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Series handle: RePEc:eee:stapro
ISSN: 0167-7152
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Content
2019, Volume 152, Issue C
- 50-58 Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution
by Li, Yizeng & Qi, Yongcheng
- 59-68 A note on limit theory for mildly stationary autoregression with a heavy-tailed GARCH error process
by Hwang, Eunju
- 69-73 Exact strong laws of large numbers for ratios of the smallest order statistics
by Matuła, Przemysław & Kurasiński, Paweł & Adler, André
- 74-81 Poisson Lindley process and its main properties
by Cha, Ji Hwan
- 82-88 Characterization of distributions of Q-independent random variables on locally compact Abelian groups
by Myronyuk, Margaryta
- 89-91 On general Bayesian inference using loss functions
by Bissiri, Pier Giovanni & Walker, Stephen G.
- 92-99 Identifying the number of factors using a white noise test
by Li, Shuangbo & Zhang, Li-Xin
- 100-110 Spectral distribution of large generalized random kernel matrices
by Zeng, Xingyuan
- 111-120 Non-asymptotic bounds for percentiles of independent non-identical random variables
by Xia, Dong
- 121-125 On a lower bound for the Chung–Diaconis–Graham random process
by Hildebrand, Martin
- 126-136 Reflected backward stochastic partial differential equations with jumps in a convex domain
by Yang, Xue
- 137-146 The naive Bayes classifier for functional data
by Zhang, Yi-Chen & Sakhanenko, Lyudmila
- 147-152 Norms of sub-exponential random vectors
by Zajkowski, Krzysztof
- 153-155 A note on the coefficients of elliptical random variables
by Shushi, Tomer
- 156-161 The density flatness phenomenon
by Alhakim, Abbas & Molchanov, S.
2019, Volume 151, Issue C
- 1-7 Covariance functions on spheres cross time: Beyond spatial isotropy and temporal stationarity
by Estrade, Anne & Fariñas, Alessandra & Porcu, Emilio
- 8-16 Nonparametric estimation of the trend for stochastic differential equations driven by small α-stable noises
by Zhang, Xuekang & Yi, Haoran & Shu, Huisheng
- 17-28 Large and moderate deviation principles for recursive kernel estimators of a regression function for spatial data defined by stochastic approximation method
by Bouzebda, Salim & Slaoui, Yousri
- 29-35 Large rank-based models with common noise
by Kolli, Praveen & Sarantsev, Andrey
- 36-41 Two part envelopes for rejection sampling of some completely random measures
by Griffin, Jim
- 42-48 p-conformal maps on the triangular lattice
by Akahori, Jirô & Ida, Yuuki & Markowsky, Greg
- 49-57 Consistent estimation of residual variance with random forest Out-Of-Bag errors
by Ramosaj, Burim & Pauly, Markus
- 58-66 Exact convergence rate in the local central limit theorem for a lattice branching random walk on Zd
by Gao, Zhi-Qiang
- 67-72 Compatible matrices of Spearman’s rank correlation
by Wang, Bin & Wang, Ruodu & Wang, Yuming
- 73-78 The asymmetric log-Laplace distribution as a limiting case of the generalized beta distribution
by Higbee, Joshua D. & Jensen, Jonathan E. & McDonald, James B.
- 79-83 Jensen inequality for superlinear expectations
by Lin, Qian
- 84-88 An elementary proof of de Finetti’s theorem
by Kirsch, Werner
- 89-96 The distribution of the minimum of a positive sample
by Withers, Christopher S. & Nadarajah, Saralees
- 97-105 Super Poincaré inequality for a dynamic model of the two-parameter Dirichlet process
by Zhang, Weiwei
- 106-115 Applications of the fundamental matrix to mean absorption and conditional mean absorption problems
by Milliken, Evan
- 116-122 Nonparametric relative regression under random censorship model
by Salah, Khardani & Yousri, Slaoui
2019, Volume 150, Issue C
- 1-8 Donsker type theorem for fractional Poisson process
by Araya, Héctor & Bahamonde, Natalia & Torres, Soledad & Viens, Frederi
- 9-12 On scale Fisher consistency of maximum likelihood estimator for the exponential regression model under arbitrary frailty
by Bednarski, Tadeusz & Skolimowska-Kulig, Magdalena
- 13-22 Large deviations for weighted means of random vectors defined in terms of suitable Lévy processes
by Giuliano, Rita & Macci, Claudio & Pacchiarotti, Barbara
- 23-28 A Hoeffding’s inequality for uniformly ergodic diffusion process
by Choi, Michael C.H. & Li, Evelyn
- 29-34 Limiting behavior of the ratio of kth records
by Jasiński, Krzysztof
- 35-46 Stochastic equations and limit results for some two-type branching models
by Kaj, Ingemar & Tahir, Daniah
- 47-53 Distribution free goodness of fit testing of grouped Bernoulli trials
by Roberts, Leigh A.
- 54-60 Different possible behaviors of wavelet leaders of the Brownian motion
by Ayache, Antoine & Esser, Céline & Kleyntssens, Thomas
- 61-67 Pathwise uniqueness and non-explosion of SDEs driven by compensated Poisson random measures
by Wang, Chen & Zhang, Tusheng
- 68-73 Detecting mortality deceleration: Likelihood inference and model selection in the gamma-Gompertz model
by Böhnstedt, Marie & Gampe, Jutta
- 74-80 On strong stationary times and approximation of Markov chain hitting times by geometric sums
by Daly, Fraser
- 81-87 The Csörgő–Révész moduli of non-differentiability of fractional Brownian motion
by Wang, Wensheng & Xiao, Yimin
- 88-93 The variance of the average depth of a pure birth process converges to 7
by Duffy, Ken R. & Meli, Gianfelice & Shneer, Seva
- 94-100 Change-point analysis using logarithmic quantile estimation
by Tabacu, Lucia & Ledbetter, Mark
- 101-107 On pathwise Riemann–Stieltjes integrals
by Yaskov, Pavel
- 108-113 Squared-norm empirical processes
by Vu, Vincent Q. & Lei, Jing
- 114-120 Best linear predictor of a C[0,1]-valued functional autoregressive process
by Kada Kloucha, Meryem & Mourid, Tahar
- 121-125 Observing a Lévy process up to a stopping time
by Vidmar, Matija
- 126-136 Limit theory for moderate deviation from Integrated GARCH processes
by Tao, Yubo
- 137-145 On the first positive and negative excursion exceeding a given length
by Sirovich, Roberta & Testa, Luisa
- 146-151 Intrinsic metric and one-dimensional diffusions
by Sun, Wenjie & Ying, Jiangang
2019, Volume 149, Issue C
- 1-8 Checking nonparametric component for partially nonlinear model with missing response
by Wang, Zhaoliang & Xue, Liugen & Liu, Juanfang
- 9-15 Limit theorem for the Robin Hood game
by Angel, Omer & Matzavinos, Anastasios & Roitershtein, Alexander
- 16-23 A nonparametric ensemble binary classifier and its statistical properties
by Chakraborty, Tanujit & Chakraborty, Ashis Kumar & Murthy, C.A.
- 29-37 Large deviations in a population dynamics with catastrophes
by Logachov, A. & Logachova, O. & Yambartsev, A.
- 38-46 The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models
by Xiao, Jinghong & Wen, Yuechun & Tan, Zhongquan
- 47-54 Pointwise eigenfunction estimates and mean Lp-norm blowup of a system of semilinear SPDEs with symmetric Lévy generators
by Guerrero, Eugenio & López-Mimbela, José Alfredo
- 55-62 Causal inference from strip-plot designs in a potential outcomes framework
by Alqallaf, Fatemah A. & Huda, S. & Mukerjee, Rahul
- 63-72 Markovian structure of the Volterra Heston model
by Abi Jaber, Eduardo & El Euch, Omar
- 73-79 Exceedances point processes in the plane of stationary Gaussian sequences with data missing
by Peng, Zuoxiang & Tong, Jinjun & Weng, Zhichao
- 80-85 Moment-type estimation from grouped samples
by Nowak, Piotr Bolesław
- 86-92 The probability of finite-time blowup of a semi-linear SPDE with fractional noise
by Dung, Nguyen Tien
- 93-99 An equivalent formula for Pitman’s asymptotic relative efficiency under weakened assumptions
by Maaroufi, Nadir
- 100-106 A weighted discrepancy bound of quasi-Monte Carlo importance sampling
by Dick, Josef & Rudolf, Daniel & Zhu, Houying
- 107-115 A numerical method for forward–backward stochastic equations with delay and anticipated term
by Zhang, Shuaiqi & Xiong, Jie
- 116-123 On the quasi-ergodic distribution of absorbing Markov processes
by He, Guoman & Zhang, Hanjun & Zhu, Yixia
- 124-131 Generalizations of the arithmetic case of Blackwell’s renewal theorem
by Hadjicostas, Petros
- 132-141 Law of the logarithm for weighted sums of negatively dependent random variables under sublinear expectation
by Feng, Xinwei
- 142-145 Zero-adjusted reparameterized Birnbaum–Saunders regression model
by Tomazella, Vera & Pereira, Gustavo H.A. & Nobre, Juvêncio S. & Santos-Neto, Manoel
- 146-152 Distributional results relating to the posterior of a Dirichlet process prior
by Hatjispyros, Spyridon J. & Nicoleris, Theodoros & Walker, Stephen G.
- 153-159 On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims
by Yang, Haizhong & Li, Jinzhu
- 160-170 Asymptotics for discrete time hedging errors under fractional Black–Scholes models
by Wang, Wensheng
- 171-177 Scatter halfspace depth for K-symmetric distributions
by Nagy, Stanislav
2019, Volume 148, Issue C
- 1-8 Stochastic monotonicity of MLEs of the mean for exponentially distributed lifetimes under hybrid censoring
by van Bentum, Thomas & Cramer, Erhard
- 9-16 On mutual information estimation for mixed-pair random variables
by Beknazaryan, Aleksandr & Dang, Xin & Sang, Hailin
- 17-22 Independence test for large sparse contingency tables based on distance correlation
by Zhang, Qingyang
- 23-29 The smallest eigenvalues of random kernel matrices: Asymptotic results on the min kernel
by Huang, Lu-Jing & Liao, Yin-Ting & Chang, Lo-Bin & Hwang, Chii-Ruey
- 30-34 A concentration inequality for inhomogeneous Neyman–Scott point processes
by Coeurjolly, Jean-François & Reynaud-Bouret, Patricia
- 35-42 Power and level robustness of a test for composite hypotheses under independent non-homogeneous data
by Ghosh, Abhik & Basu, Ayanendranath
- 43-53 Pricing contingent convertible bonds: An analytical approach based on two-dimensional stochastic processes
by Choe, Geon Ho & Jang, Hyun Jin & Na, Young Hoon
- 54-58 On computing maximum likelihood estimates for the negative binomial distribution
by Bandara, Udika & Gill, Ryan & Mitra, Riten
- 59-65 Unbiasedness of LRT on the homogeneity of means in MANOVA under general order restrictions
by Hamdan, Mustafa & Hu, Xiaomi
- 66-73 On the properties of a Takács distribution
by Barabesi, Lucio & Pratelli, Luca
- 74-81 Density deconvolution from grouped data with additive errors
by Phuong, Cao Xuan & Thuy, Le Thi Hong
- 82-87 Feynman–Kac penalizations of rotationally symmetric α-stable processes
by Li, Yunke & Takeda, Masayoshi
- 88-93 A bound of the β-mixing coefficient for point processes in terms of their intensity functions
by Poinas, Arnaud
- 94-100 Uniform estimation of isobars
by Barme-Delcroix, Marie-Françoise & Brito, Margarida
- 101-111 Centered Sobolev inequality and exponential convergence in Φ-entropy
by Cheng, Lingyan & Wu, Liming
- 112-117 Locally optimal designs for mixed binary and continuous responses
by Kim, Soohyun & Kao, Ming-Hung
- 118-127 Stochastic flows of SDEs with non-Lipschitz coefficients and singular time
by Xu, Jie & Wen, Jiaping & Mu, Jianyong & Liu, Jicheng
- 128-132 Construction of Liouville Brownian motion via Dirichlet form theory
by Shin, Jiyong
- 133-133 Priority of the result in ‘Mean field limit for survival probability of the high-dimensional contact process’
by Xue, Xiaofeng
- 134-142 Discrete records: Limit theorems for their spacings and generation methods
by Pakhteev, A. & Stepanov, A.
- 143-149 Generalized Random Dot Product graph
by Ng, Tin Lok James & Murphy, Thomas Brendan
- 150-154 Hölder’s identity
by Brinda, W.D. & Klusowski, Jason M. & Yang, Dana
- 155-163 Extreme-aggregation measures in the RDEU model
by Chen, Ouxiang & Hu, Taizhong
- 164-168 Almost sure uniform convergence of a random Gaussian field conditioned on a large linear form to a non random profile
by Mounaix, Philippe
2019, Volume 147, Issue C
- 1-5 On Brownian exit times from perturbed multi-strips
by Lifshits, M. & Nazarov, A.
- 6-11 Ergodicity conditions for a double mixed Poisson autoregression
by Aknouche, Abdelhakim & Demmouche, Nacer
- 12-17 Dimension walks on Sd×R
by Bingham, N.H. & Symons, Tasmin L.
- 18-28 A note on large deviation probabilities for empirical distribution of branching random walks
by Shi, Wanlin
- 29-35 On probability of high extremes of Gaussian fields with a smooth random trend
by Popivoda, Goran & Stamatović, Siniša
- 36-44 Model selection using mass-nonlocal prior
by Shi, Guiling & Lim, Chae Young & Maiti, Tapabrata
- 45-56 Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation
by Liu, Shanshan & Xing, Xiaoyu & Liu, Guoxin
- 57-65 Harmonic moments, large and moderate deviation principles for Mandelbrot’s cascade in a random environment
by Li, Yingqiu & Liu, Quansheng & Peng, Xuelian
- 66-72 Testing multivariate scatter parameter in elliptical model based on forward search method
by Chakraborty, Chitradipa
- 73-82 Extremal properties of the univariate extended skew-normal distribution, Part A
by Beranger, B. & Padoan, S.A. & Xu, Y. & Sisson, S.A.
- 83-89 Removal of the points that do not support an E-optimal experimental design
by Harman, Radoslav & Rosa, Samuel
- 90-95 Cointegrated linear processes in Bayes Hilbert space
by Seo, Won-Ki & Beare, Brendan K.
- 96-104 Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games
by Wei, Qingda
- 105-114 Extremal properties of the multivariate extended skew-normal distribution, Part B
by Beranger, B. & Padoan, S.A. & Xu, Y. & Sisson, S.A.
2019, Volume 146, Issue C
- 1-6 Residual extropy of k-record values
by Jose, Jitto & Abdul Sathar, E.I.
- 7-14 Intrinsic random functions on the sphere
by Huang, Chunfeng & Zhang, Haimeng & Robeson, Scott M. & Shields, Jacob
- 15-26 On the Euler–Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients
by Li, Libo & Taguchi, Dai
- 27-35 Decomposition of backward SLE in the capacity parametrization
by Mackey, Benjamin & Zhan, Dapeng
- 36-41 Various optimality criteria for the prediction of individual response curves
by Prus, Maryna
- 42-49 Extremal process of the zero-average Gaussian free field for d≥3
by Das, Sayan & Hazra, Rajat Subhra
- 50-56 Exchangeable random partitions from max-infinitely-divisible distributions
by Stoev, Stilian & Wang, Yizao
- 57-64 Distributions of the minimum and the maximum of a random number of random variables
by Bobotas, Panayiotis & Koutras, Markos V.
- 65-69 Exponential inequality for chaos based on sampling without replacement
by Hodara, P. & Reynaud-Bouret, P.
- 70-79 Generalized and robustified empirical depths for multivariate data
by Liu, Xiaohui & Rahman, Jafer & Luo, Shihua
- 80-84 Some properties of the one-dimensional subordinated stable model
by Panov, Vladimir
- 85-89 On the oscillatory behavior of coupled stochastic harmonic oscillators driven by random forces
by de la Cruz, H. & Jimenez, J.C. & Biscay, R.J.
- 90-96 Variable-based missing mechanism for an incomplete contingency table with unit missingness
by Jeon, Saebom & Kwon, Tae Yeon & Park, Yousung
- 97-103 A nested expectation–maximization algorithm for latent class models with covariates
by Durante, Daniele & Canale, Antonio & Rigon, Tommaso
- 104-111 Hazard rate and reversed hazard rate orders on extremes of heterogeneous and dependent random variables
by Li, Chen & Li, Xiaohu
- 112-117 An elementary derivation of the Chinese restaurant process from Sethuraman’s stick-breaking process
by Miller, Jeffrey W.
- 118-123 q-Stieltjes classes for some families of q-densities
by Ostrovska, Sofiya & Turan, Mehmet
- 124-131 Sliced Latin hypercube designs with both branching and nested factors
by Chen, Hao & Yang, Jinyu & Lin, Dennis K.J. & Liu, Min-Qian
- 132-138 Finite thinning-selfdecomposable point processes
by Davydov, Michel & Zuyev, Sergei
- 139-146 On moments of integral exponential functionals of additive processes
by Salminen, Paavo & Vostrikova, Lioudmila
- 147-155 Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion
by Yang, Yang & Su, Wen & Zhang, Zhimin
- 156-160 A simple model-free survival conditional feature screening
by Chen, Xiaolin & Zhang, Yahui & Chen, Xiaojing & Liu, Yi
- 161-167 Couplings for processes with independent increments
by Criens, David
- 168-174 A central limit theorem for marginally coupled designs
by Wang, Sumin & Wang, Dongying & Sun, Fasheng
- 175-180 Double robustness without weighting
by Lee, Myoung-jae & Lee, Sanghyeok
- 181-186 Confidence regions in step–stress experiments with multiple samples under repeated type-II censoring
by Bedbur, S. & Kamps, U.
- 187-192 Equivalent distortion risk measures on moment spaces
by Cornilly, Dries & Vanduffel, Steven
- 193-199 A generalization of Expected Shortfall based capital allocation
by Xun, Li & Zhou, Yangzhi & Zhou, Yong
- 200-205 A short note on the dependence structure of random vectors
by González-Barrios, José M. & Gutiérrez-Peña, Eduardo & Rueda, Raúl
- 206-212 Quantification of the impact of priors in Bayesian statistics via Stein’s Method
by Ghaderinezhad, Fatemeh & Ley, Christophe
- 213-223 On the action of the Hilbert transform on ℓ1N-valued functions
by Osękowski, Adam
- 224-230 Averaging principle for the heat equation driven by a general stochastic measure
by Radchenko, Vadym
2019, Volume 145, Issue C
- 1-11 On the asymptotic behavior of the Diaconis–Freedman chain on [0,1]
by Ladjimi, Fetima & Peigné, Marc
- 12-20 On the consistency of penalized MLEs for Erlang mixtures
by Yin, Cuihong & Sheldon Lin, X. & Huang, Rongtan & Yuan, Haili
- 21-27 Passive tracer in non-Markovian, Gaussian velocity field
by Chojecki, Tymoteusz
- 28-36 On APF test for Poisson process with shift and scale parameters
by Dabye, A.S. & Kutoyants, Yu.A. & Tanguep, E.D.
- 37-42 Exponential probability distribution on symmetric matrices
by Hassairi, A. & Roula, A.
- 43-49 Geometric ergodicity for some space–time max-stable Markov chains
by Koch, Erwan & Robert, Christian Y.
- 50-56 Large sample properties of a new measure of income inequality
by Zhang, Xiaoke & Gastwirth, Joseph L.
- 57-62 Efficient computation for Bayesian comparison of two proportions
by Schmidt, Mikkel N. & Mørup, Morten
- 63-73 On asymptotic normality of certain linear rank statistics
by Skorniakov, V.
- 74-80 Linear process bootstrap unit root test
by Zou, Nan & Politis, Dimitris N.
- 81-88 Estimation of minimum and maximum correlation coefficients
by Xiang, Jim X.
- 89-95 Correlation extrapolated
by Maugis, Pierre-André G.
- 96-102 On the semi-group of a scaled skew Bessel process
by Alili, Larbi & Aylwin, Andrew
- 103-109 Three skewed matrix variate distributions
by Gallaugher, Michael P.B. & McNicholas, Paul D.
- 110-117 Lift expectations of random sets
by Diaye, Marc-Arthur & Koshevoy, Gleb A. & Molchanov, Ilya
- 118-126 Stein operators for variables form the third and fourth Wiener chaoses
by Gaunt, Robert E.
- 127-132 On three-level D-optimal paired choice designs
by Singh, Rakhi
- 133-140 Tamed Euler–Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients
by Ngo, Hoang Long & Luong, Duc Trong
- 141-146 Bounds for the probability to leave the interval
by Lotov, V.I.
- 147-157 A note on Parisian ruin under a hybrid observation scheme
by Lkabous, Mohamed Amine
- 158-165 Another bias correction for asymmetric kernel density estimation with a parametric start
by Hirukawa, Masayuki & Sakudo, Mari
- 166-172 Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model
by Arvanitis, Stelios
- 173-180 Kernel estimation of the conditional density under a censorship model
by Aouicha, Lamia & Messaci, Fatiha
- 181-186 An extremal property of the normal distribution, with a discrete analog
by Hillion, Erwan & Johnson, Oliver & Saumard, Adrien
- 187-196 Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes
by Laïb, Naâmane & Louani, Djamal
- 197-204 Geometric dispersion models with real quadratic v-functions
by Abid, Rahma & Kokonendji, Célestin C. & Masmoudi, Afif
- 205-215 On probabilistic aspects of Chebyshev polynomials
by Szabłowski, Paweł J.
- 216-223 Concentration of measure for radial distributions and consequences for statistical modeling
by Arias-Castro, Ery & Pu, Xiao
- 224-228 A note on strong-consistency of componentwise ARH(1) predictors
by Ruiz-Medina, M.D. & Álvarez-Liébana, J.
- 229-237 Integration by parts formulas for marked Hawkes processes
by Takeuchi, Atsushi
- 238-247 Moments and cumulants of the extremes of a sample from a uniform distribution
by Withers, Christopher S. & Nadarajah, Saralees
- 248-253 Partial monotonicity of entropy revisited
by Xia, Wanwan
- 254-259 Central limit theorem for the entries of products of random matrices without the positivity condition
by Arbués, Ignacio
- 260-267 Time-varying cointegration model using wavelets
by da Fonseca, Eder Lucio & Alencar, Airlane Pereira & Morettin, Pedro Alberto
- 268-272 Bayesian estimation of Kendall’s τ using a latent normal approach
by van Doorn, Johnny & Ly, Alexander & Marsman, Maarten & Wagenmakers, Eric-Jan
- 273-283 Probabilistic interpretation for Sobolev solutions of McKean–Vlasov partial differential equations
by Wu, Zhen & Xu, Ruimin
- 284-292 Stable Lévy process delayed by tempered stable subordinator
by Gajda, J. & Kumar, A. & Wyłomańska, A.
- 293-300 A model for level induced conditional heteroskedasticity
by Michel, Jon & de Jong, Robert M.
- 301-311 Minimum distance parameter estimation for SDEs with small α-stable noises
by Zhao, Huiyan & Zhang, Chongqi
- 312-316 Conditional distributions of multivariate normal mean–variance mixtures
by Jamalizadeh, Ahad & Balakrishnan, Narayanaswamy
- 317-320 Using DAGs to identify the sufficient dimension reduction in the Principal Fitted Components model
by Szretter Noste, María Eugenia
- 321-326 A quantitative discounted central limit theorem using the Fourier metric
by Katriel, Guy
- 327-337 Stochastic comparisons on conditional residual lifetime and inactivity time of coherent systems with exchangeable components
by Salehi, Ebrahim & Tavangar, Mahdi
- 338-344 On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality
by Niu, Zhenzhen & Hu, Jiang & Bai, Zhidong & Gao, Wei
- 345-350 On the moment generating function for random vectors via inverse survival function
by Song, Pingfan & Tan, Changchun & Wang, Shaochen
- 351-358 A variation of constant formula for Caputo fractional stochastic differential equations
by Anh, P.T. & Doan, T.S. & Huong, P.T.
- 359-364 Efficient estimation of a distribution function based on censored data
by Alevizos, Filippos & Bagkavos, Dimitrios & Ioannides, Dimitrios
2019, Volume 144, Issue C
- 3-8 Multivariate spatial meta kriging
by Guhaniyogi, Rajarshi & Banerjee, Sudipto
- 9-15 A turning bands method for simulating isotropic Gaussian random fields on the sphere
by Emery, Xavier & Furrer, Reinhard & Porcu, Emilio
- 16-22 Copula-based segmentation of cylindrical time series
by Lagona, Francesco
- 23-29 Kernel density classification for spherical data
by Di Marzio, Marco & Fensore, Stefania & Panzera, Agnese & Taylor, Charles C.
- 30-36 Local binary regression with spherical predictors
by Di Marzio, Marco & Fensore, Stefania & Panzera, Agnese & Taylor, Charles C.
- 37-43 Synthetically lagged models
by Burr, Wesley S. & Shin, Hwashin H. & Takahara, Glen
- 44-51 A Bayesian hierarchical model for multiple imputation of urban spatio-temporal groundwater levels
by Manago, Kimberly F. & Hogue, Terri S. & Porter, Aaron & Hering, Amanda S.
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