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Content
December 2008, Volume 78, Issue 18
- 3123-3128 On a Gibbs characterization of normalized generalized Gamma processes
by Cerquetti, Annalisa
- 3129-3134 On the geometry of a generalized cross-correlation random field
by Carbonell, F. & Worsley, K.J.
- 3135-3138 A note on the invariance under change of measure for stochastic test functions and distribution spaces
by Lanconelli, Alberto
- 3139-3144 On the likelihood ratio order for convolutions of independent generalized Rayleigh random variables
by Fathi Manesh, Sirous & Khaledi, Baha-Eldin
- 3145-3151 Spatial smoothing, Nugget effect and infill asymptotics
by Lu, Zudi & Tjøstheim, Dag & Yao, Qiwei
- 3152-3158 Stochastic inequalities for weighted sum of two random variables independently and identically distributed as exponential
by Yilmaz, Mehmet & Topçu, Birol
- 3159-3169 A jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errors
by Özkale, M. Revan
- 3170-3175 An almost sure limit theorem for the product of partial sums with stable distribution
by Gonchigdanzan, Khurelbaatar
- 3176-3183 Inverse problems for random walks on trees: Network tomography
by de la Pena, Victor & Gzyl, Henryk & McDonald, Patrick
- 3184-3186 A note on skew-elliptical distributions and linear functions of order statistics
by Loperfido, Nicola
- 3187-3194 On extending the Brunk-Prokhorov strong law of large numbers for martingale differences
by Hu, Shuhe & Chen, Guijing & Wang, Xuejun
- 3195-3202 On extending classical filtering equations
by Kouritzin, Michael A. & Long, Hongwei
- 3203-3211 On the weak convergence of subordinated systems
by Wu, Biao
- 3212-3215 Classification of 2x2 sparse data sets with zero cells
by Subbiah, M. & Srinivasan, M.R.
- 3216-3221 On robust nonparametric regression estimation for a functional regressor
by Azzedine, Nadjia & Laksaci, Ali & Ould-Saïd, Elias
- 3222-3229 Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails
by Shen, Xinmei & Lin, Zhengyan
- 3230-3237 Asymptotics of kernel density estimators on weakly associated random fields
by Chen, Jia
- 3238-3243 Cross-spectral properties of a spatial point-lattice process
by Kanaan, M.N. & Taylor, Paul C. & Mugglestone, M.A.
- 3244-3248 Conditions for stability and instability of retrial queueing systems with general retrial times
by Kernane, Tewfik
- 3249-3253 Some results on the convergence of conditional distributions
by Xiong, Shifeng & Li, Guoying
- 3254-3261 Minimum distance estimation of k-factors GARMA processes
by Kouamé, Euloge F. & Hili, Ouagnina
- 3262-3268 On the existence of higher-order moments of periodic GARCH models
by Aknouche, Abdelhakim & Bentarzi, Mohamed
- 3269-3273 Residuals and their statistical properties in symmetrical nonlinear models
by Cysneiros, Francisco José A. & Vanegas, Luis Hernando
- 3274-3276 Generalized filtered Poisson processes and application in hydrology
by Lefebvre, Mario
- 3277-3280 Markov processes, time-space harmonic functions and polynomials
by Sengupta, Arindam
- 3281-3287 A class of strong deviation theorems for the sequence of nonnegative integer valued random variables
by Wang, Xuewu
- 3288-3293 Multiple solutions to the likelihood equations in the Behrens-Fisher problem
by Drton, Mathias
- 3294-3297 A Kolmogorov inequality for weighted U-statistics
by Mavrikiou, Petroula M.
- 3298-3303 The invariance principle for linear multi-parameter stochastic processes generated by associated fields
by Kim, Tae-Sung & Ko, Mi-Hwa & Choi, Yong-Kab
- 3304-3306 Testing for random effects and spatial lag dependence in panel data models
by Baltagi, Badi H. & Liu, Long
- 3307-3311 Minimax estimation of the integral of a power of a density
by Tchetgen, Eric & Li, Lingling & Robins, James & van der Vaart, Aad
- 3312-3320 Multivariate equilibrium distributions of order n
by Nair, N. Unnikrishnan & Preeth, M.
- 3321-3329 A generalization of a result concerning the asymptotic behavior of finite Markov chains
by Nicolaie, Alina
- 3330-3337 Strong law of large numbers and growth rate for a class of random variable sequences
by Wang, Xuejun & Hu, Shuhe & Shen, Yan & Ling, Nengxiang
- 3338-3343 A complete class of balanced incomplete block designs [beta] (7, 35, 15, 3, 5) with repeated blocks
by Mandal, S. & Ghosh, D.K. & Sharma, R.K. & Bagui, S.C.
- 3344-3349 A mass function based on correlation coefficient and its application
by Joarder, Anwar H. & Omar, M.H.
- 3350-3354 Characterizations of bivariate distributions by properties of concomitants of order statistics
by Veena, T.G. & Yageen Thomas, P.
- 3355-3365 Small-time moment asymptotics for Lévy processes
by Figueroa-López, José E.
- 3366-3372 Comparison of two types of confidence intervals based on Wilcoxon-type R-estimators
by Omelka, Marek
- 3373-3380 Moments of the first passage time of one-dimensional diffusion with two-sided barriers
by Wang, Huiqing & Yin, Chuancun
- 3381-3387 On generalized correlation functions of intrinsically stationary processes of order k
by Sasvári, Zoltán
- 3388-3394 Some new stochastic comparisons for redundancy allocations in series and parallel systems
by Li, Xiaohu & Hu, Xiaoxiao
December 2008, Volume 78, Issue 17
- 2839-2843 An estimate for the probability of dependent events
by Dubickas, Arturas
- 2844-2849 Existence of almost periodic solutions to some functional integro-differential stochastic evolution equations
by Bezandry, Paul H.
- 2850-2858 Mixed model-based additive models for sample extremes
by Padoan, S.A. & Wand, M.P.
- 2859-2863 On mean exit time from a curvilinear domain
by Makasu, Cloud
- 2864-2867 An existence theorem for stochastic functional differential equations with delays under weak assumptions
by Halidias, Nikolaos & Ren, Yong
- 2868-2875 A distribution free goodness of fit test for a stochastically ordered alternative
by Banerjee, Shuvadeep
- 2876-2882 The empirical saddlepoint method applied to testing for serial correlation in panel time series data
by Perera, D.I. & Peiris, M.S. & Robinson, J. & Weber, N.C.
- 2883-2888 A characterisation of scale mixtures of the uniform distribution
by Fung, Thomas & Seneta, Eugene
- 2889-2894 Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2
by Inoue, Akihiko & Kasahara, Yukio & Phartyal, Punam
- 2895-2901 Empirical likelihood inference for partial linear models under martingale difference sequence
by Chen, Xia & Cui, Hengjian
- 2902-2909 Threshold copulas and positive dependence
by Durante, Fabrizio & Foschi, Rachele & Spizzichino, Fabio
- 2910-2915 Constructing processes with prescribed mixing coefficients
by Kontorovich, Leonid (Aryeh)
- 2916-2916 Estimating parameters in autoregressive models with asymmetric innovations
by Akkaya, Aysen D. & Tiku, Moti L.
- 2917-2925 On degenerate stochastic equations of Itô type with jumps
by Kurenok, V.P.
- 2926-2931 MV-optimal block designs for correlated errors
by Uddin, Nizam
- 2932-2938 Weak convergence of the supremum distance for supersmooth kernel deconvolution
by van Es, Bert & Gugushvili, Shota
- 2939-2946 A hypothesis test for independence of sets of variates in high dimensions
by Lin, Zhengyan & Xiang, Yanbiao
- 2947-2956 Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples
by Li, Yongming & Yang, Shanchao & Zhou, Yong
- 2957-2962 Simple relations between principal stratification and direct and indirect effects
by VanderWeele, Tyler J.
- 2963-2970 Feasible parameter regions for alternative discrete state space models
by Feigin, Paul D. & Gould, Phillip & Martin, Gael M. & Snyder, Ralph D.
- 2971-2975 On the maximum likelihood estimation of parameters of Weibull distribution based on complete and censored data
by Balakrishnan, N. & Kateri, M.
- 2976-2980 Asymptotics for the nonparametric estimation of the mean function of a random process
by Degras, David
- 2981-2987 Preservation of some life length classes for age distributions associated with age-dependent branching processes
by Johnson, Richard A. & Taylor, James R.
- 2988-2991 A new look at discrete discrepancy
by Chatterjee, Kashinath & Qin, Hong
- 2992-2996 Maximal probabilities of convolution powers of discrete uniform distributions
by Mattner, Lutz & Roos, Bero
- 2997-2999 Is a subspace containing a splitting subspace a splitting subspace?
by Triacca, Umberto
- 3000-3007 Phase diagram for once-reinforced random walks on trees with exponential weighting scheme
by Takei, Masato & Takeshima, Masaki
- 3008-3013 Higher order moments of renewal counting processes and Eulerian polynomials
by Brown, Geoffrey W.
- 3014-3017 A note on non-regular martingales
by Iksanov, Alex & Marynych, Alex
- 3018-3022 Asymptotic expansions for inverse moments of binomial and negative binomial
by Wuyungaowa & Wang, Tianming
- 3023-3028 The law of the iterated logarithm for the Gaussian free field
by Hu, Xiaoyu
- 3029-3033 Nonparametric estimation of level sets under minimal assumptions
by Ren, Qunshu & Mojirsheibani, Majid
- 3034-3039 On the Burkholder-Davis-Gundy inequalities for continuous martingales
by Ren, Yao-Feng
- 3040-3046 On the number of deviations of Geometric Brownian Motion with drift from its extreme points with applications to transaction costs
by Poufinas, Thomas
- 3047-3055 Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models
by Ferrari, Silvia L.P. & Cysneiros, Audrey H.M.A.
- 3056-3061 Preservation of classes of life distributions under weighting with a general weight function
by Blazej, Pawel
- 3062-3069 Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition
by Jasra, Ajay & Doucet, Arnaud
- 3070-3074 The multivariate point null testing problem: A Bayesian discussion
by Gómez-Villegas, Miguel A. & González-Pérez, Beatriz
- 3075-3081 Strong consistency of a family of model order selection rules for estimating 2D sinusoids in noise
by Kliger, Mark & Francos, Joseph M.
- 3082-3085 Conditions for weak ergodicity of inhomogeneous Markov chains
by Coppersmith, Don & Wu, Chai Wah
- 3086-3090 On moments of recurrence times for positive recurrent renewal sequences
by Szewczak, Zbigniew S.
- 3091-3095 A sequential estimation procedure for the parameter of an exponential distribution under asymmetric loss function
by Jokiel-Rokita, Alicja
- 3096-3102 A test for independence of two sets of variables when the number of variables is large relative to the sample size
by Schott, James R.
- 3103-3109 The finite-time ruin probability for ND claims with constant interest force
by Kong, Fanchao & Zong, Gaofeng
- 3110-3113 On the compatibility of Dyson's conditions
by Berenhaut, Kenneth S. & Chen, Donghui & Tran, Vy
- 3114-3121 The multifractal spectrum of harmonic measure for forward moving random walks on a Galton-Watson tree
by Kinnison, Adam L.
November 2008, Volume 78, Issue 16
- 2559-2566 Inference in the additive risk model with time-varying covariates subject to measurement errors
by Sun, Liuquan & Zhou, Xian
- 2567-2571 A semiparametric regression estimator under left truncation and right censoring
by Karlsson, Maria & Laitila, Thomas
- 2572-2577 Semiparametric left truncation and right censorship models with missing censoring indicators
by Subramanian, Sundarraman & Bandyopadhyay, Dipankar
- 2578-2583 Some properties of the Kendall distribution in bivariate Archimedean copula models under censoring
by Wang, Antai & Oakes, David
- 2584-2591 Testing additivity in nonparametric regression under random censorship
by Debbarh, Mohammed & Viallon, Vivian
- 2592-2596 More powerful exact tests of binary matched pairs
by Lloyd, Chris J.
- 2597-2603 A pointwise Bayes-type estimator of the survival probability with censored data
by Kulasekera, K.B. & Zhao, Meng
- 2604-2608 Identifiability of a mixture cure frailty model
by Peng, Yingwei & Zhang, Jiajia
- 2609-2613 Multiple rank-based testing for ordered alternatives with incomplete data
by Cabilio, P. & Peng, J.
- 2614-2622 A Bartlett type correction for Wald test in Cox regression model
by Li, Xiao & Wu, Yaohua & Tu, Dongsheng
- 2623-2631 The integral option in a model with jumps
by Gapeev, Pavel V.
- 2632-2636 Almost sure convergence of randomly truncated stochastic algorithms under verifiable conditions
by Lelong, Jérôme
- 2637-2643 Monitoring a Poisson process in several categories subject to changes in the arrival rates
by Brown, Marlo
- 2644-2646 On construction of consistent mixing distributions for compound decisions
by Mashayekhi, Mostafa
- 2647-2653 Missing observation analysis for matrix-variate time series data
by Triantafyllopoulos, K.
- 2654-2659 Bias of the regression estimator for experiments using clustered random assignment
by Middleton, Joel A.
- 2660-2663 The Bahadur representation for sample quantiles under negatively associated sequence
by Ling, Nengxiang
- 2664-2670 Orlicz norm inequalities for operator-valued martingale transforms
by Yu, Lin
- 2671-2678 On a new moments inequality
by Simic, Slavko
- 2679-2684 A one-sided large deviation local limit theorem
by Lin, Jianxi
- 2685-2691 Approximate predictive pivots for autoregressive processes
by Corcuera, José M.
- 2692-2699 On the time to ruin and the deficit at ruin in a risk model with double-sided jumps
by Xing, Xiaoyu & Zhang, Wei & Jiang, Yiming
- 2700-2704 Modeling financial time series through second-order stochastic differential equations
by Nicolau, João
- 2705-2708 Inverse renewal thinning of Cox and renewal processes
by Teke, S.P. & Deshmukh, S.R.
- 2709-2714 Asymptotics of sums of lognormal random variables with Gaussian copula
by Asmussen, Søren & Rojas-Nandayapa, Leonardo
- 2715-2719 Space-time dependence dynamics for birth-death point processes
by Comas, C. & Mateu, J.
- 2720-2724 Optimal main effect plans in nested row-column set-up of small size
by Bagchi, Sunanda & Bose, Mausumi
- 2725-2730 The functional central limit theorem for a family of GARCH observations with applications
by Berkes, István & Hörmann, Siegfried & Horváth, Lajos
- 2731-2738 A note on self-weighted quantile estimation for infinite variance quantile autoregression models
by Yang, Xiao Rong & Zhang, Li Xin
- 2739-2743 Wavelet regression with correlated errors on a piecewise Hölder class
by Porto, Rogério F. & Morettin, Pedro A. & Aubin, Elisete C.Q.
- 2744-2750 Efficient estimation of population quantiles in general semiparametric regression models
by Maity, Arnab
- 2751-2755 On the connections between weakly stable and pseudo-isotropic distributions
by Jasiulis, B.H. & Misiewicz, J.K.
- 2756-2761 An alternative multivariate skew-slash distribution
by Arslan, Olcay
- 2762-2767 On occurrence of patterns in Markov chains: Method of gambling teams
by Pozdnyakov, Vladimir
- 2768-2775 Testing for parameter stability in quantile regression models
by Su, Liangjun & Xiao, Zhijie
- 2776-2780 Some new maximal inequalities
by Harremoës, Peter
- 2781-2786 Fisher information in hybrid censored data
by Park, Sangun & Balakrishnan, N. & Zheng, Gang
- 2787-2792 Exponential families are not preserved by the formation of order statistics
by Bar-Lev, Shaul K. & Bshouty, Daoud
- 2793-2797 Matching posterior and frequentist cumulative distribution functions with empirical-type likelihoods in the multiparameter case
by Chang, In Hong & Mukerjee, Rahul
- 2798-2803 Sufficient dimension reduction and variable selection for regression mean function with two types of predictors
by Wang, Qin & Yin, Xiangrong
- 2804-2810 Heavy-tailedness and threshold sex determination
by Ibragimov, Rustam
- 2811-2820 Maxima of Dirichlet and triangular arrays of gamma variables
by Bose, Arup & Dasgupta, Amites & Maulik, Krishanu
- 2821-2826 The distribution of the product of two triangular random variables
by Glickman, Theodore S. & Xu, Feng
- 2827-2835 Stochastic orderings for discrete random variables
by Giovagnoli, A. & Wynn, H.P.
- 2836-2838 A generalized constructive definition for the Dirichlet process
by Favaro, S. & Walker, S.G.
October 2008, Volume 78, Issue 15
- 2275-2280 On the distribution of the left singular vectors of a random matrix and its applications
by Bura, E. & Pfeiffer, R.
- 2281-2292 Explicit solutions for multivalued stochastic differential equations
by Xu, Siyan
- 2293-2299 On the convergence of the empirical mass function
by Russo, Ralph P. & Shyamalkumar, Nariankadu D.
- 2300-2307 A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights
by Aurzada, Frank
- 2308-2313 On the Tukey depth of a continuous probability distribution
by Hassairi, Abdelhamid & Regaieg, Ons
- 2314-2320 The gambler's ruin problem for a Markov chain related to the Bessel process
by Lefebvre, Mario
- 2321-2326 Counting by weighing and its effect on comparing population proportions
by Nickerson, David M.
- 2327-2331 Statistical testing alone and estimation plus testing: Reporting study outcomes in biomedical journals
by Janosky, Janine E.
- 2332-2338 Acceleration of the EM and ECM algorithms using the Aitken [delta]2 method for log-linear models with partially classified data
by Kuroda, Masahiro & Sakakihara, Michio & Geng, Zhi
- 2339-2345 Limit theorems for correlated Bernoulli random variables
by James, Barry & James, Kang & Qi, Yongcheng
- 2346-2352 A class of weighted Poisson processes
by Balakrishnan, N. & Kozubowski, Tomasz J.
- 2353-2360 On a multivariate gamma distribution
by Furman, Edward
- 2361-2365 General matrix-valued inhomogeneous linear stochastic differential equations and applications
by Duan, Jinqiao & Yan, Jia-an
- 2366-2370 A note on the construction of optimal main effects plans in blocks of size two
by Jacroux, Mike
- 2371-2377 Bivariate positive stable frailty models
by Mallick, Madhuja & Ravishanker, Nalini & Kannan, Nandini
- 2378-2387 Some properties of convolutions of Pascal and Erlang random variables
by Mi, J. & Shi, W. & Zhou, Y.Y.
- 2388-2399 Tail dependence of skewed grouped t-distributions
by Banachewicz, Konrad & van der Vaart, Aad
- 2400-2403 Dynamical circle covering with homogeneous Poisson updating
by Jonasson, Johan
- 2404-2407 An extension of Wick's theorem
by Vignat, C. & Bhatnagar, S.
- 2408-2411 Propriety of posterior in Bayesian space varying parameter models with normal data
by Rodrigues, Alexandre & Assunção, Renato
- 2412-2419 On solutions of a class of infinite horizon FBSDEs
by Yin, Juliang
- 2420-2425 A goodness of fit test for left-truncated and right-censored data
by Hwang, Yi-Ting & Wang, Chun-chao
- 2426-2432 On a risk model with debit interest and dividend payments
by Yuen, Kam-Chuen & Zhou, Ming & Guo, Junyi
- 2433-2436 Infinite divisibility of the spacings of a Kotz-Kozubowski-Podgórski generalized Laplace model
by Brilhante, M.F. & Kotz, S.
- 2437-2439 Estimability of parameters in a linear model and related characterizations
by Kounias, Stratis & Chalikias, Miltiadis
- 2440-2445 A simple estimator of the bivariate distribution function for censored gap times
by de Uña-Álvarez, Jacobo & Meira-Machado, Luis F.
- 2446-2455 On the expected discounted penalty function for the continuous-time compound binomial risk model
by Liu, Guoxin & Wang, Ying
- 2456-2462 Autoregressive processes with normal-Laplace marginals
by Jose, K.K. & Tomy, Lishamol & Sreekumar, J.
- 2463-2469 Bootstrap confidence intervals in nonparametric regression with built-in bias correction
by McMurry, Timothy L. & Politis, Dimitris N.
- 2470-2477 On the E-optimality of complete designs under an interference model
by Filipiak, Katarzyna & Rózanski, Rafal & Sawikowska, Aneta & Wojtera-Tyrakowska, Dominika
- 2478-2484 On the shapes of bilateral Gamma densities
by Küchler, Uwe & Tappe, Stefan
- 2485-2489 Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption
by Coeurjolly, Jean-François
- 2490-2495 Asymptotically pointwise optimal allocation rules in Bayes sequential estimation
by Hwang, Leng-Cheng & Karunamuni, Rohana J.
- 2496-2502 Optimal mixed-level supersaturated design with general number of runs
by Chen, Jie & Liu, Min-Qian
- 2503-2510 Hájek-Inagaki representation theorem, under a general stochastic processes framework, based on stopping times
by Roussas, George G. & Bhattacharya, Debasis
- 2511-2516 On-line detection of a part of a sequence with unspecified distribution
by Sarnowski, Wojciech & Szajowski, Krzysztof
- 2517-2521 Some asymptotic results on density estimators by wavelet projections
by Varron, Davit
- 2522-2527 Consistent estimation of the accuracy of importance sampling using regenerative simulation
by Bhattacharya, Sourabh
- 2528-2535 On the convergence of stochastic integrals with respect to p-semimartingales
by Kubilius, K.
- 2536-2542 Trimmed sums of long range dependent moving averages
by Kulik, Rafal & Ould Haye, Mohamedou
- 2543-2551 An L2 -test for comparing spatial spectral densities
by Crujeiras, Rosa M. & Fernández-Casal, Rubén & González-Manteiga, Wenceslao
- 2552-2558 The uniform approximation of the tail probability of the randomly weighted sums of subexponential random variables
by Zhu, Chun-hua & Gao, Qi-bing
October 2008, Volume 78, Issue 14
- 1999-2005 On convergence properties of sums of dependent random variables under second moment and covariance restrictions
by Hu, Tien-Chung & Rosalsky, Andrew & Volodin, Andrei
- 2006-2009 The failure rate properties of a bimodal mixture of normal distributions in an unequal variance case
by Liu, Fuxiang & Liu, Yanyan
- 2010-2017 Laws of large numbers for the number of weak records
by Gouet, Raúl & Javier López, F. & Sanz, Gerardo
- 2018-2023 A note on strong limit theorems for arbitrary stochastic sequences
by Yang, Weiguo & Yang, Xue
- 2024-2030 On optimality of the Benjamini-Hochberg procedure for the false discovery rate
by Guo, Wenge & Bhaskara Rao, M.
- 2031-2038 On a non-classical invariance principle
by Davydov, Youri & Rotar, Vladimir
- 2039-2045 On the asymptotic behaviour of random matrices in a multivariate statistical model
by Cerqueti, Roy & Costantini, Mauro
- 2046-2051 A note on upper estimates for Pickands constants
by Dëbicki, Krzysztof & Kisowski, Pawel
- 2052-2057 A bilateral inequality on the Borel-Cantelli Lemma
by Xie, Yuquan
- 2058-2065 Incomplete factorial experiments in completely randomized and randomized complete block designs
by Gerami, A.
- 2066-2074 On weak convergence of the likelihood ratio process in multi-phase regression models
by Fujii, Takayuki
- 2075-2085 A singular stochastic differential equation driven by fractional Brownian motion
by Hu, Yaozhong & Nualart, David & Song, Xiaoming
- 2086-2094 Absolute ruin in the compound Poisson risk model with constant dividend barrier
by Yuan, Haili & Hu, Yijun
- 2095-2101 The functional CLT for linear processes generated by mixing random variables with infinite variance
by Moon, H.J.
- 2102-2109 A central limit theorem for the linear process generated by associated random variables in a Hilbert space
by Kim, Tae-Sung & Ko, Mi-Hwa
- 2110-2115 On the almost sure convergence for a linear process generated by negatively associated random variables in a Hilbert space
by Kim, Tae-Sung & Ko, Mi-Hwa & Han, Kwang-Hee
- 2116-2120 An unexpected result in an approximate carrier-borne epidemic process
by Gani, J. & Swift, R.J.
- 2121-2129 A strong invariance principle for positively or negatively associated random fields
by Shashkin, Alexey
- 2130-2136 The disk-percolation model on graphs
by Lebensztayn, E. & Rodríguez, P.M.
- 2137-2141 Asymptotics of Oja Median Estimate
by Shen, Gang
- 2142-2153 Stein-type improvement under stochastic constraints: Use of multivariate Student-t model in regression
by Arashi, M. & Tabatabaey, S.M.M.
- 2154-2164 Isoperimetric and related bounds on configuration spaces
by Houdré, Christian & Privault, Nicolas
- 2165-2170 Survival probabilities for N-ary subtrees on a Galton-Watson family tree
by Mutafchiev, Ljuben R.
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