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Content
2021, Volume 169, Issue C
- S0167715220302613 Jensen’s inequality for g-expectations in general filtration spaces
by Song, Wenjie & Wu, Panyu & Zhang, Guodong
- S0167715220302625 Intrinsic Hölder classes of density functions on Riemannian manifolds and lower bounds to convergence rates
by Ki, Dohyeong & Park, Byeong U.
- S0167715220302637 On relationships between the Pearson and the distance correlation coefficients
by Edelmann, Dominic & Móri, Tamás F. & Székely, Gábor J.
- S0167715220302649 Asymptotic normality of a generalized maximum mean discrepancy estimator
by Balogoun, Armando Sosthène Kali & Nkiet, Guy Martial & Ogouyandjou, Carlos
- S0167715220302650 Empirical likelihood based on synthetic right censored data
by Liang, Wei & Dai, Hongsheng
- S0167715220302662 On the spectral gap of Boltzmann measures on the unit sphere
by Li, Biao & Ma, Yutao & Zhang, Zhengliang
- S0167715220302674 Equivalence of equicontinuity concepts for Markov operators derived from a Schur-like property for spaces of measures
by Hille, Sander C. & Szarek, Tomasz & Worm, Daniel T.H. & Ziemlańska, Maria A.
- S0167715220302686 A family of unbiased confidence intervals for a ratio of variance components
by Burch, Brent D.
- S0167715220302698 On joint probability distribution of the number of vertices and area of the convex hulls generated by a Poisson point process
by Formanov, Sh.K. & Khamdamov, I.M.
- S0167715220302704 Endogenous treatment effect estimation using high-dimensional instruments and double selection
by Zhong, Wei & Gao, Yang & Zhou, Wei & Fan, Qingliang
- S0167715220302716 The conditional Haezendonck–Goovaerts risk measure
by Xun, Li & Jiang, Renqiao & Guo, Jianhua
- S0167715220302728 Taboo rate and hitting time distribution of continuous-time reversible Markov chains
by Xiang, Xuyan & Fu, Haiqin & Zhou, Jieming & Deng, Yingchun & Yang, Xiangqun
- S0167715220302741 A note on stationary bootstrap variance estimator under long-range dependence
by Kang, Taegyu & Kim, Young Min & Im, Jongho
- S0167715220302753 On order statistics and Kendall’s tau
by Fuchs, Sebastian & Schmidt, Klaus D.
- S0167715220302765 Extended diagonal uniform association symmetry model for square contingency tables with ordinal categories
by Ando, Shuji & Tahata, Kouji & Tomizawa, Sadao
- S0167715220302777 Strong Feller property for one-dimensional Lévy processes driven stochastic differential equations with Hölder continuous coefficients
by Zhang, Hua
- S0167715220302789 Bayesian optimal design for non-linear model under non-regularity condition
by Hooshangifar, M. & Talebi, H.
- S0167715220302868 Higher-order central moments of matrix Fisher distribution on SO(3)
by Wang, Weixin & Lee, Taeyoung
- S0167715220302881 Large deviations principle for white noise distributions with growth condition
by Chaari, Sonia
- S016771522030287X A uniform result for the dimension of fractional Brownian motion level sets
by Daw, Lara
2021, Volume 168, Issue C
- S0167715220302212 Bounds for convergence rate in laws of large numbers for mixed Poisson random sums
by Korolev, Victor & Zeifman, Alexander
- S0167715220302224 On the distribution of the T2 statistic, used in statistical process monitoring, for high-dimensional data
by Ahmad, M. Rauf & Ahmed, S. Ejaz
- S0167715220302236 A probabilistic approach to the Φ-variation of classical fractal functions with critical roughness
by Han, Xiyue & Schied, Alexander & Zhang, Zhenyuan
- S0167715220302261 Asymptotics of certain conditionally identically distributed sequences
by Berti, Patrizia & Dreassi, Emanuela & Pratelli, Luca & Rigo, Pietro
- S0167715220302273 Estimate the exponential convergence rate of f-ergodicity via spectral gap
by Guo, Xianping & Liao, Zhong-Wei
- S0167715220302285 Fitting sparse linear models under the sufficient and necessary condition for model identification
by Huang, Jian & Jiao, Yuling & Kang, Lican & Liu, Yanyan
- S0167715220302297 A note on the von Weizsäcker theorem
by Tappe, Stefan
- S0167715220302303 On the sojourn time of a generalized Brownian meander
by Iafrate, F. & Orsingher, E.
- S0167715220302315 A critical branching process with immigration in varying environments
by Mitov, Kosto V.
- S0167715220302327 Nonparametric recursive estimation of the copula
by Camirand Lemyre, Felix & Decrouez, Geoffrey
- S0167715220302339 Large deviation inequalities of LS estimator in nonlinear regression models
by Miao, Yu & Tang, Yanyan
- S0167715220302340 Ultrahigh-dimensional sufficient dimension reduction with measurement error in covariates
by Chen, Li-Pang
- S0167715220302352 Weighted least squares estimation in a binary random coefficient panel model with infinite variance
by Hwang, Eunju
- S0167715220302364 Reweighted Nadaraya–Watson estimation of conditional density function in the right-censored model
by Xiong, Xianzhu & Ou, Meijuan & Chen, Ailian
- S0167715220302376 A complement to the Chebyshev integral inequality
by Jakubowski, Adam
- S0167715220302388 On formulations of skew factor models: Skew factors and/or skew errors
by Lee, Sharon X. & McLachlan, Geoffrey J.
- S0167715220302467 Bound on FWER for correlated normal
by Das, Nabaneet & Bhandari, Subir Kumar
- S0167715220302479 On a generalized population dynamics equation with environmental noise
by Tian, Rongrong & Wei, Jinlong & Wu, Jiang-Lun
- S0167715220302480 The Frisch–Waugh–Lovell theorem for standard errors
by Ding, Peng
- S0167715220302492 Characterization theorems for Q-independent random variables with values in a Banach space
by Myronyuk, Margaryta
- S0167715220302522 Ulam–Hyers stability of Caputo type fractional stochastic neutral differential equations
by Ahmadova, Arzu & Mahmudov, Nazim I.
- S0167715220302534 Expected duration of the no-information minimum rank problem
by Demers, Simon
- S0167715220302546 Determination of the optimal number of strata for propensity score subclassification
by Orihara, Shunichiro & Hamada, Etsuo
- S0167715220302558 Equivalence of pth moment stability between stochastic differential delay equations and their numerical methods
by Bao, Zhenyu & Tang, Jingwen & Shen, Yan & Liu, Wei
- S0167715220302571 Cutoff phenomenon for the maximum of a sampling of Ornstein–Uhlenbeck processes
by Barrera, Gerardo
- S0167715220302583 Median regression from twice censored data
by Subramanian, Sundarraman
- S016771522030225X Random covering sets in metric space with exponentially mixing property
by Hu, Zhang-nan & Li, Bing
- S016771522030256X Converse comparison theorems for multidimensional anticipated backward stochastic differential equations
by Wu, Hao & Li, Xuefeng
2020, Volume 167, Issue C
- S0167715220301851 A note on the identifiability of latent variable models for mixed longitudinal data
by Tabrizi, Elham & Samani, Ehsan Bahrami & Ganjali, Mojtaba
- S0167715220301954 On the Wasserstein distance for a martingale central limit theorem
by Fan, Xiequan & Ma, Xiaohui
- S0167715220301966 A Stein’s approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric
by Besson, Olivier & Vincent, François & Gendre, Xavier
- S0167715220301991 Proximal statistic: Asymptotic normality
by Pacini, David
- S0167715220302005 Construction of some s-level regular designs with general minimum lower-order confounding
by Li, Zhiming & Kong, Qingxun & Ai, Mingyao
- S0167715220302017 Bounds on tail probabilities for quadratic forms in dependent sub-gaussian random variables
by Zajkowski, Krzysztof
- S0167715220302029 Optimal stopping problems for running minima with positive discounting rates
by Gapeev, Pavel V.
- S0167715220302030 Monotonicity of escape probabilities for branching random walks on Zd
by Tzioufas, Achillefs
- S0167715220302042 Monotonicity properties of the Poisson approximation to the binomial distribution
by Pinelis, Iosif
- S0167715220302054 On the empirical process of tempered moving averages
by Beran, Jan & Sabzikar, Farzad & Surgailis, Donatas & Telkmann, Klaus
- S0167715220302066 Test-statistic correlation and data-row correlation
by Zhuo, Bin & Jiang, Duo & Di, Yanming
- S0167715220302145 A strong law of large numbers for simultaneously testing parameters of Lancaster bivariate distributions
by Chen, Xiongzhi
- S0167715220302157 On reflected stochastic differential equations driven by regulated semimartingales
by Hilbert, Astrid & Jarni, Imane & Ouknine, Youssef
- S0167715220302182 Statistical causality and separable processes
by Valjarević, Dragana & Petrović, Ljiljana
- S0167715220302194 Middle censoring in the multinomial distribution with applications
by Jammalamadaka, S. Rao & Bapat, Sudeep R.
- S0167715220302200 Hidden Markov Models for multivariate functional data
by Martino, Andrea & Guatteri, Giuseppina & Paganoni, Anna Maria
- S0167715220302248 Semi-classical asymptotics for scattering length of symmetric stable processes
by Kim, Daehong & Matsuura, Masakuni
- S016771522030198X On the Marcinkiewicz–Zygmund strong laws for arbitrary dependent sequences
by Szewczak, Zbigniew S.
2020, Volume 166, Issue C
- S0167715220301668 A general treatment of alternative expectation formulae
by Liu, Yang
- S0167715220301681 Exact tests via multiple data splitting
by DiCiccio, Cyrus J. & DiCiccio, Thomas J. & Romano, Joseph P.
- S0167715220301693 Sensitivity of the stationary distributions of denumerable Markov chains
by Cruz, Juan Alberto Rojas
- S0167715220301723 Incomplete split-plot designs: Construction and analysis
by Mandal, B.N. & Parsad, Rajender & Dash, Sukanta
- S0167715220301735 On non-linear dependence of multivariate subordinated Lévy processes
by Di Nardo, E. & Marena, M. & Semeraro, P.
- S0167715220301747 Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions
by Hägele, Miriam
- S0167715220301759 Lack-of-fit of a parametric measurement error AR(1) model
by Balakrishna, N. & Kim, Jiwoong & Koul, Hira L.
- S0167715220301760 Posterior properties of the Weibull distribution for censored data
by Ramos, Eduardo & Ramos, Pedro L. & Louzada, Francisco
- S0167715220301772 On intersections of independent space–time anisotropic Gaussian fields
by Chen, Zhenlong & Wang, Jun & Wu, Dongsheng
- S0167715220301784 Process convergence of fluctuations of linear eigenvalue statistics of band Toeplitz matrices
by Maurya, Shambhu Nath & Saha, Koushik
- S0167715220301796 Blowup solutions for stochastic parabolic equations
by Lv, Guangying & Wei, Jinlong
- S0167715220301802 Wavelet estimation in OFBM: Choosing scale parameter in different sampling methods and different parameter values
by Lee, Jeonghwa
- S0167715220301814 On maximin distance and nearly orthogonal Latin hypercube designs
by Su, Zheren & Wang, Yaping & Zhou, Yingchun
- S0167715220301826 Large sample properties of the regression depth induced median
by Zuo, Yijun
- S0167715220301838 Online estimation of integrated squared density derivatives
by Mokkadem, Abdelkader & Pelletier, Mariane
- S0167715220301978 A note on distortion effects on the strength of bivariate copula tail dependence
by Sepanski, Jungsywan H.
- S016771522030167X Nonparametric regression estimate with Berkson Laplace measurement error
by Shi, Jianhong & Bai, Xiuqin & Song, Weixing
- S016771522030184X Asymptotic results for the last zero crossing time of a Brownian motion with non-null drift
by Iafrate, Francesco & Macci, Claudio
2020, Volume 165, Issue C
- S0167715220301164 Ridge reconstruction of partially observed functional data is asymptotically optimal
by Kraus, David & Stefanucci, Marco
- S0167715220301176 A generalization of Lemma 1 in Kotlarski (1967)
by Li, Siran & Zheng, Xunjie
- S0167715220301206 GARCH quasi-likelihood ratios for SV model and the diffusion limit
by Song, Xinyu & Wang, Yazhen
- S0167715220301309 Every countable infinite group admits a long range percolation with a phase transition
by Xiang, Kainan & Zou, Lang
- S0167715220301322 A general exact optimal sample allocation algorithm: With bounded cost and bounded sample sizes
by Wright, Tommy
- S0167715220301334 Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models
by Zhang, Xiuzhen & Lu, Zhiping & Wang, Yangye & Zhang, Riquan
- S0167715220301346 Data sharpening via firth’s adjusted score function
by Braun, W. John & Stafford, James & Brown, Patrick
- S0167715220301358 On gamma-Gompertz life expectancy
by Castellares, Fredy & Patrício, Silvio C. & Lemonte, Artur J.
- S0167715220301371 Revisiting integral functionals of geometric Brownian motion
by Boguslavskaya, Elena & Vostrikova, Lioudmila
- S0167715220301383 Stein’s method and Narayana numbers
by Fulman, Jason & Röllin, Adrian
- S0167715220301395 A note on the exact simulation of spherical Brownian motion
by Mijatović, Aleksandar & Mramor, Veno & Uribe Bravo, Gerónimo
- S0167715220301462 Innovated scalable dynamic learning for time-varying graphical models
by Zheng, Zemin & Li, Liwan & Zhou, Jia & Kong, Yinfei
- S0167715220301474 On the expected runtime of multiple testing algorithms with bounded error
by Hahn, Georg
- S0167715220301486 CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index
by Kubilius, K.
- S0167715220301498 The maximum likelihood estimator under the exponential distribution with right-censored linear regression data
by Yu, Qiqing
- S0167715220301504 Incorporating side information into Robust Matrix Factorization with Bayesian Quantile Regression
by Babkin, Andrey
- S0167715220301516 A modified version of stochastic dominance involving dependence
by Montes, Ignacio & Salamanca, Juan Jesús & Montes, Susana
- S0167715220301541 A quantile inequality for location-scale distributions
by Elster, Clemens & Klauenberg, Katy
- S0167715220301553 The Hammersley–Chapman–Robbins inequality for repeatedly monitored quantum system
by Luati, Alessandra & Novelli, Marco
- S0167715220301565 A test of exponentiality against DMTTF alternatives via L-statistics
by Bhattacharyya, Dhrubasish & Khan, Ruhul Ali & Mitra, Murari
- S0167715220301577 On some new moments of Gamma type
by Kadankova, Tetyana & Simon, Thomas & Wang, Min
- S0167715220301589 Local stability in a transient Markov chain
by Adan, Ivo & Foss, Sergey & Shneer, Seva & Weiss, Gideon
- S0167715220301590 Conditional law and occupation times of two-sided sticky Brownian motion
by Can, Bugra & Çağlar, Mine
- S0167715220301607 Large deviations for sums of claims in a general renewal risk model with the regression dependent structure
by Li, Rong & Bi, Xiuchun & Zhang, Shuguang
- S0167715220301619 Prediction for computer experiments with both quantitative and qualitative factors
by Li, Min & Liu, Min-Qian & Wang, Xiao-Lei & Zhou, Yong-Dao
- S0167715220301620 On the entrance at infinity of Feller processes with no negative jumps
by Foucart, Clément & Li, Pei-Sen & Zhou, Xiaowen
- S0167715220301632 Convergence rate to equilibrium in Wasserstein distance for reflected jump–diffusions
by Sarantsev, Andrey
- S0167715220301644 An upper bound for a cyclic sum of probabilities
by Marengo, James E. & Kolt, Quinn T. & Farnsworth, David L.
- S0167715220301656 The density ratio of Poisson binomial versus Poisson distributions
by Dümbgen, Lutz & Wellner, Jon A.
- S0167715220301711 Correlation matrices with average constraints
by Tuitman, Jan & Vanduffel, Steven & Yao, Jing
- S016771522030119X Consistency of ℓ1 penalized negative binomial regressions
by Xie, Fang & Xiao, Zhijie
- S016771522030136X A note on optional Snell envelopes and reflected backward SDEs
by Marzougue, Mohamed
- S016771522030170X An explicit solution to the Skorokhod embedding problem for double exponential increments
by Nguyen, Giang T. & Peralta, Oscar
2020, Volume 164, Issue C
- S0167715220300961 Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors
by Roy, Angshuman & Ghosh, Anil K.
- S0167715220300973 A modified BDS test
by Luo, Wenya & Bai, Zhidong & Zheng, Shurong & Hui, Yongchang
- S0167715220300985 Generalized foldover method for high-level designs
by Zou, Na & Gou, Tingxun & Qin, Hong & Chatterjee, Kashinath
- S0167715220301012 Last passage percolation on the complete graph
by Wang, Feng & Wu, Xian-Yuan & Zhu, Rui
- S0167715220301048 Method comparison with repeated measurements — Passing–Bablok regression for grouped data with errors in both variables
by Baumdicker, F. & Hölker, U.
- S0167715220301061 Approximating sums of products of dependent random variables
by Gajek, Lesław & Krajewska, Elżbieta
- S0167715220301073 Mixed atomic decomposition of martingale weak Hardy–Morrey spaces
by Yu, Lin & Yu, Xiao
- S0167715220301085 About atomless random measures on δ-rings
by Kremer, D. & Scheffler, H.-P.
- S0167715220301097 A generalized measure of dispersion
by Guerrero, Victor M. & Solis-Lemus, Claudia
- S0167715220301103 Sphere packing design for experiments with mixtures
by Xiong, Zikang & Liu, Liwei & Ning, Jianhui & Qin, Hong
- S0167715220301115 Parameter estimation for one-sided heavy-tailed distributions
by Kerger, Phillip & Kobayashi, Kei
- S0167715220301127 Edgeworth corrections for spot volatility estimator
by He, Lidan & Liu, Qiang & Liu, Zhi
- S0167715220301139 Asymptotic log-Harnack inequality and applications for SPDE with degenerate multiplicative noise
by Hong, Wei & Li, Shihu & Liu, Wei
- S0167715220301140 Pseudodifferential operators and Markov processes on certain totally disconnected groups
by Estala-Arias, Samuel
- S0167715220301152 Robust estimation of a location parameter with the integrated Hogg function
by Catania, Leopoldo & Luati, Alessandra
- S0167715220301188 Model-free feature screening for ultra-high dimensional competing risks data
by Chen, Xiaolin & Zhang, Yahui & Liu, Yi & Chen, Xiaojing
- S0167715220301218 Randomized allocation with nonparametric estimation for contextual multi-armed bandits with delayed rewards
by Arya, Sakshi & Yang, Yuhong
- S0167715220301292 Convergence of ergodic–martingale paraproducts
by Kovač, Vjekoslav & Stipčić, Mario
- S0167715220301310 Preservation of weak SAI’s under increasing transformations with applications
by Li, Chen & Li, Xiaohu
- S016771522030105X Departing from Bayesian inference toward minimaxity to the extent that the posterior distribution is unreliable
by Bickel, David R.
2020, Volume 163, Issue C
- S0167715220300651 Anticipated backward stochastic differential equations with left-Lipschitz coefficient
by Xiong, Yafang & Xu, Xiaoming
- S0167715220300687 Reflected BSDEs with time-delayed generators and nonlinear resistance
by Luo, Peng
- S0167715220300729 Optimal designs for panel data linear regressions
by Cheng, Jing & Ai, Mingyao
- S0167715220300742 Wasserstein upper bounds of the total variation for smooth densities
by Chae, Minwoo & Walker, Stephen G.
- S0167715220300754 Tests for regression coefficients in high dimensional partially linear models
by Liu, Yan & Zhang, Sanguo & Ma, Shuangge & Zhang, Qingzhao
- S0167715220300766 A robust two-stage procedure for the Poisson process under the linear exponential loss function
by Hwang, Leng-Cheng
- S0167715220300791 Convergence to Fréchet distribution via Mallows distance
by Mousavinasr, S. & Gonçalves, C.R. & Dorea, C.C.Y.
- S0167715220300808 Variance function of boolean additive convolution
by Fakhfakh, Raouf
- S0167715220300821 A note on new Bernstein-type inequalities for the log-likelihood function of Bernoulli variables
by Zhao, Yunpeng
- S0167715220300833 Large and moderate deviation principles for the Erdös–Kac theorem in function fields
by Feng, Tingting & Wang, Shaochen & Yang, Guangyu
- S0167715220300845 Hierarchical clustering with optimal transport
by Chakraborty, Saptarshi & Paul, Debolina & Das, Swagatam
- S0167715220300857 Characterizations through generalized and dual generalized order statistics, with an application to statistical prediction problem
by Shah, Imtiyaz A. & Barakat, H.M. & Khan, A.H.
- S0167715220300936 Harnack inequalities for stochastic heat equation with locally unbounded drift
by Yin, Xiuwei & Shen, Guangjun & Zhang, Jinhong
- S0167715220300948 A density for the local time of the Brox diffusion
by Gutierrez-Pavón, Jonathan & Pacheco, Carlos G.
- S0167715220300997 Volatility estimation of general Gaussian Ornstein–Uhlenbeck process
by Yu, Qian & Bajja, Salwa
- S0167715220301000 An equivalence criterion for infinite products of Cauchy measures
by Okamura, Kazuki
- S0167715220301024 On the non-stochastic ordering of some quadratic forms
by Marchand, Éric & Strawderman, William E.
- S0167715220301036 A note on conditional variance and characterization of probability distributions
by Jaworski, Piotr & Pitera, Marcin
- S016771522030078X Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients
by Cui, Jing & Bi, Nana
- S016771522030081X Weak-L∞ inequality for non-symmetric martingale transforms and Haar system
by Akboudj, Meryem & Jiao, Yong & Osękowski, Adam
- S016771522030095X Asymptotic behaviour of solution and non-existence of global solution to a class of conformable time-fractional stochastic equation
by Nane, Erkan & Nwaeze, Eze R. & Omaba, McSylvester Ejighikeme
2020, Volume 162, Issue C
- S0167715220300298 Asymptotic near-efficiency of the “Gibbs-energy (GE) and empirical-variance” estimating functions for fitting Matérn models - II: Accounting for measurement errors via “conditional GE mean”
by Girard, Didier A.
- S0167715220300481 On the ratio of current age to total life for null recurrent renewal processes
by Angus, John & Ding, Yujia
- S0167715220300493 On a tail bound for analyzing random trees
by Justice, Sam & Shyamalkumar, N.D.
- S0167715220300511 Some remark on the asymptotic variance in a drift accelerated diffusion
by Ouled Said, A.
- S0167715220300523 Asymptotic number of clusters for species sampling sequences with non-diffuse base measure
by Bassetti, Federico & Ladelli, Lucia
- S0167715220300535 On generating fully discrete samples of the stochastic heat equation on an interval
by Hildebrandt, Florian
- S0167715220300547 M estimators based on the probability integral transformation with applications to count data
by Valdora, Marina & Yohai, Víctor
- S0167715220300559 Interplay of financial and insurance risks in dependent discrete-time risk models
by Yang, Yang & Jiang, Tao & Wang, Kaiyong & Yuen, Kam C.
- S0167715220300560 A large deviation result for maximum likelihood estimator of non-homogeneous Ornstein–Uhlenbeck processes
by Zhao, Shoujiang & Liu, Qiaojing
- S0167715220300572 On the rate of Poisson approximation to Bernoulli partial sum processes
by Ruzankin, Pavel S. & Borisov, Igor S.
- S0167715220300663 A stochastic comparison result for the multitype contact process with unequal death rates
by Stover, Joseph P.
- S0167715220300675 Characterization results for symmetric continuous distributions based on the properties of k-records and spacings
by Ahmadi, Jafar
- S0167715220300699 Nonparametric inference for covariate-adjusted model
by Dai, Shuang & Huang, Zhensheng
- S0167715220300730 Asymptotics of stochastic Burgers equation with jumps
by Hu, Shulan & Wang, Ran
- S0167715220300778 Intrinsic covariance matrix estimation for multivariate elliptical distributions
by Guo, Junhao & Zhou, Jie & Hu, Sanfeng
- S016771522030047X Asymptotic behavior of proportions of observations falling to random regions determined by central order statistics
by Augustynowicz, Aneta
- S016771522030050X A Lévy–Ottaviani type inequality for the Bernoulli process on an interval
by Bednorz, Witold & Martynek, Rafał
2020, Volume 161, Issue C
- S0167715220300079 On non-central squared copulas
by Nasri, Bouchra R.
- S0167715220300171 First and second moments of the size distribution of bond percolation clusters on rings, paths and stars
by Jevtić, Petar & Lanchier, Nicolas & La Salle, Axel
- S0167715220300225 Computing probabilities of integer-valued random variables by recurrence relations
by Baena-Mirabete, S. & Puig, P.
- S0167715220300237 Variational inference for multiplicative intensity models
by Lau, John W. & Cripps, Edward & Hui, Wendy
- S0167715220300249 Exact asymptotic limit for kernel estimation of regression level sets
by Dau, Hai Dang & Laloë, Thomas & Servien, Rémi
- S0167715220300250 A nonparametric test for comparison of mean past lives
by Bhattacharyya, Dhrubasish & Khan, Ruhul Ali & Mitra, Murari
- S0167715220300262 CP decomposition and weighted clique problem
by Zhang, Tonglin
- S0167715220300274 On moments of Brownian functionals and their interpretation in terms of random walks
by Najnudel, Joseph & Wu, Ching-Tang & Yen, Ju-Yi
- S0167715220300286 Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion
by Bibinger, Markus
- S0167715220300304 The Marcinkiewics–Zygmund strong law of large numbers for dependent random variables
by Boukhari, Fakhreddine
- S0167715220300316 Construction of optimal fractional Order-of-Addition designs via block designs
by Chen, Jianbin & Mukerjee, Rahul & Lin, Dennis K.J.
- S0167715220300328 Independence properties of the truncated multivariate elliptical distributions
by Levine, Michael & Richards, Donald & Su, Jianxi
- S0167715220300341 Estimating the complexity index of functional data: Some asymptotics
by Bongiorno, E.G. & Goia, A. & Vieu, P.
- S0167715220300353 The conditional law of the Bacry–Muzy and Riemann–Liouville log correlated Gaussian fields and their GMC, via Gaussian Hilbert and fractional Sobolev spaces
by Forde, Martin & Smith, Benjamin
- S0167715220300365 Limit laws for the number of triangles in the generalized random graphs with random node weights
by Liu, Qun & Dong, Zhishan
- S0167715220300377 Talagrand’s quadratic transportation cost inequalities for reflected SPDEs driven by space–time white noise
by Li, Ruinan & Li, Yumeng
- S0167715220300444 High-probability bounds for the reconstruction error of PCA
by Milbradt, Cassandra & Wahl, Martin
- S0167715220300456 Hypothesis testing with active information
by Díaz–Pachón, Daniel Andrés & Sáenz, Juan Pablo & Rao, J. Sunil
- S0167715220300468 A consistency theorem for randomized singular value decomposition
by Chen, Ting-Li & Huang, Su-Yun & Wang, Weichung
- S016771522030002X Hypothesis testing for the identity of high-dimensional covariance matrices
by Qian, Manling & Tao, Li & Li, Erqian & Tian, Maozai
- S016771522030033X On obtaining sharp bounds of the rate of convergence for a class of continuous-time Markov chains
by Zeifman, A.I. & Satin, Y.A. & Kiseleva, K.M.
2020, Volume 160, Issue C
Printed from https://ideas.repec.org/s/eee/stapro5.html
