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
2015, Volume 104, Issue C
- 7-13 Multivariate EWMA control chart based on a variable selection using AIC for multivariate statistical process monitoring
by Nishimura, Kazuya & Matsuura, Shun & Suzuki, Hideo
- 14-21 Robust parameter change test for Poisson autoregressive models
by Kang, Jiwon & Song, Junmo
- 22-25 A simple proof for the convexity of the Choquet integral
by Alfonsi, Aurélien
- 26-35 Model verification for Lévy-driven Ornstein–Uhlenbeck processes with estimated parameters
by Abdelrazeq, Ibrahim
- 36-48 Large deviations for a class of counting processes and some statistical applications
by Macci, Claudio & Pacchiarotti, Barbara
- 49-57 The strong representation for the nonparametric estimator of length-biased and right-censored data
by Shi, Jianhua & Chen, Xiaoping & Zhou, Yong
- 58-67 Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes
by Bai, Shuyang & Ginovyan, Mamikon S. & Taqqu, Murad S.
- 68-74 Intuitive approximations in discrete renewal theory, Part 1: Regularly varying case
by Omey, Edward & Van Gulck, Stefan
- 75-81 The Kumaraswamy skew-normal distribution
by Mameli, Valentina
- 82-86 Sharp L1(ℓq) estimate for a sequence and its predictable projection
by Osȩkowski, Adam
- 87-93 A dynamic view to moment matching of truncated distributions
by Liquet, Benoit & Nazarathy, Yoni
- 94-101 A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale
by Kreher, Dörte & Nikeghbali, Ashkan
- 102-108 A generalization of the Petrov strong law of large numbers
by Korchevsky, Valery
- 109-116 Pivotal inference for the scaled half logistic distribution based on progressively Type-II censored samples
by Seo, Jung-In & Kang, Suk-Bok
- 117-122 Bounds on the expected value of maximum loss of fractional Brownian motion
by Vardar-Acar, Ceren & Bulut, Hatice
- 123-132 Mixture discrepancy on symmetric balanced designs
by Elsawah, A.M. & Qin, Hong
- 133-140 Berry–Esseen bounds for the percentile residual life function estimators
by Zhao, Mu & Jiang, Hongmei
- 141-145 Spherically symmetric multivariate beta family kernels
by Duong, Tarn
- 146-152 An efficient monotone data augmentation algorithm for Bayesian analysis of incomplete longitudinal data
by Tang, Yongqiang
- 153-162 A moment-based test for individual effects in the error component model with incomplete panels
by Wu, Jianhong & Qin, Jinxu & Ding, Qing
- 163-168 Cross-classified sampling: Some estimation theory
by Skinner, C.J.
- 169-180 Statistical Skorohod embedding problem: Optimality and asymptotic normality
by Belomestny, Denis & Schoenmakers, John
2015, Volume 103, Issue C
- 1-5 Large and moderate deviations for a class of renewal random indexed branching process
by Gao, Zhenlong & Zhang, Yanhua
- 6-7 A probabilistic proof of the Hardy inequality
by Walker, Stephen G.
- 8-16 An estimator for the tail index of an integrated conditional Pareto–Weibull-type model
by Goegebeur, Yuri & Guillou, Armelle & Osmann, Michael
- 17-23 On the consistency of the objective Bayes factor for the integral priors in the one-way random effects model
by Kang, Shuaimin & Wang, Min & Lu, Tao
- 24-29 On the upper bound in Varadhan’s Lemma
by Jansen, H.M. & Mandjes, M.R.H. & De Turck, K. & Wittevrongel, S.
- 30-36 Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains
by Zeifman, A.I. & Korolev, V. Yu.
- 37-45 Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression
by Xia, Tian & Jiang, Xuejun & Wang, Xueren
- 46-56 Weak convergence of equity derivatives pricing with default risk
by Qiao, Gaoxiu & Yao, Qiang
- 57-61 Reducing sample size in negative binomial UMPU test
by Bandyopadhyay, Uttam & Mukherjee, Shirsendu & Dutta, Dhiman
- 62-72 Maxima of a triangular array of multivariate Gaussian sequence
by Hashorva, Enkelejd & Peng, Liang & Weng, Zhichao
- 73-79 On shape properties of the receiver operating characteristic curve
by Bhattacharya, Bhaskar & Hughes, Gareth
- 80-85 Partial stochastic dominance for the multivariate Gaussian distribution
by Turner, Amanda & Whitehead, John
- 86-92 Model selection and estimation in high dimensional regression models with group SCAD
by Guo, Xiao & Zhang, Hai & Wang, Yao & Wu, Jiang-Lun
- 93-99 On the generalized multivariate Gumbel distribution
by Demirhan, Haydar & Kalaylioglu, Zeynep
- 100-104 Adaptive Bayesian inference in the Gaussian sequence model using exponential-variance priors
by Pati, Debdeep & Bhattacharya, Anirban
- 105-109 A note on the e–a histogram
by Kirschenmann, T.H. & Damien, P. & Walker, S.G.
- 110-115 Semi-strong linearity testing in linear models with dependent but uncorrelated errors
by Boubacar Maïnassara, Yacouba & Raïssi, Hamdi
- 116-126 A new strategy for optimal foldover two-level designs
by Elsawah, A.M. & Qin, Hong
- 127-133 Complete asymptotic expansions for normal extremes
by Nadarajah, Saralees
- 134-141 Inverse tempered stable subordinators
by Kumar, A. & Vellaisamy, P.
- 142-147 Direct formulation to Cholesky decomposition of a general nonsingular correlation matrix
by Madar, Vered
- 148-159 On Bayesian asymptotics in stochastic differential equations with random effects
by Maitra, Trisha & Bhattacharya, Sourabh
- 160-168 Fast approximate likelihood evaluation for stable VARFIMA processes
by Pai, Jeffrey & Ravishanker, Nalini
- 169-175 Spline-based sieve estimation in monotone constrained varying-coefficient partially linear EV model
by Liang, Baosheng & Hu, Tao & Tong, Xingwei
- 176-185 Discrete strong unimodality of order statistics
by Alimohammadi, Mahdi & Alamatsaz, Mohammad Hossein & Cramer, Erhard
2015, Volume 102, Issue C
- 1-7 A correction term for the covariance of renewal-reward processes with multivariate rewards
by Patch, Brendan & Nazarathy, Yoni & Taimre, Thomas
- 8-16 Robustly exponential stabilization of hybrid uncertain systems by feedback controls based on discrete-time observations
by You, Surong & Hu, Liangjian & Mao, Wei & Mao, Xuerong
- 17-21 A note on allocation policy in two-parallel–series and two-series–parallel systems with respect to likelihood ratio order
by Wang, Jiantian & Laniado, Henry
- 22-29 Time series regression with persistent level shifts
by Woody, Jonathan
- 30-37 Moment for the inverse Riesz distributions
by Louati, Mahdi & Masmoudi, Afif
- 38-41 Diffusion hitting times and the bell-shape
by Jedidi, Wissem & Simon, Thomas
- 42-50 Stochastic comparisons of weighted sums of arrangement increasing random variables
by Pan, Xiaoqing & Yuan, Min & Kochar, Subhash C.
- 51-60 On mixed δ-shock models
by Parvardeh, A. & Balakrishnan, N.
- 61-68 A generalization of Φ-moment martingale inequalities
by Peng, Lihua & Li, Junping
2015, Volume 101, Issue C
- 1-10 Birnbaum–Saunders distribution based on Laplace kernel and some properties and inferential issues
by Zhu, Xiaojun & Balakrishnan, N.
- 11-20 Further results on estimation of covariance matrix
by Xu, Kai & He, Daojiang
- 21-32 On the construction of nested Archimedean copulas for d-monotone generators
by Rezapour, Mohsen
- 33-37 Orthogonal decomposition of symmetry model using the ordinal quasi-symmetry model based on f-divergence for square contingency tables
by Saigusa, Yusuke & Tahata, Kouji & Tomizawa, Sadao
- 38-39 Convergence of heteroscedastic extremes
by de Haan, Laurens
- 40-48 The truncated geometric election algorithm: Duration of the election
by Louchard, Guy & Ward, Mark Daniel
- 49-53 On the problem of optimal instant observations of the linear birth and death process
by Butov, Alexander A.
- 54-63 Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series
by Krampe, J. & Kreiss, J.-P. & Paparoditis, E.
- 64-72 A formula of small time expansion for Young SDE driven by fractional Brownian motion
by Yamada, Toshihiro
- 73-82 Joint aggregation of random-coefficient AR(1) processes with common innovations
by Pilipauskaitė, Vytautė & Surgailis, Donatas
- 83-91 Large deviations for the stochastic present value of aggregate claims in the renewal risk model
by Jiang, Tao & Cui, Sheng & Ming, Ruixing
2015, Volume 100, Issue C
- 1-11 Strong convergence of robust equivariant nonparametric functional regression estimators
by Boente, Graciela & Vahnovan, Alejandra
- 12-18 A strong limit theorem for the average of ternary functions of Markov chains in bi-infinite random environments
by Liu, Wei & Ma, Chaoqun & Li, Yingqiu & Wang, Suming
- 19-26 Stein’s method for conditional compound Poisson approximation
by Gan, H.L. & Xia, A.
- 27-34 Explicit formulae for product moments of multivariate Gaussian random variables
by Song, Iickho & Lee, Seungwon
- 35-41 Robust procedures for experimental design in group testing considering misclassification
by Xiong, Wenjun & Ding, Juan
- 42-47 Limit theorems for the estimation of L1 integrals using the Brownian motion
by Athreya, Krishna B. & Normand, Raoul & Roy, Vivekananda & Wu, Sheng-Jhih
- 48-55 Studying mixability with supermodular aggregating functions
by Bignozzi, Valeria & Puccetti, Giovanni
- 56-66 Deviations of convex and coherent entropic risk measures
by Yan, Jun
- 67-76 Two-sided discounted potential measures for spectrally negative Lévy processes
by Li, Yingqiu & Zhou, Xiaowen & Zhu, Na
- 77-84 Expansions for bivariate copulas
by Nadarajah, Saralees
- 85-92 Multidimensional hitting time results for Brownian bridges with moving hyperplanar boundaries
by Atkinson, Michael P. & Singham, Dashi I.
- 93-97 L1-Poincaré inequality for discrete time Markov chains
by Zhang, Lihua & Wang, Yingzhe
- 98-103 Sequential change point detection in linear quantile regression models
by Zhou, Mi & Wang, Huixia Judy & Tang, Yanlin
- 104-114 Sobolev inequalities for harmonic measures on spheres
by Du, Jing & Lei, Liangzhen & Ma, Yutao
- 115-123 A note on quadratic transportation and divergence inequality
by Ding, Ying
- 124-129 Estimators in step regression models
by Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang
- 130-136 On the consistency of a spatial-type interval-valued median for random intervals
by Sinova, Beatriz & Van Aelst, Stefan
- 137-141 A note on the sharp Lp-convergence rate of upcrossings to the Brownian local time
by Ohashi, Alberto & Simas, Alexandre B.
- 142-148 On the extended two-parameter generalized skew-normal distribution
by Ogundimu, Emmanuel O. & Hutton, Jane L.
- 149-157 On kernel estimators of density for reversible Markov chains
by Longla, Martial & Peligrad, Magda & Sang, Hailin
- 158-163 On the distribution of a max-stable process conditional on max-linear functionals
by Oesting, Marco
- 164-171 Conditional MLE for the proportional hazards model with left-truncated and interval-censored data
by Shen, Pao-sheng
- 172-175 Elicitable distortion risk measures: A concise proof
by Wang, Ruodu & Ziegel, Johanna F.
- 176-181 Bayesian sequential tests of the initial size of a linear pure death process
by Goudie, I.B.J.
- 182-191 Regression mean residual life of a system with three dependent components with normal lifetimes
by Madadi, Mohsen & Khalilpoor, Parisa & Jamalizadeh, Ahad
- 192-202 Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models
by Bibi, Abdelouahab & Ghezal, Ahmed
2015, Volume 99, Issue C
- 1-5 Causality and separability
by Renault, Eric & Triacca, Umberto
- 6-12 Error bounds of MCMC for functions with unbounded stationary variance
by Rudolf, Daniel & Schweizer, Nikolaus
- 13-19 Exact upper tail probabilities of random series
by Yang, Xiangfeng
- 20-26 The weighted rank correlation coefficient rW2 in the case of ties
by Pinto Da Costa, Joaquim & Roque, Luís A.C. & Soares, Carlos
- 27-35 On large deviations of extremes under power normalization
by Feng, Bo & Chen, Shouquan
- 36-43 A hybrid test for the isotonic change-point problem
by Shen, Gang & D’Silva, Karl
- 44-53 Generalized continuous time random walks and Hermite processes
by Chen, Zhenlong & Xu, Lin & Zhu, Dongjin
- 54-60 Some convergence theorems for RM algorithm
by Wang, Zhen & Mu, Jianyong & Miao, Yu
- 61-69 On some spectral properties of large block Laplacian random matrices
by Ding, Xue
- 70-76 Solutions for functional fully coupled forward–backward stochastic differential equations
by Ji, Shaolin & Yang, Shuzhen
- 77-84 The joint distribution of the maximum and minimum of an AR(1) process
by Withers, Christopher S. & Nadarajah, Saralees
- 85-93 Sequential detection of gradual changes in the location of a general stochastic process
by Timmermann, Hella
- 94-100 Representation of self-similar Gaussian processes
by Yazigi, Adil
- 101-108 Dilatively semistable stochastic processes
by Kern, Peter & Wedrich, Lina
- 109-113 A theoretical note on optimal sufficient dimension reduction with singularity
by Yoo, Jae Keun
- 114-124 Optimal designs for parameters of shifted Ornstein–Uhlenbeck sheets measured on monotonic sets
by Baran, S. & Stehlík, M.
- 125-130 Log-concavity of a mixture of beta distributions
by Mu, Xiaosheng
- 131-134 On the supremum of the tails of normalized sums of independent Rademacher random variables
by Pinelis, Iosif
- 135-142 Optimal jackknife for unit root models
by Chen, Ye & Yu, Jun
- 143-148 Marshall lemma in discrete convex estimation
by Balabdaoui, Fadoua & Durot, Cécile
- 149-155 Central limit theorems under special relativity
by McKeague, Ian W.
- 156-166 Estimating with kernel smoothers the mean of functional data in a finite population setting. A note on variance estimation in presence of partially observed trajectories
by Cardot, Hervé & De Moliner, Anne & Goga, Camelia
- 167-176 A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model
by Hwang, Eunju & Shin, Dong Wan
- 177-184 A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes
by Gatto, Riccardo
- 185-191 Asymptotic independence of three statistics of maximal segmental scores
by Mijatović, Aleksandar & Pistorius, Martijn
- 192-201 A note on the large random inner-product kernel matrices
by Zeng, Xingyuan
- 202-209 On general minimum lower order confounding criterion for s-level regular designs
by Li, Zhiming & Zhao, Shengli & Zhang, Runchu
- 210-214 Optimal stepped wedge designs
by Lawrie, Jock & Carlin, John B. & Forbes, Andrew B.
- 215-222 Distribution free testing of goodness of fit in a one dimensional parameter space
by Roberts, Leigh A.
- 223-229 Limit theorems for discrete Hawkes processes
by Seol, Youngsoo
- 230-237 Vector-valued skewness for model-based clustering
by Loperfido, Nicola
- 238-243 Model selection of M-estimation models using least squares approximation
by Mao, Guangyu
2015, Volume 98, Issue C
- 1-5 A note on asymptotic distributions in maximum entropy models for networks
by Yan, Ting
- 6-11 Central limit theorem and moderate deviation principle for CKLS model with small random perturbation
by Cai, Yujie & Wang, Shaochen
- 12-19 Logarithmic Sobolev inequality on free path space over a compact Riemannian manifold
by Pei, Ling
- 20-28 On the equilibrium state of the one-dimensional near-symmetric simple exclusion process
by Zhang, Fuxi & Zhang, Wei
- 29-38 A general class of linearly extrapolated variance estimators
by Wang, Qing & Chen, Shiwen
- 39-43 On the type I optimality of blocked 2-level main effects plans having blocks of different sizes
by Jacroux, Mike & Kealy-Dichone, Bonni
- 44-49 Connecting continuum regression with sufficient dimension reduction
by Chen, Xin & Zhu, Li-Ping
- 50-53 First hitting time of the integer lattice by symmetric stable processes
by Isozaki, Yasuki
- 54-58 Markov limit of line of decent types in a multitype supercritical branching process
by Hong, Jyy-I & Athreya, K.B.
- 59-64 On the degrees of freedom in MCMC-based Wishart models for time series data
by Xiao, Yuewen & Ku, Yu-Cheng & Bloomfield, Peter & Ghosh, Sujit K.
- 65-72 A simulation algorithm for non-causal VARMA processes
by Giurcanu, Mihai C.
- 73-78 A residual-based test for variance components in linear mixed models
by Li, Zaixing
- 79-88 Subadditivity of Value-at-Risk for Bernoulli random variables
by Hofert, Marius & McNeil, Alexander J.
- 89-97 A kernel-assisted imputation estimating method for the additive hazards model with missing censoring indicator
by Qiu, Zhiping & Chen, Xiaoping & Zhou, Yong
- 98-106 Large and moderate deviations for modified Engel continued fractions
by Fang, Lulu
- 107-114 Multiclass classification of the scalar Gaussian random field observation with known spatial correlation function
by Dučinskas, Kęstutis & Dreižienė, Lina & Zikarienė, Eglė
- 115-122 Interval estimation for proportional reversed hazard family based on lower record values
by Wang, Bing Xing & Yu, Keming & Coolen, Frank P.A.
- 123-130 On testing for sphericity with non-normality in a fixed effects panel data model
by Baltagi, Badi H. & Kao, Chihwa & Peng, Bin
- 131-135 A note on stochastic domination for discrete exponential families
by Chang, Yuan-Tsung & Strawderman, William E.
- 136-143 Supermodular ordering of Poisson arrays
by Kızıldemir, Bünyamin & Privault, Nicolas
- 144-150 The difference of symmetric quantiles under long range dependence
by Tarr, G. & Weber, N.C. & Müller, S.
2015, Volume 97, Issue C
- 1-8 Tests for successive differences of quantiles
by Soni, Pooja & Dewan, Isha & Jain, Kanchan
- 9-15 The exponential moment tail of inhomogeneous renewal process
by Bernackaitė, Emilija & Šiaulys, Jonas
- 16-24 Some remarks on general linear model with new regressors
by Lu, Changli & Gan, Shengjun & Tian, Yongge
- 25-31 Stochastic comparisons of parallel systems with exponentiated Weibull components
by Fang, Longxiang & Zhang, Xinsheng
- 32-40 Confidence interval construction for sensitivity difference of two continuous-scale diagnostic tests at the fixed level of two specificities
by Tang, Nian-Sheng & Luo, Xian-Gui
- 41-45 Approximate ellipsoidal tolerance regions for multivariate normal populations
by Mbodj, Malick & Mathew, Thomas
- 46-53 Likelihood ratio order of sample minimum from heterogeneous Weibull random variables
by Li, Chen & Li, Xiaohu
- 54-62 Some Stein-type inequalities for multivariate elliptical distributions and applications
by Landsman, Zinoviy & Vanduffel, Steven & Yao, Jing
- 63-68 On the discrepancy between Bayes credibility and frequentist probability of coverage
by Bahamyirou, Asma & Marchand, Éric
- 69-75 Large deviations for one-dimensional random walks on discrete point processes
by Zhu, Lingjiong
- 76-82 Constructing uniform designs under mixture discrepancy
by Chen, Wen & Qi, Zong-Feng & Zhou, Yong-Dao
- 83-87 On expected occupation time of Brownian bridge
by Chi, Zhiyi & Pozdnyakov, Vladimir & Yan, Jun
- 88-98 Robust inference in partially linear models with missing responses
by Bianco, Ana M. & Boente, Graciela & González-Manteiga, Wenceslao & Pérez-González, Ana
- 99-107 A conditional version of the extended Kolmogorov–Feller weak law of large numbers
by Yuan, Demei & Hu, Xuemei
- 108-115 Weighted least squares-based inference for stable and unstable threshold power ARCH processes
by Aknouche, Abdelhakim & Touche, Nassim
- 116-119 A generalization of an integral arising in the theory of distance correlation
by Dueck, Johannes & Edelmann, Dominic & Richards, Donald
- 120-124 On full efficiency of the maximum composite likelihood estimator
by Kenne Pagui, E.C. & Salvan, A. & Sartori, N.
- 125-131 On residual inaccuracy of order statistics
by Thapliyal, Richa & Taneja, H.C.
- 132-141 Robust adaptive estimation for semivarying coefficient models
by Zhao, Weihua & Zhang, Riquan & Liu, Jicai & Hu, Hongchang
- 142-149 On the Fisher information and design of a flexible progressive censored experiment
by Park, Sangun & Ng, Hon Keung Tony & Chan, Ping Shing
- 150-154 A matching prior for the shape parameter of the exponential power distribution
by Wang, Min & Lu, Tao
- 155-164 L2 differentiability of generalized linear models
by Pupashenko, Daria & Ruckdeschel, Peter & Kohl, Matthias
- 165-175 On Hong–Tamer’s estimator in nonlinear errors-in-variable regression models
by Wu, Jianghong & Song, Weixing
- 176-184 Weber’s optimal stopping problem and generalizations
by Dendievel, Rémi
- 185-191 Optimal restricted estimation for more efficient longitudinal causal inference
by Kennedy, Edward H. & Joffe, Marshall M. & Small, Dylan S.
- 192-196 A sequential hypothesis test based on a generalized Azuma inequality
by Reijsbergen, Daniël & Scheinhardt, Werner & de Boer, Pieter-Tjerk
- 197-205 Representation theorems for generators of BSDEs with monotonic and convex growth generators
by Zheng, Shiqiu & Li, Shoumei
- 206-211 Statistical properties of gene–gene correlations in omics experiments
by Qin, Huaizhen & Ouyang, Weiwei
- 212-215 A note on random variables with an infinite absolute first moment
by Hu, Tien-Chung & Rosalsky, Andrew
- 216-221 Extremes of random variables observed in renewal times
by Basrak, Bojan & Špoljarić, Drago
- 222-228 Lower bounds of the Hausdorff dimension for the images of Feller processes
by Knopova, V. & Schilling, R.L. & Wang, J.
- 229-240 Descents following maximal values in samples of geometric random variables
by Archibald, Margaret & Blecher, Aubrey & Brennan, Charlotte & Knopfmacher, Arnold
- 241-246 Almost sure behavior of functionals of stationary Gibbs point processes
by Coeurjolly, Jean-François
2015, Volume 96, Issue C
- 1-9 Large deviations of mean-field stochastic differential equations with jumps
by Cai, Yujie & Huang, Jianhui & Maroulas, Vasileios
- 10-20 On the timing to switch on the standby in k-out-of-n:G redundant systems
by Li, Xiaohu & Fang, Rui & Mi, Jie
- 21-27 Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data
by Lai, Peng & Meng, Jie & Lian, Heng
- 28-37 Length of the minimum sequence containing repeats of success runs
by Makri, Frosso S. & Psillakis, Zaharias M. & Arapis, Anastasios N.
- 38-44 On the comparison theorem for multi-dimensional G-SDEs
by Luo, Peng & Wang, Falei
- 45-53 Composite estimating equation approach for additive risk model with length-biased and right-censored data
by Ma, Huijuan & Zhang, Feipeng & Zhou, Yong
- 54-60 Constructions for a bivariate beta distribution
by Olkin, Ingram & Trikalinos, Thomas A.
- 61-67 Association of zero-inflated continuous variables
by Pimentel, Ronald S. & Niewiadomska-Bugaj, Magdalena & Wang, Jung-Chao
- 68-74 A general set up for minimum disparity estimation
by Kuchibhotla, Arun Kumar & Basu, Ayanendranath
- 75-84 Backward doubly stochastic differential equations with stochastic Lipschitz condition
by Owo, Jean-Marc
- 85-94 Some strong laws of large number for double array of random upper semicontinuous functions in convex combination spaces
by Quang, Nguyen Van & Nguyen, Pham Tri
- 95-101 Multifractional Poisson process, multistable subordinator and related limit theorems
by Molchanov, Ilya & Ralchenko, Kostiantyn
- 102-108 Linear increment in efficiency with the inclusion of surrogate endpoint
by Banerjee, Buddhananda & Biswas, Atanu
- 109-116 The quantile-based skew logistic distribution
by van Staden, Paul J. & King, Robert A.R.
- 117-122 On renewal increasing mean residual life distributions: An age replacement model with hypothesis testing application
by Sepehrifar, Mohammad B. & Khorshidian, Kavoos & Jamshidian, Ahmad R.
- 123-132 On generalized dynamic survival and failure entropies of order (α,β)
by Kayal, Suchandan
- 133-140 A new lower bound for wrap-around L2-discrepancy on two and three mixed level factorials
by Zhang, Qionghui & Wang, Zhenghong & Hu, Jianwei & Qin, Hong
- 141-148 A note on global suprema of band-limited spherical random functions
by Marinucci, Domenico & Vadlamani, Sreekar
- 149-153 Explicit characterization of moments of balanced triangular Pólya urns by an elementary approach
by Zhang, Panpan & Chen, Chen & Mahmoud, Hosam
Printed from https://ideas.repec.org/s/eee/stapro13.html
