Pages that link to "Item:Q117358"

The following pages link to Journal of Probability and Statistics (Q117358):

Displaying 50 items.

• On the moments of hitting times for random walks on trees (Q609667) (← links)
• Asymptotically sufficient statistics in nonparametric regression experiments with correlated noise (Q609669) (← links)
• On the existence and uniqueness of the maximum likelihood estimators of normal and lognormal population parameters with grouped data (Q609670) (← links)
• From the general affine transform family to a Pareto type IV model (Q609671) (← links)
• Some results on Bellman equations of optimal production control in a stochastic manufacturing system (Q609673) (← links)
• Data depth trimming counterpart of the classical \(t\) (or \(T^2\)) procedure (Q609674) (← links)
• Optimal premium pricing for a heterogeneous portfolio of insurance risks (Q609676) (← links)
• Model and variable selection procedures for semiparametric time series regression (Q609678) (← links)
• Recovering decay rates from noisy measurements with maximum entropy in the mean (Q609679) (← links)
• On a model for the storage of files on a hardware: statistics at a fixed time and asymptotic regimes (Q609680) (← links)
• A statistical variance components framework for mapping imprinted quantitative trait locus in experimental crosses (Q609681) (← links)
• A duality approach to the genealogies of discrete nonneutral Wright-Fisher models (Q609682) (← links)
• Computational procedures for a class of GI/D/\(k\) systems in discrete time (Q609684) (← links)
• Q-Gaussian distributions: simplifications and simulations (Q609685) (← links)
• Spurious regression (Q609686) (← links)
• A note on the properties of generalised separable spatial autoregressive process (Q609688) (← links)
• A note on strong convergence of sums of dependent random variables (Q609689) (← links)
• On concordance measures for discrete data and dependence properties of Poisson model (Q609692) (← links)
• When inflation causes no increase in claim amounts (Q609693) (← links)
• A note on confidence interval for the power of the one sample \(t\) test (Q609694) (← links)
• A winner's mean earnings in lottery and inverse moments of the binomial distribution (Q609695) (← links)
• Comparing estimation methods for the FPLD (Q609697) (← links)
• A mathematical analysis of the card game of betweenies through Kelly's criterion (Q609698) (← links)
• On some layer-based risk measures with applications to exponential dispersion models (Q609700) (← links)
• An effective method of monitoring the large-scale traffic pattern based on RMT and PCA (Q609702) (← links)
• On discrete-time multiallelic evolutionary dynamics driven by selection (Q609703) (← links)
• Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
• Spatial scan statistics adjusted for multiple clusters (Q609709) (← links)
• Constant rate distributions on partially ordered sets (Q609710) (← links)
• Estimating L-functionals for heavy-tailed distributions and application (Q609711) (← links)
• Zenga's new index of economic inequality, its estimation, and an analysis of incomes in Italy (Q609712) (← links)
• Pricing equity-indexed annuities under stochastic interest rates using copulas (Q609713) (← links)
• Some comments on quasi-birth-and-death processes and matrix measures (Q609715) (← links)
• Universal and nonuniversal dynamical conductivity in small metallic grains: an ambivalent role of T-invariance at finite frequency (Q609716) (← links)
• Crossings of second-order response processes subjected to LMA loadings (Q609719) (← links)
• Local likelihood density estimation and value-at-risk (Q609720) (← links)
• Complete convergence for maximal sums of negatively associated random variables (Q609721) (← links)
• Multifractal analysis of infinite products of stationary jump processes (Q609723) (← links)
• The foundations of probability with black swans (Q609724) (← links)
• An explicit representation of the extended Skorokhod map with two time-dependent boundaries (Q609726) (← links)
• Viscosity solutions and American option pricing in a stochastic volatility model of the Ornstein-Uhlenbeck type (Q609727) (← links)
• POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks (Q609728) (← links)
• Continuous time portfolio selection under conditional capital at risk (Q609731) (← links)
• A comparative analysis of the value of information in a continuous time market model with partial information: the cases of log-utility and CRRA (Q609732) (← links)
• Power prior elicitation in Bayesian quantile regression (Q609734) (← links)
• Semi- and nonparametric ARCH processes (Q609736) (← links)
• A limit theorem for random products of trimmed sums of i.i.d. random variables (Q642431) (← links)
• Determinant efficiencies in ill-conditioned models (Q642432) (← links)
• Missing-values adjustment for mixed-type data (Q642434) (← links)
• On the one dimensional Poisson random geometric graph (Q642436) (← links)