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                             55 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A Fefferman–Stein inequality for the martingale square and maximal functions Osȩkowski, Adam
 2017
 129 C p. 81-85
5 p.
 artikel
2 A generalization of Gerber’s inequality for ruin probabilities in risk-switching models Gajek, Lesław
 2017
 129 C p. 236-240
5 p.
 artikel
3 Almost sure central limit theorem for self-normalized partial sums of ρ − -mixing sequences Xu, Feng
 2017
 129 C p. 17-27
11 p.
 artikel
4 A modification of balanced acceptance sampling Robertson, B.L.
 2017
 129 C p. 107-112
6 p.
 artikel
5 A more efficient proportion estimator in ranked set sampling Zamanzade, Ehsan
 2017
 129 C p. 28-33
6 p.
 artikel
6 A new bivariate semiparametric control chart based on order statistics and concomitants Koutras, M.V.
 2017
 129 C p. 340-347
8 p.
 artikel
7 An exact method for making inferences on the common location parameter of several heterogeneous exponential populations: Complete and censored data Malekzadeh, Ahad
 2017
 129 C p. 210-215
6 p.
 artikel
8 A note on Bayesian model selection for discrete data using proper scoring rules Dawid, A. Philip
 2017
 129 C p. 101-106
6 p.
 artikel
9 A note on conditional covariance matrices for elliptical distributions Jaworski, Piotr
 2017
 129 C p. 230-235
6 p.
 artikel
10 A note on isotropic random flights moving in mixed Poisson environments De Gregorio, Alessandro
 2017
 129 C p. 311-317
7 p.
 artikel
11 A note on the asymptotics of the maxima for the St. Petersburg game Nakata, Toshio
 2017
 129 C p. 284-287
4 p.
 artikel
12 A note on the unbiased estimator of Σ 2 Zhou, Bu
 2017
 129 C p. 141-146
6 p.
 artikel
13 A representation theorem for generators of BSDEs with general growth generators in y and its applications Xiao, Lishun
 2017
 129 C p. 297-305
9 p.
 artikel
14 Asymptotic distribution of rewards accumulated by alternating renewal processes Hew, Patrick Chisan
 2017
 129 C p. 355-359
5 p.
 artikel
15 Asymptotic normality of one-step M -estimators based on non-identically distributed observations Linke, Yuliana Yu.
 2017
 129 C p. 216-221
6 p.
 artikel
16 Asymptotic results for a multivariate version of the alternative fractional Poisson process Beghin, Luisa
 2017
 129 C p. 260-268
9 p.
 artikel
17 A weighted integral approach to testing against HNBUE alternatives Ghosh, Shyamal
 2017
 129 C p. 58-64
7 p.
 artikel
18 Bounds for the normal approximation of the maximum likelihood estimator from m -dependent random variables Anastasiou, Andreas
 2017
 129 C p. 171-181
11 p.
 artikel
19 C ∞ -convergence of Picard’s successive approximations to solutions of stochastic differential equations Li, Zhen
 2017
 129 C p. 203-209
7 p.
 artikel
20 Distribution free testing for conditional distributions given covariates Khmaladze, Estate
 2017
 129 C p. 348-354
7 p.
 artikel
21 Editorial Board 2017
 129 C p. IFC-
1 p.
 artikel
22 Exact optimal sample allocation: More efficient than Neyman Wright, Tommy
 2017
 129 C p. 50-57
8 p.
 artikel
23 Factorial designs robust against the presence of an aberration Biswas, A.
 2017
 129 C p. 326-334
9 p.
 artikel
24 Fractional smoothness of derivative of self-intersection local times Shi, Qun
 2017
 129 C p. 241-251
11 p.
 artikel
25 Hölder continuity for stochastic fractional heat equation with colored noise Li, Kexue
 2017
 129 C p. 34-41
8 p.
 artikel
26 Limit theorems for sums of random variables with mixture distribution Panov, Vladimir
 2017
 129 C p. 379-386
8 p.
 artikel
27 L 2 limits of generalized Jiřina processes Lv, You
 2017
 129 C p. 288-296
9 p.
 artikel
28 Minimizing Fisher information with absolute moment constraints Ernst, Philip A.
 2017
 129 C p. 167-170
4 p.
 artikel
29 Monotonicity properties of spatial depth Nagy, Stanislav
 2017
 129 C p. 373-378
6 p.
 artikel
30 Non trivial limit distributions for transient renewal chains Terhesiu, Dalia
 2017
 129 C p. 189-195
7 p.
 artikel
31 Numerical instability of calculating inverse of spatial covariance matrices Lim, Chae Young
 2017
 129 C p. 182-188
7 p.
 artikel
32 On a vector double autoregressive model Zhu, Huafeng
 2017
 129 C p. 86-95
10 p.
 artikel
33 On distance in total variation between image measures Davydov, Youri
 2017
 129 C p. 393-400
8 p.
 artikel
34 On exact interval estimation for the odds ratio in subject-specific table Wang, Weizhen
 2017
 129 C p. 360-366
7 p.
 artikel
35 On maximal tail probability of sums of nonnegative, independent and identically distributed random variables Łuczak, Tomasz
 2017
 129 C p. 12-16
5 p.
 artikel
36 On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock Khovansky, Serguey
 2017
 129 C p. 196-202
7 p.
 artikel
37 On the functional and local limit theorems for Markov modulated compound Poisson processes Pang, Guodong
 2017
 129 C p. 131-140
10 p.
 artikel
38 On the maximal halfspace depth of permutation-invariant distributions on the simplex Paindaveine, Davy
 2017
 129 C p. 335-339
5 p.
 artikel
39 Prediction law of fractional Brownian motion Sottinen, Tommi
 2017
 129 C p. 155-166
12 p.
 artikel
40 Preservation of weak stochastic arrangement increasing under fixed time left-censoring Li, Chen
 2017
 129 C p. 42-49
8 p.
 artikel
41 Robust parameter estimation for stationary processes by an exotic disparity from prediction problem Liu, Yan
 2017
 129 C p. 120-130
11 p.
 artikel
42 Saigo space–time fractional Poisson process via Adomian decomposition method Kataria, K.K.
 2017
 129 C p. 69-80
12 p.
 artikel
43 Second-order expansions for maxima of dynamic bivariate normal copulas Wang, Rui
 2017
 129 C p. 275-283
9 p.
 artikel
44 Slow mixing for Latent Dirichlet Allocation Jonasson, Johan
 2017
 129 C p. 96-100
5 p.
 artikel
45 Stochastic delay differential equations in a Hilbert space driven by fractional Brownian motion Boufoussi, Brahim
 2017
 129 C p. 222-229
8 p.
 artikel
46 Strict local martingales: Examples Li, Xue-Mei
 2017
 129 C p. 65-68
4 p.
 artikel
47 Strong existence and uniqueness to a class of nonlinear SPDEs driven by Gaussian colored noises Xiong, Jie
 2017
 129 C p. 113-119
7 p.
 artikel
48 Studying contributions of variables to classification Melnykov, Yana
 2017
 129 C p. 318-325
8 p.
 artikel
49 Subsampling for nonstationary time series with non-zero mean function Dudek, Anna E.
 2017
 129 C p. 252-259
8 p.
 artikel
50 Sum of squares of uniform random variables Weissman, Ishay
 2017
 129 C p. 147-154
8 p.
 artikel
51 Symmetry of a distribution via symmetry of order statistics Balakrishnan, Narayanaswamy
 2017
 129 C p. 367-372
6 p.
 artikel
52 The left tail of renewal measure Kołodziejek, Bartosz
 2017
 129 C p. 306-310
5 p.
 artikel
53 The mean of the reciprocal in a Cauchy–Stieltjes family Fakhfakh, Raouf
 2017
 129 C p. 1-11
11 p.
 artikel
54 Universal optimal block designs under hub correlation structure Khodsiani, R.
 2017
 129 C p. 387-392
6 p.
 artikel
55 Upper bound on the number of multi-level columns in equally replicated optimal designs minimizing the E ( f N O D ) criterion Chasiotis, Vasilis
 2017
 129 C p. 269-274
6 p.
 artikel
                             55 gevonden resultaten
 
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