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Content
2018, Volume 142, Issue C
2018, Volume 141, Issue C
- 1-6 Complete asymptotic expansions for the density function of t-distribution
by Chen, Chao-Ping
- 7-18 Existence and exponential stability of a class of impulsive neutral stochastic partial differential equations with delays and Poisson jumps
by Chen, Guiling & van Gaans, Onno & Lunel, Sjoerd Verduyn
- 19-30 Pseudo-binomial approximation to (k1,k2)-runs
by Upadhye, N.S. & Kumar, A.N.
- 31-40 On unfair permutations
by Arslan, İlker & Işlak, Ümit & Pehlivan, Cihan
- 41-49 Long time behavior for stochastic Burgers equations with jump noises
by Wang, Guanying & Wang, Xingchun & Zhou, Ke
- 50-55 A proof for the existence of multivariate singular generalized skew-elliptical density functions
by Shushi, Tomer
- 56-61 A note on the spectral gap for general harmonic measures on spheres
by Ma, Yutao & Wang, Xinyu
- 62-67 Velocity formulae between entropy and hitting time for Markov chains
by Choi, Michael C.H.
- 68-73 Exact simulation of reciprocal Archimedean copulas
by Mai, Jan-Frederik
- 74-81 Families of complementary distributions
by Jones, M.C.
- 82-89 Inference for partial correlation when data are missing not at random
by Gorbach, Tetiana & de Luna, Xavier
- 90-95 The semicircle law for matrices with ergodic entries
by Löwe, Matthias
- 96-102 Parametric estimation for non recurrent diffusion processes
by Abi-ayad, Ilham & Mourid, Tahar
- 103-108 Dynamic optimality in optimal variance stopping problems
by Buonaguidi, B.
- 109-113 Some families of asymmetric nested orthogonal arrays and asymmetric sliced orthogonal arrays
by Zhang, Tianfang & Jiang, Junyu & Li, Zhiming
- 114-124 On some applications of Sobolev flows of SDEs with unbounded drift coefficients
by Menoukeu Pamen, Olivier
- 125-128 Equivalence between Mallows and Girone–Cifarelli tests
by Youndjé, É.
- 129-134 A class of space-filling designs and their projection properties
by Mu, Weiyan & Xiong, Shifeng
- 135-142 A probabilistic proof for Fourier inversion formula
by Wong, Tak Kwong & Yam, Sheung Chi Phillip
2018, Volume 140, Issue C
- 1-6 A note on the equivalence of two semiparametric estimation methods for nonignorable nonresponse
by Morikawa, Kosuke & Kim, Jae Kwang
- 7-12 Selective inference after likelihood- or test-based model selection in linear models
by Rügamer, David & Greven, Sonja
- 13-22 A note on joint occupation times of spectrally negative Lévy risk processes with tax
by Wang, Wenyuan & Wu, Xueyuan & Peng, Xingchun & Yuen, Kam C.
- 23-32 A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model
by Li, Jinzhu
- 33-36 On notions of Q-independence and Q-identical distributiveness
by Il’inskii, Alexander
- 37-43 Characterization of the inverse stable subordinator
by Mselmi, Farouk
- 44-47 On optimal policy in the group testing with incomplete identification
by Malinovsky, Yaakov
- 48-52 Strong unimodality of discrete order statistics
by Kim, Bara & Kim, Jeongsim & Lee, Sungji
- 53-62 Recovery of quantile and quantile density function using the frequency moments
by Mnatsakanov, Robert M. & Sborshchikovi, Aleksandre
- 63-70 Closure properties of O-exponential distributions
by Danilenko, Svetlana & Šiaulys, Jonas & Stepanauskas, Gediminas
- 71-76 Moderate deviations for multivariate Hawkes processes
by Yao, Nian
- 77-83 Dual representations of Laplace transforms of Brownian excursion and generalized meanders
by Bryc, Włodzimierz & Wang, Yizao
- 84-90 Random cyclic polygons from Dirichlet distributions and approximations of π
by Wang, Shasha & Xu, Wen-Qing
- 91-95 Minimax lower bounds for the simultaneous wavelet deconvolution with fractional Gaussian noise and unknown kernels
by Benhaddou, Rida
- 96-105 Projection uniformity under mixture discrepancy
by Yi, Si-Yu & Zhou, Yong-Dao
- 106-114 Regularly varying non-stationary Galton–Watson processes with immigration
by Barczy, Mátyás & Bősze, Zsuzsanna & Pap, Gyula
- 115-125 The critical infection rate of the high-dimensional two-stage contact process
by Xue, Xiaofeng
- 126-131 Unit roots test: Spatial model with long memory errors
by Adu, N. & Richardson, G.
- 132-141 On Schott’s and Mao’s test statistics for independence of normal random vectors
by Chang, Shuhua & Qi, Yongcheng
- 142-146 Convergence of an iterative algorithm to the nonparametric MLE of a mixing distribution
by Chae, Minwoo & Martin, Ryan & Walker, Stephen G.
- 147-159 Approximation of the maximum of storage process with fractional Brownian motion as input
by Xu, Zhengchun & Tan, Zhongquan & Tang, Linjun
- 160-166 Empirical likelihood ratio tests with power one
by Vexler, Albert & Zou, Li
- 167-175 Minimizing the probability of ruin: Two riskless assets with transaction costs and proportional reinsurance
by Liang, Xiaoqing & Young, Virginia R.
- 176-184 On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments
by Zhao, Xianghua & Dong, Hua & Dai, Hongshuai
- 185-190 Two sources of poor coverage of confidence intervals after model selection
by Kabaila, Paul & Mainzer, Rheanna
- 191-201 Asymptotic normality of a wavelet estimator for asymptotically negatively associated errors
by Tang, Xufei & Xi, Mengmei & Wu, Yi & Wang, Xuejun
- 202-209 A new bivariate Poisson common shock model covering all possible degrees of dependence
by Genest, Christian & Mesfioui, Mhamed & Schulz, Juliana
2018, Volume 139, Issue C
- 1-9 Some new results on Triple designs
by Li, Hongyi & Qin, Hong
- 10-19 The joint distribution of the sum and the maximum of heterogeneous exponential random variables
by Arendarczyk, Marek & Kozubowski, Tomasz. J. & Panorska, Anna K.
- 20-30 A dynamic Markov regime-switching GARCH model and its cumulative impulse response function
by Kim, Yujin & Hwang, Eunju
- 31-39 Large deviation principle for the maximal positions in critical branching random walks with small drifts
by Sun, Hongyan & Zhang, Lin
- 40-46 Classification with incomplete functional covariates
by Mojirsheibani, Majid & Shaw, Crystal
- 47-52 On cumulative residual entropy of progressively censored order statistics
by Abo-Eleneen, Z.A. & Almohaimeed, B. & Ng, H.K.T.
- 53-60 The Lambert W function, Nuttall’s integral, and the Lambert law
by Pakes, Anthony G.
- 61-66 Testing equivalence to families of multinomial distributions with application to the independence model
by Ostrovski, Vladimir
- 67-74 An elementary analysis of the probability that a binomial random variable exceeds its expectation
by Doerr, Benjamin
- 75-83 Transportation inequalities for stochastic heat equations
by Boufoussi, Brahim & Hajji, Salah
- 84-89 On the regularity of weak solutions to space–time fractional stochastic heat equations
by Zou, Guang-an & Lv, Guangying & Wu, Jiang-Lun
- 90-94 On a new class of sufficient dimension reduction estimators
by Dong, Yuexiao & Zhang, Yongxu
- 95-102 Glivenko–Cantelli Theorem for the kernel error distribution estimator in the first-order autoregressive model
by Cheng, Fuxia
- 103-114 Nonparametric recursive method for kernel-type function estimators for spatial data
by Bouzebda, Salim & Slaoui, Yousri
- 115-118 Singular integrals of stable subordinator
by Xu, Lihu
- 119-128 The distance between a naive cumulative estimator and its least concave majorant
by Lopuhaä, Hendrik P. & Musta, Eni
- 129-134 On optimal stopping and free boundary problems under ambiguity
by Zhao, Guoqing & Zhai, Kun & Zong, Gaofeng
- 135-140 On the non-monotonic analogue of a class based on the hazard rate order
by Majumder, Priyanka & Mitra, Murari
- 141-151 On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion
by Kordzakhia, Nino E. & Kutoyants, Yury A. & Novikov, Alexander A. & Hin, Lin-Yee
- 152-161 Robust discrete-state-feedback stabilization of hybrid stochastic systems with time-varying delay based on Razumikhin technique
by Li, Yuyuan & Lu, Jianqiu & Kou, Chunhai & Mao, Xuerong & Pan, Jiafeng
2018, Volume 138, Issue C
- 1-8 Universality in the fluctuation of eigenvalues of random circulant matrices
by Adhikari, Kartick & Saha, Koushik
- 9-19 Optimal bandwidth selection in kernel density estimation for continuous time dependent processes
by El Heda, Khadijetou & Louani, Djamal
- 20-26 Moderate deviation principle in nonlinear bifurcating autoregressive models
by Bitseki Penda, S. Valère & Olivier, Adélaïde
- 27-30 A note on a network model with degree heterogeneity and homophily
by Su, Liju & Qian, Xiaodi & Yan, Ting
- 31-35 Brillinger-mixing point processes need not to be ergodic
by Heinrich, Lothar
- 36-41 The moments of a diffusion process
by Yun, Youngyun
- 42-46 A note on joint functional convergence of partial sum and maxima for linear processes
by Krizmanić, Danijel
- 47-56 Large deviations for some logarithmic means in the case of random variables with thin tails
by Giuliano, Rita & Macci, Claudio
- 57-65 A supplement on CLT for LSS under a large dimensional generalized spiked covariance model
by Chen, Jiaqi & Zhang, Yangchun & Li, Weiming & Tian, Boping
- 66-74 Two-side exit problems for taxed Lévy risk process involving the general draw-down time
by Wang, Wenyuan & Ming, Ruixing
- 75-81 On the utility of asymptotic bandwidth selectors for spatially adaptive kernel density estimation
by Davies, Tilman M. & Flynn, Claire R. & Hazelton, Martin L.
- 82-89 A note on extending the alias length pattern
by Zhou, Qi & Guo, Bing & Zhao, Shengli
- 90-94 A weighted M-estimator for linear regression models with randomly truncated data
by Du, Jiang & Zhang, Zhongzhan & Xie, Tianfa
- 95-103 Subsampling based inference for U statistics under thick tails using self-normalization
by Chen, Willa W. & Deo, Rohit S.
- 104-110 On complete moment convergence for CAANA random vectors in Hilbert spaces
by Ko, Mi-Hwa
- 111-115 Scoring rules for statistical models on spheres
by Takasu, Yuya & Yano, Keisuke & Komaki, Fumiyasu
- 116-126 Option pricing in a regime switching stochastic volatility model
by Biswas, Arunangshu & Goswami, Anindya & Overbeck, Ludger
- 127-136 A note on exponential stability of non-autonomous linear stochastic differential delay equations driven by a fractional Brownian motion with Hurst index >12
by Hong, Phan Thanh & Binh, Cao Tan
- 137-142 Application of the von Mises–Fisher distribution to Random Walk on Spheres method for solving high-dimensional diffusion–advection–reaction equations
by Sabelfeld, Karl K.
- 143-150 On the large deviation principle for maximum likelihood estimator of α-Brownian bridge
by Zhao, Shoujiang & Liu, Qiaojing & Chen, Ting
- 151-156 On limiting theorems for conditional causation probabilities of multiple-run-rules
by Chang, Hsing-Ming & Chang, Yung-Ming & Fu, Winnie H.W. & Lee, Wan-Chen
- 157-164 A new result on lifetime estimation based on skew-Wiener degradation model
by Pan, Donghui & Liu, Jia-Bao & Yang, Wenzhi
- 165-170 Optimal weighting schemes for longitudinal and functional data
by Zhang, Xiaoke & Wang, Jane-Ling
- 171-176 On quantitative bounds in the mean martingale central limit theorem
by Röllin, Adrian
- 177-182 On covariance functions with slowly or regularly varying modulo of continuity
by Albin, J.M.P.
- 183-189 Lower bounds in estimation at a point under multi-index constraint
by Serdyukova, Nora
2018, Volume 137, Issue C
- 1-7 On the partial identification of a new causal measure for ordinal outcomes
by Lu, Jiannan
- 8-13 Testing convexity of a discrete distribution
by Balabdaoui, Fadoua & Durot, Cécile & Koladjo, Babagnidé François
- 14-18 Asymptotic normality of the trace for a class of distributions on orthogonal matrices
by Sepehri, Amir
- 19-25 Generalizations of maximal inequalities to arbitrary selection rules
by Jiao, Jiantao & Han, Yanjun & Weissman, Tsachy
- 26-33 Uniform minimum moment aberration designs
by Yang, Xue & Yang, Gui-Jun & Su, Ya-Juan
- 34-39 Functional law of the iterated logarithm for partial sum processes of non-negative valued iid random variables belonging to the domain of partial attraction of a semi-stable law
by Vasudeva, R.
- 40-45 Signed rank based empirical likelihood for the symmetric location model
by Du, Xiaojie & Schick, Anton
- 46-53 Martingale transforms between Hardy–Lorentz spaces
by He, Min & Yu, Lin
- 54-62 Convergence in total variation distance for (in)homogeneous Markov processes
by Mao, Yong-Hua & Xu, Liping & Zhang, Ming & Zhang, Yu-Hui
- 63-69 Reaching goals under ambiguity: Continuous-time optimal portfolio selection
by Ji, Shaolin & Shi, Xiaomin
- 70-78 Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections
by Aazizi, Soufiane & El Mellali, Tarik & Fakhouri, Imade & Ouknine, Youssef
- 79-83 Quenched phantom distribution functions for Markov chains
by Jakubowski, Adam & Truszczyński, Patryk
- 84-90 Lower bounds for the rate of convergence for continuous-time inhomogeneous Markov chains with a finite state space
by Zeifman, A.I. & Korolev, V.Yu. & Satin, Ya.A. & Kiseleva, K.M.
- 91-98 On relative log-concavity and stochastic comparisons
by Fang, Rui & Ding, Weiyong
- 99-104 Optimal contracts under competition when uncertainty from adverse selection and moral hazard are present
by Packham, N.
- 105-112 Remarks for the singular multivariate skew-normal distribution and its quadratic forms
by Li, Baokun & Tian, Weizhong & Wang, Tonghui
- 113-123 On the existence of optimal controls for backward stochastic partial differential equations
by Meng, Qingxin & Shen, Yang & Shi, Peng
- 124-134 On the maxima and minima of complete and incomplete samples from nonstationary random fields
by Panga, Zacarias & Pereira, Luísa
- 135-141 Computing optimal experimental designs with respect to a compound Bayes risk criterion
by Harman, Radoslav & Prus, Maryna
- 142-147 New and refined bounds for expected maxima of fractional Brownian motion
by Borovkov, Konstantin & Mishura, Yuliya & Novikov, Alexander & Zhitlukhin, Mikhail
- 148-156 Simultaneous variable weighting and determining the number of clusters—A weighted Gaussian means algorithm
by Chakraborty, Saptarshi & Das, Swagatam
- 157-164 Dividend barrier strategy: Proceed with caution
by Sendova, Kristina P. & Yang, Chen & Zhang, Ruixi
- 165-172 Bismut formula for a stochastic heat equation with fractional noise
by Yan, Litan & Yin, Xiuwei
- 173-182 Uniform in bandwidth consistency of nonparametric regression based on copula representation
by Bouzebda, Salim & Elhattab, Issam & Seck, Cheikh Tidiane
- 183-190 Malliavin differentiability of indicator functions on canonical Lévy spaces
by Suzuki, Ryoichi
- 191-200 Convergence of series of strongly integrable random variables and applications
by Boukhari, Fakhreddine & Malti, Dounyazed
- 201-208 Optimal designs for multi-factor nonlinear models based on the second-order least squares estimator
by He, Lei
- 209-216 On information-based residual lifetime in survival models with delayed failures
by Cha, Ji Hwan & Finkelstein, Maxim
- 217-223 Laplace symbols and invariant distributions
by Behme, Anita & Schnurr, Alexander
- 224-228 On the asymptotic variance of reversible Markov chain without cycles
by Wu, Chi-Hao & Chen, Ting-Li
- 229-234 Gram–Charlier-like expansions of power-raised hyperbolic secant laws
by Faliva, Mario & Quatto, Piero & Zoia, Maria Grazia
- 235-242 Intermittency of trawl processes
by Grahovac, Danijel & Leonenko, Nikolai N. & Taqqu, Murad S.
- 243-250 Standardizing densities on Gaussian spaces
by Lanconelli, Alberto
- 251-256 Analysis of the Pólya-Gamma block Gibbs sampler for Bayesian logistic linear mixed models
by Wang, Xin & Roy, Vivekananda
- 257-263 Optimal allocation of clusters in cohort stepped wedge designs
by Li, Fan & Turner, Elizabeth L. & Preisser, John S.
- 264-268 Preservation of DMRL and IMRL aging classes under the formation of order statistics and coherent systems
by Navarro, Jorge
- 269-276 Marcinkiewicz’s strong law of large numbers for nonlinear expectations
by Zhang, Lixin & Lin, Jinghang
- 277-282 Remarks on compositions of some random integral mappings
by Jurek, Zbigniew J.
- 283-291 Second order optimal approximation in a particular exponential family under asymmetric LINEX loss
by Hwang, Leng-Cheng
- 292-296 Objective Bayesian inference for the intraclass correlation coefficient in linear models
by Zhang, Duo & Wang, Min
- 297-303 Stein’s lemma for truncated elliptical random vectors
by Shushi, Tomer
- 304-311 Expectile regression for analyzing heteroscedasticity in high dimension
by Zhao, Jun & Chen, Yingyu & Zhang, Yi
- 312-318 Truncated fractional moments of stable laws
by Nolan, John P.
- 319-325 Reduction functions for the variance function of one-parameter natural exponential family
by Chen, Xiongzhi
- 326-330 A generic approach to nonparametric function estimation with mixed data
by Nagler, Thomas
- 331-335 On the existence of some skew-Gaussian random field models
by Mahmoudian, Behzad
- 336-342 Chunked-and-averaged estimators for vector parameters
by Nguyen, Hien D. & McLachlan, Geoffrey J.
- 343-348 A-optimal completely randomized designs for incomplete factorial structures with three factors
by Parui, Shyamsundar & Parsad, Rajender & Mandal, B.N.
- 349-358 Strong laws of large numbers for pairwise quadrant dependent random variables
by Lita da Silva, João
2018, Volume 136, Issue C
- 4-9 Statistics in the big data era: Failures of the machine
by Dunson, David B.
- 10-14 On the role of statistics in the era of big data: A call for a debate
by Secchi, Piercesare
- 15-19 Data learning from big data
by Torrecilla, José L. & Romo, Juan
- 20-24 The role of Statistics in the era of big data: Crucial, critical and under-valued
by Scott, E. Marian
- 25-29 A practical guide to big data
by Smirnova, Ekaterina & Ivanescu, Andrada & Bai, Jiawei & Crainiceanu, Ciprian M.
- 30-33 Big data and biostatistics: The death of the asymptotic Valhalla
by Wit, Ernst C.
- 34-36 Big questions, informative data, excellent science
by Bowman, Adrian W.
- 37-41 Statistics for big data: A perspective
by Bühlmann, Peter & van de Geer, Sara
- 42-45 Statistical science in the world of big data
by Reid, Nancy
- 46-50 The future of statistics and data science
by Olhede, Sofia C. & Wolfe, Patrick J.
- 51-57 Conducting highly principled data science: A statistician’s job and joy
by Meng, Xiao-Li
- 58-62 The role of statistics in data-centric engineering
by Lau, F. Din-Houn & Adams, Niall M. & Girolami, Mark A. & Butler, Liam J. & Elshafie, Mohammed Z.E.B.
- 63-67 The role of statistics in the era of big data: A computational scientist’ perspective
by Quarteroni, Alfio
- 68-72 On the role of statistics in the era of big data: A computer science perspective
by Ceri, Stefano
- 73-77 Big data and a bewildered lay analyst
by Wong, Limsoon
- 78-82 Statistical challenges of big brain network data
by Chung, Moo K.
- 83-86 Statistical methods and challenges in connectome genetics
by Pluta, Dustin & Yu, Zhaoxia & Shen, Tong & Chen, Chuansheng & Xue, Gui & Ombao, Hernando
- 87-91 Big data sampling and spatial analysis: “which of the two ladles, of fig-wood or gold, is appropriate to the soup and the pot?”
by Bivand, Roger & Krivoruchko, Konstantin
- 92-96 Principles for statistical inference on big spatio-temporal data from climate models
by Castruccio, Stefano & Genton, Marc G.
- 97-100 Statistical issues in radiosonde observation of atmospheric temperature and humidity profiles
by Fassò, A. & Finazzi, F. & Madonna, F.
- 101-104 Quality of life, big data and the power of statistics
by Gupta, Shivam & Mateu, Jorge & Degbelo, Auriol & Pebesma, Edzer
- 105-110 The role of statistics in the era of big data: Electronic health records for healthcare research
by Sharples, Linda D.
- 111-115 Big data: Some statistical issues
by Cox, D.R. & Kartsonaki, Christiana & Keogh, Ruth H.
- 116-120 Big data and public policies: Opportunities and challenges
by Azzone, Giovanni
- 121-125 Journeys in big data statistics
by Dryden, Ian L. & Hodge, David J.
- 126-129 Statistical modeling of spatial big data: An approach from a functional data analysis perspective
by Giraldo, Ramón & Dabo-Niang, Sophie & Martínez, Sergio
- 130-133 How do statisticians analyse big data—Our story
by Shi, Jian Qing
- 134-138 On dimension reduction models for functional data
by Vieu, Philippe
- 139-141 Wishing the Non-parametric Re-evolution
by Vantini, Simone
- 142-145 When small data beats big data
by Faraway, Julian J. & Augustin, Nicole H.
- 146-147 Statisticians can do better in the big data era
by Cao, Jiguo
- 148-154 Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains
by Bierkens, Joris & Bouchard-Côté, Alexandre & Doucet, Arnaud & Duncan, Andrew B. & Fearnhead, Paul & Lienart, Thibaut & Roberts, Gareth & Vollmer, Sebastian J.
- 155-159 Statistics within business in the era of big data
by James, Gareth M.
- 160-164 Financial data science
by Giudici, Paolo
- 165-169 On the role of latent variable models in the era of big data
by Bartolucci, Francesco & Bacci, Silvia & Mira, Antonietta
2018, Volume 135, Issue C
- 1-6 Tail bounds for sums of geometric and exponential variables
by Janson, Svante
- 7-10 A note on gaps in proofs of central limit theorems
by Biscio, Christophe Ange Napoléon & Poinas, Arnaud & Waagepetersen, Rasmus
- 11-19 Some results on joint record events
by Falk, M. & Khorrami Chokami, A. & Padoan, S.A.
- 20-25 Screening group variables in the proportional hazards model
by Ahn, Kwang Woo & Sahr, Natasha & Kim, Soyoung
- 26-31 Simultaneous demonstration tests involving sparse failures
by Gera, Amos E.
- 32-37 Integrability conditions for compound random measures
by Riva Palacio, Alan & Leisen, Fabrizio
- 38-43 The characterization of tenable Pólya urns
by Davidson, Allison & D. Ward, Mark
- 44-50 Strong local nondeterminism of spherical fractional Brownian motion
by Lan, Xiaohong & Xiao, Yimin
- 51-53 Recurrence property and pointwise convergence of martingales
by Bórquez, R.
- 54-59 Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model
by Karavias, Yiannis & Symeonides, Spyridon D. & Tzavalis, Elias
- 60-69 Sieves estimator of functional autoregressive process
by Berhoune, Kamila & Bensmain, Nawel
- 70-75 Modulo 1 limit theorems for autoregressive random variables and their sums
by Massé, Bruno
- 76-82 On Stein’s unbiased risk estimate for reduced rank estimators
by Hansen, Niels Richard
- 83-91 Mutual intersection for rough differential systems driven by fractional Brownian motions
by Ouyang, Cheng & Shi, Yinghui & Wu, Dongsheng
- 92-101 American options under periodic exercise opportunities
by Pérez, José-Luis & Yamazaki, Kazutoshi
- 102-109 Feasible blocked multi-factor designs of unequal block sizes
by Wang, Xiaodi & Chen, Xueping & Zhang, Yingshan
- 110-117 Optimal allocation of active redundancies in weighted k-out-of-n systems
by Zhang, Yiying
- 118-126 Constrained Cramér–Rao Lower Bound in Errors-In Variables (EIV) models: Revisited
by Al-Sharadqah, A. & Ho, K.C.
- 127-131 A note on the monotone stochastic order for processes with independent increments
by Criens, David
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