Statistics and Probability Letters
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
Table of contents
- 903
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A simple characterization of Student’s distributions and normal distributionsWang, Jiantian et al. | 2011
- 907
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Estimation of the offspring mean in a supercritical branching process with non-stationary immigrationRahimov, I. et al. | 2011
- 915
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On simulated annealing with temperature-dependent energy and temperature-dependent communicationRobini, Marc C. / Reissman, Pierre-Jean et al. | 2011
- 921
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Berry–Esseen bound for parameter estimation in some time inhomogeneous diffusions and applicationsWang, Baobin / Jiang, Hui / Yu, Jinyou et al. | 2011
- 930
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A robust alternative to the ratio estimator under non-normalityOral, Evrim / Oral, Ece et al. | 2011
- 937
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On stochastic orderings of the Wilcoxon Rank Sum test statistic—With applications to reproducibility probability estimation testingDe Capitani, L. / De Martini, D. et al. | 2011
- 947
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An empirical likelihood approach to data analysis under two-stage sampling designsZheng, Ming / Yu, Wen et al. | 2011
- 957
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The product of two dependent random variables with regularly varying or rapidly varying tailsJiang, Jun / Tang, Qihe et al. | 2011
- 962
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Power variation of fractional integral processes with jumpsLiu, Guangying / Zhang, Xinsheng et al. | 2011
- 973
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The beta Laplace distributionCordeiro, Gauss M. / Lemonte, Artur J. et al. | 2011
- 983
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A nonparametric test for a two-sample scale problem based on subsample mediansMahajan, Kalpana K. / Gaur, Anil / Arora, Sangeeta et al. | 2011
- 989
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Tempered stable laws as random walk limitsChakrabarty, Arijit / Meerschaert, Mark M. et al. | 2011
- 998
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On the Hougaard subordinated Gaussian Lévy processesGrigelionis, Bronius et al. | 2011
- 998
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On the Hougaard subordinated Gaussian Levy processesGrigelionis, B. et al. | 2011
- 1003
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Remarks on the intersection local time of fractional Brownian motionsChen, Chao / Yan, Litan et al. | 2011
- 1013
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A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameterDiop, Mamadou Abdoul / Ouknine, Youssef et al. | 2011
- 1013
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A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameterDiop, Mamadou Abdoul et al. | 2011
- 1021
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Goal achieving probabilities of constrained mean-variance strategiesScott, Alexandre / Watier, François et al. | 2011
- 1027
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Small Box–Behnken designZhang, Tian-Fang / Yang, Jian-Feng / Lin, Dennis K.J. et al. | 2011
- 1034
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A limit result for the prior predictive applied to checking for prior-data conflictEvans, Michael / Jang, Gun Ho et al. | 2011
- 1039
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The estimation of the correlation coefficient of bivariate data under dependence: Convergence analysisMasry, Elias et al. | 2011
- 1046
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Frame theory in directional statisticsEhler, Martin / Galanis, Jennifer et al. | 2011
- 1052
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Importance sampling as a variational approximationNott, David J. / Li, Jialiang / Fielding, Mark et al. | 2011
- 1056
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Sparse variational analysis of linear mixed models for large data setsArmagan, Artin / Dunson, David et al. | 2011
- 1063
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Multivariate causality tests with simulation and applicationBai, Zhidong / Li, Heng / Wong, Wing-Keung et al. | 2011
- 1072
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Some characterization results on generalized cumulative residual entropy measureKumar, Vikas / Taneja, H.C. et al. | 2011
- 1078
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The mean–variance ratio test—A complement to the coefficient of variation test and the Sharpe ratio testBai, Zhidong / Wang, Keyan / Wong, Wing-Keung et al. | 2011
- 1086
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Martingale transforms between Hardy–Orlicz spaces and of martingalesYu, Lin et al. | 2011
- 1086
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Martingale transforms between Hardy–Orlicz spaces and of martingalesYu, Lin et al. | 2011
- 1094
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Relaxation time is monotone in temperature in the mean-field Ising modelKargin, Vladislav et al. | 2011
- 1098
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The generalized Cantor distribution and its corresponding inverse distributionArnold, Barry C. et al. | 2011
- 1104
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Estimation for discretely observed continuous state branching processes with immigrationHuang, Jianhui / Ma, Chunhua / Zhu, Cai et al. | 2011
- 1112
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On the Kolmogorov inequalities for quadratic forms of dependent uniformly bounded random variablesEghbal, N. / Amini, M. / Bozorgnia, A. et al. | 2011
- 1121
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Godambe estimating functions and asymptotic optimal inferenceHwang, S.Y. / Basawa, I.V. et al. | 2011
- 1128
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Martingale limit theorems of divisible statistics in a multinomial scheme with mixed frequenciesWu, Haizhen / Kvizhinadze, Giorgi et al. | 2011
- 1136
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High-dimensional generation of Bernoulli random vectorsModarres, Reza et al. | 2011
- 1143
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A Laplace transform method for order statistics from nonidentical random variables and its application in Phase-type distributionAbdelkader, Yousry H. et al. | 2011
- 1150
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An equivalent representation of the Brown–Resnick processEngelke, S. / Kabluchko, Z. / Schlather, M. et al. | 2011
- 1155
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Optimal response-adaptive allocation designs in phase III clinical trials: Incorporating ethics in optimalityBiswas, Atanu / Bhattacharya, Rahul et al. | 2011
- 1161
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On the solution process for a stochastic fractional partial differential equation driven by space–time white noiseWu, Dongsheng et al. | 2011
- 1173
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Applying Brownian motion to the study of birth–death chainsMarkowsky, Greg et al. | 2011
- 1179
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The -folded cumulative distribution function and the mean absolute deviation from the -quantileXue, Jing-Hao / Titterington, D. Michael et al. | 2011
- 1179
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The -folded cumulative distribution function and the mean absolute deviation from the -quantileXue, Jing-Hao et al. | 2011
- 1183
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Mean first passage times of two-dimensional processes with jumpsBo, Lijun / Lefebvre, Mario et al. | 2011
- 1190
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The mixing advantage for bounded random variablesHamza, K. / Sudbury, A.W. et al. | 2011
- 1196
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Pricing basket default swaps in a tractable shot noise modelHerbertsson, Alexander / Jang, Jiwook / Schmidt, Thorsten et al. | 2011
- 1208
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Heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributionsLachos, Victor H. / Bandyopadhyay, Dipankar / Garay, Aldo M. et al. | 2011
- 1218
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General Freidlin–Wentzell Large Deviations and positive diffusionsBaldi, P. / Caramellino, L. et al. | 2011
- 1230
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Large-time asymptotics for an uncorrelated stochastic volatility modelForde, Martin et al. | 2011
- 1233
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A general Isserlis theorem for mixed-Gaussian random variablesMichalowicz, J.V. / Nichols, J.M. / Bucholtz, F. et al. | 2011
- 1241
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A law of the iterated logarithm for the product limit estimator with doubly censored dataMessaci, Fatiha / Nemouchi, Nahima et al. | 2011
- 1245
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Improved additive adjustments for the LR/ELR test statisticsKakizawa, Yoshihide et al. | 2011
- 1256
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On the visibility in well-behaved random sets in Euclidean spaceTykesson, Johan et al. | 2011
- 1260
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A sharp inequality for martingales and its applicationsLi, Bainian / Zhang, Kongsheng / Wu, Libin et al. | 2011
- 1267
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A general criterion to determine the number of change-pointsCiuperca, Gabriela et al. | 2011
- 1276
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Deterministic and stochastic stability of a mathematical model of smokingLahrouz, A. / Omari, L. / Kiouach, D. et al. | 2011
- 1285
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Efficiency of the OLS estimator in the vicinity of a spatial unit rootMartellosio, Federico et al. | 2011
- 1292
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Renewal theory with a trendGut, Allan et al. | 2011
- 1300
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On a stochastic interacting model with stepping-stone noisesBo, Lijun / Wang, Yongjin et al. | 2011
- 1306
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The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored dataAjami, M. / Fakoor, V. / Jomhoori, S. et al. | 2011
- 1311
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Finite-sample density and its small sample asymptotic approximationJurečková, Jana / Sabolová, Radka et al. | 2011
- 1319
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The behavior of warm standby components with respect to a coherent systemEryilmaz, Serkan et al. | 2011
- 1326
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Uniform Holder exponent of a stationary increments Gaussian process: Estimation starting from average valuesPeng, Q. et al. | 2011
- 1326
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Uniform Hölder exponent of a stationary increments Gaussian process: Estimation starting from average valuesPeng, Qidi et al. | 2011
- 1336
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Corrigendum to “Prediction for some processes related to a fractional Brownian motion”Duncan, Tyrone E. / Fink, Holger et al. | 2011
- IFC
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Editorial Board| 2011