Current Index to Statistics
Statistics & Probability Letters
Parametric models as thin subsets of the space of distributions
Gneri, Mario Antonio
Ignatov's theorem and correlated record values
Pekoez, Erol A.
Pekoz, Erol A.
Peköz, Erol A.
Long- and short-range dependent sequences under exponential subordination
Applications of a formula for the variance function of a stochastic process
Least-square estimation for regression on random designs for absolutely regular observations
A note on $S^2$ in a linear regression model based on two-stage sampling data
Song, Seuck Heun
A central limit theorem for self-normalized products of random variables
Quine, M. P.
A new estimate of the mode based on the quantile density
A note on the number of records near the maximum
Density estimation by truncated wavelet expansion
Remarks on extremal problems in nonparametric curve estimation
Leonov, Sergei L.
Multiple stochastic integral expansions of arbitrary Poisson jump times functionals
Availability of a system with gamma life and exponential repair time under a perfect repair policy
Characterizations and model selections through reliability measures in the discrete case
Gupta, R. P.
Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations
Bishwal, J. P. N.
On tail probabilities of Kolmogorov-Smirnov statistics based on uniform mixing processes
Kim, Tae Yoon
Age-smooth properties of mixture models
Reliabilities for $(n,f,k)$ systems
Chang, Gerard J.
Hwang, Frank K.
Asymptotic normality of nonparametric estimators under $\alpha$-mixing condition
Random walks on edge-transitive graphs (II)
Palacios, Jose Luis
Renom, Jose Miguel
Palacios, José Luis
Renom, José Miguel
The PDF and CF of Pearson type IV distributions and the ML estimation of the parameters
Law equivalence of stochastic linear systems
Rank regression for current-status data: Asymptotic normality
Projection indices and multimodality for mixtures of normal distributions
Marriott, F. H. C.
A functional large deviations principle for quadratic forms of Gaussian stationary processes
Rates of convergence for the pre-asymptotic substitution bandwidth selector
Tail hypotheses in the signal plus noise model
Shepp, Lawrence A.
On min-max majority and deepest points
Expected hitting times for random walks on weak products of graphs
Palacios, Jose Luis
Palacios, José Luis
Maximum likelihood estimation for the Erlang integer parameter
Miller, Gregory K.
Characterization of spatial Poisson along optional increasing paths: A problem of dimension's reduction
Some robust estimates of principal components
Marden, John I.
Limit theorems and random spacings related to cutting of DNAs by radiation
On minimax rates of convergence in image models under sequential design
Reference priors for the general location-scale model
Steel, Mark F. J.
On estimation of the spectral measure of certain nonnormal operator stable laws
Reducing non-stationary stochastic processes to stationarity by a time deformation
Estimation of the coefficient of tail dependence in bivariate extremes
Remarks on suprema of Lévy processes with light tailes
The joint covariance structure of ordered symmetrically dependent observations and their concomitants of order statistics
A note on the wavelet oracle
Convolution of geometrics and a reliability problem
Bounds for $r$th order joint cumulant under $r$th order strong mixing
Prakasa Rao, B. L. S.
Nonparametric estimation of piecewise smooth regression functions
A likelihood based robust Bayesian summary
On the impossibility of estimating densities in the extreme tail
Recursive mean adjustment in time-series inferences
So, Beong Soo
Shin, Dong Wan
Inference for a binary lattice Markov process
Hwang, S. Y.
Basawa, I. V.
Hidden projection properties of some optimal designs
Aggarwal, M. L.
Least-squares fitting from the variogram cloud
Muller, Werner G.
Mueller, Werner G.
Müller, Werner G.
The Hájeck-Rényi inequality for the NA random variables and its application