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Content
2025, Volume 221, Issue C
- S0167715224003213 Parameter estimation for Cox–Ingersoll–Ross process with two-sided reflections
by Shi, Yiwei & Shu, Huisheng & Wang, Chunyang & Zhang, Xuekang
- S0167715225000227 Necessary and sufficient conditions for the Marcĕnko–Pastur law for sample correlation matrices
by Dong, Zhaorui & Yao, Jianfeng
- S0167715225000239 Deviation inequalities for the spectral norm of structured random matrices
by Dai, Guozheng & Su, Zhonggen
- S0167715225000240 The oracle property of the generalized outcome-adaptive lasso
by Baldé, Ismaila
- S0167715225000252 Mixingale and physical dependence equality with applications
by Hill, Jonathan B.
- S0167715225000264 On the increments of some extensions of the fractional Brownian motion
by El-Nouty, Charles
- S0167715225000276 Propagation of chaos for mean-field reflected BSDEs with jumps
by Lin, Yiqing & Xu, Kun
- S0167715225000288 Sufficient conditions for relative aging orders of (n−k+1)-out-of-n systems
by Kayid, M. & Shrahili, M.
- S0167715225000306 A short memory condition for infinitely divisible random fields
by Makogin, Vitalii & Spodarev, Evgeny
- S0167715225000318 The Bahadur representation for sample quantiles of ρ-mixing random variables
by Dudek, Dagmara & Kuczmaszewska, Anna
2025, Volume 220, Issue C
- S0167715224003146 A simple consensus model for an increasing population of agents with i.i.d incoming opinions
by Markou, Ioannis
- S0167715225000057 Properties of the generalized inverse Gaussian with applications to Monte Carlo simulation and distribution function evaluation
by Peña, Víctor & Jauch, Michael
- S0167715225000069 Approximately mixing time series
by Kutta, Tim
- S0167715225000070 Mean-field fractional BSDEs with locally monotone coefficients
by Fu, Zongkui & Fei, Dandan
- S0167715225000082 The asymptotic behaviors for branching α-stable process
by Luan, Nana & Wang, Li
- S0167715225000094 Logarithmic scale asymptotics for random walks with Weibull-like upper tail distributions
by Stoica, George & Li, Deli
- S0167715225000100 Poisson approximation and D(un) condition for extremes of transient random walks in random sceneries
by Chenavier, Nicolas & Darwiche, Ahmad
- S0167715225000112 A new maximum-type test for high-dimensional correlation matrices
by Chen, Jing & Li, Ming & Zhao, Kaige & Liu, Baisen
- S0167715225000124 CellMCD+: An improved outlier-resistant cellwise minimum covariance determinant method
by Babu, Prabhu & Stoica, Petre
2025, Volume 219, Issue C
- S0167715224002803 Optimal split-plot designs under individual word length patterns
by Han, Xiaoxue & Sheng, Chong & Liu, Min-Qian
- S0167715224002906 Transportation cost-information inequality for stochastic wave equation with spatially inhomogeneous white noise
by Yao, Zhigang & Zhang, Bin & Liu, Junfeng
- S0167715224002918 The maximum overlap time in the M/M/1 queue
by Palomo, Sergio & Pender, Jamol
- S0167715224002931 New proofs to measurable, predictable and optional section theorems
by Theodorakopoulos, Stefanos
- S0167715224002943 Geometric quantile-based measures of multivariate distributional characteristics
by Shin, Ha-Young & Oh, Hee-Seok
- S0167715224002955 Almost sure convergence of the waiting time for a G/G/1 queue in heavy traffic
by Xia, Ye
- S0167715224002967 Limiting distribution for infinite-server batch service queues
by Kim, Bara & Kim, Jeongsim
- S0167715224002979 Stable approximation for call function via Stein’s method
by Chen, Peng & Qi, Tianyi & Zhang, Ting
- S0167715224002980 Kac’s central limit theorem by Stein’s method
by Bhar, Suprio & Mukherjee, Ritwik & Patil, Prathmesh
- S0167715224002992 Bayes factors functions based on test statistics and non-local moment prior densities
by Datta, Saptati & Guha, Riana & Shudde, Rachael & Johnson, Valen E.
- S0167715224003079 The method of moments for multivariate random sums in the Poisson-Skew-Normal case
by Javed, Farrukh & Loperfido, Nicola & Mazur, Stepan
- S0167715224003080 On Stein factors in Stein’s method for normal approximation
by Gaunt, Robert E.
- S0167715224003092 FWER for normal distribution in nearly independent setup
by Das, Nabaneet & Bhandari, Subir Kumar
- S0167715224003109 The law of the iterated logarithm for functionals of the Wiener process
by Logachov, A. & Yambartsev, A.
- S0167715224003110 Explicit bounds for a Gaussian decomposition Lemma of Sellke
by Schmidt, Tobias
- S0167715224003122 Two-barriers-reflected BSDE with rank-based data
by Feng, Xinwei & Wang, Lu
- S0167715224003134 Functional-coefficient quantile cointegrating regression with stationary covariates
by Li, Haiqi & Zhang, Jing & Zheng, Chaowen
- S0167715224003158 Some general points for inflation models
by Böhning, Dankmar & Junnumtuam, Sunisa
- S0167715224003171 Sparse inverse covariance selection with mass-nonlocal priors
by Fagbohungbe, Taiwo & Zhang, Liangliang & Cao, Xuan
- S0167715224003183 Sylvester’s problem for random walks and bridges
by Panzo, Hugo
- S0167715224003195 Universal distribution of the empirical coverage in split conformal prediction
by Marques F., Paulo C.
- S0167715224003201 The stochastic MHD equations driven by pure jump noise in Lp spaces
by Ni, Kaicheng & Su, Heling & Zhu, Jiahui
- S0167715224003225 A general type of weak comparison theorems for BDSDEs
by Wang, Jinghan & Shi, Yufeng & Zhao, Nana
- S0167715224003237 Differentially private histogram with valid statistics
by Cao, Zilong & Wu, Shisong & Li, Xuanang & Zhang, Hai
- S0167715225000021 Choice of the hypothesis matrix for using the Anova-type-statistic
by Sattler, Paavo & Rosenbaum, Manuel
- S0167715225000033 Estimation of the optimal treatment regimes with multiple treatments under proportional hazards model
by Fang, Yuexin & Tan, Xiangyong & Li, Qian
- S0167715225000045 Construction of mixed-level designs with minimum discrete discrepancy
by Hu, Liuping & Chatterjee, Kashinath & Ning, Jianhui & Qin, Hong
- S016771522400289X Moderate deviations for the number of descents in a random permutation
by Jiang, Hui & Wang, Jing
- S016771522400292X On the maximal correlation coefficient for the bivariate Marshall Olkin distribution
by Bücher, Axel & Staud, Torben
- S016771522400316X Matrix reshaping for statistics
by Loperfido, Nicola
- S016771522500001X Construction of asymmetric resolvable orthogonal arrays
by Lin, Xiao & Pang, Shanqi
2025, Volume 217, Issue C
- S0167715224002505 Generalized wordlength enumerator for asymmetrical designs
by Wang, Kang & Zou, Na & Qin, Hong
- S0167715224002517 A note on invariant manifolds for stochastic partial differential equations in the framework of the variational approach
by Bhaskaran, Rajeev & Tappe, Stefan
- S0167715224002566 Minimizing the penalized goal-reaching probability with multiple dependent risks
by Huang, Ying & Peng, Jun
- S0167715224002578 Optimal tightening of the KWW joint confidence region for a ranking
by Wright, Tommy
- S0167715224002591 Probability and moment inequalities for quadratic forms in independent random variables with fat tails
by Zhang, Chi & Zhang, Danna
- S0167715224002621 A one-way MANOVA test for high-dimensional data using clustering subspaces
by Lu, Minyuan & Zhou, Bu
- S0167715224002633 Parameter estimation and hypothesis tests in logistic model for complex correlated data
by Mou, Keyi & Li, Zhiming & Cheng, Jinlong
- S0167715224002736 On harmonic oscillator hazard functions
by Christen, J.A. & Rubio, F.J.
- S0167715224002748 Ruin probability approximation for bidimensional Brownian risk model with tax
by Shashkov, Timofei
- S016771522400258X Frank copula is minimum information copula under fixed Kendall’s τ
by Sukeda, Issey & Sei, Tomonari
- S016771522400261X Strict monotonicity of stochastic process extreme distributions
by Yang, Lijian
- S016771522400275X A supplement to the large deviations of infinite weighted sums of heavy tailed random variables
by Shi, Jianan & Yu, Zhenhong & Miao, Yu
2025, Volume 216, Issue C
- S0167715224001949 On the moments of dividends and capital injections under a variant type of Parisian ruin
by Yan, Kaixin & Ming, Ruixing & Wang, Haibin & Wang, Wenyuan
- S0167715224002128 Unified specification tests in partially linear quantile regression models
by Song, Xiaojun & Yang, Zixin
- S0167715224002165 Penalized composite likelihood estimation for hidden Markov models with unknown number of states
by Lin, Yong & Huang, Mian
- S0167715224002177 Convergence rates in the limit theorems for random sums of m-orthogonal random variables
by Quang, Nguyen Van & Huan, Nguyen Van & Kien, Phan Tri
- S0167715224002189 On absolute moment-based upper bounds for L-moments
by Jones, M.C. & Balakrishnan, N.
- S0167715224002190 Input estimation from discrete workload observations in a Lévy-driven storage system
by Nieman, Dennis & Mandjes, Michel & Ravner, Liron
- S0167715224002207 Block structure-based covariance tensor decomposition for group identification in matrix variables
by Chen, Yu & Hu, Zongqing & Hu, Jie & Shu, Lei
- S0167715224002219 The quantile-based empirical likelihood for the difference of quantiles
by Dai, Lichun & Liu, Pengfei & Liu, Yiming & Yang, Guangren
- S0167715224002220 Consistent tests for semiparametric conditional independence
by Dai, Shengtao & Song, Xiaojun
- S0167715224002232 Information bounds for Gaussian copula parameter in stationary semiparametric Markov models
by Chen, Xiaohong & Yi, Yanping
- S0167715224002244 Construction of weighted efficiency optimal designs for experiments with mixtures
by Li, Junpeng & Li, Guanghui & Leng, Wei & Zhang, Chongqi & Su, Hongyu
- S0167715224002256 Chainability of infinitely divisible measures
by Bar-Lev, Shaul K. & Letac, Gérard
- S0167715224002268 A note on statistical distances for discrete log-concave measures
by Marsiglietti, Arnaud & Pandey, Puja
- S0167715224002281 Homogenization for singularly perturbed stochastic wave equations with Hölder continuous coefficients
by Yang, Li
- S0167715224002360 On the intransitivity of the win ratio
by Oakes, David
- S0167715224002372 Exact convergence rate of the central limit theorem and polynomial convergence rate for branching processes in a random environment
by Li, Yingqiu & Zhang, Xin & Lu, Zhan & Xiao, Sheng
- S0167715224002384 A Stein characterisation of the distribution of the product of correlated normal random variables
by Gaunt, Robert E. & Li, Siqi & Sutcliffe, Heather L.
- S0167715224002396 Multivariate Hawkes process allowing for common shocks
by Zhang, Zhehao & Xing, Ruina
- S0167715224002402 Strong convergence of multi-scale stochastic differential equations with a full dependence
by Ji, Qing & Liu, Jicheng
- S0167715224002414 On the asymptotic behavior of solutions to bilinear Caputo stochastic fractional differential equations
by Huong, P.T. & Anh, P.T.
- S0167715224002426 General mean-field reflected backward stochastic differential equations with locally monotone coefficients
by Fu, Zongkui & Fei, Dandan
- S0167715224002438 Continuity of Gaussian extreme distributions
by Yang, Lijian
- S0167715224002451 Extension of a strong form of the three-dimensional Gaussian product inequality
by Kim, Bara & Kim, Jeongsim
- S0167715224002463 Mean square error and variance estimation of the sample ratio under Lahiri ’s design
by Saigo, Hiroshi
- S0167715224002475 Universally consistent K-sample tests via dependence measures
by Panda, Sambit & Shen, Cencheng & Perry, Ronan & Zorn, Jelle & Lutz, Antoine & Priebe, Carey E. & Vogelstein, Joshua T.
- S0167715224002487 Stationary distribution of a stochastic generalized SIRI epidemic model with reinfection and relapse
by Wang, Kai & Fan, Hongjie & Zhu, Yanling
- S0167715224002499 An equilibrium model of reinsurance pricing
by Cheng, Jiang & Deng, Chao & Liu, Shuyan & Zeng, Xudong
- S0167715224002529 Pricing formula of Lookback option in stochastic delay differential equation model
by Il-Kwang, Paek & Chol-Su, Kang & Kyong-Hui, Kim
- S0167715224002530 Optimal curing rate allocation in the SIS epidemic model
by McFadden, Ryan & Daly, Fraser & Shneer, Seva
- S0167715224002542 Well-posedness for the stochastic Landau–Lifshitz–Gilbert equation with helicity driven by jump noise
by Gokhale, Soham
- S0167715224002554 Statistical inference for Ornstein–Uhlenbeck processes based on low-frequency observations
by Zhang, Dingwen
- S016771522400227X Cramér type moderate deviation for random walks conditioned to stay positive
by Sun, Mingyang
- S016771522400244X Waiting time representation of discrete distributions
by Kozubowski, Tomasz J. & Młynarczyk, Dorota & Panorska, Anna K.
2024, Volume 215, Issue C
- S0167715224001871 A stereographic test of spherical uniformity
by Fernández-de-Marcos, Alberto & García-Portugués, Eduardo
- S0167715224001895 Euler–Maruyama scheme for SDE driven by Lévy process with Hölder drift
by Li, Yanfang & Zhao, Guohuan
- S0167715224001901 The averaging principle of Hilfer fractional stochastic pantograph equations with non-Lipschitz conditions
by Kasinathan, Ramkumar & Kasinathan, Ravikumar & Chalishajar, Dimplekumar & Baleanu, Dumitru & Sandrasekaran, Varshini
- S0167715224001913 Empirical limit theorems for Wiener chaos
by Bai, Shuyang & Chen, Jiemiao
- S0167715224001962 Population-level information for improving quantile regression efficiency
by Lv, Yang & Qin, Guoyou & Zhu, Zhongyi
- S0167715224001974 D-optimal designs for a multidimensional second-degree polynomial model with no intercept
by Shpilev, P.V.
- S0167715224001986 Replication in random translation designs
by Waite, Timothy W.
- S0167715224001998 Methods for testing the random utility model
by Forcina, Antonio & Dardanoni, Valentino
- S0167715224002001 On the unbiasedness of the likelihood ratio test for the multivariate one-sided problem
by Wang, Yining & McDermott, Michael P.
- S0167715224002074 When is the discrete Weibull distribution infinitely divisible?
by Kreer, Markus & Kizilersu, Ayse & Thomas, Anthony W.
- S0167715224002104 Adapted Chatterjee correlation coefficient
by Wang, Ya & Fang, Linjiajie & Jing, Bingyi
- S0167715224002116 Stochastic comparison of parallel systems with heterogeneous dependent exponential components
by Amini-Seresht, Ebrahim & Khaledi, Baha-Eldin & Izadkhah, Salman
- S0167715224002141 Asymptotic coarse Ricci curvature of inhomogeneous random graph
by Yuan, Mingao
- S0167715224002153 A kernel-type regression estimator for NMAR response variables with applications to classification
by Mojirsheibani, Majid & Khudaverdyan, Arin
- S016771522400213X The Berry–Esseen bound in de Jong’s CLT
by Döbler, Christian
2024, Volume 214, Issue C
- S0167715224001548 The logGARCH stochastic volatility model
by Guerbyenne, Hafida & Hamdi, Fayçal & Hamrat, Malika
- S0167715224001615 Study of discrete-time Hawkes process and its compensator
by Sarma, Utpal Jyoti Deba & Selvamuthu, Dharmaraja
- S0167715224001639 From law of the iterated logarithm to Zolotarev distance for supercritical branching processes in random environment
by Ye, Yinna
- S0167715224001640 Exact partially conditional binomial analysis for multinomial data in 2 × 2 tables
by Boos, Dennis D. & Ari, Shannon & Berger, Roger L.
- S0167715224001652 Large deviations for the Yule–Walker estimator of near critical autoregressive processes
by Wang, Xiaochang & Feng, Shui & Guo, Yiping & Rémillard, Bruno N.
- S0167715224001664 Higher-order derivative of local times for space–time anisotropic Gaussian random fields
by Chen, Zhenlong & Xu, Peng
- S0167715224001676 On higher-order moments of INGARCH processes
by Weiß, Christian H.
- S0167715224001688 Branching processes with immigration in a random environment—The Grincevičius–Grey setup
by Kevei, Péter
- S0167715224001706 Further results involving residual and past extropy with their applications
by Kayid, Mohamed
- S0167715224001718 Nonparametric estimation for periodic stochastic differential equations driven by G-Brownian motion
by Zhang, Xuekang & Huang, Chengzhe & Deng, Shounian
- S0167715224001731 On integrals of birth–death processes at random time
by Vishwakarma, P. & Kataria, K.K.
- S0167715224001743 Limiting behavior of a kindness model
by Lanchier, Nicolas & Mercer, Max
- S0167715224001834 Model selection by pathwise marginal likelihood thresholding
by Di Caterina, Claudia & Ferrari, Davide
- S0167715224001846 The integrated absolute error of the kernel error distribution estimator in the first-order autoregression model
by Cheng, Fuxia
- S0167715224001858 A variation of constant formula for Caputo–Hadamard fractional stochastic differential equations⋆
by Li, Min & Huang, Chengming & Wang, Nan
- S0167715224001883 Some new families of asymmetric nested orthogonal arrays with any strength
by Pang, Shanqi & Zhu, Yan & Lin, Xiao
- S0167715224001925 Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein–Uhlenbeck process
by Zhang, Yawen & Zhang, Caibin
- S0167715224001937 On the asymptotic properties of extreme values of discrete random variables
by Akbash, Kateryna & Doronina, Natalia & Matsak, Ivan
- S0167715224001950 Adaptive rank-based tests for high dimensional mean problems
by Zhang, Yu & Feng, Long
- S016771522400169X Total variation convergence preserves conditional independence
by Lauritzen, Steffen
- S016771522400172X Complete qth moment convergence of moving average processes for m-widely acceptable random variables under sub-linear expectations
by Xu, Mingzhou & Kong, Xuhang
- S016771522400186X The sparsity index in Poisson size-biased sampling: Algorithms for the optimal unbiased estimation from small samples
by Bondi, Laura & Pagano, Marcello & Bonetti, Marco
2024, Volume 213, Issue C
- S0167715224001251 Some new asymptotic results for series estimation under clustered dependence
by Hu, Pingbo & Peng, Xiuyuan & Hu, Xinglin
- S0167715224001366 Rate of convergence of trinomial formula to Black–Scholes formula
by Ratibenyakool, Yuttana & Neammanee, Kritsana
- S0167715224001378 Exponential ergodicity for reflected SDEs with interaction in a multidimensional general domain
by Chen, Ping & Zhang, Tusheng
- S0167715224001391 On Yu and Hoff’s confidence intervals for treatment means
by Kabaila, Paul
- S0167715224001408 Weak approximation of Schrödinger–Föllmer diffusion
by Endo, Koya & Nakano, Yumiharu
- S0167715224001421 Exact quantiles of Gaussian process extremes
by Yang, Lijian
- S0167715224001433 On negative correlation of Arboreal Gas for specific parameters
by Huang, Xiangyu
- S0167715224001500 Simultaneous computation of Kendall’s tau and its jackknife variance
by Perreault, Samuel
- S0167715224001512 Lower bounds for the trade-off between bias and mean absolute deviation
by Derumigny, Alexis & Schmidt-Hieber, Johannes
- S0167715224001561 Instrument-residual estimator for multi-valued instruments under full monotonicity
by Kim, Bora & Lee, Myoung-jae
- S0167715224001573 Frisch–Waugh–Lovell theorem-type results for the k-Class and 2SGMM estimators
by Basu, Deepankar
- S0167715224001585 Weighted Simplex Centroid Mixture Experiments for third order Becker’s models: The R-optimal approach
by Husain, Bushra & Aslam, Fariha
- S0167715224001597 The existence and smoothness of self-intersection local time for a class of Gaussian processes
by Xie, Lin & Ni, Wenqing & Zheng, Shuicao & Lei, Guowei
- S0167715224001603 Representation of solutions to quadratic 2BSDEs with unbounded terminal values
by Kim, Kon-Gun & Kim, Mun-Chol & Hwang, Ho-Jin
- S0167715224001627 Ordering results between two multiple-outlier finite δ-mixtures
by Bhakta, Raju & Kayal, Suchandan & Balakrishnan, Narayanaswamy
- S016771522400138X Short cycles of random permutations with cycle weights: Point processes approach
by Galganov, Oleksii & Ilienko, Andrii
- S016771522400141X Isotropic random tangential vector fields on spheres
by Lu, Tianshi
- S016771522400155X Bayes minimax estimator of the mean vector in an elliptically contoured distribution
by Jiang, Jie & Wang, Lichun
2024, Volume 212, Issue C
- S0167715224001160 Consistent two-stage estimation in heterogeneous network autoregressive model
by Zhao, Jiayang & Liu, Jie & Su, Yuting
- S0167715224001196 Large-population asymptotics for the maximum of diffusive particles with mean-field interaction in the noises
by Kolliopoulos, Nikolaos & Sanchez, David & Xiao, Amy
- S0167715224001238 Nonparametric kernel estimation of conditional copula density
by Djaloud, Toihir Soulaimana & Seck, Cheikh Tidiane
- S0167715224001263 Nonparametric inference for NBUE distributions based on the TTT transform
by Lando, Tommaso
- S016771522400124X Indeterminate Hamburger moment problem: Entropy convergence
by Novi Inverardi, Pier Luigi & Tagliani, Aldo & Milev, Mariyan
2024, Volume 211, Issue C
- S0167715224001019 A novel dual-criterion framework for change point detection
by Zhang, Qiang
- S0167715224001020 Exact post-selection inference for adjusted R squared selection
by Pirenne, Sarah & Claeskens, Gerda
- S0167715224001032 Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables
by Chen, Zhangting & Cheng, Dongya
- S0167715224001044 Decorrelated empirical likelihood for generalized linear models with high-dimensional longitudinal data
by Geng, Shuli & Zhang, Lixin
- S0167715224001056 On the gamma difference distribution
by Forrester, Peter J.
- S0167715224001068 Option pricing under jump diffusion model
by Li, Qian & Wang, Li
- S0167715224001135 Strong uniform laws of large numbers for bootstrap means and other randomly weighted sums
by Spencer, Neil A. & Miller, Jeffrey W.
- S0167715224001147 Occupation times for age-structured branching processes
by Cheng, Ziling
- S0167715224001159 Component projection balanced designs for order of addition experiments
by Guo, Bing & Chen, Xueping & Wang, Xiaodi
- S0167715224001172 An inequality for the total variation distance between high-dimensional centered Gaussian laws
by Barabesi, Lucio & Pratelli, Luca
- S0167715224001184 A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations
by Kock, Anders Bredahl & Preinerstorfer, David
- S0167715224001202 Degree evolution in a general growing network
by De Ambroggio, Umberto & Yip, Hiu Ching
- S0167715224001214 The distribution of argmaximum or a winner problem
by Davydov, Youri & Rotar, Vladimir
2024, Volume 210, Issue C
- S0167715224000774 On the local limit theorems for linear sequences of lower psi-mixing Markov chains
by Peligrad, Magda & Sang, Hailin & Zhang, Na
- S0167715224000786 SIR epidemic model with non-Lipschitz stochastic perturbations
by Li, Shuang & Xiong, Jie
- S0167715224000798 On the rate of normal approximation for Poisson continuum percolation
by Lo, Tiffany Y.Y. & Xia, Aihua
- S0167715224000804 On the preservation of ageing properties under random maxima
by Bobotas, Panayiotis & Koutras, Markos V.
- S0167715224000816 A multi-marginal c-convex duality theorem for martingale optimal transport
by Sester, Julian
- S0167715224000828 A normal test for independence via generalized mutual information
by Zhang, Jialin & Zhang, Zhiyi
- S0167715224000841 A note on series representation for the q-scale function of a class of spectrally negative Lévy processes
by Martín-González, Ehyter M. & Murillo-Salas, Antonio & Pantí, Henry
- S0167715224000853 Smooth Matérn Gaussian random fields: Euler characteristic, expected number and height distribution of critical points
by Cheng, Dan
- S0167715224000865 Some notes on ergodic theorem for U-statistics of order m for stationary and not necessarily ergodic sequences
by Giraudo, Davide
- S0167715224000877 Asymptotic optimality of the square-root transformation on the gamma distribution using the Kullback–Leibler information number criterion
by Noguchi, Kimihiro & Ward, Mayla C.
- S0167715224000889 Hölder continuity of stochastic heat equation with rough Gaussian noise
by Han, Yuecai & Wu, Guanyu
- S0167715224000890 Explicit representation of invariant measures for 2-death processes
by Zhang, Yuhui & Zhao, Yi
- S0167715224000907 Coalescence times for critical Galton–Watson processes with immigration
by Liu, Rong-Li & Ren, Yan-Xia & Wang, Yingrui
- S0167715224000993 Posterior robustness with milder conditions: Contamination models revisited
by Hamura, Yasuyuki & Irie, Kaoru & Sugasawa, Shonosuke
- S0167715224001007 Wasserstein upper bounds of Lp-norms for multivariate densities in Besov spaces
by Chae, Minwoo
- S016771522400083X Testing uniformity on the circle using spacings when data are rounded
by Rao Jammalamadaka, S. & Ghosh, Kaushik & Akiri, Sridhar
2024, Volume 209, Issue C
- S0167715224000518 A universal right tail upper bound for supercritical Galton–Watson processes with bounded offspring
by Fernley, John & Jacob, Emmanuel
- S0167715224000531 Nonparametric density estimation over its unknown support for right censored data
by Efromovich, Sam
- S0167715224000567 The gradient test statistic for outlier detection in generalized estimating equations
by Osorio, Felipe & Gárate, Ángelo & Russo, Cibele M.
- S0167715224000579 Sparse basis covariance matrix estimation for high dimensional compositional data via hard thresholding
by Li, Huimin & Wang, Jinru
- S0167715224000592 Random rotor walks and i.i.d. sandpiles on Sierpiński graphs
by Kaiser, Robin & Sava-Huss, Ecaterina
- S0167715224000609 On the local compactness of spaces of positive measures
by Kargol, Alina
- S0167715224000610 Limiting spectral distribution of Toeplitz and Hankel matrices with dependent entries
by Maurya, Shambhu Nath
- S0167715224000622 Cramér’s moderate deviations for the LS estimator of the autoregressive processes in the neighborhood of the unit root
by Miao, Yu & Yin, Qing
- S0167715224000634 Conditions for equality in Anderson’s theorem
by Bočinec, Filip & Nagy, Stanislav
- S0167715224000737 A spectral based goodness-of-fit test for stochastic block models
by Wu, Qianyong & Hu, Jiang
- S0167715224000749 On the empirical approximation to quantiles from Lugannani–Rice saddlepoint formula
by Arevalillo, Jorge M
- S0167715224000750 When lattice bases are Markov bases
by Hazelton, Martin L. & Karimi, Masoud
- S016771522400052X Optimal detection of sparse gamma scale admixture with twice the null mean
by Chen, Qikun & Stewart, Michael
2024, Volume 208, Issue C
Printed from https://ideas.repec.org/s/eee/stapro.html
