The following pages link to Statistics \& Probability Letters (Q173655):
Displaying 50 items.
- Accelerating Brownian motion on \(N\)-torus (Q385124) (← links)
- Nonlinear mixed-effects state space models with applications to HIV dynamics (Q385126) (← links)
- One dimensional scan statistics generated by some dependent stationary sequences (Q385129) (← links)
- Doubly truncated (interval) cumulative residual and past entropy (Q385132) (← links)
- A variation of the Newton-Pepys problem and its connections to size-estimation problems (Q385133) (← links)
- On the optimality of extended maximal length linear feedback shift register sequences (Q386270) (← links)
- Matching the finitized Poisson distribution to the matching distributions (Q386274) (← links)
- On the distribution of the Rosenblatt process (Q386276) (← links)
- Some new classes of stationary max-stable random fields (Q386278) (← links)
- Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments (Q386279) (← links)
- Integer valued stable random variables (Q386280) (← links)
- \(F\) tests with random sample sizes. Theory and applications (Q386283) (← links)
- Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest (Q386284) (← links)
- On the Jeffreys prior for the multivariate Ewens distribution (Q386286) (← links)
- Simultaneous fiducial generalized confidence intervals for the successive differences of exponential location parameters under heteroscedasticity (Q386289) (← links)
- A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions (Q386291) (← links)
- A large deviation theorem for a branching Brownian motion with random immigration (Q386293) (← links)
- On comparison of reversed hazard rates of two parallel systems comprising of independent gamma components (Q386295) (← links)
- Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data (Q386299) (← links)
- On the optimal designs for the prediction of Ornstein-Uhlenbeck sheets (Q386301) (← links)
- The \(L^p\) Cauchy sequence for one-dimensional BSDEs with linear growth generators (Q386303) (← links)
- Semiparametric estimation of fixed effects panel data single-index model (Q386304) (← links)
- Shrinkage estimator in normal mean vector estimation based on conditional maximum likelihood estimators (Q395951) (← links)
- Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations (Q395952) (← links)
- A new test of independence for high-dimensional data (Q395953) (← links)
- Bayesian dynamic financial networks with time-varying predictors (Q395955) (← links)
- Minimum divergence estimators, maximum likelihood and exponential families (Q395956) (← links)
- Identification of the occurrence of boundary solutions in a contingency table with nonignorable nonresponse (Q395960) (← links)
- A note on the identifiability of nonparametric and semiparametric mixtures of GLMs (Q395962) (← links)
- Extremal behavior of pMAX processes (Q395963) (← links)
- A note on the first passage time of diffusions with holding and jumping boundary (Q395965) (← links)
- New lower bound for centered \(L_2\)-discrepancy of four-level \(U\)-type designs (Q395966) (← links)
- A stochastic model for assessing the utility of chance (Q395968) (← links)
- Bias-correction of the maximum likelihood estimator for the \(\alpha\)-Brownian bridge (Q395970) (← links)
- Small value probabilities for supercritical multitype branching processes with immigration (Q395972) (← links)
- Bayes minimax estimation of the multivariate normal mean vector under balanced loss function (Q395975) (← links)
- Nonparametric recursive quantile estimation (Q395976) (← links)
- Resolvable orthogonal array-based uniform sliced Latin hypercube designs (Q395979) (← links)
- A smoothing stochastic algorithm for quantile estimation (Q395982) (← links)
- A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint (Q395986) (← links)
- Bootstrapping the empirical distribution of a linear process (Q395990) (← links)
- Weak norm inequalities for martingales and geometry of Banach spaces (Q419141) (← links)
- Asymmetric GARCH processes featuring both threshold effect and bilinear structure (Q419142) (← links)
- New examples of heavy-tailed O-subexponential distributions and related closure properties (Q419144) (← links)
- A characterization of the bivariate negative binomial distribution via \(\alpha \)-monotonicity (Q419145) (← links)
- Prior influence in linear regression when the number of covariates increases to infinity (Q419147) (← links)
- On extensions of Hoeffding's inequality for panel data (Q419149) (← links)
- Asymptotics for dependent Bernoulli random variables (Q419150) (← links)
- Strong approximations and sequential change-point analysis for diffusion processes (Q419152) (← links)
- A theory for the multiset sampler (Q419154) (← links)
