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Content
July 2011, Volume 81, Issue 7
- 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
- 586-591 Dependence between two multivariate extremes
by Ferreira, H.
- 592-602 Spectral convergence for a general class of random matrices
by Rubio, Francisco & Mestre, Xavier
- 603-610 Empirical likelihood inference for the accelerated failure time model
by Zhao, Yichuan
- 611-613 Poisson distributions: Identification of parameters from the distribution of the maximum and a conjecture on the partial sums of the power series for exp(x)
by Bi, L. & Mukherjea, A.
- 614-617 One characterization of symmetry
by Ushakov, N.G.
- 618-625 Stability of L-statistics from weakly dependent observations
by Kaluszka, Marek & Okolewski, Andrzej
April 2011, Volume 81, Issue 4
- 451-459 Mixed effects regression trees for clustered data
by Hajjem, Ahlem & Bellavance, François & Larocque, Denis
- 460-469 On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling
by Kawai, Reiichiro & Masuda, Hiroki
- 470-477 An Osgood criterion for integral equations with applications to stochastic differential equations with an additive noise
by León, Jorge A. & Villa, José
- 478-488 The multifractal structure of the product of two stable occupation measures
by Shen, Dan & Hu, Xiaoyu
- 489-501 On the expected discounted penalty function for risk process with tax
by Wang, Wenyuan & Ming, Ruixing & Hu, Yijun
- 502-505 On convergence of moment generating functions
by Ushakov, N.G. & Ushakov, V.G.
- 506-517 The exponentiated generalized inverse Gaussian distribution
by Lemonte, Artur J. & Cordeiro, Gauss M.
- 518-523 Some correlations in intersection-union tests and their relationship with complete power
by Liu, Fang
- 524-528 Stochastic ordering of folded normal random variables
by Wang, Bing & Wang, Min
- 529-537 A matrix formula for the skewness of maximum likelihood estimators
by Patriota, Alexandre G. & Cordeiro, Gauss M.
March 2011, Volume 81, Issue 3
- 345-351 A pseudo-empirical log-likelihood estimator using scrambled responses
by Singh, Sarjinder & Kim, Jong-Min
- 352-359 Admissibility of the usual confidence interval for the normal mean
by Kabaila, Paul
- 360-370 Point prediction of future order statistics from an exponential distribution
by MirMostafaee, S.M.T.K. & Ahmadi, Jafar
- 371-381 A generalization of Bartlett's decomposition
by Barone, P.
- 382-391 Bounds for some general sums of random variables
by Landsman, Zinoviy & Vanduffel, Steven
- 392-401 Empirical likelihood for the contrast of two hazard functions with right censoring
by Zhao, Yichuan & Zhao, Meng
- 402-410 Minimum and maximum distances between failures in binary sequences
by Makri, Frosso S.
- 411-416 A geometric approach to a class of optimization problems concerning exchangeable binary variables
by Di Cecco, Davide
- 417-419 Truncation functions and Laplace transform
by Yen, Ju-Yi & Yor, Marc
- 420-428 Maintaining tail dependence in data shuffling using t copula
by Trottini, Mario & Muralidhar, Krish & Sarathy, Rathindra
- 429-437 Multivariate Cramér-Rao inequality for prediction and efficient predictors
by Onzon, Emmanuel
- 438-445 A note on improving quadratic inference functions using a linear shrinkage approach
by Han, Peisong & Song, Peter X.-K.
- 446-450 Comparison of two repairable systems
by Nanda, Asok K. & Kundu, Amarjit
February 2011, Volume 81, Issue 2
- 175-180 Lower bound for the oracle projection posterior convergence rate
by Babenko, Alexandra & Belitser, Eduard
- 181-187 The shape of the hazard rate for finite continuous-time birth-death processes
by Crossman, Richard J. & Coolen-Schrijner, Pauline & Coolen, Frank P.A.
- 188-194 On weighted interval entropy
by Misagh, F. & Yari, G.H.
- 195-200 Limit theorem for derivative martingale at criticality w.r.t branching Brownian motion
by Yang, Ting & Ren, Yan-Xia
- 201-206 On the hazard rate and reversed hazard rate orderings in two-component series systems with active redundancies
by Brito, Gerandy & Zequeira, Romulo I. & Valdés, José E.
- 207-211 A revision of Kimberling's results -- With an application to max-infinite divisibility of some Archimedean copulas
by Ressel, Paul
- 212-219 Empirical likelihood for LAD estimators in infinite variance ARMA models
by Li, Jinyu & Liang, Wei & He, Shuyuan
- 220-230 A Gaussian mixed model for learning discrete Bayesian networks
by Balov, Nikolay
- 231-235 Formula for the supremum distribution of a spectrally positive [alpha]-stable Lévy process
by Michna, Zbigniew
- 236-242 On the polygon generated by n random points on a circle
by Bélisle, Claude
- 243-249 Drift parameter estimation in fractional diffusions driven by perturbed random walks
by Bertin, Karine & Torres, Soledad & Tudor, Ciprian A.
- 250-258 Some inequalities for strong mixing random variables with applications to density estimation
by Li, Yongming & Yang, Shanchao & Wei, Chengdong
- 259-266 A-optimal designs for an additive cubic model
by Aggrawal, Manohar & Singh, Poonam & Panda, Mahesh Kumar
- 267-276 Smooth estimation of survival and density functions for a stationary associated process using Poisson weights
by Chaubey, Yogendra P. & Dewan, Isha & Li, Jun
- 277-282 Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution
by Greenwood, Priscilla E. & Schick, Anton & Wefelmeyer, Wolfgang
- 283-291 Bayesian variable selection via particle stochastic search
by Shi, Minghui & Dunson, David B.
- 292-297 A longitudinal model for repeated interval-observed data with informative dropouts
by Chen, Huichao & Manatunga, Amita K.
- 298-301 A converse comparison theorem for backward stochastic differential equations with jumps
by De Scheemaekere, Xavier
- 302-309 Finite size percolation in regular trees
by Arias-Castro, Ery
- 310-316 On approximation of smoothing probabilities for hidden Markov models
by Lember, Jüri
- 317-325 Shrinkage strategy in stratified random sample subject to measurement error
by Nkurunziza, Sévérien
- 326-336 The asymptotic behavior of linear placement statistics
by Kim, Dongjae & Lee, Sungchul & Wang, Wensheng
- 337-343 Tests for normality based on density estimators of convolutions
by Schick, Anton & Wang, Yishi & Wefelmeyer, Wolfgang
January 2011, Volume 81, Issue 1
- 1-7 Moment-recovered approximations of multivariate distributions: The Laplace transform inversion
by Mnatsakanov, Robert M.
- 8-15 Recursive equations for the predictive distributions of some determinantal processes
by Cifarelli, D.M. & Fortini, S.
- 16-24 Large deviations for estimators of unknown probabilities, with applications in risk theory
by Macci, Claudio
- 25-30 Extreme shock models: An alternative perspective
by Cirillo, Pasquale & Hüsler, Jürg
- 31-35 Convergence of multi-class systems of fixed possibly infinite sizes
by Graham, Carl
- 36-44 New results on comparisons of parallel systems with heterogeneous gamma components
by Zhao, Peng & Balakrishnan, N.
- 45-53 A note on the conditional density estimate in the single functional index model
by Attaoui, Said & Laksaci, Ali & Ould Said, Elias
- 54-61 Limit theorems for runs based on 'small spacings'
by Stepanov, A.
- 62-70 Quantile regression with an epsilon-insensitive loss in a reproducing kernel Hilbert space
by Park, Jinho & Kim, Jeankyung
- 71-76 Nonparametric multi-step prediction in nonlinear state space dynamic systems
by Vila, Jean-Pierre
- 77-82 Renewal theory for random variables with a heavy tailed distribution and finite variance
by Geluk, J.L. & Frenk, J.B.G.
- 83-91 The asymptotic behavior of the R/S statistic for fractional Brownian motion
by Li, Wen & Yu, Cindy & Carriquiry, Alicia & Kliemann, Wolfgang
- 92-102 Some limit behaviors for the LS estimator in simple linear EV regression models
by Miao, Yu & Wang, Ke & Zhao, Fangfang
- 103-110 Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors
by Li, Yongming & Wei, Chengdong & Xing, Guodong
- 111-115 On the false discovery proportion convergence under Gaussian equi-correlation
by Delattre, S. & Roquain, E.
- 116-120 On the D-optimality of orthogonal and nonorthogonal blocked main effects plans
by Jacroux, Mike
- 121-125 Assessing log-concavity of multivariate densities
by Hazelton, Martin L.
- 126-132 A generalized Hollander-Proschan type test for NBUE alternatives
by Anis, M.Z. & Mitra, M.
- 133-139 On the Gini measure decomposition
by Giudici, P. & Raffinetti, E.
- 140-145 Test to distinguish a Brownian motion from a Brownian bridge using Polya tree process
by Bharath, Karthik & Dey, Dipak K.
- 146-152 Fractional normal inverse Gaussian diffusion
by Kumar, A. & Meerschaert, Mark M. & Vellaisamy, P.
- 153-156 A note on variance bounding for continuous time Markov Chains
by Leisen, Fabrizio & Prosdocimi, Cecilia
- 157-162 Insuring against loss of evidence in game-theoretic probability
by Dawid, A. Philip & de Rooij, Steven & Shafer, Glenn & Shen, Alexander & Vereshchagin, Nikolai & Vovk, Vladimir
- 163-168 Joint distribution of run statistics in partially exchangeable processes
by EryIlmaz, Serkan
- 169-174 A note on the de La Vallée Poussin criterion for uniform integrability
by Hu, Tien-Chung & Rosalsky, Andrew
December 2010, Volume 80, Issue 23-24
- 1685-1694 Multivariate skewing mechanisms: A unified perspective based on the transformation approach
by Ley, Christophe & Paindaveine, Davy
- 1695-1699 A note on marginal and conditional independence
by Loperfido, Nicola
- 1700-1704 Characterizations based on certain regression assumptions of adjacent order statistics
by Huang, Wen-Jang & Su, Nan-Cheng
- 1705-1712 Subset selection for vector autoregressive processes via adaptive Lasso
by Ren, Yunwen & Zhang, Xinsheng
- 1713-1719 Sufficient conditions for Benford's law
by Balanzario, Eugenio P. & Sánchez-Ortiz, Jorge
- 1720-1723 A note on max-sum equivalence
by Li, Jinzhu & Tang, Qihe
- 1724-1732 Relation between unit operators proximity and their associated spectral measures
by Boudou, Alain & Viguier-Pla, Sylvie
- 1733-1738 On closure methods in nonlinear stochastic dynamics
by Bobryk, Roman V.
- 1739-1743 On a characterization of variance and covariance
by Poschadel, Norbert
- 1744-1757 Approximations for the distributions of bounded variation Lévy processes
by Figueroa-López, José E.
- 1758-1763 Tail behaviour of [beta]-TARCH models
by Elek, Péter & Márkus, László
- 1764-1770 Uncertainty and the conditional variance
by Chen, Jiahua & van Eeden, Constance & Zidek, James
- 1771-1780 INARCH(1) processes: Higher-order moments and jumps
by Weiß, Christian H.
- 1781-1790 Modeling heterogeneity for bivariate survival data by the compound Poisson distribution with random scale
by Hanagal, David D.
- 1791-1797 Highest posterior density regions with approximate frequentist validity: The role of data-dependent priors
by Chang, In Hong & Mukerjee, Rahul
- 1798-1805 On waiting time distributions for patterns in a sequence of multistate trials
by Sankaran, P.G. & Midhu, N.N.
- 1806-1813 Improved penalization for determining the number of factors in approximate factor models
by Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco
- 1814-1818 On limiting cluster size distributions for processes of exceedances for stationary sequences
by Borovkov, Konstantin & Novak, Serguei
- 1819-1826 Identification of parameters and the distribution of the minimum of the tri-variate normal
by Bi, L. & Mukherjea, A.
- 1827-1834 Multivariate shuffles and approximation of copulas
by Durante, Fabrizio & Fernández-Sánchez, Juan
- 1835-1843 Consistent estimation of the tail index for dependent data
by Brito, Margarida & Freitas, Ana Cristina Moreira
- 1844-1853 Characteristics of multivariate distributions and the invariant coordinate system
by Ilmonen, Pauliina & Nevalainen, Jaakko & Oja, Hannu
- 1854-1862 Global exponential stability of impulsive stochastic functional differential systems
by Cheng, Pei & Deng, Feiqi
- 1863-1869 A principal subspace theorem for 2-principal points of general location mixtures of spherically symmetric distributions
by Matsuura, Shun & Kurata, Hiroshi
- 1870-1874 The limiting behavior of some infinitely divisible exponential dispersion models
by Bar-Lev, Shaul K. & Letac, Gérard
- 1875-1880 Edgeworth expansions and rates of convergence for normalized sums: Chung's 1946 method revisited
by Finner, Helmut & Dickhaus, Thorsten
- 1881-1885 Fisher information of scale
by Ruckdeschel, Peter & Rieder, Helmut
- 1886-1895 Chung's law of the iterated logarithm for anisotropic Gaussian random fields
by Luan, Nana & Xiao, Yimin
- 1896-1903 On a coloured tree with non i.i.d. random labels
by Michael, Skevi & Volkov, Stanislav
- 1904-1910 Order selection for heteroscedastic autoregression: A study on concentration
by Chandler, Gabriel
- 1911-1917 A new piecewise exponential estimator of a survival function
by Malla, Ganesh & Mukerjee, Hari
- 1918-1924 Model selection using modified AIC and BIC in joint modeling of paired functional data
by Wei, Jiawei & Zhou, Lan
- 1925-1932 A note on bootstrap approximations for the empirical copula process
by Bücher, Axel & Dette, Holger
- 1933-1939 Estimation of moments for linear panel data models with potential existence of time effects
by Wu, Jianhong & Su, Weihua
- 1940-1946 Finite-sample distribution of regression quantiles
by Jurecková, Jana
- 1947-1953 An adaptive nonparametric method in benchmark analysis for bioassay and environmental studies
by Bhattacharya, Rabi & Lin, Lizhen
- 1954-1961 Edgeworth expansions for the product of two complex random matrices each with IID components
by Withers, Christopher S. & Nadarajah, Saralees
- 1962-1971 On the dynamic survival entropy
by Abbasnejad, M. & Arghami, N.R. & Morgenthaler, S. & Mohtashami Borzadaran, G.R.
- 1972-1976 How close are alternative bootstrap P-values?
by Lloyd, Chris J.
- 1977-1979 A note on explicit bounds for a stopped Feynman-Kac functional
by Makasu, Cloud
- 1980-1984 A convolution identity and more with illustrations
by Mukhopadhyay, Nitis
- 1985-1990 Inference in binomial models
by Cui, Yunwei & Lund, Robert
- 1991-1994 A note on a bivariate gamma distribution
by Maejima, Makoto & Ueda, Yohei
- 1995-2002 A note on comparing several variances with a control variance
by Singh, Parminder & Goyal, Anju & Gill, A.N.
- 2003-2008 Limiting mixture distributions for AR(1) model indexed by a branching process
by Hwang, S.Y. & Baek, J.S.
- 2009-2013 Weak type inequalities for conditionally symmetric martingales
by Ose[combining cedilla]kowski, Adam
- 2014-2023 Regularization and integral representations of Hermite processes
by Pipiras, Vladas & Taqqu, Murad S.
- 2024-2031 A class of BSDE with integrable parameters
by Fan, ShengJun & Liu, DeQun
- 2032-2034 A characterization of the Poisson distribution
by Kruglov, Victor M.
November 2010, Volume 80, Issue 21-22
- 1569-1576 Reflected forward-backward stochastic differential equations with continuous monotone coefficients
by Huang, Zongyuan & Lepeltier, Jean-Pierre & Wu, Zhen
- 1577-1583 Pitman closeness of current records for location-scale families
by Ahmadi, Jafar & Balakrishnan, N.
- 1584-1596 Bridge estimation for generalized linear models with a diverging number of parameters
by Wang, Mingqiu & Song, Lixin & Wang, Xiaoguang
- 1597-1605 Random linear recursions with dependent coefficients
by Ghosh, Arka P. & Hay, Diana & Hirpara, Vivek & Rastegar, Reza & Roitershtein, Alexander & Schulteis, Ashley & Suh, Jiyeon
- 1606-1611 Random self-decomposability and autoregressive processes
by Kozubowski, Tomasz J. & Podgórski, Krzysztof
- 1612-1617 Lp-error estimates for numerical schemes for solving certain kinds of backward stochastic differential equations
by Li, Yang & Zhao, Weidong
- 1618-1622 Small deviation of Brownian motion with large drift
by Gasanenko, Vitalii
- 1623-1632 Lévy density estimation via information projection onto wavelet subspaces
by Song, Seongjoo
- 1633-1639 Parameter estimation in a condition-based maintenance model
by Kim, Michael Jong & Makis, Viliam & Jiang, Rui
- 1640-1642 Spurious spatial regression with equal weights
by Baltagi, Badi H. & Liu, Long
- 1643-1649 Penalized maximum likelihood estimation of a stochastic multivariate regression model
by Hansen, Elizabeth & Chan, Kung-Sik
- 1650-1654 Adjusting for confounding by cluster using generalized linear mixed models
by Brumback, Babette A. & Dailey, Amy B. & Brumback, Lyndia C. & Livingston, Melvin D. & He, Zhulin
- 1655-1662 Extensions of discrete triangular distributions and boundary bias in kernel estimation for discrete functions
by Kokonendji, Célestin C. & Zocchi, Silvio S.
- 1663-1672 Nonparametric prediction intervals for future record intervals based on order statistics
by Ahmadi, Jafar & MirMostafaee, S.M.T.K. & Balakrishnan, N.
- 1673-1679 A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields
by Truquet, Lionel
- 1680-1683 A CLT for renewal processes with a finite set of interarrival distributions
by Spataru, Aurel
October 2010, Volume 80, Issue 19-20
- 1467-1471 A study on design uniformity under errors in the level values
by Yang, Jianfeng & Sun, Fasheng & Lin, Dennis K.J. & Liu, Min-Qian
- 1472-1478 Bootstrap procedures for the pseudo empirical likelihood method in sample surveys
by Wu, Changbao & Rao, J.N.K.
- 1479-1485 Cox limit theorem for large excursions of a norm of a Gaussian vector process
by Stamatovic, Biljana & Stamatovic, Sinisa
- 1486-1491 A new generalized p-value approach for testing the homogeneity of variances
by Liu, Xuhua & Xu, Xingzhong
- 1492-1499 On Bayesian inference for generalized multivariate gamma distribution
by Das, Sourish & Dey, Dipak K.
- 1500-1507 On the second-order correlation of characteristic polynomials of Hermite [beta] ensembles
by Su, Zhonggen
- 1508-1511 Local averaging estimates of the regression function with twice censored data
by Messaci, Fatiha
- 1512-1519 [beta]-entropy for Pareto-type distributions and related weighted distributions
by Riabi, Mehdi Yaghoobi Avval & Mohtashami Borzadaran, G.R. & Yari, G.H.
- 1520-1527 Monitoring change in persistence in linear time series
by Chen, Zhanshou & Tian, Zheng & Wei, Yuesong
- 1528-1531 A note on "Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises"
by Ma, Chunhua
- 1532-1542 Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models
by Bibi, Abdelouahab & Lescheb, Ines
- 1543-1550 When does fractional Brownian motion not behave as a continuous function with bounded variation?
by Azmoodeh, Ehsan & Tikanmäki, Heikki & Valkeila, Esko
- 1551-1558 On mixed AR(1) time series model with approximated beta marginal
by Popovic, Bozidar V. & Pogány, Tibor K. & Nadarajah, Saralees
- 1559-1567 Local precise large deviations for sums of random variables with O-regularly varying densities
by Yang, Yang & Leipus, Remigijus & Siaulys, Jonas
September 2010, Volume 80, Issue 17-18
- 1265-1270 On the strong law of large numbers for identically distributed random variables irrespective of their joint distributions
by Rosalsky, Andrew & Stoica, George
- 1271-1283 Sieve least squares estimation for partially nonlinear models
by Song, Lixin & Zhao, Yue & Wang, Xiaoguang
- 1284-1288 Maximum likelihood estimation of the mean of a multivariate normal population with monotone incomplete data
by Romer, Megan M. & Richards, Donald St. P.
- 1289-1296 On the quadratic moment of self-normalized sums
by Jonsson, Fredrik
- 1297-1305 Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps
by Hui, Jiang
- 1306-1312 Characterization of the law of a finite exchangeable sequence through the finite-dimensional distributions of the empirical measure
by Bissiri, Pier Giovanni
- 1313-1319 An integrative pathway-based clinical-genomic model for cancer survival prediction
by Chen, Xi & Wang, Lily & Ishwaran, Hemant
- 1320-1328 Fixed points of mappings of infinitely divisible distributions on
by Ichifuji, Ken & Maejima, Makoto & Ueda, Yohei
- 1329-1334 A remark on LSL for weighted sums of i.i.d random elements
by Chen, Pingyan & Chen, Ran
- 1335-1342 Approximation for the ruin probabilities in a discrete time risk model with dependent risks
by Wang, Yinfeng & Yin, Chuancun
- 1343-1347 A spatial covariance model with a single wave effect and a finite range
by Bellier, Edwige & Monestiez, Pascal
- 1348-1353 The asymptotic efficiency of improved prediction intervals
by Kabaila, Paul & Syuhada, Khreshna
- 1354-1357 A note on the parameterized EM method
by Roland, Christophe
- 1358-1364 Subsampling p-values
by Berg, Arthur & McMurry, Timothy L. & Politis, Dimitris N.
- 1365-1368 Adjusted R-squared type measure for exponential dispersion models
by Ricci, Lila
- 1369-1377 An approximation result for a quasi-linear stochastic heat equation
by Boufoussi, Brahim & Hajji, Salah
- 1378-1387 Distribution-free lack-of-fit tests in balanced mixed models
by Song, Weixing & Du, Juan
- 1388-1396 Probabilistic representation and approximation for coupled systems of variational inequalities
by Elie, Romuald & Kharroubi, Idris
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