The following pages link to ISRN Probability and Statistics (Q122010):
Displaying 50 items.
- Simulating Univariate and Multivariate Tukey g-and-h Distributions Based on the Method of Percentiles (Q122013) (← links)
- Note on a binomial schedule for an M\(^{X}\)/G/1 queueing system with an unreliable server (Q361585) (← links)
- Sandwich theorem of cover times (Q361586) (← links)
- Multidimensional structural credit modeling under stochastic volatility (Q361588) (← links)
- A two-parameter ratio-product-ratio estimator using auxiliary information (Q1952662) (← links)
- Weak and almost sure convergence for products of sums of associated random variables (Q1952663) (← links)
- Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims (Q1952664) (← links)
- A note on the central limit theorems for dependent random variables (Q1952665) (← links)
- A logistic \(L\)-moment-based analog for the Tukey \(g-h\), \(g\), \(h\), and \(h-h\) system of distributions (Q1952666) (← links)
- Inference on \(\text{Pr}(X < Y)\) in the two-parameter Weibull model based on records (Q1952667) (← links)
- Inference for the geometric extreme exponential distribution under progressive type II censoring (Q1952668) (← links)
- Semiparametric Gaussian variance-mean mixtures for heavy-tailed and skewed data (Q1952669) (← links)
- A functional for copulas and quasi-copulas (Q1952670) (← links)
- Some improved multivariate-ratio-type estimators using geometric and harmonic means in stratified random sampling (Q1952671) (← links)
- Weak convergence of Markov random evolutions in a multidimensional space (Q1952672) (← links)
- Ranked set sampling: its relevance and impact on statistical inference (Q1952673) (← links)
- Simulation analysis of threshold autoregressive unit root tests (Q1952675) (← links)
- M/G/1 queues with postponed interruptions (Q1952676) (← links)
- On the equivalence of multirater kappas based on 2-agreement and 3-agreement with binary scores (Q1952677) (← links)
- An alternative estimator for estimating the finite population mean using auxiliary information in sample surveys (Q1952679) (← links)
- A general Gaussian interest rate model consistent with the current term structure (Q1952680) (← links)
- On the relationship between Pearson correlation coefficient and Kendall's tau under bivariate homogeneous shock model (Q1952681) (← links)
- Dual divergence estimators of the tail index (Q1952682) (← links)
- Strong law of large numbers for hidden Markov chains indexed by Cayley trees (Q1952683) (← links)
- Matrix variate Pareto distribution of the second kind (Q1952685) (← links)
- Credit portfolios, credibility theory, and dynamic empirical Bayes (Q1952686) (← links)
- Stochastic comparisons of order statistics and spacings: a review (Q1952687) (← links)
- Does the best-fitting curve always exist? (Q1952688) (← links)
- Alternatives to mixture model analysis of correlated binomial data (Q1952690) (← links)
- Distributions escaping to infinity and the limiting power of the Cliff-Ord test for autocorrelation (Q1952691) (← links)
- Efficient hedging of options with probabilistic Haar wavelets (Q1952693) (← links)
- Dependent functional data (Q1952694) (← links)
- Minimum variance unbiased estimation in the Gompertz distribution under progressive type II censored data with binomial removals (Q1952696) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Properties of the parabolic Anderson model and the Anderson polymer model (Q1952698) (← links)
- Computable throughput and metastability in a cellular automaton model for traffic flow (Q2510936) (← links)
- A cluster truncated Pareto distribution and its applications (Q2510938) (← links)
- Improved inequalities for the Poisson and binomial distribution and upper tail quantile functions (Q2510939) (← links)
- Linear models with response functions based on the Laplace distribution: statistical formulae and their application to epigenomics (Q2510942) (← links)
- Tightness criterion and weak convergence for the generalized empirical process in \(D[0, 1]\) (Q2510943) (← links)
- Multivariate likelihood ratio order for skew-symmetric distributions with a common kernel (Q2510944) (← links)
- Estimates of inequality indices based on simple random, ranked set, and systematic sampling (Q2510945) (← links)
- A note on the gaps in the support of discretely infinitely divisible laws (Q2510946) (← links)
- Detection of heterogeneous structures on the Gaussian copula model using projective power entropy (Q2510948) (← links)
- A weighted estimation for risk model (Q2510949) (← links)
- Maximum likelihood estimator of AUC for a bi-exponentiated Weibull model (Q2510951) (← links)
- Simulating univariate and multivariate Tukey \(g\)-and-\(h\) distributions based on the method of percentiles (Q2510953) (← links)
- Error estimates for binomial approximations of game put options (Q2510955) (← links)
- Average derivative estimation from biased data (Q2510956) (← links)
- Yamada-Watanabe theorem for stochastic evolution equation driven by Poisson random measure (Q2510957) (← links)
