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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 ...
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Content
October 2008, Volume 78, Issue 14
- 2165-2170 Survival probabilities for N-ary subtrees on a Galton-Watson family tree
by Mutafchiev, Ljuben R.
- 2171-2174 On the equivalence between standard and sequentially ordered hidden Markov models
by Chopin, N.
- 2175-2180 Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions
by Yano, Kouji & Yano, Yuko
- 2181-2187 The Wills functional for Poisson processes
by Vitale, Richard A. & Wang, Yazhen
- 2188-2193 Ratio estimation via Poisson regression and Generalized Estimating Equations
by Morel, Jorge G. & Neerchal, Nagaraj K.
- 2194-2200 Nonparametric density estimation for stratified samples
by Breunig, Robert
- 2201-2209 Inner product spaces of integrands associated to subfractional Brownian motion
by Tudor, Constantin
- 2210-2216 Stochastic approximation of the factors of a generalized canonical correlation analysis
by Monnez, Jean-Marie
- 2217-2221 On inconsistency of estimators of parameters of non-homogeneous Poisson process models for software reliability
by Nayak, Tapan K. & Bose, Sudip & Kundu, Subrata
- 2222-2229 A study on LTD and RTI positive dependence orderings
by Colangelo, Antonio
- 2230-2233 Convergence rates in the local renewal theorem
by Sapozhnikov, Artëm
- 2234-2239 Ordering comparison of negative binomial random variables with their mixtures
by Alamatsaz, Mohammad Hossein & Abbasi, Somayyeh
- 2240-2247 A canonical definition of shape
by Paindaveine, Davy
- 2248-2257 A note on birth-death processes with catastrophes
by Di Crescenzo, A. & Giorno, V. & Nobile, A.G. & Ricciardi, L.M.
- 2258-2264 On the relation between reversibility and monotonicity of fluctuation spectra for discrete time finite state Markov chains
by Chen, Yong & Qian, Min-Ping & Xie, Jian-Sheng
- 2265-2272 The stationarity of multidimensional generalized Ornstein-Uhlenbeck processes
by Endo, Kotaro & Matsui, Muneya
September 2008, Volume 78, Issue 13
- 1683-1693 Almost sure functional central limit theorems for weakly dependent sequences
by Chen, Shouquan & Lin, Zhengyan
- 1694-1701 A note on scale mixtures of skew normal distribution
by Kim, Hyoung-Moon
- 1702-1710 Divergence-based tests for model diagnostic
by Esteban, M.D. & Hobza, T. & Morales, D. & Marhuenda, Y.
- 1711-1721 Beta-hypergeometric distributions and random continued fractions
by Asci, Claudio & Letac, Gérard & Piccioni, Mauro
- 1722-1726 A two-parameter generalized skew-normal distribution
by Jamalizadeh, A. & Behboodian, J. & Balakrishnan, N.
- 1727-1734 On a risk model with dependence between claim sizes and claim intervals
by Meng, Qingbin & Zhang, Xin & Guo, Junyi
- 1735-1741 Estimation using response probability under callbacks
by Park, Hyeonah & Na, Seongryong & Jeon, Jongwoo
- 1742-1747 A note on the finite collision property of random walks
by Chen, Dayue & Wei, Bei & Zhang, Fuxi
- 1748-1756 Nonparametric regression estimation with assigned risk
by Efromovich, Sam
- 1757-1764 Inverse beta transformation in kernel density estimation
by Bolancé, Catalina & Guillén, Montserrat & Nielsen, Jens Perch
- 1765-1774 The first negative moment in the sense of the Cauchy principal value
by Peng, Chien-Yu
- 1775-1783 Stationary solutions of retarded Ornstein-Uhlenbeck processes in Hilbert spaces
by Liu, Kai
- 1784-1791 Sample paths of jump-type Fleming-Viot processes with bounded mutation operators
by da Silva, Telles Timóteo & Fragoso, Marcelo D.
- 1792-1799 Moment inequalities for DVRL distributions, characterization and testing for exponentiality
by Al-Zahrani, Bander & Stoyanov, Jordan
- 1800-1806 A note on the exchangeability condition in Stein's method
by Röllin, Adrian
- 1807-1810 On prediction error in functional linear regression
by Apanasovich, Tatiyana V. & Goldstein, Edward
- 1811-1816 Optimal robust estimates using the Kullback-Leibler divergence
by Yohai, Victor J.
- 1817-1822 The combined INAR(p) models for time series of counts
by Weiß, Christian H.
- 1823-1825 A matrix version of Chernoff inequality
by Wei, Zhengyuan & Zhang, Xinsheng
- 1826-1834 On the convergence rate of sequential fixed-width confidence intervals for normal parameters
by Isogai, Eiichi & Futschik, Andreas
- 1835-1845 On the time value of absolute ruin for a multi-layer compound Poisson model under interest force
by Yang, Hu & Zhang, Zhimin & Lan, Chunmei
- 1846-1850 Marginal distribution of some path-dependent stochastic volatility model
by Sekine, Jun
- 1851-1856 Stam inequality on
by Gibilisco, Paolo & Imparato, Daniele & Isola, Tommaso
- 1857-1862 Bivariate stopped-sum distributions using saddlepoint methods
by Abd-Elfattah, Ehab F.
- 1863-1868 Histogram density estimators based upon a fuzzy partition
by Loquin, Kevin & Strauss, Olivier
- 1869-1877 Hausdorff moment problem: Reconstruction of probability density functions
by Mnatsakanov, Robert M.
- 1878-1884 Optimality of the Holm procedure among general step-down multiple testing procedures
by Gordon, Alexander Y. & Salzman, Peter
- 1885-1893 A variance component test for mixed hidden Markov models
by Altman, Rachel MacKay
- 1894-1902 Confidence intervals for long memory regressions
by Ko, Kyungduk & Lee, Jaechoul & Lund, Robert
- 1903-1913 Central limit theorems for the integrated squared error of derivative estimators
by Birke, Melanie
- 1914-1921 Optimal minimax designs over a prespecified interval in a heteroscedastic polynomial model
by Chen, Ray-Bing & Wong, Weng Kee & Li, Kun-Yu
- 1922-1928 Conditional independence between two variables given any conditioning subset implies block diagonal covariance matrix for multivariate Gaussian distributions
by Marrelec, Guillaume & Benali, Habib
- 1929-1932 Collision probability for an occupancy problem
by Nakata, Toshio
- 1933-1942 Lee discrepancy and its applications in experimental designs
by Zhou, Yong-Dao & Ning, Jian-Hui & Song, Xie-Bing
- 1943-1947 Unit root testing based on BLUS residuals
by Vougas, Dimitrios V.
- 1948-1954 A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion
by Gatto, Riccardo
- 1955-1963 Prediction intervals for future records
by Raqab, Mohammad Z. & Balakrishnan, N.
- 1964-1970 A note on the almost sure central limit theorem for negatively associated fields
by Wang, Jiang-Feng & Liang, Han-Ying
- 1971-1980 Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements
by Roy, Anuradha & Leiva, Ricardo
- 1981-1989 A new class of excited random walks on trees
by Del Greco M., Fabiola & Di Marzio, Marco & Panzera, Agnese
- 1990-1998 Test for parameter change in ARMA models with GARCH innovations
by Lee, Sangyeol & Song, Junmo
September 2008, Volume 78, Issue 12
- 1349-1354 Characterizations using the bivariate failure rate function
by Navarro, Jorge
- 1355-1361 A class of autoregressive processes
by Krishnarani, S.D. & Jayakumar, K.
- 1362-1368 Modified Simes' critical values under independence
by Cai, Gengqian & Sarkar, Sanat K.
- 1369-1374 A generalization and extension of an autoregressive model
by Satheesh, S. & Sandhya, E. & Rajasekharan, K.E.
- 1375-1383 Parameter estimation using partial information with applications to queueing and related models
by Basawa, I.V. & Bhat, U.N. & Zhou, J.
- 1384-1387 On the central limit theorem and the law of the iterated logarithm
by Fukuyama, Katusi & Ueno, Yôhei
- 1388-1396 Equidistant and D-optimal designs for parameters of Ornstein-Uhlenbeck process
by Kiselák, Jozef & Stehlík, Milan
- 1397-1403 A method to compute the transition function of a piecewise deterministic Markov process with application to reliability
by Chiquet, Julien & Limnios, Nikolaos
- 1404-1411 Seasonal fractional ARIMA with stable innovations
by Diongue, Abdou Kâ & Diop, Aliou & Ndongo, Mor
- 1412-1421 A higher order multifractal formalism
by Ben Mabrouk, Anouar
- 1422-1429 An assumption for the development of bootstrap variants of the Akaike information criterion in mixed models
by Shang, Junfeng & Cavanaugh, Joseph E.
- 1430-1433 The asymptotic and exact Fisher information matrices of a vector ARMA process
by Klein, André & Mélard, Guy & Saidi, Abdessamad
- 1434-1439 Extended Glivenko-Cantelli Theorem in ARCH(p)-time series
by Cheng, Fuxia
- 1440-1444 On the max-domain of attraction of distributions with log-concave densities
by Müller, Samuel & Rufibach, Kaspar
- 1445-1451 Empirical likelihood for linear models in the presence of nuisance parameters
by Kim, Mi-Ok & Zhou, Mai
- 1452-1458 On computation of NPMLE for middle-censored data
by Mangalam, Vasudevan & Nair, Gopalan M. & Zhao, Yun
- 1459-1465 On Pólya mixtures of multivariate Gaussian distributions
by Grigelionis, Bronius
- 1466-1472 Complete convergence of weighted sums for [rho]* -mixing sequence of random variables
by Jun, An & Demei, Yuan
- 1473-1479 A note on the closed-form identification of regression models with a mismeasured binary regressor
by Chen, Xiaohong & Hu, Yingyao & Lewbel, Arthur
- 1480-1489 The autocorrelation structure of the Markov-switching asymmetric power GARCH process
by Haas, Markus
- 1490-1497 Clustering gene expression profile data by selective shrinkage
by Ishwaran, Hemant & Sunil Rao, J.
- 1498-1504 A note on auxiliary particle filters
by Johansen, Adam M. & Doucet, Arnaud
- 1505-1513 Distribution of runs in a sequence of exchangeable multi-state trials
by EryIlmaz, Serkan
- 1514-1516 A problem on extreme magnitudes of characteristic functions: The general case
by He, Xin
- 1517-1525 On exit times of Lévy-driven Ornstein-Uhlenbeck processes
by Borovkov, Konstantin & Novikov, Alexander
- 1526-1533 A generalized Gittins index for a Markov chain and its recursive calculation
by Sonin, Isaac M.
- 1534-1540 Growth rates for pure birth Markov chains
by Athreya, K.B.
- 1541-1547 A self-normalized central limit theorem for [rho] -mixing stationary sequences
by Jiang, Xinxin & Hahn, Marjorie
- 1548-1556 Spiking problem in monotone regression: Penalized residual sum of squares
by Pal, Jayanta Kumar
- 1557-1559 Two refinements of the Chernoff bound for the sum of nonidentical Bernoulli random variables
by Xia, Ye
- 1560-1569 Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model
by Hu, Xuemei & Wang, Zhizhong & Liu, Feng
- 1570-1576 How to construct asymptotically stable iterated function systems
by Jaroszewska, Joanna
- 1577-1582 Extreme variances of order statistics in dependent samples
by Rychlik, Tomasz
- 1583-1592 Edgeworth expansions in operator form
by Szewczak, Zbigniew S.
- 1593-1600 On the matching noise of some nonparametric imputation procedures
by Marella, Daniela & Scanu, Mauro & Luigi Conti, Pier
- 1601-1611 Spectral density estimation for linear processes with dependent innovations
by Bensaïd, Nadia & Yazourh-Benrabah, Ouafae
- 1612-1618 Hausdorff moment problem: Reconstruction of distributions
by Mnatsakanov, Robert M.
- 1619-1623 Some moment relationships for multivariate skew-symmetric distributions
by Umbach, Dale
- 1624-1633 Moment estimation in a semiparametric generalized linear model
by Wang, Xueqin & Peng, Hanxiang
- 1634-1638 A note on extreme values and kernel estimators of sample boundaries
by Girard, Stéphane & Jacob, Pierre
- 1639-1648 A lower bound for the reliability function of multiple failure mode systems
by Milienos, F.S. & Koutras, M.V.
- 1649-1655 A regeneration proof of the central limit theorem for uniformly ergodic Markov chains
by Jasra, Ajay & Yang, Chao
- 1656-1661 Limiting distribution of the G statistics
by Zhang, Tonglin
- 1662-1670 kth records from geometric distribution
by Dembinska, Anna
- 1671-1672 R-squared for general regression models in the presence of sampling weights
by Freels, S. & Sinha, K.
- 1673-1682 Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes
by Vermaat, M.B. & van der Meulen, F.H. & Does, R.J.M.M.
August 2008, Volume 78, Issue 11
- 1251-1254 On fake Brownian motions
by Oleszkiewicz, Krzysztof
- 1255-1258 H(n)-factors in random graphs
by Yan, Yun-Zhi & Wang, Han-Xing & Wang, Jun & Yin, Xiang-Feng
- 1259-1265 BSDE driven by a simple Lévy process with continuous coefficient
by El Otmani, Mohamed
- 1266-1273 A new three-parameter extension of the inverse Gaussian distribution
by Leiva, Víctor & Sanhueza, Antonio & Silva, Andrés & Galea, Manuel
- 1274-1282 Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes
by Anh, V.V. & Leonenko, N.N.
- 1283-1289 A note on the complete convergence for arrays of rowwise independent random elements
by Sung, Soo Hak
- 1290-1300 Codispersion coefficients for spatial and temporal series
by Rukhin, Andrew L. & Vallejos, Ronny
- 1301-1304 How to compute the extremal index of stationary random fields
by Ferreira, H. & Pereira, L.
- 1305-1313 Algebraic polynomials with random non-symmetric coefficients
by Farahmand, K. & Stretch, C.T.
- 1314-1316 The Karcher mean of a class of symmetric distributions on the circle
by Kaziska, David & Srivastava, Anuj
- 1317-1327 Asymptotic properties for Cauchy's principal values of Brownian and random walk local time
by Wen, Jiwei & Lin, Zhengyan
- 1328-1338 Multiple comparisons of several heteroscedastic multivariate populations
by Kakizawa, Yoshihide
- 1339-1348 Prolate spheroidal spectral estimates
by Lii, K.S. & Rosenblatt, M.
August 2008, Volume 78, Issue 10
- 1161-1164 A note on a transformation under censoring with application to partial least squares regression
by Basu, Sanjib & Ebrahimi, Nader
- 1165-1167 A generalization of the Balakrishnan skew-normal distribution
by Yadegari, Iraj & Gerami, Abbas & Khaledi, Majid Jafari
- 1168-1173 A note on checking the Clayton model assumption based on left-truncated bivariate data
by Wang, Antai
- 1174-1180 On asymptotic failure rates in bivariate frailty competing risks models
by Finkelstein, Maxim & Esaulova, Veronica
- 1181-1188 On comonotonicity of Pareto optimal risk sharing
by Ludkovski, Michael & Rüschendorf, Ludger
- 1189-1193 A k-nearest neighbor approach for functional regression
by Laloë, Thomas
- 1194-1199 Modelling marked point patterns by intensity-marked Cox processes
by Ho, Lai Ping & Stoyan, D.
- 1200-1205 Noncanonical representation with an infinite-dimensional orthogonal complement
by Ouknine, Youssef & Erraoui, Mohamed
- 1206-1214 Precise large deviation results for the total claim amount under subexponential claim sizes
by Baltrunas, Aleksandras & Leipus, Remigijus & Siaulys, Jonas
- 1215-1221 On moments of the maximum of normed partial sums of [rho] -mixing random variables
by Chen, Pingyan & Gan, Shixin
- 1222-1225 When do cylinder [sigma]-algebras equal Borel [sigma]-algebras in Polish spaces?
by Yan, Yi
- 1226-1229 On monotonicity of regression quantile functions
by Neocleous, Tereza & Portnoy, Stephen
- 1230-1235 On first and last ruin times of Gaussian processes
by Hüsler, Jürg & Zhang, Yueming
- 1236-1245 Nonparametric confidence intervals for quantile intervals and quantile differences based on record statistics
by Ahmadi, J. & Balakrishnan, N.
- 1246-1249 On the Gaussian representation of intrinsic volumes
by Vitale, R.A.
July 2008, Volume 78, Issue 9
- 1051-1055 Precise asymptotics in the law of the iterated logarithm and the complete convergence for uniform empirical process
by Zhang, Yong & Yang, Xiao-Yun
- 1056-1061 Reproducibility probability estimation for testing statistical hypotheses
by De Martini, Daniele
- 1062-1071 Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients
by Wang, Zhidong
- 1072-1075 On the maximal correlation coefficient
by Yu, Yaming
- 1076-1087 Estimating the parameter of the population selected from discrete exponential family
by Vellaisamy, P. & Jain, Sushmita
- 1088-1093 On the link between dependence and independence in extreme value theory for dynamical systems
by Freitas, Ana Cristina Moreira & Freitas, Jorge Milhazes
- 1094-1100 Confidence intervals for the normal mean utilizing prior information
by Farchione, David & Kabaila, Paul
- 1101-1109 Modelling heterogeneity for bivariate survival data by the log-normal distribution
by Hanagal, David D.
- 1110-1118 A general SLLN for the one-dimensional class cover problem
by Wierman, John C. & Xiang, Pengfei
- 1119-1127 Proper Bayesian estimating equation based on Hilbert space method
by Lin, Lu & Tan, Lin
- 1128-1137 Strong pointwise consistency of the kT -occupation time density estimator
by Labrador, Boris
- 1138-1147 Sampling based succinct matrix approximation
by Liu, Rong & Shi, Yong
- 1148-1157 p-variation of an integral functional driven by fractional Brownian motion
by Yan, Litan & Yang, Xiangfeng & Lu, Yunsheng
June 2008, Volume 78, Issue 8
- 945-952 On the residual lifelengths of the remaining components in an n-k+1 out of n system
by Bairamov, Ismihan & Arnold, Barry C.
- 953-962 Large deviations in testing fractional Ornstein-Uhlenbeck models
by Bishwal, Jaya P.N.
- 963-969 A new generalized p-value for ANOVA under heteroscedasticity
by Xu, Li-Wen & Wang, Song-Gui
- 970-974 Stratified two-stage sampling in domains: Sample allocation between domains, strata, and sampling stages
by Kozak, Marcin & Zielinski, Andrzej & Singh, Sarjinder
- 975-984 On the minimization of concave information functionals for unsupervised classification via decision trees
by Karakos, Damianos & Khudanpur, Sanjeev & Marchette, David J. & Papamarcou, Adrian & Priebe, Carey E.
- 985-991 Distribution functions of linear combinations of lattice polynomials from the uniform distribution
by Marichal, Jean-Luc & Kojadinovic, Ivan
- 992-996 Note on integer-valued bilinear time series models
by Drost, Feike C. & van den Akker, Ramon & Werker, Bas J.M.
- 997-1005 Diagnostic checking of multivariate nonlinear time series models with martingale difference errors
by Chabot-Hallé, Dominique & Duchesne, Pierre
- 1006-1016 A new weighted integral goodness-of-fit statistic for exponentiality
by Baringhaus, L. & Henze, N.
- 1017-1023 Some strong limit theorems for -mixing sequences of random variables
by Wu, Qunying & Jiang, Yuanying
- 1024-1033 A limit theorem for solutions to BSDEs in the space of processes
by Fan, Sheng-Jun & Hu, Jian-Hua
- 1034-1042 An approximation for the power function of a non-parametric test of fit
by Boukili Makhoukhi, Mohammed
- 1043-1049 Consistency of the regression estimator with functional data under long memory conditions
by Benhenni, K. & Hedli-Griche, S. & Rachdi, M. & Vieu, P.
May 2008, Volume 78, Issue 7
- 839-846 Complete moment convergence of moving average processes under dependence assumptions
by Kim, Tae-Sung & Ko, Mi-Hwa
- 847-853 A functional ergodic theorem for the occupation time process of a branching system
by Talarczyk, Anna
- 854-860 An almost sure invariance principle for additive functionals of Markov chains
by Rassoul-Agha, F. & Seppäläinen, T.
- 861-868 Talagrand's inductive method and isoperimetric inequalities involving random sets
by Zanger, Daniel Z.
- 869-879 Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process
by Mancini, Cecilia
- 880-884 A note on the Lasso for Gaussian graphical model selection
by Meinshausen, Nicolai
- 885-889 A note on the Hájek-Rényi inequality for associated random variables
by Sung, Soo Hak
- 890-895 A strong law of large numbers for pairwise independent identically distributed random variables with infinite means
by Kruglov, Victor M.
- 896-903 Optimal foldover plans for regular s-level fractional factorial designs
by Ai, Mingyao & Hickernell, Fred J. & Lin, Dennis K.J.
- 904-914 On a software reliability model by Koch and Spreij
by Ledoux, James
- 915-923 Convergence in distribution for the sup-norm of a kernel density estimator for GARCH innovations
by Mimoto, Nao
- 924-926 The Baum-Katz theorem for bounded subsequences
by Stoica, George
- 927-937 A conditional Koziol-Green model under dependent censoring
by Braekers, Roel & Veraverbeke, Noël
- 938-943 On the optimal allocation of components within coherent systems
by Bhattacharya, Debasis & Samaniego, Francisco J.
April 2008, Volume 78, Issue 6
- 577-581 Small deviations for stable processes via compactness properties of the parameter set
by Aurzada, Frank
- 582-593 Random coefficient volatility models
by Thavaneswaran, A. & Peiris, S. & Appadoo, S.
- 594-598 Large deviations for the empirical mean of associated random variables
by Henriques, Carla & Eduardo Oliveira, Paulo
- 599-607 Empirical likelihood for non-degenerate U-statistics
by Jing, Bing-Yi & Yuan, Junqing & Zhou, Wang
- 608-615 Minimax designs for optimum mixtures
by Pal, Manisha & Mandal, Nripes Kumar
- 616-621 Revisiting Sen's inequalities on order statistics
by Balakrishnan, N. & Balasubramanian, K.
- 622-628 Behaviour of Dickey-Fuller tests when there is a break under the unit root null hypothesis
by Sen, Amit
- 629-636 Testing parametric models in the presence of instrumental variables
by Holzmann, Hajo
- 637-642 Characterizations of multiparameter Cox and Poisson processes by the renewal property
by Merzbach, Ely & Shaki, Yair Y.
- 643-653 Asymptotic comparison of the mixed moment and classical extreme value index estimators
by Gomes, M. Ivette & Neves, Cláudia
- 654-660 Infinite divisibility of skew Gaussian and Laplace laws
by Kozubowski, Tomasz J. & Nolan, John P.
- 661-668 A spatial rank test and corresponding estimators for several samples
by Nevalainen, Jaakko & Möttönen, Jyrki & Oja, Hannu
- 669-674 On bounded Gaussian processes
by Le, H.
- 675-681 On the maxiset comparison between hard and block thresholding methods
by Chesneau, Christophe
- 682-686 A continuous non-Brownian motion martingale with Brownian motion marginal distributions
by Albin, J.M.P.
- 687-697 Moment inequalities for spatial processes
by Gao, Jiti & Lu, Zudi & Tjøstheim, Dag
- 698-706 Unbounded mappings and weak convergence of measures
by Zapala, August Michal
- 707-715 Ruin probabilities for discrete time risk models with stochastic rates of interest
by Wei, Xiao & Hu, Yijun
- 716-719 A note on the weak convergence of probability measures in the D[0,1] space
by Pakshirajan, R.P.
- 720-727 Statistical properties of exact confidence intervals from discrete data using studentized test statistics
by Kabaila, Paul
- 728-735 A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models
by Chan, Wai-Sum & Chan, Yin-Ting
- 736-738 Convergence in distribution of random compact sets in Polish spaces
by Elalaoui-Talibi, Hussain & Peterson, Lisa D.
- 739-742 A note on the identifiability of the conditional expectation for the mixtures of neural networks
by Stockis, Jean-Pierre & Tadjuidje-Kamgaing, Joseph & Franke, Jürgen
- 743-748 The size performance of a nonparametric unit root test under a variance shift
by Maki, Daiki
- 749-758 The general principle for precise large deviations of heavy-tailed random sums
by Lin, Jianxi
- 759-765 Runs in continuous-valued sequences
by Eryilmaz, Serkan & Fu, James C.
- 766-770 How badly are the Burkholder-Davis-Gundy inequalities affected by arbitrary random times?
by Nikeghbali, Ashkan
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