The following pages link to Statistics \& Probability Letters (Q173655):
Displaying 50 items.
- Mixture representation of Linnik distribution revisited (Q449925) (← links)
- Sample size calculations for smoothing splines based on Bayesian confidence intervals (Q449926) (← links)
- Generalized \(k\)-matches (Q449929) (← links)
- On the almost sure boundedness of norms of some empirical operators (Q449930) (← links)
- A representation result for finite Markov chains (Q449931) (← links)
- Parameterizations and modes of stable distributions (Q449933) (← links)
- Using \(M\)-type smoothing splines to estimate the spectral density of a stationary time series (Q449934) (← links)
- Testing the homogeneity of inverse Gaussian scale-like parameters (Q451149) (← links)
- On the approximation of copulas via shuffles of Min (Q451150) (← links)
- Kac's rescaling for jump-telegraph processes (Q451151) (← links)
- Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility (Q451153) (← links)
- An optimal \(k\)-nearest neighbor for density estimation (Q451156) (← links)
- One-dimensional BSDEs with left-continuous, lower semi-continuous and linear-growth generators (Q451158) (← links)
- Majorization bounds for distribution functions (Q451160) (← links)
- Partially linear varying coefficient models stratified by a functional covariate (Q451162) (← links)
- Local Walsh-average regression for semiparametric varying-coefficient models (Q451164) (← links)
- How close are pairwise and mutual independence? (Q451165) (← links)
- Objective Bayesian analysis of Pareto distribution under progressive type-II censoring (Q451168) (← links)
- Characterization properties of the log-normal distribution obtained with the help of divergence measures (Q451170) (← links)
- One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients (Q451172) (← links)
- Asymptotic equidistribution of congruence classes with respect to the convolution iterates of a probability vector (Q451173) (← links)
- An optimal \(L\)-statistics quantile estimator for a set of location-scale populations (Q451179) (← links)
- Weighted Fréchet means as convex combinations in metric spaces: properties and generalized median inequalities (Q451181) (← links)
- A note on maximum likelihood estimation for covariance reducing models (Q452866) (← links)
- The perils of inferring serial dependence from sample autocorrelations of moving average series (Q452867) (← links)
- On efficient estimation of densities for sums of squared observations (Q452868) (← links)
- The application of order statistics to multiple integration over a canonical simplex (Q452870) (← links)
- The Gerber-Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy (Q452872) (← links)
- Maximum deviation of error density estimators in censored linear regression (Q452874) (← links)
- Generalized Fibonacci numbers and Blackwell's renewal theorem (Q452875) (← links)
- Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations (Q452876) (← links)
- The quadratic variation of Brownian motion on a time scale (Q452879) (← links)
- New nonparametric tests for testing homogeneity of scale parameters against umbrella alternative (Q452883) (← links)
- Diagnostic analysis for heterogeneous log-Birnbaum-Saunders regression models (Q452887) (← links)
- Global attracting set and stability of stochastic neutral partial functional differential equations with impulses (Q452888) (← links)
- Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters (Q452889) (← links)
- Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes (Q452891) (← links)
- Tail probability of randomly weighted sums of subexponential random variables under a dependence structure (Q452892) (← links)
- Relationships between distributions with certain symmetries (Q452893) (← links)
- The uniform law for sojourn measures of random fields (Q452895) (← links)
- Variance of the game duration in the gambler's ruin problem (Q452897) (← links)
- When the bispectrum is real-valued (Q464455) (← links)
- A note on intermittency for the fractional heat equation (Q464456) (← links)
- Estimation and test procedures for composite quantile regression with covariates missing at random (Q464458) (← links)
- Weak convergence of probability measures of Yosida approximate mild solutions of neutral SPDEs (Q464459) (← links)
- An asymptotically minimax kernel machine (Q464460) (← links)
- Records with confirmation (Q464461) (← links)
- The distribution of the maximum of the multivariate \(\mathrm{AR}(p)\) and multivariate \(\mathrm{MA}(p)\) processes (Q464462) (← links)
- The one-sided posterior predictive \(p\)-value for Fieller's problem (Q464464) (← links)
- Adaptive FWER control procedure for grouped hypotheses (Q464466) (← links)
