Alexander Y. Gordon
págs. 117-122
Nontransitivity in a class of weighted logrank statistics under nonproportional hazards
Daniel L. Gillen, Scott S. Emerson
págs. 123-130
págs. 131-141
Optimal main effect plans in blocks of small size
Mausumi Bose, Sunanda Bagchi
págs. 142-147
A short proof of an identity for a Brownian Bridge due to Donati-Martin, Matsumoto and Yor
David Hobson
págs. 148-150
Comparison of level-crossing times for Markov and semi-Markov processes
Fátima Ferreira, António Pacheco
págs. 151-157
págs. 158-165
A class of random matrices with infinitely divisible determinants
Víctor Pérez-Abreu, Makoto Maejima
págs. 166-168
págs. 169-172
On the negative binomial distribution and its generalizations
P. Vellaisamy, N.S. Upadhye
págs. 173-180
Precise large deviations for negatively associated random variables with consistently varying tails
Yan Liu
págs. 181-189
Probability weighted moments properties for small samples
Reinhard Furrer, Philippe Naveau
págs. 190-195
Statistical options: Crash resistant financial contracts based on robust estimation
Kesar Singh, L. Ramprasath
págs. 196-203
On constrained estimation problems in time-use surveys
E.M. Vestrup, Francisco J. Samaniego, D. Bhattacharya
págs. 204-210
Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps
Shujin Wu, Dong Han
págs. 211-219
Maximum estimation capacity projection designs from Hadamard matrices with 32, 36 and 40 runs
P. Angelopoulos, Christos Koukouvinos
págs. 220-229
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