Economics at your fingertips  

Statistics & Probability Letters

1982 - 2021

Current editor(s): Somnath Datta and Hira L. Koul

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 84, issue C, 2014

Covariance operator estimation of a functional autoregressive process with random coefficients pp. 1-8 Downloads
Abdelaziz Allam and Tahar Mourid
On a class of Cahn–Hilliard type stochastic interacting systems with stepping-stone noises pp. 9-16 Downloads
Yiming Jiang, Suxin Wang and Yongjin Wang
System availability behavior of some stationary dependent sequences pp. 17-21 Downloads
Angel Mathew
When is a Markov chain regenerative? pp. 22-26 Downloads
Krishna B. Athreya and Vivekananda Roy
Fractional Poisson processes and their representation by infinite systems of ordinary differential equations pp. 27-32 Downloads
Markus Kreer, Ayşe Kızılersü and Anthony W. Thomas
A generalized Girsanov transformation of finite state stochastic processes in discrete time pp. 33-39 Downloads
Samuel N. Cohen, Shaolin Ji and Shuzhen Yang
Rates of convergence of extremes from skew-normal samples pp. 40-47 Downloads
Xin Liao, Zuoxiang Peng, Saralees Nadarajah and Xiaoqian Wang
Small deviations of the determinants of random matrices with Gaussian entries pp. 48-53 Downloads
Nadezhda V. Volodko
Characterization properties based on the Fisher information for weighted distributions pp. 54-59 Downloads
George Tzavelas and Polychronis Economou
Max-sum equivalence of conditionally dependent random variables pp. 60-66 Downloads
Tao Jiang, Qingwu Gao and Yuebao Wang
The strong mixing and the selfdecomposability properties pp. 67-71 Downloads
Richard C. Bradley and Zbigniew J. Jurek
Intuitive approximations for the renewal function pp. 72-80 Downloads
Kosto V. Mitov and Edward Omey
Two-sample extended empirical likelihood pp. 81-87 Downloads
Fan Wu and Min Tsao
On K-means algorithm with the use of Mahalanobis distances pp. 88-95 Downloads
Igor Melnykov and Volodymyr Melnykov
Optimal constants in the Marcinkiewicz–Zygmund inequalities pp. 96-101 Downloads
Dietmar Ferger
Inequalities for martingales taking values in 2-convex Banach spaces pp. 102-107 Downloads
Adam Osȩkowski
A new type of experimental designs for event-related fMRI via Hadamard matrices pp. 108-112 Downloads
Ming-Hung Kao
Robust errors-in-variables linear regression via Laplace distribution pp. 113-120 Downloads
Jianhong Shi, Kun Chen and Weixing Song
Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy pp. 121-130 Downloads
Wei Liu and Yijun Hu
A remark on the optimal transport between two probability measures sharing the same copula pp. 131-134 Downloads
A. Alfonsi and B. Jourdain
A note on likelihood ratio ordering of order statistics from two samples pp. 135-139 Downloads
Jianping Yang and Weiwei Zhuang
Collapsing of non-homogeneous Markov chains pp. 140-148 Downloads
Agnish Dey and Arunava Mukherjea
Empirical likelihood based confidence intervals for the tail index when γ<−1/2 pp. 149-157 Downloads
Haoze Sun and Yuexiang Jiang
Rates of convergence of extreme for asymmetric normal distribution pp. 158-168 Downloads
Shouquan Chen and Jianwen Huang
Objective Bayesian analysis of the Frechet stress–strength model pp. 169-175 Downloads
Kamran Abbas and Yincai Tang
Bayesian comparison of models with inequality and equality constraints pp. 176-182 Downloads
Man-Suk Oh
Optimal multi-level supersaturated designs through integer programming pp. 183-191 Downloads
B.N. Mandal and C. Koukouvinos
On geometric ergodicity of skewed—SVCHARME models pp. 192-197 Downloads
Jerzy P. Rydlewski and Malgorzata Snarska
A Lindeberg–Feller theorem for stable laws pp. 198-203 Downloads
Clément Dombry and Paul Jung
A note on Monge–Kantorovich problem pp. 204-211 Downloads
Pengbin Feng and Xuhui Peng
A note on the σ-compactness of sets of probability measures on metric spaces pp. 212-214 Downloads
Fernando Luque-Vásquez and J. Adolfo Minjárez-Sosa
On the interpoint distances of Bernoulli vectors pp. 215-222 Downloads
Reza Modarres
Fourier methods for smooth distribution function estimation pp. 223-230 Downloads
José E. Chacón, Pablo Monfort and Carlos Tenreiro
A note on shrinkage wavelet estimation in Bayesian analysis pp. 231-234 Downloads
S. Torehzadeh and M. Arashi
Re-formulation of inverse Gaussian, reciprocal inverse Gaussian, and Birnbaum–Saunders kernel estimators pp. 235-246 Downloads
Gaku Igarashi and Yoshihide Kakizawa
A note on the relaxation time of two Markov chains on rooted phylogenetic tree spaces pp. 247-252 Downloads
David A. Spade, Radu Herbei and Laura S. Kubatko

Volume 83, issue 12, 2013

Using thresholding difference-based estimators for variable selection in partial linear models pp. 2601-2606 Downloads
June Luo and Patrick Gerard
Limit laws for UGROW random graphs pp. 2607-2614 Downloads
Anthony G. Pakes
On complete convergence for weighted sums of asymptotically linear negatively dependent random field pp. 2615-2620 Downloads
Mi-Hwa Ko
Bias analysis for misclassification in a multicategorical exposure in a logistic regression model pp. 2621-2626 Downloads
Yaqing Liu, Juxin Liu and Fuxi Zhang
Covariate and Newton–Raphson adjustments for a normal correlation coefficient when the variances are known pp. 2627-2633 Downloads
Bailey K. Fosdick and Michael D. Perlman
Exact Rosenthal-type inequalities for p=3, and related results pp. 2634-2637 Downloads
Iosif Pinelis
Malliavin regularity of solutions to mixed stochastic differential equations pp. 2638-2646 Downloads
Georgiy Shevchenko and Taras Shalaiko
Ramanujan theta functions and birth and death processes pp. 2647-2655 Downloads
Bruno Ebner, Norbert Henze and Panamalai R. Parthasarathy
A double generalized Pareto distribution pp. 2656-2663 Downloads
Saralees Nadarajah, Emmanuel Afuecheta and Stephen Chan
Conditional residual lifetimes of coherent systems pp. 2664-2672 Downloads
A. Parvardeh and N. Balakrishnan
Simultaneous confidence intervals for ordered pairwise differences of exponential location parameters under heteroscedasticity pp. 2673-2678 Downloads
Parminder Singh and Navdeep Singh
Multiple comparisons with a control in direction-mixed families of hypothesis under heteroscedasticity pp. 2679-2687 Downloads
Rajvir Singh Chauhan, Parminder Singh and Narinder Kumar
How fast increasing powers of a continuous random variable converge to Benford’s law pp. 2688-2692 Downloads
Michał Ryszard Wójcik
Pitman closeness results for Type-I censored data from exponential distribution pp. 2693-2698 Downloads
N. Balakrishnan and Katherine F. Davies
A note on bootstrap confidence intervals for proportions pp. 2699-2702 Downloads
Weizhen Wang
Asymptotics of the risk concentration based on the tail distortion risk measure pp. 2703-2710 Downloads
Wenhua Lv, Xiaoqing Pan and Taizhong Hu
Pointwise and uniform convergence of kernel density estimators using random bandwidths pp. 2711-2720 Downloads
Santanu Dutta and Alok Goswami
A delimitation of the support of optimal designs for Kiefer’s ϕp-class of criteria pp. 2721-2728 Downloads
Luc Pronzato
Distribution of maximum loss of fractional Brownian motion with drift pp. 2729-2734 Downloads
Mine Caglar and Ceren Vardar-Acar
A note on density estimation for binary sequences pp. 2735-2742 Downloads
Karthik Bharath
Survivors in leader election algorithms pp. 2743-2749 Downloads
Ravi Kalpathy, Hosam M. Mahmoud and Walter Rosenkrantz
Sharp large deviations for the log-likelihood ratio of an α-Brownian bridge pp. 2750-2758 Downloads
Shoujiang Zhao and Yanping Zhou

Volume 83, issue 11, 2013

Interval estimation for the mean of lognormal data with excess zeros pp. 2447-2453 Downloads
Xinmin Li, Xiaohua Zhou and Lili Tian
Empirical processes of iterated maps that contract on average pp. 2454-2458 Downloads
Olivier Durieu
Scaling limits for one-dimensional long-range percolation: Using the corrector method pp. 2459-2466 Downloads
Zhongyang Zhang and Lixin Zhang
A note on approximate Bayesian credible sets based on modified loglikelihood ratios pp. 2467-2472 Downloads
Laura Ventura, Erlis Ruli and Walter Racugno
Multivariate limits of multilinear polynomial-form processes with long memory pp. 2473-2485 Downloads
Shuyang Bai and Murad S. Taqqu
Moderate deviation principle for Brownian motions on the unit sphere in Rd pp. 2486-2491 Downloads
Lei Chen and Fuqing Gao
Covariance selection by thresholding the sample correlation matrix pp. 2492-2498 Downloads
Binyan Jiang
Absolute continuity of the laws of a multi-dimensional stochastic differential equation with coefficients dependent on the maximum pp. 2499-2506 Downloads
Tomonori Nakatsu
Compound negative binomial shared frailty models for bivariate survival data pp. 2507-2515 Downloads
David D. Hanagal and Alok D. Dabade
On the hitting probability of max-stable processes pp. 2516-2521 Downloads
Martin Hofmann
A note on “Maximum distributions for l2,p-symmetric vectors are skewed l1,p-symmetric distributions” by Batún-Cutz et al. (2013) pp. 2522-2523 Downloads
Ahad Jamalizadeh and N. Balakrishnan
A bivariate non-homogeneous birth and death model for predator–prey interactions pp. 2526-2530 Downloads
Sorana Froda and Vasile Vanciu
On the conditional increments of degradation processes pp. 2531-2536 Downloads
Zhi-Sheng Ye
A semi-analytic pricing formula for lookback options under a general stochastic volatility model pp. 2537-2543 Downloads
Sang-Hyeon Park and Jeong-Hoon Kim
Generalizations of a result of Christensen on renewal sequences and linear recurrences pp. 2544-2548 Downloads
Kenneth S. Berenhaut, Courtney R. Bzdelik and Jean J. Merlet
The gambler’s ruin problem with delays pp. 2549-2552 Downloads
Allan Gut
Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations pp. 2553-2562 Downloads
Ke-Ang Fu, Yuechao Li and Andrew Cheuk-Yin Ng
Expansions and penultimate distributions of maxima of bivariate normal random vectors pp. 2563-2568 Downloads
Melanie Frick and Rolf-Dieter Reiss
On the condensed density of the zeros of the Cauchy transform of a complex atomic random measure with Gaussian moments pp. 2569-2576 Downloads
P. Barone
On the exact distribution and mean value function of a geometric process with exponential interarrival times pp. 2577-2582 Downloads
Halil Aydoğdu, İhsan Karabulut and Elif Şen
A multistate monotone system signature pp. 2583-2591 Downloads
Vanderlei da Costa Bueno
Weak convergence of functional stochastic differential equations with variable delays pp. 2592-2599 Downloads
Li Tan, Wei Jin and Zhenting Hou

Volume 83, issue 9, 2013

Characterizations of discrete distributions using reliability concepts in reversed time pp. 1939-1945 Downloads
N. Unnikrishnan Nair and P.G. Sankaran
Bayesian approach to cubic natural exponential families pp. 1946-1955 Downloads
Marwa Hamza and Abdelhamid Hassairi
Accelerating reversible Markov chains pp. 1956-1962 Downloads
Ting-Li Chen and Chii-Ruey Hwang
On the strong law of large numbers for pairwise i.i.d. random variables with general moment conditions pp. 1963-1968 Downloads
Soo Hak Sung
The growth rate of significant regressors for high dimensional data pp. 1969-1972 Downloads
Qi Zheng, Colin Gallagher and K.B. Kulasekera
The first Dirichlet eigenvalue of birth–death process on trees pp. 1973-1982 Downloads
Ling-Di Wang and Yu-Hui Zhang
A time varying GARCH(p,q) model and related statistical inference pp. 1983-1990 Downloads
Neelabh Rohan
Optimal target allocation proportion for correlated binary responses in a 2×2 setup pp. 1991-1997 Downloads
Saumen Mandal, Atanu Biswas, Paula Camelia Trandafir and Mohammad Ziaul Islam Chowdhury
On the compound Poisson risk model with dependence and a threshold dividend strategy pp. 1998-2006 Downloads
Yafeng Shi, Peng Liu and Chunsheng Zhang
Filtering hidden semi-Markov chains pp. 2007-2014 Downloads
Robert Elliott, Nikolaos Limnios and Anatoliy Swishchuk
On an identity in law between Brownian quadratic functionals pp. 2015-2018 Downloads
Ju-Yi Yen and Marc Yor
A simple proof of functional Itô’s lemma for semimartingales with an application pp. 2019-2026 Downloads
Shlomo Levental, Mark Schroder and Sumit Sinha
Coupling of Wiener processes by using copulas pp. 2027-2033 Downloads
Piotr Jaworski and Marcin Krzywda
Subexponentiality of the product of dependent random variables pp. 2039-2044 Downloads
Haizhong Yang and Suting Sun
Stationary bootstrapping realized volatility pp. 2045-2051 Downloads
Eunju Hwang and Dong Wan Shin
Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions pp. 2052-2056 Downloads
S. Zinodiny, Sedigheh Rezaei, O. Naghshineh Arjmand and S. Nadarajah
On a characterization theorem of symmetry about a point pp. 2057-2059 Downloads
Javad Behboodian and Reza Modarres
Parametric estimation for the scale parameter for scale distributions using moving extremes ranked set sampling pp. 2060-2066 Downloads
Wangxue Chen, Minyu Xie and Ming Wu
Finding hitting times in various graphs pp. 2067-2072 Downloads
Shravas K. Rao
A note on formal constructions of sequential conditional couplings pp. 2073-2076 Downloads
Gareth O. Roberts and Jeffrey S. Rosenthal
Tuned iterated filtering pp. 2077-2080 Downloads
Erik Lindström
On pairwise quasi-asymptotically independent random variables and their applications pp. 2081-2087 Downloads
Jinzhu Li
Dimension reduction for model-based clustering via mixtures of shifted asymmetric Laplace distributions pp. 2088-2093 Downloads
Katherine Morris and Paul D. McNicholas
A semi-Markov modulated interest rate model pp. 2094-2102 Downloads
D’Amico, Guglielmo, Raimondo Manca and Giovanni Salvi
Sufficient conditions for optimality for stochastic evolution equations pp. 2103-2107 Downloads
AbdulRahman Al-Hussein
On grouping effect of elastic net pp. 2108-2112 Downloads
Ding-Xuan Zhou
Inequalities involving expectations to characterize distributions pp. 2113-2118 Downloads
Subarna Bhattacharjee, Asok K. Nanda and Satya Kr. Misra
A local limit theorem for densities of the additive component of a finite Markov Additive Process pp. 2119-2128 Downloads
Loïc Hervé and James Ledoux
Skewness–kurtosis bounds for the skewed generalized T and related distributions pp. 2129-2134 Downloads
Sean C. Kerman and James McDonald
An almost sure limit theorem for the maxima of smooth stationary Gaussian processes pp. 2135-2141 Downloads
Zhongquan Tan

Volume 83, issue 8, 2013

Risk measures for skew normal mixtures pp. 1819-1824 Downloads
Mauro Bernardi
The Pitman inequality for exchangeable random vectors pp. 1825-1829 Downloads
J. Behboodian, Naveen Bansal, G.G. Hamedani and Hans Volkmer
On Poisson-stopped-sums that are mixed Poisson pp. 1830-1834 Downloads
Jordi Valero, Marta Pérez-Casany and Josep Ginebra
Uniform-in-bandwidth nearest-neighbor density estimation pp. 1835-1843 Downloads
Sarah Ouadah
A note on testing homogeneity of the scale parameters of several inverse Gaussian distributions pp. 1844-1848 Downloads
Soltan Mohammad Sadooghi-Alvandi and Ahad Malekzadeh
On martingales whose exponential processes satisfy Muckenhoupt’s condition A1 pp. 1849-1853 Downloads
Adam Osȩkowski
Association tests through combining p-values for case control genome-wide association studies pp. 1854-1862 Downloads
Zhongxue Chen
Uniform consistency of kNN regressors for functional variables pp. 1863-1870 Downloads
Nadia L. Kudraszow and Philippe Vieu
Optimal global rates of convergence for interpolation problems with random design pp. 1871-1879 Downloads
Michael Kohler and Adam Krzyżak
Deconvolution of P(X pp. 1880-1887 Downloads
I. Dattner
Asymptotic FDR control under weak dependence: A counterexample pp. 1888-1893 Downloads
Veronika Gontscharuk and Helmut Finner
An upper bound on random walks on dihedral groups pp. 1894-1900 Downloads
Joseph McCollum
The Brunk–Prokhorov strong law of large numbers for fields of martingale differences taking values in a Banach space pp. 1901-1910 Downloads
Ta Cong Son and Dang Hung Thang
A note on the inflated-parameter binomial distribution pp. 1911-1914 Downloads
Zhenhua Bao, Lixin Song and He Liu
Strong consistency of the internal estimator of nonparametric regression with dependent data pp. 1915-1925 Downloads
Jia Shen and Yuan Xie
Correction to “On weak dependence conditions for Poisson autoregressions” [Statist. Probab. Lett. 82 (2012) 942–948] pp. 1926-1927 Downloads
Paul Doukhan, Konstantinos Fokianos and Dag Tjøstheim
Tightened exponential bounds for discrete-time conditionally symmetric martingales with bounded jumps pp. 1928-1936 Downloads
Igal Sason

Volume 83, issue 7, 2013

Uniqueness, recurrence and decay properties of collision branching processes with immigration pp. 1603-1612 Downloads
Juan Wang and Junping Li
On the number of switches in unbiased coin-tossing pp. 1613-1618 Downloads
Wenbo Li
On the expected number of successes in a sequence of nested Bernoulli trials pp. 1619-1623 Downloads
Eckhard Schlemm
A semiparametric Bayesian approach to joint mean and variance models pp. 1624-1631 Downloads
Dengke Xu and Zhongzhan Zhang
Maximin designs for the detection of synergistic effects pp. 1632-1637 Downloads
Nripes Kumar Mandal and Manisha Pal
Random motion with gamma steps in higher dimensions pp. 1638-1643 Downloads
Anatoliy A. Pogorui and Ramón M. Rodríguez-Dagnino
Entropic approach to E. Rio’s central limit theorem for W2 transport distance pp. 1644-1648 Downloads
Sergey G. Bobkov
Stochastic comparisons of series systems with heterogeneous Weibull components pp. 1649-1653 Downloads
Longxiang Fang and Xinsheng Zhang
On empirical likelihood inference of a change-point pp. 1662-1668 Downloads
Gang Shen
The von Mises–Fisher distribution of the first exit point from the hypersphere of the drifted Brownian motion and the density of the first exit time pp. 1669-1676 Downloads
Riccardo Gatto
Jackknife estimation with a unit root pp. 1677-1682 Downloads
Marcus Chambers and Maria Kyriacou
Estimation in a change-point hazard regression model with long-term survivors pp. 1683-1691 Downloads
Yunxia Li, Lianfen Qian and Wei Zhang
On the Monge–Ampère equation for characterizing gamma-Gaussian model pp. 1692-1698 Downloads
Célestin C. Kokonendji and Afif Masmoudi
Nearly universal consistency of maximum likelihood in discrete models pp. 1699-1702 Downloads
Byungtae Seo and Bruce G. Lindsay
On penalized likelihood estimation for a non-proportional hazards regression model pp. 1703-1710 Downloads
Karthik Devarajan and Nader Ebrahimi
Anticipated backward stochastic differential equations on Markov chains pp. 1711-1719 Downloads
Wen Lu and Yong Ren
Contraction principle for tail probabilities of sums of exchangeable random vectors with multipliers pp. 1720-1724 Downloads
S. Chobanyan and S. Levental
Bivariate high-level exceedance and the Chen–Stein theorem in genomics multiple hypothesis testing perspectives pp. 1725-1730 Downloads
Pranab K. Sen and Moonsu Kang
Some new results on the empirical copula estimator with applications pp. 1731-1739 Downloads
J.W.H. Swanepoel and J.S. Allison
Estimation for the Schnabel census with plants pp. 1740-1744 Downloads
R. Gormley and I.B.J. Goudie
On strong large deviation results for lightly trimmed sums and some applications pp. 1745-1753 Downloads
R. Vasudeva and G. Srilakshminarayana
A flexible approach to finite mixture regression models for multivariate mixed responses pp. 1754-1758 Downloads
Marco Alfò and Irene Rocchetti
The fractional-diffusion equation and a new distribution to model positively skewed data with heavy tails pp. 1759-1769 Downloads
Shanoja R. Naik and Bovas Abraham
Efficiency of repeated-cross-section estimators in fixed-effects models pp. 1770-1775 Downloads
Nicoletta Rosati
Transient analysis of Lévy-driven tandem queues pp. 1776-1781 Downloads
Krzysztof Dȩbicki, Michel Mandjes and Iwona Sierpińska-Tułacz
Hitting time distribution for skip-free Markov chains: A simple proof pp. 1782-1786 Downloads
Ke Zhou
Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail pp. 1787-1799 Downloads
Xinmei Shen and Yi Zhang
The limit law of the iterated logarithm in Banach space pp. 1800-1804 Downloads
Deli Li and Han-Ying Liang
Poisson point processes with detection and rest pp. 1805-1811 Downloads
Yicheng Hong, Chaehun Lee, Sungchul Lee and Hyungsoo Kim
The degenerate convergence criterion and Feller’s weak law of large numbers for double arrays in noncommutative probability pp. 1812-1818 Downloads
Nguyen Van Quang, Nguyen Ngoc Huy and Le Hong Son

Volume 83, issue 6, 2013

On the optimality of extended maximal length linear feedback shift register sequences pp. 1479-1483 Downloads
Ming-Hung Kao
Matching the finitized Poisson distribution to the matching distributions pp. 1484-1489 Downloads
James J. Cochran, Martin S. Levy and Saeed Golnabi
On the distribution of the Rosenblatt process pp. 1490-1495 Downloads
Makoto Maejima and Ciprian A. Tudor
Some new classes of stationary max-stable random fields pp. 1496-1503 Downloads
Christian Y. Robert
Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments pp. 1504-1512 Downloads
Kaiyong Wang, Yang Yang and Changjun Yu
Integer valued stable random variables pp. 1513-1519 Downloads
Lev B. Klebanov and Lenka Slámová
F tests with random sample sizes. Theory and applications pp. 1520-1526 Downloads
Elsa E. Moreira, João T. Mexia and Christoph E. Minder
Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest pp. 1527-1538 Downloads
Qingwu Gao and Xijun Liu
On the Jeffreys prior for the multivariate Ewens distribution pp. 1539-1546 Downloads
Abel Rodríguez
Simultaneous fiducial generalized confidence intervals for the successive differences of exponential location parameters under heteroscedasticity pp. 1547-1552 Downloads
Mahmood Kharrati-Kopaei, Ahad Malekzadeh and Mohammad Sadooghi-Alvandi
A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions pp. 1553-1558 Downloads
Philip M. Westgate
A large deviation theorem for a branching Brownian motion with random immigration pp. 1559-1566 Downloads
Hongyan Sun
On comparison of reversed hazard rates of two parallel systems comprising of independent gamma components pp. 1567-1570 Downloads
Neeraj Misra and Amit Kumar Misra
Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data pp. 1571-1579 Downloads
Jiang-Feng Wang, Wei-Min Ma, Hui-Zeng Zhang and Li-Min Wen
On the optimal designs for the prediction of Ornstein–Uhlenbeck sheets pp. 1580-1587 Downloads
Sándor Baran, Kinga Sikolya and Milan Stehlík
The Lp Cauchy sequence for one-dimensional BSDEs with linear growth generators pp. 1588-1594 Downloads
Yuki Izumi
Semiparametric estimation of fixed effects panel data single-index model pp. 1595-1602 Downloads
Peng Lai, Gaorong Li and Heng Lian

Volume 83, issue 5, 2013

On representation theorem of sublinear expectation related to G-Lévy process and paths of G-Lévy process pp. 1301-1310 Downloads
Liying Ren
Identification for semiparametric varying coefficient partially linear models pp. 1311-1320 Downloads
Mingqiu Wang and Lixin Song
Asymptotic expansions for moments of skew-normal extremes pp. 1321-1329 Downloads
Xin Liao, Zuoxiang Peng and Saralees Nadarajah
On partial monotonic behaviour of some entropy measures pp. 1330-1338 Downloads
Nitin Gupta and Rakesh Kumar Bajaj
Exact tests of the superiority under the Poisson distribution pp. 1339-1345 Downloads
MingTe Liu and Huey-Miin Hsueh
Estimation of distributions with the new better than used in expectation property pp. 1346-1352 Downloads
Edgardo Lorenzo, Ganesh Malla and Hari Mukerjee
M-estimation for the partially linear regression model under monotonic constraints pp. 1353-1363 Downloads
Jiang Du, Zhimeng Sun and Tianfa Xie
Reliability analysis using ageing intensity function pp. 1364-1371 Downloads
Subarna Bhattacharjee, Asok K. Nanda and Satya Kr. Misra
Pointwise and uniform moderate deviations for nonparametric regression function estimator on functional data pp. 1372-1381 Downloads
Qiaojing Liu and Shoujiang Zhao
Bias and bandwidth for local likelihood density estimation pp. 1382-1387 Downloads
Håkon Otneim, Hans Arnfinn Karlsen and Dag Tjøstheim
Properties and computation of interval availability of system pp. 1388-1396 Downloads
Kai Huang and Jie Mi
The second-order version of Karamata’s theorem with applications pp. 1397-1403 Downloads
Xiaoqing Pan, Xuan Leng and Taizhong Hu
On Chung’s law of the iterated logarithm for the Brownian time Lévy’s area process pp. 1404-1410 Downloads
Jin V. Liu
Weak convergence in the near unit root setting pp. 1411-1415 Downloads
Natalia Bailey and Liudas Giraitis
A monotonicity property of variances pp. 1416-1419 Downloads
J.M. Aldaz
Asymptotic theory for a two-stage procedure in sequential interval estimation of a normal mean pp. 1420-1423 Downloads
Chikara Uno
Harnack inequality for mean-field stochastic differential equations pp. 1424-1432 Downloads
Gaofeng Zong and Zengjing Chen
Likelihood computation for hidden Markov models via generalized two-filter smoothing pp. 1433-1442 Downloads
Adam Persing and Ajay Jasra
Accelerating Brownian motion on N-torus pp. 1443-1447 Downloads
Hui-Ming Pai and Chii-Ruey Hwang
Nonlinear mixed-effects state space models with applications to HIV dynamics pp. 1448-1456 Downloads
Jie Zhou, Lu Han and Sanyang Liu
One dimensional scan statistics generated by some dependent stationary sequences pp. 1457-1463 Downloads
George Haiman and Cristian Preda
Doubly truncated (interval) cumulative residual and past entropy pp. 1464-1471 Downloads
M. Khorashadizadeh, A.H. Rezaei Roknabadi and G.R. Mohtashami Borzadaran
A variation of the Newton–Pepys problem and its connections to size-estimation problems pp. 1472-1478 Downloads
Damiano Varagnolo, Luca Schenato and Gianluigi Pillonetto

Volume 83, issue 4, 2013

Estimates on the effective resistance in anisotropic long-range percolation on Z2 pp. 953-959 Downloads
Jun Misumi
Extinction and stationary distribution of a stochastic SIRS epidemic model with non-linear incidence pp. 960-968 Downloads
Aadil Lahrouz and Lahcen Omari
Hazard function estimation with nonnegative “wavelets” pp. 969-978 Downloads
Jean-Francois Angers and Brenda MacGibbon
Bayesian model selection based on parameter estimates from subsamples pp. 979-986 Downloads
Jingsi Zhang, Wenxin Jiang and Xiaofeng Shao
On determining the structural dimension via directional regression pp. 987-992 Downloads
Zhou Yu, Yuexiao Dong and Ranwei Guo
The maximum severity of ruin in a perturbed risk process with Markovian arrivals pp. 993-998 Downloads
Shuanming Li and Jiandong Ren
The exact finite-sample distribution of the median absolute deviation about the median of continuous random variables pp. 999-1005 Downloads
Hideki Nagatsuka, Hiroshi Kawakami, Toshinari Kamakura and Hisashi Yamamoto
On the integral of fractional Poisson processes pp. 1006-1017 Downloads
Enzo Orsingher and Federico Polito
A class of continuous kernels and Cauchy type heavy tail distributions pp. 1018-1027 Downloads
A.R. Soltani and L. Tafakori
Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data pp. 1028-1035 Downloads
Olimjon Sh. Sharipov and Martin Wendler
Comparison of concentration for several families of income distributions pp. 1036-1045 Downloads
Félix Belzunce, José F. Pinar, José M. Ruiz and Miguel A. Sordo
On the trivariate joint distribution of Brownian motion and its maximum and minimum pp. 1046-1053 Downloads
ByoungSeon Choi and JeongHo Roh
Symmetric representations of bivariate distributions pp. 1054-1061 Downloads
Victor Domansky
A simple test of optimal hedging policy pp. 1062-1070 Downloads
Wan-Yi Chiu
An alternative REML estimation of covariance matrices in linear mixed models pp. 1071-1077 Downloads
Erning Li and Mohsen Pourahmadi
Moderate deviations for the energy of charged polymer pp. 1078-1082 Downloads
Yanqing Wang
Fractal dimension results for continuous time random walks pp. 1083-1093 Downloads
Mark M. Meerschaert, Erkan Nane and Yimin Xiao
A range reduction method for generating discrete random variables pp. 1094-1099 Downloads
Efraim Shmerling
Identifying the source of proportion shifts in a multinomial process using a simple statistical test procedure pp. 1100-1105 Downloads
Chia-Ding Hou and Sheng Huang
Notes on entropic convergence and the weak entropy inequality pp. 1106-1110 Downloads
Lina Li
Optimal reinsurance under the Haezendonck risk measure pp. 1111-1116 Downloads
Yunzhou Zhu, Lixin Zhang and Yi Zhang
Mosco convergence of SLLN for triangular arrays of rowwise independent random sets pp. 1117-1126 Downloads
Nguyen Van Quang and Duong Xuan Giap
Estimation of the Shannon’s entropy of several shifted exponential populations pp. 1127-1135 Downloads
Suchandan Kayal and Somesh Kumar
Probability inequalities for bounded random vectors pp. 1136-1142 Downloads
I.A. Ahmad and M. Amezziane
K-distributed vector random fields in space and time pp. 1143-1150 Downloads
Chunsheng Ma
Estimation of nonparametric regression models with a mixture of Berkson and classical errors pp. 1151-1162 Downloads
Zanhua Yin, Wei Gao, Man-Lai Tang and Guo-Liang Tian
A note on the optimality of 2-level main effects plans in blocks of odd size pp. 1163-1166 Downloads
Mike Jacroux
Simultaneous multiple comparisons with a control using median differences and permutation tests pp. 1167-1173 Downloads
Scott J. Richter and Melinda H. McCann
Comparing spectral densities of stationary time series with unequal sample sizes pp. 1174-1183 Downloads
Philip Preuß and Thimo Hildebrandt
Harnack inequality for semilinear SPDE with multiplicative noise pp. 1184-1192 Downloads
Shao-Qin Zhang
Large deviations for fractional Poisson processes pp. 1193-1202 Downloads
Luisa Beghin and Claudio Macci
Bayesian efficiency pp. 1203-1212 Downloads
Christopher S. Withers and Saralees Nadarajah
On a strong law of large numbers for monotone measures pp. 1213-1218 Downloads
Hamzeh Agahi, Adel Mohammadpour, Radko Mesiar and Yao Ouyang
On asymptotic properties of the scatter matrix based estimates for complex valued independent component analysis pp. 1219-1226 Downloads
Pauliina Ilmonen
Sharp bounds on the expected shortfall for a sum of dependent random variables pp. 1227-1232 Downloads
Giovanni Puccetti
On a Birnbaum–Saunders distribution arising from a non-homogeneous Poisson process pp. 1233-1239 Downloads
Raúl Fierro, Víctor Leiva, Fabrizio Ruggeri and Antonio Sanhueza
The existence of a positive solution for a generalized delay logistic equation with multifractional noise pp. 1240-1246 Downloads
Dung Nguyen Tien
A moment method for the multivariate asymmetric Laplace distribution pp. 1247-1253 Downloads
Werner Hürlimann
A sharp estimate of the binomial mean absolute deviation with applications pp. 1254-1259 Downloads
Daniel Berend and Aryeh Kontorovich
Remarks on moment inequalities and identities for martingales pp. 1260-1261 Downloads
Alexander Novikov and Albert Shiryaev
Consistency results for the kernel density estimate on continuous time stationary and dependent data pp. 1262-1270 Downloads
Sultana Didi and Djamal Louani
Variational approach for the adapted solution of the general backward stochastic differential equations under the Bihari condition pp. 1271-1281 Downloads
Yan Qin and Ning-Mao Xia
Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables pp. 1282-1286 Downloads
Milto Hadjikyriakou
Influence analysis on the direction of optimal response pp. 1287-1299 Downloads
Yufen Huang and Sheng-Wen Wang

Volume 83, issue 3, 2013

Sharp bounds for complier average potential outcomes in experiments with noncompliance and incomplete reporting pp. 677-679 Downloads
Peter M. Aronow and Donald P. Green
Sharp estimates on the tail behavior of a multistable distribution pp. 680-688 Downloads
Antoine Ayache
Records in subsets of a random field pp. 689-699 Downloads
Allan Gut and Ulrich Stadtmüller
Some inequalities for conditional demimartingales and conditional N-demimartingales pp. 700-709 Downloads
Xinghui Wang and Xuejun Wang
Computing system signatures through reliability functions pp. 710-717 Downloads
Jean-Luc Marichal and Pierre Mathonet
Functional strong law of large numbers for loads in a planar network model pp. 718-723 Downloads
Giovanni Luca Torrisi
A representation theorem for generators of BSDEs with finite or infinite time intervals and linear-growth generators pp. 724-734 Downloads
HengMin Zhang and ShengJun Fan
Moderate and large deviation principles for the hazard rate function kernel estimator under censoring pp. 735-743 Downloads
Amadou Oury Korbe Diallo and Djamal Louani
Expansions for bivariate extreme value distributions pp. 744-752 Downloads
Saralees Nadarajah
On the trace approximations of products of Toeplitz matrices pp. 753-760 Downloads
Mamikon S. Ginovyan and Artur A. Sahakyan
The strong Feller property of switching jump-diffusion processes pp. 761-767 Downloads
Fubao Xi and George Yin
Maximum entropy mixing time of circulant Markov processes pp. 768-773 Downloads
Konstantin Avrachenkov, Laura Cottatellucci, Lorenzo Maggi and Yong-Hua Mao
Alpha–Skew–Laplace distribution pp. 774-782 Downloads
S. Shams Harandi and M.H. Alamatsaz
Small parameter behavior of families of distributions pp. 783-789 Downloads
Shaul K. Bar-Lev, Offer Kella and Andreas Löpker
Markov chain approximations to singular stable-like processes pp. 790-796 Downloads
Fangjun Xu
A note on geodesics for supercritical continuum percolation pp. 797-804 Downloads
Changlong Yao
Generalized BSDEs driven by fractional Brownian motion pp. 805-811 Downloads
Katarzyna Jańczak-Borkowska
Estimating genotyping error rates from parent–offspring dyads pp. 812-819 Downloads
Øystein A. Haaland and Hans J. Skaug
Fixed jumps of additive processes pp. 820-823 Downloads
Ming Liao
Strong solutions of Tsirel’son’s equation in discrete time taking values in compact spaces with semigroup action pp. 824-828 Downloads
Takao Hirayama and Kouji Yano
Does adding data always improve linear regression estimates? pp. 829-835 Downloads
A.V. den Boer
Positions of the ranks of factors in certain finite long length words pp. 836-840 Downloads
Elahe Zohoorian Azad
Dividend problems in the dual risk model with exponentially distributed observation time pp. 841-849 Downloads
Dan Peng, Donghai Liu and Zaiming Liu
A note on moving average models for Gaussian random fields pp. 850-855 Downloads
Linda V. Hansen and Thordis L. Thorarinsdottir
On characterizing and generalizing the optional m-stability property for pricing set pp. 856-862 Downloads
Abdelkarem Berkaoui
Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs pp. 863-874 Downloads
Auguste Aman and Naoul Mrhardy
Testing the linear errors-in-variables model with randomly censored data pp. 875-884 Downloads
Linjun Tang, Zhangong Zhou and Changchun Wu
Moderate deviations for Hawkes processes pp. 885-890 Downloads
Lingjiong Zhu
The existence of regular conditional probabilities for Markov kernels pp. 891-897 Downloads
A.G. Nogales
On the evolution of set-valued functions: An example pp. 898-901 Downloads
Estáte V. Khmaladze
Nonparametric M-regression for functional ergodic data pp. 902-908 Downloads
Abdelkader Gheriballah, Ali Laksaci and Soumeya Sekkal
Minimax designs for the difference between two estimated responses in a trigonometric regression model pp. 909-915 Downloads
Fatemah Alqallaf and S. Huda
Entropic kernels for data smoothing pp. 916-922 Downloads
Roger Bowden
Power series with i.i.d. coefficients pp. 923-929 Downloads
Barry C. Arnold and Krishna B. Athreya
Bayes classifiers of three-dimensional rotations and the sphere with symmetries pp. 930-935 Downloads
Christian Rau
The Radon transform inversion using moments pp. 936-942 Downloads
Robert M. Mnatsakanov and Shengqiao Li
On asymptotic equicontinuity of Markov transition functions pp. 943-951 Downloads
Joanna Jaroszewska

Volume 83, issue 2, 2013

Absolutely continuous random power series in reciprocals of Pisot numbers pp. 431-435 Downloads
J. Neunhäuserer
The limit theorems on extremes for Gaussian random fields pp. 436-444 Downloads
Zhongquan Tan
Nonparametric density estimation based on the truncated mean pp. 445-451 Downloads
Ying Zhu
Mixture and reciprocity of exponential models pp. 452-458 Downloads
Mahdi Louati
On the Fourier structure of the zero set of fractional Brownian motion pp. 459-466 Downloads
Willem L. Fouché and Safari Mukeru
Improved bounds for approximations to compound distributions pp. 467-473 Downloads
N.S. Upadhye and P. Vellaisamy
Stationary bootstrapping for cointegrating regressions pp. 474-480 Downloads
Dong Wan Shin and Eunju Hwang
Penalization schemes for multi-valued stochastic differential equations pp. 481-492 Downloads
Jing Wu and Hua Zhang
Comparisons of k-out-of-n systems with heterogenous components pp. 493-502 Downloads
Weiyong Ding, Yiying Zhang and Peng Zhao
Lp solutions to backward stochastic differential equations with discontinuous generators pp. 503-510 Downloads
Dejian Tian, Long Jiang and Xuejun Shi
Bounds on the Poincaré constant under negative dependence pp. 511-518 Downloads
Fraser Daly and Oliver Johnson
A note on EM algorithm for mixture models pp. 519-526 Downloads
Weixin Yao
RCA models: Joint prediction of mean and volatility pp. 527-533 Downloads
Y. Liang, A. Thavaneswaran and N. Ravishanker
On the asymptotic behavior of the sequence and series of running maxima from a real random sequence pp. 534-542 Downloads
Rita Giuliano Antonini, Thuntida Ngamkham and Andrei Volodin
Limiting spectral distribution of normalized sample covariance matrices with p/n→0 pp. 543-550 Downloads
Junshan Xie
Estimating positive surveys from negative surveys pp. 551-558 Downloads
Yafei Bao, Wenjian Luo and Xin Zhang
On the linear combination of the Gaussian and student’s t random field and the integral geometry of its excursion sets pp. 559-567 Downloads
Ola Ahmad and Jean-Charles Pinoli
A note on the existence and uniqueness of quasi-maximum likelihood estimators for mixed regressive, spatial autoregression models pp. 568-572 Downloads
Mengyuan Li, Dalei Yu and Peng Bai
An almost sure local limit theorem for Markov chains pp. 573-579 Downloads
Rita Giuliano-Antonini and Zbigniew S. Szewczak
The stationary distribution and ergodicity of a stochastic generalized logistic system pp. 580-583 Downloads
Dingshi Li
On orthogonality of (X+Y) and X/(X+Y) rather than independence pp. 584-587 Downloads
Barry C. Arnold and Jose A. Villasenor
Convergence rate of the limit theorem of a Galton–Watson tree with neutral mutations pp. 588-595 Downloads
Xinxin Chen
Exponential characterizations motivated by the structure of order statistics in samples of size two pp. 596-601 Downloads
Barry C. Arnold and Jose A. Villasenor
Strong order one convergence of a drift implicit Euler scheme: Application to the CIR process pp. 602-607 Downloads
Aurélien Alfonsi
Nonparametric estimation problem for a time-periodic signal in a periodic noise pp. 608-615 Downloads
D. Dehay and K. El Waled
Precise rates in the generalized law of the iterated logarithm pp. 616-623 Downloads
Xiao-Yong Xiao, Li-Xin Zhang and Hong-Wei Yin
Optimal blocking and semifoldover plans for 2n−p designs pp. 624-630 Downloads
Po Yang
Unbiased modified likelihood ratio tests for simple and double separability of a variance–covariance structure pp. 631-636 Downloads
A.M. Manceur and P. Dutilleul
A functional central limit theorem for the level measure of a Gaussian random field pp. 637-643 Downloads
A. Shashkin
More efficient unconditional tests for exchangeable binary data with equal cluster sizes pp. 644-649 Downloads
Guogen Shan
A characterization of conjugate priors in exponential families with application to inverse regression pp. 650-654 Downloads
Wei Luo and Naomi S. Altman
The stationary distribution of the facultative population model with a degenerate noise pp. 655-664 Downloads
Jinying Tong, Zhenzhong Zhang and Jianhai Bao
Estimation of C-MGARCH models based on the MBP method pp. 665-673 Downloads
Lihui Li and Tao Wen

Volume 83, issue 1, 2013

An approach alternative to the binomial UMPU test pp. 1-6 Downloads
Uttam Bandyopadhyay, Shirsendu Mukherjee and Dhiman Dutta
Self-inverse and exchangeable random variables pp. 9-12 Downloads
Theophilos Cacoullos and Nickos Papadatos
Equivalent conditions of complete moment convergence of weighted sums for ρ∗-mixing sequence of random variables pp. 13-20 Downloads
Mingle Guo and Dongjin Zhu
Maximum likelihood estimate for the dispersion parameter of the negative binomial distribution pp. 21-27 Downloads
Hongsheng Dai, Yanchun Bao and Mingtang Bao
On sample marginal quantiles for stationary processes pp. 28-36 Downloads
Yves Dominicy, Siegfried Hörmann, Hiroaki Ogata and David Veredas
When a copula is archimax pp. 37-45 Downloads
Włodzimierz Wysocki
Prior value incorporated calibration estimator in stratified random sampling pp. 46-51 Downloads
Tetsuji Ohyama
The quenched law of the iterated logarithm for one-dimensional random walks in a random environment pp. 52-60 Downloads
Mingzhi Mao, Ting Liu and Urszula Foryś
Variable selection in a partially linear proportional hazards model with a diverging dimensionality pp. 61-69 Downloads
Yuao Hu and Heng Lian
A generalised Student’s t-distribution pp. 70-77 Downloads
Ioannis Papastathopoulos and Jonathan A. Tawn
Monotonicity in the sample size of the length of classical confidence intervals pp. 78-82 Downloads
Abram M. Kagan and Yaakov Malinovsky
The minimal entropy martingale measure of a jump process influenced by jump times pp. 83-88 Downloads
Jun Yan and Fuqing Gao
Stability of no-arbitrage property under model uncertainty pp. 89-92 Downloads
Vladimir Ostrovski
Skewness and the linear discriminant function pp. 93-99 Downloads
Nicola Loperfido
Semiparametric analysis of additive isotonic errors-in-variables regression models pp. 100-114 Downloads
Zhimeng Sun and Zhongzhan Zhang
Robust stabilization with a general decay of mild solutions of stochastic evolution equations pp. 115-122 Downloads
T.E. Govindan and N.U. Ahmed
Note on a paradox in decision-theoretic interval estimation pp. 123-126 Downloads
Paul Kabaila
Arbitrary initial values and random norm for explosive AR(1) processes generated by stationary errors pp. 127-134 Downloads
S.Y. Hwang
Local-EM and mismeasured data pp. 135-140 Downloads
Patrick E. Brown, Paul Nguyen, Jamie Stafford and Shiva Ashta
Estimation of the variance of partial sums of dependent processes pp. 141-147 Downloads
Herold Dehling, Roland Fried, Olimjon Sh. Sharipov, Daniel Vogel and Max Wornowizki
Pitman closeness of current k-records to population quantiles pp. 148-156 Downloads
M. Razmkhah and Jafar Ahmadi
A sufficient condition of crossing type for the bivariate orthant convex order pp. 157-162 Downloads
Michel Denuit and Mhamed Mesfioui
Testing unilateral versus bilateral normal contamination pp. 163-167 Downloads
Richard Charnigo, Qian Fan, Douglas Bittel and Hongying Dai
The double-barrier inverse first-passage problem for Wiener process with random starting point pp. 168-176 Downloads
Mario Abundo
Invariant measures under random integral mappings and marginal distributions of fractional Lévy processes pp. 177-183 Downloads
Zbigniew J. Jurek
Empirical likelihood inference for the second-order jump-diffusion model pp. 184-195 Downloads
Yuping Song and Zhengyan Lin
Optimal designs for mixture models with amount constraints pp. 196-202 Downloads
Chongqi Zhang and Weng Kee Wong
Testing in generalized partially linear models: A robust approach pp. 203-212 Downloads
Graciela Boente, Ricardo Cao, Wenceslao González Manteiga and Daniela Rodriguez
An empirical depth function for multivariate data pp. 213-218 Downloads
Min Tsao
Bootstrap based model checks with missing binary response data pp. 219-226 Downloads
Gerhard Dikta, Sundarraman Subramanian and Thorsten Winkler
The multivariate-t distribution and the Simes inequality pp. 227-232 Downloads
Henry W. Block, Thomas H. Savits, Jie Wang and Sanat K. Sarkar
Martingale approximation of eigenvalues for common factor representation pp. 233-237 Downloads
Victor Bystrov and Antonietta di Salvatore
Markov processes on the adeles and Chebyshev function pp. 238-244 Downloads
Kumi Yasuda
Density estimation using bootstrap bandwidth selector pp. 245-256 Downloads
Arup Bose and Santanu Dutta
Error covariance matrix estimation using ridge estimator pp. 257-264 Downloads
June Luo and K.B. Kulasekera
Phases in the two-color tenable zero-balanced Pólya process pp. 265-271 Downloads
Joshua Sparks and Hosam M. Mahmoud
Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme pp. 272-277 Downloads
Raffaella Calabrese
Decidable lim sup and Borel–Cantelli-like lemmas for random sequences pp. 278-285 Downloads
George Davie
Examples of α-selfdecomposable distributions pp. 286-291 Downloads
Makoto Maejima and Yohei Ueda
Note on the threshold theorem of a heterogeneous SIR epidemic pp. 292-296 Downloads
Hamid El Maroufy
On optimal confidence sets for parameters in discrete distributions pp. 297-303 Downloads
Joshua D. Habiger, Melinda H. McCann and Joshua M. Tebbs
A remark on the lasso and the Dantzig selector pp. 304-314 Downloads
Yohann de Castro
Simple and elegant derivations for some asymptotic results in the discrete-time renewal process pp. 315-319 Downloads
Mohan Chaudhry and Brent Fisher
Limit laws for extremes of dependent stationary Gaussian arrays pp. 320-330 Downloads
Enkelejd Hashorva and Zhichao Weng
Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables pp. 331-338 Downloads
Wei He, Dongya Cheng and Yuebao Wang
On waiting time distribution of runs of ones or zeros in a Bernoulli sequence pp. 339-344 Downloads
Sungsu Kim, Chongjin Park and Jungtaek Oh
On simple representations of stopping times and stopping time sigma-algebras pp. 345-349 Downloads
Tom Fischer
The Hopfield model with superlinearly many patterns pp. 350-356 Downloads
James Y. Zhao
On Cesáro convergence of iterates of the star product of copulas pp. 357-365 Downloads
Wolfgang Trutschnig
Quantile based entropy function in past lifetime pp. 366-372 Downloads
S.M. Sunoj, P.G. Sankaran and Asok K. Nanda
A Markov regime switching jump-diffusion model for the pricing of portfolio credit derivatives pp. 373-381 Downloads
Xue Liang, Guojing Wang and Yinghui Dong
Stochastic order characterization of uniform integrability and tightness pp. 382-389 Downloads
Lasse Leskelä and Matti Vihola
On the gradient statistic under model misspecification pp. 390-398 Downloads
Artur J. Lemonte
Estimating at least seven measures of qualitative variables from a single sample using randomized response technique pp. 399-409 Downloads
Cheon-Sig Lee, Stephen A. Sedory and Sarjinder Singh
A stochastic dominance property common to the boy-or-girl paradox and the lottery pp. 410-413 Downloads
Moshe Pollak
A note on Bayesian and frequentist parametric inference for a scalar parameter of interest pp. 414-421 Downloads
A.C.M. Wong
Stochastic monotonicity and order-preservation for a type of nonlinear semigroups pp. 422-429 Downloads
Na Zhang and Guangyan Jia
Page updated 2021-07-24