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Content
2020, Volume 167, Issue C
- S0167715220301954 On the Wasserstein distance for a martingale central limit theorem
by Fan, Xiequan & Ma, Xiaohui
- S0167715220301966 A Stein’s approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric
by Besson, Olivier & Vincent, François & Gendre, Xavier
- S0167715220301991 Proximal statistic: Asymptotic normality
by Pacini, David
- S0167715220302005 Construction of some s-level regular designs with general minimum lower-order confounding
by Li, Zhiming & Kong, Qingxun & Ai, Mingyao
- S0167715220302017 Bounds on tail probabilities for quadratic forms in dependent sub-gaussian random variables
by Zajkowski, Krzysztof
- S0167715220302029 Optimal stopping problems for running minima with positive discounting rates
by Gapeev, Pavel V.
- S0167715220302030 Monotonicity of escape probabilities for branching random walks on Zd
by Tzioufas, Achillefs
- S0167715220302042 Monotonicity properties of the Poisson approximation to the binomial distribution
by Pinelis, Iosif
- S0167715220302054 On the empirical process of tempered moving averages
by Beran, Jan & Sabzikar, Farzad & Surgailis, Donatas & Telkmann, Klaus
- S0167715220302066 Test-statistic correlation and data-row correlation
by Zhuo, Bin & Jiang, Duo & Di, Yanming
- S0167715220302145 A strong law of large numbers for simultaneously testing parameters of Lancaster bivariate distributions
by Chen, Xiongzhi
- S0167715220302157 On reflected stochastic differential equations driven by regulated semimartingales
by Hilbert, Astrid & Jarni, Imane & Ouknine, Youssef
- S0167715220302182 Statistical causality and separable processes
by Valjarević, Dragana & Petrović, Ljiljana
- S0167715220302194 Middle censoring in the multinomial distribution with applications
by Jammalamadaka, S. Rao & Bapat, Sudeep R.
- S0167715220302200 Hidden Markov Models for multivariate functional data
by Martino, Andrea & Guatteri, Giuseppina & Paganoni, Anna Maria
- S0167715220302248 Semi-classical asymptotics for scattering length of symmetric stable processes
by Kim, Daehong & Matsuura, Masakuni
- S016771522030198X On the Marcinkiewicz–Zygmund strong laws for arbitrary dependent sequences
by Szewczak, Zbigniew S.
2020, Volume 166, Issue C
- S0167715220301668 A general treatment of alternative expectation formulae
by Liu, Yang
- S0167715220301681 Exact tests via multiple data splitting
by DiCiccio, Cyrus J. & DiCiccio, Thomas J. & Romano, Joseph P.
- S0167715220301693 Sensitivity of the stationary distributions of denumerable Markov chains
by Cruz, Juan Alberto Rojas
- S0167715220301723 Incomplete split-plot designs: Construction and analysis
by Mandal, B.N. & Parsad, Rajender & Dash, Sukanta
- S0167715220301735 On non-linear dependence of multivariate subordinated Lévy processes
by Di Nardo, E. & Marena, M. & Semeraro, P.
- S0167715220301747 Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions
by Hägele, Miriam
- S0167715220301759 Lack-of-fit of a parametric measurement error AR(1) model
by Balakrishna, N. & Kim, Jiwoong & Koul, Hira L.
- S0167715220301760 Posterior properties of the Weibull distribution for censored data
by Ramos, Eduardo & Ramos, Pedro L. & Louzada, Francisco
- S0167715220301772 On intersections of independent space–time anisotropic Gaussian fields
by Chen, Zhenlong & Wang, Jun & Wu, Dongsheng
- S0167715220301784 Process convergence of fluctuations of linear eigenvalue statistics of band Toeplitz matrices
by Maurya, Shambhu Nath & Saha, Koushik
- S0167715220301796 Blowup solutions for stochastic parabolic equations
by Lv, Guangying & Wei, Jinlong
- S0167715220301802 Wavelet estimation in OFBM: Choosing scale parameter in different sampling methods and different parameter values
by Lee, Jeonghwa
- S0167715220301814 On maximin distance and nearly orthogonal Latin hypercube designs
by Su, Zheren & Wang, Yaping & Zhou, Yingchun
- S0167715220301826 Large sample properties of the regression depth induced median
by Zuo, Yijun
- S0167715220301838 Online estimation of integrated squared density derivatives
by Mokkadem, Abdelkader & Pelletier, Mariane
- S0167715220301978 A note on distortion effects on the strength of bivariate copula tail dependence
by Sepanski, Jungsywan H.
- S016771522030167X Nonparametric regression estimate with Berkson Laplace measurement error
by Shi, Jianhong & Bai, Xiuqin & Song, Weixing
- S016771522030184X Asymptotic results for the last zero crossing time of a Brownian motion with non-null drift
by Iafrate, Francesco & Macci, Claudio
2020, Volume 165, Issue C
- S0167715220301164 Ridge reconstruction of partially observed functional data is asymptotically optimal
by Kraus, David & Stefanucci, Marco
- S0167715220301176 A generalization of Lemma 1 in Kotlarski (1967)
by Li, Siran & Zheng, Xunjie
- S0167715220301206 GARCH quasi-likelihood ratios for SV model and the diffusion limit
by Song, Xinyu & Wang, Yazhen
- S0167715220301309 Every countable infinite group admits a long range percolation with a phase transition
by Xiang, Kainan & Zou, Lang
- S0167715220301322 A general exact optimal sample allocation algorithm: With bounded cost and bounded sample sizes
by Wright, Tommy
- S0167715220301334 Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models
by Zhang, Xiuzhen & Lu, Zhiping & Wang, Yangye & Zhang, Riquan
- S0167715220301346 Data sharpening via firth’s adjusted score function
by Braun, W. John & Stafford, James & Brown, Patrick
- S0167715220301358 On gamma-Gompertz life expectancy
by Castellares, Fredy & Patrício, Silvio C. & Lemonte, Artur J.
- S0167715220301371 Revisiting integral functionals of geometric Brownian motion
by Boguslavskaya, Elena & Vostrikova, Lioudmila
- S0167715220301383 Stein’s method and Narayana numbers
by Fulman, Jason & Röllin, Adrian
- S0167715220301395 A note on the exact simulation of spherical Brownian motion
by Mijatović, Aleksandar & Mramor, Veno & Uribe Bravo, Gerónimo
- S0167715220301462 Innovated scalable dynamic learning for time-varying graphical models
by Zheng, Zemin & Li, Liwan & Zhou, Jia & Kong, Yinfei
- S0167715220301474 On the expected runtime of multiple testing algorithms with bounded error
by Hahn, Georg
- S0167715220301486 CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index
by Kubilius, K.
- S0167715220301498 The maximum likelihood estimator under the exponential distribution with right-censored linear regression data
by Yu, Qiqing
- S0167715220301504 Incorporating side information into Robust Matrix Factorization with Bayesian Quantile Regression
by Babkin, Andrey
- S0167715220301516 A modified version of stochastic dominance involving dependence
by Montes, Ignacio & Salamanca, Juan Jesús & Montes, Susana
- S0167715220301541 A quantile inequality for location-scale distributions
by Elster, Clemens & Klauenberg, Katy
- S0167715220301553 The Hammersley–Chapman–Robbins inequality for repeatedly monitored quantum system
by Luati, Alessandra & Novelli, Marco
- S0167715220301565 A test of exponentiality against DMTTF alternatives via L-statistics
by Bhattacharyya, Dhrubasish & Khan, Ruhul Ali & Mitra, Murari
- S0167715220301577 On some new moments of Gamma type
by Kadankova, Tetyana & Simon, Thomas & Wang, Min
- S0167715220301589 Local stability in a transient Markov chain
by Adan, Ivo & Foss, Sergey & Shneer, Seva & Weiss, Gideon
- S0167715220301590 Conditional law and occupation times of two-sided sticky Brownian motion
by Can, Bugra & Çağlar, Mine
- S0167715220301607 Large deviations for sums of claims in a general renewal risk model with the regression dependent structure
by Li, Rong & Bi, Xiuchun & Zhang, Shuguang
- S0167715220301619 Prediction for computer experiments with both quantitative and qualitative factors
by Li, Min & Liu, Min-Qian & Wang, Xiao-Lei & Zhou, Yong-Dao
- S0167715220301620 On the entrance at infinity of Feller processes with no negative jumps
by Foucart, Clément & Li, Pei-Sen & Zhou, Xiaowen
- S0167715220301632 Convergence rate to equilibrium in Wasserstein distance for reflected jump–diffusions
by Sarantsev, Andrey
- S0167715220301644 An upper bound for a cyclic sum of probabilities
by Marengo, James E. & Kolt, Quinn T. & Farnsworth, David L.
- S0167715220301656 The density ratio of Poisson binomial versus Poisson distributions
by Dümbgen, Lutz & Wellner, Jon A.
- S0167715220301711 Correlation matrices with average constraints
by Tuitman, Jan & Vanduffel, Steven & Yao, Jing
- S016771522030119X Consistency of ℓ1 penalized negative binomial regressions
by Xie, Fang & Xiao, Zhijie
- S016771522030136X A note on optional Snell envelopes and reflected backward SDEs
by Marzougue, Mohamed
- S016771522030170X An explicit solution to the Skorokhod embedding problem for double exponential increments
by Nguyen, Giang T. & Peralta, Oscar
2020, Volume 164, Issue C
- S0167715220300961 Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors
by Roy, Angshuman & Ghosh, Anil K.
- S0167715220300973 A modified BDS test
by Luo, Wenya & Bai, Zhidong & Zheng, Shurong & Hui, Yongchang
- S0167715220300985 Generalized foldover method for high-level designs
by Zou, Na & Gou, Tingxun & Qin, Hong & Chatterjee, Kashinath
- S0167715220301012 Last passage percolation on the complete graph
by Wang, Feng & Wu, Xian-Yuan & Zhu, Rui
- S0167715220301048 Method comparison with repeated measurements — Passing–Bablok regression for grouped data with errors in both variables
by Baumdicker, F. & Hölker, U.
- S0167715220301061 Approximating sums of products of dependent random variables
by Gajek, Lesław & Krajewska, Elżbieta
- S0167715220301073 Mixed atomic decomposition of martingale weak Hardy–Morrey spaces
by Yu, Lin & Yu, Xiao
- S0167715220301085 About atomless random measures on δ-rings
by Kremer, D. & Scheffler, H.-P.
- S0167715220301097 A generalized measure of dispersion
by Guerrero, Victor M. & Solis-Lemus, Claudia
- S0167715220301103 Sphere packing design for experiments with mixtures
by Xiong, Zikang & Liu, Liwei & Ning, Jianhui & Qin, Hong
- S0167715220301115 Parameter estimation for one-sided heavy-tailed distributions
by Kerger, Phillip & Kobayashi, Kei
- S0167715220301127 Edgeworth corrections for spot volatility estimator
by He, Lidan & Liu, Qiang & Liu, Zhi
- S0167715220301139 Asymptotic log-Harnack inequality and applications for SPDE with degenerate multiplicative noise
by Hong, Wei & Li, Shihu & Liu, Wei
- S0167715220301140 Pseudodifferential operators and Markov processes on certain totally disconnected groups
by Estala-Arias, Samuel
- S0167715220301152 Robust estimation of a location parameter with the integrated Hogg function
by Catania, Leopoldo & Luati, Alessandra
- S0167715220301188 Model-free feature screening for ultra-high dimensional competing risks data
by Chen, Xiaolin & Zhang, Yahui & Liu, Yi & Chen, Xiaojing
- S0167715220301218 Randomized allocation with nonparametric estimation for contextual multi-armed bandits with delayed rewards
by Arya, Sakshi & Yang, Yuhong
- S0167715220301292 Convergence of ergodic–martingale paraproducts
by Kovač, Vjekoslav & Stipčić, Mario
- S0167715220301310 Preservation of weak SAI’s under increasing transformations with applications
by Li, Chen & Li, Xiaohu
- S016771522030105X Departing from Bayesian inference toward minimaxity to the extent that the posterior distribution is unreliable
by Bickel, David R.
2020, Volume 163, Issue C
- S0167715220300651 Anticipated backward stochastic differential equations with left-Lipschitz coefficient
by Xiong, Yafang & Xu, Xiaoming
- S0167715220300687 Reflected BSDEs with time-delayed generators and nonlinear resistance
by Luo, Peng
- S0167715220300729 Optimal designs for panel data linear regressions
by Cheng, Jing & Ai, Mingyao
- S0167715220300742 Wasserstein upper bounds of the total variation for smooth densities
by Chae, Minwoo & Walker, Stephen G.
- S0167715220300754 Tests for regression coefficients in high dimensional partially linear models
by Liu, Yan & Zhang, Sanguo & Ma, Shuangge & Zhang, Qingzhao
- S0167715220300766 A robust two-stage procedure for the Poisson process under the linear exponential loss function
by Hwang, Leng-Cheng
- S0167715220300791 Convergence to Fréchet distribution via Mallows distance
by Mousavinasr, S. & Gonçalves, C.R. & Dorea, C.C.Y.
- S0167715220300808 Variance function of boolean additive convolution
by Fakhfakh, Raouf
- S0167715220300821 A note on new Bernstein-type inequalities for the log-likelihood function of Bernoulli variables
by Zhao, Yunpeng
- S0167715220300833 Large and moderate deviation principles for the Erdös–Kac theorem in function fields
by Feng, Tingting & Wang, Shaochen & Yang, Guangyu
- S0167715220300845 Hierarchical clustering with optimal transport
by Chakraborty, Saptarshi & Paul, Debolina & Das, Swagatam
- S0167715220300857 Characterizations through generalized and dual generalized order statistics, with an application to statistical prediction problem
by Shah, Imtiyaz A. & Barakat, H.M. & Khan, A.H.
- S0167715220300936 Harnack inequalities for stochastic heat equation with locally unbounded drift
by Yin, Xiuwei & Shen, Guangjun & Zhang, Jinhong
- S0167715220300948 A density for the local time of the Brox diffusion
by Gutierrez-Pavón, Jonathan & Pacheco, Carlos G.
- S0167715220300997 Volatility estimation of general Gaussian Ornstein–Uhlenbeck process
by Yu, Qian & Bajja, Salwa
- S0167715220301000 An equivalence criterion for infinite products of Cauchy measures
by Okamura, Kazuki
- S0167715220301024 On the non-stochastic ordering of some quadratic forms
by Marchand, Éric & Strawderman, William E.
- S0167715220301036 A note on conditional variance and characterization of probability distributions
by Jaworski, Piotr & Pitera, Marcin
- S016771522030078X Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients
by Cui, Jing & Bi, Nana
- S016771522030081X Weak-L∞ inequality for non-symmetric martingale transforms and Haar system
by Akboudj, Meryem & Jiao, Yong & Osękowski, Adam
- S016771522030095X Asymptotic behaviour of solution and non-existence of global solution to a class of conformable time-fractional stochastic equation
by Nane, Erkan & Nwaeze, Eze R. & Omaba, McSylvester Ejighikeme
2020, Volume 162, Issue C
- S0167715220300298 Asymptotic near-efficiency of the “Gibbs-energy (GE) and empirical-variance” estimating functions for fitting Matérn models - II: Accounting for measurement errors via “conditional GE mean”
by Girard, Didier A.
- S0167715220300481 On the ratio of current age to total life for null recurrent renewal processes
by Angus, John & Ding, Yujia
- S0167715220300493 On a tail bound for analyzing random trees
by Justice, Sam & Shyamalkumar, N.D.
- S0167715220300511 Some remark on the asymptotic variance in a drift accelerated diffusion
by Ouled Said, A.
- S0167715220300523 Asymptotic number of clusters for species sampling sequences with non-diffuse base measure
by Bassetti, Federico & Ladelli, Lucia
- S0167715220300535 On generating fully discrete samples of the stochastic heat equation on an interval
by Hildebrandt, Florian
- S0167715220300547 M estimators based on the probability integral transformation with applications to count data
by Valdora, Marina & Yohai, Víctor
- S0167715220300559 Interplay of financial and insurance risks in dependent discrete-time risk models
by Yang, Yang & Jiang, Tao & Wang, Kaiyong & Yuen, Kam C.
- S0167715220300560 A large deviation result for maximum likelihood estimator of non-homogeneous Ornstein–Uhlenbeck processes
by Zhao, Shoujiang & Liu, Qiaojing
- S0167715220300572 On the rate of Poisson approximation to Bernoulli partial sum processes
by Ruzankin, Pavel S. & Borisov, Igor S.
- S0167715220300663 A stochastic comparison result for the multitype contact process with unequal death rates
by Stover, Joseph P.
- S0167715220300675 Characterization results for symmetric continuous distributions based on the properties of k-records and spacings
by Ahmadi, Jafar
- S0167715220300699 Nonparametric inference for covariate-adjusted model
by Dai, Shuang & Huang, Zhensheng
- S0167715220300730 Asymptotics of stochastic Burgers equation with jumps
by Hu, Shulan & Wang, Ran
- S0167715220300778 Intrinsic covariance matrix estimation for multivariate elliptical distributions
by Guo, Junhao & Zhou, Jie & Hu, Sanfeng
- S016771522030047X Asymptotic behavior of proportions of observations falling to random regions determined by central order statistics
by Augustynowicz, Aneta
- S016771522030050X A Lévy–Ottaviani type inequality for the Bernoulli process on an interval
by Bednorz, Witold & Martynek, Rafał
2020, Volume 161, Issue C
- S0167715220300079 On non-central squared copulas
by Nasri, Bouchra R.
- S0167715220300171 First and second moments of the size distribution of bond percolation clusters on rings, paths and stars
by Jevtić, Petar & Lanchier, Nicolas & La Salle, Axel
- S0167715220300225 Computing probabilities of integer-valued random variables by recurrence relations
by Baena-Mirabete, S. & Puig, P.
- S0167715220300237 Variational inference for multiplicative intensity models
by Lau, John W. & Cripps, Edward & Hui, Wendy
- S0167715220300249 Exact asymptotic limit for kernel estimation of regression level sets
by Dau, Hai Dang & Laloë, Thomas & Servien, Rémi
- S0167715220300250 A nonparametric test for comparison of mean past lives
by Bhattacharyya, Dhrubasish & Khan, Ruhul Ali & Mitra, Murari
- S0167715220300262 CP decomposition and weighted clique problem
by Zhang, Tonglin
- S0167715220300274 On moments of Brownian functionals and their interpretation in terms of random walks
by Najnudel, Joseph & Wu, Ching-Tang & Yen, Ju-Yi
- S0167715220300286 Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion
by Bibinger, Markus
- S0167715220300304 The Marcinkiewics–Zygmund strong law of large numbers for dependent random variables
by Boukhari, Fakhreddine
- S0167715220300316 Construction of optimal fractional Order-of-Addition designs via block designs
by Chen, Jianbin & Mukerjee, Rahul & Lin, Dennis K.J.
- S0167715220300328 Independence properties of the truncated multivariate elliptical distributions
by Levine, Michael & Richards, Donald & Su, Jianxi
- S0167715220300341 Estimating the complexity index of functional data: Some asymptotics
by Bongiorno, E.G. & Goia, A. & Vieu, P.
- S0167715220300353 The conditional law of the Bacry–Muzy and Riemann–Liouville log correlated Gaussian fields and their GMC, via Gaussian Hilbert and fractional Sobolev spaces
by Forde, Martin & Smith, Benjamin
- S0167715220300365 Limit laws for the number of triangles in the generalized random graphs with random node weights
by Liu, Qun & Dong, Zhishan
- S0167715220300377 Talagrand’s quadratic transportation cost inequalities for reflected SPDEs driven by space–time white noise
by Li, Ruinan & Li, Yumeng
- S0167715220300444 High-probability bounds for the reconstruction error of PCA
by Milbradt, Cassandra & Wahl, Martin
- S0167715220300456 Hypothesis testing with active information
by Díaz–Pachón, Daniel Andrés & Sáenz, Juan Pablo & Rao, J. Sunil
- S0167715220300468 A consistency theorem for randomized singular value decomposition
by Chen, Ting-Li & Huang, Su-Yun & Wang, Weichung
- S016771522030002X Hypothesis testing for the identity of high-dimensional covariance matrices
by Qian, Manling & Tao, Li & Li, Erqian & Tian, Maozai
- S016771522030033X On obtaining sharp bounds of the rate of convergence for a class of continuous-time Markov chains
by Zeifman, A.I. & Satin, Y.A. & Kiseleva, K.M.
2020, Volume 160, Issue C
- S0167715220300018 A second moment bound for critical points of planar Gaussian fields in shrinking height windows
by Muirhead, Stephen
- S0167715220300031 A stochastic Fubini theorem for α-stable process
by Zhao, Huiyan & Xu, Siyan
- S0167715220300043 pth moment (p∈(0,1)) and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations
by Lan, Guangqiang & Xia, Fang & Zhao, Mei
- S0167715220300055 On the Generalized Benford law
by Barabesi, Lucio & Pratelli, Luca
- S0167715220300067 Asymptotic domination of sample maxima
by Hashorva, Enkelejd & Rullière, Didier
- S0167715220300080 GEE analysis in joint mean-covariance model for longitudinal data
by Lu, Fei & Xue, Liugen & Cai, Xiong
- S0167715220300092 On order statistics from Laplace-type distributions
by Aly, Emad-Eldin A.A.
- S0167715220300183 Lower bounds on partial sums of expected hitting times
by Yoon, Hyungkuk & Kim, Bara & Kim, Jeongsim
- S0167715220300213 Some concept of Markov property of discrete order statistics arising from independent and non-identically distributed variables
by Jasiński, Krzysztof
- S016771522030016X Strong consistency and asymptotic normality for quantities related to the Benjamini–Hochberg false discovery rate procedure
by Izmirlian, Grant
2020, Volume 159, Issue C
- S0167715219303232 Objective Bayesian analysis for the Lomax distribution
by Ferreira, Paulo H. & Ramos, Eduardo & Ramos, Pedro L. & Gonzales, Jhon F.B. & Tomazella, Vera L.D. & Ehlers, Ricardo S. & Silva, Eveliny B. & Louzada, Francisco
- S0167715219303244 Maximum likelihood estimation of high-dimensional Student-t copulas
by Trede, Mark
- S0167715219303256 Trimmed LASSO regression estimator for binary response data
by Sun, Hongwei & Cui, Yuehua & Gao, Qian & Wang, Tong
- S0167715219303268 Large sample properties of the Midzuno sampling scheme with probabilities proportional to size
by Chauvet, Guillaume
- S0167715219303281 On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity
by Mishura, Yuliya & Ralchenko, Kostiantyn & Zili, Mounir
- S0167715219303293 Rate of convergence of generalized inverse Gaussian and Kummer distributions to the gamma distribution via Stein’s method
by Konzou, Essomanda & Koudou, Efoévi & Gneyou, Kossi E.
- S0167715219303372 Second-order stochastic dominance for decomposable multiparametric families with applications to order statistics
by Lando, Tommaso & Bertoli-Barsotti, Lucio
- S0167715219303384 A note on locally optimal designs for generalized linear models with restricted support
by Idais, Osama
- S0167715219303396 A strong law of large numbers related to multiple testing normal means
by Chen, Xiongzhi & Doerge, R.W.
- S0167715219303426 Geometric characterization of D-optimal designs for random coefficient regression models
by Liu, Xin & Yue, Rong-Xian & Chatterjee, Kashinath
- S0167715219303438 Extremes of standard multifractional Brownian motion
by Bai, Long
- S016771521930327X Backward stochastic differential equations driven by fractional noise with non-Lipschitz coefficients
by Yu, Xianye & Zhang, Mingbo
- S016771521930330X R-optimal designs for individual prediction in random coefficient regression models
by He, Lei & He, Daojiang
2020, Volume 158, Issue C
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