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Content
2017, Volume 127, Issue C
2017, Volume 126, Issue C
- 1-6 Scale mixtures of skew-normal-Cauchy distributions
by Kahrari, F. & Arellano-Valle, R.B. & Rezaei, M. & Yousefzadeh, F.
- 7-17 The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions
by Tu, Shuheng & Hao, Wu & Chen, Jing
- 18-25 Genericity of dimension drop on self-affine sets
by Käenmäki, Antti & Li, Bing
- 26-32 Asymptotic inference for non-supercritical partially observed branching processes
by Rahimov, I.
- 33-40 Limiting empirical distribution for eigenvalues of products of random rectangular matrices
by Zeng, Xingyuan
- 41-48 The multiset EM algorithm
by Huang, Weihong & Chen, Yuguo
- 49-58 Weak decreasing stochastic order
by Bogso, Antoine-Marie & Takam Soh, Patrice
- 59-64 Characterization of convolution splitting graphical models
by Peyhardi, Jean & Fernique, Pierre
- 65-75 Large deviations for estimators of the parameters of a neuronal response latency model
by Macci, Claudio & Pacchiarotti, Barbara
- 76-82 A note on the connection between some classical mortality laws and proportional frailty
by Lindholm, Mathias
- 83-87 A non-iterative (trivial) method for posterior inference in stochastic volatility models
by Tsionas, Mike G.
- 88-96 Mean square exponential stability of stochastic Hopfield neural networks with mixed delays
by Li, Xiaofei & Ding, Deng
- 97-107 Moderate deviations for neutral stochastic differential delay equations with jumps
by Ma, Xiaocui & Xi, Fubao
- 108-113 On relative efficiency of principal Hessian directions
by Cheng, Qing & Zhu, Liping
- 114-118 Generalized mixed effects regression trees
by Hajjem, Ahlem & Larocque, Denis & Bellavance, François
- 119-126 Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models
by Zhao, Li & Xu, Xingzhong
- 127-131 Maximum likelihood estimator of the scale parameter for the Riesz distribution
by Kammoun, Kaouthar & Louati, Mahdi & Masmoudi, Afif
- 132-138 A family of Markov processes in maximal compact subgroups of a semisimple Lie groups
by Arafat, Ahmed & Mateu, Jorge & Gregori, Pablo
- 139-149 Portfolio selection and risk control for an insurer in the Lévy market under mean–variance criterion
by Zhou, Jieming & Yang, Xiangqun & Guo, Junyi
- 150-156 On inequalities for values of first jumps of distribution functions and Hölder’s inequality
by Frolov, Andrei N.
- 157-163 Asymptotic distributions of some robust scale estimators in explosive AR(1) model
by Koul, Hira L. & Vellaisamy, P.
- 164-172 Generalized cumulative entropy based on kth lower record values
by Tahmasebi, Saeid & Eskandarzadeh, Maryam
- 173-178 Bounds on Kendall’s tau for zero-inflated continuous variables
by Denuit, Michel M. & Mesfioui, Mhamed
- 179-184 Error bounds for kernel density estimator of spectral distribution for Gaussian Unitary Ensembles
by Jiang, Hui & Wang, Shaochen
- 185-192 Exponential stability of impulsive stochastic partial differential equations with delays
by Li, Dingshi & Fan, Xiaoming
- 193-197 The unbiased nonparametric test and its moment generating function for the ordered alternative
by Murakami, Hidetoshi & Lee, Seong Keon
- 198-204 A note on the limit theory of a Dickey–Fuller unit root test with heavy tailed innovations
by Arvanitis, Stelios
- 205-211 Solution path for quantile regression with epsilon-insensitive loss in a reproducing kernel Hilbert space
by Park, Jinho
- 212-218 Continuum percolation with holes
by Sarkar, A. & Haenggi, M.
- 219-229 Hypothesis tests in partial linear errors-in-variables models with missing response
by Xu, Hong-Xia & Fan, Guo-Liang & Chen, Zhen-Long
- 230-237 Kernel estimators for Mar c ˘ enko–Pastur law of quaternion sample covariance matrices
by Yang, Lifang & Hu, Jiang
- 238-243 The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data
by Kim, Arlene Kyoung Hee & Shin, Seung Jun
- 244-252 A law of the iterated logarithm for the number of occupied boxes in the Bernoulli sieve
by Iksanov, Alexander & Jedidi, Wissem & Bouzeffour, Fethi
2017, Volume 125, Issue C
- 1-8 Consistency and asymptotic normality of stochastic Euler schemes for ordinary differential equations
by Krebs, Johannes T.N.
- 9-16 A note on compatibility of conditional autoregressive models
by Dreassi, Emanuela & Rigo, Pietro
- 17-24 Perturbations of continuous-time Markov chains
by Li, Pei-Sen
- 25-32 Maximal irreducibility measure for spatial birth-and-death processes
by Bezborodov, Viktor & Persio, Luca Di
- 33-43 Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization
by Weng, Zhichao & Liao, Xin
- 44-54 On the maxima and sums of homogeneous Gaussian random fields
by Tan, Zhongquan & Tang, Linjun
- 55-63 Strong convergence for the Euler–Maruyama approximation of stochastic differential equations with discontinuous coefficients
by Ngo, Hoang-Long & Taguchi, Dai
- 64-70 Lasso for sparse linear regression with exponentially β-mixing errors
by Xie, Fang & Xu, Lihu & Yang, Youcai
- 71-79 Deviations and asymptotic behavior of convex and coherent entropic risk measures for compound Poisson process influenced by jump times
by Yan, Jun
- 80-90 Occupation times of Lévy-driven Ornstein–Uhlenbeck processes with two-sided exponential jumps and applications
by Zhou, Jiang & Wu, Lan & Bai, Yang
- 91-98 Asymptotic independence of bivariate order statistics
by Falk, Michael & Wisheckel, Florian
- 99-103 On randomization-based causal inference for matched-pair factorial designs
by Lu, Jiannan & Deng, Alex
- 104-109 The directions of selection bias
by Jiang, Zhichao & Ding, Peng
- 110-120 Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function
by Zinodiny, S. & Rezaei, S. & Nadarajah, S.
- 121-129 On a generalization of Archimedean copula family
by Xie, Jiehua & Lin, Feng & Yang, Jingping
- 130-140 Modified information approach for detecting change points in piecewise linear failure rate function
by Cai, Xia & Tian, Yubin & Ning, Wei
- 141-148 Model free feature screening with dependent variable in ultrahigh dimensional binary classification
by Lai, Peng & Song, Fengli & Chen, Kaiwen & Liu, Zhi
- 149-159 Exponential ergodicity for population dynamics driven by α-stable processes
by Zhang, Zhenzhong & Zhang, Xuekang & Tong, Jinying
- 160-163 Proper two-sided exits of a Lévy process
by Vidmar, Matija
- 164-170 A two-sided bound for the renewal function when the interarrival distribution is IMRL
by Losidis, Sotirios & Politis, Konstadinos
- 171-173 The asymptotic hazard rate of sums of discrete random variables
by Arts, Joachim & van Houtum, Geert-Jan & Zwart, Bert
- 174-180 Construction of (nearly) orthogonal sliced Latin hypercube designs
by Wang, Xiao-Lei & Zhao, Yu-Na & Yang, Jian-Feng & Liu, Min-Qian
- 181-188 Exact and asymptotic distributions of exceedance statistics for bivariate random sequences
by Erem, Aysegul & Bayramoglu, Ismihan
- 189-195 Bayesian mixture modeling for spectral density estimation
by Cadonna, Annalisa & Kottas, Athanasios & Prado, Raquel
- 196-201 Stochastic accessibility on Grushin-type manifolds
by Ţurcanu, Teodor & Udrişte, Constantin
- 202-206 Closed-form estimation of a regression model with a mismeasured binary regressor and heteroskedasticity
by Liu, Yibin & Wu, Wenbin
- 207-214 On linear stochastic equations of optional semimartingales and their applications
by Abdelghani, Mohamed N. & Melnikov, Alexander V.
- 215-219 Properties of the Kelly bets for pairs of binary wagers
by Eisenberg, Bennett & Diao, Shuotao
- 220-226 Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1)
by Yabe, Ryota
- 227-235 Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments
by Fu, Ke-Ang & Ng, Cheuk Yin Andrew
2017, Volume 124, Issue C
- 1-4 A Gaussian expectation product inequality
by Liu, Zhenxia & Wang, Zhi & Yang, Xiangfeng
- 5-12 A central limit theorem for Lebesgue integrals of random fields
by Kampf, Jürgen
- 13-21 Asymptotic behavior of the joint record values, with applications
by Barakat, H.M. & Abd Elgawad, M.A.
- 22-29 Finite time Parisian ruin of an integrated Gaussian risk model
by Peng, Xiaofan & Luo, Li
- 30-32 Probability that product of real random matrices have all eigenvalues real tend to 1
by Reddy, Tulasi Ram
- 33-40 Uniform convergence rates for halfspace depth
by Burr, Michael A. & Fabrizio, Robert J.
- 41-48 On stochastic pseudo-integrals with applications
by Agahi, Hamzeh & Yadollahzadeh, Milad
- 49-54 A note on the generalized linear exponential distribution
by Lee, Chiang-Sheng & Tsai, Hsine-Jen
- 55-63 Creating new distributions by blunting cusps
by Baker, Rose
- 64-68 Are the Sweden Democrats really Sweden’s largest party? A maximum likelihood ratio test on the simplex
by Bergman, J. & Holmquist, B.
- 69-76 Some properties of bivariate Schur-constant distributions
by Ta, Bao Quoc & Van, Chung Pham
- 77-82 Testing equivalence of multinomial distributions
by Ostrovski, Vladimir
- 83-91 Functional central limit theorems for the Nelson–Aalen and Kaplan–Meier estimators for dependent stationary data
by Anevski, Dragi
- 92-96 Computation of vector ARMA autocovariances
by McElroy, Tucker
- 97-100 Decomposing aggregate risk into marginal risks under partial information: A top-down method
by Shao, Hui
- 101-109 Generalized fractional Laplace motion
by Gajda, J. & Wyłomańska, A. & Kumar, A.
- 110-120 The strong laws of large numbers for positive measurable operators and applications
by Quang, Nguyen Van & Son, Do The & Son, Le Hong
- 121-125 Credit default prediction and parabolic potential theory
by Bedini, Matteo L. & Hinz, Michael
- 126-131 Stochastic solutions of conformable fractional Cauchy problems
by Çenesiz, Yücel & Kurt, Ali & Nane, Erkan
- 132-139 A note on Slepian’s inequality based on majorization
by Ding, Ying & Zhang, Xinsheng
- 140-147 Geometric random variables: Descents following maxima
by Archibald, Margaret & Blecher, Aubrey & Brennan, Charlotte & Knopfmacher, Arnold & Prodinger, Helmut
- 148-153 Distribution spread and location metrics using entropic separation
by Bowden, Roger J.
2017, Volume 123, Issue C
- 1-7 Unique coverage in Boolean models
by Haenggi, M. & Sarkar, A.
- 8-16 Consistency and asymptotics of a Poisson intensity least-squares estimator for partially observed jump–diffusion processes
by Djouadi, Seddik M. & Maroulas, Vasileios & Pan, Xiaoyang & Xiong, Jie
- 17-22 Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view
by Mynbaev, Kairat & Martins-Filho, Carlos
- 23-26 A concentration inequality for a Gaussian process indexed by matrices
by Serdyukova, Nora
- 27-33 On reducibility and spectral properties of circulant Markov processes
by Bolaños-Servin, Jorge R. & Carbone, Raffaella & Quezada, Roberto
- 34-44 Refracted continuous-state branching processes: Self-regulating populations
by Murillo-Salas, A. & Pérez, J.L. & Siri-Jégousse, A.
- 45-55 Large deviations for the Ornstein–Uhlenbeck process without tears
by Bercu, Bernard & Richou, Adrien
- 56-60 The Tracy–Widom distribution is not infinitely divisible
by Domínguez-Molina, J. Armando
- 61-76 On exponential stability of mild solutions for some stochastic partial integrodifferential equations
by Dieye, Moustapha & Diop, Mamadou Abdoul & Ezzinbi, Khalil
- 77-83 Self-normalized large deviations under sublinear expectation
by Feng, Xinwei
- 84-87 A reverse Gaussian correlation inequality by adding cones
by Chen, Xiaohong & Gao, Fuchang
- 88-92 On the mean squared error of the ridge estimator of the covariance and precision matrix
by van Wieringen, Wessel N.
- 93-99 Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling
by van Waaij, Jan & van Zanten, Harry
- 100-106 Stochastic Ising model with plastic interactions
by Pechersky, Eugene & Via, Guillem & Yambartsev, Anatoly
- 107-113 Kac’s representation for empirical copula process from an asymptotic viewpoint
by Bouzebda, Salim
- 114-121 Random eigenvalues from a stochastic heat equation
by Pacheco, Carlos G.
- 122-127 A new variance component score test for testing distributed lag functions with applications in time series analysis
by Chen, Yin-Hsiu & Mukherjee, Bhramar
- 128-138 Block empirical likelihood for partially linear panel data models with fixed effects
by He, Bang-Qiang & Hong, Xing-Jian & Fan, Guo-Liang
- 139-145 Covariate-balancing-propensity-score-based inference for linear models with missing responses
by Guo, Donglin & Xue, Liugen & Hu, Yuqin
- 146-152 A simple nonparametric method to estimate the expected time to cross a threshold
by Nicolau, João
- 153-159 A refined version of the integro-local Stone theorem
by Borovkov, Alexander A. & Borovkov, Konstantin A.
- 160-164 Sample size determination of a nonparametric test based on weighted L2-Wasserstein distance
by Xiang, Jim X.
- 165-170 Integrated depth for measurable functions and sets
by Nagy, Stanislav
- 171-176 Deconvolution of P(X
by Trong, Dang Duc & Nguyen, Ton That Quang & Phuong, Cao Xuan
- 177-182 Fast calculation of boundary crossing probabilities for Poisson processes
by Moscovich, Amit & Nadler, Boaz
- 183-192 Strong stationary duality for discrete time Möbius monotone Markov chains on Z+d
by Mao, Yong-Hua & Zhao, Pan
- 193-201 Conditional maximum likelihood estimation for a class of observation-driven time series models for count data
by Cui, Yunwei & Zheng, Qi
- 202-209 Maximum likelihood estimators under progressive Type-I interval censoring
by Budhiraja, Sonal & Pradhan, Biswabrata & Sengupta, Debasis
- 210-217 On unbalanced group sizes in cluster randomized designs using balanced ranked set sampling
by Ahn, Soohyun & Wang, Xinlei & Lim, Johan
2017, Volume 122, Issue C
- 1-10 On estimating the distribution function and odds using ranked set sampling
by Eftekharian, A. & Razmkhah, M.
- 11-19 Focused information criterion and model averaging with generalized rank regression
by Zhang, Qingzhao & Duan, Xiaogang & Ma, Shuangge
- 20-27 Stability in distribution of stochastic Volterra–Levin equations
by Li, Zhi & Zhang, Wei
- 28-35 Boundary non-crossing probabilities for Slepian process
by Deng, Pingjin
- 36-41 Relative weak compactness of sums of pair-wise independent random variables
by Kruglov, Victor M.
- 42-50 In search of an optimal kernel for a bias correction method for density estimators
by Sakhanenko, Lyudmila
- 51-57 Approaches to asymptotics for U-statistics of Gibbs facet processes
by Večeřa, Jakub & Beneš, Viktor
- 58-62 On the independence of singular multivariate skew-normal sub-vectors
by Young, Phil D. & Kahle, David J. & Young, Dean M.
- 63-72 Strong laws for sequences in the vicinity of the LIL
by Gut, Allan & Stadtmüller, Ulrich
- 73-78 WLLN for arrays of nonnegative random variables
by Ankirchner, Stefan & Kruse, Thomas & Urusov, Mikhail
- 79-85 A moderate deviation principle for stochastic Volterra equation
by Li, Yumeng & Wang, Ran & Yao, Nian & Zhang, Shuguang
- 86-89 A self-improvement to the Cauchy–Schwarz inequality
by Walker, Stephen G.
- 90-95 Uniformly most powerful unbiased test for conditional independence in Gaussian graphical model
by Koldanov, Petr & Koldanov, Alexander & Kalyagin, Valeriy & Pardalos, Panos
- 96-103 Individual-specific, sparse inverse covariance estimation in generalized estimating equations
by Zhang, Qiang & Ip, Edward H. & Pan, Junhao & Plemmons, Robert
- 104-108 Normal approximation for strong demimartingales
by Hadjikyriakou, Milto
- 109-117 Identifiability of nonrecursive structural equation models
by Nagase, Mario & Kano, Yutaka
- 118-127 Anticipative backward stochastic differential equations driven by fractional Brownian motion
by Wen, Jiaqiang & Shi, Yufeng
- 128-140 On maximizing expected discounted taxation in a risk process with interest
by Ming, Ruixing & Wang, Wenyuan & Hu, Yijun
- 141-146 A scalar-valued infinitely divisible random field with Pólya autocorrelation
by Finlay, Richard & Seneta, Eugene
- 147-151 The limit law of the iterated logarithm for linear processes
by Zhang, Yong
- 152-156 Weak convergence of h-transforms for one-dimensional diffusions
by Yano, Kouji & Yano, Yuko & Yen, Ju-Yi
- 157-161 Computation of an exact confidence set for a maximum point of a univariate polynomial function in a given interval
by Zhou, Sanyu & Wan, Fang & Liu, Wei & Bretz, Frank
- 162-167 A note on Marked Point Processes and multivariate subordination
by Jevtić, Petar & Marena, Marina & Semeraro, Patrizia
- 168-172 A note on faithfulness and total positivity
by Li, Benchong & Li, Yang
- 173-178 Unified ranked sampling
by Matthews, Michael J. & Wolfe, Douglas A.
- 179-189 Wavelet estimation in varying coefficient models for censored dependent data
by Zhou, Xing-cai & Xu, Ying-zhi & Lin, Jin-guan
- 190-197 A weak type John–Nirenberg theorem for martingales
by Liu, Kaituo & Zhou, Dejian & Peng, Lihua
- 198-204 A note on the multiplicative gamma process
by Durante, Daniele
- 205-210 Estimating the parameters of a selected bivariate normal population
by Mohammadi, Zohreh & Towhidi, Mina
- 211-217 Three-level A- and D-optimal paired choice designs
by Chai, Feng-Shun & Das, Ashish & Singh, Rakhi
- 218-226 Functional generalizations of Hoeffding’s covariance lemma and a formula for Kendall’s tau
by Lo, Ambrose
2017, Volume 121, Issue C
- 1-5 A comparison of pivotal sampling and unequal probability sampling with replacement
by Chauvet, Guillaume & Ruiz-Gazen, Anne
- 6-11 A mesh free floating random walk method for solving diffusion imaging problems
by Sabelfeld, Karl K.
- 12-17 Designs containing partially clear main effects
by Chen, Xue-Ping & Lin, Jin-Guan & Wang, Hong-Xia & Huang, Xing-Fang
- 18-28 Derivative of intersection local time of independent symmetric stable motions
by Yan, Litan & Yu, Xianye & Chen, Ruqing
- 29-36 Efficiency of estimators for quantile differences with left truncated and right censored data
by Xun, Li & Shao, Li & Zhou, Yong
- 37-44 Local linear regression modelization when all variables are curves
by Demongeot, Jacques & Naceri, Amina & Laksaci, Ali & Rachdi, Mustapha
- 45-50 On normal variance–mean mixtures
by Yu, Yaming
- 51-53 Return of Fibonacci random walks
by Neunhäuserer, Jörg
- 54-60 A note on jointly modeling edges and node attributes of a network
by Cai, Haiyan
- 61-69 On leaf related statistics in recursive tree models
by Altok, S. & Işlak, Ü.
- 70-77 Asymptotic tests for interval-valued means
by Sun, Yan
- 78-82 A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion
by Kubilius, K. & Skorniakov, V.
- 83-89 Simultaneous estimation of p positive normal means with common unknown variance
by Chang, Yuan-Tsung & Strawderman, William E.
- 90-98 A note on estimating cumulative distribution functions by the use of convolution power kernels
by Funke, Benedikt & Palmes, Christian
- 99-100 Contrast between populations versus spread within populations
by Pinelis, Iosif
- 101-108 Sequential search algorithm for estimation of the number of members of a given population
by Klass, Michael J. & Nowicki, Krzysztof
- 109-118 Regularity criterion for 2-type Markov branching processes with immigration
by Li, Junping & Meng, Weiwei
- 119-127 A Hollander–Proschan type test when ageing is not monotone
by Ghosh, Shyamal & Mitra, Murari
- 128-135 Tolerance intervals from ridge regression in the presence of multicollinearity and high dimension
by Park, Junyong
- 136-142 A note on symmetrization procedures for the laws of large numbers
by Li, Deli & Liang, Han-Ying & Rosalsky, Andrew
- 143-151 Large deviations for a class of semilinear stochastic partial differential equations
by Foondun, Mohammud & Setayeshgar, Leila
- 152-162 On the Laplace transforms of the first exit times in one-dimensional non-affine jump–diffusion models
by Gapeev, Pavel V. & Stoev, Yavor I.
2017, Volume 120, Issue C
- 1-7 Tobit regression model with parameters of increasing dimensions
by Ding, Hao & Wang, Zhanfeng & Wu, Yaohua
- 8-17 CoVaR of families of copulas
by Bernardi, M. & Durante, F. & Jaworski, P.
- 18-27 Maximum likelihood type estimation for discretely observed CIR model with small α-stable noises
by Yang, Xu
- 28-33 A note on ruin problems in perturbed classical risk models
by Liu, Peng & Zhang, Chunsheng & Ji, Lanpeng
- 34-44 Parisian ruin of the Brownian motion risk model with constant force of interest
by Bai, Long & Luo, Li
- 45-51 Posterior convergence rate of a class of Dirichlet process mixture model for compositional data
by Barrientos, Andrés F. & Jara, Alejandro & Wehrhahn, Claudia
- 52-60 The extropy of order statistics and record values
by Qiu, Guoxin
- 61-68 An expectation–maximization scheme for measurement error models
by Bhadra, Anindya
- 69-80 Probabilistic representation and local existence for the quasi-linear partial integro-differential equations with Sobolev initial value
by Wang, Jinxia
- 81-86 An extension of a theorem of Mikosch
by Zou, Yuye & Liu, Xiangdong
- 87-94 Constructing initial estimators in one-step estimation procedures of nonlinear regression
by Linke, Yu.Yu. & Borisov, I.S.
- 95-100 Weighted inequalities for the martingale square and maximal functions
by Osȩkowski, Adam
- 101-107 On the law of large numbers for discrete Fourier transform
by Zhang, Na
- 108-113 An example of inconsistent MLE of spatial covariance parameters under increasing domain asymptotics
by Zhang, Tonglin
- 114-117 Entropy convergence of finite moment approximations in Hamburger and Stieltjes problems
by Milev, Mariyan & Tagliani, Aldo
- 118-125 On the asymptotic power of a goodness-of-fit test based on a cumulative Kullback–Leibler discrepancy
by Contreras-Cristán, A. & Gutiérrez-Peña, E. & Walker, S.G.
- 126-134 Inverse source problem for time-fractional diffusion with discrete random noise
by Tuan, Nguyen Huy & Nane, Erkan
- 135-140 A new explanatory index for evaluating the binary logistic regression based on the sensitivity of the estimated model
by Ramos, Héctor M. & Ollero, Jorge & Suárez-Llorens, Alfonso
- 141-146 Per-site occupancy in the discrete parking problem
by Shneer, Seva & van de Ven, Peter M.
- 147-156 The fractional non-homogeneous Poisson process
by Leonenko, Nikolai & Scalas, Enrico & Trinh, Mailan
2016, Volume 119, Issue C
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