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October 2008, Volume 78, Issue 14
- 2006-2009 The failure rate properties of a bimodal mixture of normal distributions in an unequal variance case
by Liu, Fuxiang & Liu, Yanyan
- 2010-2017 Laws of large numbers for the number of weak records
by Gouet, Raúl & Javier López, F. & Sanz, Gerardo
- 2018-2023 A note on strong limit theorems for arbitrary stochastic sequences
by Yang, Weiguo & Yang, Xue
- 2024-2030 On optimality of the Benjamini-Hochberg procedure for the false discovery rate
by Guo, Wenge & Bhaskara Rao, M.
- 2031-2038 On a non-classical invariance principle
by Davydov, Youri & Rotar, Vladimir
- 2039-2045 On the asymptotic behaviour of random matrices in a multivariate statistical model
by Cerqueti, Roy & Costantini, Mauro
- 2046-2051 A note on upper estimates for Pickands constants
by Dëbicki, Krzysztof & Kisowski, Pawel
- 2052-2057 A bilateral inequality on the Borel-Cantelli Lemma
by Xie, Yuquan
- 2058-2065 Incomplete factorial experiments in completely randomized and randomized complete block designs
by Gerami, A.
- 2066-2074 On weak convergence of the likelihood ratio process in multi-phase regression models
by Fujii, Takayuki
- 2075-2085 A singular stochastic differential equation driven by fractional Brownian motion
by Hu, Yaozhong & Nualart, David & Song, Xiaoming
- 2086-2094 Absolute ruin in the compound Poisson risk model with constant dividend barrier
by Yuan, Haili & Hu, Yijun
- 2095-2101 The functional CLT for linear processes generated by mixing random variables with infinite variance
by Moon, H.J.
- 2102-2109 A central limit theorem for the linear process generated by associated random variables in a Hilbert space
by Kim, Tae-Sung & Ko, Mi-Hwa
- 2110-2115 On the almost sure convergence for a linear process generated by negatively associated random variables in a Hilbert space
by Kim, Tae-Sung & Ko, Mi-Hwa & Han, Kwang-Hee
- 2116-2120 An unexpected result in an approximate carrier-borne epidemic process
by Gani, J. & Swift, R.J.
- 2121-2129 A strong invariance principle for positively or negatively associated random fields
by Shashkin, Alexey
- 2130-2136 The disk-percolation model on graphs
by Lebensztayn, E. & Rodríguez, P.M.
- 2137-2141 Asymptotics of Oja Median Estimate
by Shen, Gang
- 2142-2153 Stein-type improvement under stochastic constraints: Use of multivariate Student-t model in regression
by Arashi, M. & Tabatabaey, S.M.M.
- 2154-2164 Isoperimetric and related bounds on configuration spaces
by Houdré, Christian & Privault, Nicolas
- 2165-2170 Survival probabilities for N-ary subtrees on a Galton-Watson family tree
by Mutafchiev, Ljuben R.
- 2171-2174 On the equivalence between standard and sequentially ordered hidden Markov models
by Chopin, N.
- 2175-2180 Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions
by Yano, Kouji & Yano, Yuko
- 2181-2187 The Wills functional for Poisson processes
by Vitale, Richard A. & Wang, Yazhen
- 2188-2193 Ratio estimation via Poisson regression and Generalized Estimating Equations
by Morel, Jorge G. & Neerchal, Nagaraj K.
- 2194-2200 Nonparametric density estimation for stratified samples
by Breunig, Robert
- 2201-2209 Inner product spaces of integrands associated to subfractional Brownian motion
by Tudor, Constantin
- 2210-2216 Stochastic approximation of the factors of a generalized canonical correlation analysis
by Monnez, Jean-Marie
- 2217-2221 On inconsistency of estimators of parameters of non-homogeneous Poisson process models for software reliability
by Nayak, Tapan K. & Bose, Sudip & Kundu, Subrata
- 2222-2229 A study on LTD and RTI positive dependence orderings
by Colangelo, Antonio
- 2230-2233 Convergence rates in the local renewal theorem
by Sapozhnikov, Artëm
- 2234-2239 Ordering comparison of negative binomial random variables with their mixtures
by Alamatsaz, Mohammad Hossein & Abbasi, Somayyeh
- 2240-2247 A canonical definition of shape
by Paindaveine, Davy
- 2248-2257 A note on birth-death processes with catastrophes
by Di Crescenzo, A. & Giorno, V. & Nobile, A.G. & Ricciardi, L.M.
- 2258-2264 On the relation between reversibility and monotonicity of fluctuation spectra for discrete time finite state Markov chains
by Chen, Yong & Qian, Min-Ping & Xie, Jian-Sheng
- 2265-2272 The stationarity of multidimensional generalized Ornstein-Uhlenbeck processes
by Endo, Kotaro & Matsui, Muneya
September 2008, Volume 78, Issue 13
- 1683-1693 Almost sure functional central limit theorems for weakly dependent sequences
by Chen, Shouquan & Lin, Zhengyan
- 1694-1701 A note on scale mixtures of skew normal distribution
by Kim, Hyoung-Moon
- 1702-1710 Divergence-based tests for model diagnostic
by Esteban, M.D. & Hobza, T. & Morales, D. & Marhuenda, Y.
- 1711-1721 Beta-hypergeometric distributions and random continued fractions
by Asci, Claudio & Letac, Gérard & Piccioni, Mauro
- 1722-1726 A two-parameter generalized skew-normal distribution
by Jamalizadeh, A. & Behboodian, J. & Balakrishnan, N.
- 1727-1734 On a risk model with dependence between claim sizes and claim intervals
by Meng, Qingbin & Zhang, Xin & Guo, Junyi
- 1735-1741 Estimation using response probability under callbacks
by Park, Hyeonah & Na, Seongryong & Jeon, Jongwoo
- 1742-1747 A note on the finite collision property of random walks
by Chen, Dayue & Wei, Bei & Zhang, Fuxi
- 1748-1756 Nonparametric regression estimation with assigned risk
by Efromovich, Sam
- 1757-1764 Inverse beta transformation in kernel density estimation
by Bolancé, Catalina & Guillén, Montserrat & Nielsen, Jens Perch
- 1765-1774 The first negative moment in the sense of the Cauchy principal value
by Peng, Chien-Yu
- 1775-1783 Stationary solutions of retarded Ornstein-Uhlenbeck processes in Hilbert spaces
by Liu, Kai
- 1784-1791 Sample paths of jump-type Fleming-Viot processes with bounded mutation operators
by da Silva, Telles Timóteo & Fragoso, Marcelo D.
- 1792-1799 Moment inequalities for DVRL distributions, characterization and testing for exponentiality
by Al-Zahrani, Bander & Stoyanov, Jordan
- 1800-1806 A note on the exchangeability condition in Stein's method
by Röllin, Adrian
- 1807-1810 On prediction error in functional linear regression
by Apanasovich, Tatiyana V. & Goldstein, Edward
- 1811-1816 Optimal robust estimates using the Kullback-Leibler divergence
by Yohai, Victor J.
- 1817-1822 The combined INAR(p) models for time series of counts
by Weiß, Christian H.
- 1823-1825 A matrix version of Chernoff inequality
by Wei, Zhengyuan & Zhang, Xinsheng
- 1826-1834 On the convergence rate of sequential fixed-width confidence intervals for normal parameters
by Isogai, Eiichi & Futschik, Andreas
- 1835-1845 On the time value of absolute ruin for a multi-layer compound Poisson model under interest force
by Yang, Hu & Zhang, Zhimin & Lan, Chunmei
- 1846-1850 Marginal distribution of some path-dependent stochastic volatility model
by Sekine, Jun
- 1851-1856 Stam inequality on
by Gibilisco, Paolo & Imparato, Daniele & Isola, Tommaso
- 1857-1862 Bivariate stopped-sum distributions using saddlepoint methods
by Abd-Elfattah, Ehab F.
- 1863-1868 Histogram density estimators based upon a fuzzy partition
by Loquin, Kevin & Strauss, Olivier
- 1869-1877 Hausdorff moment problem: Reconstruction of probability density functions
by Mnatsakanov, Robert M.
- 1878-1884 Optimality of the Holm procedure among general step-down multiple testing procedures
by Gordon, Alexander Y. & Salzman, Peter
- 1885-1893 A variance component test for mixed hidden Markov models
by Altman, Rachel MacKay
- 1894-1902 Confidence intervals for long memory regressions
by Ko, Kyungduk & Lee, Jaechoul & Lund, Robert
- 1903-1913 Central limit theorems for the integrated squared error of derivative estimators
by Birke, Melanie
- 1914-1921 Optimal minimax designs over a prespecified interval in a heteroscedastic polynomial model
by Chen, Ray-Bing & Wong, Weng Kee & Li, Kun-Yu
- 1922-1928 Conditional independence between two variables given any conditioning subset implies block diagonal covariance matrix for multivariate Gaussian distributions
by Marrelec, Guillaume & Benali, Habib
- 1929-1932 Collision probability for an occupancy problem
by Nakata, Toshio
- 1933-1942 Lee discrepancy and its applications in experimental designs
by Zhou, Yong-Dao & Ning, Jian-Hui & Song, Xie-Bing
- 1943-1947 Unit root testing based on BLUS residuals
by Vougas, Dimitrios V.
- 1948-1954 A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion
by Gatto, Riccardo
- 1955-1963 Prediction intervals for future records
by Raqab, Mohammad Z. & Balakrishnan, N.
- 1964-1970 A note on the almost sure central limit theorem for negatively associated fields
by Wang, Jiang-Feng & Liang, Han-Ying
- 1971-1980 Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements
by Roy, Anuradha & Leiva, Ricardo
- 1981-1989 A new class of excited random walks on trees
by Del Greco M., Fabiola & Di Marzio, Marco & Panzera, Agnese
- 1990-1998 Test for parameter change in ARMA models with GARCH innovations
by Lee, Sangyeol & Song, Junmo
September 2008, Volume 78, Issue 12
- 1349-1354 Characterizations using the bivariate failure rate function
by Navarro, Jorge
- 1355-1361 A class of autoregressive processes
by Krishnarani, S.D. & Jayakumar, K.
- 1362-1368 Modified Simes' critical values under independence
by Cai, Gengqian & Sarkar, Sanat K.
- 1369-1374 A generalization and extension of an autoregressive model
by Satheesh, S. & Sandhya, E. & Rajasekharan, K.E.
- 1375-1383 Parameter estimation using partial information with applications to queueing and related models
by Basawa, I.V. & Bhat, U.N. & Zhou, J.
- 1384-1387 On the central limit theorem and the law of the iterated logarithm
by Fukuyama, Katusi & Ueno, Yôhei
- 1388-1396 Equidistant and D-optimal designs for parameters of Ornstein-Uhlenbeck process
by Kiselák, Jozef & Stehlík, Milan
- 1397-1403 A method to compute the transition function of a piecewise deterministic Markov process with application to reliability
by Chiquet, Julien & Limnios, Nikolaos
- 1404-1411 Seasonal fractional ARIMA with stable innovations
by Diongue, Abdou Kâ & Diop, Aliou & Ndongo, Mor
- 1412-1421 A higher order multifractal formalism
by Ben Mabrouk, Anouar
- 1422-1429 An assumption for the development of bootstrap variants of the Akaike information criterion in mixed models
by Shang, Junfeng & Cavanaugh, Joseph E.
- 1430-1433 The asymptotic and exact Fisher information matrices of a vector ARMA process
by Klein, André & Mélard, Guy & Saidi, Abdessamad
- 1434-1439 Extended Glivenko-Cantelli Theorem in ARCH(p)-time series
by Cheng, Fuxia
- 1440-1444 On the max-domain of attraction of distributions with log-concave densities
by Müller, Samuel & Rufibach, Kaspar
- 1445-1451 Empirical likelihood for linear models in the presence of nuisance parameters
by Kim, Mi-Ok & Zhou, Mai
- 1452-1458 On computation of NPMLE for middle-censored data
by Mangalam, Vasudevan & Nair, Gopalan M. & Zhao, Yun
- 1459-1465 On Pólya mixtures of multivariate Gaussian distributions
by Grigelionis, Bronius
- 1466-1472 Complete convergence of weighted sums for [rho]* -mixing sequence of random variables
by Jun, An & Demei, Yuan
- 1473-1479 A note on the closed-form identification of regression models with a mismeasured binary regressor
by Chen, Xiaohong & Hu, Yingyao & Lewbel, Arthur
- 1480-1489 The autocorrelation structure of the Markov-switching asymmetric power GARCH process
by Haas, Markus
- 1490-1497 Clustering gene expression profile data by selective shrinkage
by Ishwaran, Hemant & Sunil Rao, J.
- 1498-1504 A note on auxiliary particle filters
by Johansen, Adam M. & Doucet, Arnaud
- 1505-1513 Distribution of runs in a sequence of exchangeable multi-state trials
by EryIlmaz, Serkan
- 1514-1516 A problem on extreme magnitudes of characteristic functions: The general case
by He, Xin
- 1517-1525 On exit times of Lévy-driven Ornstein-Uhlenbeck processes
by Borovkov, Konstantin & Novikov, Alexander
- 1526-1533 A generalized Gittins index for a Markov chain and its recursive calculation
by Sonin, Isaac M.
- 1534-1540 Growth rates for pure birth Markov chains
by Athreya, K.B.
- 1541-1547 A self-normalized central limit theorem for [rho] -mixing stationary sequences
by Jiang, Xinxin & Hahn, Marjorie
- 1548-1556 Spiking problem in monotone regression: Penalized residual sum of squares
by Pal, Jayanta Kumar
- 1557-1559 Two refinements of the Chernoff bound for the sum of nonidentical Bernoulli random variables
by Xia, Ye
- 1560-1569 Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model
by Hu, Xuemei & Wang, Zhizhong & Liu, Feng
- 1570-1576 How to construct asymptotically stable iterated function systems
by Jaroszewska, Joanna
- 1577-1582 Extreme variances of order statistics in dependent samples
by Rychlik, Tomasz
- 1583-1592 Edgeworth expansions in operator form
by Szewczak, Zbigniew S.
- 1593-1600 On the matching noise of some nonparametric imputation procedures
by Marella, Daniela & Scanu, Mauro & Luigi Conti, Pier
- 1601-1611 Spectral density estimation for linear processes with dependent innovations
by Bensaïd, Nadia & Yazourh-Benrabah, Ouafae
- 1612-1618 Hausdorff moment problem: Reconstruction of distributions
by Mnatsakanov, Robert M.
- 1619-1623 Some moment relationships for multivariate skew-symmetric distributions
by Umbach, Dale
- 1624-1633 Moment estimation in a semiparametric generalized linear model
by Wang, Xueqin & Peng, Hanxiang
- 1634-1638 A note on extreme values and kernel estimators of sample boundaries
by Girard, Stéphane & Jacob, Pierre
- 1639-1648 A lower bound for the reliability function of multiple failure mode systems
by Milienos, F.S. & Koutras, M.V.
- 1649-1655 A regeneration proof of the central limit theorem for uniformly ergodic Markov chains
by Jasra, Ajay & Yang, Chao
- 1656-1661 Limiting distribution of the G statistics
by Zhang, Tonglin
- 1662-1670 kth records from geometric distribution
by Dembinska, Anna
- 1671-1672 R-squared for general regression models in the presence of sampling weights
by Freels, S. & Sinha, K.
- 1673-1682 Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes
by Vermaat, M.B. & van der Meulen, F.H. & Does, R.J.M.M.
August 2008, Volume 78, Issue 11
- 1251-1254 On fake Brownian motions
by Oleszkiewicz, Krzysztof
- 1255-1258 H(n)-factors in random graphs
by Yan, Yun-Zhi & Wang, Han-Xing & Wang, Jun & Yin, Xiang-Feng
- 1259-1265 BSDE driven by a simple Lévy process with continuous coefficient
by El Otmani, Mohamed
- 1266-1273 A new three-parameter extension of the inverse Gaussian distribution
by Leiva, Víctor & Sanhueza, Antonio & Silva, Andrés & Galea, Manuel
- 1274-1282 Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes
by Anh, V.V. & Leonenko, N.N.
- 1283-1289 A note on the complete convergence for arrays of rowwise independent random elements
by Sung, Soo Hak
- 1290-1300 Codispersion coefficients for spatial and temporal series
by Rukhin, Andrew L. & Vallejos, Ronny
- 1301-1304 How to compute the extremal index of stationary random fields
by Ferreira, H. & Pereira, L.
- 1305-1313 Algebraic polynomials with random non-symmetric coefficients
by Farahmand, K. & Stretch, C.T.
- 1314-1316 The Karcher mean of a class of symmetric distributions on the circle
by Kaziska, David & Srivastava, Anuj
- 1317-1327 Asymptotic properties for Cauchy's principal values of Brownian and random walk local time
by Wen, Jiwei & Lin, Zhengyan
- 1328-1338 Multiple comparisons of several heteroscedastic multivariate populations
by Kakizawa, Yoshihide
- 1339-1348 Prolate spheroidal spectral estimates
by Lii, K.S. & Rosenblatt, M.
August 2008, Volume 78, Issue 10
- 1161-1164 A note on a transformation under censoring with application to partial least squares regression
by Basu, Sanjib & Ebrahimi, Nader
- 1165-1167 A generalization of the Balakrishnan skew-normal distribution
by Yadegari, Iraj & Gerami, Abbas & Khaledi, Majid Jafari
- 1168-1173 A note on checking the Clayton model assumption based on left-truncated bivariate data
by Wang, Antai
- 1174-1180 On asymptotic failure rates in bivariate frailty competing risks models
by Finkelstein, Maxim & Esaulova, Veronica
- 1181-1188 On comonotonicity of Pareto optimal risk sharing
by Ludkovski, Michael & Rüschendorf, Ludger
- 1189-1193 A k-nearest neighbor approach for functional regression
by Laloë, Thomas
- 1194-1199 Modelling marked point patterns by intensity-marked Cox processes
by Ho, Lai Ping & Stoyan, D.
- 1200-1205 Noncanonical representation with an infinite-dimensional orthogonal complement
by Ouknine, Youssef & Erraoui, Mohamed
- 1206-1214 Precise large deviation results for the total claim amount under subexponential claim sizes
by Baltrunas, Aleksandras & Leipus, Remigijus & Siaulys, Jonas
- 1215-1221 On moments of the maximum of normed partial sums of [rho] -mixing random variables
by Chen, Pingyan & Gan, Shixin
- 1222-1225 When do cylinder [sigma]-algebras equal Borel [sigma]-algebras in Polish spaces?
by Yan, Yi
- 1226-1229 On monotonicity of regression quantile functions
by Neocleous, Tereza & Portnoy, Stephen
- 1230-1235 On first and last ruin times of Gaussian processes
by Hüsler, Jürg & Zhang, Yueming
- 1236-1245 Nonparametric confidence intervals for quantile intervals and quantile differences based on record statistics
by Ahmadi, J. & Balakrishnan, N.
- 1246-1249 On the Gaussian representation of intrinsic volumes
by Vitale, R.A.
July 2008, Volume 78, Issue 9
- 1051-1055 Precise asymptotics in the law of the iterated logarithm and the complete convergence for uniform empirical process
by Zhang, Yong & Yang, Xiao-Yun
- 1056-1061 Reproducibility probability estimation for testing statistical hypotheses
by De Martini, Daniele
- 1062-1071 Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients
by Wang, Zhidong
- 1072-1075 On the maximal correlation coefficient
by Yu, Yaming
- 1076-1087 Estimating the parameter of the population selected from discrete exponential family
by Vellaisamy, P. & Jain, Sushmita
- 1088-1093 On the link between dependence and independence in extreme value theory for dynamical systems
by Freitas, Ana Cristina Moreira & Freitas, Jorge Milhazes
- 1094-1100 Confidence intervals for the normal mean utilizing prior information
by Farchione, David & Kabaila, Paul
- 1101-1109 Modelling heterogeneity for bivariate survival data by the log-normal distribution
by Hanagal, David D.
- 1110-1118 A general SLLN for the one-dimensional class cover problem
by Wierman, John C. & Xiang, Pengfei
- 1119-1127 Proper Bayesian estimating equation based on Hilbert space method
by Lin, Lu & Tan, Lin
- 1128-1137 Strong pointwise consistency of the kT -occupation time density estimator
by Labrador, Boris
- 1138-1147 Sampling based succinct matrix approximation
by Liu, Rong & Shi, Yong
- 1148-1157 p-variation of an integral functional driven by fractional Brownian motion
by Yan, Litan & Yang, Xiangfeng & Lu, Yunsheng
June 2008, Volume 78, Issue 8
- 945-952 On the residual lifelengths of the remaining components in an n-k+1 out of n system
by Bairamov, Ismihan & Arnold, Barry C.
- 953-962 Large deviations in testing fractional Ornstein-Uhlenbeck models
by Bishwal, Jaya P.N.
- 963-969 A new generalized p-value for ANOVA under heteroscedasticity
by Xu, Li-Wen & Wang, Song-Gui
- 970-974 Stratified two-stage sampling in domains: Sample allocation between domains, strata, and sampling stages
by Kozak, Marcin & Zielinski, Andrzej & Singh, Sarjinder
- 975-984 On the minimization of concave information functionals for unsupervised classification via decision trees
by Karakos, Damianos & Khudanpur, Sanjeev & Marchette, David J. & Papamarcou, Adrian & Priebe, Carey E.
- 985-991 Distribution functions of linear combinations of lattice polynomials from the uniform distribution
by Marichal, Jean-Luc & Kojadinovic, Ivan
- 992-996 Note on integer-valued bilinear time series models
by Drost, Feike C. & van den Akker, Ramon & Werker, Bas J.M.
- 997-1005 Diagnostic checking of multivariate nonlinear time series models with martingale difference errors
by Chabot-Hallé, Dominique & Duchesne, Pierre
- 1006-1016 A new weighted integral goodness-of-fit statistic for exponentiality
by Baringhaus, L. & Henze, N.
- 1017-1023 Some strong limit theorems for -mixing sequences of random variables
by Wu, Qunying & Jiang, Yuanying
- 1024-1033 A limit theorem for solutions to BSDEs in the space of processes
by Fan, Sheng-Jun & Hu, Jian-Hua
- 1034-1042 An approximation for the power function of a non-parametric test of fit
by Boukili Makhoukhi, Mohammed
- 1043-1049 Consistency of the regression estimator with functional data under long memory conditions
by Benhenni, K. & Hedli-Griche, S. & Rachdi, M. & Vieu, P.
May 2008, Volume 78, Issue 7
- 839-846 Complete moment convergence of moving average processes under dependence assumptions
by Kim, Tae-Sung & Ko, Mi-Hwa
- 847-853 A functional ergodic theorem for the occupation time process of a branching system
by Talarczyk, Anna
- 854-860 An almost sure invariance principle for additive functionals of Markov chains
by Rassoul-Agha, F. & Seppäläinen, T.
- 861-868 Talagrand's inductive method and isoperimetric inequalities involving random sets
by Zanger, Daniel Z.
- 869-879 Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process
by Mancini, Cecilia
- 880-884 A note on the Lasso for Gaussian graphical model selection
by Meinshausen, Nicolai
- 885-889 A note on the Hájek-Rényi inequality for associated random variables
by Sung, Soo Hak
- 890-895 A strong law of large numbers for pairwise independent identically distributed random variables with infinite means
by Kruglov, Victor M.
- 896-903 Optimal foldover plans for regular s-level fractional factorial designs
by Ai, Mingyao & Hickernell, Fred J. & Lin, Dennis K.J.
- 904-914 On a software reliability model by Koch and Spreij
by Ledoux, James
- 915-923 Convergence in distribution for the sup-norm of a kernel density estimator for GARCH innovations
by Mimoto, Nao
- 924-926 The Baum-Katz theorem for bounded subsequences
by Stoica, George
- 927-937 A conditional Koziol-Green model under dependent censoring
by Braekers, Roel & Veraverbeke, Noël
- 938-943 On the optimal allocation of components within coherent systems
by Bhattacharya, Debasis & Samaniego, Francisco J.
April 2008, Volume 78, Issue 6
- 577-581 Small deviations for stable processes via compactness properties of the parameter set
by Aurzada, Frank
- 582-593 Random coefficient volatility models
by Thavaneswaran, A. & Peiris, S. & Appadoo, S.
- 594-598 Large deviations for the empirical mean of associated random variables
by Henriques, Carla & Eduardo Oliveira, Paulo
- 599-607 Empirical likelihood for non-degenerate U-statistics
by Jing, Bing-Yi & Yuan, Junqing & Zhou, Wang
- 608-615 Minimax designs for optimum mixtures
by Pal, Manisha & Mandal, Nripes Kumar
- 616-621 Revisiting Sen's inequalities on order statistics
by Balakrishnan, N. & Balasubramanian, K.
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