Jamalizadeh, Ahad; Balakrishnan, Narayanaswamy Conditional distributions of multivariate normal mean-variance mixtures. (English) Zbl 1407.62173 Stat. Probab. Lett. 145, 312-316 (2019). MSC: 62H05 PDFBibTeX XMLCite \textit{A. Jamalizadeh} and \textit{N. Balakrishnan}, Stat. Probab. Lett. 145, 312--316 (2019; Zbl 1407.62173) Full Text: DOI
Xia, Wanwan Partial monotonicity of entropy revisited. (English) Zbl 1407.60031 Stat. Probab. Lett. 145, 248-253 (2019). MSC: 60E15 94A17 PDFBibTeX XMLCite \textit{W. Xia}, Stat. Probab. Lett. 145, 248--253 (2019; Zbl 1407.60031) Full Text: DOI
Arvanitis, Stelios Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model. (English) Zbl 1457.62255 Stat. Probab. Lett. 145, 166-172 (2019). MSC: 62M10 62F12 62P05 60G12 PDFBibTeX XMLCite \textit{S. Arvanitis}, Stat. Probab. Lett. 145, 166--172 (2019; Zbl 1457.62255) Full Text: DOI
Lotov, V. I. Bounds for the probability to leave the interval. (English) Zbl 1407.60029 Stat. Probab. Lett. 145, 141-146 (2019). MSC: 60E15 PDFBibTeX XMLCite \textit{V. I. Lotov}, Stat. Probab. Lett. 145, 141--146 (2019; Zbl 1407.60029) Full Text: DOI
Gaunt, Robert E. Stein operators for variables form the third and fourth Wiener chaoses. (English) Zbl 1407.60036 Stat. Probab. Lett. 145, 118-126 (2019). MSC: 60F05 60G15 60H07 PDFBibTeX XMLCite \textit{R. E. Gaunt}, Stat. Probab. Lett. 145, 118--126 (2019; Zbl 1407.60036) Full Text: DOI arXiv
Gallaugher, Michael P. B.; McNicholas, Paul D. Three skewed matrix variate distributions. (English) Zbl 1414.62173 Stat. Probab. Lett. 145, 103-109 (2019). MSC: 62H10 62H05 PDFBibTeX XMLCite \textit{M. P. B. Gallaugher} and \textit{P. D. McNicholas}, Stat. Probab. Lett. 145, 103--109 (2019; Zbl 1414.62173) Full Text: DOI arXiv
Hassairi, A.; Roula, A. Exponential probability distribution on symmetric matrices. (English) Zbl 1414.62174 Stat. Probab. Lett. 145, 37-42 (2019). MSC: 62H10 62E10 PDFBibTeX XMLCite \textit{A. Hassairi} and \textit{A. Roula}, Stat. Probab. Lett. 145, 37--42 (2019; Zbl 1414.62174) Full Text: DOI
Dabye, A. S.; Kutoyants, Yu. A.; Tanguep, E. D. On APF test for Poisson process with shift and scale parameters. (English) Zbl 1407.62062 Stat. Probab. Lett. 145, 28-36 (2019). MSC: 62F03 62F05 62F12 62G10 62G20 PDFBibTeX XMLCite \textit{A. S. Dabye} et al., Stat. Probab. Lett. 145, 28--36 (2019; Zbl 1407.62062) Full Text: DOI arXiv
Chojecki, Tymoteusz Passive tracer in non-Markovian, Gaussian velocity field. (English) Zbl 1406.60098 Stat. Probab. Lett. 145, 21-27 (2019). MSC: 60H25 60G60 60F05 PDFBibTeX XMLCite \textit{T. Chojecki}, Stat. Probab. Lett. 145, 21--27 (2019; Zbl 1406.60098) Full Text: DOI arXiv
Alevizos, Filippos; Bagkavos, Dimitrios; Ioannides, Dimitrios Efficient estimation of a distribution function based on censored data. (English) Zbl 1407.62103 Stat. Probab. Lett. 145, 359-364 (2019). MSC: 62G05 62N02 62G20 PDFBibTeX XMLCite \textit{F. Alevizos} et al., Stat. Probab. Lett. 145, 359--364 (2019; Zbl 1407.62103) Full Text: DOI
Anh, P. T.; Doan, T. S.; Huong, P. T. A variation of constant formula for Caputo fractional stochastic differential equations. (English) Zbl 1410.34013 Stat. Probab. Lett. 145, 351-358 (2019). MSC: 34A08 34F05 PDFBibTeX XMLCite \textit{P. T. Anh} et al., Stat. Probab. Lett. 145, 351--358 (2019; Zbl 1410.34013) Full Text: DOI
Song, Pingfan; Tan, Changchun; Wang, Shaochen On the moment generating function for random vectors via inverse survival function. (English) Zbl 1412.62028 Stat. Probab. Lett. 145, 345-350 (2019). MSC: 62E15 62N05 PDFBibTeX XMLCite \textit{P. Song} et al., Stat. Probab. Lett. 145, 345--350 (2019; Zbl 1412.62028) Full Text: DOI
Niu, Zhenzhen; Hu, Jiang; Bai, Zhidong; Gao, Wei On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality. (English) Zbl 1407.62203 Stat. Probab. Lett. 145, 338-344 (2019). MSC: 62H15 62H10 PDFBibTeX XMLCite \textit{Z. Niu} et al., Stat. Probab. Lett. 145, 338--344 (2019; Zbl 1407.62203) Full Text: DOI
Salehi, Ebrahim; Tavangar, Mahdi Stochastic comparisons on conditional residual lifetime and inactivity time of coherent systems with exchangeable components. (English) Zbl 1414.62412 Stat. Probab. Lett. 145, 327-337 (2019). MSC: 62N05 60E15 60K25 PDFBibTeX XMLCite \textit{E. Salehi} and \textit{M. Tavangar}, Stat. Probab. Lett. 145, 327--337 (2019; Zbl 1414.62412) Full Text: DOI
Katriel, Guy A quantitative discounted central limit theorem using the Fourier metric. (English) Zbl 1406.60042 Stat. Probab. Lett. 145, 321-326 (2019). MSC: 60F05 60B10 PDFBibTeX XMLCite \textit{G. Katriel}, Stat. Probab. Lett. 145, 321--326 (2019; Zbl 1406.60042) Full Text: DOI arXiv
Szretter Noste, María Eugenia Using DAGs to identify the sufficient dimension reduction in the principal fitted components model. (English) Zbl 1414.62221 Stat. Probab. Lett. 145, 317-320 (2019). MSC: 62H25 05C90 PDFBibTeX XMLCite \textit{M. E. Szretter Noste}, Stat. Probab. Lett. 145, 317--320 (2019; Zbl 1414.62221) Full Text: DOI
Zhao, Huiyan; Zhang, Chongqi Minimum distance parameter estimation for SDEs with small \(\alpha\)-stable noises. (English) Zbl 1406.60091 Stat. Probab. Lett. 145, 301-311 (2019). MSC: 60H10 62F10 PDFBibTeX XMLCite \textit{H. Zhao} and \textit{C. Zhang}, Stat. Probab. Lett. 145, 301--311 (2019; Zbl 1406.60091) Full Text: DOI
Michel, Jon; de Jong, Robert M. A model for level induced conditional heteroskedasticity. (English) Zbl 1407.62322 Stat. Probab. Lett. 145, 293-300 (2019). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{J. Michel} and \textit{R. M. de Jong}, Stat. Probab. Lett. 145, 293--300 (2019; Zbl 1407.62322) Full Text: DOI
Gajda, J.; Kumar, A.; Wyłomańska, A. Stable Lévy process delayed by tempered stable subordinator. (English) Zbl 1406.60069 Stat. Probab. Lett. 145, 284-292 (2019). MSC: 60G51 60G52 PDFBibTeX XMLCite \textit{J. Gajda} et al., Stat. Probab. Lett. 145, 284--292 (2019; Zbl 1406.60069) Full Text: DOI
Wu, Zhen; Xu, Ruimin Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations. (English) Zbl 1406.60101 Stat. Probab. Lett. 145, 273-283 (2019). MSC: 60H30 60H10 35Q83 PDFBibTeX XMLCite \textit{Z. Wu} and \textit{R. Xu}, Stat. Probab. Lett. 145, 273--283 (2019; Zbl 1406.60101) Full Text: DOI
van Doorn, Johnny; Ly, Alexander; Marsman, Maarten; Wagenmakers, Eric-Jan Bayesian estimation of Kendall’s \(\tau\) using a latent normal approach. (English) Zbl 1414.62203 Stat. Probab. Lett. 145, 268-272 (2019). MSC: 62H20 62F10 PDFBibTeX XMLCite \textit{J. van Doorn} et al., Stat. Probab. Lett. 145, 268--272 (2019; Zbl 1414.62203) Full Text: DOI arXiv Link
da Fonseca, Eder Lucio; Alencar, Airlane Pereira; Morettin, Pedro Alberto Time-varying cointegration model using wavelets. (English) Zbl 1407.62310 Stat. Probab. Lett. 145, 260-267 (2019). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{E. L. da Fonseca} et al., Stat. Probab. Lett. 145, 260--267 (2019; Zbl 1407.62310) Full Text: DOI
Arbués, Ignacio Central limit theorem for the entries of products of random matrices without the positivity condition. (English) Zbl 1406.60012 Stat. Probab. Lett. 145, 254-259 (2019). MSC: 60B20 60F05 PDFBibTeX XMLCite \textit{I. Arbués}, Stat. Probab. Lett. 145, 254--259 (2019; Zbl 1406.60012) Full Text: DOI
Withers, Christopher S.; Nadarajah, Saralees Moments and cumulants of the extremes of a sample from a uniform distribution. (English) Zbl 1406.60026 Stat. Probab. Lett. 145, 238-247 (2019). MSC: 60E05 62G32 PDFBibTeX XMLCite \textit{C. S. Withers} and \textit{S. Nadarajah}, Stat. Probab. Lett. 145, 238--247 (2019; Zbl 1406.60026) Full Text: DOI
Takeuchi, Atsushi Integration by parts formulas for marked Hawkes processes. (English) Zbl 1407.60071 Stat. Probab. Lett. 145, 229-237 (2019). MSC: 60G55 60H07 60J75 PDFBibTeX XMLCite \textit{A. Takeuchi}, Stat. Probab. Lett. 145, 229--237 (2019; Zbl 1407.60071) Full Text: DOI
Ruiz-Medina, M. D.; Álvarez-Liébana, J. A note on strong-consistency of componentwise ARH(1) predictors. (English) Zbl 1407.60049 Stat. Probab. Lett. 145, 224-228 (2019). MSC: 60G10 60G15 60F99 60J05 65F15 PDFBibTeX XMLCite \textit{M. D. Ruiz-Medina} and \textit{J. Álvarez-Liébana}, Stat. Probab. Lett. 145, 224--228 (2019; Zbl 1407.60049) Full Text: DOI arXiv
Arias-Castro, Ery; Pu, Xiao Concentration of measure for radial distributions and consequences for statistical modeling. (English) Zbl 1406.60031 Stat. Probab. Lett. 145, 216-223 (2019). MSC: 60E15 62H30 PDFBibTeX XMLCite \textit{E. Arias-Castro} and \textit{X. Pu}, Stat. Probab. Lett. 145, 216--223 (2019; Zbl 1406.60031) Full Text: DOI arXiv
Szabłowski, Paweł J. On probabilistic aspects of Chebyshev polynomials. (English) Zbl 1412.62063 Stat. Probab. Lett. 145, 205-215 (2019). MSC: 62H10 41A50 60E05 42A16 PDFBibTeX XMLCite \textit{P. J. Szabłowski}, Stat. Probab. Lett. 145, 205--215 (2019; Zbl 1412.62063) Full Text: DOI arXiv
Abid, Rahma; Kokonendji, Célestin C.; Masmoudi, Afif Geometric dispersion models with real quadratic v-functions. (English) Zbl 1406.60021 Stat. Probab. Lett. 145, 197-204 (2019). MSC: 60E05 62E10 PDFBibTeX XMLCite \textit{R. Abid} et al., Stat. Probab. Lett. 145, 197--204 (2019; Zbl 1406.60021) Full Text: DOI
Laïb, Naâmane; Louani, Djamal Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes. (English) Zbl 1407.60042 Stat. Probab. Lett. 145, 187-196 (2019). MSC: 60F10 62G07 62F05 62H15 PDFBibTeX XMLCite \textit{N. Laïb} and \textit{D. Louani}, Stat. Probab. Lett. 145, 187--196 (2019; Zbl 1407.60042) Full Text: DOI
Hillion, Erwan; Johnson, Oliver; Saumard, Adrien An extremal property of the normal distribution, with a discrete analog. (English) Zbl 1414.62052 Stat. Probab. Lett. 145, 181-186 (2019). MSC: 62E10 60E15 PDFBibTeX XMLCite \textit{E. Hillion} et al., Stat. Probab. Lett. 145, 181--186 (2019; Zbl 1414.62052) Full Text: DOI arXiv
Aouicha, Lamia; Messaci, Fatiha Kernel estimation of the conditional density under a censorship model. (English) Zbl 1414.62118 Stat. Probab. Lett. 145, 173-180 (2019). MSC: 62G07 62N01 62G20 PDFBibTeX XMLCite \textit{L. Aouicha} and \textit{F. Messaci}, Stat. Probab. Lett. 145, 173--180 (2019; Zbl 1414.62118) Full Text: DOI
Hirukawa, Masayuki; Sakudo, Mari Another bias correction for asymmetric kernel density estimation with a parametric start. (English) Zbl 1407.62120 Stat. Probab. Lett. 145, 158-165 (2019). MSC: 62G07 62G20 PDFBibTeX XMLCite \textit{M. Hirukawa} and \textit{M. Sakudo}, Stat. Probab. Lett. 145, 158--165 (2019; Zbl 1407.62120) Full Text: DOI
Lkabous, Mohamed Amine A note on Parisian ruin under a hybrid observation scheme. (English) Zbl 1414.62422 Stat. Probab. Lett. 145, 147-157 (2019). MSC: 62P05 91B30 62M10 PDFBibTeX XMLCite \textit{M. A. Lkabous}, Stat. Probab. Lett. 145, 147--157 (2019; Zbl 1414.62422) Full Text: DOI arXiv
Ngo, Hoang Long; Luong, Duc Trong Tamed Euler-Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients. (English) Zbl 1418.60102 Stat. Probab. Lett. 145, 133-140 (2019). MSC: 60H35 41A25 65C30 PDFBibTeX XMLCite \textit{H. L. Ngo} and \textit{D. T. Luong}, Stat. Probab. Lett. 145, 133--140 (2019; Zbl 1418.60102) Full Text: DOI
Singh, Rakhi On three-level \(D\)-optimal paired choice designs. (English) Zbl 1414.62336 Stat. Probab. Lett. 145, 127-132 (2019). MSC: 62K05 62J15 PDFBibTeX XMLCite \textit{R. Singh}, Stat. Probab. Lett. 145, 127--132 (2019; Zbl 1414.62336) Full Text: DOI
Diaye, Marc-Arthur; Koshevoy, Gleb A.; Molchanov, Ilya Lift expectations of random sets. (English) Zbl 1407.62171 Stat. Probab. Lett. 145, 110-117 (2019). MSC: 62H05 60D05 PDFBibTeX XMLCite \textit{M.-A. Diaye} et al., Stat. Probab. Lett. 145, 110--117 (2019; Zbl 1407.62171) Full Text: DOI arXiv
Alili, Larbi; Aylwin, Andrew On the semi-group of a scaled skew Bessel process. (English) Zbl 1407.60104 Stat. Probab. Lett. 145, 96-102 (2019). MSC: 60J25 60J60 60J45 60J99 PDFBibTeX XMLCite \textit{L. Alili} and \textit{A. Aylwin}, Stat. Probab. Lett. 145, 96--102 (2019; Zbl 1407.60104) Full Text: DOI
Maugis, Pierre-André G. Correlation extrapolated. (English) Zbl 1407.62210 Stat. Probab. Lett. 145, 89-95 (2019). MSC: 62H20 62H10 PDFBibTeX XMLCite \textit{P.-A. G. Maugis}, Stat. Probab. Lett. 145, 89--95 (2019; Zbl 1407.62210) Full Text: DOI
Xiang, Jim X. Estimation of minimum and maximum correlation coefficients. (English) Zbl 1407.60039 Stat. Probab. Lett. 145, 81-88 (2019). MSC: 60F05 62G30 PDFBibTeX XMLCite \textit{J. X. Xiang}, Stat. Probab. Lett. 145, 81--88 (2019; Zbl 1407.60039) Full Text: DOI
Zou, Nan; Politis, Dimitris N. Linear process bootstrap unit root test. (English) Zbl 1407.62337 Stat. Probab. Lett. 145, 74-80 (2019). MSC: 62M10 62G09 62G10 PDFBibTeX XMLCite \textit{N. Zou} and \textit{D. N. Politis}, Stat. Probab. Lett. 145, 74--80 (2019; Zbl 1407.62337) Full Text: DOI arXiv
Skorniakov, V. On asymptotic normality of certain linear rank statistics. (English) Zbl 1407.62155 Stat. Probab. Lett. 145, 63-73 (2019); erratum ibid. 156, Article ID 108608, 2 p. (2020). MSC: 62G10 62G20 62P10 PDFBibTeX XMLCite \textit{V. Skorniakov}, Stat. Probab. Lett. 145, 63--73 (2019; Zbl 1407.62155) Full Text: DOI arXiv
Schmidt, Mikkel N.; Mørup, Morten Efficient computation for Bayesian comparison of two proportions. (English) Zbl 1414.62095 Stat. Probab. Lett. 145, 57-62 (2019). MSC: 62F15 33D90 PDFBibTeX XMLCite \textit{M. N. Schmidt} and \textit{M. Mørup}, Stat. Probab. Lett. 145, 57--62 (2019; Zbl 1414.62095) Full Text: DOI Link
Zhang, Xiaoke; Gastwirth, Joseph L. Large sample properties of a new measure of income inequality. (English) Zbl 1414.62506 Stat. Probab. Lett. 145, 50-56 (2019). MSC: 62P20 62F12 91B82 PDFBibTeX XMLCite \textit{X. Zhang} and \textit{J. L. Gastwirth}, Stat. Probab. Lett. 145, 50--56 (2019; Zbl 1414.62506) Full Text: DOI
Koch, Erwan; Robert, Christian Y. Geometric ergodicity for some space-time max-stable Markov chains. (English) Zbl 1406.60081 Stat. Probab. Lett. 145, 43-49 (2019). MSC: 60G70 60J05 PDFBibTeX XMLCite \textit{E. Koch} and \textit{C. Y. Robert}, Stat. Probab. Lett. 145, 43--49 (2019; Zbl 1406.60081) Full Text: DOI arXiv
Yin, Cuihong; Lin, X. Sheldon; Huang, Rongtan; Yuan, Haili On the consistency of penalized MLEs for Erlang mixtures. (English) Zbl 1414.62424 Stat. Probab. Lett. 145, 12-20 (2019). MSC: 62P05 62F10 91B30 62H30 PDFBibTeX XMLCite \textit{C. Yin} et al., Stat. Probab. Lett. 145, 12--20 (2019; Zbl 1414.62424) Full Text: DOI
Ladjimi, Fetima; Peigné, Marc On the asymptotic behavior of the Diaconis-Freedman chain on \([0, 1]\). (English) Zbl 1407.60097 Stat. Probab. Lett. 145, 1-11 (2019). MSC: 60J05 60F05 PDFBibTeX XMLCite \textit{F. Ladjimi} and \textit{M. Peigné}, Stat. Probab. Lett. 145, 1--11 (2019; Zbl 1407.60097) Full Text: DOI