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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
August 2011, Volume 81, Issue 8
- 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
- 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
Printed from https://ideas.repec.org/s/eee/stapro20.html
