no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
1 |
An EM type algorithm for maximum likelihood estimation of the normal–inverse Gaussian distribution
|
Karlis, Dimitris |
|
2002 |
57 |
1 |
p. 43-52 10 p. |
article |
2 |
Breakdown points of Cauchy regression-scale estimators
|
Mizera, Ivan |
|
2002 |
57 |
1 |
p. 79-89 11 p. |
article |
3 |
Central limit theorem for U-statistics of associated random variables
|
Dewan, Isha |
|
2002 |
57 |
1 |
p. 9-15 7 p. |
article |
4 |
Coefficient constancy test in AR-ARCH models
|
Ha, Jeongcheol |
|
2002 |
57 |
1 |
p. 65-77 13 p. |
article |
5 |
Correction on “Estimating one of two normal means when their difference is bounded”
|
van Eeden, Constance |
|
2002 |
57 |
1 |
p. 111- 1 p. |
article |
6 |
Donkey walk and Dirichlet distributions
|
Letac, Gérard |
|
2002 |
57 |
1 |
p. 17-22 6 p. |
article |
7 |
Minimax variance estimation of a correlation coefficient for ε-contaminated bivariate normal distributions
|
Shevlyakov, Georgy L. |
|
2002 |
57 |
1 |
p. 91-100 10 p. |
article |
8 |
Mixtures of exponential distributions and stochastic orders
|
Bartoszewicz, Jarosław |
|
2002 |
57 |
1 |
p. 23-31 9 p. |
article |
9 |
On the asymptotic behaviour of unit-root tests in the presence of a Markov trend
|
Psaradakis, Zacharias |
|
2002 |
57 |
1 |
p. 101-109 9 p. |
article |
10 |
Remarks on compound Poisson approximation of Gaussian random sequences
|
Hashorva, Enkelejd |
|
2002 |
57 |
1 |
p. 1-8 8 p. |
article |
11 |
Some connections between Bayesian and non-Bayesian methods for regression model selection
|
Liang, Faming |
|
2002 |
57 |
1 |
p. 53-63 11 p. |
article |
12 |
Upper stop-loss bounds for sums of possibly dependent risks with given means and variances
|
Genest, Christian |
|
2002 |
57 |
1 |
p. 33-41 9 p. |
article |