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2012, Volume 82, Issue 3
- 433-437 A characterization of the bivariate negative binomial distribution via α-monotonicity
by Sreehari, M.
- 438-445 Prior influence in linear regression when the number of covariates increases to infinity
by Leon-Novelo, Luis & Casella, George
- 446-454 On extensions of Hoeffding’s inequality for panel data
by Yao, Lili & Jiang, Wenxin
- 455-463 Asymptotics for dependent Bernoulli random variables
by Wu, Lan & Qi, Yongcheng & Yang, Jingping
- 464-472 Strong approximations and sequential change-point analysis for diffusion processes
by Mihalache, Stefan
- 473-477 A theory for the multiset sampler
by Chen, Yuguo
- 478-487 An estimate of the remainder of a limit theorem
by He, Jianjun
- 488-495 Strong consistency of the stationary bootstrap under ψ-weak dependence
by Hwang, Eunju & Shin, Dong Wan
- 496-504 On the Gerber–Shiu function for a risk model with multi-layer dividend strategy
by Bratiichuk, Mykola
- 505-513 Spline estimators for semi-functional linear model
by Zhou, Jianjun & Chen, Min
- 514-518 Some optimal bounds in the central limit theorem using zero biasing
by Tyurin, I.S.
- 519-527 A note on the modified two-way MANOVA tests
by Zhang, Jin-Ting & Xiao, Shengning
- 528-534 A rough margin-based linear ν support vector regression
by Xu, Yitian
- 535-541 Rank-based inference for the single-index model
by Feng, Long & Zou, Changliang & Wang, Zhaojun
- 542-547 Complementary design theory for sliced equidistance designs
by He, Yuanzhen & Ai, Mingyao
- 548-556 Optimal rates of convergence in the Weibull model based on kernel-type estimators
by Mercadier, Cécile & Soulier, Philippe
- 557-564 Absolutely continuous measure for a jump-type Fleming–Viot process
by da Silva, Telles Timóteo & Fragoso, Marcelo Dutra
- 565-573 Asymptotically unbiased estimation of the second order tail parameter
by de Wet, Tertius & Goegebeur, Yuri & Munch, Maria Reimert
- 574-585 Preservation properties of a homogeneous Poisson process stopped at an independent random time
by Salehi, E.T. & Badía, F.G. & Asadi, M.
- 586-591 A note on transition density for the reflected Ornstein–Uhlenbeck process
by Xing, Xiaoyu & Xing, Yongsheng & Yang, Xuewei
- 592-598 Universally optimal designs under an interference model with equal left- and right-neighbor effects
by Filipiak, Katarzyna
- 599-605 A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in Rn
by Vakeroudis, S. & Yor, M.
- 606-613 Testing the covariance function of stationary Gaussian random fields
by Taheriyoun, Ali Reza
- 614-620 Asymptotic behavior of the solution of heat equation driven by fractional white noise
by Song, Jian
- 621-625 On the nonidentifiability property of Archimedean copula models under dependent censoring
by Wang, Antai
- 626-635 Model-based likelihood ratio confidence intervals for survival functions
by Subramanian, Sundarraman
- 636-644 Two-sample Dvoretzky–Kiefer–Wolfowitz inequalities
by Wei, Fan & Dudley, Richard M.
- 645-652 Exact asymptotics of supremum of a stationary Gaussian process over a random interval
by Arendarczyk, Marek & Dȩbicki, Krzysztof
- 653-663 Weighted composite quantile estimation and variable selection method for censored regression model
by Tang, Linjun & Zhou, Zhangong & Wu, Changchun
- 664-671 Atomic decompositions of Banach lattice-valued martingales
by Zhang, Xueying & Zhang, Chuanzhou
- 672-682 Anticipated backward stochastic differential equations with non-Lipschitz coefficients
by Wu, Hao & Wang, Wenyuan & Ren, Jie
- 683-691 Maximal and moment inequalities for demimartingales and N-demimartingales
by Christofides, Tasos C. & Hadjikyriakou, Milto
- 692-698 Asymptotic power comparison of three tests in GMANOVA when the number of observed points is large
by Yamada, Takayuki & Sakurai, Tetsuro
- 699-704 Heat equation with a general stochastic measure on nested fractals
by Radchenko, Vadym & Zähle, Martina
2012, Volume 82, Issue 2
- 217-224 Approximation of the variance gamma model with a finite mixture of normals
by Loregian, Angela & Mercuri, Lorenzo & Rroji, Edit
- 225-231 Shrinkage estimation for identification of linear components in additive models
by Lian, Heng
- 232-239 Some inequalities for demimartingales and N-demimartingales
by Hu, Shuhe & Wang, Xinghui & Yang, Wenzhi & Wang, Xuejun
- 240-251 Stochastic integration with respect to the sub-fractional Brownian motion with H∈(0,12)
by Shen, Guangjun & Chen, Chao
- 252-261 A two-parameter of weighted exponential distributions
by Shakhatreh, M.K.
- 262-267 An order-theoretic mixing condition for monotone Markov chains
by Kamihigashi, Takashi & Stachurski, John
- 268-273 A short note on the GI/Geo/1 queueing system
by Pacheco, A. & Samanta, S.K. & Chaudhry, M.L.
- 274-282 A bias corrected nonparametric regression estimator
by Yao, Weixin
- 283-290 New results on stochastic comparisons of two-component series and parallel systems
by Misra, Neeraj & Misra, Amit Kumar
- 291-294 An elementary proof of the lower bound of Cramér’s Theorem in Rd
by Yang, Xiangfeng
- 295-302 Stochastic orders of the Marshall–Olkin extended distribution
by Nanda, Asok K. & Das, Suchismita
- 303-307 Continuous inspection with memory
by Gusev, Andrey L.
- 308-317 Variable selection and coefficient estimation via composite quantile regression with randomly censored data
by Jiang, Rong & Qian, Weimin & Zhou, Zhangong
- 318-325 Weighted-mean regions of a probability distribution
by Dyckerhoff, Rainer & Mosler, Karl
- 326-331 Generalized δ-shock model via runs
by Eryılmaz, Serkan
- 332-339 Prediction with measurement errors in finite populations
by Singer, Julio M. & Stanek, Edward J. & Lencina, Viviana B. & González, Luz Mery & Li, Wenjun & San Martino, Silvina
- 340-347 Asymptotic behavior and the moderate deviation principle for the maximum of a Dyck path
by Kousha, Termeh
- 348-356 A simple extension of boosting for asymmetric mislabeled data
by Hayashi, Kenichi
- 357-359 Sufficient statistic likelihood construction for age- and time-dependent multi-state joint recapture and recovery data
by McCrea, R.S.
- 360-364 On the asymptotic distribution of a unit root test against ESTAR alternatives
by Hanck, Christoph
- 365-370 On equivalencies between design-based and regression-based variance estimators for randomized experiments
by Samii, Cyrus & Aronow, Peter M.
- 371-377 Testing the no-treatment effect based on a possibly misspecified accelerated failure time model
by Hattori, Satoshi
- 378-384 Convergence rate for predictive recursion estimation of finite mixtures
by Martin, Ryan
- 385-395 Rates of convergence of extreme for general error distribution under power normalization
by Chen, Shouquan & Wang, Chao & Zhang, Geng
- 396-402 Missing information and an optimal one-step plan in a Type II progressive censoring scheme
by Park, Sangun & Ng, Hon Keung Tony
- 403-410 An explicit representation of Verblunsky coefficients
by Bingham, N.H. & Inoue, Akihiko & Kasahara, Yukio
2012, Volume 82, Issue 1
- 1-6 Bootstrap confidence interval for a correlation curve
by Nilsson, William & del Barrio Castro, Tomás
- 7-14 An inverse first-passage problem for one-dimensional diffusions with random starting point
by Abundo, Mario
- 15-21 On the estimation of the shape parameter of the gamma distribution in second-order asymptotics
by Takagi, Yoshiji
- 22-28 A note on a Marčenko–Pastur type theorem for time series
by Yao, Jianfeng
- 29-36 An empirical likelihood approach to quantile regression with auxiliary information
by Tang, Cheng Yong & Leng, Chenlei
- 37-39 On convex hull of d-dimensional fractional Brownian motion
by Davydov, Yu.
- 40-48 The first-passage times of phase semi-Markov processes
by Zhang, Xuan & Hou, Zhenting
- 49-57 The class of tenable zero-balanced Pólya urns with an initially dominant subset of colors
by Kholfi, Sanaa & Mahmoud, Hosam M.
- 58-62 Asymptotic efficiency of ridge estimator in linear and semiparametric linear models
by Luo, June
- 63-66 Empirical likelihood for the parametric part in partially linear errors-in-function models
by Huang, Zhensheng
- 67-71 A generalized Isserlis theorem for location mixtures of Gaussian random vectors
by Vignat, C.
- 72-76 Superlarge deviation probabilities for sums of independent lattice random variables with exponential decreasing tails
by Rozovsky, Leonid
- 77-83 Wrapped weighted exponential distributions
by Roy, Shongkour & Adnan, Mian Arif Shams
- 84-95 A new family of convex weakly compact valued random variables in Banach space and applications to laws of large numbers
by Castaing, Charles & Quang, Nguyen Van & Thuan, Nguyen Tran
- 96-102 A new generalized p-value for testing equality of inverse Gaussian means under heterogeneity
by Shi, Jian-Hong & Lv, Jiang-Long
- 103-108 Spectral analytic comparisons for data augmentation
by Roy, Vivekananda
- 109-115 A normal inverse Gaussian model for a risky asset with dependence
by Leonenko, N.N. & Petherick, S. & Sikorskii, A.
- 116-122 Moderate deviations for a risk model based on the customer-arrival process
by Shen, Xinmei & Zhang, Yi
- 123-129 A law of large numbers result for a bifurcating process with an infinite moving average representation
by Terpstra, Jeff T. & Elbayoumi, Tamer
- 130-138 Ruin probabilities of a bidimensional risk model with investment
by Zhang, Yuanyuan & Wang, Wensheng
- 139-144 Backbone decomposition for continuous-state branching processes with immigration
by Kyprianou, A.E. & Ren, Y.-X.
- 145-150 On the convergence of LePage series in Skorokhod space
by Davydov, Youri & Dombry, Clément
- 151-157 On the orthogonal component of BSDEs in a Markovian setting
by Réveillac, Anthony
- 158-164 A note on using periodogram-based distances for comparing spectral densities
by Jentsch, Carsten & Pauly, Markus
- 165-172 A note on first-passage times of continuously time-changed Brownian motion
by Hieber, Peter & Scherer, Matthias
- 173-179 L1-consistent estimation of the density of residuals in random design regression models
by Devroye, Luc & Felber, Tina & Kohler, Michael & Krzyżak, Adam
- 180-185 Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information
by Cai, Zongwu & Fang, Ying & Su, Jia
- 186-190 Inequalities for martingale transforms and related characterizations of Hilbert spaces
by Osȩkowski, Adam
- 191-195 The diminishing segment process
by Ambrus, Gergely & Kevei, Péter & Vígh, Viktor
- 196-202 A note on Gaussian correlation inequalities for nonsymmetric sets
by Lim, Adrian P.C. & Luo, Dejun
- 203-211 The K-level crossings of a random algebraic polynomial with dependent coefficients
by Matayoshi, Jeffrey
- 212-216 Almost surely convergent summands of a random sum
by Chobanyan, S. & Levental, S. & Mandrekar, V.
2011, Volume 81, Issue 12
- 1743-1750 Representation of Downton’s bivariate exponential random vector and its applications
by Kim, Bara & Kim, Jeongsim
- 1751-1755 Simultaneous estimation of negative binomial dispersion parameters
by Grevstad, Nels
- 1756-1759 Correction in Bayesian nonparametric estimation in a series system or a competing-risk model
by Polpo, A. & Sinha, D.
- 1760-1765 Generalization of ℓ1 constraints for high dimensional regression problems
by Alquier, Pierre & Hebiri, Mohamed
- 1766-1770 Hidden Markov partition models
by Farcomeni, Alessio
- 1771-1781 On the number of groups in clustering
by Fischer, Aurélie
- 1782-1791 A class of probability distribution functions preserving the packing dimension
by Li, Jinjun
- 1792-1801 A lack-of-fit test in Tobit errors-in-variables regression models
by Song, Weixing & Yao, Weixin
- 1802-1807 Nonparametric estimation of the log odds ratio for sparse data by kernel smoothing
by Chen, Ziqi & Shi, Ning-Zhong & Gao, Wei
- 1808-1812 A remark on the law of the logarithm for weighted sums of random variables with multidimensional indices
by Chen, Pingyan & Hao, Chunyan
- 1813-1821 On a generalized mixture of standard normal and skew normal distributions
by Satheesh Kumar, C. & Anusree, M.R.
- 1822-1822 Acknowledgement of priority to: “Universal residuals: A multivariate transformation. Statistics & Probability Letters 27, 2007, 1473–1478”
by Brockwell, A.E.
- 1823-1826 A note on two measures of dependence
by Bradley, Richard C.
- 1827-1832 Limiting behavior of the search cost distribution for the move-to-front rule in the stable case
by Leisen, Fabrizio & Lijoi, Antonio & Paroissin, Christian
- 1833-1840 Distribution-free monitoring of univariate processes
by Qiu, Peihua & Li, Zhonghua
- 1841-1846 Optimality of the threshold dividend strategy for the compound Poisson model
by Yin, Chuancun & Yuen, Kam Chuen
- 1847-1858 Weak consistency of the Support Vector Machine Quantile Regression approach when covariates are functions
by Crambes, Christophe & Gannoun, Ali & Henchiri, Yousri
- 1859-1861 Convergence in distribution of point processes on Polish spaces to a simple limit
by Peterson, Lisa D.
- 1862-1866 Portfolio separation properties of the skew-elliptical distributions, with generalizations
by Framstad, N.C.
- 1867-1870 A conservative estimator for the proportion of false nulls based on Dvoretzky, Kiefer and Wolfowitz inequality
by Farcomeni, Alessio & Pacillo, Simona
- 1871-1875 Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence
by Wishart, Justin Rory
- 1876-1882 The tail probability of the product of dependent random variables from max-domains of attraction
by Yang, Yingying & Hu, Shuhe & Wu, Tao
- 1883-1890 The strong law of large numbers and the Shannon–McMillan theorem for nonhomogeneous Markov chains indexed by a Cayley tree
by Dong, Yan & Yang, Weiguo & Bai, Jianfang
- 1891-1898 The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails
by Bai, Xiaodong & Song, Lixin
- 1899-1910 Time-changed Poisson processes
by Kumar, A. & Nane, Erkan & Vellaisamy, P.
- 1911-1919 Lower and upper bounds of large deviation for sums of subexponential claims in a multi-risk model
by Lu, Dawei
- 1920-1928 Consistency of spike and slab regression
by Ishwaran, Hemant & Sunil Rao, J.
- 1929-1939 On the fractional counterpart of the higher-order equations
by D’Ovidio, Mirko
- 1940-1944 Deviations of discrete distributions and a question of Móri
by Berenhaut, Kenneth S. & Baxley, John V. & Lyday, Robert G.
- 1945-1952 Sharp maximal inequality for nonnegative martingales
by Osȩkowski, Adam
- 1953-1960 Analytic and numerical analysis of some statistical features of fragmentation processes
by Ghorbel, M.
- 1961-1969 Parameter estimation for first-order bifurcating autoregressive processes with Weibull innovations
by Zhang, Chenhua
- 1970-1977 Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps
by Cui, Jing & Yan, Litan & Sun, Xichao
- 1978-1985 Asymptotic limit properties of the occupation measure for a transient Brownian sheet
by Lin, Huonan & Wang, Jian
- 1986-1994 Robust estimation for nonparametric generalized regression
by Bianco, Ana M. & Boente, Graciela & Sombielle, Susana
- 1995-2003 Invariant dependence structures and Archimedean copulas
by Durante, Fabrizio & Jaworski, Piotr & Mesiar, Radko
- 2004-2010 Spurious regression and lurking variables
by García-Belmonte, Lizeth & Ventosa-Santaulària, Daniel
- 2011-2015 Some inequalities for absolute moments
by Ushakov, N.G.
- 2016-2025 Ageing concepts: An approach based on quantile function
by Unnikrishnan Nair, N. & Vineshkumar, B.
- 2026-2029 A note on eigenvalues of random block Toeplitz matrices with slowly growing bandwidth
by Li, Yi-Ting & Liu, Dang-Zheng & Sun, Xin & Wang, Zheng-Dong
November 2011, Volume 81, Issue 11
- 1561-1564 Large deviations for the radial processes of the Brownian motions on hyperbolic spaces
by Hirao, Masatake
- 1565-1570 Concentration of measure for the number of isolated vertices in the Erdos-Rényi random graph by size bias couplings
by Ghosh, Subhankar & Goldstein, Larry & Raic, Martin
- 1571-1579 A uniform asymptotic expansion for weighted sums of exponentials
by van Leeuwaarden, J.S.H. & Temme, N.M.
- 1580-1587 Preliminary test estimation for spectra
by Maeyama, Yusuke & Tamaki, Kenichiro & Taniguchi, Masanobu
- 1588-1593 Least squares estimators of the regression function with twice censored data
by Kebabi, K. & Laroussi, I. & Messaci, F.
- 1594-1598 Characterizations of bivariate models using dynamic Kullback-Leibler discrimination measures
by Navarro, J. & Sunoj, S.M. & Linu, M.N.
- 1599-1603 Likelihood ratio tests for continuous monotone hazards with an unknown change point
by Williams, M.R. & Kim, D.
- 1604-1611 Fluctuation limits of site-dependent branching systems in critical and large dimensions
by Li, Yuqiang
- 1612-1622 Estimation for a class of nonstationary processes
by Lii, Keh-Shin & Rosenblatt, Murray
- 1623-1626 A Central Limit Theorem for linear random fields
by Mallik, Atul & Woodroofe, Michael
- 1627-1634 On periodically isotonic climate change
by Shen, Gang
- 1635-1647 Estimates of low bias for the multivariate normal
by Withers, Christopher S. & Nadarajah, Saralees
- 1648-1653 On infinitely divisible distributions with light tails of Lévy measures
by Braverman, Michael
- 1654-1663 Uniform convergence of nonparametric regressions in competing risk models with right censoring
by Bordes, Laurent & Gneyou, Kossi Essona
- 1664-1669 Selfdecomposability of moving average fractional Lévy processes
by Cohen, Serge & Maejima, Makoto
- 1670-1676 The bivariate normal copula function is regularly varying
by Fung, Thomas & Seneta, Eugene
- 1677-1682 Some new results on unimodality of generalized order statistics and their spacings
by Alimohammadi, Mahdi & Alamatsaz, Mohammad Hossein
- 1683-1689 The packing indices for some Lévy processes
by Zheng, Jing & Lin, Zhengyan & Tong, Changqing
- 1690-1694 Khasminskii-type theorems for stochastic functional differential equations with infinite delay
by Wu, Fuke & Hu, Shigeng
- 1695-1705 Deriving and comparing the distribution for the number of false positives in single step methods to control k-FWER
by Miecznikowski, Jeffrey C. & Gold, David & Shepherd, Lori & Liu, Song
- 1706-1716 Circulant type matrices with heavy tailed entries
by Bose, Arup & Guha, Suman & Hazra, Rajat Subhra & Saha, Koushik
- 1717-1724 Robust Bayesian prediction and estimation under a squared log error loss function
by Kiapour, A. & Nematollahi, N.
- 1725-1732 Relative deficiency of quantile estimators for left truncated and right censored data
by Zhao, Mu & Bai, Fangfang & Zhou, Yong
- 1733-1737 The exact null distribution of the generalized Hollander-Proschan type test for NBUE alternatives
by Anis, M.Z. & Basu, Kinjal
- 1738-1741 A note on Marcinkiewicz laws for strictly stationary [phi]-mixing sequences
by Szewczak, Zbigniew S.
October 2011, Volume 81, Issue 10
- 1471-1475 Properties of graphical regression models for multidimensional categorical data
by Johnson, Devin S. & Hoeting, Jennifer A.
- 1476-1481 Direct consequences of the basic Ballot Theorem
by Lengyel, Tamás
- 1482-1485 A new proof of convergence of MCMC via the ergodic theorem
by Asmussen, Søren & Glynn, Peter W.
- 1486-1492 An intermediate Baum-Katz theorem
by Gut, Allan & Stadtmüller, Ulrich
- 1493-1501 On Kendall-Ressel and related distributions
by Vinogradov, Vladimir
- 1502-1506 A nonparametric version of Wilks' lambda--Asymptotic results and small sample approximations
by Liu, Chunxu & Bathke, Arne C. & Harrar, Solomon W.
- 1507-1517 Simultaneous testing for the successive differences of exponential location parameters under heteroscedasticity
by Maurya, Vishal & Goyal, Anju & Gill, Amar Nath
- 1518-1523 A note on active redundancy allocations in k-out-of-n systems
by Misra, Amit Kumar & Misra, Neeraj
- 1524-1534 A new kind of modified transportation cost inequalities and polynomial concentration inequalities
by Ding, Ying & Zhang, Xinsheng
- 1535-1540 Offline and online weighted least squares estimation of nonstationary power ARCH processes
by Aknouche, Abdelhakim & Al-Eid, Eid M. & Hmeid, Aboubakry M.
- 1541-1546 A test for self-exciting clustering mechanism
by Fama, Yuchen & Pozdnyakov, Vladimir
- 1547-1551 Only the first term of some series counts
by Spataru, Aurel
- 1552-1558 On the first passage time of a simple random walk on a tree
by Bapat, R.B.
- 1559-1559 Corrigendum to: "Improved additive adjustments for the LR/ELR test statistics" [Statist. Probab. Lett. 81 (2011) 1245-1255]
by Kakizawa, Yoshihide
September 2011, Volume 81, Issue 9
- 1339-1347 Combining empirical likelihood and generalized method of moments estimators: Asymptotics and higher order bias
by Israelov, Roni & Lugauer, Steven
- 1348-1353 Maximal inequalities for N-demimartingale and strong law of large numbers
by Wang, Xuejun & Hu, Shuhe & Prakasa Rao, B.L.S. & Yang, Wenzhi
- 1354-1364 Marginal density estimation for linear processes with cyclical long memory
by Ould Haye, Mohamedou & Philippe, Anne
- 1365-1369 Multivariate copulas, quasi-copulas and lattices
by Fernández-Sánchez, Juan & Nelsen, Roger B. & Úbeda-Flores, Manuel
- 1370-1379 A multivariate semi-logistic autoregressive process and its characterization
by Yeh, Hsiaw-Chan
- 1380-1391 Lévy area for Gaussian processes: A double Wiener-Itô integral approach
by Ferreiro-Castilla, Albert & Utzet, Frederic
- 1392-1397 Simulating tail asymptotics of a Markov chain
by Khanchi, Aziz & Lamothe, Gilles
- 1398-1406 Bayesian estimation of regression parameters in elliptical measurement error models
by Vidal, Ignacio & Bolfarini, Heleno
- 1407-1418 The dispersive effect of cross-aging with archimedean copulas
by Denuit, Michel M. & Mesfioui, Mhamed
- 1419-1424 Local asymptotics for the time of first return to the origin of transient random walk
by Doney, R.A. & Korshunov, D.A.
- 1425-1435 Asymptotic behaviors of the Lorenz curve and Gini index in sampling from a length-biased distribution
by Fakoor, V. & Ghalibaf, M. Bolbolian & Azarnoosh, H.A.
- 1436-1444 Harnack inequalities for Ornstein-Uhlenbeck processes driven by Lévy processes
by Wang, Jian
- 1445-1448 Invariance of statistical causality under convergence
by Petrovic, Ljiljana & Dimitrijevic, Sladjana
- 1449-1457 Consistent estimation of species abundance from a presence-absence map
by Müller, Christine H. & Huggins, Richard & Hwang, Wen-Han
- 1458-1462 An elementary proof of the L1 log-Sobolev inequality for Poisson point processes
by Deng, Chang-Song & Song, Yan-Hong
- 1463-1464 A correction on approximation of smoothing probabilities for hidden Markov models
by Lember, Jüri
- 1465-1470 The Mantel-Haenszel estimator adapted for complex survey designs is not dually consistent
by Brumback, Babette A. & He, Zhulin
August 2011, Volume 81, Issue 8
- 903-906 A simple characterization of Student's distributions and normal distributions
by Wang, Jiantian
- 907-914 Estimation of the offspring mean in a supercritical branching process with non-stationary immigration
by Rahimov, I.
- 915-920 On simulated annealing with temperature-dependent energy and temperature-dependent communication
by Robini, Marc C. & Reissman, Pierre-Jean
- 921-929 Berry-Esseen bound for parameter estimation in some time inhomogeneous diffusions and applications
by Wang, Baobin & Jiang, Hui & Yu, Jinyou
- 930-936 A robust alternative to the ratio estimator under non-normality
by Oral, Evrim & Oral, Ece
- 937-946 On stochastic orderings of the Wilcoxon Rank Sum test statistic--With applications to reproducibility probability estimation testing
by De Capitani, L. & De Martini, D.
- 947-956 An empirical likelihood approach to data analysis under two-stage sampling designs
by Zheng, Ming & Yu, Wen
- 957-961 The product of two dependent random variables with regularly varying or rapidly varying tails
by Jiang, Jun & Tang, Qihe
- 962-972 Power variation of fractional integral processes with jumps
by Liu, Guangying & Zhang, Xinsheng
- 973-982 The beta Laplace distribution
by Cordeiro, Gauss M. & Lemonte, Artur J.
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