Contact information of Elsevier
Serial Information
Order information: Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
Web:
https://shop.elsevier.com/order?id=505573&ref=505573_01_ooc_1&version=01
To be notified about new items in this series: Free volume/issue alert on ScienceDirect (see also
NEP)
Download restrictions: Full text for ScienceDirect subscribers only
Editor: Somnath Datta
The email address of this editor does not seem to be valid any more. Please ask Somnath Datta to have the entry updated or send us the correct address.
Editor: Hira L. Koul
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
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Content
2019, Volume 149, Issue C
- 9-15 Limit theorem for the Robin Hood game
by Angel, Omer & Matzavinos, Anastasios & Roitershtein, Alexander
- 16-23 A nonparametric ensemble binary classifier and its statistical properties
by Chakraborty, Tanujit & Chakraborty, Ashis Kumar & Murthy, C.A.
- 29-37 Large deviations in a population dynamics with catastrophes
by Logachov, A. & Logachova, O. & Yambartsev, A.
- 38-46 The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models
by Xiao, Jinghong & Wen, Yuechun & Tan, Zhongquan
- 47-54 Pointwise eigenfunction estimates and mean Lp-norm blowup of a system of semilinear SPDEs with symmetric Lévy generators
by Guerrero, Eugenio & López-Mimbela, José Alfredo
- 55-62 Causal inference from strip-plot designs in a potential outcomes framework
by Alqallaf, Fatemah A. & Huda, S. & Mukerjee, Rahul
- 63-72 Markovian structure of the Volterra Heston model
by Abi Jaber, Eduardo & El Euch, Omar
- 73-79 Exceedances point processes in the plane of stationary Gaussian sequences with data missing
by Peng, Zuoxiang & Tong, Jinjun & Weng, Zhichao
- 80-85 Moment-type estimation from grouped samples
by Nowak, Piotr Bolesław
- 86-92 The probability of finite-time blowup of a semi-linear SPDE with fractional noise
by Dung, Nguyen Tien
- 93-99 An equivalent formula for Pitman’s asymptotic relative efficiency under weakened assumptions
by Maaroufi, Nadir
- 100-106 A weighted discrepancy bound of quasi-Monte Carlo importance sampling
by Dick, Josef & Rudolf, Daniel & Zhu, Houying
- 107-115 A numerical method for forward–backward stochastic equations with delay and anticipated term
by Zhang, Shuaiqi & Xiong, Jie
- 116-123 On the quasi-ergodic distribution of absorbing Markov processes
by He, Guoman & Zhang, Hanjun & Zhu, Yixia
- 124-131 Generalizations of the arithmetic case of Blackwell’s renewal theorem
by Hadjicostas, Petros
- 132-141 Law of the logarithm for weighted sums of negatively dependent random variables under sublinear expectation
by Feng, Xinwei
- 142-145 Zero-adjusted reparameterized Birnbaum–Saunders regression model
by Tomazella, Vera & Pereira, Gustavo H.A. & Nobre, Juvêncio S. & Santos-Neto, Manoel
- 146-152 Distributional results relating to the posterior of a Dirichlet process prior
by Hatjispyros, Spyridon J. & Nicoleris, Theodoros & Walker, Stephen G.
- 153-159 On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims
by Yang, Haizhong & Li, Jinzhu
- 160-170 Asymptotics for discrete time hedging errors under fractional Black–Scholes models
by Wang, Wensheng
- 171-177 Scatter halfspace depth for K-symmetric distributions
by Nagy, Stanislav
2019, Volume 148, Issue C
- 1-8 Stochastic monotonicity of MLEs of the mean for exponentially distributed lifetimes under hybrid censoring
by van Bentum, Thomas & Cramer, Erhard
- 9-16 On mutual information estimation for mixed-pair random variables
by Beknazaryan, Aleksandr & Dang, Xin & Sang, Hailin
- 17-22 Independence test for large sparse contingency tables based on distance correlation
by Zhang, Qingyang
- 23-29 The smallest eigenvalues of random kernel matrices: Asymptotic results on the min kernel
by Huang, Lu-Jing & Liao, Yin-Ting & Chang, Lo-Bin & Hwang, Chii-Ruey
- 30-34 A concentration inequality for inhomogeneous Neyman–Scott point processes
by Coeurjolly, Jean-François & Reynaud-Bouret, Patricia
- 35-42 Power and level robustness of a test for composite hypotheses under independent non-homogeneous data
by Ghosh, Abhik & Basu, Ayanendranath
- 43-53 Pricing contingent convertible bonds: An analytical approach based on two-dimensional stochastic processes
by Choe, Geon Ho & Jang, Hyun Jin & Na, Young Hoon
- 54-58 On computing maximum likelihood estimates for the negative binomial distribution
by Bandara, Udika & Gill, Ryan & Mitra, Riten
- 59-65 Unbiasedness of LRT on the homogeneity of means in MANOVA under general order restrictions
by Hamdan, Mustafa & Hu, Xiaomi
- 66-73 On the properties of a Takács distribution
by Barabesi, Lucio & Pratelli, Luca
- 74-81 Density deconvolution from grouped data with additive errors
by Phuong, Cao Xuan & Thuy, Le Thi Hong
- 82-87 Feynman–Kac penalizations of rotationally symmetric α-stable processes
by Li, Yunke & Takeda, Masayoshi
- 88-93 A bound of the β-mixing coefficient for point processes in terms of their intensity functions
by Poinas, Arnaud
- 94-100 Uniform estimation of isobars
by Barme-Delcroix, Marie-Françoise & Brito, Margarida
- 101-111 Centered Sobolev inequality and exponential convergence in Φ-entropy
by Cheng, Lingyan & Wu, Liming
- 112-117 Locally optimal designs for mixed binary and continuous responses
by Kim, Soohyun & Kao, Ming-Hung
- 118-127 Stochastic flows of SDEs with non-Lipschitz coefficients and singular time
by Xu, Jie & Wen, Jiaping & Mu, Jianyong & Liu, Jicheng
- 128-132 Construction of Liouville Brownian motion via Dirichlet form theory
by Shin, Jiyong
- 133-133 Priority of the result in ‘Mean field limit for survival probability of the high-dimensional contact process’
by Xue, Xiaofeng
- 134-142 Discrete records: Limit theorems for their spacings and generation methods
by Pakhteev, A. & Stepanov, A.
- 143-149 Generalized Random Dot Product graph
by Ng, Tin Lok James & Murphy, Thomas Brendan
- 150-154 Hölder’s identity
by Brinda, W.D. & Klusowski, Jason M. & Yang, Dana
- 155-163 Extreme-aggregation measures in the RDEU model
by Chen, Ouxiang & Hu, Taizhong
- 164-168 Almost sure uniform convergence of a random Gaussian field conditioned on a large linear form to a non random profile
by Mounaix, Philippe
2019, Volume 147, Issue C
- 1-5 On Brownian exit times from perturbed multi-strips
by Lifshits, M. & Nazarov, A.
- 6-11 Ergodicity conditions for a double mixed Poisson autoregression
by Aknouche, Abdelhakim & Demmouche, Nacer
- 12-17 Dimension walks on Sd×R
by Bingham, N.H. & Symons, Tasmin L.
- 18-28 A note on large deviation probabilities for empirical distribution of branching random walks
by Shi, Wanlin
- 29-35 On probability of high extremes of Gaussian fields with a smooth random trend
by Popivoda, Goran & Stamatović, Siniša
- 36-44 Model selection using mass-nonlocal prior
by Shi, Guiling & Lim, Chae Young & Maiti, Tapabrata
- 45-56 Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation
by Liu, Shanshan & Xing, Xiaoyu & Liu, Guoxin
- 57-65 Harmonic moments, large and moderate deviation principles for Mandelbrot’s cascade in a random environment
by Li, Yingqiu & Liu, Quansheng & Peng, Xuelian
- 66-72 Testing multivariate scatter parameter in elliptical model based on forward search method
by Chakraborty, Chitradipa
- 73-82 Extremal properties of the univariate extended skew-normal distribution, Part A
by Beranger, B. & Padoan, S.A. & Xu, Y. & Sisson, S.A.
- 83-89 Removal of the points that do not support an E-optimal experimental design
by Harman, Radoslav & Rosa, Samuel
- 90-95 Cointegrated linear processes in Bayes Hilbert space
by Seo, Won-Ki & Beare, Brendan K.
- 96-104 Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games
by Wei, Qingda
- 105-114 Extremal properties of the multivariate extended skew-normal distribution, Part B
by Beranger, B. & Padoan, S.A. & Xu, Y. & Sisson, S.A.
2019, Volume 146, Issue C
- 1-6 Residual extropy of k-record values
by Jose, Jitto & Abdul Sathar, E.I.
- 7-14 Intrinsic random functions on the sphere
by Huang, Chunfeng & Zhang, Haimeng & Robeson, Scott M. & Shields, Jacob
- 15-26 On the Euler–Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients
by Li, Libo & Taguchi, Dai
- 27-35 Decomposition of backward SLE in the capacity parametrization
by Mackey, Benjamin & Zhan, Dapeng
- 36-41 Various optimality criteria for the prediction of individual response curves
by Prus, Maryna
- 42-49 Extremal process of the zero-average Gaussian free field for d≥3
by Das, Sayan & Hazra, Rajat Subhra
- 50-56 Exchangeable random partitions from max-infinitely-divisible distributions
by Stoev, Stilian & Wang, Yizao
- 57-64 Distributions of the minimum and the maximum of a random number of random variables
by Bobotas, Panayiotis & Koutras, Markos V.
- 65-69 Exponential inequality for chaos based on sampling without replacement
by Hodara, P. & Reynaud-Bouret, P.
- 70-79 Generalized and robustified empirical depths for multivariate data
by Liu, Xiaohui & Rahman, Jafer & Luo, Shihua
- 80-84 Some properties of the one-dimensional subordinated stable model
by Panov, Vladimir
- 85-89 On the oscillatory behavior of coupled stochastic harmonic oscillators driven by random forces
by de la Cruz, H. & Jimenez, J.C. & Biscay, R.J.
- 90-96 Variable-based missing mechanism for an incomplete contingency table with unit missingness
by Jeon, Saebom & Kwon, Tae Yeon & Park, Yousung
- 97-103 A nested expectation–maximization algorithm for latent class models with covariates
by Durante, Daniele & Canale, Antonio & Rigon, Tommaso
- 104-111 Hazard rate and reversed hazard rate orders on extremes of heterogeneous and dependent random variables
by Li, Chen & Li, Xiaohu
- 112-117 An elementary derivation of the Chinese restaurant process from Sethuraman’s stick-breaking process
by Miller, Jeffrey W.
- 118-123 q-Stieltjes classes for some families of q-densities
by Ostrovska, Sofiya & Turan, Mehmet
- 124-131 Sliced Latin hypercube designs with both branching and nested factors
by Chen, Hao & Yang, Jinyu & Lin, Dennis K.J. & Liu, Min-Qian
- 132-138 Finite thinning-selfdecomposable point processes
by Davydov, Michel & Zuyev, Sergei
- 139-146 On moments of integral exponential functionals of additive processes
by Salminen, Paavo & Vostrikova, Lioudmila
- 147-155 Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion
by Yang, Yang & Su, Wen & Zhang, Zhimin
- 156-160 A simple model-free survival conditional feature screening
by Chen, Xiaolin & Zhang, Yahui & Chen, Xiaojing & Liu, Yi
- 161-167 Couplings for processes with independent increments
by Criens, David
- 168-174 A central limit theorem for marginally coupled designs
by Wang, Sumin & Wang, Dongying & Sun, Fasheng
- 175-180 Double robustness without weighting
by Lee, Myoung-jae & Lee, Sanghyeok
- 181-186 Confidence regions in step–stress experiments with multiple samples under repeated type-II censoring
by Bedbur, S. & Kamps, U.
- 187-192 Equivalent distortion risk measures on moment spaces
by Cornilly, Dries & Vanduffel, Steven
- 193-199 A generalization of Expected Shortfall based capital allocation
by Xun, Li & Zhou, Yangzhi & Zhou, Yong
- 200-205 A short note on the dependence structure of random vectors
by González-Barrios, José M. & Gutiérrez-Peña, Eduardo & Rueda, Raúl
- 206-212 Quantification of the impact of priors in Bayesian statistics via Stein’s Method
by Ghaderinezhad, Fatemeh & Ley, Christophe
- 213-223 On the action of the Hilbert transform on ℓ1N-valued functions
by Osękowski, Adam
- 224-230 Averaging principle for the heat equation driven by a general stochastic measure
by Radchenko, Vadym
2019, Volume 145, Issue C
- 1-11 On the asymptotic behavior of the Diaconis–Freedman chain on [0,1]
by Ladjimi, Fetima & Peigné, Marc
- 12-20 On the consistency of penalized MLEs for Erlang mixtures
by Yin, Cuihong & Sheldon Lin, X. & Huang, Rongtan & Yuan, Haili
- 21-27 Passive tracer in non-Markovian, Gaussian velocity field
by Chojecki, Tymoteusz
- 28-36 On APF test for Poisson process with shift and scale parameters
by Dabye, A.S. & Kutoyants, Yu.A. & Tanguep, E.D.
- 37-42 Exponential probability distribution on symmetric matrices
by Hassairi, A. & Roula, A.
- 43-49 Geometric ergodicity for some space–time max-stable Markov chains
by Koch, Erwan & Robert, Christian Y.
- 50-56 Large sample properties of a new measure of income inequality
by Zhang, Xiaoke & Gastwirth, Joseph L.
- 57-62 Efficient computation for Bayesian comparison of two proportions
by Schmidt, Mikkel N. & Mørup, Morten
- 63-73 On asymptotic normality of certain linear rank statistics
by Skorniakov, V.
- 74-80 Linear process bootstrap unit root test
by Zou, Nan & Politis, Dimitris N.
- 81-88 Estimation of minimum and maximum correlation coefficients
by Xiang, Jim X.
- 89-95 Correlation extrapolated
by Maugis, Pierre-André G.
- 96-102 On the semi-group of a scaled skew Bessel process
by Alili, Larbi & Aylwin, Andrew
- 103-109 Three skewed matrix variate distributions
by Gallaugher, Michael P.B. & McNicholas, Paul D.
- 110-117 Lift expectations of random sets
by Diaye, Marc-Arthur & Koshevoy, Gleb A. & Molchanov, Ilya
- 118-126 Stein operators for variables form the third and fourth Wiener chaoses
by Gaunt, Robert E.
- 127-132 On three-level D-optimal paired choice designs
by Singh, Rakhi
- 133-140 Tamed Euler–Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients
by Ngo, Hoang Long & Luong, Duc Trong
- 141-146 Bounds for the probability to leave the interval
by Lotov, V.I.
- 147-157 A note on Parisian ruin under a hybrid observation scheme
by Lkabous, Mohamed Amine
- 158-165 Another bias correction for asymmetric kernel density estimation with a parametric start
by Hirukawa, Masayuki & Sakudo, Mari
- 166-172 Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model
by Arvanitis, Stelios
- 173-180 Kernel estimation of the conditional density under a censorship model
by Aouicha, Lamia & Messaci, Fatiha
- 181-186 An extremal property of the normal distribution, with a discrete analog
by Hillion, Erwan & Johnson, Oliver & Saumard, Adrien
- 187-196 Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes
by Laïb, Naâmane & Louani, Djamal
- 197-204 Geometric dispersion models with real quadratic v-functions
by Abid, Rahma & Kokonendji, Célestin C. & Masmoudi, Afif
- 205-215 On probabilistic aspects of Chebyshev polynomials
by Szabłowski, Paweł J.
- 216-223 Concentration of measure for radial distributions and consequences for statistical modeling
by Arias-Castro, Ery & Pu, Xiao
- 224-228 A note on strong-consistency of componentwise ARH(1) predictors
by Ruiz-Medina, M.D. & Álvarez-Liébana, J.
- 229-237 Integration by parts formulas for marked Hawkes processes
by Takeuchi, Atsushi
- 238-247 Moments and cumulants of the extremes of a sample from a uniform distribution
by Withers, Christopher S. & Nadarajah, Saralees
- 248-253 Partial monotonicity of entropy revisited
by Xia, Wanwan
- 254-259 Central limit theorem for the entries of products of random matrices without the positivity condition
by Arbués, Ignacio
- 260-267 Time-varying cointegration model using wavelets
by da Fonseca, Eder Lucio & Alencar, Airlane Pereira & Morettin, Pedro Alberto
- 268-272 Bayesian estimation of Kendall’s τ using a latent normal approach
by van Doorn, Johnny & Ly, Alexander & Marsman, Maarten & Wagenmakers, Eric-Jan
- 273-283 Probabilistic interpretation for Sobolev solutions of McKean–Vlasov partial differential equations
by Wu, Zhen & Xu, Ruimin
- 284-292 Stable Lévy process delayed by tempered stable subordinator
by Gajda, J. & Kumar, A. & Wyłomańska, A.
- 293-300 A model for level induced conditional heteroskedasticity
by Michel, Jon & de Jong, Robert M.
- 301-311 Minimum distance parameter estimation for SDEs with small α-stable noises
by Zhao, Huiyan & Zhang, Chongqi
- 312-316 Conditional distributions of multivariate normal mean–variance mixtures
by Jamalizadeh, Ahad & Balakrishnan, Narayanaswamy
- 317-320 Using DAGs to identify the sufficient dimension reduction in the Principal Fitted Components model
by Szretter Noste, María Eugenia
- 321-326 A quantitative discounted central limit theorem using the Fourier metric
by Katriel, Guy
- 327-337 Stochastic comparisons on conditional residual lifetime and inactivity time of coherent systems with exchangeable components
by Salehi, Ebrahim & Tavangar, Mahdi
- 338-344 On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality
by Niu, Zhenzhen & Hu, Jiang & Bai, Zhidong & Gao, Wei
- 345-350 On the moment generating function for random vectors via inverse survival function
by Song, Pingfan & Tan, Changchun & Wang, Shaochen
- 351-358 A variation of constant formula for Caputo fractional stochastic differential equations
by Anh, P.T. & Doan, T.S. & Huong, P.T.
- 359-364 Efficient estimation of a distribution function based on censored data
by Alevizos, Filippos & Bagkavos, Dimitrios & Ioannides, Dimitrios
2019, Volume 144, Issue C
- 3-8 Multivariate spatial meta kriging
by Guhaniyogi, Rajarshi & Banerjee, Sudipto
- 9-15 A turning bands method for simulating isotropic Gaussian random fields on the sphere
by Emery, Xavier & Furrer, Reinhard & Porcu, Emilio
- 16-22 Copula-based segmentation of cylindrical time series
by Lagona, Francesco
- 23-29 Kernel density classification for spherical data
by Di Marzio, Marco & Fensore, Stefania & Panzera, Agnese & Taylor, Charles C.
- 30-36 Local binary regression with spherical predictors
by Di Marzio, Marco & Fensore, Stefania & Panzera, Agnese & Taylor, Charles C.
- 37-43 Synthetically lagged models
by Burr, Wesley S. & Shin, Hwashin H. & Takahara, Glen
- 44-51 A Bayesian hierarchical model for multiple imputation of urban spatio-temporal groundwater levels
by Manago, Kimberly F. & Hogue, Terri S. & Porter, Aaron & Hering, Amanda S.
- 52-56 Generalized biodiversity assessment by Bayesian nested random effects models with spyke-and-slab priors
by Jona Lasinio, Giovanna & Pollice, Alessio & Fano, Elisa Anna
- 57-62 Functional analysis of spatial aggregation regions of Jeffrey pine beetle-attack within the Lake Tahoe Basin
by Smirnova, Ekaterina & Khormali, Omid & Egan, Joel M.
- 63-68 Using isotope composition and other node attributes to predict edges in fish trophic networks
by Lyubchich, Vyacheslav & Woodland, Ryan J.
- 69-73 The scale enhanced wild bootstrap method for evaluating climate models using wavelets
by Chatterjee, Snigdhansu
2018, Volume 143, Issue C
- 1-6 A power comparison between autocorrelation based tests
by Hajria, Raja Ben & Khardani, Salah & Raïssi, Hamdi
- 7-16 A random walk on the profinite completion of a finitely generated group
by Cruz-López, Manuel & Estala-Arias, Samuel
- 17-27 A population evolution model and its applications to random networks
by Fazekas, I. & Noszály, Cs. & Perecsényi, A.
- 28-36 The max-BARMA models for counts with bounded support
by Weiß, Christian H. & Scotto, Manuel G. & Möller, Tobias A. & Gouveia, Sónia
- 37-42 Best look-alike prediction: Another look at the Bayesian classifier and beyond
by Sun, Hanmei & Jiang, Jiming & Nguyen, Thuan & Luan, Yihui
- 43-46 Brownian bricklayer: A random space-filling curve
by Forman, Noah
- 47-55 Large deviations of time-averaged statistics for Gaussian processes
by Gajda, J. & Wyłomańska, A. & Kantz, H. & Chechkin, A.V. & Sikora, G.
- 56-66 Mean-square stability of delayed stochastic neural networks with impulsive effects driven by G-Brownian motion
by Ren, Yong & He, Qian & Gu, Yuanfang & Sakthivel, R.
- 67-73 Improved on-line estimation for gamma process
by Xu, Ancha & Shen, Lijuan
- 74-80 Optimal directional statistic for general regression
by Gillard, Jonathan & Zhigljavsky, Anatoly
- 81-85 Convexity of probit weights
by Schumann, Martin & Tripathi, Gautam
- 86-94 Factorizable non-atomic copulas
by Printechapat, Tanes & Sumetkijakan, Songkiat
- 95-101 Robust conditional nonparametric independence screening for ultrahigh-dimensional data
by Zhang, Shucong & Pan, Jing & Zhou, Yong
2018, Volume 142, Issue C
- 1-7 Dynamic IFR concepts for coherent systems
by Burkschat, M. & Samaniego, F.J.
- 8-16 Weak and one-sided strong laws for random variables with infinite mean
by Adler, André & Pakes, Anthony G.
- 17-22 A proof of the transfer-current theorem in absence of reversibility
by Avena, L. & Gaudillière, A.
- 23-29 On the distribution of extended CIR model
by Peng, Qidi & Schellhorn, Henry
- 30-38 Strong modified transportation cost inequalities on k-concave probability measures with heavy tails
by Ding, Ying & Zhang, Xinsheng & Fang, Longxiang
- 39-43 Granger causality between vectors of time series: A puzzling property
by Triacca, Umberto
- 44-49 Gradient and stability estimates of heat kernels for fractional powers of elliptic operator
by Chen, Yong & Hu, Yaozhong & Wang, Zhi
- 50-56 A note on weak convergence of general halfspace depth trimmed means
by Wang, Jin
- 57-61 The necklace process: A generating function approach
by Hackl, Benjamin & Prodinger, Helmut
- 62-70 A moment coboundary theorem for C[0,1]-valued random fields
by Morrow, Steven T.
- 71-76 The inverse survival function for multivariate distributions and its application to the product moment
by Ogasawara, Haruhiko
- 77-83 A self-equilibrium Friedman-like urn via stochastic approximation
by Gao, Shuyang & Mahmoud, Hosam M.
- 84-91 Fractional Lévy Cox–Ingersoll–Ross and Jacobi processes
by Fink, Holger & Schlüchtermann, Georg
- 92-101 Semi-functional partial linear quantile regression
by Ding, Hui & Lu, Zhiping & Zhang, Jian & Zhang, Riquan
- 102-108 Stochastic differential equations driven by fractional Brownian motion
by Xu, Liping & Luo, Jiaowan
- 109-117 A uniform L1 law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator
by Lafaye de Micheaux, Pierre & Ouimet, Frédéric
- 118-122 Comment on “Sum of squares of uniform random variables” by I. Weissman
by Forrester, Peter J.
2018, Volume 141, Issue C
- 1-6 Complete asymptotic expansions for the density function of t-distribution
by Chen, Chao-Ping
- 7-18 Existence and exponential stability of a class of impulsive neutral stochastic partial differential equations with delays and Poisson jumps
by Chen, Guiling & van Gaans, Onno & Lunel, Sjoerd Verduyn
- 19-30 Pseudo-binomial approximation to (k1,k2)-runs
by Upadhye, N.S. & Kumar, A.N.
- 31-40 On unfair permutations
by Arslan, İlker & Işlak, Ümit & Pehlivan, Cihan
- 41-49 Long time behavior for stochastic Burgers equations with jump noises
by Wang, Guanying & Wang, Xingchun & Zhou, Ke
- 50-55 A proof for the existence of multivariate singular generalized skew-elliptical density functions
by Shushi, Tomer
- 56-61 A note on the spectral gap for general harmonic measures on spheres
by Ma, Yutao & Wang, Xinyu
- 62-67 Velocity formulae between entropy and hitting time for Markov chains
by Choi, Michael C.H.
- 68-73 Exact simulation of reciprocal Archimedean copulas
by Mai, Jan-Frederik
- 74-81 Families of complementary distributions
by Jones, M.C.
- 82-89 Inference for partial correlation when data are missing not at random
by Gorbach, Tetiana & de Luna, Xavier
- 90-95 The semicircle law for matrices with ergodic entries
by Löwe, Matthias
- 96-102 Parametric estimation for non recurrent diffusion processes
by Abi-ayad, Ilham & Mourid, Tahar
- 103-108 Dynamic optimality in optimal variance stopping problems
by Buonaguidi, B.
- 109-113 Some families of asymmetric nested orthogonal arrays and asymmetric sliced orthogonal arrays
by Zhang, Tianfang & Jiang, Junyu & Li, Zhiming
- 114-124 On some applications of Sobolev flows of SDEs with unbounded drift coefficients
by Menoukeu Pamen, Olivier
- 125-128 Equivalence between Mallows and Girone–Cifarelli tests
by Youndjé, É.
- 129-134 A class of space-filling designs and their projection properties
by Mu, Weiyan & Xiong, Shifeng
- 135-142 A probabilistic proof for Fourier inversion formula
by Wong, Tak Kwong & Yam, Sheung Chi Phillip
2018, Volume 140, Issue C
Printed from https://ideas.repec.org/s/eee/stapro8.html
