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Content
2017, Volume 129, Issue C
- 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
- 193-197 The unbiased nonparametric test and its moment generating function for the ordered alternative
by Murakami, Hidetoshi & Lee, Seong Keon
- 198-204 A note on the limit theory of a Dickey–Fuller unit root test with heavy tailed innovations
by Arvanitis, Stelios
- 205-211 Solution path for quantile regression with epsilon-insensitive loss in a reproducing kernel Hilbert space
by Park, Jinho
- 212-218 Continuum percolation with holes
by Sarkar, A. & Haenggi, M.
- 219-229 Hypothesis tests in partial linear errors-in-variables models with missing response
by Xu, Hong-Xia & Fan, Guo-Liang & Chen, Zhen-Long
- 230-237 Kernel estimators for Mar c ˘ enko–Pastur law of quaternion sample covariance matrices
by Yang, Lifang & Hu, Jiang
- 238-243 The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data
by Kim, Arlene Kyoung Hee & Shin, Seung Jun
- 244-252 A law of the iterated logarithm for the number of occupied boxes in the Bernoulli sieve
by Iksanov, Alexander & Jedidi, Wissem & Bouzeffour, Fethi
2017, Volume 125, Issue C
- 1-8 Consistency and asymptotic normality of stochastic Euler schemes for ordinary differential equations
by Krebs, Johannes T.N.
- 9-16 A note on compatibility of conditional autoregressive models
by Dreassi, Emanuela & Rigo, Pietro
- 17-24 Perturbations of continuous-time Markov chains
by Li, Pei-Sen
- 25-32 Maximal irreducibility measure for spatial birth-and-death processes
by Bezborodov, Viktor & Persio, Luca Di
- 33-43 Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization
by Weng, Zhichao & Liao, Xin
- 44-54 On the maxima and sums of homogeneous Gaussian random fields
by Tan, Zhongquan & Tang, Linjun
- 55-63 Strong convergence for the Euler–Maruyama approximation of stochastic differential equations with discontinuous coefficients
by Ngo, Hoang-Long & Taguchi, Dai
- 64-70 Lasso for sparse linear regression with exponentially β-mixing errors
by Xie, Fang & Xu, Lihu & Yang, Youcai
- 71-79 Deviations and asymptotic behavior of convex and coherent entropic risk measures for compound Poisson process influenced by jump times
by Yan, Jun
- 80-90 Occupation times of Lévy-driven Ornstein–Uhlenbeck processes with two-sided exponential jumps and applications
by Zhou, Jiang & Wu, Lan & Bai, Yang
- 91-98 Asymptotic independence of bivariate order statistics
by Falk, Michael & Wisheckel, Florian
- 99-103 On randomization-based causal inference for matched-pair factorial designs
by Lu, Jiannan & Deng, Alex
- 104-109 The directions of selection bias
by Jiang, Zhichao & Ding, Peng
- 110-120 Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function
by Zinodiny, S. & Rezaei, S. & Nadarajah, S.
- 121-129 On a generalization of Archimedean copula family
by Xie, Jiehua & Lin, Feng & Yang, Jingping
- 130-140 Modified information approach for detecting change points in piecewise linear failure rate function
by Cai, Xia & Tian, Yubin & Ning, Wei
- 141-148 Model free feature screening with dependent variable in ultrahigh dimensional binary classification
by Lai, Peng & Song, Fengli & Chen, Kaiwen & Liu, Zhi
- 149-159 Exponential ergodicity for population dynamics driven by α-stable processes
by Zhang, Zhenzhong & Zhang, Xuekang & Tong, Jinying
- 160-163 Proper two-sided exits of a Lévy process
by Vidmar, Matija
- 164-170 A two-sided bound for the renewal function when the interarrival distribution is IMRL
by Losidis, Sotirios & Politis, Konstadinos
- 171-173 The asymptotic hazard rate of sums of discrete random variables
by Arts, Joachim & van Houtum, Geert-Jan & Zwart, Bert
- 174-180 Construction of (nearly) orthogonal sliced Latin hypercube designs
by Wang, Xiao-Lei & Zhao, Yu-Na & Yang, Jian-Feng & Liu, Min-Qian
- 181-188 Exact and asymptotic distributions of exceedance statistics for bivariate random sequences
by Erem, Aysegul & Bayramoglu, Ismihan
- 189-195 Bayesian mixture modeling for spectral density estimation
by Cadonna, Annalisa & Kottas, Athanasios & Prado, Raquel
- 196-201 Stochastic accessibility on Grushin-type manifolds
by Ţurcanu, Teodor & Udrişte, Constantin
- 202-206 Closed-form estimation of a regression model with a mismeasured binary regressor and heteroskedasticity
by Liu, Yibin & Wu, Wenbin
- 207-214 On linear stochastic equations of optional semimartingales and their applications
by Abdelghani, Mohamed N. & Melnikov, Alexander V.
- 215-219 Properties of the Kelly bets for pairs of binary wagers
by Eisenberg, Bennett & Diao, Shuotao
- 220-226 Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1)
by Yabe, Ryota
- 227-235 Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments
by Fu, Ke-Ang & Ng, Cheuk Yin Andrew
2017, Volume 124, Issue C
- 1-4 A Gaussian expectation product inequality
by Liu, Zhenxia & Wang, Zhi & Yang, Xiangfeng
- 5-12 A central limit theorem for Lebesgue integrals of random fields
by Kampf, Jürgen
- 13-21 Asymptotic behavior of the joint record values, with applications
by Barakat, H.M. & Abd Elgawad, M.A.
- 22-29 Finite time Parisian ruin of an integrated Gaussian risk model
by Peng, Xiaofan & Luo, Li
- 30-32 Probability that product of real random matrices have all eigenvalues real tend to 1
by Reddy, Tulasi Ram
- 33-40 Uniform convergence rates for halfspace depth
by Burr, Michael A. & Fabrizio, Robert J.
- 41-48 On stochastic pseudo-integrals with applications
by Agahi, Hamzeh & Yadollahzadeh, Milad
- 49-54 A note on the generalized linear exponential distribution
by Lee, Chiang-Sheng & Tsai, Hsine-Jen
- 55-63 Creating new distributions by blunting cusps
by Baker, Rose
- 64-68 Are the Sweden Democrats really Sweden’s largest party? A maximum likelihood ratio test on the simplex
by Bergman, J. & Holmquist, B.
- 69-76 Some properties of bivariate Schur-constant distributions
by Ta, Bao Quoc & Van, Chung Pham
- 77-82 Testing equivalence of multinomial distributions
by Ostrovski, Vladimir
- 83-91 Functional central limit theorems for the Nelson–Aalen and Kaplan–Meier estimators for dependent stationary data
by Anevski, Dragi
- 92-96 Computation of vector ARMA autocovariances
by McElroy, Tucker
- 97-100 Decomposing aggregate risk into marginal risks under partial information: A top-down method
by Shao, Hui
- 101-109 Generalized fractional Laplace motion
by Gajda, J. & Wyłomańska, A. & Kumar, A.
- 110-120 The strong laws of large numbers for positive measurable operators and applications
by Quang, Nguyen Van & Son, Do The & Son, Le Hong
- 121-125 Credit default prediction and parabolic potential theory
by Bedini, Matteo L. & Hinz, Michael
- 126-131 Stochastic solutions of conformable fractional Cauchy problems
by Çenesiz, Yücel & Kurt, Ali & Nane, Erkan
- 132-139 A note on Slepian’s inequality based on majorization
by Ding, Ying & Zhang, Xinsheng
- 140-147 Geometric random variables: Descents following maxima
by Archibald, Margaret & Blecher, Aubrey & Brennan, Charlotte & Knopfmacher, Arnold & Prodinger, Helmut
- 148-153 Distribution spread and location metrics using entropic separation
by Bowden, Roger J.
2017, Volume 123, Issue C
- 1-7 Unique coverage in Boolean models
by Haenggi, M. & Sarkar, A.
- 8-16 Consistency and asymptotics of a Poisson intensity least-squares estimator for partially observed jump–diffusion processes
by Djouadi, Seddik M. & Maroulas, Vasileios & Pan, Xiaoyang & Xiong, Jie
- 17-22 Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view
by Mynbaev, Kairat & Martins-Filho, Carlos
- 23-26 A concentration inequality for a Gaussian process indexed by matrices
by Serdyukova, Nora
- 27-33 On reducibility and spectral properties of circulant Markov processes
by Bolaños-Servin, Jorge R. & Carbone, Raffaella & Quezada, Roberto
- 34-44 Refracted continuous-state branching processes: Self-regulating populations
by Murillo-Salas, A. & Pérez, J.L. & Siri-Jégousse, A.
- 45-55 Large deviations for the Ornstein–Uhlenbeck process without tears
by Bercu, Bernard & Richou, Adrien
- 56-60 The Tracy–Widom distribution is not infinitely divisible
by Domínguez-Molina, J. Armando
- 61-76 On exponential stability of mild solutions for some stochastic partial integrodifferential equations
by Dieye, Moustapha & Diop, Mamadou Abdoul & Ezzinbi, Khalil
- 77-83 Self-normalized large deviations under sublinear expectation
by Feng, Xinwei
- 84-87 A reverse Gaussian correlation inequality by adding cones
by Chen, Xiaohong & Gao, Fuchang
- 88-92 On the mean squared error of the ridge estimator of the covariance and precision matrix
by van Wieringen, Wessel N.
- 93-99 Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling
by van Waaij, Jan & van Zanten, Harry
- 100-106 Stochastic Ising model with plastic interactions
by Pechersky, Eugene & Via, Guillem & Yambartsev, Anatoly
- 107-113 Kac’s representation for empirical copula process from an asymptotic viewpoint
by Bouzebda, Salim
- 114-121 Random eigenvalues from a stochastic heat equation
by Pacheco, Carlos G.
- 122-127 A new variance component score test for testing distributed lag functions with applications in time series analysis
by Chen, Yin-Hsiu & Mukherjee, Bhramar
- 128-138 Block empirical likelihood for partially linear panel data models with fixed effects
by He, Bang-Qiang & Hong, Xing-Jian & Fan, Guo-Liang
- 139-145 Covariate-balancing-propensity-score-based inference for linear models with missing responses
by Guo, Donglin & Xue, Liugen & Hu, Yuqin
- 146-152 A simple nonparametric method to estimate the expected time to cross a threshold
by Nicolau, João
- 153-159 A refined version of the integro-local Stone theorem
by Borovkov, Alexander A. & Borovkov, Konstantin A.
- 160-164 Sample size determination of a nonparametric test based on weighted L2-Wasserstein distance
by Xiang, Jim X.
- 165-170 Integrated depth for measurable functions and sets
by Nagy, Stanislav
- 171-176 Deconvolution of P(X
by Trong, Dang Duc & Nguyen, Ton That Quang & Phuong, Cao Xuan
- 177-182 Fast calculation of boundary crossing probabilities for Poisson processes
by Moscovich, Amit & Nadler, Boaz
- 183-192 Strong stationary duality for discrete time Möbius monotone Markov chains on Z+d
by Mao, Yong-Hua & Zhao, Pan
- 193-201 Conditional maximum likelihood estimation for a class of observation-driven time series models for count data
by Cui, Yunwei & Zheng, Qi
- 202-209 Maximum likelihood estimators under progressive Type-I interval censoring
by Budhiraja, Sonal & Pradhan, Biswabrata & Sengupta, Debasis
- 210-217 On unbalanced group sizes in cluster randomized designs using balanced ranked set sampling
by Ahn, Soohyun & Wang, Xinlei & Lim, Johan
2017, Volume 122, Issue C