The following pages link to Statistics \& Probability Letters (Q173655):
Displaying 50 items.
- Some recursive formulas related to inverse moments of the random variables with binomial-type distributions (Q449385) (← links)
- A practical ad hoc adjustment to the Simes \(P\)-value (Q449386) (← links)
- A note on exponential state feedback stabilizability by a Razumikhin type theorem of mild solutions of SDEs with delay (Q449387) (← links)
- Bayesian estimation of parameters for the bivariate Gompertz regression model with shared gamma frailty under random censoring (Q449390) (← links)
- Estimating common mean and heterogeneity variance in two study case meta-analysis (Q449391) (← links)
- Statistical causality and orthogonality of local martingales (Q449392) (← links)
- The compound Pascal model with dividends paid under random interest (Q449394) (← links)
- Varying kernel density estimation on \(\mathbb R_+\) (Q449397) (← links)
- A simplified representation of the covariance structure of axially symmetric processes on the sphere (Q449401) (← links)
- Bounds on the complier average causal effect in randomized trials with noncompliance (Q449403) (← links)
- The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (Q449404) (← links)
- Some new lower bounds to centered and wrap-round \(L_2\)-discrepancies (Q449405) (← links)
- Sequential maximum likelihood estimation for reflected generalized Ornstein-Uhlenbeck processes (Q449406) (← links)
- Canonical higher-order kernels for density derivative estimation (Q449407) (← links)
- Remarks on maximal inequalities for non-negative demisubmartingales (Q449408) (← links)
- Estimation with left-truncated and right censored data: a comparison study (Q449409) (← links)
- The Hausman-Taylor panel data model with serial correlation (Q449410) (← links)
- Conditional dependence diagnostic in the latent class model: a simulation study (Q449414) (← links)
- On spatial conditional mode estimation for a functional regressor (Q449417) (← links)
- A note on bounds for the causal infectiousness effect in vaccine trials (Q449418) (← links)
- Limiting spectral distribution of block matrices with Toeplitz block structure (Q449419) (← links)
- Asymmetry tests for bifurcating auto-regressive processes with missing data (Q449422) (← links)
- A multi-point Metropolis scheme with generic weight functions (Q449426) (← links)
- Additive hazards models for gap time data with multiple causes (Q449428) (← links)
- An empirical likelihood confidence interval for the volume under ROC surface (Q449430) (← links)
- Structure of a double autoregressive process driven by a hidden Markov chain (Q449432) (← links)
- Constraints placed on random sequences by their compressibility (Q449434) (← links)
- Invertibility of random submatrices via tail-decoupling and a matrix Chernoff inequality (Q449436) (← links)
- Mixture representations for symmetric generalized Linnik laws (Q449885) (← links)
- Asymptotic properties of the GMLE with case 2 interval-censored data (Q449887) (← links)
- On almost sure max-limit theorems (Q449889) (← links)
- Equivalent conditions on the central limit theorem for a sequence of probability measures on \(\mathbb R\) (Q449891) (← links)
- Discrete stable random variables (Q449894) (← links)
- On the Devroye-Györfi methods of correcting density estimators (Q449896) (← links)
- Bootstrapping sample quantiles in non-regular cases (Q449898) (← links)
- A note on the behaviour of residual plots in regression (Q449899) (← links)
- Bandwidth selection for power optimality in a test of equality of regression curves (Q449903) (← links)
- Bootstrapping weighted empirical processes that do not converge weakly (Q449905) (← links)
- Testing based on sampled data for proportional hazards model (Q449908) (← links)
- Erratum: On sample spacings from IMRL distributions (Q449909) (← links)
- Correction to: Edgeworth approximations to the distribution of the sample mean under simple random sampling' (Q449912) (← links)
- Erratum to: Testing linear and loglinear error components regressions against Box-Cox alternatives (Q449913) (← links)
- Weak law of large numbers for arrays (Q449914) (← links)
- Asymptotically unbiased estimators for the extreme-value index (Q449915) (← links)
- Sequence of expectations of maximum-order statistics (Q449917) (← links)
- A note on the uniqueness of the quasi-likelihood estimator (Q449918) (← links)
- The density of the inverse and pseudo-inverse of a random matrix (Q449919) (← links)
- Conditional large deviations for density case (Q449921) (← links)
- On the bias of the OLS estimator in a nonstationary dynamic panel data model (Q449923) (← links)
- Hypothesis testing for some time-series models: a power comparison (Q449924) (← links)
