Current Index to Statistics
Journal of Multivariate Analysis
Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
Lai, T. L.
Wei, C. Z.
Stationary probability distributions for multiresponse linear learning models
The weak and strong Gaussian probabilistic realization problem
van Putten, C.
van Schuppen, J. H.
Equivalence of measures induced by infinitely divisible processes
Veeh, Jerry Alan
On the decomposition of the convolution of a Gaussian and Poisson distribution on locally compact Abelian groups
Feldman, G. M.
Fryntov, A. E.
Equivalent measures of dependence
Bradley, Richard C.
A sampling theorem for multivariate stationary processes
On the laws of large numbers for nonnegative random variables
Existence of a double random integral with respect to stable measures
Woyczynski, W. A.
The rate of strong uniform consistency for the multivariate product-limit estimator
On $\alpha$-symmetric multivariate distributions
Measuring the efficiency of trigonometric series estimates of a density (Corr: 1984V15 p277)
On near neighbour estimates of a multivariate density
Point processes and multivariate extreme values
Limit laws for upper and lower extremes from stationary mixing sequences
Davis, Richard A.
Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces
Butzer, P. L.
Roeckerath, M. Th.
Asymptotic normal distribution of multidimensional statistics of dependent random variables
De Dominicis, Rodolfo
The inverse partial correlation function of a time series and its applications
Bhansali, R. J.
On a class of martingale inequalities
Cox, David C.
Kemperman, J. H. B.
Majoriting measures and the law of the iterated logarithm for sub-Gaussian random variables (French)
Stability of sums of weighted nonnegative random variables
Weak convergence of linear forms in $D(0,1)$
Daffer, Peter Z.
Taylor, Robert L.
Positive dependence properties of elliptically symmetric distributions
Sampson, Allan R.
The maximum of the periodogram
Hannan, E. J.
Bayes estimation in linear models: A coordinate-free approach
Estimating the mean function of a Gaussian process and the Stein effect
Central limit theorems for nonlinear functionals of Gaussian fields
Entrance laws for Feller diffusions on $(0,\infty)$ and Doob's $h$-path transformation
On a number of Poisson matrices in bang-bang representations for $3 × 3$ embeddable matrices
Special functions and characterizations of probability distributions by zero regression properties
A limit theorem for the eigenvalues of product of two random matrices
Yin, Y. Q.
Krishnaiah, P. R.
Limiting behavior of the eigenvalues of a multivariate $F$ matrix
Yin, Y. Q.
Bai, Z. D.
Krishnaiah, P. R.
Kernel-transformed empirical processes
Characterization of limits of Bayes procedures
Continuity properties of decomposable probability measures on Euclidean spaces
Wolfe, Stephen James
Asymptotic properties of Cramer-Smirnov statistics -- A new approach
Absolute continuity of operator-self-decomposable distributions on $R^d$
The past of a stopping point and stopping for two-parameter processes
Limit distributions and one-parameter groups of linear operators on Banach spaces
Jurek, Zbigniew J.
On Wong-Zakai approximation of stochastic differential equations
Third-order efficiency of conditional tests in exponential models: The lattice case