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Content
December 2010, Volume 80, Issue 23-24
- 1896-1903 On a coloured tree with non i.i.d. random labels
by Michael, Skevi & Volkov, Stanislav
- 1904-1910 Order selection for heteroscedastic autoregression: A study on concentration
by Chandler, Gabriel
- 1911-1917 A new piecewise exponential estimator of a survival function
by Malla, Ganesh & Mukerjee, Hari
- 1918-1924 Model selection using modified AIC and BIC in joint modeling of paired functional data
by Wei, Jiawei & Zhou, Lan
- 1925-1932 A note on bootstrap approximations for the empirical copula process
by Bücher, Axel & Dette, Holger
- 1933-1939 Estimation of moments for linear panel data models with potential existence of time effects
by Wu, Jianhong & Su, Weihua
- 1940-1946 Finite-sample distribution of regression quantiles
by Jurecková, Jana
- 1947-1953 An adaptive nonparametric method in benchmark analysis for bioassay and environmental studies
by Bhattacharya, Rabi & Lin, Lizhen
- 1954-1961 Edgeworth expansions for the product of two complex random matrices each with IID components
by Withers, Christopher S. & Nadarajah, Saralees
- 1962-1971 On the dynamic survival entropy
by Abbasnejad, M. & Arghami, N.R. & Morgenthaler, S. & Mohtashami Borzadaran, G.R.
- 1972-1976 How close are alternative bootstrap P-values?
by Lloyd, Chris J.
- 1977-1979 A note on explicit bounds for a stopped Feynman-Kac functional
by Makasu, Cloud
- 1980-1984 A convolution identity and more with illustrations
by Mukhopadhyay, Nitis
- 1985-1990 Inference in binomial models
by Cui, Yunwei & Lund, Robert
- 1991-1994 A note on a bivariate gamma distribution
by Maejima, Makoto & Ueda, Yohei
- 1995-2002 A note on comparing several variances with a control variance
by Singh, Parminder & Goyal, Anju & Gill, A.N.
- 2003-2008 Limiting mixture distributions for AR(1) model indexed by a branching process
by Hwang, S.Y. & Baek, J.S.
- 2009-2013 Weak type inequalities for conditionally symmetric martingales
by Ose[combining cedilla]kowski, Adam
- 2014-2023 Regularization and integral representations of Hermite processes
by Pipiras, Vladas & Taqqu, Murad S.
- 2024-2031 A class of BSDE with integrable parameters
by Fan, ShengJun & Liu, DeQun
- 2032-2034 A characterization of the Poisson distribution
by Kruglov, Victor M.
November 2010, Volume 80, Issue 21-22
- 1569-1576 Reflected forward-backward stochastic differential equations with continuous monotone coefficients
by Huang, Zongyuan & Lepeltier, Jean-Pierre & Wu, Zhen
- 1577-1583 Pitman closeness of current records for location-scale families
by Ahmadi, Jafar & Balakrishnan, N.
- 1584-1596 Bridge estimation for generalized linear models with a diverging number of parameters
by Wang, Mingqiu & Song, Lixin & Wang, Xiaoguang
- 1597-1605 Random linear recursions with dependent coefficients
by Ghosh, Arka P. & Hay, Diana & Hirpara, Vivek & Rastegar, Reza & Roitershtein, Alexander & Schulteis, Ashley & Suh, Jiyeon
- 1606-1611 Random self-decomposability and autoregressive processes
by Kozubowski, Tomasz J. & Podgórski, Krzysztof
- 1612-1617 Lp-error estimates for numerical schemes for solving certain kinds of backward stochastic differential equations
by Li, Yang & Zhao, Weidong
- 1618-1622 Small deviation of Brownian motion with large drift
by Gasanenko, Vitalii
- 1623-1632 Lévy density estimation via information projection onto wavelet subspaces
by Song, Seongjoo
- 1633-1639 Parameter estimation in a condition-based maintenance model
by Kim, Michael Jong & Makis, Viliam & Jiang, Rui
- 1640-1642 Spurious spatial regression with equal weights
by Baltagi, Badi H. & Liu, Long
- 1643-1649 Penalized maximum likelihood estimation of a stochastic multivariate regression model
by Hansen, Elizabeth & Chan, Kung-Sik
- 1650-1654 Adjusting for confounding by cluster using generalized linear mixed models
by Brumback, Babette A. & Dailey, Amy B. & Brumback, Lyndia C. & Livingston, Melvin D. & He, Zhulin
- 1655-1662 Extensions of discrete triangular distributions and boundary bias in kernel estimation for discrete functions
by Kokonendji, Célestin C. & Zocchi, Silvio S.
- 1663-1672 Nonparametric prediction intervals for future record intervals based on order statistics
by Ahmadi, Jafar & MirMostafaee, S.M.T.K. & Balakrishnan, N.
- 1673-1679 A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields
by Truquet, Lionel
- 1680-1683 A CLT for renewal processes with a finite set of interarrival distributions
by Spataru, Aurel
October 2010, Volume 80, Issue 19-20
- 1467-1471 A study on design uniformity under errors in the level values
by Yang, Jianfeng & Sun, Fasheng & Lin, Dennis K.J. & Liu, Min-Qian
- 1472-1478 Bootstrap procedures for the pseudo empirical likelihood method in sample surveys
by Wu, Changbao & Rao, J.N.K.
- 1479-1485 Cox limit theorem for large excursions of a norm of a Gaussian vector process
by Stamatovic, Biljana & Stamatovic, Sinisa
- 1486-1491 A new generalized p-value approach for testing the homogeneity of variances
by Liu, Xuhua & Xu, Xingzhong
- 1492-1499 On Bayesian inference for generalized multivariate gamma distribution
by Das, Sourish & Dey, Dipak K.
- 1500-1507 On the second-order correlation of characteristic polynomials of Hermite [beta] ensembles
by Su, Zhonggen
- 1508-1511 Local averaging estimates of the regression function with twice censored data
by Messaci, Fatiha
- 1512-1519 [beta]-entropy for Pareto-type distributions and related weighted distributions
by Riabi, Mehdi Yaghoobi Avval & Mohtashami Borzadaran, G.R. & Yari, G.H.
- 1520-1527 Monitoring change in persistence in linear time series
by Chen, Zhanshou & Tian, Zheng & Wei, Yuesong
- 1528-1531 A note on "Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises"
by Ma, Chunhua
- 1532-1542 Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models
by Bibi, Abdelouahab & Lescheb, Ines
- 1543-1550 When does fractional Brownian motion not behave as a continuous function with bounded variation?
by Azmoodeh, Ehsan & Tikanmäki, Heikki & Valkeila, Esko
- 1551-1558 On mixed AR(1) time series model with approximated beta marginal
by Popovic, Bozidar V. & Pogány, Tibor K. & Nadarajah, Saralees
- 1559-1567 Local precise large deviations for sums of random variables with O-regularly varying densities
by Yang, Yang & Leipus, Remigijus & Siaulys, Jonas
September 2010, Volume 80, Issue 17-18
- 1265-1270 On the strong law of large numbers for identically distributed random variables irrespective of their joint distributions
by Rosalsky, Andrew & Stoica, George
- 1271-1283 Sieve least squares estimation for partially nonlinear models
by Song, Lixin & Zhao, Yue & Wang, Xiaoguang
- 1284-1288 Maximum likelihood estimation of the mean of a multivariate normal population with monotone incomplete data
by Romer, Megan M. & Richards, Donald St. P.
- 1289-1296 On the quadratic moment of self-normalized sums
by Jonsson, Fredrik
- 1297-1305 Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps
by Hui, Jiang
- 1306-1312 Characterization of the law of a finite exchangeable sequence through the finite-dimensional distributions of the empirical measure
by Bissiri, Pier Giovanni
- 1313-1319 An integrative pathway-based clinical-genomic model for cancer survival prediction
by Chen, Xi & Wang, Lily & Ishwaran, Hemant
- 1320-1328 Fixed points of mappings of infinitely divisible distributions on
by Ichifuji, Ken & Maejima, Makoto & Ueda, Yohei
- 1329-1334 A remark on LSL for weighted sums of i.i.d random elements
by Chen, Pingyan & Chen, Ran
- 1335-1342 Approximation for the ruin probabilities in a discrete time risk model with dependent risks
by Wang, Yinfeng & Yin, Chuancun
- 1343-1347 A spatial covariance model with a single wave effect and a finite range
by Bellier, Edwige & Monestiez, Pascal
- 1348-1353 The asymptotic efficiency of improved prediction intervals
by Kabaila, Paul & Syuhada, Khreshna
- 1354-1357 A note on the parameterized EM method
by Roland, Christophe
- 1358-1364 Subsampling p-values
by Berg, Arthur & McMurry, Timothy L. & Politis, Dimitris N.
- 1365-1368 Adjusted R-squared type measure for exponential dispersion models
by Ricci, Lila
- 1369-1377 An approximation result for a quasi-linear stochastic heat equation
by Boufoussi, Brahim & Hajji, Salah
- 1378-1387 Distribution-free lack-of-fit tests in balanced mixed models
by Song, Weixing & Du, Juan
- 1388-1396 Probabilistic representation and approximation for coupled systems of variational inequalities
by Elie, Romuald & Kharroubi, Idris
- 1397-1404 A note on the properties of the reproductive dispersion model
by Xia, Tian & Wang, Yuebao
- 1405-1408 Sharp maximal bound for continuous martingales
by Ose[combining cedilla]kowski, Adam
- 1409-1413 A note on multivariate location and scatter statistics for sparse data sets
by Tyler, David E.
- 1414-1419 A note on the universal consistency of the kernel distribution function estimator
by Chacón, José E. & Rodríguez-Casal, Alberto
- 1420-1430 Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models
by Li, Jinyu & Liang, Wei & He, Shuyuan & Wu, Xianbin
- 1431-1436 A note on pooling of labels in random fields
by Van Lieshout, M.N.M. & Stoica, R.S.
- 1437-1441 The uniform laws of large numbers for the tent map
by Bae, Jongsig & Hwang, Changha & Jun, Doobae
- 1442-1446 The almost-sure population growth rate in branching Brownian motion with a quadratic breeding potential
by Berestycki, J. & Brunet, É. & Harris, J.W. & Harris, S.C.
- 1447-1458 Robust quantile estimation and prediction for spatial processes
by Dabo-Niang, Sophie & Thiam, Baba
- 1459-1466 A class of semiparametric rank-based tests for right-truncated data
by Shen, Pao-sheng
August 2010, Volume 80, Issue 15-16
- 1147-1156 Strong consistency of kernel estimates of regression function under dependence
by Walk, Harro
- 1157-1166 Patterns generated by -order Markov chains
by Fisher, Evan & Cui, Shiliang
- 1167-1173 The convergence of the Rényi entropy of the normalized sums of IID random variables
by Cui, Hongfei & Ding, Yiming
- 1174-1179 About conditional masking probability models
by Yu, Qiqing & Qin, Hao & Wang, Jiaping
- 1180-1184 The central limit theorem and ergodicity
by Niu, Yingxuan & Wang, Yi
- 1185-1195 On a robust local estimator for the scale function in heteroscedastic nonparametric regression
by Boente, Graciela & Ruiz, Marcelo & Zamar, Ruben H.
- 1196-1199 Gluing and coupling
by Ouyang, Shun-Xiang
- 1200-1209 Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions
by Stabile, Gabriele & Torrisi, Giovanni Luca
- 1210-1217 Testing for lack of dependence between functional variables
by Aghoukeng Jiofack, Jean Gérard & Nkiet, Guy Martial
- 1218-1222 Controlling a stopped diffusion process to reach a goal
by Makasu, Cloud
- 1223-1233 Some limit properties for the mth-order nonhomogeneous Markov chains indexed by an m rooted Cayley tree
by Shi, Zhiyan & Yang, Weiguo
- 1234-1241 A note on some algorithms for the Gibbs posterior
by Chen, Kun & Jiang, Wenxin & Tanner, Martin A.
- 1242-1252 Marginal longitudinal semiparametric regression via penalized splines
by Al Kadiri, M. & Carroll, R.J. & Wand, M.P.
- 1253-1259 Hybrid bootstrap for mapping quantitative trait loci
by Sun, Hokeun & Keener, Robert W. & Kim, Dong-Yun
- 1260-1264 A note on asymptotic approximations of inverse moments of nonnegative random variables
by Shi, Xiaoping & Wu, Yuehua & Liu, Yu
July 2010, Volume 80, Issue 13-14
- 1043-1055 On the density of the sum of two independent Student t-random vectors
by Berg, C. & Vignat, C.
- 1056-1064 Consistency of random survival forests
by Ishwaran, Hemant & Kogalur, Udaya B.
- 1065-1069 A method for resolving ties in asymptotic relative efficiency
by Gerke, Travis A. & Randles, Ronald H.
- 1070-1078 On the residual dependence index of elliptical distributions
by Hashorva, Enkelejd
- 1079-1084 Exact bounds on the probability of at least k successes in n exchangeable Bernoulli trials as a function of correlation coefficients
by Zaigraev, Alexander & Kaniovski, Serguei
- 1085-1092 Some criteria on pth moment stability of impulsive stochastic functional differential equations
by Peng, Shiguo & Jia, Baoguo
- 1093-1102 The distribution and quantiles of functionals of weighted empirical distributions when observations have different distributions
by Withers, Christopher S. & Nadarajah, Saralees
- 1103-1110 Diversity analysis in multiple-choice questionnaires
by Wu, Haizhen & Kvizhinadze, Giorgi
- 1111-1120 Lower limits and upper limits for tails of random sums supported on
by Yu, Changjun & Wang, Yuebao & Cui, Zhaolei
- 1121-1127 Diffusion approximation of birth-death processes: Comparison in terms of large deviations and exit points
by Pakdaman, Khashayar & Thieullen, Michèle & Wainrib, Gilles
- 1128-1135 Weak type inequalities for vector-valued martingales
by Jiao, Yong & Peng, Lihua
- 1136-1140 Generalizing a theorem of Katz
by Spataru, Aurel
- 1141-1145 A note on stochastic integrals as L2-curves
by Tappe, Stefan
June 2010, Volume 80, Issue 11-12
- 911-915 Identifiability conditions for covariate effects model on survival times under informative censoring
by Ding, A. Adam
- 916-921 On the supremum of certain families of stochastic processes
by Li, Wenbo V. & Pillai, Natesh S. & Wolpert, Robert L.
- 922-925 On asymptotic convergence of the block-iterative Fisher scoring algorithm
by Hudson, Malcolm & Ma, Jun
- 926-931 Two-level fractional factorial designs in blocks of size two for the orthogonal estimation of all main effects and two-factor interactions
by Jacroux, Mike
- 932-938 The distribution of partially exchangeable random variables
by Peng, Hanxiang & Dang, Xin & Wang, Xueqin
- 939-944 Characterization of multinomial exponential families by generalized variance
by Ghribi, Abdelaziz & Masmoudi, Afif
- 945-949 Some stochastic comparisons in series systems with active redundancy
by Valdés, José E. & Arango, Gerardo & Zequeira, Romulo I. & Brito, Gerandy
- 950-957 Examples of optimal prediction in the infinite horizon case
by Cohen, Albert
- 958-961 Estimating the principal stratum direct effect when the total effects are consistent between two standard populations
by Chiba, Yasutaka
- 962-968 Finite and infinite time interval BSDEs with non-Lipschitz coefficients
by Fan, ShengJun & Jiang, Long
- 969-974 Ordering properties of convolutions of heterogeneous Erlang and Pascal random variables
by Zhao, Peng & Balakrishnan, N.
- 975-981 Functional limit theorems for linear processes in the domain of attraction of stable laws
by Tyran-Kaminska, Marta
- 982-989 Descriptive measures for nominal categorical variables
by Biswas, Atanu & Mandal, Saumen
- 990-996 A penalised data-driven block shrinkage approach to empirical Bayes wavelet estimation
by Wang, Xue & Walker, Stephen G.
- 997-1004 A modification of profile empirical likelihood for the exponential-tilt model
by Inagaki, Kazuhisa & Komaki, Fumiyasu
- 1005-1014 The generalized linear exponential distribution
by Mahmoud, M.A.W. & Alam, Farouq Mohammad A.
- 1015-1021 On an asymptotic distribution of dependent random variables on a 3-dimensional lattice
by Harvey, Danielle J. & Weng, Qian & Beckett, Laurel A.
- 1022-1029 Empirical likelihood method for intermediate quantiles
by Li, Zhouping & Gong, Yun & Peng, Liang
- 1030-1038 Parameter estimation for fractional Ornstein-Uhlenbeck processes
by Hu, Yaozhong & Nualart, David
- 1039-1042 Chebyshev's inequality for Hilbert-space-valued random elements
by Prakasa Rao, B.L.S.
May 2010, Volume 80, Issue 9-10
- 747-751 A limit theorem for random sums modulo 1
by Szewczak, Zbigniew S.
- 752-755 Characterization of distributions through failure rate and mean residual life functions
by Nanda, Asok K.
- 756-763 Strong laws of large numbers for random fields in martingale type p Banach spaces
by Dung, Le Van & Tien, Nguyen Duy
- 764-770 On the behavior of the log Laplace transform of series of weighted non-negative random variables at infinity
by Rozovsky, Leonid
- 771-778 Limit theorems for projections of random walk on a hypersphere
by Skipper, Max
- 779-783 An extension of cusp estimation problem in ergodic diffusion processes
by Fujii, Takayuki
- 784-791 Tail dependence for two skew t distributions
by Fung, Thomas & Seneta, Eugene
- 792-796 A new proof that the product of three or more exponential random variables is moment-indeterminate
by Ostrovska, Sofiya & Stoyanov, Jordan
- 797-806 On generalized mean residual life of record values
by Kundu, Chanchal & Nanda, Asok K.
- 807-815 The Kullback information criterion for mixture regression models
by Hafidi, Bezza & Mkhadri, Abdallah
- 816-824 A clustering-based discretization for supervised learning
by Gupta, Ankit & Mehrotra, Kishan G. & Mohan, Chilukuri
- 825-833 Comparison of length-intensity estimators for segment processes
by Pawlas, Zbynek & Honzl, Ondrej
- 834-839 On system reliability in stress-strength setup
by EryIlmaz, Serkan
- 840-847 Polar sets for anisotropic Gaussian random fields
by Söhl, Jakob
- 848-859 Some properties of the residual lifetime of progressively Type-II right censored order statistics
by Hashemi, Marzieh & Tavangar, Mahdi & Asadi, Majid
- 860-863 On the equivalence of limit distributions of a sum and of a maximum sum of independent random variables
by Sreehari, M.
- 864-873 On L[infinity] convergence of Neumann series approximation in missing data problems
by Chen, Hua Yun
- 874-885 On the conditional and unconditional distributions of the number of success runs on a circle with applications
by Inoue, Kiyoshi & Aki, Sigeo
- 886-891 A quantile based test for comparing cumulative incidence functions of competing risks models
by Sankaran, P.G. & Unnikrishnan Nair, N. & Sreedevi, E.P.
- 892-898 Asymptotic skewness in Birnbaum-Saunders nonlinear regression models
by Lemonte, Artur J. & Cordeiro, Gauss M.
- 899-902 On the Kolmogorov-Feller law for exchangeable random variables
by Stoica, George & Li, Deli
- 903-909 On the existence of solutions to BSDEs with generalized uniformly continuous generators
by Tian, Dejian & Jiang, Long & Davison, Matt
- 910-910 Corrigendum to: "On matricial measures of dependence in vector ARCH models with applications to diagnostic checking" [Statist. Probab. Lett. 68 (2004) 149-160]
by Duchesne, Pierre
April 2010, Volume 80, Issue 7-8
- 527-533 A note on assessing agreement for frailty models
by Guo, Ying & Manatunga, Amita K.
- 534-539 Distribution of extremal order statistics from large subsets of concomitants
by Wang, Ke & Nagaraja, H.N.
- 540-547 Local adaptive smoothing in kernel regression estimation
by Zheng, Qi & Kulasekera, K.B. & Gallagher, Colin
- 548-557 A note on the performance of the gamma kernel estimators at the boundary
by Zhang, Shunpu
- 558-565 Asymptotics for increments of stopped renewal processes
by Gut, Allan & Steinebach, Josef
- 566-572 Continuity in the Hurst parameter of the law of the Wiener integral with respect to the fractional Brownian motion
by Jolis, Maria & Viles, Noèlia
- 573-580 On the structure of generalized threshold arch processes
by Gonçalves, E. & Mendes-Lopes, N.
- 581-586 Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing
by Ghalibaf, M. Bolbolian & Fakoor, V. & Azarnoosh, H.A.
- 587-591 Some maximal inequalities for quadratic forms of negative superadditive dependence random variables
by Eghbal, N. & Amini, M. & Bozorgnia, A.
- 592-596 Further comments on the representation problem for stationary processes
by Laurent, Stéphane
- 597-607 A generalized penalty function in the Sparre-Andersen risk model with two-sided jumps
by Zhang, Zhimin & Yang, Hu
- 608-611 On the non-equilibrium density of geometric mean reversion
by Yang, Zhaojun & Ewald, Christian-Oliver
- 612-620 An asymptotic expansion for the tail of compound sums of Burr distributed random variables
by Kortschak, Dominik & Albrecher, Hansjörg
- 621-630 Doubly robust semiparametric estimation for the missing censoring indicator model
by Subramanian, Sundarraman & Bandyopadhyay, Dipankar
- 631-638 A note on the geometric ergodicity of a nonlinear AR-ARCH model
by Meitz, Mika & Saikkonen, Pentti
- 639-647 The AU algorithm for estimating equations in the presence of missing data
by Zhao, Huixiu & Ma, Wen-Qing & Guo, Jianhua
- 648-653 Minimum-norm estimation for a bi-exponential survival model
by Nov, Yuval & Davidov, Ori
- 654-661 On reversed hazard rate in general mixture models
by Li, Xiaohu & Da, Gaofeng & Zhao, Peng
- 662-669 Ruin probability in a one-sided linear model with constant interest rate
by Peng, Jiangyan & Huang, Jin
- 670-677 Compatibility of conditionally specified models
by Chen, Hua Yun
- 678-682 Logarithmic estimates for nonsymmetric martingale transforms
by Ose[combining cedilla]kowski, Adam
- 683-689 Dominated concentration
by Maurer, Andreas
- 690-696 A note on the doubly reflected backward stochastic differential equations driven by a Lévy process
by Fan, Xiliang & Ren, Yong & Zhu, Dongjin
- 697-705 Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes
by Veillette, Mark & Taqqu, Murad S.
- 706-710 Generalized incomplete Trojan-type designs
by Jaggi, Seema & Varghese, Cini & Varghese, Eldho & Sharma, V.K.
- 711-717 Ordered properties on the residual life and inactivity time of (n-k+1)-out-of-n systems under double monitoring
by Zhang, Zhengcheng & Yang, Yonghong
- 718-725 Second-order asymptotic expressions for the covariance matrix of maximum likelihood estimators in dispersion models
by Rocha, Andréa V. & Simas, Alexandre B. & Cordeiro, Gauss M.
- 726-732 Robust inference strategy in the presence of measurement error
by Ahmed, S. Ejaz & Hussein, Abdulkadir & Nkurunziza, Sévérien
- 733-738 Coverage probabilities of simultaneous confidence bands and regions for log-location-scale distributions
by Hong, Yili & Escobar, Luis A. & Meeker, William Q.
- 739-746 Comparing extreme models when the sign of the extreme value index is known
by Li, Deyuan & Peng, Liang
March 2010, Volume 80, Issue 5-6
- 263-269 A note on the path to extinction of critical Markov branching processes
by Wu, Xiaowei & Kimmel, Marek
- 270-276 Uniform convergence of empirical characteristic functions in a complex domain with applications to option pricing
by Binkowski, Karol & Kozek, Andrzej
- 277-284 On the first passage problem for correlated Brownian motion
by Metzler, Adam
- 285-292 Complete moment convergence of moving average processes under [phi]-mixing assumptions
by Zhou, Xingcai
- 293-295 A simple characterization of Student's t3 distribution
by Akhundov, I. & Nevzorov, V.B.
- 296-308 On the collision local time of sub-fractional Brownian motions
by Yan, Litan & Shen, Guangjun
- 309-317 On numbers of observations near randomly indexed order statistics
by Dembinska, Anna
- 318-323 Strong uniform consistency of kernel density estimators under a censored dependent model
by Fakoor, V.
- 324-332 Successive approximation of neutral functional stochastic differential equations with jumps
by Boufoussi, Brahim & Hajji, Salah
- 333-342 Evaluations of the mean residual lifetime of an m-out-of-n system
by Raqab, Mohammad Z.
- 343-347 The discovery of mean square error consistency of a ridge estimator
by Luo, June
- 348-356 A weak limit theorem for generalized multifractional Brownian motion
by Dai, Hongshuai & Li, Yuqiang
- 357-360 The Pickands representation of survival Marshall-Olkin copulas
by Mai, Jan-Frederik & Scherer, Matthias
- 361-365 A note on the cross-covariance operator and on congruence relations for Hilbert space valued stochastic processes
by King, David
- 366-375 On a multi-threshold compound Poisson process perturbed by diffusion
by Mitric, Ilie-Radu & Sendova, Kristina P. & Tsai, Cary Chi-Liang
- 376-380 Consistency of multivariate log-concave density estimators
by Schuhmacher, Dominic & Dümbgen, Lutz
- 381-385 On the optimal amount of experimentation in sequential decision problems
by Rosenberg, Dinah & Solan, Eilon & Vieille, Nicolas
- 386-389 A queuing system with time varying rates
by Flick, Allen & Liao, Ming
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