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
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.
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.
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
2016, Volume 119, Issue C
- 45-54 Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions
by Rohmer, Tom
- 55-62 Smooth densities of the laws of perturbed diffusion processes
by Xu, Lihu & Yue, Wen & Zhang, Tusheng
- 63-75 On the occurrence of boundary solutions in multidimensional incomplete tables
by Ghosh, S. & Vellaisamy, P.
- 76-83 The partial copula: Properties and associated dependence measures
by Spanhel, Fabian & Kurz, Malte S.
- 84-90 Automatic variable selection for varying coefficient models with longitudinal data
by Tian, Ruiqin & Xue, Liugen & Xu, Dengke
- 91-100 An asymptotically optimal kernel combined classifier
by Mojirsheibani, Majid & Kong, Jiajie
- 101-107 Sharp bounds on DMRL and IMRL classes of life distributions with specified mean
by Sengupta, Debasis & Das, Sudipta
- 108-115 Algebraic ergodicity for SDEs driven by Lévy processes
by Song, Yan-Hong
- 116-123 A CLT for martingale transforms with infinite variance
by Arvanitis, Stelios & Louka, Alexandros
- 124-133 Asymptotic expansions for bivariate normal extremes
by Nadarajah, Saralees
- 134-143 Moment convergence of first-passage times in renewal theory
by Iksanov, Alexander & Marynych, Alexander & Meiners, Matthias
- 144-145 Integral form of the COM–Poisson renormalization constant
by Pogány, Tibor K.
- 146-154 Binomial approximation for sum of indicators with dependent neighborhoods
by Zhang, Yazhe
- 155-162 Characterization based symmetry tests and their asymptotic efficiencies
by Milošević, B. & Obradović, M.
- 163-169 Asymptotics of score test in the generalized β-model for networks
by Yan, Ting & Zhao, Yunpeng
- 170-180 Bayesian aggregation of two forecasts in the partial information framework
by Ernst, Philip & Pemantle, Robin & Satopää, Ville & Ungar, Lyle
- 181-185 Orthogonal Latin hypercube designs with special reference to four factors
by Mandal, B.N. & Dash, Sukanta & Parui, Shyamsundar & Parsad, Rajender
- 186-193 Kernel estimation of the tail index of a right-truncated Pareto-type distribution
by Benchaira, Souad & Meraghni, Djamel & Necir, Abdelhakim
- 194-199 Cramér type moderate deviations for the number of renewals
by Ye, Zi
- 200-203 Convergence of moments for strictly stationary sequences
by Szewczak, Zbigniew S.
- 204-212 Simulation of Gamma records
by Pakhteev, A. & Stepanov, A.
- 213-219 Two-sided moment estimates for a class of nonnegative chaoses
by Meller, Rafał
- 220-225 Statistical inference for familial disease models assuming exchangeability
by Bowman, Dale
- 226-234 Spherical discrepancy for designs on hyperspheres
by Zhang, Mei & Zhou, Yong-Dao
- 235-240 Directed weighted random graphs with an increasing bi-degree sequence
by Yong, Zhang & Chen, Siyu & Qin, Hong & Yan, Ting
- 241-247 Sparse Bayesian multinomial probit regression model with correlation prior for high-dimensional data classification
by Yang, Aijun & Jiang, Xuejun & Liu, Pengfei & Lin, Jinguan
- 248-258 A strong law of large numbers for sub-linear expectation under a general moment condition
by Hu, Cheng
- 259-263 Asymptotic normality of numbers of observations near order statistics from stationary processes
by Jasiński, Krzysztof
- 264-272 A geometric time series model with inflated-parameter Bernoulli counting series
by Borges, Patrick & Molinares, Fabio Fajardo & Bourguignon, Marcelo
- 273-280 Confidence regions for comparison of two normal samples
by Rukhin, Andrew L.
- 281-288 The Bayesian restricted Conway–Maxwell-Binomial model to control dispersion in count data
by Rodrigues, Josemar & Bazán, Jorge L. & Suzuki, Adriano K. & Balakrishnan, Narayanaswamy
- 289-294 Numerical computation of hitting time distributions of increasing Lévy processes
by Choe, Geon Ho & Lee, Dong Min
- 295-300 Convergence rate in precise asymptotics for Davis law of large numbers
by Kong, Lingtao & Dai, Hongshuai
- 301-304 A proof for the conjecture of characteristic function of the generalized skew-elliptical distributions
by Shushi, Tomer
- 305-309 A lower bound on the probability that a binomial random variable is exceeding its mean
by Pelekis, Christos & Ramon, Jan
- 310-316 SPDEs with rough noise in space: Hölder continuity of the solution
by Balan, Raluca M. & Jolis, Maria & Quer-Sardanyons, Lluís
- 317-325 Double asymptotics for the chi-square statistic
by Rempała, Grzegorz A. & Wesołowski, Jacek
- 326-333 Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps
by Qiao, Huijie & Wu, Jiang-Lun
- 334-343 A conditional frequency distribution test for analyzing 2×c tables
by Sharp, Julia L. & Borkowski, John J.
- 344-348 Functional central limit theorems for certain statistics in an infinite urn scheme
by Chebunin, Mikhail & Kovalevskii, Artyom
- 349-356 Tail probability estimates for additive functionals
by Dung, Nguyen Tien
- 357-362 The limit theorem for maximum of partial sums of exchangeable random variables
by Alonso Ruiz, Patricia & Rakitko, Alexander
2016, Volume 118, Issue C
- 1-7 On conditional maximum likelihood estimation for INGARCH(p,q) models
by Cui, Yunwei & Wu, Rongning
- 8-15 Demystifying the bias from selective inference: A revisit to Dawid’s treatment selection problem
by Lu, Jiannan & Deng, Alex
- 16-23 Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes
by Nedényi, Fanni & Pap, Gyula
- 24-31 Constructing optimal asymmetric combined designs via Lee discrepancy
by Elsawah, A.M.
- 32-36 Another look at Bayes map iterated filtering
by Nguyen, Dao
- 37-44 Deconvolution of a discrete uniform distribution
by Zhigljavsky, Anatoly & Golyandina, Nina & Gryaznov, Svyatoslav
- 45-49 Identifying the spectral representation of Hilbertian time series
by Horta, Eduardo & Ziegelmann, Flavio
- 50-59 Moderate deviation principles for eigenvalues of β-Hermite and β-Laguerre ensembles with β→∞
by Jiang, Hui & Wang, Shaochen
- 60-69 On Kummer’s distribution of type two and a generalized beta distribution
by Hamza, Marwa & Vallois, Pierre
- 70-79 Strong law of large numbers for continuous random dynamical systems
by Horbacz, Katarzyna
- 80-86 A strong law of large numbers for nonnegative random variables and applications
by Chen, Pingyan & Sung, Soo Hak
- 87-93 On the strong laws of large numbers for weighted sums of random variables
by Chen, Pingyan & Sung, Soo Hak
- 94-99 Number of critical points of a Gaussian random field: Condition for a finite variance
by Estrade, Anne & Fournier, Julie
- 100-106 Minimum distance index for complex valued ICA
by Lietzén, Niko & Nordhausen, Klaus & Ilmonen, Pauliina
- 107-109 Resolution of a conjecture on variance functions for one-parameter natural exponential families
by Chen, Xiongzhi
- 110-116 Large jumps of q-Ornstein–Uhlenbeck processes
by Wang, Yizao
- 117-123 Improving confidence set estimation when parameters are weakly identified
by Battey, Heather & Feng, Qiang & Smith, Richard J.
- 124-126 A remark on a result of Xia Chen
by Lê, Khoa
- 127-134 Transport processes with random jump rate
by De Gregorio, Alessandro
- 135-138 Persistently unbounded probability densities
by Pestman, Wiebe & Tuerlinckx, Francis & Vanpaemel, Wolf
- 139-144 Boundary crossing probabilities for (q,d)-Slepian-processes
by Bischoff, Wolfgang & Gegg, Andreas
- 145-155 Hitting probabilities of a class of Gaussian random fields
by Ni, Wenqing & Chen, Zhenlong
- 156-162 Central Limit Theorems under additive deformations
by Eck, Daniel J. & McKeague, Ian W.
- 163-170 The Monte Carlo computation error of transition probabilities
by Nielsen, Adam
- 171-176 Recovering a distribution from its translated fractional moments
by Gzyl, H. & Tagliani, A.
- 177-181 Bayesian variable selection in binary quantile regression
by Oh, Man-Suk & Park, Eun Sug & So, Beong-Soo
- 182-189 Testing variance parameters in models with a Kronecker product covariance structure
by Hao, Chengcheng & Liang, Yuli & Mathew, Thomas
- 190-196 Likelihood based inference for partially observed renewal processes
by van Lieshout, M.N.M.
2016, Volume 117, Issue C
- 1-11 Testing exponentiality of the residual life, based on dynamic cumulative residual entropy
by Chahkandi, M. & Noughabi, H. Alizadeh
- 12-22 Consistency of the plug-in functional predictor of the Ornstein–Uhlenbeck process in Hilbert and Banach spaces
by Álvarez-Liébana, Javier & Bosq, Denis & Ruiz-Medina, María D.
- 23-30 Nonparametric estimation of possibly similar densities
by Ker, Alan P.
- 31-39 Efficient estimation of the error distribution function in heteroskedastic nonparametric regression with missing data
by Chown, Justin
- 40-45 A derivation of the multivariate singular skew-normal density function
by Young, Phil D. & Harvill, Jane L. & Young, Dean M.
- 46-53 Optimal measurement allocation under precision budget constraint
by Belitser, Eduard
- 54-61 Asymptotic behavior of the solution of the fractional heat equation
by Yan, Litan & Yu, Xianye & Sun, Xichao
- 62-71 On upper bounds for the variance of functions of the inactivity time
by Goodarzi, F. & Amini, M. & Mohtashami Borzadaran, G.R.
- 72-79 A computable bound of the essential spectral radius of finite range Metropolis–Hastings kernels
by Hervé, Loïc & Ledoux, James
- 80-88 On the multivariate skew-normal-Cauchy distribution
by Kahrari, F. & Rezaei, M. & Yousefzadeh, F. & Arellano-Valle, R.B.
- 89-92 A note on tests for high-dimensional covariance matrices
by Mao, Guangyu
- 93-99 A mean-constrained finite mixture of normals model
by Bao, Junshu & Hanson, Timothy E.
- 100-112 Discriminant analysis on high dimensional Gaussian copula model
by He, Yong & Zhang, Xinsheng & Wang, Pingping
- 113-117 A note on Karhunen–Loève expansions for the demeaned stationary Ornstein–Uhlenbeck process
by Ai, Xiaohui
- 118-127 The finite sample performance of the two-stage analysis of a two-period crossover trial
by Kabaila, Paul
- 128-135 Competitive estimation of the extreme value index
by Gomes, M. Ivette & Henriques-Rodrigues, Lígia
- 136-143 Local efficiency of integrated goodness-of-fit tests under skew alternatives
by Durio, A. & Nikitin, Ya.Yu.
- 144-150 On the higher order product density functions of a Neyman–Scott cluster point process
by Jalilian, Abdollah
- 151-157 Bandwidth selection for the presmoothed logrank test
by Jácome, M.A. & López-de-Ullibarri, I.
- 158-164 Expected distances and goodness-of-fit for the asymmetric Laplace distribution
by Rizzo, Maria L. & Haman, John T.
- 165-172 On order statistics and their copulas
by Dietz, Markus & Fuchs, Sebastian & Schmidt, Klaus D.
- 173-182 Ruin probabilities under Sarmanov dependence structure
by Maulik, Krishanu & Podder, Moumanti
- 183-191 Estimation of linear composite quantile regression using EM algorithm
by Tian, Yuzhu & Zhu, Qianqian & Tian, Maozai
- 192-200 Small deviation probabilities for weighted sum of independent random variables with a common distribution that can decrease at zero fast enough
by Rozovsky, L.V.
- 201-208 Deconvolution model with fractional Gaussian noise: A minimax study
by Benhaddou, Rida
- 209-215 Local asymptotics for nonparametric quantile regression with regression splines
by Zhao, Weihua & Lian, Heng
- 216-220 Stochastic comparisons of total capacity of weighted-k-out-of-n systems
by Rahmani, Rabi-Allah & Izadi, Muhyiddin & Khaledi, Baha-Eldin
- 221-230 A lower bound on the expected optimal value of certain random linear programs and application to shortest paths in Directed Acyclic Graphs and reliability
by Chrétien, Stéphane & Corset, Franck
2016, Volume 116, Issue C
- 1-5 Comment on “On nomenclature, and the relative merits of two formulations of skew distributions” by A. Azzalini, R. Browne, M. Genton, and P. McNicholas
by McLachlan, Geoffrey J. & Lee, Sharon X.
- 6-8 Transmuted distributions and random extrema
by Kozubowski, Tomasz J. & Podgórski, Krzysztof
- 9-20 Destructive negative binomial cure rate model and EM-based likelihood inference under Weibull lifetime
by Pal, Suvra & Balakrishnan, N.
- 21-26 A more efficient second order blind identification method for separation of uncorrelated stationary time series
by Taskinen, Sara & Miettinen, Jari & Nordhausen, Klaus
- 27-37 On uniform nonintegrability for a sequence of random variables
by Chandra, Tapas K. & Hu, Tien-Chung & Rosalsky, Andrew
- 38-44 On bounding the union probability using partial weighted information
by Yang, Jun & Alajaji, Fady & Takahara, Glen
- 45-54 On the length and the position of the minimum sequence containing all runs of ones in a Markovian binary sequence
by Arapis, Anastasios N. & Makri, Frosso S. & Psillakis, Zaharias M.
- 55-61 Characteristic function of time-inhomogeneous Lévy-driven Ornstein–Uhlenbeck processes
by Vrins, Frédéric
- 62-64 An arctangent law
by Papanicolaou, Vassilis G.
- 65-71 An exact Kolmogorov–Smirnov test for whether two finite populations are the same
by Frey, Jesse
- 72-79 Robust nonparametric kernel regression estimator
by Zhao, Ge & Ma, Yanyuan
- 80-87 Optimal two-level designs for partial profile choice experiments
by Manna, Soumen & Das, Ashish
- 88-93 Artifactual unit root behavior of Value at risk (VaR)
by Chan, Ngai Hang & Sit, Tony
- 94-100 Asymmetric risk of the Stein variance estimator under a misspecified linear regression model
by Qin, Huaizhen & Ouyang, Weiwei
- 101-106 Pitman closeness properties of point estimators and predictive densities with parametric constraints
by Matsuda, Takeru & Strawderman, William E.
- 107-115 Optimal designs for regression models with autoregressive errors
by Dette, Holger & Pepelyshev, Andrey & Zhigljavsky, Anatoly
- 116-121 A maximum principle for the stochastic variational inequalities
by Xu, Siyan & Zheng, Mengqi
- 122-130 A solution to the reversible embedding problem for finite Markov chains
by Jia, Chen
- 131-138 When Markov chains meet: A continuous-time model of network evolution
by Gilboa-Freedman, Gail & Hassin, Refael
- 139-145 Large and moderate deviations for a renewal randomly indexed branching process
by Gao, Zhenlong & Wang, Weigang
- 146-156 Fractional spherical random fields
by D’Ovidio, Mirko & Leonenko, Nikolai & Orsingher, Enzo
2016, Volume 115, Issue C
- 1-7 Distributions in a class of Poissonized urns with an application to Apollonian networks
by Zhang, Panpan & Mahmoud, Hosam M.
- 8-15 On some properties of the low-dimensional Gumbel perturbations in the Perturb-and-MAP model
by Tomczak, Jakub M.
- 16-26 Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay
by Qiu, Qinwei & Liu, Wei & Hu, Liangjian & Mao, Xuerong & You, Surong
- 27-35 Generalized seasonal tapered block bootstrap
by Dudek, Anna E. & Paparoditis, Efstathios & Politis, Dimitris N.
- 36-44 Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model
by Hong, Won-Tak & Hwang, Eunju
- 45-53 Representation of stationary and stationary increment processes via Langevin equation and self-similar processes
by Viitasaari, Lauri
- 54-59 Regressor and disturbance have moments of all orders, least squares estimator has none
by West, Kenneth D. & Zhao, Zifeng
- 60-69 Consistent estimation of ordinary differential equation when the transformation parameter is unknown
by Zhou, Jie & Feng, Hai-Lin
- 70-78 Generalized sooner waiting time problems in a sequence of trinary trials
by Eryilmaz, Serkan & Gong, Min & Xie, Min
- 79-87 Chi-square mixture representations for the distribution of the scalar Schur complement in a noncentral Wishart matrix
by Siriteanu, Constantin & Kuriki, Satoshi & Richards, Donald & Takemura, Akimichi
2016, Volume 114, Issue C
- 1-5 A characterization of the normal distribution by the independence of a pair of random vectors
by Ejsmont, Wiktor
- 6-13 Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model
by Shen, Xinmei & Xu, Menghao & Mills, Ebenezer Fiifi Emire Atta
- 14-19 An accurate updating formula to calculate sample variance from weighted successive differences
by Sun, Tien-Lung & Lo, Kuo-Hung & Chen, Juei-Chao
- 20-29 Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims
by Lu, Dawei & Zhang, Bin
- 30-37 Recursive estimation of time-average variance constants through prewhitening
by Zheng, Wei & Jin, Yong & Zhang, Guoyi
- 38-47 Testing composite null hypotheses based on S-divergences
by Ghosh, Abhik & Basu, Ayanendranath
- 48-53 Improved prediction intervals in heteroscedastic mixed-effects models
by Mathew, Thomas & Menon, Sandeep & Perevozskaya, Inna & Weerahandi, Samaradasa
- 54-59 Sharp total variation bounds for finitely exchangeable arrays
by Volfovsky, Alexander & Airoldi, Edoardo M.
- 60-66 Markov multi-variate survival indicators for default simulation as a new characterization of the Marshall–Olkin law
by Brigo, Damiano & Mai, Jan-Frederik & Scherer, Matthias
- 67-77 Weak convergence of renewal shot noise processes in the case of slowly varying normalization
by Iksanov, Alexander & Kabluchko, Zakhar & Marynych, Alexander
- 78-85 Modified kernel regression estimation with functional time series data
by Ling, Nengxiang & Wang, Chao & Ling, Jin
- 86-92 Note on the singularity of the Poisson–gamma model
by Jakimauskas, Gintautas & Sakalauskas, Leonidas
- 93-98 A new proof for the peakedness of linear combinations of random variables
by Ju, Shan & Pan, Xiaoqing
- 99-103 Projection pursuit multi-index (PPMI) models
by Akritas, Michael G.
- 104-110 Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices
by Uematsu, Yoshimasa
- 111-118 Construction of Sudoku-based uniform designs with mixed levels
by Li, Hongyi & Chatterjee, Kashinath & Li, Bo & Qin, Hong
- 119-127 Ordering properties of order statistics from heterogeneous exponentiated Weibull models
by Kundu, Amarjit & Chowdhury, Shovan
2016, Volume 113, Issue C
- 1-6 Geometric ergodicity of Rao and Teh’s algorithm for homogeneous Markov jump processes
by Miasojedow, Błażej & Niemiro, Wojciech
- 7-15 Estimation of the noise covariance operator in functional linear regression with functional outputs
by Crambes, Christophe & Hilgert, Nadine & Manrique, Tito
- 16-22 A weighted simulation-based estimator for incomplete longitudinal data models
by Li, Daniel H. & Wang, Liqun
- 23-29 Posterior property of Student-t linear regression model using objective priors
by Wang, Min & Yang, Mingan
- 30-37 Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles
by He, Fengyang & Cheng, Yebin & Tong, Tiejun
- 38-40 Efficient computation of adjusted p-values for resampling-based stepdown multiple testing
by Romano, Joseph P. & Wolf, Michael
- 41-48 Nonparametric Bayes modeling with sample survey weights
by Kunihama, T. & Herring, A.H. & Halpern, C.T. & Dunson, D.B.
- 49-53 Bin sizes in time-inhomogeneous infinite Polya processes
by Stark, Dudley
- 54-61 A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes
by Czarna, Irmina & Renaud, Jean-François
- 62-70 On a Brownian motion with a hard membrane
by Mandrekar, Vidyadhar & Pilipenko, Andrey
- 71-78 A random matrix from a stochastic heat equation
by Pacheco, Carlos G.
- 79-83 A characterization of the generalized Laplace distribution by constant regression on the sample mean
by Bar-Lev, Shaul K. & Bshouty, Daoud
- 84-93 Randomly stopped sums of not identically distributed heavy tailed random variables
by Danilenko, Svetlana & Šiaulys, Jonas
- 94-102 A note on continual reassessment method
by Tian, Tian
- 103-107 Bayesian inference for extreme quantiles of heavy tailed distributions
by Farias, Rafael B.A. & Montoril, Michel H. & Andrade, José A.A.
2016, Volume 112, Issue C
- 1-4 Conditional independence and conditioned limit laws
by Papastathopoulos, Ioannis
- 5-9 Bayesian information in an experiment and the Fisher information distance
by Walker, Stephen G.
- 10-19 Extremal properties of the skew-t distribution
by Peng, Zuoxiang & Li, Chunqiao & Nadarajah, Saralees
- 20-25 Simplicial bivariate tests for randomness
by Van Bever, Germain
- 26-34 Weighted M-estimators for multivariate clustered data
by El Asri, M. & Blanke, D. & Gabriel, E.
- 35-40 A simple probabilistic approach of the Yard-Sale model
by Chorro, Christophe
- 41-50 A note on nonparametric estimation of copula-based multivariate extensions of Spearman’s rho
by Pérez, Ana & Prieto-Alaiz, Mercedes
- 51-57 A positive dependence notion based on componentwise unimodality of copulas
by Zalzadeh, Saeed & Pellerey, Franco
- 58-62 Asymptotics of powers of binomial and multinomial probabilities
by Athreya, K.B. & Janicki, R.
- 63-71 A new class of lifetime distributions
by Eryilmaz, Serkan
- 72-78 On randomization-based and regression-based inferences for 2K factorial designs
by Lu, Jiannan
- 79-91 Epidemic change tests for the mean of innovations of an AR(1) process
by Markevičiūtė, J.
- 92-97 Objective priors for the zero-modified model
by Tanabe, Ryunosuke & Hamada, Etsuo
- 98-104 Tail probabilities of solutions to a generalized Ait-Sahalia interest rate model
by Dung, Nguyen Tien
- 105-112 On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model
by Tian, Yongge & Zhang, Xuan
- 113-123 Multivariate Poisson interpoint distances
by Modarres, Reza
- 124-130 Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes
by Weiß, Christian H. & Schweer, Sebastian
- 131-136 Stochastic comparisons of parallel and series systems with heterogeneous Birnbaum–Saunders components
by Fang, Longxiang & Zhu, Xiaojun & Balakrishnan, N.
- 137-145 Some results on residual entropy of ranked set samples
by Tahmasebi, Saeid & Jafari, Ali Akbar & Eskandarzadeh, Maryam
2016, Volume 111, Issue C
- 1-7 Random central limit theorem for associated random variables and the order of approximation
by Prakasa Rao, B.L.S. & Sreehari, M.
- 8-11 A note on martingale deviation bounds
by Boucher, Thomas R.
- 12-17 Higher-order expansions of powered extremes of normal samples
by Zhou, Wei & Ling, Chengxiu
- 18-25 Quality of fit measurement in regression quantiles: An elemental set method approach
by Ranganai, Edmore
- 26-31 Modelling cluster detection in spatial scan statistics: Formation of a spatial Poisson scanning window and an ADHD case study
by Aboukhamseen, S.M. & Soltani, A.R. & Najafi, M.
- 32-40 Multiplicity- and dependency-adjusted p-values for control of the family-wise error rate
by Stange, Jens & Dickhaus, Thorsten & Navarro, Arcadi & Schunk, Daniel
- 41-48 Characterizations of Discrete Weibull related distributions
by Szymkowiak, Magdalena & Iwińska, Maria
- 49-54 The MLE of the mean of the exponential distribution based on grouped data is stochastically increasing
by Nowak, Piotr Bolesław
- 55-59 On a robustness property of the Rayleigh and Bingham tests of uniformity
by Schott, James R.
- 60-66 Order-invariant prior specification in Bayesian factor analysis
by Leung, Dennis & Drton, Mathias
- 67-71 A general parametric Stein characterization
by Ley, Christophe & Swan, Yvik
- 72-79 Kullback–Leibler divergence: A quantile approach
by Sankaran, P.G. & Sunoj, S.M. & Nair, N. Unnikrishnan
- 80-85 On the eigenvalues of the spatial sign covariance matrix in more than two dimensions
by Dürre, Alexander & Tyler, David E. & Vogel, Daniel
- 86-92 Bernstein’s inequalities and their extensions for getting the Black–Scholes option pricing formula
by Glazyrina, Anna & Melnikov, Alexander
2016, Volume 110, Issue C
- 1-7 Likelihood ratio and dispersive orders for smallest order statistics and smallest claim amounts from heterogeneous Weibull sample
by Barmalzan, Ghobad & Payandeh Najafabadi, Amir T. & Balakrishnan, Narayanaswamy
- 8-17 On the speed of the one-dimensional polymer in the large range regime
by Huang, Chien-Hao
- 18-24 Laplace mixture autoregressive models
by Nguyen, Hien D. & McLachlan, Geoffrey J. & Ullmann, Jeremy F.P. & Janke, Andrew L.
- 25-33 Reliability study of a coherent system with single general standby component
by Kundu, Pradip & Hazra, Nil Kamal & Nanda, Asok K.
Printed from https://ideas.repec.org/s/eee/stapro11.html
