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Content
2013, Volume 83, Issue 6
- 1479-1483 On the optimality of extended maximal length linear feedback shift register sequences
by Kao, Ming-Hung
- 1484-1489 Matching the finitized Poisson distribution to the matching distributions
by Cochran, James J. & Levy, Martin S. & Golnabi, Saeed
- 1490-1495 On the distribution of the Rosenblatt process
by Maejima, Makoto & Tudor, Ciprian A.
- 1496-1503 Some new classes of stationary max-stable random fields
by Robert, Christian Y.
- 1504-1512 Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments
by Wang, Kaiyong & Yang, Yang & Yu, Changjun
- 1513-1519 Integer valued stable random variables
by Klebanov, Lev B. & Slámová, Lenka
- 1520-1526 F tests with random sample sizes. Theory and applications
by Moreira, Elsa E. & Mexia, João T. & Minder, Christoph E.
- 1527-1538 Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest
by Gao, Qingwu & Liu, Xijun
- 1539-1546 On the Jeffreys prior for the multivariate Ewens distribution
by Rodríguez, Abel
- 1547-1552 Simultaneous fiducial generalized confidence intervals for the successive differences of exponential location parameters under heteroscedasticity
by Kharrati-Kopaei, Mahmood & Malekzadeh, Ahad & Sadooghi-Alvandi, Mohammad
- 1553-1558 A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions
by Westgate, Philip M.
- 1559-1566 A large deviation theorem for a branching Brownian motion with random immigration
by Sun, Hongyan
- 1567-1570 On comparison of reversed hazard rates of two parallel systems comprising of independent gamma components
by Misra, Neeraj & Misra, Amit Kumar
- 1571-1579 Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data
by Wang, Jiang-Feng & Ma, Wei-Min & Zhang, Hui-Zeng & Wen, Li-Min
- 1580-1587 On the optimal designs for the prediction of Ornstein–Uhlenbeck sheets
by Baran, Sándor & Sikolya, Kinga & Stehlík, Milan
- 1588-1594 The Lp Cauchy sequence for one-dimensional BSDEs with linear growth generators
by Izumi, Yuki
- 1595-1602 Semiparametric estimation of fixed effects panel data single-index model
by Lai, Peng & Li, Gaorong & Lian, Heng
2013, Volume 83, Issue 5
- 1301-1310 On representation theorem of sublinear expectation related to G-Lévy process and paths of G-Lévy process
by Ren, Liying
- 1311-1320 Identification for semiparametric varying coefficient partially linear models
by Wang, Mingqiu & Song, Lixin
- 1321-1329 Asymptotic expansions for moments of skew-normal extremes
by Liao, Xin & Peng, Zuoxiang & Nadarajah, Saralees
- 1330-1338 On partial monotonic behaviour of some entropy measures
by Gupta, Nitin & Bajaj, Rakesh Kumar
- 1339-1345 Exact tests of the superiority under the Poisson distribution
by Liu, MingTe & Hsueh, Huey-Miin
- 1346-1352 Estimation of distributions with the new better than used in expectation property
by Lorenzo, Edgardo & Malla, Ganesh & Mukerjee, Hari
- 1353-1363 M-estimation for the partially linear regression model under monotonic constraints
by Du, Jiang & Sun, Zhimeng & Xie, Tianfa
- 1364-1371 Reliability analysis using ageing intensity function
by Bhattacharjee, Subarna & Nanda, Asok K. & Misra, Satya Kr.
- 1372-1381 Pointwise and uniform moderate deviations for nonparametric regression function estimator on functional data
by Liu, Qiaojing & Zhao, Shoujiang
- 1382-1387 Bias and bandwidth for local likelihood density estimation
by Otneim, Håkon & Karlsen, Hans Arnfinn & Tjøstheim, Dag
- 1388-1396 Properties and computation of interval availability of system
by Huang, Kai & Mi, Jie
- 1397-1403 The second-order version of Karamata’s theorem with applications
by Pan, Xiaoqing & Leng, Xuan & Hu, Taizhong
- 1404-1410 On Chung’s law of the iterated logarithm for the Brownian time Lévy’s area process
by Liu, Jin V.
- 1411-1415 Weak convergence in the near unit root setting
by Bailey, N. & Giraitis, L.
- 1416-1419 A monotonicity property of variances
by Aldaz, J.M.
- 1420-1423 Asymptotic theory for a two-stage procedure in sequential interval estimation of a normal mean
by Uno, Chikara
- 1424-1432 Harnack inequality for mean-field stochastic differential equations
by Zong, Gaofeng & Chen, Zengjing
- 1433-1442 Likelihood computation for hidden Markov models via generalized two-filter smoothing
by Persing, Adam & Jasra, Ajay
- 1443-1447 Accelerating Brownian motion on N-torus
by Pai, Hui-Ming & Hwang, Chii-Ruey
- 1448-1456 Nonlinear mixed-effects state space models with applications to HIV dynamics
by Zhou, Jie & Han, Lu & Liu, Sanyang
- 1457-1463 One dimensional scan statistics generated by some dependent stationary sequences
by Haiman, George & Preda, Cristian
- 1464-1471 Doubly truncated (interval) cumulative residual and past entropy
by Khorashadizadeh, M. & Rezaei Roknabadi, A.H. & Mohtashami Borzadaran, G.R.
- 1472-1478 A variation of the Newton–Pepys problem and its connections to size-estimation problems
by Varagnolo, Damiano & Schenato, Luca & Pillonetto, Gianluigi
2013, Volume 83, Issue 4
- 953-959 Estimates on the effective resistance in anisotropic long-range percolation on Z2
by Misumi, Jun
- 960-968 Extinction and stationary distribution of a stochastic SIRS epidemic model with non-linear incidence
by Lahrouz, Aadil & Omari, Lahcen
- 969-978 Hazard function estimation with nonnegative “wavelets”
by Angers, Jean-Francois & MacGibbon, Brenda
- 979-986 Bayesian model selection based on parameter estimates from subsamples
by Zhang, Jingsi & Jiang, Wenxin & Shao, Xiaofeng
- 987-992 On determining the structural dimension via directional regression
by Yu, Zhou & Dong, Yuexiao & Guo, Ranwei
- 993-998 The maximum severity of ruin in a perturbed risk process with Markovian arrivals
by Li, Shuanming & Ren, Jiandong
- 999-1005 The exact finite-sample distribution of the median absolute deviation about the median of continuous random variables
by Nagatsuka, Hideki & Kawakami, Hiroshi & Kamakura, Toshinari & Yamamoto, Hisashi
- 1006-1017 On the integral of fractional Poisson processes
by Orsingher, Enzo & Polito, Federico
- 1018-1027 A class of continuous kernels and Cauchy type heavy tail distributions
by Soltani, A.R. & Tafakori, L.
- 1028-1035 Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data
by Sharipov, Olimjon Sh. & Wendler, Martin
- 1036-1045 Comparison of concentration for several families of income distributions
by Belzunce, Félix & Pinar, José F. & Ruiz, José M. & Sordo, Miguel A.
- 1046-1053 On the trivariate joint distribution of Brownian motion and its maximum and minimum
by Choi, ByoungSeon & Roh, JeongHo
- 1054-1061 Symmetric representations of bivariate distributions
by Domansky, Victor
- 1062-1070 A simple test of optimal hedging policy
by Chiu, Wan-Yi
- 1071-1077 An alternative REML estimation of covariance matrices in linear mixed models
by Li, Erning & Pourahmadi, Mohsen
- 1078-1082 Moderate deviations for the energy of charged polymer
by Wang, Yanqing
- 1083-1093 Fractal dimension results for continuous time random walks
by Meerschaert, Mark M. & Nane, Erkan & Xiao, Yimin
- 1094-1099 A range reduction method for generating discrete random variables
by Shmerling, Efraim
- 1100-1105 Identifying the source of proportion shifts in a multinomial process using a simple statistical test procedure
by Hou, Chia-Ding & Huang, Sheng
- 1106-1110 Notes on entropic convergence and the weak entropy inequality
by Li, Lina
- 1111-1116 Optimal reinsurance under the Haezendonck risk measure
by Zhu, Yunzhou & Zhang, Lixin & Zhang, Yi
- 1117-1126 Mosco convergence of SLLN for triangular arrays of rowwise independent random sets
by Quang, Nguyen Van & Giap, Duong Xuan
- 1127-1135 Estimation of the Shannon’s entropy of several shifted exponential populations
by Kayal, Suchandan & Kumar, Somesh
- 1136-1142 Probability inequalities for bounded random vectors
by Ahmad, I.A. & Amezziane, M.
- 1143-1150 K-distributed vector random fields in space and time
by Ma, Chunsheng
- 1151-1162 Estimation of nonparametric regression models with a mixture of Berkson and classical errors
by Yin, Zanhua & Gao, Wei & Tang, Man-Lai & Tian, Guo-Liang
- 1163-1166 A note on the optimality of 2-level main effects plans in blocks of odd size
by Jacroux, Mike
- 1167-1173 Simultaneous multiple comparisons with a control using median differences and permutation tests
by Richter, Scott J. & McCann, Melinda H.
- 1174-1183 Comparing spectral densities of stationary time series with unequal sample sizes
by Preuß, Philip & Hildebrandt, Thimo
- 1184-1192 Harnack inequality for semilinear SPDE with multiplicative noise
by Zhang, Shao-Qin
- 1193-1202 Large deviations for fractional Poisson processes
by Beghin, Luisa & Macci, Claudio
- 1203-1212 Bayesian efficiency
by Withers, Christopher S. & Nadarajah, Saralees
- 1213-1218 On a strong law of large numbers for monotone measures
by Agahi, Hamzeh & Mohammadpour, Adel & Mesiar, Radko & Ouyang, Yao
- 1219-1226 On asymptotic properties of the scatter matrix based estimates for complex valued independent component analysis
by Ilmonen, Pauliina
- 1227-1232 Sharp bounds on the expected shortfall for a sum of dependent random variables
by Puccetti, Giovanni
- 1233-1239 On a Birnbaum–Saunders distribution arising from a non-homogeneous Poisson process
by Fierro, Raúl & Leiva, Víctor & Ruggeri, Fabrizio & Sanhueza, Antonio
- 1240-1246 The existence of a positive solution for a generalized delay logistic equation with multifractional noise
by Nguyen Tien, Dung
- 1247-1253 A moment method for the multivariate asymmetric Laplace distribution
by Hürlimann, Werner
- 1254-1259 A sharp estimate of the binomial mean absolute deviation with applications
by Berend, Daniel & Kontorovich, Aryeh
- 1260-1261 Remarks on moment inequalities and identities for martingales
by Novikov, Alexander & Shiryaev, Albert
- 1262-1270 Consistency results for the kernel density estimate on continuous time stationary and dependent data
by Didi, Sultana & Louani, Djamal
- 1271-1281 Variational approach for the adapted solution of the general backward stochastic differential equations under the Bihari condition
by Qin, Yan & Xia, Ning-Mao
- 1282-1286 Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables
by Hadjikyriakou, Milto
- 1287-1299 Influence analysis on the direction of optimal response
by Huang, Yufen & Wang, Sheng-Wen
2013, Volume 83, Issue 3
- 677-679 Sharp bounds for complier average potential outcomes in experiments with noncompliance and incomplete reporting
by Aronow, Peter M. & Green, Donald P.
- 680-688 Sharp estimates on the tail behavior of a multistable distribution
by Ayache, Antoine
- 689-699 Records in subsets of a random field
by Gut, Allan & Stadtmüller, Ulrich
- 700-709 Some inequalities for conditional demimartingales and conditional N-demimartingales
by Wang, Xinghui & Wang, Xuejun
- 710-717 Computing system signatures through reliability functions
by Marichal, Jean-Luc & Mathonet, Pierre
- 718-723 Functional strong law of large numbers for loads in a planar network model
by Torrisi, Giovanni Luca
- 724-734 A representation theorem for generators of BSDEs with finite or infinite time intervals and linear-growth generators
by Zhang, HengMin & Fan, ShengJun
- 735-743 Moderate and large deviation principles for the hazard rate function kernel estimator under censoring
by Diallo, Amadou Oury Korbe & Louani, Djamal
- 744-752 Expansions for bivariate extreme value distributions
by Nadarajah, Saralees
- 753-760 On the trace approximations of products of Toeplitz matrices
by Ginovyan, Mamikon S. & Sahakyan, Artur A.
- 761-767 The strong Feller property of switching jump-diffusion processes
by Xi, Fubao & Yin, George
- 768-773 Maximum entropy mixing time of circulant Markov processes
by Avrachenkov, Konstantin & Cottatellucci, Laura & Maggi, Lorenzo & Mao, Yong-Hua
- 774-782 Alpha–Skew–Laplace distribution
by Shams Harandi, S. & Alamatsaz, M.H.
- 783-789 Small parameter behavior of families of distributions
by Bar-Lev, Shaul K. & Kella, Offer & Löpker, Andreas
- 790-796 Markov chain approximations to singular stable-like processes
by Xu, Fangjun
- 797-804 A note on geodesics for supercritical continuum percolation
by Yao, Changlong
- 805-811 Generalized BSDEs driven by fractional Brownian motion
by Jańczak-Borkowska, Katarzyna
- 812-819 Estimating genotyping error rates from parent–offspring dyads
by Haaland, Øystein A. & Skaug, Hans J.
- 820-823 Fixed jumps of additive processes
by Liao, Ming
- 824-828 Strong solutions of Tsirel’son’s equation in discrete time taking values in compact spaces with semigroup action
by Hirayama, Takao & Yano, Kouji
- 829-835 Does adding data always improve linear regression estimates?
by den Boer, A.V.
- 836-840 Positions of the ranks of factors in certain finite long length words
by Zohoorian Azad, Elahe
- 841-849 Dividend problems in the dual risk model with exponentially distributed observation time
by Peng, Dan & Liu, Donghai & Liu, Zaiming
- 850-855 A note on moving average models for Gaussian random fields
by Hansen, Linda V. & Thorarinsdottir, Thordis L.
- 856-862 On characterizing and generalizing the optional m-stability property for pricing set
by Berkaoui, Abdelkarem
- 863-874 Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs
by Aman, Auguste & Mrhardy, Naoul
- 875-884 Testing the linear errors-in-variables model with randomly censored data
by Tang, Linjun & Zhou, Zhangong & Wu, Changchun
- 885-890 Moderate deviations for Hawkes processes
by Zhu, Lingjiong
- 891-897 The existence of regular conditional probabilities for Markov kernels
by Nogales, A.G.
- 898-901 On the evolution of set-valued functions: An example
by Khmaladze, Estáte V.
- 902-908 Nonparametric M-regression for functional ergodic data
by Gheriballah, Abdelkader & Laksaci, Ali & Sekkal, Soumeya
- 909-915 Minimax designs for the difference between two estimated responses in a trigonometric regression model
by Alqallaf, Fatemah & Huda, S.
- 916-922 Entropic kernels for data smoothing
by Bowden, Roger
- 923-929 Power series with i.i.d. coefficients
by Arnold, Barry C. & Athreya, Krishna B.
- 930-935 Bayes classifiers of three-dimensional rotations and the sphere with symmetries
by Rau, Christian
- 936-942 The Radon transform inversion using moments
by Mnatsakanov, Robert M. & Li, Shengqiao
- 943-951 On asymptotic equicontinuity of Markov transition functions
by Jaroszewska, Joanna
2013, Volume 83, Issue 2
- 431-435 Absolutely continuous random power series in reciprocals of Pisot numbers
by Neunhäuserer, J.
- 436-444 The limit theorems on extremes for Gaussian random fields
by Tan, Zhongquan
- 445-451 Nonparametric density estimation based on the truncated mean
by Zhu, Ying
- 452-458 Mixture and reciprocity of exponential models
by Louati, Mahdi
- 459-466 On the Fourier structure of the zero set of fractional Brownian motion
by Fouché, Willem L. & Mukeru, Safari
- 467-473 Improved bounds for approximations to compound distributions
by Upadhye, N.S. & Vellaisamy, P.
- 474-480 Stationary bootstrapping for cointegrating regressions
by Shin, Dong Wan & Hwang, Eunju
- 481-492 Penalization schemes for multi-valued stochastic differential equations
by Wu, Jing & Zhang, Hua
- 493-502 Comparisons of k-out-of-n systems with heterogenous components
by Ding, Weiyong & Zhang, Yiying & Zhao, Peng
- 503-510 Lp solutions to backward stochastic differential equations with discontinuous generators
by Tian, Dejian & Jiang, Long & Shi, Xuejun
- 511-518 Bounds on the Poincaré constant under negative dependence
by Daly, Fraser & Johnson, Oliver
- 519-526 A note on EM algorithm for mixture models
by Yao, Weixin
- 527-533 RCA models: Joint prediction of mean and volatility
by Liang, Y. & Thavaneswaran, A. & Ravishanker, N.
- 534-542 On the asymptotic behavior of the sequence and series of running maxima from a real random sequence
by Giuliano Antonini, Rita & Ngamkham, Thuntida & Volodin, Andrei
- 543-550 Limiting spectral distribution of normalized sample covariance matrices with p/n→0
by Xie, Junshan
- 551-558 Estimating positive surveys from negative surveys
by Bao, Yafei & Luo, Wenjian & Zhang, Xin
- 559-567 On the linear combination of the Gaussian and student’s t random field and the integral geometry of its excursion sets
by Ahmad, Ola & Pinoli, Jean-Charles
- 568-572 A note on the existence and uniqueness of quasi-maximum likelihood estimators for mixed regressive, spatial autoregression models
by Li, Mengyuan & Yu, Dalei & Bai, Peng
- 573-579 An almost sure local limit theorem for Markov chains
by Giuliano-Antonini, Rita & Szewczak, Zbigniew S.
- 580-583 The stationary distribution and ergodicity of a stochastic generalized logistic system
by Li, Dingshi
- 584-587 On orthogonality of (X+Y) and X/(X+Y) rather than independence
by Arnold, Barry C. & Villasenor, Jose A.
- 588-595 Convergence rate of the limit theorem of a Galton–Watson tree with neutral mutations
by Chen, Xinxin
- 596-601 Exponential characterizations motivated by the structure of order statistics in samples of size two
by Arnold, Barry C. & Villasenor, Jose A.
- 602-607 Strong order one convergence of a drift implicit Euler scheme: Application to the CIR process
by Alfonsi, Aurélien
- 608-615 Nonparametric estimation problem for a time-periodic signal in a periodic noise
by Dehay, D. & El Waled, K.
- 616-623 Precise rates in the generalized law of the iterated logarithm
by Xiao, Xiao-Yong & Zhang, Li-Xin & Yin, Hong-Wei
- 624-630 Optimal blocking and semifoldover plans for 2n−p designs
by Yang, Po
- 631-636 Unbiased modified likelihood ratio tests for simple and double separability of a variance–covariance structure
by Manceur, A.M. & Dutilleul, P.
- 637-643 A functional central limit theorem for the level measure of a Gaussian random field
by Shashkin, A.
- 644-649 More efficient unconditional tests for exchangeable binary data with equal cluster sizes
by Shan, Guogen
- 650-654 A characterization of conjugate priors in exponential families with application to inverse regression
by Luo, Wei & Altman, Naomi S.
- 655-664 The stationary distribution of the facultative population model with a degenerate noise
by Tong, Jinying & Zhang, Zhenzhong & Bao, Jianhai
- 665-673 Estimation of C-MGARCH models based on the MBP method
by Li, Lihui & Wen, Tao
2013, Volume 83, Issue 1
- 1-6 An approach alternative to the binomial UMPU test
by Bandyopadhyay, Uttam & Mukherjee, Shirsendu & Dutta, Dhiman
- 9-12 Self-inverse and exchangeable random variables
by Cacoullos, Theophilos & Papadatos, Nickos
- 13-20 Equivalent conditions of complete moment convergence of weighted sums for ρ∗-mixing sequence of random variables
by Guo, Mingle & Zhu, Dongjin
- 21-27 Maximum likelihood estimate for the dispersion parameter of the negative binomial distribution
by Dai, Hongsheng & Bao, Yanchun & Bao, Mingtang
- 28-36 On sample marginal quantiles for stationary processes
by Dominicy, Yves & Hörmann, Siegfried & Ogata, Hiroaki & Veredas, David
- 37-45 When a copula is archimax
by Wysocki, Włodzimierz
- 46-51 Prior value incorporated calibration estimator in stratified random sampling
by Ohyama, Tetsuji
- 52-60 The quenched law of the iterated logarithm for one-dimensional random walks in a random environment
by Mao, Mingzhi & Liu, Ting & Foryś, Urszula
- 61-69 Variable selection in a partially linear proportional hazards model with a diverging dimensionality
by Hu, Yuao & Lian, Heng
- 70-77 A generalised Student’s t-distribution
by Papastathopoulos, Ioannis & Tawn, Jonathan A.
- 78-82 Monotonicity in the sample size of the length of classical confidence intervals
by Kagan, Abram M. & Malinovsky, Yaakov
- 83-88 The minimal entropy martingale measure of a jump process influenced by jump times
by Yan, Jun & Gao, Fuqing
- 89-92 Stability of no-arbitrage property under model uncertainty
by Ostrovski, Vladimir
- 93-99 Skewness and the linear discriminant function
by Loperfido, Nicola
- 100-114 Semiparametric analysis of additive isotonic errors-in-variables regression models
by Sun, Zhimeng & Zhang, Zhongzhan
- 115-122 Robust stabilization with a general decay of mild solutions of stochastic evolution equations
by Govindan, T.E. & Ahmed, N.U.
- 123-126 Note on a paradox in decision-theoretic interval estimation
by Kabaila, Paul
- 127-134 Arbitrary initial values and random norm for explosive AR(1) processes generated by stationary errors
by Hwang, S.Y.
- 135-140 Local-EM and mismeasured data
by Brown, Patrick E. & Nguyen, Paul & Stafford, Jamie & Ashta, Shiva
- 141-147 Estimation of the variance of partial sums of dependent processes
by Dehling, Herold & Fried, Roland & Sharipov, Olimjon Sh. & Vogel, Daniel & Wornowizki, Max
- 148-156 Pitman closeness of current k-records to population quantiles
by Razmkhah, M. & Ahmadi, Jafar
- 157-162 A sufficient condition of crossing type for the bivariate orthant convex order
by Denuit, Michel & Mesfioui, Mhamed
- 163-167 Testing unilateral versus bilateral normal contamination
by Charnigo, Richard & Fan, Qian & Bittel, Douglas & Dai, Hongying
- 168-176 The double-barrier inverse first-passage problem for Wiener process with random starting point
by Abundo, Mario
- 177-183 Invariant measures under random integral mappings and marginal distributions of fractional Lévy processes
by Jurek, Zbigniew J.
- 184-195 Empirical likelihood inference for the second-order jump-diffusion model
by Song, Yuping & Lin, Zhengyan
- 196-202 Optimal designs for mixture models with amount constraints
by Zhang, Chongqi & Wong, Weng Kee
- 203-212 Testing in generalized partially linear models: A robust approach
by Boente, Graciela & Cao, Ricardo & González Manteiga, Wenceslao & Rodriguez, Daniela
- 213-218 An empirical depth function for multivariate data
by Tsao, Min
- 219-226 Bootstrap based model checks with missing binary response data
by Dikta, Gerhard & Subramanian, Sundarraman & Winkler, Thorsten
- 227-232 The multivariate-t distribution and the Simes inequality
by Block, Henry W. & Savits, Thomas H. & Wang, Jie & Sarkar, Sanat K.
- 233-237 Martingale approximation of eigenvalues for common factor representation
by Bystrov, Victor & di Salvatore, Antonietta
- 238-244 Markov processes on the adeles and Chebyshev function
by Yasuda, Kumi
- 245-256 Density estimation using bootstrap bandwidth selector
by Bose, Arup & Dutta, Santanu
- 257-264 Error covariance matrix estimation using ridge estimator
by Luo, June & Kulasekera, K.B.
- 265-271 Phases in the two-color tenable zero-balanced Pólya process
by Sparks, Joshua & Mahmoud, Hosam M.
- 272-277 Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme
by Calabrese, Raffaella
- 278-285 Decidable lim sup and Borel–Cantelli-like lemmas for random sequences
by Davie, George
- 286-291 Examples of α-selfdecomposable distributions
by Maejima, Makoto & Ueda, Yohei
- 292-296 Note on the threshold theorem of a heterogeneous SIR epidemic
by El Maroufy, Hamid
- 297-303 On optimal confidence sets for parameters in discrete distributions
by Habiger, Joshua D. & McCann, Melinda H. & Tebbs, Joshua M.
- 304-314 A remark on the lasso and the Dantzig selector
by de Castro, Yohann
- 315-319 Simple and elegant derivations for some asymptotic results in the discrete-time renewal process
by Chaudhry, Mohan & Fisher, Brent
- 320-330 Limit laws for extremes of dependent stationary Gaussian arrays
by Hashorva, Enkelejd & Weng, Zhichao
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