Statistics & probability letters

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  Año 2006, Vol. 76, Número 9

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    Tail asymptotics of the th convolution of super-exponential distributions

    A. Nagaev, G. Tsitsiashvili

    págs. 861-870

    
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    Quadratic forms of multivariate skew normal-symmetric distributions

    Wen-Jang Huang, Yan-Hau Chen

    págs. 871-879

    
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    Properties of proportional mean residual life model

    Subarna Bhattacharjee, Asok K. Nanda, S. S. Alam

    págs. 880-890

    
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    A note on the simple random walk on : Probability of exiting sequences of sets

    Stanislav Volkov

    págs. 891-897

    
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    PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables

    Kazuhiro Ohtani, Akio Namba

    págs. 898-906

    
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    On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion

    Thomas Simon, Ivan Nourdin

    págs. 907-912

    
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    An optimal completion of the product limit estimator

    Eswar Phadia, Zhiqiang Chen

    págs. 913-919

    
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    Weighted least squares estimation of the extreme value index

    Deyuan Li, Samuel Müller, Jürg Hüsler

    págs. 920-930

    
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    On the non-negative first-order exponential bilinear time series model

    Manuel G. Scotto , I. Pereira

    págs. 931-938

    
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    On relative ordering of mean residual lifetime functions

    Maxim Finkelstein

    págs. 939-944

    
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    An inverse problem for a class of continuous distributions with skewness

    H. Volkmer, G.G. Hamedani

    págs. 945-951

    
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    Semi-parametric estimation for a semi-Markov process with left-truncated and right-censored observations

    Odile Pons

    págs. 952-958

    
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    Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors

    Yogendra P. Chaubey, G. Jogesh Babu

    págs. 959-969