The following pages link to Statistics \& Probability Letters (Q173655):
Displaying 50 items.
- Geometric ergodicity of Rao and Teh's algorithm for homogeneous Markov jump processes (Q274146) (← links)
- Estimation of the noise covariance operator in functional linear regression with functional outputs (Q274150) (← links)
- A weighted simulation-based estimator for incomplete longitudinal data models (Q274153) (← links)
- Posterior property of Student-\(t\) linear regression model using objective priors (Q274155) (← links)
- Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles (Q274159) (← links)
- Efficient computation of adjusted \(p\)-values for resampling-based stepdown multiple testing (Q274160) (← links)
- Nonparametric Bayes modeling with sample survey weights (Q274164) (← links)
- Bin sizes in time-inhomogeneous infinite Polya processes (Q274165) (← links)
- A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes (Q274168) (← links)
- On a Brownian motion with a hard membrane (Q274170) (← links)
- A random matrix from a stochastic heat equation (Q274172) (← links)
- A characterization of the generalized Laplace distribution by constant regression on the sample mean (Q274174) (← links)
- Randomly stopped sums of not identically distributed heavy tailed random variables (Q274177) (← links)
- A note on continual reassessment method (Q274178) (← links)
- Bayesian inference for extreme quantiles of heavy tailed distributions (Q274181) (← links)
- A characterization of the normal distribution by the independence of a pair of random vectors (Q277252) (← links)
- Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model (Q277256) (← links)
- An accurate updating formula to calculate sample variance from weighted successive differences (Q277260) (← links)
- Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims (Q277262) (← links)
- Recursive estimation of time-average variance constants through prewhitening (Q277265) (← links)
- Testing composite null hypotheses based on \(S\)-divergences (Q277266) (← links)
- Improved prediction intervals in heteroscedastic mixed-effects models (Q277270) (← links)
- Sharp total variation bounds for finitely exchangeable arrays (Q277272) (← links)
- Markov multi-variate survival indicators for default simulation as a new characterization of the Marshall-Olkin law (Q277273) (← links)
- Weak convergence of renewal shot noise processes in the case of slowly varying normalization (Q277276) (← links)
- Modified kernel regression estimation with functional time series data (Q277279) (← links)
- Note on the singularity of the Poisson-gamma model (Q277281) (← links)
- A new proof for the peakedness of linear combinations of random variables (Q277283) (← links)
- Projection pursuit multi-index (PPMI) models (Q277285) (← links)
- Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices (Q277287) (← links)
- Construction of Sudoku-based uniform designs with mixed levels (Q277290) (← links)
- Ordering properties of order statistics from heterogeneous exponentiated Weibull models (Q277291) (← links)
- Distributions in a class of Poissonized urns with an application to Apollonian networks (Q286444) (← links)
- On some properties of the low-dimensional Gumbel perturbations in the perturb-and-MAP model (Q286446) (← links)
- Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay (Q286449) (← links)
- Generalized seasonal tapered block bootstrap (Q286451) (← links)
- Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model (Q286453) (← links)
- Representation of stationary and stationary increment processes via Langevin equation and self-similar processes (Q286454) (← links)
- Regressor and disturbance have moments of all orders, least squares estimator has none (Q286456) (← links)
- Consistent estimation of ordinary differential equation when the transformation parameter is unknown (Q286459) (← links)
- Generalized sooner waiting time problems in a sequence of trinary trials (Q286462) (← links)
- Chi-square mixture representations for the distribution of the scalar Schur complement in a noncentral Wishart matrix (Q286465) (← links)
- Comment on ``On nomenclature, and the relative merits of two formulations of skew distributions'' by A. Azzalini, R. Browne, M. Genton, and P. McNicholas (Q297127) (← links)
- Transmuted distributions and random extrema (Q297129) (← links)
- Destructive negative binomial cure rate model and EM-based likelihood inference under Weibull lifetime (Q297131) (← links)
- A more efficient second order blind identification method for separation of uncorrelated stationary time series (Q297132) (← links)
- On uniform nonintegrability for a sequence of random variables (Q297134) (← links)
- On bounding the union probability using partial weighted information (Q297136) (← links)
- On the length and the position of the minimum sequence containing all runs of ones in a Markovian binary sequence (Q297140) (← links)
- Characteristic function of time-inhomogeneous Lévy-driven Ornstein-Uhlenbeck processes (Q297142) (← links)
