The following pages link to Statistics \& Probability Letters (Q173655):
Displaying 50 items.
- Semi-Markov and reward fields (Q464467) (← links)
- Extension of Mood's median test for survival data (Q464468) (← links)
- On the moments of order statistics coming from the Topp-Leone distribution (Q464469) (← links)
- Spectral properties of MCMC algorithms for Bayesian linear regression with generalized hyperbolic errors (Q464471) (← links)
- Limit infimum results for subsequences of partial sums and random sums of i.i.d. random variables (Q464473) (← links)
- A generalized boxplot for skewed and heavy-tailed distributions (Q464477) (← links)
- A linear regression model with persistent level shifts: an alternative to infill asymptotics (Q464480) (← links)
- Default barrier intensity model for credit risk evaluation (Q464482) (← links)
- Inverse probability weighted estimation of local average treatment effects: a higher order MSE expansion (Q464484) (← links)
- A weak-type inequality for the martingale square function (Q464485) (← links)
- On location mixtures with Pólya frequency components (Q464487) (← links)
- A simple root-\(N\)-consistent semiparametric estimator for discrete duration models (Q464489) (← links)
- Small noise fluctuations of the CIR model driven by \(\alpha\)-stable noises (Q466985) (← links)
- Variable selection in infinite-dimensional problems (Q466987) (← links)
- Optimal rejection curves for exact false discovery rate control (Q466988) (← links)
- A fluctuation limit theorem for a critical branching process with dependent immigration (Q466990) (← links)
- A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion (Q466991) (← links)
- On pre-exit joint occupation times for spectrally negative Lévy processes (Q466993) (← links)
- On infinitely divisible distributions with polynomially decaying characteristic functions (Q466994) (← links)
- A Baum-Katz theorem for i.i.d. random variables with higher order moments (Q466995) (← links)
- Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models (Q466996) (← links)
- Wasserstein-divergence transportation inequalities and polynomial concentration inequalities (Q466997) (← links)
- On dynamics of volatilities in nonstationary GARCH models (Q467000) (← links)
- Sharp \(L^2 \log L\) inequalities for the Haar system and martingale transforms (Q467001) (← links)
- Estimating the transition matrix of a Markov chain observed at random times (Q467002) (← links)
- Improving bias in kernel density estimation (Q467004) (← links)
- Non-causal strictly stationary solutions of random recurrence equations (Q467006) (← links)
- A robust and efficient estimation method for single-index varying-coefficient models (Q467007) (← links)
- Computing subsignatures of systems with exchangeable component lifetimes (Q467008) (← links)
- Approximation of inverse moments of discrete distributions (Q467010) (← links)
- Structure of the third moment of the generalized Rosenblatt distribution (Q467011) (← links)
- A note on processes with random stationary increments (Q467012) (← links)
- On the construction of restricted minimum aberration designs (Q467013) (← links)
- On cumulative residual entropy of order statistics (Q467015) (← links)
- The limiting failure rate for a convolution of gamma distributions (Q467019) (← links)
- Consistency of a numerical approximation to the first principal component projection pursuit estimator (Q467020) (← links)
- Remarks on the factorization property of some random integrals (Q467021) (← links)
- A multiple window scan statistic for time series models (Q467023) (← links)
- Aggregation of spectral density estimators (Q467026) (← links)
- The finite sample breakdown point of PCS (Q467029) (← links)
- Uniform asymptotics for the tail probability of weighted sums with heavy tails (Q467031) (← links)
- Necessary and sufficient conditions for Hölder continuity of Gaussian processes (Q467033) (← links)
- A general central limit theorem for strong mixing sequences (Q467034) (← links)
- Space-filling Latin hypercube designs based on randomization restrictions in factorial experiments (Q467037) (← links)
- Assessing the relationship of evolutionary rates and functional variables by mixture estimating equations (Q467040) (← links)
- On integration with respect to the \(q\)-Brownian motion (Q467041) (← links)
- Existence of invariant measures of stochastic systems with delay in the highest order partial derivatives (Q467042) (← links)
- The Davis-Gut law for moving average processes (Q491682) (← links)
- Multivariate EWMA control chart based on a variable selection using AIC for multivariate statistical process monitoring (Q491685) (← links)
- Robust parameter change test for Poisson autoregressive models (Q491688) (← links)
