The following pages link to Statistics \& Probability Letters (Q173655):
Displaying 50 items.
- A simple proof for the convexity of the Choquet integral (Q491689) (← links)
- Model verification for Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters (Q491690) (← links)
- Large deviations for a class of counting processes and some statistical applications (Q491691) (← links)
- The strong representation for the nonparametric estimator of length-biased and right-censored data (Q491693) (← links)
- Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes (Q491694) (← links)
- Intuitive approximations in discrete renewal theory. 1: Regularly varying case (Q491696) (← links)
- The Kumaraswamy skew-normal distribution (Q491698) (← links)
- Sharp \(L^1(\ell^q)\) estimate for a sequence and its predictable projection (Q491699) (← links)
- A dynamic view to moment matching of truncated distributions (Q491701) (← links)
- A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale (Q491703) (← links)
- A generalization of the Petrov strong law of large numbers (Q491705) (← links)
- Pivotal inference for the scaled half logistic distribution based on progressively type-II censored samples (Q491707) (← links)
- Bounds on the expected value of maximum loss of fractional Brownian motion (Q491710) (← links)
- Mixture discrepancy on symmetric balanced designs (Q491712) (← links)
- Berry-Esseen bounds for the percentile residual life function estimators (Q491714) (← links)
- Spherically symmetric multivariate beta family kernels (Q491716) (← links)
- An efficient monotone data augmentation algorithm for Bayesian analysis of incomplete longitudinal data (Q491718) (← links)
- A moment-based test for individual effects in the error component model with incomplete panels (Q491722) (← links)
- Cross-classified sampling: some estimation theory (Q491724) (← links)
- Statistical Skorohod embedding problem: optimality and asymptotic normality (Q491725) (← links)
- Corrigendum to ``On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models'' (Q491726) (← links)
- On estimating the distribution function and odds using ranked set sampling (Q504441) (← links)
- Focused information criterion and model averaging with generalized rank regression (Q504445) (← links)
- Stability in distribution of stochastic Volterra-Levin equations (Q504447) (← links)
- Boundary non-crossing probabilities for Slepian process (Q504449) (← links)
- Relative weak compactness of sums of pair-wise independent random variables (Q504450) (← links)
- In search of an optimal kernel for a bias correction method for density estimators (Q504451) (← links)
- Approaches to asymptotics for \(U\)-statistics of Gibbs facet processes (Q504452) (← links)
- On the independence of singular multivariate skew-normal sub-vectors (Q504456) (← links)
- Strong laws for sequences in the vicinity of the LIL (Q504457) (← links)
- WLLN for arrays of nonnegative random variables (Q504458) (← links)
- A moderate deviation principle for stochastic Volterra equation (Q504460) (← links)
- A self-improvement to the Cauchy-Schwarz inequality (Q504461) (← links)
- Uniformly most powerful unbiased test for conditional independence in Gaussian graphical model (Q504465) (← links)
- Individual-specific, sparse inverse covariance estimation in generalized estimating equations (Q504468) (← links)
- Normal approximation for strong demimartingales (Q504469) (← links)
- Identifiability of nonrecursive structural equation models (Q504472) (← links)
- Anticipative backward stochastic differential equations driven by fractional Brownian motion (Q504474) (← links)
- On maximizing expected discounted taxation in a risk process with interest (Q504475) (← links)
- A scalar-valued infinitely divisible random field with Pólya autocorrelation (Q504477) (← links)
- The limit law of the iterated logarithm for linear processes (Q504479) (← links)
- Weak convergence of \(h\)-transforms for one-dimensional diffusions (Q504481) (← links)
- Computation of an exact confidence set for a maximum point of a univariate polynomial function in a given interval (Q504486) (← links)
- A note on marked point processes and multivariate subordination (Q504490) (← links)
- A note on faithfulness and total positivity (Q504491) (← links)
- Unified ranked sampling (Q504494) (← links)
- Wavelet estimation in varying coefficient models for censored dependent data (Q504497) (← links)
- A weak type John-Nirenberg theorem for martingales (Q504500) (← links)
- A note on the multiplicative gamma process (Q504501) (← links)
- Estimating the parameters of a selected bivariate normal population (Q504504) (← links)
