Statistics & probability letters
On the maximum of randomly weighted sums with regularly varying tails
Xiangsheng Xie, Kai W. Ng, Yiqing Chen
págs. 971-975
págs. 976-980
Paul H. Bezandry
págs. 981-985
A sign test for unit roots in a momentum threshold autoregressive process
Soo Jung Park, Dong Wan Shin
págs. 986-990
Likelihood-look-ahead inference on the equilibrium distribution of Markov chains
Gilda Garibotti, Joseph Horowitz, John V. Tsimikas
págs. 991-1000
Computing the covariance matrix of QML estimators for a state space model
Demetrios Papanastassiou
págs. 1001-1006
A note on minimum aberration and clear criteria
Peng-Fei Li, Min-Qian Liu, Run-Chu Zhang, Bao-Jiang Chen
págs. 1007-1011
págs. 1012-1016
A new test for stochastic order of ordered multinomial populations
John Kolassa, H.B. Sackrowitz, Arthur Cohen
págs. 1017-1024
A note on recurrent random walks
Dimitrios Cheliotis
págs. 1025-1031
On optimal schemes in progressive censoring
M. Burkschat, U. Kamps, E. Cramer
págs. 1032-1036
Nonparametric regression under alternative data environments
Alan P. Ker, Abdoul G. Sam
págs. 1037-1046
A novel class of bivariate max-stable distributions
Enkelejd Hashorva
págs. 1047-1055
Moderate deviations of maximum likelihood estimator for independent not identically distributed case
Zhihong Xiao, Luqin Liu
págs. 1056-1064
On the joint distribution of runs in the sequence of Markov-dependent multi-state trials
K.S. Kotwal, R.L. Shinde
págs. 1065-1074
págs. 1075-1079
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