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ISSN: 0167-7152
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Content
2013, Volume 83, Issue 1
- 331-338 Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables
by He, Wei & Cheng, Dongya & Wang, Yuebao
- 339-344 On waiting time distribution of runs of ones or zeros in a Bernoulli sequence
by Kim, Sungsu & Park, Chongjin & Oh, Jungtaek
- 345-349 On simple representations of stopping times and stopping time sigma-algebras
by Fischer, Tom
- 350-356 The Hopfield model with superlinearly many patterns
by Zhao, James Y.
- 357-365 On Cesáro convergence of iterates of the star product of copulas
by Trutschnig, Wolfgang
- 366-372 Quantile based entropy function in past lifetime
by Sunoj, S.M. & Sankaran, P.G. & Nanda, Asok K.
- 373-381 A Markov regime switching jump-diffusion model for the pricing of portfolio credit derivatives
by Liang, Xue & Wang, Guojing & Dong, Yinghui
- 382-389 Stochastic order characterization of uniform integrability and tightness
by Leskelä, Lasse & Vihola, Matti
- 390-398 On the gradient statistic under model misspecification
by Lemonte, Artur J.
- 399-409 Estimating at least seven measures of qualitative variables from a single sample using randomized response technique
by Lee, Cheon-Sig & Sedory, Stephen A. & Singh, Sarjinder
- 410-413 A stochastic dominance property common to the boy-or-girl paradox and the lottery
by Pollak, Moshe
- 414-421 A note on Bayesian and frequentist parametric inference for a scalar parameter of interest
by Wong, A.C.M.
- 422-429 Stochastic monotonicity and order-preservation for a type of nonlinear semigroups
by Zhang, Na & Jia, Guangyan
2012, Volume 82, Issue 12
- 2083-2085 The optimal number of items in a group for group testing
by Gusev, Andrey L.
- 2086-2090 Inference for random coefficient volatility models
by Thavaneswaran, A. & Liang, You & Frank, Julieta
- 2091-2102 Almost sure asymptotic for Ornstein–Uhlenbeck processes of Poisson potential
by Xing, Fei
- 2103-2107 The connectivity threshold of random geometric graphs with Cantor distributed vertices
by Bandyopadhyay, Antar & Sajadi, Farkhondeh
- 2108-2114 Asymptotic properties of sieve bootstrap prediction intervals for FARIMA processes
by Rupasinghe, Maduka & Samaranayake, V.A.
- 2115-2124 The two-parameter Volterra multifractional process
by Mendy, Ibrahima
- 2125-2135 Objective Bayesian analysis for a truncated model
by Wang, Haiying & Sun, Dongchu
- 2136-2144 Estimating an endpoint with high order moments in the Weibull domain of attraction
by Girard, Stéphane & Guillou, Armelle & Stupfler, Gilles
- 2145-2155 A note on spatial–temporal lattice modeling and maximum likelihood estimation
by Zhang, Xiang & Zheng, Yanbing
- 2156-2163 On the number of failed components in a coherent operating system
by Asadi, Majid & Berred, Alexandre
- 2164-2169 A Generalized Hyperbolic model for a risky asset with dependence
by Finlay, Richard & Seneta, Eugene
- 2170-2179 Shrinkage estimation strategy in quasi-likelihood models
by Ejaz Ahmed, S. & Fallahpour, Saber
- 2180-2188 Efficiency factors for natural contrasts in partially confounded factorial designs
by Dey, Aloke & Mukerjee, Rahul
- 2189-2197 Bounds for probabilities of unions of events and the Borel–Cantelli lemma
by Frolov, Andrei N.
- 2198-2205 Normal reference bandwidths for the general order, multivariate kernel density derivative estimator
by Henderson, Daniel J. & Parmeter, Christopher F.
- 2206-2212 Estimating frequencies of frequencies in finite populations
by Skinner, C.J. & Shlomo, N.
- 2213-2220 Permutation-based tests of perfect ranking
by Zamanzade, Ehsan & Arghami, Nasser Reza & Vock, Michael
- 2221-2228 A note on improving the efficiency of inverse probability weighted estimator using the augmentation term
by Han, Peisong
- 2229-2234 Time changes that result in multiple points in continuous-time Markov counting processes
by Bretó, Carles
- 2235-2243 Asymptotic normality of conditional density estimation in the single index model for functional time series data
by Ling, Nengxiang & Xu, Qian
- 2244-2251 Multivariate inverse Gaussian and skew-normal densities
by Joe, Harry & Seshadri, Vanamamalai & Arnold, Barry C.
- 2252-2259 Estimating the parameters of a Poisson process model for predator–prey interactions
by Froda, Sorana & Ferland, René
- 2260-2269 Pitman closeness results concerning ranked set sampling
by Jafari Jozani, Mohammad & Davies, Katherine F. & Balakrishnan, Narayanaswamy
- 2270-2277 Invariance principles for a multivariate Student process in the generalized domain of attraction of the multivariate normal law
by Martsynyuk, Yuliya V.
- 2278-2282 On the uniqueness of distance covariance
by Székely, Gábor J. & Rizzo, Maria L.
2012, Volume 82, Issue 11
- 1865-1873 Statistical properties of a blind source separation estimator for stationary time series
by Miettinen, Jari & Nordhausen, Klaus & Oja, Hannu & Taskinen, Sara
- 1874-1882 Large deviation principles for telegraph processes
by De Gregorio, Alessandro & Macci, Claudio
- 1883-1890 Ratio estimation of the population mean using auxiliary information in simple random sampling and median ranked set sampling
by Al-Omari, Amer Ibrahim
- 1891-1897 On unbiased optimal L-statistics quantile estimators
by Li, Ling-Wei & Lee, Loo-Hay & Chen, Chun-Hung & Guo, Bo
- 1898-1902 A causal framework for surrogate endpoints with semi-competing risks data
by Ghosh, Debashis
- 1903-1907 A Matsumoto–Yor property for Kummer and Wishart random matrices
by Koudou, Angelo Efoevi
- 1908-1913 Rate of the almost complete convergence of a kernel regression estimate with twice censored data
by Kebabi, Khedidja & Messaci, Fatiha
- 1914-1922 A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error’s structure
by Zhou, Xing-cai & Lin, Jin-guan
- 1923-1929 Strongly consistent density estimation of the regression residual
by Györfi, László & Walk, Harro
- 1930-1934 Second order branching process with continuous state space
by Kashikar, Akanksha S. & Deshmukh, S.R.
- 1935-1940 Partial monotonicity of entropy measures
by Shangari, Dhruv & Chen, Jiahua
- 1941-1948 On weak dependence conditions: The case of discrete valued processes
by Doukhan, Paul & Fokianos, Konstantinos & Li, Xiaoyin
- 1949-1952 A note on one-factor analysis
by Li, Benchong & Guo, Jianhua
- 1953-1960 Confidence intervals in regression centred on the SCAD estimator
by Farchione, Davide & Kabaila, Paul
- 1961-1968 Mean-field reflected backward stochastic differential equations
by Li, Zhi & Luo, Jiaowan
- 1969-1977 Generalized logistic frailty model
by Lai, Chin-Diew & Izadi, Muhyiddin
- 1978-1985 Rate of complete convergence for maximums of moving average sums of martingale difference fields in Banach spaces
by Son, Ta Cong & Thang, Dang Hung & Dung, Le Van
- 1986-1989 Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates
by Tsionas, Efthymios G.
- 1990-1993 On closeness of the Mantel–Haenszel estimator and the profile likelihood based estimator of the common odds ratio from multiple 2×2 tables
by Banerjee, Buddhananda & Biswas, Atanu
- 1994-2000 A note on the Lynden-Bell estimator under association
by Guessoum, Zohra & Ould Saïd, Elias & Sadki, Ourida & Tatachak, Abdelkader
- 2001-2007 A novel Univariate Marginal Distribution Algorithm based discretization algorithm
by Zhao, Jing & Han, ChongZhao & Wei, Bin & Han, DeQiang
- 2008-2016 Generalized Cordeiro–Ferrari Bartlett-type adjustment
by Kakizawa, Yoshihide
- 2017-2024 Isotonicity properties of generalized quantiles
by Bellini, Fabio
- 2025-2032 On cumulative residual Kullback–Leibler information
by Park, Sangun & Rao, Murali & Shin, Dong Wan
- 2033-2043 Mean squared error of James–Stein estimators for measurement error models
by Guo, Meixi & Ghosh, Malay
- 2044-2049 On the distribution of functionals of discrete ordinal variables
by Cerchiello, Paola & Giudici, Paolo
- 2050-2058 Using OLS to test for normality
by Shalit, Haim
- 2059-2067 Comparisons of concordance in additive models
by Pellerey, Franco & Shaked, Moshe & Yasaei Sekeh, Salimeh
- 2068-2071 On bounded redundancy of universal codes
by Dębowski, Łukasz
- 2072-2081 Expected earnings of invested overflow strategies for M/M/1 queue with constrained workload
by Kinateder, Kimberly K.J.
2012, Volume 82, Issue 10
- 1755-1760 Testing the homogeneity of inverse Gaussian scale-like parameters
by Chang, Ming & You, Xuqun & Wen, Muqing
- 1761-1767 On the approximation of copulas via shuffles of Min
by Durante, Fabrizio & Sánchez, Juan Fernández
- 1768-1776 Kac’s rescaling for jump-telegraph processes
by López, Oscar & Ratanov, Nikita
- 1777-1785 Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility
by Su, Xiaonan & Wang, Wensheng & Hwang, Kyo-Shin
- 1786-1791 An optimal k-nearest neighbor for density estimation
by Kung, Yi-Hung & Lin, Pei-Sheng & Kao, Cheng-Hsiung
- 1792-1798 One-dimensional BSDEs with left-continuous, lower semi-continuous and linear-growth generators
by Fan, ShengJun & Jiang, Long
- 1799-1806 Majorization bounds for distribution functions
by Bairamov, Ismihan
- 1807-1814 Partially linear varying coefficient models stratified by a functional covariate
by Maity, Arnab & Huang, Jianhua Z.
- 1815-1822 Local Walsh-average regression for semiparametric varying-coefficient models
by Shang, Suoping & Zou, Changliang & Wang, Zhaojun
- 1823-1828 How close are pairwise and mutual independence?
by Nelsen, Roger B. & Úbeda-Flores, Manuel
- 1829-1836 Objective Bayesian analysis of Pareto distribution under progressive Type-II censoring
by Fu, Jiayu & Xu, Ancha & Tang, Yincai
- 1837-1840 Characterization properties of the log-normal distribution obtained with the help of divergence measures
by Tzavelas, George & Economou, Polychronis
- 1841-1848 One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients
by Li, Zhi & Luo, Jiaowan
- 1849-1852 Asymptotic equidistribution of congruence classes with respect to the convolution iterates of a probability vector
by Gnacadja, Gilles
- 1853-1858 An optimal L-statistics quantile estimator for a set of location–scale populations
by Li, Ling-Wei & Lee, Loo-Hay & Chen, Chun-Hung & Guo, Bo & Liu, Ya-Jie
- 1859-1863 Weighted Frechet means as convex combinations in metric spaces: Properties and generalized median inequalities
by Ginestet, Cedric E. & Simmons, Andrew & Kolaczyk, Eric D.
2012, Volume 82, Issue 9
- 1629-1631 A note on maximum likelihood estimation for covariance reducing models
by Schott, James R.
- 1632-1636 The perils of inferring serial dependence from sample autocorrelations of moving average series
by McElroy, Tucker
- 1637-1640 On efficient estimation of densities for sums of squared observations
by Schick, Anton & Wefelmeyer, Wolfgang
- 1641-1647 The application of order statistics to multiple integration over a canonical simplex
by Ping, Sun
- 1648-1656 The Gerber–Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy
by Deng, Chao & Zhou, Jieming & Deng, Yingchun
- 1657-1664 Maximum deviation of error density estimators in censored linear regression
by Cheng, Fuxia
- 1665-1668 Generalized Fibonacci numbers and Blackwell’s renewal theorem
by Christensen, Sören
- 1669-1676 Almost sure exponential stability of the θ-method for stochastic differential equations
by Chen, Lin & Wu, Fuke
- 1677-1680 The quadratic variation of Brownian motion on a time scale
by Grow, David & Sanyal, Suman
- 1681-1689 New nonparametric tests for testing homogeneity of scale parameters against umbrella alternative
by Gaur, Anil & Mahajan, Kalpana K. & Arora, Sangeeta
- 1690-1698 Diagnostic analysis for heterogeneous log-Birnbaum–Saunders regression models
by Li, Ai-Ping & Chen, Zhao-Xia & Xie, Feng-Chang
- 1699-1709 Global attracting set and stability of stochastic neutral partial functional differential equations with impulses
by Long, Shujun & Teng, Lingying & Xu, Daoyi
- 1710-1717 Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters
by Lee, Sangin & Kim, Yongdai & Kwon, Sunghoon
- 1718-1726 Asymptotic behavior of random time absolute ruin probability with D∩L tailed and conditionally independent claim sizes
by Bai, Xiaodong & Song, Lixin
- 1727-1736 Tail probability of randomly weighted sums of subexponential random variables under a dependence structure
by Yang, Yang & Leipus, Remigijus & Šiaulys, Jonas
- 1737-1744 Relationships between distributions with certain symmetries
by Jones, M.C.
- 1745-1749 The uniform law for sojourn measures of random fields
by Borovkov, Konstantin & McKinlay, Shaun
- 1750-1754 Variance of the game duration in the gambler’s ruin problem
by Anděl, Jiří & Hudecová, Šárka
2012, Volume 82, Issue 8
- 1489-1496 Multivariate maxima of moving multivariate maxima
by Ferreira, Helena
- 1497-1503 Embedded Markov chain analysis of the superposition of renewal processes
by Stadje, Wolfgang
- 1504-1506 On the Amato inequality index
by Arnold, Barry C.
- 1507-1514 A sharp upper bound for the expected number of false rejections
by Gordon, Alexander Y.
- 1515-1520 Randomly weighted averages with beta random proportions
by Homei, H.
- 1521-1529 Hierarchical reinforced urn processes
by Fortini, S. & Petrone, S.
- 1530-1537 Product autoregressive models for non-negative variables
by Abraham, B. & Balakrishna, N.
- 1538-1548 Asymptotics related to a series of T.L. Lai
by Li, Deli & Spătaru, Aurel
- 1549-1558 Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
by Boufoussi, Brahim & Hajji, Salah
- 1559-1568 A general measure of skewness
by Ekström, Magnus & Jammalamadaka, Sreenivasa Rao
- 1569-1575 Linear fractional stable motion: A wavelet estimator of the α parameter
by Ayache, Antoine & Hamonier, Julien
- 1576-1582 Rate of convergence in a theorem of Heyde
by Xie, Tingfan & He, Jianjun
- 1583-1589 Markov processes on the adeles and Dedekind’s zeta function
by Urban, Roman
- 1590-1596 Precise asymptotics in the law of iterated logarithm for the first moment convergence of i.i.d. random variables
by Xiao, Xiaoyong & Yin, Hongwei
- 1597-1609 On the probabilistic structure of power threshold generalized arch stochastic processes
by Gonçalves, E. & Leite, J. & Mendes-Lopes, N.
- 1610-1618 Deviation probability bounds for fractional martingales and related remarks
by Saussereau, Bruno
- 1619-1622 Improved power of one-sided tests
by Meyer, Mary C. & Wang, Jianqiang C.
- 1623-1628 An inductive order construction for the difference of two dependent proportions
by Wang, Weizhen
2012, Volume 82, Issue 7
- 1219-1223 Causality with finite horizon of the past in continuous time
by Petrović, Ljiljana & Dimitrijević, Sladjana
- 1224-1228 A note on the consistency of Schwarz’s criterion in linear quantile regression with the SCAD penalty
by Lian, Heng
- 1229-1234 The local time of the Markov processes of Ornstein–Uhlenbeck type
by Tong, Changqing & Lin, Zhengyan & Zheng, Jing
- 1235-1241 Karhunen–Loeve expansions for the detrended Brownian motion
by Ai, Xiaohui & Li, Wenbo V. & Liu, Guoqing
- 1242-1250 Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model
by Lu, Dawei
- 1251-1258 Optimal surrender strategies for equity-indexed annuity investors with partial information
by Wei, Jiaqin & Wang, Rongming & Yang, Hailiang
- 1259-1266 On latent process models in multi-dimensional space
by Shang, Zuofeng
- 1267-1272 An exponential bound for Cox regression
by Goldberg, Y. & Kosorok, M.R.
- 1273-1284 Local M-estimation for jump-diffusion processes
by Wang, Yunyan & Zhang, Lixin & Tang, Mingtian
- 1285-1289 On interval and point estimators based on a penalization of the modified profile likelihood
by Ventura, Laura & Racugno, Walter
- 1290-1296 Some recursive formulas related to inverse moments of the random variables with binomial-type distributions
by Zhao, Feng-Zhen
- 1297-1302 A practical ad hoc adjustment to the Simes P-value
by Lloyd, Chris J.
- 1303-1309 A note on exponential state feedback stabilizability by a Razumikhin type theorem of mild solutions of SDEs with delay
by Govindan, T.E. & Ahmed, N.U.
- 1310-1317 Bayesian estimation of parameters for the bivariate Gompertz regression model with shared gamma frailty under random censoring
by Hanagal, David D. & Sharma, Richa
- 1318-1325 Estimating common mean and heterogeneity variance in two study case meta-analysis
by Rukhin, Andrew L.
- 1326-1330 Statistical causality and orthogonality of local martingales
by Valjarević, Dragana & Petrović, Ljiljana
- 1331-1336 The compound Pascal model with dividends paid under random interest
by Geng, Xianmin & Wang, Ying
- 1337-1345 Varying kernel density estimation on R+
by Mnatsakanov, Robert & Sarkisian, Khachatur
- 1346-1351 A simplified representation of the covariance structure of axially symmetric processes on the sphere
by Huang, Chunfeng & Zhang, Haimeng & Robeson, Scott M.
- 1352-1357 Bounds on the complier average causal effect in randomized trials with noncompliance
by Chiba, Yasutaka
- 1358-1366 The discounted penalty function with multi-layer dividend strategy in the phase-type risk model
by Jiang, Wuyuan & Yang, Zhaojun & Li, Xinping
- 1367-1373 Some new lower bounds to centered and wrap-round L2-discrepancies
by Chatterjee, Kashinath & Li, Zhaohai & Qin, Hong
- 1374-1382 Sequential maximum likelihood estimation for reflected generalized Ornstein–Uhlenbeck processes
by Bo, Lijun & Yang, Xuewei
- 1383-1387 Canonical higher-order kernels for density derivative estimation
by Henderson, Daniel J. & Parmeter, Christopher F.
- 1388-1390 Remarks on maximal inequalities for non-negative demisubmartingales
by Prakasa Rao, B.L.S.
- 1391-1400 Estimation with left-truncated and right censored data: A comparison study
by Ahmadi, Jafar & Doostparast, Mahdi & Parsian, Ahmad
- 1401-1406 The Hausman–Taylor panel data model with serial correlation
by Baltagi, Badi H. & Liu, Long
- 1407-1412 Conditional dependence diagnostic in the latent class model: A simulation study
by Subtil, Ana & de Oliveira, M. Rosário & Gonçalves, Luzia
- 1413-1421 On spatial conditional mode estimation for a functional regressor
by Dabo-Niang, Sophie & Kaid, Zoulikha & Laksaci, Ali
- 1422-1429 A note on bounds for the causal infectiousness effect in vaccine trials
by Chiba, Yasutaka
- 1430-1438 Limiting spectral distribution of block matrices with Toeplitz block structure
by Basu, Riddhipratim & Bose, Arup & Ganguly, Shirshendu & Hazra, Rajat Subhra
- 1439-1444 Asymmetry tests for bifurcating auto-regressive processes with missing data
by de Saporta, Benoîte & Gégout-Petit, Anne & Marsalle, Laurence
- 1445-1453 A multi-point Metropolis scheme with generic weight functions
by Martino, Luca & Del Olmo, Victor Pascual & Read, Jesse
- 1454-1462 Additive hazards models for gap time data with multiple causes
by Sankaran, P.G. & Anisha, P.
- 1463-1467 An empirical likelihood confidence interval for the volume under ROC surface
by Wan, Shuwen
- 1468-1473 Structure of a double autoregressive process driven by a hidden Markov chain
by Liu, Ji-Chun
- 1474-1478 Constraints placed on random sequences by their compressibility
by Davie, George
- 1479-1487 Invertibility of random submatrices via tail-decoupling and a matrix Chernoff inequality
by Chrétien, Stéphane & Darses, Sébastien
2012, Volume 82, Issue 6
- 1043-1048 Set valued probability and its connection with set valued measure
by Stojaković, Mila
- 1049-1053 Quantile based entropy function
by Sunoj, S.M. & Sankaran, P.G.
- 1054-1058 A Dubins type solution to the Skorokhod embedding problem
by Baker, David M.
- 1059-1066 An EPPF from independent sequences of geometric random variables
by Mena, Ramsés H. & Walker, Stephen G.
- 1067-1081 An exponentiated exponential binomial distribution with application
by Bakouch, Hassan S. & Ristić, Miroslav M. & Asgharzadeh, A. & Esmaily, L. & Al-Zahrani, Bander M.
- 1082-1087 A martingale transformation for superprocesses
by He, Hui & Luan, Nana
- 1088-1094 Pseudo-Bayesian A-optimal designs for estimating the point of maximum in component-amount Darroch–Waller mixture model
by Mandal, N.K. & Pal, Manisha & Aggarwal, M.L.
- 1095-1101 D-optimal designs for quadratic mixture canonical polynomials with spline
by Zhang, Chongqi & Peng, Heng
- 1102-1110 The missing mass problem
by Berend, Daniel & Kontorovich, Aryeh
- 1111-1115 Regression quantiles and their two-step modifications
by Jurečková, Jana & Picek, Jan
- 1116-1119 Is the p-value a good measure of evidence? Asymptotic consistency criteria
by Grendár, M.
- 1120-1128 Bounds on exponential moments of hitting times for reflected processes on the positive orthant
by Lee, Chihoon
- 1129-1135 Some aspects of minimum variance unbiased estimation in presence of ancillary statistics
by Nayak, Tapan K. & Sinha, Bimal
- 1136-1144 Numerical issues in estimation of integral curves from noisy diffusion tensor data
by Sakhanenko, Lyudmila
- 1145-1150 Strongly consistent nonparametric tests of conditional independence
by Györfi, László & Walk, Harro
- 1151-1159 Exponential stability in terms of two measures of impulsive stochastic functional differential systems via comparison principle
by Yao, Fengqi & Deng, Feiqi
- 1160-1168 A note on the domination inequalities and their applications
by Ren, Yaofeng & Shen, Jing
- 1169-1174 Analytic calculations for the EM algorithm for multivariate skew-t mixture models
by Vrbik, I. & McNicholas, P.D.
- 1175-1184 Moderate deviations for some nonparametric estimators with errors in variables
by Zhao, Shoujiang & Liu, Qiaojing
- 1185-1192 Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier
by Xu, Xiaoming
- 1193-1201 A simple variance inequality for U-statistics of a Markov chain with applications
by Fort, G. & Moulines, E. & Priouret, P. & Vandekerkhove, P.
- 1202-1207 On Dobrushin’s inequality
by Szewczak, Zbigniew S.
- 1208-1217 Strong law of large numbers for weighted U-statistics: Application to incomplete U-statistics
by Nasari, Masoud M.
2012, Volume 82, Issue 5
- 865-870 A note on the construction of locally D- and DS-optimal designs for the binary logistic model with several explanatory variables
by Kabera, M. Gaëtan & Haines, Linda M. & Ndlovu, Principal
- 871-875 A note on the bilateral inequality for a sequence of random variables
by Liu, Jicheng
- 876-884 Two sample distribution-free inference based on partially rank-ordered set samples
by Gao, Jinguo & Ozturk, Omer
- 885-893 Best constants in the weak type inequalities for a martingale conditional square function
by Osȩkowski, Adam
- 894-901 Strong convergence of ESD for the generalized sample covariance matrices when p/n→0
by Bao, Zhigang
- 902-906 A note on the robustness of the continual reassessment method
by Azriel, David
- 907-915 On parametrization, robustness and sensitivity analysis in a marginal structural Cox proportional hazards model for point exposure
by Tchetgen Tchetgen, Eric J. & Robins, James
- 916-924 On a rapid simulation of the Dirichlet process
by Zarepour, Mahmoud & Labadi, Luai Al
- 925-931 Chebyshev’s inequality for Banach-space-valued random elements
by Zhou, Ling & Hu, Ze-Chun
- 932-941 Nonparametric estimation of density under bias and multiplicative censoring via wavelet methods
by Abbaszadeh, Mohammad & Chesneau, Christophe & Doosti, Hassan
- 942-948 On weak dependence conditions for Poisson autoregressions
by Doukhan, Paul & Fokianos, Konstantinos & Tjøstheim, Dag
- 949-958 On tail index estimation using a sample with missing observations
by Ilić, Ivana
- 959-964 Semicircle law of Tyler’s M-estimator for scatter
by Frahm, Gabriel & Glombek, Konstantin
- 965-971 A law of the single logarithm for weighted sums of arrays applied to bootstrap model selection in regression
by Lafaye de Micheaux, Pierre & Léger, Christian
- 972-978 Approximate maximum entropy on the mean for instrumental variable regression
by Loubes, Jean-Michel & Rochet, Paul
- 979-990 Reflected backward stochastic differential equations with time delayed generators
by Zhou, Qing & Ren, Yong
- 991-997 Objective priors for generative star-shape models
by Liang, Ye & Sun, Dongchu
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