Contact information of Elsevier
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Content
August 2011, Volume 81, Issue 8
- 983-988 A nonparametric test for a two-sample scale problem based on subsample medians
by Mahajan, Kalpana K. & Gaur, Anil & Arora, Sangeeta
- 989-997 Tempered stable laws as random walk limits
by Chakrabarty, Arijit & Meerschaert, Mark M.
- 998-1002 On the Hougaard subordinated Gaussian Lévy processes
by Grigelionis, Bronius
- 1003-1012 Remarks on the intersection local time of fractional Brownian motions
by Chen, Chao & Yan, Litan
- 1013-1020 A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter
by Diop, Mamadou Abdoul & Ouknine, Youssef
- 1021-1026 Goal achieving probabilities of constrained mean-variance strategies
by Scott, Alexandre & Watier, François
- 1027-1033 Small Box-Behnken design
by Zhang, Tian-Fang & Yang, Jian-Feng & Lin, Dennis K.J.
- 1034-1038 A limit result for the prior predictive applied to checking for prior-data conflict
by Evans, Michael & Jang, Gun Ho
- 1039-1045 The estimation of the correlation coefficient of bivariate data under dependence: Convergence analysis
by Masry, Elias
- 1046-1051 Frame theory in directional statistics
by Ehler, Martin & Galanis, Jennifer
- 1052-1055 Importance sampling as a variational approximation
by Nott, David J. & Li, Jialiang & Fielding, Mark
- 1056-1062 Sparse variational analysis of linear mixed models for large data sets
by Armagan, Artin & Dunson, David
- 1063-1071 Multivariate causality tests with simulation and application
by Bai, Zhidong & Li, Heng & Wong, Wing-Keung & Zhang, Bingzhi
- 1072-1077 Some characterization results on generalized cumulative residual entropy measure
by Kumar, Vikas & Taneja, H.C.
- 1078-1085 The mean-variance ratio test--A complement to the coefficient of variation test and the Sharpe ratio test
by Bai, Zhidong & Wang, Keyan & Wong, Wing-Keung
- 1086-1093 Martingale transforms between Hardy-Orlicz spaces and of martingales
by Yu, Lin
- 1094-1097 Relaxation time is monotone in temperature in the mean-field Ising model
by Kargin, Vladislav
- 1098-1103 The generalized Cantor distribution and its corresponding inverse distribution
by Arnold, Barry C.
- 1104-1111 Estimation for discretely observed continuous state branching processes with immigration
by Huang, Jianhui & Ma, Chunhua & Zhu, Cai
- 1112-1120 On the Kolmogorov inequalities for quadratic forms of dependent uniformly bounded random variables
by Eghbal, N. & Amini, M. & Bozorgnia, A.
- 1121-1127 Godambe estimating functions and asymptotic optimal inference
by Hwang, S.Y. & Basawa, I.V.
- 1128-1135 Martingale limit theorems of divisible statistics in a multinomial scheme with mixed frequencies
by Wu, Haizhen & Kvizhinadze, Giorgi
- 1136-1142 High-dimensional generation of Bernoulli random vectors
by Modarres, Reza
- 1143-1149 A Laplace transform method for order statistics from nonidentical random variables and its application in Phase-type distribution
by Abdelkader, Yousry H.
- 1150-1154 An equivalent representation of the Brown-Resnick process
by Engelke, S. & Kabluchko, Z. & Schlather, M.
- 1155-1160 Optimal response-adaptive allocation designs in phase III clinical trials: Incorporating ethics in optimality
by Biswas, Atanu & Bhattacharya, Rahul
- 1161-1172 On the solution process for a stochastic fractional partial differential equation driven by space-time white noise
by Wu, Dongsheng
- 1173-1178 Applying Brownian motion to the study of birth-death chains
by Markowsky, Greg
- 1179-1182 The p-folded cumulative distribution function and the mean absolute deviation from the p-quantile
by Xue, Jing-Hao & Titterington, D. Michael
- 1183-1189 Mean first passage times of two-dimensional processes with jumps
by Bo, Lijun & Lefebvre, Mario
- 1190-1195 The mixing advantage for bounded random variables
by Hamza, K. & Sudbury, A.W.
- 1196-1207 Pricing basket default swaps in a tractable shot noise model
by Herbertsson, Alexander & Jang, Jiwook & Schmidt, Thorsten
- 1208-1217 Heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions
by Lachos, Victor H. & Bandyopadhyay, Dipankar & Garay, Aldo M.
- 1218-1229 General Freidlin-Wentzell Large Deviations and positive diffusions
by Baldi, P. & Caramellino, L.
- 1230-1232 Large-time asymptotics for an uncorrelated stochastic volatility model
by Forde, Martin
- 1233-1240 A general Isserlis theorem for mixed-Gaussian random variables
by Michalowicz, J.V. & Nichols, J.M. & Bucholtz, F. & Olson, C.C.
- 1241-1244 A law of the iterated logarithm for the product limit estimator with doubly censored data
by Messaci, Fatiha & Nemouchi, Nahima
- 1245-1255 Improved additive adjustments for the LR/ELR test statistics
by Kakizawa, Yoshihide
- 1256-1259 On the visibility in well-behaved random sets in Euclidean space
by Tykesson, Johan
- 1260-1266 A sharp inequality for martingales and its applications
by Li, Bainian & Zhang, Kongsheng & Wu, Libin
- 1267-1275 A general criterion to determine the number of change-points
by Ciuperca, Gabriela
- 1276-1284 Deterministic and stochastic stability of a mathematical model of smoking
by Lahrouz, A. & Omari, L. & Kiouach, D. & Belmaâti, A.
- 1285-1291 Efficiency of the OLS estimator in the vicinity of a spatial unit root
by Martellosio, Federico
- 1292-1299 Renewal theory with a trend
by Gut, Allan
- 1300-1305 On a stochastic interacting model with stepping-stone noises
by Bo, Lijun & Wang, Yongjin
- 1306-1310 The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data
by Ajami, M. & Fakoor, V. & Jomhoori, S.
- 1311-1318 Finite-sample density and its small sample asymptotic approximation
by Jurecková, Jana & Sabolová, Radka
- 1319-1325 The behavior of warm standby components with respect to a coherent system
by Eryilmaz, Serkan
- 1326-1335 Uniform Hölder exponent of a stationary increments Gaussian process: Estimation starting from average values
by Peng, Qidi
- 1336-1337 Corrigendum to "Prediction for some processes related to a fractional Brownian motion"
by Duncan, Tyrone E. & Fink, Holger
July 2011, Volume 81, Issue 7
- 715-716 Statistics in biological and medical sciences
by Datta, Somnath & van Houwelingen, Hans C.
- 717-723 Testing for constant nonparametric effects in general semiparametric regression models with interactions
by Wei, Jiawei & Carroll, Raymond J. & Maity, Arnab
- 724-729 Accelerated failure time regression for backward recurrence times and current durations
by Keiding, Niels & Fine, Jason P. & Hansen, Oluf H. & Slama, Rémy
- 730-738 A hidden Markov model for informative dropout in longitudinal response data with crisis states
by Spagnoli, Alessandra & Henderson, Robin & Boys, Richard J. & Houwing-Duistermaat, Jeanine J.
- 739-748 Asymptotics of Bonferroni for dependent normal test statistics
by Proschan, Michael A. & Shaw, Pamela A.
- 749-758 Bias-corrected Pearson estimating functions for Taylor's power law applied to benthic macrofauna data
by Jørgensen, Bent & Demétrio, Clarice G.B. & Kristensen, Erik & Banta, Gary T. & Petersen, Hans Christian & Delefosse, Matthieu
- 759-766 On the use of double cross-validation for the combination of proteomic mass spectral data for enhanced diagnosis and prediction
by Mertens, B.J.A. & van der Burgt, Y.E.M. & Velstra, B. & Mesker, W.E. & Tollenaar, R.A.E.M. & Deelder, A.M.
- 767-772 Using randomization tests to preserve type I error with response adaptive and covariate adaptive randomization
by Simon, Richard & Simon, Noah Robin
- 773-782 A very fast algorithm for matrix factorization
by Nikulin, Vladimir & Huang, Tian-Hsiang & Ng, Shu-Kay & Rathnayake, Suren I. & McLachlan, Geoffrey J.
- 783-791 The use of ROC for defining the validity of the prognostic index in censored data
by Wolf, Petra & Schmidt, Georg & Ulm, Kurt
- 792-796 Finding quantitative trait loci genes with collaborative targeted maximum likelihood learning
by Wang, Hui & Rose, Sherri & van der Laan, Mark J.
- 797-806 Presmoothing the transition probabilities in the illness-death model
by Amorim, Ana Paula & de Uña-Álvarez, Jacobo & Meira-Machado, Luís
- 807-812 Variance computations for functionals of absolute risk estimates
by Pfeiffer, R.M. & Petracci, E.
- 813-820 Propensity score modelling in observational studies using dimension reduction methods
by Ghosh, Debashis
- 821-828 Higher order inference on a treatment effect under low regularity conditions
by Li, Lingling & Tchetgen Tchetgen, Eric & van der Vaart, Aad & Robins, James M.
- 829-835 On the maximum total sample size of a group sequential test about bivariate binomial proportions
by Yu, Jihnhee & Kepner, James L.
- 836-841 Bayes factors in the presence of population stratification
by Wang, Linglu & Li, Qizhai & Li, Zhaohai & Zheng, Gang
- 842-851 Creating a suite of macros for meta-analysis in SAS®: A case study in collaboration
by Senn, Stephen & Weir, James & Hua, Tsushung A. & Berlin, Conny & Branson, Michael & Glimm, Ekkehard
- 852-860 Power, sample size and sampling costs for clustered data
by Tokola, K. & Larocque, D. & Nevalainen, J. & Oja, H.
- 861-869 Effect partitioning under interference in two-stage randomized vaccine trials
by VanderWeele, Tyler J. & Tchetgen Tchetgen, Eric J.
- 870-875 Sample size calculation for a regularized t-statistic in microarray experiments
by Hirakawa, Akihiro & Hamada, Chikuma & Yoshimura, Isao
- 876-883 A Bayesian approach for analyzing case 2 interval-censored data under the semiparametric proportional odds model
by Wang, Lianming & Lin, Xiaoyan
- 884-891 The two-dimensional beta binomial distribution
by Bibby, Bo Martin & Væth, Michael
- 892-901 Pseudo-likelihood methodology for partitioned large and complex samples
by Molenberghs, Geert & Verbeke, Geert & Iddi, Samuel
June 2011, Volume 81, Issue 6
- 632-638 Stochastic orderings, folded beta distributions and fairness in coin flips
by Berenhaut, Kenneth S. & Bergen, Lauren D.
- 639-641 A note on Left-Spherically Distributed test with covariates
by Finos, Livio
- 642-646 Functional central limit theorem for the volume of excursion sets generated by associated random fields
by Meschenmoser, D. & Shashkin, A.
- 647-651 Shape restriction of the multi-dimensional Bernstein prior for density functions
by Zheng, Yanbing
- 652-661 Bootstrap with larger resample size for root-n consistent density estimation with time series data
by Chang, Christopher C. & Politis, Dimitris N.
- 662-672 Almost sure limit theorems for stable distributions
by Wu, Qunying
- 673-677 On the degree evolution of a fixed vertex in some growing networks
by Lindholm, Mathias & Vallier, Thomas
- 678-684 Marcinkiewicz-Zygmund inequality for nonnegative N-demimartingales and related results
by Hadjikyriakou, Milto
- 685-693 Estimation of the essential supremum of a regression function
by Kohler, Michael & Krzyzak, Adam & Walk, Harro
- 694-703 NM-QELE for ARMA-GARCH models with non-Gaussian innovations
by Ha, Jeongcheol & Lee, Taewook
- 704-713 On the weighted multivariate Wilcoxon rank regression estimate
by Zhou, Weihua & Wang, Jin
2011, Volume 81, Issue 6
May 2011, Volume 81, Issue 5
- 539-547 Central limit theorems for a supercritical branching process in a random environment
by Wang, Hesong & Gao, Zhiqiang & Liu, Quansheng
- 548-551 The L1 strong consistency of ARCH innovation density estimator
by Cheng, Fuxia & Wen, Miin-Jye
- 552-559 Log-likelihood ratio test for detecting transient change
by Jarusková, Daniela & Piterbarg, Vladimir I.
- 560-562 Moment explosion in the LIBOR market model
by Gerhold, Stefan
- 563-570 On efficient estimators of two seemingly unrelated regressions
by Wang, Lichun & Lian, Heng & Singh, Radhey S.
- 571-579 Kernel adjusted density estimation
by Srihera, Ramidha & Stute, Winfried
- 580-585 A note on the stochastic differential equations driven by G-Brownian motion
by Ren, Yong & Hu, Lanying
- 586-591 Dependence between two multivariate extremes
by Ferreira, H.
- 592-602 Spectral convergence for a general class of random matrices
by Rubio, Francisco & Mestre, Xavier
- 603-610 Empirical likelihood inference for the accelerated failure time model
by Zhao, Yichuan
- 611-613 Poisson distributions: Identification of parameters from the distribution of the maximum and a conjecture on the partial sums of the power series for exp(x)
by Bi, L. & Mukherjea, A.
- 614-617 One characterization of symmetry
by Ushakov, N.G.
- 618-625 Stability of L-statistics from weakly dependent observations
by Kaluszka, Marek & Okolewski, Andrzej
April 2011, Volume 81, Issue 4
- 451-459 Mixed effects regression trees for clustered data
by Hajjem, Ahlem & Bellavance, François & Larocque, Denis
- 460-469 On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling
by Kawai, Reiichiro & Masuda, Hiroki
- 470-477 An Osgood criterion for integral equations with applications to stochastic differential equations with an additive noise
by León, Jorge A. & Villa, José
- 478-488 The multifractal structure of the product of two stable occupation measures
by Shen, Dan & Hu, Xiaoyu
- 489-501 On the expected discounted penalty function for risk process with tax
by Wang, Wenyuan & Ming, Ruixing & Hu, Yijun
- 502-505 On convergence of moment generating functions
by Ushakov, N.G. & Ushakov, V.G.
- 506-517 The exponentiated generalized inverse Gaussian distribution
by Lemonte, Artur J. & Cordeiro, Gauss M.
- 518-523 Some correlations in intersection-union tests and their relationship with complete power
by Liu, Fang
- 524-528 Stochastic ordering of folded normal random variables
by Wang, Bing & Wang, Min
- 529-537 A matrix formula for the skewness of maximum likelihood estimators
by Patriota, Alexandre G. & Cordeiro, Gauss M.
March 2011, Volume 81, Issue 3
- 345-351 A pseudo-empirical log-likelihood estimator using scrambled responses
by Singh, Sarjinder & Kim, Jong-Min
- 352-359 Admissibility of the usual confidence interval for the normal mean
by Kabaila, Paul
- 360-370 Point prediction of future order statistics from an exponential distribution
by MirMostafaee, S.M.T.K. & Ahmadi, Jafar
- 371-381 A generalization of Bartlett's decomposition
by Barone, P.
- 382-391 Bounds for some general sums of random variables
by Landsman, Zinoviy & Vanduffel, Steven
- 392-401 Empirical likelihood for the contrast of two hazard functions with right censoring
by Zhao, Yichuan & Zhao, Meng
- 402-410 Minimum and maximum distances between failures in binary sequences
by Makri, Frosso S.
- 411-416 A geometric approach to a class of optimization problems concerning exchangeable binary variables
by Di Cecco, Davide
- 417-419 Truncation functions and Laplace transform
by Yen, Ju-Yi & Yor, Marc
- 420-428 Maintaining tail dependence in data shuffling using t copula
by Trottini, Mario & Muralidhar, Krish & Sarathy, Rathindra
- 429-437 Multivariate Cramér-Rao inequality for prediction and efficient predictors
by Onzon, Emmanuel
- 438-445 A note on improving quadratic inference functions using a linear shrinkage approach
by Han, Peisong & Song, Peter X.-K.
- 446-450 Comparison of two repairable systems
by Nanda, Asok K. & Kundu, Amarjit
February 2011, Volume 81, Issue 2
- 175-180 Lower bound for the oracle projection posterior convergence rate
by Babenko, Alexandra & Belitser, Eduard
- 181-187 The shape of the hazard rate for finite continuous-time birth-death processes
by Crossman, Richard J. & Coolen-Schrijner, Pauline & Coolen, Frank P.A.
- 188-194 On weighted interval entropy
by Misagh, F. & Yari, G.H.
- 195-200 Limit theorem for derivative martingale at criticality w.r.t branching Brownian motion
by Yang, Ting & Ren, Yan-Xia
- 201-206 On the hazard rate and reversed hazard rate orderings in two-component series systems with active redundancies
by Brito, Gerandy & Zequeira, Romulo I. & Valdés, José E.
- 207-211 A revision of Kimberling's results -- With an application to max-infinite divisibility of some Archimedean copulas
by Ressel, Paul
- 212-219 Empirical likelihood for LAD estimators in infinite variance ARMA models
by Li, Jinyu & Liang, Wei & He, Shuyuan
- 220-230 A Gaussian mixed model for learning discrete Bayesian networks
by Balov, Nikolay
- 231-235 Formula for the supremum distribution of a spectrally positive [alpha]-stable Lévy process
by Michna, Zbigniew
- 236-242 On the polygon generated by n random points on a circle
by Bélisle, Claude
- 243-249 Drift parameter estimation in fractional diffusions driven by perturbed random walks
by Bertin, Karine & Torres, Soledad & Tudor, Ciprian A.
- 250-258 Some inequalities for strong mixing random variables with applications to density estimation
by Li, Yongming & Yang, Shanchao & Wei, Chengdong
- 259-266 A-optimal designs for an additive cubic model
by Aggrawal, Manohar & Singh, Poonam & Panda, Mahesh Kumar
- 267-276 Smooth estimation of survival and density functions for a stationary associated process using Poisson weights
by Chaubey, Yogendra P. & Dewan, Isha & Li, Jun
- 277-282 Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution
by Greenwood, Priscilla E. & Schick, Anton & Wefelmeyer, Wolfgang
- 283-291 Bayesian variable selection via particle stochastic search
by Shi, Minghui & Dunson, David B.
- 292-297 A longitudinal model for repeated interval-observed data with informative dropouts
by Chen, Huichao & Manatunga, Amita K.
- 298-301 A converse comparison theorem for backward stochastic differential equations with jumps
by De Scheemaekere, Xavier
- 302-309 Finite size percolation in regular trees
by Arias-Castro, Ery
- 310-316 On approximation of smoothing probabilities for hidden Markov models
by Lember, Jüri
- 317-325 Shrinkage strategy in stratified random sample subject to measurement error
by Nkurunziza, Sévérien
- 326-336 The asymptotic behavior of linear placement statistics
by Kim, Dongjae & Lee, Sungchul & Wang, Wensheng
- 337-343 Tests for normality based on density estimators of convolutions
by Schick, Anton & Wang, Yishi & Wefelmeyer, Wolfgang
January 2011, Volume 81, Issue 1
- 1-7 Moment-recovered approximations of multivariate distributions: The Laplace transform inversion
by Mnatsakanov, Robert M.
- 8-15 Recursive equations for the predictive distributions of some determinantal processes
by Cifarelli, D.M. & Fortini, S.
- 16-24 Large deviations for estimators of unknown probabilities, with applications in risk theory
by Macci, Claudio
- 25-30 Extreme shock models: An alternative perspective
by Cirillo, Pasquale & Hüsler, Jürg
- 31-35 Convergence of multi-class systems of fixed possibly infinite sizes
by Graham, Carl
- 36-44 New results on comparisons of parallel systems with heterogeneous gamma components
by Zhao, Peng & Balakrishnan, N.
- 45-53 A note on the conditional density estimate in the single functional index model
by Attaoui, Said & Laksaci, Ali & Ould Said, Elias
- 54-61 Limit theorems for runs based on 'small spacings'
by Stepanov, A.
- 62-70 Quantile regression with an epsilon-insensitive loss in a reproducing kernel Hilbert space
by Park, Jinho & Kim, Jeankyung
- 71-76 Nonparametric multi-step prediction in nonlinear state space dynamic systems
by Vila, Jean-Pierre
- 77-82 Renewal theory for random variables with a heavy tailed distribution and finite variance
by Geluk, J.L. & Frenk, J.B.G.
- 83-91 The asymptotic behavior of the R/S statistic for fractional Brownian motion
by Li, Wen & Yu, Cindy & Carriquiry, Alicia & Kliemann, Wolfgang
- 92-102 Some limit behaviors for the LS estimator in simple linear EV regression models
by Miao, Yu & Wang, Ke & Zhao, Fangfang
- 103-110 Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors
by Li, Yongming & Wei, Chengdong & Xing, Guodong
- 111-115 On the false discovery proportion convergence under Gaussian equi-correlation
by Delattre, S. & Roquain, E.
- 116-120 On the D-optimality of orthogonal and nonorthogonal blocked main effects plans
by Jacroux, Mike
- 121-125 Assessing log-concavity of multivariate densities
by Hazelton, Martin L.
- 126-132 A generalized Hollander-Proschan type test for NBUE alternatives
by Anis, M.Z. & Mitra, M.
- 133-139 On the Gini measure decomposition
by Giudici, P. & Raffinetti, E.
- 140-145 Test to distinguish a Brownian motion from a Brownian bridge using Polya tree process
by Bharath, Karthik & Dey, Dipak K.
- 146-152 Fractional normal inverse Gaussian diffusion
by Kumar, A. & Meerschaert, Mark M. & Vellaisamy, P.
- 153-156 A note on variance bounding for continuous time Markov Chains
by Leisen, Fabrizio & Prosdocimi, Cecilia
- 157-162 Insuring against loss of evidence in game-theoretic probability
by Dawid, A. Philip & de Rooij, Steven & Shafer, Glenn & Shen, Alexander & Vereshchagin, Nikolai & Vovk, Vladimir
- 163-168 Joint distribution of run statistics in partially exchangeable processes
by EryIlmaz, Serkan
- 169-174 A note on the de La Vallée Poussin criterion for uniform integrability
by Hu, Tien-Chung & Rosalsky, Andrew
December 2010, Volume 80, Issue 23-24
- 1685-1694 Multivariate skewing mechanisms: A unified perspective based on the transformation approach
by Ley, Christophe & Paindaveine, Davy
- 1695-1699 A note on marginal and conditional independence
by Loperfido, Nicola
- 1700-1704 Characterizations based on certain regression assumptions of adjacent order statistics
by Huang, Wen-Jang & Su, Nan-Cheng
- 1705-1712 Subset selection for vector autoregressive processes via adaptive Lasso
by Ren, Yunwen & Zhang, Xinsheng
- 1713-1719 Sufficient conditions for Benford's law
by Balanzario, Eugenio P. & Sánchez-Ortiz, Jorge
- 1720-1723 A note on max-sum equivalence
by Li, Jinzhu & Tang, Qihe
- 1724-1732 Relation between unit operators proximity and their associated spectral measures
by Boudou, Alain & Viguier-Pla, Sylvie
- 1733-1738 On closure methods in nonlinear stochastic dynamics
by Bobryk, Roman V.
- 1739-1743 On a characterization of variance and covariance
by Poschadel, Norbert
- 1744-1757 Approximations for the distributions of bounded variation Lévy processes
by Figueroa-López, José E.
- 1758-1763 Tail behaviour of [beta]-TARCH models
by Elek, Péter & Márkus, László
- 1764-1770 Uncertainty and the conditional variance
by Chen, Jiahua & van Eeden, Constance & Zidek, James
- 1771-1780 INARCH(1) processes: Higher-order moments and jumps
by Weiß, Christian H.
- 1781-1790 Modeling heterogeneity for bivariate survival data by the compound Poisson distribution with random scale
by Hanagal, David D.
- 1791-1797 Highest posterior density regions with approximate frequentist validity: The role of data-dependent priors
by Chang, In Hong & Mukerjee, Rahul
- 1798-1805 On waiting time distributions for patterns in a sequence of multistate trials
by Sankaran, P.G. & Midhu, N.N.
- 1806-1813 Improved penalization for determining the number of factors in approximate factor models
by Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco
- 1814-1818 On limiting cluster size distributions for processes of exceedances for stationary sequences
by Borovkov, Konstantin & Novak, Serguei
- 1819-1826 Identification of parameters and the distribution of the minimum of the tri-variate normal
by Bi, L. & Mukherjea, A.
- 1827-1834 Multivariate shuffles and approximation of copulas
by Durante, Fabrizio & Fernández-Sánchez, Juan
- 1835-1843 Consistent estimation of the tail index for dependent data
by Brito, Margarida & Freitas, Ana Cristina Moreira
- 1844-1853 Characteristics of multivariate distributions and the invariant coordinate system
by Ilmonen, Pauliina & Nevalainen, Jaakko & Oja, Hannu
- 1854-1862 Global exponential stability of impulsive stochastic functional differential systems
by Cheng, Pei & Deng, Feiqi
- 1863-1869 A principal subspace theorem for 2-principal points of general location mixtures of spherically symmetric distributions
by Matsuura, Shun & Kurata, Hiroshi
- 1870-1874 The limiting behavior of some infinitely divisible exponential dispersion models
by Bar-Lev, Shaul K. & Letac, Gérard
- 1875-1880 Edgeworth expansions and rates of convergence for normalized sums: Chung's 1946 method revisited
by Finner, Helmut & Dickhaus, Thorsten
- 1881-1885 Fisher information of scale
by Ruckdeschel, Peter & Rieder, Helmut
- 1886-1895 Chung's law of the iterated logarithm for anisotropic Gaussian random fields
by Luan, Nana & Xiao, Yimin
Printed from https://ideas.repec.org/s/eee/stapro19.html
