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                             47 results found
no title author magazine year volume issue page(s) type
1 A characterisation of scale mixtures of the uniform distribution Fung, Thomas
 2008
 78 17 p. 2883-2888
6 p.
 article
2 A distribution free goodness of fit test for a stochastically ordered alternative Banerjee, Shuvadeep
 2008
 78 17 p. 2868-2875
8 p.
 article
3 A hypothesis test for independence of sets of variates in high dimensions Lin, Zhengyan
 2008
 78 17 p. 2939-2946
8 p.
 article
4 An estimate for the probability of dependent events Dubickas, Artūras
 2008
 78 17 p. 2839-2843
5 p.
 article
5 A new look at discrete discrepancy Chatterjee, Kashinath
 2008
 78 17 p. 2988-2991
4 p.
 article
6 An existence theorem for stochastic functional differential equations with delays under weak assumptions Halidias, Nikolaos
 2008
 78 17 p. 2864-2867
4 p.
 article
7 A note on non-regular martingales Iksanov, Alex
 2008
 78 17 p. 3014-3017
4 p.
 article
8 A sequential estimation procedure for the parameter of an exponential distribution under asymmetric loss function Jokiel-Rokita, Alicja
 2008
 78 17 p. 3091-3095
5 p.
 article
9 Asymptotic expansions for inverse moments of binomial and negative binomial Wuyungaowa,
 2008
 78 17 p. 3018-3022
5 p.
 article
10 Asymptotics for the nonparametric estimation of the mean function of a random process Degras, David
 2008
 78 17 p. 2976-2980
5 p.
 article
11 A test for independence of two sets of variables when the number of variables is large relative to the sample size Schott, James R.
 2008
 78 17 p. 3096-3102
7 p.
 article
12 Baxter’s inequality for fractional Brownian motion-type processes with Hurst index less than 1 / 2 Inoue, Akihiko
 2008
 78 17 p. 2889-2894
6 p.
 article
13 Conditions for weak ergodicity of inhomogeneous Markov chains Coppersmith, Don
 2008
 78 17 p. 3082-3085
4 p.
 article
14 Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples Li, Yongming
 2008
 78 17 p. 2947-2956
10 p.
 article
15 Constructing processes with prescribed mixing coefficients Kontorovich, Leonid (Aryeh)
 2008
 78 17 p. 2910-2915
6 p.
 article
16 Editorial Board 2008
 78 17 p. IFC-
1 p.
 article
17 Empirical likelihood inference for partial linear models under martingale difference sequence Chen, Xia
 2008
 78 17 p. 2895-2901
7 p.
 article
18 Estimating parameters in autoregressive models with asymmetric innovations Akkaya, Aysen D.
 2008
 78 17 p. 2916-
1 p.
 article
19 Existence of almost periodic solutions to some functional integro-differential stochastic evolution equations Bezandry, Paul H.
 2008
 78 17 p. 2844-2849
6 p.
 article
20 Feasible parameter regions for alternative discrete state space models Feigin, Paul D.
 2008
 78 17 p. 2963-2970
8 p.
 article
21 Higher order moments of renewal counting processes and Eulerian polynomials Brown, Geoffrey W.
 2008
 78 17 p. 3008-3013
6 p.
 article
22 Is a subspace containing a splitting subspace a splitting subspace? Triacca, Umberto
 2008
 78 17 p. 2997-2999
3 p.
 article
23 Maximal probabilities of convolution powers of discrete uniform distributions Mattner, Lutz
 2008
 78 17 p. 2992-2996
5 p.
 article
24 Mixed model-based additive models for sample extremes Padoan, S.A.
 2008
 78 17 p. 2850-2858
9 p.
 article
25 MV-optimal block designs for correlated errors Uddin, Nizam
 2008
 78 17 p. 2926-2931
6 p.
 article
26 Nonparametric estimation of level sets under minimal assumptions Ren, Qunshu
 2008
 78 17 p. 3029-3033
5 p.
 article
27 On degenerate stochastic equations of Itô type with jumps Kurenok, V.P.
 2008
 78 17 p. 2917-2925
9 p.
 article
28 On mean exit time from a curvilinear domain Makasu, Cloud
 2008
 78 17 p. 2859-2863
5 p.
 article
29 On moments of recurrence times for positive recurrent renewal sequences Szewczak, Zbigniew S.
 2008
 78 17 p. 3086-3090
5 p.
 article
30 On the Burkholder–Davis–Gundy inequalities for continuous martingales Ren, Yao-Feng
 2008
 78 17 p. 3034-3039
6 p.
 article
31 On the compatibility of Dyson’s conditions Berenhaut, Kenneth S.
 2008
 78 17 p. 3110-3113
4 p.
 article
32 On the maximum likelihood estimation of parameters of Weibull distribution based on complete and censored data Balakrishnan, N.
 2008
 78 17 p. 2971-2975
5 p.
 article
33 On the number of deviations of Geometric Brownian Motion with drift from its extreme points with applications to transaction costs Poufinas, Thomas
 2008
 78 17 p. 3040-3046
7 p.
 article
34 Phase diagram for once-reinforced random walks on trees with exponential weighting scheme Takei, Masato
 2008
 78 17 p. 3000-3007
8 p.
 article
35 Preservation of classes of life distributions under weighting with a general weight function Błażej, Paweł
 2008
 78 17 p. 3056-3061
6 p.
 article
36 Preservation of some life length classes for age distributions associated with age-dependent branching processes Johnson, Richard A.
 2008
 78 17 p. 2981-2987
7 p.
 article
37 Simple relations between principal stratification and direct and indirect effects VanderWeele, Tyler J.
 2008
 78 17 p. 2957-2962
6 p.
 article
38 Skovgaard’s adjustment to likelihood ratio tests in exponential family nonlinear models Ferrari, Silvia L.P.
 2008
 78 17 p. 3047-3055
9 p.
 article
39 Stability of sequential Monte Carlo samplers via the Foster–Lyapunov condition Jasra, Ajay
 2008
 78 17 p. 3062-3069
8 p.
 article
40 Strong consistency of a family of model order selection rules for estimating 2D sinusoids in noise Kliger, Mark
 2008
 78 17 p. 3075-3081
7 p.
 article
41 The empirical saddlepoint method applied to testing for serial correlation in panel time series data Perera, D.I.
 2008
 78 17 p. 2876-2882
7 p.
 article
42 The finite-time ruin probability for ND claims with constant interest force Kong, Fanchao
 2008
 78 17 p. 3103-3109
7 p.
 article
43 The law of the iterated logarithm for the Gaussian free field Hu, Xiaoyu
 2008
 78 17 p. 3023-3028
6 p.
 article
44 The multifractal spectrum of harmonic measure for forward moving random walks on a Galton–Watson tree Kinnison, Adam L.
 2008
 78 17 p. 3114-3121
8 p.
 article
45 The multivariate point null testing problem: A Bayesian discussion Gómez-Villegas, Miguel A.
 2008
 78 17 p. 3070-3074
5 p.
 article
46 Threshold copulas and positive dependence Durante, Fabrizio
 2008
 78 17 p. 2902-2909
8 p.
 article
47 Weak convergence of the supremum distance for supersmooth kernel deconvolution van Es, Bert
 2008
 78 17 p. 2932-2938
7 p.
 article
                             47 results found
 
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