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Content
2014, Volume 87, Issue C
- 149-157 Smoothing of stepwise multiple testing procedures
by Gordon, Alexander Y.
- 158-166 A COM–Poisson type generalization of the binomial distribution and its properties and applications
by Borges, Patrick & Rodrigues, Josemar & Balakrishnan, Narayanaswamy & Bazán, Jorge
- 167-174 Tail asymptotics of random sum and maximum of log-normal risks
by Hashorva, Enkelejd & Kortschak, Dominik
- 175-183 Dividend problems in the dual model with diffusion and exponentially distributed observation time
by Liu, Xiao & Chen, Zhenlong
- 184-190 A remark on quasi-ergodicity of ultracontractive Markov processes
by Chen, Jinwen & Jian, Siqi
2014, Volume 86, Issue C
- 1-6 Small deviation probabilities of weighted sums under minimal moment assumptions
by Rozovsky, L.V.
- 7-16 Empirical process of residuals for regression models with long memory errors
by Lorek, Paweł & Kulik, Rafał
- 17-23 Concentration inequalities via zero bias couplings
by Goldstein, Larry & Işlak, Ümit
- 24-29 Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent
by Mishura, Yuliya
- 30-37 Large and moderate deviations of realized covolatility
by Djellout, Hacène & Samoura, Yacouba
- 38-43 On Bartlett correctability of empirical likelihood in generalized power divergence family
by Camponovo, Lorenzo & Otsu, Taisuke
- 44-49 Numerical distribution functions for seasonal stability tests
by Díaz-Emparanza, Ignacio & Moral, M. Paz
- 50-60 Quasi-maximum likelihood estimation for multiple volatility shifts
by Kim, Moosup & Lee, Taewook & Noh, Jungsik & Baek, Changryong
- 61-67 On the central limit theorem for modulus trimmed sums
by Bazarova, Alina & Berkes, István & Horváth, Lajos
- 68-73 New John–Nirenberg inequalities for martingales
by Yi, Rui & Wu, Lian & Jiao, Yong
- 74-79 Weak convergence of Markov-modulated diffusion processes with rapid switching
by Huang, Gang & Mandjes, Michel & Spreij, Peter
- 80-84 On Cox–Kemperman moment inequalities for independent centered random variables
by Ruzankin, P.S.
- 85-90 Empirical likelihood test for high dimensional linear models
by Peng, Liang & Qi, Yongcheng & Wang, Ruodu
- 91-98 Tight lower bound on the probability of a binomial exceeding its expectation
by Greenberg, Spencer & Mohri, Mehryar
2014, Volume 85, Issue C
- 1-5 SIR epidemic models with general infectious period distribution
by Clancy, Damian
- 6-14 Simultaneous confidence band for single-index random effects models with longitudinal data
by Yang, Suigen & Xue, Liugen & Li, Gaorong
- 15-19 Finiteness of hitting times under taboo
by Bulinskaya, Ekaterina Vladimirovna
- 20-24 Changing statistical significance with the amount of information: The adaptive α significance level
by Pérez, María-Eglée & Pericchi, Luis Raúl
- 25-35 Unilateral counterparty risk valuation of CDS using a regime-switching intensity model
by Dong, Yinghui & Yuen, Kam C. & Wu, Chongfeng
- 36-44 On Ornstein–Uhlenbeck driven by Ornstein–Uhlenbeck processes
by Bercu, Bernard & Proïa, Frédéric & Savy, Nicolas
- 45-50 A note on the gambling team method
by Zajkowski, Krzysztof
- 51-62 Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition
by Tahmasebi, M.
- 63-68 Some approximations of the logistic distribution with application to the covariance matrix of logistic regression
by Pingel, Ronnie
- 69-77 Sign tests using ranked set sampling with unequal set sizes
by Zhang, Liangyong & Dong, Xiaofang & Xu, Xingzhong
- 78-83 Poisson’s equation for discrete-time single-birth processes
by Jiang, Shuxia & Liu, Yuanyuan & Yao, Shuai
- 84-90 Small Box–Behnken designs with orthogonal blocks
by Pham, Tung-Dinh & Nguyen, Nam-Ky
- 91-97 On the independence Jeffreys prior for skew-symmetric models
by Rubio, Francisco Javier & Liseo, Brunero
- 98-105 On the Markovian projection in the Brunick–Shreve mimicking result
by Forde, Martin
- 106-113 On the reversed hazard rate of sequential order statistics
by Burkschat, Marco & Torrado, Nuria
- 114-121 Rényi’s residual entropy: A quantile approach
by Nanda, Asok K. & Sankaran, P.G. & Sunoj, S.M.
- 122-128 Optimal stopping in infinite horizon: An eigenfunction expansion approach
by Li, Lingfei & Linetsky, Vadim
- 129-134 Exact approaches for testing non-inferiority or superiority of two incidence rates
by Shan, Guogen
- 135-143 Asymptotic properties of maximum likelihood estimator for two-step logit models
by Yin, Changming & Wang, Zhanfeng & Zhang, Hong
- 144-152 Monotonicity of certain integrals involving gamma distributions and their applications in multiple comparisons
by Misra, Neeraj & Arshad, Mohd.
- 153-160 On a class of bivariate exponential distributions
by Balakrishna, N. & Shiji, K.
- 161-167 Quenched central limit theorems for sums of stationary processes
by Volný, Dalibor & Woodroofe, Michael
2014, Volume 84, Issue C
- 1-8 Covariance operator estimation of a functional autoregressive process with random coefficients
by Allam, Abdelaziz & Mourid, Tahar
- 9-16 On a class of Cahn–Hilliard type stochastic interacting systems with stepping-stone noises
by Jiang, Yiming & Wang, Suxin & Wang, Yongjin
- 17-21 System availability behavior of some stationary dependent sequences
by Mathew, Angel
- 22-26 When is a Markov chain regenerative?
by Athreya, Krishna B. & Roy, Vivekananda
- 27-32 Fractional Poisson processes and their representation by infinite systems of ordinary differential equations
by Kreer, Markus & Kızılersü, Ayşe & Thomas, Anthony W.
- 33-39 A generalized Girsanov transformation of finite state stochastic processes in discrete time
by Cohen, Samuel N. & Ji, Shaolin & Yang, Shuzhen
- 40-47 Rates of convergence of extremes from skew-normal samples
by Liao, Xin & Peng, Zuoxiang & Nadarajah, Saralees & Wang, Xiaoqian
- 48-53 Small deviations of the determinants of random matrices with Gaussian entries
by Volodko, Nadezhda V.
- 54-59 Characterization properties based on the Fisher information for weighted distributions
by Tzavelas, George & Economou, Polychronis
- 60-66 Max-sum equivalence of conditionally dependent random variables
by Jiang, Tao & Gao, Qingwu & Wang, Yuebao
- 67-71 The strong mixing and the selfdecomposability properties
by Bradley, Richard C. & Jurek, Zbigniew J.
- 72-80 Intuitive approximations for the renewal function
by Mitov, Kosto V. & Omey, Edward
- 81-87 Two-sample extended empirical likelihood
by Wu, Fan & Tsao, Min
- 88-95 On K-means algorithm with the use of Mahalanobis distances
by Melnykov, Igor & Melnykov, Volodymyr
- 96-101 Optimal constants in the Marcinkiewicz–Zygmund inequalities
by Ferger, Dietmar
- 102-107 Inequalities for martingales taking values in 2-convex Banach spaces
by Osȩkowski, Adam
- 108-112 A new type of experimental designs for event-related fMRI via Hadamard matrices
by Kao, Ming-Hung
- 113-120 Robust errors-in-variables linear regression via Laplace distribution
by Shi, Jianhong & Chen, Kun & Song, Weixing
- 121-130 Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy
by Liu, Wei & Hu, Yijun
- 131-134 A remark on the optimal transport between two probability measures sharing the same copula
by Alfonsi, A. & Jourdain, B.
- 135-139 A note on likelihood ratio ordering of order statistics from two samples
by Yang, Jianping & Zhuang, Weiwei
- 140-148 Collapsing of non-homogeneous Markov chains
by Dey, Agnish & Mukherjea, Arunava
- 149-157 Empirical likelihood based confidence intervals for the tail index when γ<−1/2
by Sun, Haoze & Jiang, Yuexiang
- 158-168 Rates of convergence of extreme for asymmetric normal distribution
by Chen, Shouquan & Huang, Jianwen
- 169-175 Objective Bayesian analysis of the Frechet stress–strength model
by Abbas, Kamran & Tang, Yincai
- 176-182 Bayesian comparison of models with inequality and equality constraints
by Oh, Man-Suk
- 183-191 Optimal multi-level supersaturated designs through integer programming
by Mandal, B.N. & Koukouvinos, C.
- 192-197 On geometric ergodicity of skewed—SVCHARME models
by Rydlewski, Jerzy P. & Snarska, Małgorzata
- 198-203 A Lindeberg–Feller theorem for stable laws
by Dombry, Clément & Jung, Paul
- 204-211 A note on Monge–Kantorovich problem
by Feng, Pengbin & Peng, Xuhui
- 212-214 A note on the σ-compactness of sets of probability measures on metric spaces
by Luque-Vásquez, Fernando & Adolfo Minjárez-Sosa, J.
- 215-222 On the interpoint distances of Bernoulli vectors
by Modarres, Reza
- 223-230 Fourier methods for smooth distribution function estimation
by Chacón, José E. & Monfort, Pablo & Tenreiro, Carlos
- 231-234 A note on shrinkage wavelet estimation in Bayesian analysis
by Torehzadeh, S. & Arashi, M.
- 235-246 Re-formulation of inverse Gaussian, reciprocal inverse Gaussian, and Birnbaum–Saunders kernel estimators
by Igarashi, Gaku & Kakizawa, Yoshihide
- 247-252 A note on the relaxation time of two Markov chains on rooted phylogenetic tree spaces
by Spade, David A. & Herbei, Radu & Kubatko, Laura S.
2013, Volume 83, Issue 12
- 2601-2606 Using thresholding difference-based estimators for variable selection in partial linear models
by Luo, June & Gerard, Patrick
- 2607-2614 Limit laws for UGROW random graphs
by Pakes, Anthony G.
- 2615-2620 On complete convergence for weighted sums of asymptotically linear negatively dependent random field
by Ko, Mi-Hwa
- 2621-2626 Bias analysis for misclassification in a multicategorical exposure in a logistic regression model
by Liu, Yaqing & Liu, Juxin & Zhang, Fuxi
- 2627-2633 Covariate and Newton–Raphson adjustments for a normal correlation coefficient when the variances are known
by Fosdick, Bailey K. & Perlman, Michael D.
- 2634-2637 Exact Rosenthal-type inequalities for p=3, and related results
by Pinelis, Iosif
- 2638-2646 Malliavin regularity of solutions to mixed stochastic differential equations
by Shevchenko, Georgiy & Shalaiko, Taras
- 2647-2655 Ramanujan theta functions and birth and death processes
by Ebner, Bruno & Henze, Norbert & Parthasarathy, Panamalai R.
- 2656-2663 A double generalized Pareto distribution
by Nadarajah, Saralees & Afuecheta, Emmanuel & Chan, Stephen
- 2664-2672 Conditional residual lifetimes of coherent systems
by Parvardeh, A. & Balakrishnan, N.
- 2673-2678 Simultaneous confidence intervals for ordered pairwise differences of exponential location parameters under heteroscedasticity
by Singh, Parminder & Singh, Navdeep
- 2679-2687 Multiple comparisons with a control in direction-mixed families of hypothesis under heteroscedasticity
by Chauhan, Rajvir Singh & Singh, Parminder & Kumar, Narinder
- 2688-2692 How fast increasing powers of a continuous random variable converge to Benford’s law
by Wójcik, Michał Ryszard
- 2693-2698 Pitman closeness results for Type-I censored data from exponential distribution
by Balakrishnan, N. & Davies, Katherine F.
- 2699-2702 A note on bootstrap confidence intervals for proportions
by Wang, Weizhen
- 2703-2710 Asymptotics of the risk concentration based on the tail distortion risk measure
by Lv, Wenhua & Pan, Xiaoqing & Hu, Taizhong
- 2711-2720 Pointwise and uniform convergence of kernel density estimators using random bandwidths
by Dutta, Santanu & Goswami, Alok
- 2721-2728 A delimitation of the support of optimal designs for Kiefer’s ϕp-class of criteria
by Pronzato, Luc
- 2729-2734 Distribution of maximum loss of fractional Brownian motion with drift
by Caglar, Mine & Vardar-Acar, Ceren
- 2735-2742 A note on density estimation for binary sequences
by Bharath, Karthik
- 2743-2749 Survivors in leader election algorithms
by Kalpathy, Ravi & Mahmoud, Hosam M. & Rosenkrantz, Walter
- 2750-2758 Sharp large deviations for the log-likelihood ratio of an α-Brownian bridge
by Zhao, Shoujiang & Zhou, Yanping
2013, Volume 83, Issue 11
- 2447-2453 Interval estimation for the mean of lognormal data with excess zeros
by Li, Xinmin & Zhou, Xiaohua & Tian, Lili
- 2454-2458 Empirical processes of iterated maps that contract on average
by Durieu, Olivier
- 2459-2466 Scaling limits for one-dimensional long-range percolation: Using the corrector method
by Zhang, Zhongyang & Zhang, Lixin
- 2467-2472 A note on approximate Bayesian credible sets based on modified loglikelihood ratios
by Ventura, Laura & Ruli, Erlis & Racugno, Walter
- 2473-2485 Multivariate limits of multilinear polynomial-form processes with long memory
by Bai, Shuyang & Taqqu, Murad S.
- 2486-2491 Moderate deviation principle for Brownian motions on the unit sphere in Rd
by Chen, Lei & Gao, Fuqing
- 2492-2498 Covariance selection by thresholding the sample correlation matrix
by Jiang, Binyan
- 2499-2506 Absolute continuity of the laws of a multi-dimensional stochastic differential equation with coefficients dependent on the maximum
by Nakatsu, Tomonori
- 2507-2515 Compound negative binomial shared frailty models for bivariate survival data
by Hanagal, David D. & Dabade, Alok D.
- 2516-2521 On the hitting probability of max-stable processes
by Hofmann, Martin
- 2522-2523 A note on “Maximum distributions for l2,p-symmetric vectors are skewed l1,p-symmetric distributions” by Batún-Cutz et al. (2013)
by Jamalizadeh, Ahad & Balakrishnan, N.
- 2526-2530 A bivariate non-homogeneous birth and death model for predator–prey interactions
by Froda, Sorana & Vanciu, Vasile
- 2531-2536 On the conditional increments of degradation processes
by Ye, Zhi-Sheng
- 2537-2543 A semi-analytic pricing formula for lookback options under a general stochastic volatility model
by Park, Sang-Hyeon & Kim, Jeong-Hoon
- 2544-2548 Generalizations of a result of Christensen on renewal sequences and linear recurrences
by Berenhaut, Kenneth S. & Bzdelik, Courtney R. & Merlet, Jean J.
- 2549-2552 The gambler’s ruin problem with delays
by Gut, Allan
- 2553-2562 Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations
by Fu, Ke-Ang & Li, Yuechao & Ng, Andrew Cheuk-Yin
- 2563-2568 Expansions and penultimate distributions of maxima of bivariate normal random vectors
by Frick, Melanie & Reiss, Rolf-Dieter
- 2569-2576 On the condensed density of the zeros of the Cauchy transform of a complex atomic random measure with Gaussian moments
by Barone, P.
- 2577-2582 On the exact distribution and mean value function of a geometric process with exponential interarrival times
by Aydoğdu, Halil & Karabulut, İhsan & Şen, Elif
- 2583-2591 A multistate monotone system signature
by da Costa Bueno, Vanderlei
- 2592-2599 Weak convergence of functional stochastic differential equations with variable delays
by Tan, Li & Jin, Wei & Hou, Zhenting
2013, Volume 83, Issue 9
- 1939-1945 Characterizations of discrete distributions using reliability concepts in reversed time
by Unnikrishnan Nair, N. & Sankaran, P.G.
- 1946-1955 Bayesian approach to cubic natural exponential families
by Hamza, Marwa & Hassairi, Abdelhamid
- 1956-1962 Accelerating reversible Markov chains
by Chen, Ting-Li & Hwang, Chii-Ruey
- 1963-1968 On the strong law of large numbers for pairwise i.i.d. random variables with general moment conditions
by Sung, Soo Hak
- 1969-1972 The growth rate of significant regressors for high dimensional data
by Zheng, Qi & Gallagher, Colin & Kulasekera, K.B.
- 1973-1982 The first Dirichlet eigenvalue of birth–death process on trees
by Wang, Ling-Di & Zhang, Yu-Hui
- 1983-1990 A time varying GARCH(p,q) model and related statistical inference
by Rohan, Neelabh
- 1991-1997 Optimal target allocation proportion for correlated binary responses in a 2×2 setup
by Mandal, Saumen & Biswas, Atanu & Trandafir, Paula Camelia & Islam Chowdhury, Mohammad Ziaul
- 1998-2006 On the compound Poisson risk model with dependence and a threshold dividend strategy
by Shi, Yafeng & Liu, Peng & Zhang, Chunsheng
- 2007-2014 Filtering hidden semi-Markov chains
by Elliott, Robert & Limnios, Nikolaos & Swishchuk, Anatoliy
- 2015-2018 On an identity in law between Brownian quadratic functionals
by Yen, Ju-Yi & Yor, Marc
- 2019-2026 A simple proof of functional Itô’s lemma for semimartingales with an application
by Levental, Shlomo & Schroder, Mark & Sinha, Sumit
- 2027-2033 Coupling of Wiener processes by using copulas
by Jaworski, Piotr & Krzywda, Marcin
- 2039-2044 Subexponentiality of the product of dependent random variables
by Yang, Haizhong & Sun, Suting
- 2045-2051 Stationary bootstrapping realized volatility
by Hwang, Eunju & Shin, Dong Wan
- 2052-2056 Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions
by Zinodiny, S. & Rezaei, S. & Arjmand, O. Naghshineh & Nadarajah, S.
- 2057-2059 On a characterization theorem of symmetry about a point
by Behboodian, Javad & Modarres, Reza
- 2060-2066 Parametric estimation for the scale parameter for scale distributions using moving extremes ranked set sampling
by Chen, Wangxue & Xie, Minyu & Wu, Ming
- 2067-2072 Finding hitting times in various graphs
by Rao, Shravas K.
- 2073-2076 A note on formal constructions of sequential conditional couplings
by Roberts, Gareth O. & Rosenthal, Jeffrey S.
- 2077-2080 Tuned iterated filtering
by Lindström, Erik
- 2081-2087 On pairwise quasi-asymptotically independent random variables and their applications
by Li, Jinzhu
- 2088-2093 Dimension reduction for model-based clustering via mixtures of shifted asymmetric Laplace distributions
by Morris, Katherine & McNicholas, Paul D.
- 2094-2102 A semi-Markov modulated interest rate model
by D’Amico, Guglielmo & Manca, Raimondo & Salvi, Giovanni
- 2103-2107 Sufficient conditions for optimality for stochastic evolution equations
by Al-Hussein, AbdulRahman
- 2108-2112 On grouping effect of elastic net
by Zhou, Ding-Xuan
- 2113-2118 Inequalities involving expectations to characterize distributions
by Bhattacharjee, Subarna & Nanda, Asok K. & Misra, Satya Kr.
- 2119-2128 A local limit theorem for densities of the additive component of a finite Markov Additive Process
by Hervé, Loïc & Ledoux, James
- 2129-2134 Skewness–kurtosis bounds for the skewed generalized T and related distributions
by Kerman, Sean C. & McDonald, James B.
- 2135-2141 An almost sure limit theorem for the maxima of smooth stationary Gaussian processes
by Tan, Zhongquan
2013, Volume 83, Issue 8
- 1819-1824 Risk measures for skew normal mixtures
by Bernardi, Mauro
- 1825-1829 The Pitman inequality for exchangeable random vectors
by Behboodian, J. & Bansal, Naveen & Hamedani, G.G. & Volkmer, Hans
- 1830-1834 On Poisson-stopped-sums that are mixed Poisson
by Valero, Jordi & Pérez-Casany, Marta & Ginebra, Josep
- 1835-1843 Uniform-in-bandwidth nearest-neighbor density estimation
by Ouadah, Sarah
- 1844-1848 A note on testing homogeneity of the scale parameters of several inverse Gaussian distributions
by Sadooghi-Alvandi, Soltan Mohammad & Malekzadeh, Ahad
- 1849-1853 On martingales whose exponential processes satisfy Muckenhoupt’s condition A1
by Osȩkowski, Adam
- 1854-1862 Association tests through combining p-values for case control genome-wide association studies
by Chen, Zhongxue
- 1863-1870 Uniform consistency of kNN regressors for functional variables
by Kudraszow, Nadia L. & Vieu, Philippe
- 1871-1879 Optimal global rates of convergence for interpolation problems with random design
by Kohler, Michael & Krzyżak, Adam
- 1880-1887 Deconvolution of P(X
by Dattner, I.
- 1888-1893 Asymptotic FDR control under weak dependence: A counterexample
by Gontscharuk, Veronika & Finner, Helmut
- 1894-1900 An upper bound on random walks on dihedral groups
by McCollum, Joseph
- 1901-1910 The Brunk–Prokhorov strong law of large numbers for fields of martingale differences taking values in a Banach space
by Son, Ta Cong & Thang, Dang Hung
- 1911-1914 A note on the inflated-parameter binomial distribution
by Bao, Zhenhua & Song, Lixin & Liu, He
- 1915-1925 Strong consistency of the internal estimator of nonparametric regression with dependent data
by Shen, Jia & Xie, Yuan
- 1926-1927 Correction to “On weak dependence conditions for Poisson autoregressions” [Statist. Probab. Lett. 82 (2012) 942–948]
by Doukhan, Paul & Fokianos, Konstantinos & Tjøstheim, Dag
- 1928-1936 Tightened exponential bounds for discrete-time conditionally symmetric martingales with bounded jumps
by Sason, Igal
2013, Volume 83, Issue 7
- 1603-1612 Uniqueness, recurrence and decay properties of collision branching processes with immigration
by Wang, Juan & Li, Junping
- 1613-1618 On the number of switches in unbiased coin-tossing
by Li, Wenbo
- 1619-1623 On the expected number of successes in a sequence of nested Bernoulli trials
by Schlemm, Eckhard
- 1624-1631 A semiparametric Bayesian approach to joint mean and variance models
by Xu, Dengke & Zhang, Zhongzhan
- 1632-1637 Maximin designs for the detection of synergistic effects
by Mandal, Nripes Kumar & Pal, Manisha
- 1638-1643 Random motion with gamma steps in higher dimensions
by Pogorui, Anatoliy A. & Rodríguez-Dagnino, Ramón M.
- 1644-1648 Entropic approach to E. Rio’s central limit theorem for W2 transport distance
by Bobkov, Sergey G.
- 1649-1653 Stochastic comparisons of series systems with heterogeneous Weibull components
by Fang, Longxiang & Zhang, Xinsheng
- 1662-1668 On empirical likelihood inference of a change-point
by Shen, Gang
- 1669-1676 The von Mises–Fisher distribution of the first exit point from the hypersphere of the drifted Brownian motion and the density of the first exit time
by Gatto, Riccardo
- 1677-1682 Jackknife estimation with a unit root
by Chambers, Marcus J. & Kyriacou, Maria
- 1683-1691 Estimation in a change-point hazard regression model with long-term survivors
by Li, Yunxia & Qian, Lianfen & Zhang, Wei
- 1692-1698 On the Monge–Ampère equation for characterizing gamma-Gaussian model
by Kokonendji, Célestin C. & Masmoudi, Afif
- 1699-1702 Nearly universal consistency of maximum likelihood in discrete models
by Seo, Byungtae & Lindsay, Bruce G.
- 1703-1710 On penalized likelihood estimation for a non-proportional hazards regression model
by Devarajan, Karthik & Ebrahimi, Nader
- 1711-1719 Anticipated backward stochastic differential equations on Markov chains
by Lu, Wen & Ren, Yong
- 1720-1724 Contraction principle for tail probabilities of sums of exchangeable random vectors with multipliers
by Chobanyan, S. & Levental, S.
- 1725-1730 Bivariate high-level exceedance and the Chen–Stein theorem in genomics multiple hypothesis testing perspectives
by Sen, Pranab K. & Kang, Moonsu
- 1731-1739 Some new results on the empirical copula estimator with applications
by Swanepoel, J.W.H. & Allison, J.S.
- 1740-1744 Estimation for the Schnabel census with plants
by Gormley, R. & Goudie, I.B.J.
- 1745-1753 On strong large deviation results for lightly trimmed sums and some applications
by Vasudeva, R. & Srilakshminarayana, G.
- 1754-1758 A flexible approach to finite mixture regression models for multivariate mixed responses
by Alfò, Marco & Rocchetti, Irene
- 1759-1769 The fractional-diffusion equation and a new distribution to model positively skewed data with heavy tails
by Naik, Shanoja R. & Abraham, Bovas
- 1770-1775 Efficiency of repeated-cross-section estimators in fixed-effects models
by Rosati, Nicoletta
- 1776-1781 Transient analysis of Lévy-driven tandem queues
by Dȩbicki, Krzysztof & Mandjes, Michel & Sierpińska-Tułacz, Iwona
- 1782-1786 Hitting time distribution for skip-free Markov chains: A simple proof
by Zhou, Ke
- 1787-1799 Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail
by Shen, Xinmei & Zhang, Yi
- 1800-1804 The limit law of the iterated logarithm in Banach space
by Li, Deli & Liang, Han-Ying
- 1805-1811 Poisson point processes with detection and rest
by Hong, Yicheng & Lee, Chaehun & Lee, Sungchul & Kim, Hyungsoo
- 1812-1818 The degenerate convergence criterion and Feller’s weak law of large numbers for double arrays in noncommutative probability
by Quang, Nguyen Van & Huy, Nguyen Ngoc & Son, Le Hong
2013, Volume 83, Issue 6
Printed from https://ideas.repec.org/s/eee/stapro15.html
