Contact information of Elsevier
Serial Information
Order information: Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
Web:
https://shop.elsevier.com/order?id=505573&ref=505573_01_ooc_1&version=01
To be notified about new items in this series: Free volume/issue alert on ScienceDirect (see also
NEP)
Download restrictions: Full text for ScienceDirect subscribers only
The email address of this editor does not seem to be valid any more. Please ask Somnath Datta to have the entry updated or send us the correct address.
The email address of this editor does not seem to be valid any more. Please ask Somnath Datta to have the entry updated or send us the correct address.
Series handle: RePEc:eee:stapro
ISSN: 0167-7152
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
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
January 2011, Volume 81, Issue 1
- 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
- 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.
Printed from https://ideas.repec.org/s/eee/stapro20.html
