & Van Bellegem, Sébastien
- 242-247 Simulating the Dickman distribution
by Devroye, Luc & Fawzi, Omar
- 248-253 Generalized continuous isotonic regression
by Groeneboom, Piet & Jongbloed, Geurt
- 254-261 Least squares approximation with a diverging number of parameters
by Leng, Chenlei & Li, Bo
January 2010, Volume 80, Issue 2
- 77-81 A sharp minimax lower bound for the nonparametric estimation of Sobolev densities of order
by Efromovich, Sam
- 82-88 Stigler's approach to recovering the distribution of first significant digits in natural data sets
by Lee, Joanne & Cho, Wendy K. Tam & Judge, George G.
- 89-95 A generalized regression model for a binary response
by Kateri, Maria & Agresti, Alan
- 96-103 Centered and non-centered principal component analyses in the frequency domain
by Boudou, A. & Cabral, E.N. & Romain, Y.
- 104-110 Occupation times and Bessel densities
by Kovchegov, Yevgeniy & Meredith, Nick & Nir, Eyal
- 111-121 Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data
by Yang, Hu & Li, Tingting
- 122-127 Minimum distance parameter estimation for Ornstein-Uhlenbeck processes driven by Lévy process
by Diop, Aliou & Yode, Armel Fabrice
- 128-133 Marcus-Talpaz simultaneous lower confidence bounds for contrasts between treatment and control means
by Nashimoto, Kane & Wright, F.T.
- 134-142 On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring
by Robert, C.Y.
January 2010, Volume 80, Issue 1
- 1-8 Tests for normality in classes of skew-t alternatives
by Carota, Cinzia
- 9-18 A method for obtaining Laplace transforms of order statistics of Erlang random variables
by Hlynka, M. & Brill, P.H. & Horn, W.
- 19-25 Some applications of indicator function in two-level factorial designs
by Ou, Zujun & Qin, Hong
- 26-33 Explosive volatilities for threshold-GARCH processes generated by asymmetric innovations
by Hwang, S.Y. & Baek, J.S. & Park, J.A. & Choi, M.S.
- 34-41 Large deviations in testing Jacobi model
by Zhao, Shoujiang & Gao, Fuqing
- 42-49 Sensitivity analysis for averaged asset price dynamics with gamma processes
by Kawai, Reiichiro & Takeuchi, Atsushi
- 50-56 Impulsive-integral inequality and exponential stability for stochastic partial differential equations with delays
by Chen, Huabin
- 57-62 A note on the existence of the posteriors for one-way random effect probit models
by Lin, Xiaoyan & Sun, Dongchu
- 63-68 A fast and simple algorithm for finding the modes of a multinomial distribution
by White, W.T.J. & Hendy, M.D.
- 69-75 Testing independence of two autocorrelated binary time series
by Chou, Cheng & Chu, Chia-Shang J.
December 2009, Volume 79, Issue 24
- 2443-2450 A note on testing regime switching assumption based on recurrence times
by Sen, Rituparna & Hsieh, Fushing
- 2451-2455 A characterization of the arcsine distribution
by Schmidt, Karl Michael & Zhigljavsky, Anatoly
- 2456-2461 Surveys with negative questions for sensitive items
by Esponda, Fernando & Guerrero, Victor M.
- 2462-2468 Observation-driven generalized state space models for categorical time series
by Zhen, X. & Basawa, I.V.
- 2469-2475 Nested classes of C-semi-selfdecomposable distributions
by Rajba, Teresa
- 2476-2483 Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process
by Nagakura, Daisuke
- 2484-2492 On parameter estimation for switching diffusion process
by Gassem, Anis
- 2493-2500 A generalization of the exponential-Poisson distribution
by Barreto-Souza, Wagner & Cribari-Neto, Francisco
- 2501-2503 Product of n independent uniform random variables
by Dettmann, Carl P. & Georgiou, Orestis
December 2009, Volume 79, Issue 23
- 2381-2388 On the expectations of maxima of sets of independent random variables
by Tokarev, Daniel V. & Borovkov, Konstantin A.
- 2389-2396 Spectral analysis for intrinsic time processes
by Ishioka, Takahide & Kawamura, Shunsuke & Amano, Tomoyuki & Taniguchi, Masanobu
- 2397-2404 Limit theorems of general functions of independent and identically distributed random variables
by Nidhin, K. & Chandran, C.
- 2405-2414 On the weak laws of large numbers for arrays of random variables
by Meng, Yanjiao & Lin, Zhengyan
- 2415-2421 Covariance function of vector self-similar processes
by Lavancier, Frédéric & Philippe, Anne & Surgailis, Donatas
- 2422-2428 Randomization in the first hitting time problem
by Jackson, Ken & Kreinin, Alexander & Zhang, Wanhe
- 2429-2436 A version of the Elfving problem with random starting time
by Krasnosielska, Anna
- 2437-2442 Improving efficient marginal estimators in bivariate models with parametric marginals
by Peng, Hanxiang & Schick, Anton
November 2009, Volume 79, Issue 22
- 2315-2320 A test of homogeneity of several variances against tree ordered alternative
by Singh, Parminder & Gill, Amar Nath & Kumar, Narendra
- 2321-2327 The optimal linear combination of multiple predictors under the generalized linear models
by Jin, Hua & Lu, Ying
- 2328-2333 Martingale transforms between and of martingale spaces
by Meng, Weiwei & Yu, Lin
- 2334-2337 On a moment inequality for laws on (-[infinity],+[infinity])
by Simic, Slavko
- 2338-2342 Lenglart domination inequalities for g-expectations
by Zhao, Guoqing
- 2343-2350 Characterizing the variance improvement in linear Dirichlet random effects models
by Kyung, Minjung & Gill, Jeff & Casella, George
- 2351-2358 A note on corrected scores for logistic regression
by Buzas, Jeffrey S.
- 2359-2366 Construction of efficient unbalanced mixed-level supersaturated designs
by Gupta, V.K. & Singh, Poonam & Kole, Basudev & Parsad, Rajender
- 2367-2373 On existence and uniqueness of stochastic evolution equation with Poisson jumps
by Zhao, Huiyan
- 2374-2379 Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance
by Hwang, Kyo-Shin & Pang, Tian-Xiao
November 2009, Volume 79, Issue 21
- 2237-2241 Concentration reversals in ridge regression
by Jensen, D.R. & Ramirez, D.E.
- 2242-2250 Accurate tests and intervals based on nonlinear cusum statistics
by Withers, Christopher S. & Nadarajah, Saralees
- 2251-2259 On exact simulation algorithms for some distributions related to Jacobi theta functions
by Devroye, Luc
- 2260-2265 Stochastically bounded solutions and stationary solutions of stochastic differential equations in Hilbert spaces
by Luo, Jiaowan & Lan, Guolie
- 2266-2272 Best linear prediction for [alpha]-stable random processes
by Mohammadi, Mohammad & Mohammadpour, Adel
- 2273-2280 Bayesian nonparametric binary regression via random tessellations
by Trippa, Lorenzo & Muliere, Pietro
- 2281-2288 On the number of renewals in random time
by Omey, Edward & Mitov, Georgi K. & Mitov, Kosto V.
- 2289-2296 Prediction in a trivariate normal distribution via a linear combination of order statistics
by Jamalizadeh, A. & Balakrishnan, N.
- 2297-2306 Memory parameter estimation for long range dependent random fields
by Wang, Lihong
- 2307-2313 Asymptotic properties of nonlinear estimates in stochastic models with finite design space
by Pronzato, Luc
October 2009, Volume 79, Issue 20
- 2101-2108 Robust empirical likelihood inference for longitudinal data
by Qin, Guoyou & Bai, Yang & Zhu, Zhongyi
- 2109-2114 An OLS-based predictor test for a single-index model for predicting transcription rate from histone acetylation level
by Yoo, Jae Keun & Patterson, Becky S. & Datta, Susmita
- 2115-2123 The first exit time for a Bessel process from the minimum and maximum random domains
by Song, Lixin & Lu, Dawei & Feng, Jinghai
- 2124-2130 Crossing hazard functions in common survival models
by Zhang, Jiajia & Peng, Yingwei
- 2131-2137 A species of voter model driven by immigration
by Preater, J.
- 2138-2147 On Papakonstantinou's extension of the cardioid distribution
by Abe, Toshihiro & Pewsey, Arthur & Shimizu, Kunio
- 2148-2157 Variable selection for semiparametric varying coefficient partially linear models
by Zhao, Peixin & Xue, Liugen
- 2158-2165 Maximum likelihood parameter estimation for the multivariate skew-slash distribution
by Arslan, Olcay
- 2166-2169 The asymptotic location of the maximum of a stationary random field
by Pereira, L.
- 2170-2176 On induced dependent censoring for quality adjusted lifetime (QAL) data in a simple illness-death model
by Pradhan, Biswabrata & Dewanji, Anup
- 2177-2181 Ergodicity of a bounded Markov chain with attractiveness towards the centre
by Pacheco-González, Carlos G.
- 2182-2188 The logit-stable distributions and latent utility scales in categorical data applications
by Brown, B.M.
- 2189-2192 A note on the application of EC2SLS and EC3SLS estimators in panel data models
by Baltagi, Badi H. & Liu, Long
- 2193-2199 Parametric estimation for planar random flights
by De Gregorio, Alessandro
- 2200-2207 Notes on drift estimation for certain non-recurrent diffusion processes from sampled data
by Shimizu, Yasutaka
- 2208-2211 Comments on "Estimating the parameter of the population selected from discrete exponential family"
by Liang, TaChen
- 2212-2219 Empirical Bayes estimation for Borel-Tanner distributions
by Liang, TaChen
- 2220-2222 Remarks and corrections on "An existence theorem for stochastic functional differential equations with delays under weak assumptions, Statistics and Probability Letters 78, 2008" by N. Halidias and Y. Ren
by Halidias, Nikolaos
- 2223-2229 A class of backward doubly stochastic differential equations with non-Lipschitz coefficients
by Lin, Qian
- 2230-2236 On the speed of random walks on random trees
by Konsowa, Mokhtar H.
October 2009, Volume 79, Issue 19
- 1977-1984 Estimating the closed skew-normal distribution parameters using weighted moments
by Flecher, C. & Naveau, P. & Allard, D.
- 1985-1995 Bootstrap tests for structural change with infinite variance observations
by Jin, Hao & Tian, Zheng & Qin, Ruibing
- 1996-2004 Inequalities between generalized familywise error rates of a multiple testing procedure
by Gordon, Alexander Y.
- 2005-2011 p-values of a test on homogeneous means in a multivariate isotonic regression
by Hu, Xiaomi
- 2012-2019 Jumps in binomial AR(1) processes
by Weiß, Christian H.
- 2020-2027 Vertex degree of random geometric graph on exponentially distributed points
by Gupta, Bhupendra
- 2028-2036 Marcinkiewicz-Zygmund strong laws for U-statistics of weakly dependent observations
by Dehling, Herold G. & Sharipov, Olimjon Sh.
- 2037-2044 Pitman closeness of record values to population quantiles
by Ahmadi, Jafar & Balakrishnan, N.
- 2045-2052 On multiplicative seasonal modelling for vector time series
by Ursu, Eugen & Duchesne, Pierre
- 2053-2059 Some characterization and ordering results based on entropies of current records
by Ahmadi, Jafar & Fashandi, M.
- 2060-2065 Exponential inequalities for N-demimartingales and negatively associated random variables
by Christofides, Tasos C. & Hadjikyriakou, Milto
- 2066-2075 Local polynomial regression for circular predictors
by Di Marzio, Marco & Panzera, Agnese & Taylor, Charles C.
- 2076-2085 Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises
by Long, Hongwei
- 2086-2091 On stochastic orders of absolute value of order statistics in symmetric distributions
by Malinovsky, Yaakov & Rinott, Yosef
- 2092-2097 A note on the sum of uniform random variables
by Buonocore, Aniello & Pirozzi, Enrica & Caputo, Luigia
- 2098-2099 Corrigendum to: "Moments of random vectors with skew t distribution and their quadratic forms" [Statist. Probab. Lett. 63 (2003) 417-423]
by Kim, Hyoung-Moon & Mallick, Bani K.
September 2009, Volume 79, Issue 18
- 1891-1899 On the strong law of large numbers and -convergence for double arrays of random elements in p-uniformly smooth Banach spaces
by Quang, Nguyen Van & Huan, Nguyen Van
- 1900-1905 Efficient and robust scale estimation for trended time series
by Caliskan, Derya & Croux, Christophe & Gelper, Sarah
- 1906-1914 The multiple imputations based Kaplan-Meier estimator
by Subramanian, Sundarraman
- 1915-1920 Safe density ratio modeling
by Konis, Kjell & Fokianos, Konstantinos
- 1921-1927 Constructing the best linear combination of diagnostic markers via sequential sampling
by Chang, Yuan-chin Ivan & Park, Eunsik
- 1928-1934 GMM versus GQL inferences for panel count data
by Jowaheer, Vandna & Sutradhar, Brajendra
- 1935-1942 An asymptotic expansion of the distribution of Student's t type statistic under spherical distributions
by Iwashita, Toshiya & Kakizawa, Yoshihide & Inoue, Tatsuki & Seo, Takashi
- 1943-1950 Modeling and large sample estimation for multi-casting autoregression
by Hwang, S.Y. & Choi, M.S.
- 1951-1956 Moment bounds for truncated random variables
by Liu, Guoqing & Li, Wenbo V.
- 1957-1962 The asymptotic relative generation distribution of the closest common ancestor of the multitype Galton-Watson tree conditioned on non-extinction
by Magome, Masahisa & Nakagawa, Tetsuo
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