Printed from https://ideas.repec.org/s/hin/jnljps2.html
Content
April 2014, Volume 2014
- 1-10 Estimating the Reliability Function for a Family of Exponentiated Distributions
by Ajit Chaturvedi & Anupam Pathak - 1-11 Direct Determination of Smoothing Parameter for Penalized Spline Regression
by Takuma Yoshida - 1-13 Convergence in Distribution of Some Self-Interacting Diffusions
by Aline Kurtzmann
January 2014, Volume 2014
- 1-5 Parametric Regression Models Using Reversed Hazard Rates
by Asokan Mulayath Variyath & P. G. Sankaran - 1-12 A General Result on the Mean Integrated Squared Error of the Hard Thresholding Wavelet Estimator under -Mixing Dependence
by Christophe Chesneau - 1-12 A Batch Arrival Single Server Queue with Server Providing General Service in Two Fluctuating Modes and Reneging during Vacation and Breakdowns
by Monita Baruah & Kailash C. Madan & Tillal Eldabi
September 2014, Volume 2014
- 1-8 On Improving Ratio/Product Estimator by Ratio/Product-cum-Mean-per-Unit Estimator Targeting More Efficient Use of Auxiliary Information
by Angela Shirley & Ashok Sahai & Isaac Dialsingh
May 2014, Volume 2014
- 1-6 A Study of Probability Models in Monitoring Environmental Pollution in Nigeria
by P. E. Oguntunde & O. A. Odetunmibi & A. O. Adejumo - 1-6 Ratio Estimator in Adaptive Cluster Sampling without Replacement of Networks
by Nipaporn Chutiman & Monchaya Chiangpradit - 1-6 Point-Symmetric Multivariate Density Function and Its Decomposition
by Kiyotaka Iki & Sadao Tomizawa - 1-14 A New Lifetime Distribution and Its Power Transformation
by Ammar M. Sarhan & Lotfi Tadj & David C. Hamilton
December 2014, Volume 2014
- 1-6 Defining Sample Quantiles by the True Rank Probability
by Lasse Makkonen & Matti Pajari - 1-8 New Indices for Refining Multiple Choice Questions
by Mariano Amo-Salas & María del Mar Arroyo-Jimenez & David Bustos-Escribano & Eva Fairén-Jiménez & Jesús López-Fidalgo
June 2014, Volume 2014
- 1-11 Bandwidth Selection for Recursive Kernel Density Estimators Defined by Stochastic Approximation Method
by Yousri Slaoui - 1-14 Sum of Bernoulli Mixtures: Beyond Conditional Independence
by Taehan Bae & Ian Iscoe
July 2014, Volume 2014
- 1-5 Subgeometric Ergodicity under Random-Time State-Dependent Drift Conditions
by Mokaedi V. Lekgari - 1-6 On -Gamma and -Beta Distributions and Moment Generating Functions
by Gauhar Rahman & Shahid Mubeen & Abdur Rehman & Mammona Naz - 1-7 Risk Efficiencies of Empirical Bayes and Generalized Maximum Likelihood Estimates for Rayleigh Model under Censored Data
by Dinesh Barot & Manhar Patel - 1-12 Two Bootstrap Strategies for a -Problem up to Location-Scale with Dependent Samples
by Jean-François Quessy & François Éthier - 1-15 An Analysis of a Heuristic Procedure to Evaluate Tail (in)dependence
by Marta Ferreira & Sérgio Silva
March 2014, Volume 2014
- 1-6 An Improved Class of Chain Ratio-Product Type Estimators in Two-Phase Sampling Using Two Auxiliary Variables
by Gajendra K. Vishwakarma & Manish Kumar - 1-8 A Software Reliability Model Using Quantile Function
by Bijamma Thomas & Midhu Narayanan Nellikkattu & Sankaran Godan Paduthol - 1-21 The Exponentiated Half-Logistic Family of Distributions: Properties and Applications
by Gauss M. Cordeiro & Morad Alizadeh & Edwin M. M. Ortega
October 2013, Volume 2013
- 1-10 Gaussian Estimation of One-Factor Mean Reversion Processes
by Freddy H. Marín Sánchez & J. Sebastian Palacio
December 2013, Volume 2013
- 1-6 The Central Limit Theorem for th-Order Nonhomogeneous Markov Information Source
by Huilin Huang - 1-6 Block Empirical Likelihood for Semiparametric Varying-Coefficient Partially Linear Errors-in-Variables Models with Longitudinal Data
by Yafeng Xia & Hu Da - 1-12 Estimation of Parameters of Generalized Inverted Exponential Distribution for Progressive Type-II Censored Sample with Binomial Removals
by Sanjay Kumar Singh & Umesh Singh & Manoj Kumar - 1-18 The Beta Generalized Half-Normal Distribution: New Properties
by Gauss M. Cordeiro & Rodrigo R. Pescim & Edwin M. M. Ortega & Clarice G. B. Demétrio
July 2013, Volume 2013
- 1-6 A Note on Functional Averages over Gaussian Ensembles
by Gabriel H. Tucci & Maria V. Vega - 1-15 On the Generalized Lognormal Distribution
by Thomas L. Toulias & Christos P. Kitsos - 1-16 Bayesian Estimation and Prediction for Flexible Weibull Model under Type-II Censoring Scheme
by Sanjay Kumar Singh & Umesh Singh & Vikas Kumar Sharma
March 2013, Volume 2013
- 1-11 Testing for Main Random Effects in Two-Way Random and Mixed Effects Models: Modifying the Statistic
by Trent Gaugler & Michael G. Akritas - 1-15 Estimation of Extreme Values by the Average Conditional Exceedance Rate Method
by A. Naess & O. Gaidai & O. Karpa - 1-15 Using Time Deformation to Filter Nonstationary Time Series with Multiple Time-Frequency Structures
by Mengyuan Xu & Wayne A. Woodward & Henry L. Gray
August 2013, Volume 2013
- 1-9 Growth Estimators and Confidence Intervals for the Mean of Negative Binomial Random Variables with Unknown Dispersion
by David Shilane & Derek Bean
September 2013, Volume 2013
- 1-7 Bayesian and Non-Bayesian Inference for Survival Data Using Generalised Exponential Distribution
by Chris Bambey Guure & Samuel Bosomprah - 1-7 Depth-Based Classification for Distributions with Nonconvex Support
by Daniel Hlubinka & Ondrej Vencalek - 1-10 Parameter Estimation for Type III Discrete Weibull Distribution: A Comparative Study
by Alessandro Barbiero - 1-12 Scale-Free Property for Degrees and Weights in a Preferential Attachment Random Graph Model
by István Fazekas & Bettina Porvázsnyik
February 2013, Volume 2013
- 1-2 Adaptive and Sequential Methods for Clinical Trials
by Yichuan Zhao & Zhengjia Chen & Xuelin Huang & Mourad Tighiouart - 1-5 On-Line Selection of c -Alternating Subsequences from a Random Sample
by Robert W. Chen & Larry A. Shepp & Justín Ju-Chen Yang - 1-7 Nonlinear Survival Regression Using Artificial Neural Network
by Akbar Biglarian & Enayatollah Bakhshi & Ahmad Reza Baghestani & Mahmood Reza Gohari & Mehdi Rahgozar & Masoud Karimloo - 1-8 Note on Qualitative Robustness of Multivariate Sample Mean and Median
by Evgueni Gordienko & Andrey Novikov & J. Ruiz de Chávez - 1-12 The Complementary Exponentiated Exponential Geometric Lifetime Distribution
by Francisco Louzada & Vitor Marchi & James Carpenter - 1-13 Masses of Negative Multinomial Distributions: Application to Polarimetric Image Processing
by Philippe Bernardoff & Florent Chatelain & Jean-Yves Tourneret - 1-24 Exact Group Sequential Methods for Estimating a Binomial Proportion
by Zhengjia Chen & Xinjia Chen
May 2013, Volume 2013
- 1-2 Recent Advances in Univariate and Multivariate Models
by Gauss M. Cordeiro & Artur Lemonte & Edwin Ortega & Jose M. Sarabia
June 2013, Volume 2013
- 1-5 On the Study of Transience and Recurrence of the Markov Chain Defined by Directed Weighted Circuits Associated with a Random Walk in Fixed Environment
by Chrysoula Ganatsiou - 1-8 Bayesian Estimation of the Scale Parameter of Inverse Weibull Distribution under the Asymmetric Loss Functions
by Farhad Yahgmaei & Manoochehr Babanezhad & Omid S. Moghadam - 1-9 Weighted Kappas for Tables
by Matthijs J. Warrens - 1-11 A Survey Design for a Sensitive Binary Variable Correlated with Another Nonsensitive Binary Variable
by Jun-Wu Yu & Yang Lu & Guo-Liang Tian
November 2013, Volume 2013
- 1-11 Confidence Intervals for the Coefficient of Variation in a Normal Distribution with a Known Population Mean
by Wararit Panichkitkosolkul
October 2012, Volume 2012
- 1-10 Incorporating a Patient Dichotomous Characteristic in Cancer Phase I Clinical Trials Using Escalation with Overdose Control
by Mourad Tighiouart & Galen Cook-Wiens & André Rogatko - 1-15 Two-Stage Adaptive Optimal Design with Fixed First-Stage Sample Size
by Adam Lane & Nancy Flournoy - 1-16 Number of Patients per Cohort and Sample Size Considerations Using Dose Escalation with Overdose Control
by Mourad Tighiouart & André Rogatko - 1-18 Escalation with Overdose Control Using Ordinal Toxicity Grades for Cancer Phase I Clinical Trials
by Mourad Tighiouart & Galen Cook-Wiens & André Rogatko - 1-19 Mixed-Effects Tobit Joint Models for Longitudinal Data with Skewness, Detection Limits, and Measurement Errors
by Getachew A. Dagne & Yangxin Huang - 1-24 Inference for the Sharpe Ratio Using a Likelihood-Based Approach
by Ying Liu & Marie Rekkas & Augustine Wong
August 2012, Volume 2012
- 1-10 Sample Size Growth with an Increasing Number of Comparisons
by Chi-Hong Tseng & Yongzhao Shao - 1-13 Sample Size Calculation for Controlling False Discovery Proportion
by Shulian Shang & Qianhe Zhou & Mengling Liu & Yongzhao Shao - 1-13 Balancing Treatment Allocation over Continuous Covariates: A New Imbalance Measure for Minimization
by Yanqing Hu & Feifang Hu - 1-15 Genotype-Based Bayesian Analysis of Gene-Environment Interactions with Multiple Genetic Markers and Misclassification in Environmental Factors
by Iryna Lobach & Ruzong Fan
July 2012, Volume 2012
- 1-12 Monitoring Murder Crime in Namibia Using Bayesian Space-Time Models
by Isak Neema & Dankmar Böhning - 1-13 Methods for Analyzing Multivariate Phenotypes in Genetic Association Studies
by Qiong Yang & Yuanjia Wang - 1-14 High-Dimensional Cox Regression Analysis in Genetic Studies with Censored Survival Outcomes
by Jinfeng Xu - 1-14 Robust Semiparametric Optimal Testing Procedure for Multiple Normal Means
by Peng Liu & Chong Wang - 1-16 Bayesian Non-Parametric Mixtures of GARCH(1,1) Models
by John W. Lau & Ed Cripps - 1-19 Clustering-Based Method for Developing a Genomic Copy Number Alteration Signature for Predicting the Metastatic Potential of Prostate Cancer
by Alexander Pearlman & Christopher Campbell & Eric Brooks & Alex Genshaft & Shahin Shajahan & Michael Ittman & G. Steven Bova & Jonathan Melamed & Ilona Holcomb & Robert J. Schneider & Harry Ostrer
February 2012, Volume 2012
- 1-15 Bayesian Estimation of Generalized Process Capability Indices
by Sudhansu S. Maiti & Mahendra Saha - 1-17 A Class of Spherical and Elliptical Distributions with Gaussian-Like Limit Properties
by Chris Sherlock & Daniel Elton - 1-17 Testing for Change in Mean of Independent Multivariate Observations with Time Varying Covariance
by Mohamed Boutahar - 1-18 A Two-Stage Joint Model for Nonlinear Longitudinal Response and a Time-to-Event with Application in Transplantation Studies
by Magdalena Murawska & Dimitris Rizopoulos & Emmanuel Lesaffre - 1-18 New Bandwidth Selection for Kernel Quantile Estimators
by Ali Al-Kenani & Keming Yu - 1-33 General Bootstrap for Dual ϕ-Divergence Estimates
by Salim Bouzebda & Mohamed Cherfi
March 2012, Volume 2012
- 1-2 Joint Models and Their Applications
by Yangxin Huang & Lang Wu & Grace Y. Yi & Wenbin Lu - 1-12 Double Sampling with Ranked Set Selection in the Second Phase with Nonresponse: Analytical Results and Monte Carlo Experiences
by Gaajendra K. Agarwal & Sira M. Allende & Carlos N. Bouza - 1-13 Empirical Likelihood for Multidimensional Linear Model with Missing Responses
by Liping Zhu - 1-14 Computing the Moments of Order Statistics from Independent Nonidentically Distributed Exponentiated Frechet Variables
by A. A. Jamjoom & Z. A. Al-Saiary - 1-15 G-Filtering Nonstationary Time Series
by Mengyuan Xu & Krista B. Cohlmia & Wayne A. Woodward & Henry L. Gray
April 2012, Volume 2012
- 1-8 Interval Estimations of the Two-Parameter Exponential Distribution
by Lai Jiang & Augustine C. M. Wong - 1-10 Marginal Distributions of Random Vectors Generated by Affine Transformations of Independent Two-Piece Normal Variables
by Maximiano Pinheiro - 1-15 Testing Homogeneity in a Semiparametric Two-Sample Problem
by Yukun Liu & Pengfei Li & Yuejiao Fu - 1-31 Transfer Function Models with Time-Varying Coefficients
by Maria SÃlvia de A. Moura & Pedro A. Morettin & Clélia M. C. Toloi & Chang Chiann - 1-37 Secondary Analysis under Cohort Sampling Designs Using Conditional Likelihood
by Olli Saarela & Sangita Kulathinal & Juha Karvanen
December 2012, Volume 2012
- 1-5 Improved Estimators of the Mean of a Normal Distribution with a Known Coefficient of Variation
by Wuttichai Srisodaphol & Noppakun Tongmol - 1-15 A Two-Stage Penalized Logistic Regression Approach to Case-Control Genome-Wide Association Studies
by Jingyuan Zhao & Zehua Chen - 1-17 Analysis of Longitudinal and Survival Data: Joint Modeling, Inference Methods, and Issues
by Lang Wu & Wei Liu & Grace Y. Yi & Yangxin Huang - 1-20 Least Absolute Deviation Estimate for Functional Coefficient Partially Linear Regression Models
by Yanqin Feng & Guoxin Zuo & Li Liu - 1-26 Bayesian Approach to Zero-Inflated Bivariate Ordered Probit Regression Model, with an Application to Tobacco Use
by Shiferaw Gurmu & Getachew A. Dagne
June 2012, Volume 2012
- 1-9 Coping with Nonstationarity in Categorical Time Series
by Monnie McGee & Ian Harris - 1-16 Mixed Modeling with Whole Genome Data
by Jing Hua Zhao & Jian'an Luan - 1-18 Finding Transcription Factor Binding Motifs for Coregulated Genes by Combining Sequence Overrepresentation with Cross-Species Conservation
by Hui Jia & Jinming Li - 1-19 Control of the False Discovery Proportion for Independently Tested Null Hypotheses
by Yongchao Ge & Xiaochun Li
September 2012, Volume 2012
- 1-12 On Complete Moment Convergence of Weighted Sums for Arrays of Rowwise Negatively Associated Random Variables
by Mingle Guo & Dongjin Zhu - 1-15 A Semiparametric Marginalized Model for Longitudinal Data with Informative Dropout
by Mengling Liu & Wenbin Lu - 1-18 A Criterion for the Fuzzy Set Estimation of the Regression Function
by Jesús A. Fajardo - 1-19 Design and Statistical Analysis of Pooled Next Generation Sequencing for Rare Variants
by Tao Wang & Chang-Yun Lin & Yuanhao Zhang & Ruofeng Wen & Kenny Ye
May 2012, Volume 2012
- 1-7 On Tightness of the Skew Random Walks
by Youngsoo Seol - 1-12 A Multinomial Ordinal Probit Model with Singular Value Decomposition Method for a Multinomial Trait
by Soonil Kwon & Mark O. Goodarzi & Kent D. Taylor & Jinrui Cui & Y.-D. Ida Chen & Jerome I. Rotter & Willa Hsueh & Xiuqing Guo - 1-16 Application of Generalized Space-Time Autoregressive Model on GDP Data in West European Countries
by Nunung Nurhayati & Udjianna S. Pasaribu & Oki Neswan - 1-19 Predicting Disease Onset from Mutation Status Using Proband and Relative Data with Applications to Huntington's Disease
by Tianle Chen & Yuanjia Wang & Yanyuan Ma & Karen Marder & Douglas R. Langbehn - 1-20 The Use of Statistical Tests to Calibrate the Black-Scholes Asset Dynamics Model Applied to Pricing Options with Uncertain Volatility
by Lorella Fatone & Francesca Mariani & Maria Cristina Recchioni & Francesco Zirilli
November 2012, Volume 2012
- 1-3 Advanced Designs and Statistical Methods for Genetic and Genomic Studies of Complex Diseases
by Yongzhao Shao & Wei Pan & Xiaohua Douglas Zhang - 1-6 Not Significant: What Now?
by Gerhard Marinell & Gabriele Steckel-Berger & Hanno Ulmer - 1-14 The Transmission Disequilibrium/Heterogeneity Test with Parental-Genotype Reconstruction for Refined Genetic Mapping of Complex Diseases
by Jing Han & Yongzhao Shao - 1-18 -Plot for Testing Spherical Symmetry for High-Dimensional Data with a Small Sample Size
by Jiajuan Liang - 1-20 Methodology and Application of Adaptive and Sequential Approaches in Contemporary Clinical Trials
by Zhengjia Chen & Yichuan Zhao & Ye Cui & Jeanne Kowalski
September 2011, Volume 2011
- 1-11 Large Deviations in Testing Squared Radial Ornstein-Uhleneck Model
by Shoujiang Zhao & Qiaojing Liu - 1-19 Classification and Regression Trees on Aggregate Data Modeling: An Application in Acute Myocardial Infarction
by C. Quantin & L. Billard & M. Touati & N. Andreu & Y. Cottin & M. Zeller & F. Afonso & G. Battaglia & D. Seck & G. Le Teuff & E. Diday - 1-39 Estimation and Properties of a Time-Varying GQARCH(1,1)-M Model
by Sofia Anyfantaki & Antonis Demos
April 2011, Volume 2011
- 1-22 A Characterization of Power Method Transformations through L -Moments
by Todd C. Headrick
November 2011, Volume 2011
- 1-10 A Simple Normal Approximation for Weibull Distribution with Application to Estimation of Upper Prediction Limit
by H. V. Kulkarni & S. K. Powar - 1-13 Estimation of Stochastic Frontier Models with Fixed Effects through Monte Carlo Maximum Likelihood
by Grigorios Emvalomatis & Spiro E. Stefanou & Alfons Oude Lansink - 1-15 A Bayes Formula for Nonlinear Filtering with Gaussian and Cox Noise
by Vidyadhar Mandrekar & Thilo Meyer-Brandis & Frank Proske - 1-34 Convergence of Locally Square Integrable Martingales to a Continuous Local Martingale
by Andriy Yurachkivsky - 1-39 Simulating the Emergence and Survival of Mutations Using a Self Regulating Multitype Branching Processes
by Charles J. Mode & Towfique Raj & Candace K. Sleeman
February 2011, Volume 2011
- 1-2 Advances in Applied Econometrics
by Efthymios G. Tsionas & William Greene & Kajal Lahiri - 1-11 Lower Confidence Bounds for the Probabilities of Correct Selection
by Radhey S. Singh & Narinder Kumar
March 2011, Volume 2011
- 1-15 The Failure of Orthogonality under Nonstationarity: Should We Care About It?
by Jose A. Campillo-García & Daniel Ventosa-Santaulària - 1-16 Complete Convergence for Weighted Sums of Sequences of Negatively Dependent Random Variables
by Qunying Wu
August 2011, Volume 2011
- 1-11 The CSS and The Two-Staged Methods for Parameter Estimation in SARFIMA Models
by Erol Egrioglu & Cagdas Hakan Aladag & Cem Kadilar - 1-13 Similarity Solutions of Partial Differential Equations in Probability
by Mario Lefebvre - 1-13 Nonlinear Autoregressive Conditional Duration Models for Traffic Congestion Estimation
by Eleni I. Vlahogianni & Matthew G. Karlaftis & Konstantinos Kepaptsoglou - 1-17 Semi- and Nonparametric ARCH Processes
by Oliver B. Linton & Yang Yan - 1-19 Drift and the Risk-Free Rate
by Anda Gadidov & M. C. Spruill - 1-20 Missing-Values Adjustment for Mixed-Type Data
by Agostino Tarsitano & Marianna Falcone - 1-20 A Multivariate Stochastic Hybrid Model with Switching Coefficients and Jumps: Solution and Distribution
by D. P. Siu & G. S. Ladde - 1-23 A Comparative Analysis of the Value of Information in a Continuous Time Market Model with Partial Information: The Cases of Log-Utility and CRRA
by Zhaojun Yang & Christian-Oliver Ewald & Wen-Kai Wang
December 2011, Volume 2011
- 1-10 Gaussian Covariance Faithful Markov Trees
by Dhafer Malouche & Bala Rajaratnam - 1-10 Strong Laws of Large Numbers for Arrays of Rowwise NA and LNQD Random Variables
by Jiangfeng Wang & Qunying Wu - 1-14 Fixed-Effects Modeling of Cohen's Weighted Kappa for Bivariate Multinomial Data: A Perspective of Generalized Inverse
by Jingyun Yang & Vernon M. Chinchilli - 1-16 Weighted Strong Law of Large Numbers for Random Variables Indexed by a Sector
by Przemysław Matuła & Michał Seweryn - 1-16 Power Prior Elicitation in Bayesian Quantile Regression
by Rahim Alhamzawi & Keming Yu - 1-17 Bayesian Inference on the Shape Parameter and Future Observation of Exponentiated Family of Distributions
by Sanku Dey & Sudhansu S. Maiti - 1-18 The Beta-Half-Cauchy Distribution
by Gauss M. Cordeiro & Artur J. Lemonte - 1-23 Optimal Hedging and Pricing of Equity-Linked Life Insurance Contracts in a Discrete-Time Incomplete Market
by Norman Josephy & Lucia Kimball & Victoria Steblovskaya - 1-25 Some Recent Developments in Efficiency Measurement in Stochastic Frontier Models
by Subal C. Kumbhakar & Efthymios G. Tsionas
October 2011, Volume 2011
- 1-10 Simultaneous Inference on All Linear Combinations of Means with Heteroscedastic Errors
by Xin Yan & Xiaogang Su - 1-13 A Limit Theorem for Random Products of Trimmed Sums of i.i.d. Random Variables
by Fa-mei Zheng - 1-15 Determinant Efficiencies in Ill-Conditioned Models
by D. R. Jensen - 1-16 Equivariance and Generalized Inference in Two-Sample Location-Scale Families
by Sévérien Nkurunziza & Fuqi Chen - 1-17 Panel Unit Root Tests by Combining Dependent 𠑃 Values: A Comparative Study
by Xuguang Sheng & Jingyun Yang - 1-21 On the One Dimensional Poisson Random Geometric Graph
by L. Decreusefond & E. Ferraz - 1-23 Nonparametric Estimation of ATE and QTE: An Application of Fractile Graphical Analysis
by Gabriel V. Montes-Rojas - 1-27 Joint Behaviour of Semirecursive Kernel Estimators of the Location and of the Size of the Mode of a Probability Density Function
by Abdelkader Mokkadem & Mariane Pelletier & Baba Thiam
July 2011, Volume 2011
- 1-11 On a Batch Arrival Queuing System Equipped with a Stand-by Server during Vacation Periods or the Repairs Times of the Main Server
by Rehab F. Khalaf & Kailash C. Madan & Cormac A. Lukas - 1-14 Joint Estimation Using Quadratic Estimating Function
by Y. Liang & A. Thavaneswaran & B. Abraham
June 2011, Volume 2011
- 1-16 Gamma Kernel Estimators for Density and Hazard Rate of Right-Censored Data
by T. Bouezmarni & A. El Ghouch & M. Mesfioui
June 2010, Volume 2010
- 1-16 An Effective Method of Monitoring the Large-Scale Traffic Pattern Based on RMT and PCA
by Jia Liu & Peng Gao & Jian Yuan & Xuetao Du - 1-16 Comparing Estimation Methods for the FPLD
by Agostino Tarsitano - 1-17 Complete Convergence for Maximal Sums of Negatively Associated Random Variables
by Victor M. Kruglov - 1-17 Risk Navigator SRM: An Applied Risk Management Tool
by Dana L. K. Hoag & Jay Parsons - 1-19 A Mathematical Analysis of the Card Game of Betweenies through Kelly's Criterion
by Konstantinos Drakakis - 1-19 On Some Layer-Based Risk Measures with Applications to Exponential Dispersion Models
by Olga Furman & Edward Furman - 1-26 Multifractal Analysis of Infinite Products of Stationary Jump Processes
by Petteri Mannersalo & Ilkka Norros & Rudolf H. Riedi - 1-26 Continuous Time Portfolio Selection under Conditional Capital at Risk
by Gordana Dmitrasinovic-Vidovic & Ali Lari-Lavassani & Xun Li & Antony Ware - 1-26 Local Likelihood Density Estimation and Value-at-Risk
by Christian Gourieroux & Joann Jasiak
July 2010, Volume 2010
- 1-10 Peirce's and Cohen's for Measures of Rater Reliability
by Beau Abar & Eric Loken - 1-12 Universal and Nonuniversal Dynamical Conductivity in Small Metallic Grains: An Ambivalent Role of T-Invariance at Finite Frequency
by Nobuhiko Taniguchi - 1-18 An Explicit Representation of the Extended Skorokhod Map with Two Time-Dependent Boundaries
by Marek Slaby - 1-26 Forest Fire Risk Assessment: An Illustrative Example from Ontario, Canada
by W. John Braun & Bruce L. Jones & Jonathan S. W. Lee & Douglas G. Woolford & B. Mike Wotton
March 2010, Volume 2010
- 1-11 Individual Property Risk Management
by Michael S. Finke & Eric Belasco & Sandra J. Huston - 1-11 The Foundations of Probability with Black Swans
by Graciela Chichilnisky - 1-34 Estimating ð ¿ -Functionals for Heavy-Tailed Distributions and Application
by Abdelhakim Necir & Djamel Meraghni
May 2010, Volume 2010
- 1-14 POT-Based Estimation of the Renewal Function of Interoccurrence Times of Heavy-Tailed Risks
by Abdelhakim Necir & Abdelaziz Rassoul & Djamel Meraghni - 1-16 A Winner's Mean Earnings in Lottery and Inverse Moments of the Binomial Distribution
by Konstantinos Drakakis - 1-17 An Analysis of the Influence of Fundamental Values' Estimation Accuracy on Financial Markets
by Hiroshi Takahashi - 1-29 Pricing Equity-Indexed Annuities under Stochastic Interest Rates Using Copulas
by Patrice Gaillardetz
September 2010, Volume 2010
August 2010, Volume 2010
- 1-3 Actuarial and Financial Risks: Models, Statistical Inference, and Case Studies
by Ričardas Zitikis & Edward Furman & Abdelhakim Necir & Johanna Nešlehová & Madan L. Puri - 1-11 Spatial Scan Statistics Adjusted for Multiple Clusters
by Zhenkui Zhang & Renato Assunção & Martin Kulldorff - 1-15 Asteroids: Assessing Catastrophic Risks
by Graciela Chichilnisky & Peter Eisenberger - 1-18 Viscosity Solutions and American Option Pricing in a Stochastic Volatility Model of the Ornstein-Uhlenbeck Type
by Alexandre F. Roch - 1-23 Some Comments on Quasi-Birth-and-Death Processes and Matrix Measures
by Holger Dette & Bettina Reuther - 1-27 On Discrete-Time Multiallelic Evolutionary Dynamics Driven by Selection
by Thierry E. Huillet
December 2010, Volume 2010
- 1-13 Estimation of Log-Linear-Binomial Distribution with Applications
by Elsayed Ali Habib - 1-14 Spiked Dirichlet Process Priors for Gaussian Process Models
by Terrance Savitsky & Marina Vannucci - 1-15 Optimal Estimators for Threshold-Based Quality Measures
by Aaron Abrams & Sandy Ganzell & Henry Landau & Zeph Landau & James Pommersheim & Eric Zaslow
January 2010, Volume 2010
- 1-13 Central Limit Theorem for Coloured Hard Dimers
by Maria Simonetta Bernabei & Horst Thaler - 1-15 Investigating Mortality Uncertainty Using the Block Bootstrap
by Xiaoming Liu & W. John Braun - 1-18 VaR: Exchange Rate Risk and Jump Risk
by Fen-Ying Chen
October 2010, Volume 2010
- 1-9 New Technique to Estimate the Asymmetric Trimming Mean
by A. M. H. Alkhazaleh & A. M. Razali - 1-21 Constant Rate Distributions on Partially Ordered Sets
by Kyle Siegrist
April 2010, Volume 2010
- 1-17 Estimating the Conditional Tail Expectation in the Case of Heavy-Tailed Losses
by Abdelhakim Necir & Abdelaziz Rassoul & Ričardas Zitikis - 1-18 An Investigation of Value Updating Bidders in Simultaneous Online Art Auctions
by Mayukh Dass & Lynne Seymour & Srinivas K. Reddy - 1-22 Crossings of Second-Order Response Processes Subjected to LMA Loadings
by Thomas Galtier & Sayan Gupta & Igor Rychlik - 1-26 Zenga's New Index of Economic Inequality, Its Estimation, and an Analysis of Incomes in Italy
by Francesca Greselin & Leo Pasquazzi & Ričardas Zitikis
January 2009, Volume 2009
- 1-15 On Concordance Measures for Discrete Data and Dependence Properties of Poisson Model
by Taoufik Bouezmarni & Mhamed Mesfioui & Abdelouahid Tajar - 1-19 Asymptotically Sufficient Statistics in Nonparametric Regression Experiments with Correlated Noise
by Andrew V. Carter
February 2009, Volume 2009
- 1-22 A Duality Approach to the Genealogies of Discrete Nonneutral Wright-Fisher Models
by Thierry E. Huillet
August 2009, Volume 2009
- 1-18 Optimal Premium Pricing for a Heterogeneous Portfolio of Insurance Risks
by Athanasios A. Pantelous & Nicholas E. Frangos & Alexandros A. Zimbidis - 1-18 ð ‘ž -Gaussian Distributions: Simplifications and Simulations
by Paweł J. Szabłowski - 1-27 Spurious Regression
by D. Ventosa-Santaulària
September 2009, Volume 2009
- 1-16 On the Existence and Uniqueness of the Maximum Likelihood Estimators of Normal and Lognormal Population Parameters with Grouped Data
by Jin Xia & Jie Mi & YanYan Zhou - 1-37 Model and Variable Selection Procedures for Semiparametric Time Series Regression
by Risa Kato & Takayuki Shiohama
June 2009, Volume 2009
- 1-13 Recovering Decay Rates from Noisy Measurements with Maximum Entropy in the Mean
by Henryk Gzyl & Enrique Ter Horst
November 2009, Volume 2009
- 1-10 From the General Affine Transform Family to a Pareto Type IV Model
by Werner Hürlimann - 1-18 Computational Procedures for a Class of GI/D/ k Systems in Discrete Time
by Md. Mostafizur Rahman & Attahiru Sule Alfa