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                             22 results found
no title author magazine year volume issue page(s) type
1 A class of valid Matérn cross-covariance functions for multivariate spatio-temporal random fields Ip, Ryan H.L.
 2017
 130 C p. 115-119
5 p.
 article
2 A new flexible extreme value model for modeling the extreme value data, with an application to environmental data Barakat, H.M.
 2017
 130 C p. 25-31
7 p.
 article
3 A note on constructing clear compromise plans Zhou, Qi
 2017
 130 C p. 17-24
8 p.
 article
4 A novel exact method for significance of higher criticism via Steck’s determinant Miecznikowski, Jeffrey C.
 2017
 130 C p. 105-110
6 p.
 article
5 Answer to an open problem on mean residual life ordering of parallel systems under multiple-outlier exponential models Wang, Jiantian
 2017
 130 C p. 80-84
5 p.
 article
6 A sufficient condition for a unique invariant distribution of a higher-order Markov chain Geiger, Bernhard C.
 2017
 130 C p. 49-56
8 p.
 article
7 Asymptotic properties of principal component projections with repeated eigenvalues Petrovich, Justin
 2017
 130 C p. 42-48
7 p.
 article
8 Bayesian sieve method for piece-wise smooth regression Yi, Taihe
 2017
 130 C p. 5-11
7 p.
 article
9 Editorial Board 2017
 130 C p. IFC-
1 p.
 article
10 Erratum to “Competitive estimation of the extreme value index” [Statist. Probab. Lett. 117 (2016) 128–135] Ivette Gomes, M.
 2017
 130 C p. 40-41
2 p.
 article
11 Extensions of Pearson’s inequality between skewness and kurtosis to multivariate cases Ogasawara, Haruhiko
 2017
 130 C p. 12-16
5 p.
 article
12 Hedging in fractional Black–Scholes model with transaction costs Shokrollahi, Foad
 2017
 130 C p. 85-91
7 p.
 article
13 On minimax convergence rates under L p -risk for the anisotropic functional deconvolution model Benhaddou, Rida
 2017
 130 C p. 120-125
6 p.
 article
14 On the expected diameter of planar Brownian motion McRedmond, James
 2017
 130 C p. 1-4
4 p.
 article
15 On the length of the longest head run Novak, S.Y.
 2017
 130 C p. 111-114
4 p.
 article
16 Parametric inference of autoregressive heteroscedastic models with errors in variables El Kolei, Salima
 2017
 130 C p. 63-70
8 p.
 article
17 Partial sum processes and continued fractions Athreya, Jayadev S.
 2017
 130 C p. 57-62
6 p.
 article
18 Pathwise uniqueness for stochastic differential equations driven by pure jump processes Zheng, Jiayu
 2017
 130 C p. 100-104
5 p.
 article
19 Revisiting variance decomposition when independent samples intersect Tillé, Yves
 2017
 130 C p. 71-75
5 p.
 article
20 Robust mixture multivariate linear regression by multivariate Laplace distribution Li, Xiongya
 2017
 130 C p. 32-39
8 p.
 article
21 Some new characterizations of max domains of attraction of Fréchet and log-Fréchet laws under power normalization Bhati, Deepesh
 2017
 130 C p. 92-99
8 p.
 article
22 The randomly fluctuating hyperrectangles are spatially monotone Tzioufas, Achillefs
 2017
 130 C p. 76-79
4 p.
 article
                             22 results found
 
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