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
October 2008, Volume 78, Issue 15
- 2361-2365 General matrix-valued inhomogeneous linear stochastic differential equations and applications
by Duan, Jinqiao & Yan, Jia-an
- 2366-2370 A note on the construction of optimal main effects plans in blocks of size two
by Jacroux, Mike
- 2371-2377 Bivariate positive stable frailty models
by Mallick, Madhuja & Ravishanker, Nalini & Kannan, Nandini
- 2378-2387 Some properties of convolutions of Pascal and Erlang random variables
by Mi, J. & Shi, W. & Zhou, Y.Y.
- 2388-2399 Tail dependence of skewed grouped t-distributions
by Banachewicz, Konrad & van der Vaart, Aad
- 2400-2403 Dynamical circle covering with homogeneous Poisson updating
by Jonasson, Johan
- 2404-2407 An extension of Wick's theorem
by Vignat, C. & Bhatnagar, S.
- 2408-2411 Propriety of posterior in Bayesian space varying parameter models with normal data
by Rodrigues, Alexandre & Assunção, Renato
- 2412-2419 On solutions of a class of infinite horizon FBSDEs
by Yin, Juliang
- 2420-2425 A goodness of fit test for left-truncated and right-censored data
by Hwang, Yi-Ting & Wang, Chun-chao
- 2426-2432 On a risk model with debit interest and dividend payments
by Yuen, Kam-Chuen & Zhou, Ming & Guo, Junyi
- 2433-2436 Infinite divisibility of the spacings of a Kotz-Kozubowski-Podgórski generalized Laplace model
by Brilhante, M.F. & Kotz, S.
- 2437-2439 Estimability of parameters in a linear model and related characterizations
by Kounias, Stratis & Chalikias, Miltiadis
- 2440-2445 A simple estimator of the bivariate distribution function for censored gap times
by de Uña-Álvarez, Jacobo & Meira-Machado, Luis F.
- 2446-2455 On the expected discounted penalty function for the continuous-time compound binomial risk model
by Liu, Guoxin & Wang, Ying
- 2456-2462 Autoregressive processes with normal-Laplace marginals
by Jose, K.K. & Tomy, Lishamol & Sreekumar, J.
- 2463-2469 Bootstrap confidence intervals in nonparametric regression with built-in bias correction
by McMurry, Timothy L. & Politis, Dimitris N.
- 2470-2477 On the E-optimality of complete designs under an interference model
by Filipiak, Katarzyna & Rózanski, Rafal & Sawikowska, Aneta & Wojtera-Tyrakowska, Dominika
- 2478-2484 On the shapes of bilateral Gamma densities
by Küchler, Uwe & Tappe, Stefan
- 2485-2489 Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption
by Coeurjolly, Jean-François
- 2490-2495 Asymptotically pointwise optimal allocation rules in Bayes sequential estimation
by Hwang, Leng-Cheng & Karunamuni, Rohana J.
- 2496-2502 Optimal mixed-level supersaturated design with general number of runs
by Chen, Jie & Liu, Min-Qian
- 2503-2510 Hájek-Inagaki representation theorem, under a general stochastic processes framework, based on stopping times
by Roussas, George G. & Bhattacharya, Debasis
- 2511-2516 On-line detection of a part of a sequence with unspecified distribution
by Sarnowski, Wojciech & Szajowski, Krzysztof
- 2517-2521 Some asymptotic results on density estimators by wavelet projections
by Varron, Davit
- 2522-2527 Consistent estimation of the accuracy of importance sampling using regenerative simulation
by Bhattacharya, Sourabh
- 2528-2535 On the convergence of stochastic integrals with respect to p-semimartingales
by Kubilius, K.
- 2536-2542 Trimmed sums of long range dependent moving averages
by Kulik, Rafal & Ould Haye, Mohamedou
- 2543-2551 An L2 -test for comparing spatial spectral densities
by Crujeiras, Rosa M. & Fernández-Casal, Rubén & González-Manteiga, Wenceslao
- 2552-2558 The uniform approximation of the tail probability of the randomly weighted sums of subexponential random variables
by Zhu, Chun-hua & Gao, Qi-bing
October 2008, Volume 78, Issue 14
- 1999-2005 On convergence properties of sums of dependent random variables under second moment and covariance restrictions
by Hu, Tien-Chung & Rosalsky, Andrew & Volodin, Andrei
- 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
Printed from https://ideas.repec.org/s/eee/stapro24.html
