The following pages link to Statistics \& Probability Letters (Q173655):
Displaying 50 items.
- A note on a dependent risk model with constant interest rate (Q434700) (← links)
- Limit distribution of a roundoff error (Q434701) (← links)
- On the infinitesimal dispersion of multivariate Markov counting systems (Q434702) (← links)
- On the robustness of two-stage estimators (Q434706) (← links)
- On areas of random triangles (Q434708) (← links)
- A note on the structure of the quadratic subspace in discriminant analysis (Q434709) (← links)
- An approximation to the Rosenblatt process using martingale differences (Q434711) (← links)
- Crossing points of distributions and a theorem that relates them to second order stochastic dominance (Q434713) (← links)
- Robustifying principal component analysis with spatial sign vectors (Q434715) (← links)
- Step-up procedure controlling generalized family-wise error rate (Q434717) (← links)
- On partial sums of hitting times (Q434720) (← links)
- Enhanced consistency of the resampled convolution particle filter (Q434722) (← links)
- Characterizations of symmetric distributions based on Rényi entropy (Q434723) (← links)
- Some geometric mixed integer-valued autoregressive (INAR) models (Q434724) (← links)
- V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model (Q434725) (← links)
- Constructing Archimedean copulas from diagonal sections (Q434727) (← links)
- A note on fuzzy set-valued Brownian motion (Q434728) (← links)
- On standardizing the signed root log likelihood ratio statistic (Q434729) (← links)
- A note on conflict of information and subexponential densities (Q434732) (← links)
- Nonparametric estimation of the regression function having a change point in generalized linear models (Q434733) (← links)
- The space-fractional Poisson process (Q434734) (← links)
- Classification loss function for parameter ensembles in Bayesian hierarchical models (Q434738) (← links)
- Multivariate maxima of moving multivariate maxima (Q449003) (← links)
- Embedded Markov chain analysis of the superposition of renewal processes (Q449004) (← links)
- On the Amato inequality index (Q449005) (← links)
- A sharp upper bound for the expected number of false rejections (Q449007) (← links)
- Randomly weighted averages with beta random proportions (Q449008) (← links)
- Hierarchical reinforced urn processes (Q449009) (← links)
- Product autoregressive models for non-negative variables (Q449010) (← links)
- Asymptotics related to a series of T.L. Lai (Q449011) (← links)
- Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space (Q449014) (← links)
- A general measure of skewness (Q449017) (← links)
- Linear fractional stable motion: A wavelet estimator of the \(\alpha\) parameter (Q449019) (← links)
- Rate of convergence in a theorem of Heyde (Q449020) (← links)
- Markov processes on the adeles and Dedekind's zeta function (Q449021) (← links)
- Precise asymptotics in the law of iterated logarithm for the first moment convergence of i.i.d. random variables (Q449022) (← links)
- On the probabilistic structure of power threshold generalized ARCH stochastic processes (Q449026) (← links)
- Deviation probability bounds for fractional martingales and related remarks (Q449027) (← links)
- Improved power of one-sided tests (Q449029) (← links)
- An inductive order construction for the difference of two dependent proportions (Q449030) (← links)
- Causality with finite horizon of the past in continuous time (Q449370) (← links)
- A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty (Q449371) (← links)
- The local time of the Markov processes of Ornstein-Uhlenbeck type (Q449373) (← links)
- Karhunen-Loève expansions for the detrended Brownian motion (Q449375) (← links)
- Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model (Q449376) (← links)
- Optimal surrender strategies for equity-indexed annuity investors with partial information (Q449377) (← links)
- On latent process models in multi-dimensional space (Q449379) (← links)
- An exponential bound for Cox regression (Q449380) (← links)
- Local \(M\)-estimation for jump-diffusion processes (Q449381) (← links)
- On interval and point estimators based on a penalization of the modified profile likelihood (Q449384) (← links)
