The following pages link to Statistics \& Probability Letters (Q173655):
Displaying 50 items.
- Three-level \(A\)- and \(D\)-optimal paired choice designs (Q504507) (← links)
- Functional generalizations of Hoeffding's covariance lemma and a formula for Kendall's tau (Q504509) (← links)
- Unique coverage in Boolean models (Q511534) (← links)
- Consistency and asymptotics of a Poisson intensity least-squares estimator for partially observed jump-diffusion processes (Q511537) (← links)
- Reducing bias in nonparametric density estimation via bandwidth dependent kernels: \(L_1\) view (Q511539) (← links)
- A concentration inequality for a Gaussian process indexed by matrices (Q511541) (← links)
- On reducibility and spectral properties of circulant Markov processes (Q511544) (← links)
- Refracted continuous-state branching processes: self-regulating populations (Q511546) (← links)
- Large deviations for the Ornstein-Uhlenbeck process without tears (Q511547) (← links)
- The Tracy-Widom distribution is not infinitely divisible (Q511548) (← links)
- On exponential stability of mild solutions for some stochastic partial integrodifferential equations (Q511550) (← links)
- Self-normalized large deviations under sublinear expectation (Q511552) (← links)
- A reverse Gaussian correlation inequality by adding cones (Q511553) (← links)
- On the mean squared error of the ridge estimator of the covariance and precision matrix (Q511555) (← links)
- Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling (Q511556) (← links)
- Stochastic Ising model with plastic interactions (Q511558) (← links)
- Kac's representation for empirical copula process from an asymptotic viewpoint (Q511559) (← links)
- Random eigenvalues from a stochastic heat equation (Q511560) (← links)
- A new variance component score test for testing distributed lag functions with applications in time series analysis (Q511563) (← links)
- Block empirical likelihood for partially linear panel data models with fixed effects (Q511566) (← links)
- Covariate-balancing-propensity-score-based inference for linear models with missing responses (Q511569) (← links)
- A simple nonparametric method to estimate the expected time to cross a threshold (Q511571) (← links)
- A refined version of the integro-local Stone theorem (Q511572) (← links)
- Sample size determination of a nonparametric test based on weighted \(L_2\)-Wasserstein distance (Q511574) (← links)
- Integrated depth for measurable functions and sets (Q511575) (← links)
- Deconvolution of \(\mathbb{P}(X<Y)\) with compactly supported error densities (Q511579) (← links)
- Fast calculation of boundary crossing probabilities for Poisson processes (Q511580) (← links)
- Strong stationary duality for discrete time Möbius monotone Markov chains on \(\mathbb{Z}_+^d\) (Q511582) (← links)
- Conditional maximum likelihood estimation for a class of observation-driven time series models for count data (Q511583) (← links)
- Maximum likelihood estimators under progressive type-I interval censoring (Q511587) (← links)
- On unbalanced group sizes in cluster randomized designs using balanced ranked set sampling (Q511588) (← links)
- A Gaussian expectation product inequality (Q512782) (← links)
- A central limit theorem for Lebesgue integrals of random fields (Q512784) (← links)
- Asymptotic behavior of the joint record values, with applications (Q512786) (← links)
- Finite time Parisian ruin of an integrated Gaussian risk model (Q512787) (← links)
- Probability that product of real random matrices have all eigenvalues real tend to 1 (Q512788) (← links)
- Uniform convergence rates for halfspace depth (Q512790) (← links)
- On stochastic pseudo-integrals with applications (Q512791) (← links)
- A note on the generalized linear exponential distribution (Q512794) (← links)
- Creating new distributions by blunting cusps (Q512796) (← links)
- Are the Sweden democrats really Sweden's largest party? A maximum likelihood ratio test on the simplex (Q512799) (← links)
- Some properties of bivariate Schur-constant distributions (Q512801) (← links)
- Testing equivalence of multinomial distributions (Q514117) (← links)
- Functional central limit theorems for the Nelson-Aalen and Kaplan-Meier estimators for dependent stationary data (Q514118) (← links)
- Computation of vector ARMA autocovariances (Q514119) (← links)
- Decomposing aggregate risk into marginal risks under partial information: A top-down method (Q514120) (← links)
- Generalized fractional Laplace motion (Q514123) (← links)
- The strong laws of large numbers for positive measurable operators and applications (Q514125) (← links)
- Credit default prediction and parabolic potential theory (Q514127) (← links)
- Stochastic solutions of conformable fractional Cauchy problems (Q514130) (← links)
