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Content
2018, Volume 135, Issue C
2018, Volume 134, Issue C
- 1-4 Generalized skew-elliptical distributions are closed under affine transformations
by Shushi, Tomer
- 5-14 On the discrepancy of powers of random variables
by Chenavier, Nicolas & Schneider, Dominique
- 15-21 On periodic ergodicity of a general periodic mixed Poisson autoregression
by Aknouche, Abdelhakim & Bentarzi, Wissam & Demouche, Nacer
- 22-28 Error analysis for coefficient-based regularized regression in additive models
by Tao, Yanfang & Song, Biqin & Li, Luoqing
- 29-35 The false discovery rate (FDR) of multiple tests in a class room lecture
by Benditkis, Julia & Heesen, Philipp & Janssen, Arnold
- 36-44 Triangular random matrices and biorthogonal ensembles
by Cheliotis, Dimitris
- 45-53 Harnack inequalities for SDEs driven by subordinator fractional Brownian motion
by Li, Zhi & Yan, Litan
- 54-62 Extension of the loss probability formula to an overloaded queue with impatient customers
by Kim, Bara & Kim, Jeongsim
- 63-69 On the supremum of a Brownian bridge standardized by its maximizing point with applications to statistics
by Ferger, Dietmar
- 70-78 ARCH model and fractional Brownian motion
by Bahamonde, Natalia & Torres, Soledad & Tudor, Ciprian A.
- 79-85 Wavelet density deconvolution estimations with heteroscedastic measurement errors
by Zeng, Xiaochen & Wang, Jinru
- 86-92 A couple of remarks on the convergence of σ-fields on probability spaces
by Vidmar, Matija
- 93-97 An adjusted random-effects model for binary-data meta-analysis
by Baker, Rose
- 98-105 Some asymptotic results for fiducial and confidence distributions
by Veronese, Piero & Melilli, Eugenio
- 106-113 ‘Purposely misspecified’ posterior inference on the volatility of a jump diffusion process
by Martin, Ryan & Ouyang, Cheng & Domagni, Francois
- 114-121 Empirical likelihood based inference for conditional Pareto-type tail index
by Ma, Yaolan & Jiang, Yuexiang & Huang, Wei
- 122-127 Estimation of quantile oriented sensitivity indices
by Maume-Deschamps, Véronique & Niang, Ibrahima
- 128-133 Local linear estimate of the nonparametric robust regression in functional data
by Belarbi, Faiza & Chemikh, Souheyla & Laksaci, Ali
- 134-140 A general construction for nested Latin hypercube designs
by Xu, Jin & Duan, Xiaojun & Wang, Zhengming & Yan, Liang
- 141-149 Bootstrapping for multivariate linear regression models
by Eck, Daniel J.
- 150-158 The nonparametric quantile estimation for length-biased and right-censored data
by Shi, Jianhua & Ma, Huijuan & Zhou, Yong
2018, Volume 133, Issue C
- 1-8 Multidimensional extremal dependence coefficients
by Ferreira, Helena & Ferreira, Marta
- 9-14 Heterogeneous connection effects
by Wei, Fengrong & Tian, Weizhong
- 15-22 The residual extropy of order statistics
by Qiu, Guoxin & Jia, Kai
- 23-27 On heat kernel decay for the random conductance model
by Boukhadra, Omar
- 28-37 Parametric inference for ruin probability in the classical risk model
by Oshime, Takayoshi & Shimizu, Yasutaka
- 38-41 The median of an exponential family and the normal law
by Letac, Gérard & Mattner, Lutz & Piccioni, Mauro
- 42-49 Joint arrival process of multiple independent batch Markovian arrival processes
by Cao, Jianyu & Xie, Weixin
- 50-58 A large deviation inequality for β-mixing time series and its applications to the functional kernel regression model
by Krebs, Johannes T.N.
- 59-64 A fast spectral quasi-likelihood approach for spatial point processes
by Deng, C. & Waagepetersen, R.P. & Wang, M. & Guan, Y.
- 65-70 A nonparametric test for covariate-adjusted models
by Zhao, Jingxin & Xie, Chuanlong
- 71-79 Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations
by Wu, Bo & Wu, Jiang-Lun
2018, Volume 132, Issue C
- 1-6 Estimation of the survival function with redistribution algorithm under semi-competing risks data
by Hsieh, Jin-Jian & Hsu, Chia-Hao
- 7-16 On limiting distribution of U-statistics based on associated random variables
by Garg, Mansi & Dewan, Isha
- 17-27 Tempered fractional Brownian and stable motions of second kind
by Sabzikar, Farzad & Surgailis, Donatas
- 28-34 Weak convergence of the linear rank statistics under strong mixing conditions
by Tabacu, Lucia
- 35-39 On Khintchine type inequalities for k-wise independent Rademacher random variables
by Pass, Brendan & Spektor, Susanna
- 40-45 Consistency of direct integral estimator for partially observed systems of ordinary differential equations
by Vujačić, Ivan & Dattner, Itai
- 46-54 A random regularized approximate solution of the inverse problem for Burgers’ equation
by Nane, Erkan & Tuan, Nguyen Hoang & Tuan, Nguyen Huy
- 55-61 Optimal Jittered Sampling for two points in the unit square
by Pausinger, Florian & Rachh, Manas & Steinerberger, Stefan
- 62-73 On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise
by Pilipenko, Andrey & Proske, Frank Norbert
- 74-82 Moderate deviation principle for maximum likelihood estimator for Markov processes
by Prakasa Rao, B.L.S.
- 83-90 An extension of Feller’s strong law of large numbers
by Li, Deli & Liang, Han-Ying & Rosalsky, Andrew
- 91-98 On success runs in a sequence of dependent trials with a change point
by Eryilmaz, Serkan
- 99-106 Generation of discrete random variables in scalable frameworks
by Aletti, Giacomo
- 107-115 Varying Coefficient Support Vector Machines
by Lu, Xiaoling & Dong, Fengchi & Liu, Xiexin & Chang, Xiangyu
- 116-124 On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions
by Sun, Xiaoxia & Guo, Feng
2017, Volume 131, Issue C
- 1-12 Representation of local times of fractional Brownian motion
by Mukeru, Safari
- 13-18 Definitive screening designs with extreme numbers of level changes
by Wang, Yaping & Ai, Mingyao
- 19-24 The pseudo component transformation design for experiment with mixture
by Li, Guanghui & Zhang, Chongqi
- 25-37 Set-valued risk statistics with scenario analysis
by Chen, Yanhong & Hu, Yijun
- 38-45 Estimation of the smallest normal variance with applications to variance components models
by Bobotas, Panayiotis & Kourouklis, Stavros
- 46-50 Higher order kernel density estimation on the circle
by Tsuruta, Yasuhito & Sagae, Masahiko
- 51-55 On the likelihood of mixture cure models
by Wang, Antai & Zhang, Yilong & Shao, Yongzhao
- 56-63 Moment conditions in strong laws of large numbers for multiple sums and random measures
by Klesov, Oleg & Molchanov, Ilya
- 64-71 On the consistency of a new kernel rule for spatially dependent data
by Younso, Ahmad
- 72-77 On the support of matching algorithms
by Cannas, Massimo & Puggioni, Gavino
- 78-86 Piecewise linear process with renewal starting points
by Ratanov, Nikita
- 87-92 A refined Hoeffding’s upper tail probability bound for sum of independent random variables
by Zheng, Songfeng
- 93-101 Sharp weighted weak-norm estimates for maximal functions
by Brzozowski, Michał & Osȩkowski, Adam & Rapicki, Mateusz
- 102-107 Exact tests for the means of Gaussian stochastic processes
by Ghiglietti, Andrea & Paganoni, Anna Maria
- 108-115 Asymptotics of the order statistics for a process with a regenerative structure
by Soja-Kukieła, Natalia
2017, Volume 130, Issue C
- 1-4 On the expected diameter of planar Brownian motion
by McRedmond, James & Xu, Chang
- 5-11 Bayesian sieve method for piece-wise smooth regression
by Yi, Taihe & Wang, Zhengming
- 12-16 Extensions of Pearson’s inequality between skewness and kurtosis to multivariate cases
by Ogasawara, Haruhiko
- 17-24 A note on constructing clear compromise plans
by Zhou, Qi & Guo, Bing
- 25-31 A new flexible extreme value model for modeling the extreme value data, with an application to environmental data
by Barakat, H.M. & Omar, A.R. & Khaled, O.M.
- 32-39 Robust mixture multivariate linear regression by multivariate Laplace distribution
by Li, Xiongya & Bai, Xiuqin & Song, Weixing
- 42-48 Asymptotic properties of principal component projections with repeated eigenvalues
by Petrovich, Justin & Reimherr, Matthew
- 49-56 A sufficient condition for a unique invariant distribution of a higher-order Markov chain
by Geiger, Bernhard C.
- 57-62 Partial sum processes and continued fractions
by Athreya, Jayadev S. & Athreya, Krishna B.
- 63-70 Parametric inference of autoregressive heteroscedastic models with errors in variables
by El Kolei, Salima & Pelgrin, Florian
- 71-75 Revisiting variance decomposition when independent samples intersect
by Tillé, Yves & Vallée, Audrey-Anne
- 76-79 The randomly fluctuating hyperrectangles are spatially monotone
by Tzioufas, Achillefs
- 80-84 Answer to an open problem on mean residual life ordering of parallel systems under multiple-outlier exponential models
by Wang, Jiantian & Cheng, Bin
- 85-91 Hedging in fractional Black–Scholes model with transaction costs
by Shokrollahi, Foad & Sottinen, Tommi
- 92-99 Some new characterizations of max domains of attraction of Fréchet and log-Fréchet laws under power normalization
by Bhati, Deepesh & Ravi, Sreenivasan
- 100-104 Pathwise uniqueness for stochastic differential equations driven by pure jump processes
by Zheng, Jiayu & Xiong, Jie
- 105-110 A novel exact method for significance of higher criticism via Steck’s determinant
by Miecznikowski, Jeffrey C. & Wang, Jiefei & Gaile, Daniel P. & Tritchler, David L.
- 111-114 On the length of the longest head run
by Novak, S.Y.
- 115-119 A class of valid Matérn cross-covariance functions for multivariate spatio-temporal random fields
by Ip, Ryan H.L. & Li, W.K.
- 120-125 On minimax convergence rates under Lp-risk for the anisotropic functional deconvolution model
by Benhaddou, Rida
2017, Volume 129, Issue C
- 1-11 The mean of the reciprocal in a Cauchy–Stieltjes family
by Fakhfakh, Raouf
- 12-16 On maximal tail probability of sums of nonnegative, independent and identically distributed random variables
by Łuczak, Tomasz & Mieczkowska, Katarzyna & Šileikis, Matas
- 17-27 Almost sure central limit theorem for self-normalized partial sums of ρ−-mixing sequences
by Xu, Feng & Wu, Qunying
- 28-33 A more efficient proportion estimator in ranked set sampling
by Zamanzade, Ehsan & Mahdizadeh, M.
- 34-41 Hölder continuity for stochastic fractional heat equation with colored noise
by Li, Kexue
- 42-49 Preservation of weak stochastic arrangement increasing under fixed time left-censoring
by Li, Chen & Li, Xiaohu
- 50-57 Exact optimal sample allocation: More efficient than Neyman
by Wright, Tommy
- 58-64 A weighted integral approach to testing against HNBUE alternatives
by Ghosh, Shyamal & Mitra, Murari
- 65-68 Strict local martingales: Examples
by Li, Xue-Mei
- 69-80 Saigo space–time fractional Poisson process via Adomian decomposition method
by Kataria, K.K. & Vellaisamy, P.
- 81-85 A Fefferman–Stein inequality for the martingale square and maximal functions
by Osȩkowski, Adam
- 86-95 On a vector double autoregressive model
by Zhu, Huafeng & Zhang, Xingfa & Liang, Xin & Li, Yuan
- 96-100 Slow mixing for Latent Dirichlet Allocation
by Jonasson, Johan
- 101-106 A note on Bayesian model selection for discrete data using proper scoring rules
by Dawid, A. Philip & Musio, Monica & Columbu, Silvia
- 107-112 A modification of balanced acceptance sampling
by Robertson, B.L. & McDonald, T. & Price, C.J. & Brown, J.A.
- 113-119 Strong existence and uniqueness to a class of nonlinear SPDEs driven by Gaussian colored noises
by Xiong, Jie & Yang, Xu
- 120-130 Robust parameter estimation for stationary processes by an exotic disparity from prediction problem
by Liu, Yan
- 131-140 On the functional and local limit theorems for Markov modulated compound Poisson processes
by Pang, Guodong & Zheng, Yi
- 141-146 A note on the unbiased estimator of Σ2
by Zhou, Bu & Guo, Jia
- 147-154 Sum of squares of uniform random variables
by Weissman, Ishay
- 155-166 Prediction law of fractional Brownian motion
by Sottinen, Tommi & Viitasaari, Lauri
- 167-170 Minimizing Fisher information with absolute moment constraints
by Ernst, Philip A.
- 171-181 Bounds for the normal approximation of the maximum likelihood estimator from m-dependent random variables
by Anastasiou, Andreas
- 182-188 Numerical instability of calculating inverse of spatial covariance matrices
by Lim, Chae Young & Chen, Chien-Hung & Wu, Wei-Ying
- 189-195 Non trivial limit distributions for transient renewal chains
by Terhesiu, Dalia
- 196-202 On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock
by Khovansky, Serguey & Zhylyevskyy, Oleksandr
- 203-209 C∞-convergence of Picard’s successive approximations to solutions of stochastic differential equations
by Li, Zhen & Liu, Jicheng
- 210-215 An exact method for making inferences on the common location parameter of several heterogeneous exponential populations: Complete and censored data
by Malekzadeh, Ahad & Kharrati-Kopaei, Mahmood
- 216-221 Asymptotic normality of one-step M-estimators based on non-identically distributed observations
by Linke, Yuliana Yu.
- 222-229 Stochastic delay differential equations in a Hilbert space driven by fractional Brownian motion
by Boufoussi, Brahim & Hajji, Salah
- 230-235 A note on conditional covariance matrices for elliptical distributions
by Jaworski, Piotr & Pitera, Marcin
- 236-240 A generalization of Gerber’s inequality for ruin probabilities in risk-switching models
by Gajek, Lesław & Rudź, Marcin
- 241-251 Fractional smoothness of derivative of self-intersection local times
by Shi, Qun & Yu, Xianye
- 252-259 Subsampling for nonstationary time series with non-zero mean function
by Dudek, Anna E. & Lenart, Łukasz
- 260-268 Asymptotic results for a multivariate version of the alternative fractional Poisson process
by Beghin, Luisa & Macci, Claudio
- 269-274 Upper bound on the number of multi-level columns in equally replicated optimal designs minimizing the E(fNOD) criterion
by Chasiotis, Vasilis & Kounias, Stratis & Farmakis, Nikolaos
- 275-283 Second-order expansions for maxima of dynamic bivariate normal copulas
by Wang, Rui & Liao, Xin & Peng, Zuoxiang
- 284-287 A note on the asymptotics of the maxima for the St. Petersburg game
by Nakata, Toshio
- 288-296 L2 limits of generalized Jiřina processes
by Lv, You & Li, Yuqiang
- 297-305 A representation theorem for generators of BSDEs with general growth generators in y and its applications
by Xiao, Lishun & Fan, Shengjun
- 306-310 The left tail of renewal measure
by Kołodziejek, Bartosz
- 311-317 A note on isotropic random flights moving in mixed Poisson environments
by De Gregorio, Alessandro
- 318-325 Studying contributions of variables to classification
by Melnykov, Yana & Melnykov, Volodymyr & Zhu, Xuwen
- 326-334 Factorial designs robust against the presence of an aberration
by Biswas, A. & Das, P. & Mandal, N.K.
- 335-339 On the maximal halfspace depth of permutation-invariant distributions on the simplex
by Paindaveine, Davy & Van Bever, Germain
- 340-347 A new bivariate semiparametric control chart based on order statistics and concomitants
by Koutras, M.V. & Sofikitou, E.M.
- 348-354 Distribution free testing for conditional distributions given covariates
by Khmaladze, Estate
- 355-359 Asymptotic distribution of rewards accumulated by alternating renewal processes
by Hew, Patrick Chisan
- 360-366 On exact interval estimation for the odds ratio in subject-specific table
by Wang, Weizhen
- 367-372 Symmetry of a distribution via symmetry of order statistics
by Balakrishnan, Narayanaswamy & Selvitella, Alessandro
- 373-378 Monotonicity properties of spatial depth
by Nagy, Stanislav
- 379-386 Limit theorems for sums of random variables with mixture distribution
by Panov, Vladimir
- 387-392 Universal optimal block designs under hub correlation structure
by Khodsiani, R. & Pooladsaz, S.
- 393-400 On distance in total variation between image measures
by Davydov, Youri
2017, Volume 128, Issue C
- 1-7 Conditional Stein approximation for Itô and Skorohod integrals
by Privault, Nicolas & She, Qihao
- 8-13 Empirical distribution of scaled eigenvalues for product of matrices from the spherical ensemble
by Chang, Shuhua & Qi, Yongcheng
- 14-20 On copula-based conditional quantile estimators
by Rémillard, Bruno & Nasri, Bouchra & Bouezmarni, Taoufik
- 21-27 Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion
by Coeurjolly, Jean-François & Porcu, Emilio
- 28-34 DS-optimal designs for random coefficient first-degree regression model with heteroscedastic errors
by Wilk, M. & Zaigraev, A.
- 35-43 On kernel estimation of the second order rate parameter in multivariate extreme value statistics
by Goegebeur, Yuri & Guillou, Armelle & Qin, Jing
- 44-51 Variable selection through adaptive MAVE
by Moradi Rekabdarkolaee, Hossein & Wang, Qin
- 52-59 On simultaneous prediction in a multivariate general linear model with future observations
by Tian, Yongge & Wang, Cheng
- 60-66 Bernstein polynomial angular densities of multivariate extreme value distributions
by Hanson, Timothy E. & de Carvalho, Miguel & Chen, Yuhui
- 67-70 Multiplying a Gaussian matrix by a Gaussian vector
by Mattei, Pierre-Alexandre
- 71-76 Restricted profile estimation for partially linear models with large-dimensional covariates
by Wang, Xiuli & Zhao, Shengli & Wang, Mingqiu
- 77-83 On the Lp-quantiles for the Student t distribution
by Bernardi, Mauro & Bignozzi, Valeria & Petrella, Lea
- 84-88 Point separation in logistic regression on Hilbert space-valued variables
by Kazakevičiūtė, Agne & Olivo, Malini
- 89-96 A test procedure for uniformity on the Stiefel manifold based on projection
by Iwashita, Toshiya & Klar, Bernhard & Amagai, Moe & Hashiguchi, Hiroki
2017, Volume 127, Issue C
- 1-6 A note on spiked Wishart matrices
by Liu, Dang-Zheng & Wang, Yanhui
- 7-13 Unbiased estimation of reliability function from a mixture of two exponential distributions based on a single observation
by Nie, Keyu & Sinha, Bikas K. & Hedayat, A.S.
- 14-22 Estimating conditional means with heavy tails
by Peng, Liang & Yao, Qiwei
- 23-32 Long time stability of nonlocal stochastic Kuramoto–Sivashinsky equations with jump noises
by Wang, Guanying & Wang, Xingchun & Xu, Guangli
- 33-41 On beta distributed limits of iterated linear random functions
by McKinlay, Shaun
- 42-48 Computing an expected hitting time for the 3-urn Ehrenfest model via electric networks
by Chen, Yung-Pin & Goldstein, Isaac H. & Lathrop, Eve D. & Nelsen, Roger B.
- 49-55 A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation
by Li, Jinzhu
- 56-66 Complete moment convergence for weighted sums of weakly dependent random variables and its application in nonparametric regression model
by Wu, Yi & Wang, Xuejun & Hu, Shuhe
- 67-74 Representation and converse comparison theorems for multidimensional BSDEs
by Liu, Haodong & Yang, Shuzhen
- 75-84 Parisian quasi-stationary distributions for asymmetric Lévy processes
by Czarna, Irmina & Palmowski, Zbigniew
- 85-96 Fluctuations of Marchenko–Pastur limit of random matrices with dependent entries
by Hasegawa, Ayako & Sakuma, Noriyoshi & Yoshida, Hiroaki
- 97-103 On the concept of subcriticality and criticality and a ratio theorem for a branching process in a random environment
by Wang, Yuejiao & Liu, Zaiming & Li, Yingqiu & Liu, Quansheng
- 104-110 First exit from an open set for a matrix-exponential Lévy process
by Chen, Yu-Ting & Chen, Yu-Tzu & Sheu, Yuan-Chung
- 111-119 On some extensions of Bernstein’s inequality for self-adjoint operators
by Minsker, Stanislav
- 120-130 Imputation in nonparametric quantile regression with complex data
by Hu, Yanan & Yang, Yaqi & Wang, Chunyu & Tian, Maozai
- 131-137 Modified confidence intervals for the Mahalanobis distance
by Garthwaite, Paul H. & Elfadaly, Fadlalla G. & Crawford, John R.
- 138-149 On the asymptotic behaviour of the covariance function of the rewards of a multivariate renewal–reward process
by Aliyev, Rovshan & Bayramov, Veli
- 150-157 The Hadamard product and the free convolutions
by Chakrabarty, Arijit
- 158-164 Self-normalized deviation inequalities with application to t-statistic
by Fan, Xiequan
- 165-172 Limit theorems for the compensator of Hawkes processes
by Seol, Youngsoo
- 173-177 Simultaneous selection of predictors and responses for high dimensional multivariate linear regression
by An, Baiguo & Zhang, Beibei
- 178-184 Mean field limit for survival probability of the high-dimensional contact process
by Xue, Xiaofeng
2017, Volume 126, Issue C
- 1-6 Scale mixtures of skew-normal-Cauchy distributions
by Kahrari, F. & Arellano-Valle, R.B. & Rezaei, M. & Yousefzadeh, F.
- 7-17 The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions
by Tu, Shuheng & Hao, Wu & Chen, Jing
- 18-25 Genericity of dimension drop on self-affine sets
by Käenmäki, Antti & Li, Bing
- 26-32 Asymptotic inference for non-supercritical partially observed branching processes
by Rahimov, I.
- 33-40 Limiting empirical distribution for eigenvalues of products of random rectangular matrices
by Zeng, Xingyuan
- 41-48 The multiset EM algorithm
by Huang, Weihong & Chen, Yuguo
- 49-58 Weak decreasing stochastic order
by Bogso, Antoine-Marie & Takam Soh, Patrice
- 59-64 Characterization of convolution splitting graphical models
by Peyhardi, Jean & Fernique, Pierre
- 65-75 Large deviations for estimators of the parameters of a neuronal response latency model
by Macci, Claudio & Pacchiarotti, Barbara
- 76-82 A note on the connection between some classical mortality laws and proportional frailty
by Lindholm, Mathias
- 83-87 A non-iterative (trivial) method for posterior inference in stochastic volatility models
by Tsionas, Mike G.
- 88-96 Mean square exponential stability of stochastic Hopfield neural networks with mixed delays
by Li, Xiaofei & Ding, Deng
- 97-107 Moderate deviations for neutral stochastic differential delay equations with jumps
by Ma, Xiaocui & Xi, Fubao
- 108-113 On relative efficiency of principal Hessian directions
by Cheng, Qing & Zhu, Liping
- 114-118 Generalized mixed effects regression trees
by Hajjem, Ahlem & Larocque, Denis & Bellavance, François
- 119-126 Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models
by Zhao, Li & Xu, Xingzhong
- 127-131 Maximum likelihood estimator of the scale parameter for the Riesz distribution
by Kammoun, Kaouthar & Louati, Mahdi & Masmoudi, Afif
- 132-138 A family of Markov processes in maximal compact subgroups of a semisimple Lie groups
by Arafat, Ahmed & Mateu, Jorge & Gregori, Pablo
- 139-149 Portfolio selection and risk control for an insurer in the Lévy market under mean–variance criterion
by Zhou, Jieming & Yang, Xiangqun & Guo, Junyi
- 150-156 On inequalities for values of first jumps of distribution functions and Hölder’s inequality
by Frolov, Andrei N.
- 157-163 Asymptotic distributions of some robust scale estimators in explosive AR(1) model
by Koul, Hira L. & Vellaisamy, P.
- 164-172 Generalized cumulative entropy based on kth lower record values
by Tahmasebi, Saeid & Eskandarzadeh, Maryam
- 173-178 Bounds on Kendall’s tau for zero-inflated continuous variables
by Denuit, Michel M. & Mesfioui, Mhamed
- 179-184 Error bounds for kernel density estimator of spectral distribution for Gaussian Unitary Ensembles
by Jiang, Hui & Wang, Shaochen
- 185-192 Exponential stability of impulsive stochastic partial differential equations with delays
by Li, Dingshi & Fan, Xiaoming
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