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Series handle: RePEc:eee:stapro
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Content
2018, Volume 138, Issue C
- 1-8 Universality in the fluctuation of eigenvalues of random circulant matrices
by Adhikari, Kartick & Saha, Koushik
- 9-19 Optimal bandwidth selection in kernel density estimation for continuous time dependent processes
by El Heda, Khadijetou & Louani, Djamal
- 20-26 Moderate deviation principle in nonlinear bifurcating autoregressive models
by Bitseki Penda, S. Valère & Olivier, Adélaïde
- 27-30 A note on a network model with degree heterogeneity and homophily
by Su, Liju & Qian, Xiaodi & Yan, Ting
- 31-35 Brillinger-mixing point processes need not to be ergodic
by Heinrich, Lothar
- 36-41 The moments of a diffusion process
by Yun, Youngyun
- 42-46 A note on joint functional convergence of partial sum and maxima for linear processes
by Krizmanić, Danijel
- 47-56 Large deviations for some logarithmic means in the case of random variables with thin tails
by Giuliano, Rita & Macci, Claudio
- 57-65 A supplement on CLT for LSS under a large dimensional generalized spiked covariance model
by Chen, Jiaqi & Zhang, Yangchun & Li, Weiming & Tian, Boping
- 66-74 Two-side exit problems for taxed Lévy risk process involving the general draw-down time
by Wang, Wenyuan & Ming, Ruixing
- 75-81 On the utility of asymptotic bandwidth selectors for spatially adaptive kernel density estimation
by Davies, Tilman M. & Flynn, Claire R. & Hazelton, Martin L.
- 82-89 A note on extending the alias length pattern
by Zhou, Qi & Guo, Bing & Zhao, Shengli
- 90-94 A weighted M-estimator for linear regression models with randomly truncated data
by Du, Jiang & Zhang, Zhongzhan & Xie, Tianfa
- 95-103 Subsampling based inference for U statistics under thick tails using self-normalization
by Chen, Willa W. & Deo, Rohit S.
- 104-110 On complete moment convergence for CAANA random vectors in Hilbert spaces
by Ko, Mi-Hwa
- 111-115 Scoring rules for statistical models on spheres
by Takasu, Yuya & Yano, Keisuke & Komaki, Fumiyasu
- 116-126 Option pricing in a regime switching stochastic volatility model
by Biswas, Arunangshu & Goswami, Anindya & Overbeck, Ludger
- 127-136 A note on exponential stability of non-autonomous linear stochastic differential delay equations driven by a fractional Brownian motion with Hurst index >12
by Hong, Phan Thanh & Binh, Cao Tan
- 137-142 Application of the von Mises–Fisher distribution to Random Walk on Spheres method for solving high-dimensional diffusion–advection–reaction equations
by Sabelfeld, Karl K.
- 143-150 On the large deviation principle for maximum likelihood estimator of α-Brownian bridge
by Zhao, Shoujiang & Liu, Qiaojing & Chen, Ting
- 151-156 On limiting theorems for conditional causation probabilities of multiple-run-rules
by Chang, Hsing-Ming & Chang, Yung-Ming & Fu, Winnie H.W. & Lee, Wan-Chen
- 157-164 A new result on lifetime estimation based on skew-Wiener degradation model
by Pan, Donghui & Liu, Jia-Bao & Yang, Wenzhi
- 165-170 Optimal weighting schemes for longitudinal and functional data
by Zhang, Xiaoke & Wang, Jane-Ling
- 171-176 On quantitative bounds in the mean martingale central limit theorem
by Röllin, Adrian
- 177-182 On covariance functions with slowly or regularly varying modulo of continuity
by Albin, J.M.P.
- 183-189 Lower bounds in estimation at a point under multi-index constraint
by Serdyukova, Nora
2018, Volume 137, Issue C
- 1-7 On the partial identification of a new causal measure for ordinal outcomes
by Lu, Jiannan
- 8-13 Testing convexity of a discrete distribution
by Balabdaoui, Fadoua & Durot, Cécile & Koladjo, Babagnidé François
- 14-18 Asymptotic normality of the trace for a class of distributions on orthogonal matrices
by Sepehri, Amir
- 19-25 Generalizations of maximal inequalities to arbitrary selection rules
by Jiao, Jiantao & Han, Yanjun & Weissman, Tsachy
- 26-33 Uniform minimum moment aberration designs
by Yang, Xue & Yang, Gui-Jun & Su, Ya-Juan
- 34-39 Functional law of the iterated logarithm for partial sum processes of non-negative valued iid random variables belonging to the domain of partial attraction of a semi-stable law
by Vasudeva, R.
- 40-45 Signed rank based empirical likelihood for the symmetric location model
by Du, Xiaojie & Schick, Anton
- 46-53 Martingale transforms between Hardy–Lorentz spaces
by He, Min & Yu, Lin
- 54-62 Convergence in total variation distance for (in)homogeneous Markov processes
by Mao, Yong-Hua & Xu, Liping & Zhang, Ming & Zhang, Yu-Hui
- 63-69 Reaching goals under ambiguity: Continuous-time optimal portfolio selection
by Ji, Shaolin & Shi, Xiaomin
- 70-78 Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections
by Aazizi, Soufiane & El Mellali, Tarik & Fakhouri, Imade & Ouknine, Youssef
- 79-83 Quenched phantom distribution functions for Markov chains
by Jakubowski, Adam & Truszczyński, Patryk
- 84-90 Lower bounds for the rate of convergence for continuous-time inhomogeneous Markov chains with a finite state space
by Zeifman, A.I. & Korolev, V.Yu. & Satin, Ya.A. & Kiseleva, K.M.
- 91-98 On relative log-concavity and stochastic comparisons
by Fang, Rui & Ding, Weiyong
- 99-104 Optimal contracts under competition when uncertainty from adverse selection and moral hazard are present
by Packham, N.
- 105-112 Remarks for the singular multivariate skew-normal distribution and its quadratic forms
by Li, Baokun & Tian, Weizhong & Wang, Tonghui
- 113-123 On the existence of optimal controls for backward stochastic partial differential equations
by Meng, Qingxin & Shen, Yang & Shi, Peng
- 124-134 On the maxima and minima of complete and incomplete samples from nonstationary random fields
by Panga, Zacarias & Pereira, Luísa
- 135-141 Computing optimal experimental designs with respect to a compound Bayes risk criterion
by Harman, Radoslav & Prus, Maryna
- 142-147 New and refined bounds for expected maxima of fractional Brownian motion
by Borovkov, Konstantin & Mishura, Yuliya & Novikov, Alexander & Zhitlukhin, Mikhail
- 148-156 Simultaneous variable weighting and determining the number of clusters—A weighted Gaussian means algorithm
by Chakraborty, Saptarshi & Das, Swagatam
- 157-164 Dividend barrier strategy: Proceed with caution
by Sendova, Kristina P. & Yang, Chen & Zhang, Ruixi
- 165-172 Bismut formula for a stochastic heat equation with fractional noise
by Yan, Litan & Yin, Xiuwei
- 173-182 Uniform in bandwidth consistency of nonparametric regression based on copula representation
by Bouzebda, Salim & Elhattab, Issam & Seck, Cheikh Tidiane
- 183-190 Malliavin differentiability of indicator functions on canonical Lévy spaces
by Suzuki, Ryoichi
- 191-200 Convergence of series of strongly integrable random variables and applications
by Boukhari, Fakhreddine & Malti, Dounyazed
- 201-208 Optimal designs for multi-factor nonlinear models based on the second-order least squares estimator
by He, Lei
- 209-216 On information-based residual lifetime in survival models with delayed failures
by Cha, Ji Hwan & Finkelstein, Maxim
- 217-223 Laplace symbols and invariant distributions
by Behme, Anita & Schnurr, Alexander
- 224-228 On the asymptotic variance of reversible Markov chain without cycles
by Wu, Chi-Hao & Chen, Ting-Li
- 229-234 Gram–Charlier-like expansions of power-raised hyperbolic secant laws
by Faliva, Mario & Quatto, Piero & Zoia, Maria Grazia
- 235-242 Intermittency of trawl processes
by Grahovac, Danijel & Leonenko, Nikolai N. & Taqqu, Murad S.
- 243-250 Standardizing densities on Gaussian spaces
by Lanconelli, Alberto
- 251-256 Analysis of the Pólya-Gamma block Gibbs sampler for Bayesian logistic linear mixed models
by Wang, Xin & Roy, Vivekananda
- 257-263 Optimal allocation of clusters in cohort stepped wedge designs
by Li, Fan & Turner, Elizabeth L. & Preisser, John S.
- 264-268 Preservation of DMRL and IMRL aging classes under the formation of order statistics and coherent systems
by Navarro, Jorge
- 269-276 Marcinkiewicz’s strong law of large numbers for nonlinear expectations
by Zhang, Lixin & Lin, Jinghang
- 277-282 Remarks on compositions of some random integral mappings
by Jurek, Zbigniew J.
- 283-291 Second order optimal approximation in a particular exponential family under asymmetric LINEX loss
by Hwang, Leng-Cheng
- 292-296 Objective Bayesian inference for the intraclass correlation coefficient in linear models
by Zhang, Duo & Wang, Min
- 297-303 Stein’s lemma for truncated elliptical random vectors
by Shushi, Tomer
- 304-311 Expectile regression for analyzing heteroscedasticity in high dimension
by Zhao, Jun & Chen, Yingyu & Zhang, Yi
- 312-318 Truncated fractional moments of stable laws
by Nolan, John P.
- 319-325 Reduction functions for the variance function of one-parameter natural exponential family
by Chen, Xiongzhi
- 326-330 A generic approach to nonparametric function estimation with mixed data
by Nagler, Thomas
- 331-335 On the existence of some skew-Gaussian random field models
by Mahmoudian, Behzad
- 336-342 Chunked-and-averaged estimators for vector parameters
by Nguyen, Hien D. & McLachlan, Geoffrey J.
- 343-348 A-optimal completely randomized designs for incomplete factorial structures with three factors
by Parui, Shyamsundar & Parsad, Rajender & Mandal, B.N.
- 349-358 Strong laws of large numbers for pairwise quadrant dependent random variables
by Lita da Silva, João
2018, Volume 136, Issue C
- 4-9 Statistics in the big data era: Failures of the machine
by Dunson, David B.
- 10-14 On the role of statistics in the era of big data: A call for a debate
by Secchi, Piercesare
- 15-19 Data learning from big data
by Torrecilla, José L. & Romo, Juan
- 20-24 The role of Statistics in the era of big data: Crucial, critical and under-valued
by Scott, E. Marian
- 25-29 A practical guide to big data
by Smirnova, Ekaterina & Ivanescu, Andrada & Bai, Jiawei & Crainiceanu, Ciprian M.
- 30-33 Big data and biostatistics: The death of the asymptotic Valhalla
by Wit, Ernst C.
- 34-36 Big questions, informative data, excellent science
by Bowman, Adrian W.
- 37-41 Statistics for big data: A perspective
by Bühlmann, Peter & van de Geer, Sara
- 42-45 Statistical science in the world of big data
by Reid, Nancy
- 46-50 The future of statistics and data science
by Olhede, Sofia C. & Wolfe, Patrick J.
- 51-57 Conducting highly principled data science: A statistician’s job and joy
by Meng, Xiao-Li
- 58-62 The role of statistics in data-centric engineering
by Lau, F. Din-Houn & Adams, Niall M. & Girolami, Mark A. & Butler, Liam J. & Elshafie, Mohammed Z.E.B.
- 63-67 The role of statistics in the era of big data: A computational scientist’ perspective
by Quarteroni, Alfio
- 68-72 On the role of statistics in the era of big data: A computer science perspective
by Ceri, Stefano
- 73-77 Big data and a bewildered lay analyst
by Wong, Limsoon
- 78-82 Statistical challenges of big brain network data
by Chung, Moo K.
- 83-86 Statistical methods and challenges in connectome genetics
by Pluta, Dustin & Yu, Zhaoxia & Shen, Tong & Chen, Chuansheng & Xue, Gui & Ombao, Hernando
- 87-91 Big data sampling and spatial analysis: “which of the two ladles, of fig-wood or gold, is appropriate to the soup and the pot?”
by Bivand, Roger & Krivoruchko, Konstantin
- 92-96 Principles for statistical inference on big spatio-temporal data from climate models
by Castruccio, Stefano & Genton, Marc G.
- 97-100 Statistical issues in radiosonde observation of atmospheric temperature and humidity profiles
by Fassò, A. & Finazzi, F. & Madonna, F.
- 101-104 Quality of life, big data and the power of statistics
by Gupta, Shivam & Mateu, Jorge & Degbelo, Auriol & Pebesma, Edzer
- 105-110 The role of statistics in the era of big data: Electronic health records for healthcare research
by Sharples, Linda D.
- 111-115 Big data: Some statistical issues
by Cox, D.R. & Kartsonaki, Christiana & Keogh, Ruth H.
- 116-120 Big data and public policies: Opportunities and challenges
by Azzone, Giovanni
- 121-125 Journeys in big data statistics
by Dryden, Ian L. & Hodge, David J.
- 126-129 Statistical modeling of spatial big data: An approach from a functional data analysis perspective
by Giraldo, Ramón & Dabo-Niang, Sophie & Martínez, Sergio
- 130-133 How do statisticians analyse big data—Our story
by Shi, Jian Qing
- 134-138 On dimension reduction models for functional data
by Vieu, Philippe
- 139-141 Wishing the Non-parametric Re-evolution
by Vantini, Simone
- 142-145 When small data beats big data
by Faraway, Julian J. & Augustin, Nicole H.
- 146-147 Statisticians can do better in the big data era
by Cao, Jiguo
- 148-154 Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains
by Bierkens, Joris & Bouchard-Côté, Alexandre & Doucet, Arnaud & Duncan, Andrew B. & Fearnhead, Paul & Lienart, Thibaut & Roberts, Gareth & Vollmer, Sebastian J.
- 155-159 Statistics within business in the era of big data
by James, Gareth M.
- 160-164 Financial data science
by Giudici, Paolo
- 165-169 On the role of latent variable models in the era of big data
by Bartolucci, Francesco & Bacci, Silvia & Mira, Antonietta
2018, Volume 135, Issue C
- 1-6 Tail bounds for sums of geometric and exponential variables
by Janson, Svante
- 7-10 A note on gaps in proofs of central limit theorems
by Biscio, Christophe Ange Napoléon & Poinas, Arnaud & Waagepetersen, Rasmus
- 11-19 Some results on joint record events
by Falk, M. & Khorrami Chokami, A. & Padoan, S.A.
- 20-25 Screening group variables in the proportional hazards model
by Ahn, Kwang Woo & Sahr, Natasha & Kim, Soyoung
- 26-31 Simultaneous demonstration tests involving sparse failures
by Gera, Amos E.
- 32-37 Integrability conditions for compound random measures
by Riva Palacio, Alan & Leisen, Fabrizio
- 38-43 The characterization of tenable Pólya urns
by Davidson, Allison & D. Ward, Mark
- 44-50 Strong local nondeterminism of spherical fractional Brownian motion
by Lan, Xiaohong & Xiao, Yimin
- 51-53 Recurrence property and pointwise convergence of martingales
by Bórquez, R.
- 54-59 Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model
by Karavias, Yiannis & Symeonides, Spyridon D. & Tzavalis, Elias
- 60-69 Sieves estimator of functional autoregressive process
by Berhoune, Kamila & Bensmain, Nawel
- 70-75 Modulo 1 limit theorems for autoregressive random variables and their sums
by Massé, Bruno
- 76-82 On Stein’s unbiased risk estimate for reduced rank estimators
by Hansen, Niels Richard
- 83-91 Mutual intersection for rough differential systems driven by fractional Brownian motions
by Ouyang, Cheng & Shi, Yinghui & Wu, Dongsheng
- 92-101 American options under periodic exercise opportunities
by Pérez, José-Luis & Yamazaki, Kazutoshi
- 102-109 Feasible blocked multi-factor designs of unequal block sizes
by Wang, Xiaodi & Chen, Xueping & Zhang, Yingshan
- 110-117 Optimal allocation of active redundancies in weighted k-out-of-n systems
by Zhang, Yiying
- 118-126 Constrained Cramér–Rao Lower Bound in Errors-In Variables (EIV) models: Revisited
by Al-Sharadqah, A. & Ho, K.C.
- 127-131 A note on the monotone stochastic order for processes with independent increments
by Criens, David
- 132-139 Excessive measures for linear diffusions
by Shen, Yuncong & Ying, Jiangang
2018, Volume 134, Issue C
- 1-4 Generalized skew-elliptical distributions are closed under affine transformations
by Shushi, Tomer
- 5-14 On the discrepancy of powers of random variables
by Chenavier, Nicolas & Schneider, Dominique
- 15-21 On periodic ergodicity of a general periodic mixed Poisson autoregression
by Aknouche, Abdelhakim & Bentarzi, Wissam & Demouche, Nacer
- 22-28 Error analysis for coefficient-based regularized regression in additive models
by Tao, Yanfang & Song, Biqin & Li, Luoqing
- 29-35 The false discovery rate (FDR) of multiple tests in a class room lecture
by Benditkis, Julia & Heesen, Philipp & Janssen, Arnold
- 36-44 Triangular random matrices and biorthogonal ensembles
by Cheliotis, Dimitris
- 45-53 Harnack inequalities for SDEs driven by subordinator fractional Brownian motion
by Li, Zhi & Yan, Litan
- 54-62 Extension of the loss probability formula to an overloaded queue with impatient customers
by Kim, Bara & Kim, Jeongsim
- 63-69 On the supremum of a Brownian bridge standardized by its maximizing point with applications to statistics
by Ferger, Dietmar
- 70-78 ARCH model and fractional Brownian motion
by Bahamonde, Natalia & Torres, Soledad & Tudor, Ciprian A.
- 79-85 Wavelet density deconvolution estimations with heteroscedastic measurement errors
by Zeng, Xiaochen & Wang, Jinru
- 86-92 A couple of remarks on the convergence of σ-fields on probability spaces
by Vidmar, Matija
- 93-97 An adjusted random-effects model for binary-data meta-analysis
by Baker, Rose
- 98-105 Some asymptotic results for fiducial and confidence distributions
by Veronese, Piero & Melilli, Eugenio
- 106-113 ‘Purposely misspecified’ posterior inference on the volatility of a jump diffusion process
by Martin, Ryan & Ouyang, Cheng & Domagni, Francois
- 114-121 Empirical likelihood based inference for conditional Pareto-type tail index
by Ma, Yaolan & Jiang, Yuexiang & Huang, Wei
- 122-127 Estimation of quantile oriented sensitivity indices
by Maume-Deschamps, Véronique & Niang, Ibrahima
- 128-133 Local linear estimate of the nonparametric robust regression in functional data
by Belarbi, Faiza & Chemikh, Souheyla & Laksaci, Ali
- 134-140 A general construction for nested Latin hypercube designs
by Xu, Jin & Duan, Xiaojun & Wang, Zhengming & Yan, Liang
- 141-149 Bootstrapping for multivariate linear regression models
by Eck, Daniel J.
- 150-158 The nonparametric quantile estimation for length-biased and right-censored data
by Shi, Jianhua & Ma, Huijuan & Zhou, Yong
2018, Volume 133, Issue C
- 1-8 Multidimensional extremal dependence coefficients
by Ferreira, Helena & Ferreira, Marta
- 9-14 Heterogeneous connection effects
by Wei, Fengrong & Tian, Weizhong
- 15-22 The residual extropy of order statistics
by Qiu, Guoxin & Jia, Kai
- 23-27 On heat kernel decay for the random conductance model
by Boukhadra, Omar
- 28-37 Parametric inference for ruin probability in the classical risk model
by Oshime, Takayoshi & Shimizu, Yasutaka
- 38-41 The median of an exponential family and the normal law
by Letac, Gérard & Mattner, Lutz & Piccioni, Mauro
- 42-49 Joint arrival process of multiple independent batch Markovian arrival processes
by Cao, Jianyu & Xie, Weixin
- 50-58 A large deviation inequality for β-mixing time series and its applications to the functional kernel regression model
by Krebs, Johannes T.N.
- 59-64 A fast spectral quasi-likelihood approach for spatial point processes
by Deng, C. & Waagepetersen, R.P. & Wang, M. & Guan, Y.
- 65-70 A nonparametric test for covariate-adjusted models
by Zhao, Jingxin & Xie, Chuanlong
- 71-79 Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations
by Wu, Bo & Wu, Jiang-Lun
2018, Volume 132, Issue C
- 1-6 Estimation of the survival function with redistribution algorithm under semi-competing risks data
by Hsieh, Jin-Jian & Hsu, Chia-Hao
- 7-16 On limiting distribution of U-statistics based on associated random variables
by Garg, Mansi & Dewan, Isha
- 17-27 Tempered fractional Brownian and stable motions of second kind
by Sabzikar, Farzad & Surgailis, Donatas
- 28-34 Weak convergence of the linear rank statistics under strong mixing conditions
by Tabacu, Lucia
- 35-39 On Khintchine type inequalities for k-wise independent Rademacher random variables
by Pass, Brendan & Spektor, Susanna
- 40-45 Consistency of direct integral estimator for partially observed systems of ordinary differential equations
by Vujačić, Ivan & Dattner, Itai
- 46-54 A random regularized approximate solution of the inverse problem for Burgers’ equation
by Nane, Erkan & Tuan, Nguyen Hoang & Tuan, Nguyen Huy
- 55-61 Optimal Jittered Sampling for two points in the unit square
by Pausinger, Florian & Rachh, Manas & Steinerberger, Stefan
- 62-73 On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise
by Pilipenko, Andrey & Proske, Frank Norbert
- 74-82 Moderate deviation principle for maximum likelihood estimator for Markov processes
by Prakasa Rao, B.L.S.
- 83-90 An extension of Feller’s strong law of large numbers
by Li, Deli & Liang, Han-Ying & Rosalsky, Andrew
- 91-98 On success runs in a sequence of dependent trials with a change point
by Eryilmaz, Serkan
- 99-106 Generation of discrete random variables in scalable frameworks
by Aletti, Giacomo
- 107-115 Varying Coefficient Support Vector Machines
by Lu, Xiaoling & Dong, Fengchi & Liu, Xiexin & Chang, Xiangyu
- 116-124 On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions
by Sun, Xiaoxia & Guo, Feng
2017, Volume 131, Issue C
- 1-12 Representation of local times of fractional Brownian motion
by Mukeru, Safari
- 13-18 Definitive screening designs with extreme numbers of level changes
by Wang, Yaping & Ai, Mingyao
- 19-24 The pseudo component transformation design for experiment with mixture
by Li, Guanghui & Zhang, Chongqi
- 25-37 Set-valued risk statistics with scenario analysis
by Chen, Yanhong & Hu, Yijun
- 38-45 Estimation of the smallest normal variance with applications to variance components models
by Bobotas, Panayiotis & Kourouklis, Stavros
- 46-50 Higher order kernel density estimation on the circle
by Tsuruta, Yasuhito & Sagae, Masahiko
- 51-55 On the likelihood of mixture cure models
by Wang, Antai & Zhang, Yilong & Shao, Yongzhao
- 56-63 Moment conditions in strong laws of large numbers for multiple sums and random measures
by Klesov, Oleg & Molchanov, Ilya
- 64-71 On the consistency of a new kernel rule for spatially dependent data
by Younso, Ahmad
- 72-77 On the support of matching algorithms
by Cannas, Massimo & Puggioni, Gavino
- 78-86 Piecewise linear process with renewal starting points
by Ratanov, Nikita
- 87-92 A refined Hoeffding’s upper tail probability bound for sum of independent random variables
by Zheng, Songfeng
- 93-101 Sharp weighted weak-norm estimates for maximal functions
by Brzozowski, Michał & Osȩkowski, Adam & Rapicki, Mateusz
- 102-107 Exact tests for the means of Gaussian stochastic processes
by Ghiglietti, Andrea & Paganoni, Anna Maria
- 108-115 Asymptotics of the order statistics for a process with a regenerative structure
by Soja-Kukieła, Natalia
2017, Volume 130, Issue C
- 1-4 On the expected diameter of planar Brownian motion
by McRedmond, James & Xu, Chang
- 5-11 Bayesian sieve method for piece-wise smooth regression
by Yi, Taihe & Wang, Zhengming
- 12-16 Extensions of Pearson’s inequality between skewness and kurtosis to multivariate cases
by Ogasawara, Haruhiko
- 17-24 A note on constructing clear compromise plans
by Zhou, Qi & Guo, Bing
- 25-31 A new flexible extreme value model for modeling the extreme value data, with an application to environmental data
by Barakat, H.M. & Omar, A.R. & Khaled, O.M.
- 32-39 Robust mixture multivariate linear regression by multivariate Laplace distribution
by Li, Xiongya & Bai, Xiuqin & Song, Weixing
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