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Showing below up to 50 results in range #1 to #50.

1. Simulating Univariate and Multivariate Tukey g-and-h Distributions Based on the Method of Percentiles: Label: en
2. Yamada-Watanabe theorem for stochastic evolution equation driven by Poisson random measure: Label: en
3. Average derivative estimation from biased data: Label: en
4. Error estimates for binomial approximations of game put options: Label: en
5. Simulating univariate and multivariate Tukey \(g\)-and-\(h\) distributions based on the method of percentiles: Label: en
6. Maximum likelihood estimator of AUC for a bi-exponentiated Weibull model: Label: en
7. A weighted estimation for risk model: Label: en
8. Detection of heterogeneous structures on the Gaussian copula model using projective power entropy: Label: en
9. A note on the gaps in the support of discretely infinitely divisible laws: Label: en
10. Estimates of inequality indices based on simple random, ranked set, and systematic sampling: Label: en
11. Multivariate likelihood ratio order for skew-symmetric distributions with a common kernel: Label: en
12. Tightness criterion and weak convergence for the generalized empirical process in \(D[0, 1]\): Label: en
13. Linear models with response functions based on the Laplace distribution: statistical formulae and their application to epigenomics: Label: en
14. Improved inequalities for the Poisson and binomial distribution and upper tail quantile functions: Label: en
15. A cluster truncated Pareto distribution and its applications: Label: en
16. Computable throughput and metastability in a cellular automaton model for traffic flow: Label: en
17. On the equivalence of multirater kappas based on 2-agreement and 3-agreement with binary scores: Label: en
18. M/G/1 queues with postponed interruptions: Label: en
19. Simulation analysis of threshold autoregressive unit root tests: Label: en
20. Ranked set sampling: its relevance and impact on statistical inference: Label: en
21. Weak convergence of Markov random evolutions in a multidimensional space: Label: en
22. Some improved multivariate-ratio-type estimators using geometric and harmonic means in stratified random sampling: Label: en
23. A functional for copulas and quasi-copulas: Label: en
24. Semiparametric Gaussian variance-mean mixtures for heavy-tailed and skewed data: Label: en
25. Inference for the geometric extreme exponential distribution under progressive type II censoring: Label: en
26. Inference on \(\text{Pr}(X < Y)\) in the two-parameter Weibull model based on records: Label: en
27. A logistic \(L\)-moment-based analog for the Tukey \(g-h\), \(g\), \(h\), and \(h-h\) system of distributions: Label: en
28. A note on the central limit theorems for dependent random variables: Label: en
29. Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims: Label: en
30. Weak and almost sure convergence for products of sums of associated random variables: Label: en
31. A two-parameter ratio-product-ratio estimator using auxiliary information: Label: en
32. Properties of the parabolic Anderson model and the Anderson polymer model: Label: en
33. Dynkin's games and Israeli options: Label: en
34. Minimum variance unbiased estimation in the Gompertz distribution under progressive type II censored data with binomial removals: Label: en
35. Dependent functional data: Label: en
36. Efficient hedging of options with probabilistic Haar wavelets: Label: en
37. Distributions escaping to infinity and the limiting power of the Cliff-Ord test for autocorrelation: Label: en
38. Alternatives to mixture model analysis of correlated binomial data: Label: en
39. Does the best-fitting curve always exist?: Label: en
40. Stochastic comparisons of order statistics and spacings: a review: Label: en
41. Credit portfolios, credibility theory, and dynamic empirical Bayes: Label: en
42. Matrix variate Pareto distribution of the second kind: Label: en
43. Strong law of large numbers for hidden Markov chains indexed by Cayley trees: Label: en
44. Dual divergence estimators of the tail index: Label: en
45. On the relationship between Pearson correlation coefficient and Kendall's tau under bivariate homogeneous shock model: Label: en
46. A general Gaussian interest rate model consistent with the current term structure: Label: en
47. An alternative estimator for estimating the finite population mean using auxiliary information in sample surveys: Label: en
48. Multidimensional structural credit modeling under stochastic volatility: Label: en
49. Sandwich theorem of cover times: Label: en
50. Note on a binomial schedule for an M\(^{X}\)/G/1 queueing system with an unreliable server: Label: en