Crucinio, Francesca R.; Johansen, Adam M. Properties of marginal sequential Monte Carlo methods. (English) Zbl 1526.60019 Stat. Probab. Lett. 203, Article ID 109914, 8 p. (2023). MSC: 60F05 65C05 60F15 62F15 PDFBibTeX XMLCite \textit{F. R. Crucinio} and \textit{A. M. Johansen}, Stat. Probab. Lett. 203, Article ID 109914, 8 p. (2023; Zbl 1526.60019) Full Text: DOI arXiv
Jacobovic, Royi; Zuk, Or A phase transition for the probability of being a maximum among random vectors with general iid coordinates. (English) Zbl 1515.60164 Stat. Probab. Lett. 199, Article ID 109847, 10 p. (2023). MSC: 60G70 60D05 65D18 PDFBibTeX XMLCite \textit{R. Jacobovic} and \textit{O. Zuk}, Stat. Probab. Lett. 199, Article ID 109847, 10 p. (2023; Zbl 1515.60164) Full Text: DOI arXiv
Jia, Kai; Qiu, Renjun; Wang, Zhengming; Duan, Xiaojun On the compression phenomenon of typical discrepancies. (English) Zbl 1524.65017 Stat. Probab. Lett. 197, Article ID 109822, 5 p. (2023). MSC: 65C05 62R07 PDFBibTeX XMLCite \textit{K. Jia} et al., Stat. Probab. Lett. 197, Article ID 109822, 5 p. (2023; Zbl 1524.65017) Full Text: DOI
Huang, Chuying; Wang, Xu Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises. (English) Zbl 1502.65006 Stat. Probab. Lett. 194, Article ID 109742, 10 p. (2023). MSC: 65C30 60H35 60G22 60H07 60L20 PDFBibTeX XMLCite \textit{C. Huang} and \textit{X. Wang}, Stat. Probab. Lett. 194, Article ID 109742, 10 p. (2023; Zbl 1502.65006) Full Text: DOI arXiv
Maatouk, Hassan; Bay, Xavier; Rullière, Didier A note on simulating hyperplane-truncated multivariate normal distributions. (English) Zbl 1524.62243 Stat. Probab. Lett. 191, Article ID 109650, 8 p. (2022). MSC: 62H10 60-08 65C05 PDFBibTeX XMLCite \textit{H. Maatouk} et al., Stat. Probab. Lett. 191, Article ID 109650, 8 p. (2022; Zbl 1524.62243) Full Text: DOI
Riekert, Adrian Convergence rates for empirical measures of Markov chains in dual and Wasserstein distances. (English) Zbl 1496.60005 Stat. Probab. Lett. 189, Article ID 109605, 8 p. (2022). MSC: 60B10 60J10 65C05 PDFBibTeX XMLCite \textit{A. Riekert}, Stat. Probab. Lett. 189, Article ID 109605, 8 p. (2022; Zbl 1496.60005) Full Text: DOI arXiv
Gao, Xiangyu; Wang, Jianqiao; Wang, Yanxia; Yang, Hongfu The truncated Euler-Maruyama method for CIR model driven by fractional Brownian motion. (English) Zbl 1498.60287 Stat. Probab. Lett. 189, Article ID 109573, 12 p. (2022). MSC: 60H35 60H07 60H10 65C30 PDFBibTeX XMLCite \textit{X. Gao} et al., Stat. Probab. Lett. 189, Article ID 109573, 12 p. (2022; Zbl 1498.60287) Full Text: DOI
Hua, Chen-Wei; Chen, Ting-Li On multiple acceleration of reversible Markov chain. (English) Zbl 1498.60306 Stat. Probab. Lett. 189, Article ID 109559, 8 p. (2022). MSC: 60J10 60J22 65C05 PDFBibTeX XMLCite \textit{C.-W. Hua} and \textit{T.-L. Chen}, Stat. Probab. Lett. 189, Article ID 109559, 8 p. (2022; Zbl 1498.60306) Full Text: DOI
Duffield, Samuel; Singh, Sumeetpal S. Ensemble Kalman inversion for general likelihoods. (English) Zbl 1487.62112 Stat. Probab. Lett. 187, Article ID 109523, 9 p. (2022). MSC: 62M20 65C05 62F15 PDFBibTeX XMLCite \textit{S. Duffield} and \textit{S. S. Singh}, Stat. Probab. Lett. 187, Article ID 109523, 9 p. (2022; Zbl 1487.62112) Full Text: DOI arXiv
Fried, Sela The restrictiveness of the hazard rate order and the moments of the maximal coordinate of a random vector uniformly distributed on the probability \(n\)-simplex. (English) Zbl 1489.60032 Stat. Probab. Lett. 185, Article ID 109414, 10 p. (2022). MSC: 60E15 65C10 PDFBibTeX XMLCite \textit{S. Fried}, Stat. Probab. Lett. 185, Article ID 109414, 10 p. (2022; Zbl 1489.60032) Full Text: DOI arXiv
Zhou, S.; Yao, K.; Liu, W.; Bretz, F. Construction of simultaneous confidence bands using conditional Monte Carlo. (English) Zbl 1478.62197 Stat. Probab. Lett. 182, Article ID 109325, 6 p. (2022). MSC: 62J05 62F25 62-08 65C05 PDFBibTeX XMLCite \textit{S. Zhou} et al., Stat. Probab. Lett. 182, Article ID 109325, 6 p. (2022; Zbl 1478.62197) Full Text: DOI
Qiu, Qinjing; Kawai, Reiichiro A decoupling principle for Markov-modulated chains. (English) Zbl 1481.60139 Stat. Probab. Lett. 182, Article ID 109301, 8 p. (2022). MSC: 60J22 65C40 60J28 60G40 PDFBibTeX XMLCite \textit{Q. Qiu} and \textit{R. Kawai}, Stat. Probab. Lett. 182, Article ID 109301, 8 p. (2022; Zbl 1481.60139) Full Text: DOI
Ren, Quanwei; Tian, Hongjiong; Tian, Tianhai Deterministic implicit two-step Milstein methods for stochastic differential equations. (English) Zbl 1489.60120 Stat. Probab. Lett. 179, Article ID 109208, 11 p. (2021). MSC: 60H35 60H10 65C30 65L06 PDFBibTeX XMLCite \textit{Q. Ren} et al., Stat. Probab. Lett. 179, Article ID 109208, 11 p. (2021; Zbl 1489.60120) Full Text: DOI
Kawai, Reiichiro A general approach to sample path generation of infinitely divisible processes via shot noise representation. (English) Zbl 1476.60036 Stat. Probab. Lett. 174, Article ID 109091, 12 p. (2021). MSC: 60E07 60G52 60G51 60F05 65C05 PDFBibTeX XMLCite \textit{R. Kawai}, Stat. Probab. Lett. 174, Article ID 109091, 12 p. (2021; Zbl 1476.60036) Full Text: DOI arXiv
Feng, Yarong; Mahmoud, Hosam M. Dynamic Pólya-Eggenberger urns. (English) Zbl 1474.60016 Stat. Probab. Lett. 174, Article ID 109089, 7 p. (2021). MSC: 60C05 60F05 65Q30 PDFBibTeX XMLCite \textit{Y. Feng} and \textit{H. M. Mahmoud}, Stat. Probab. Lett. 174, Article ID 109089, 7 p. (2021; Zbl 1474.60016) Full Text: DOI
Grabchak, Michael An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case. (English) Zbl 1457.60030 Stat. Probab. Lett. 170, Article ID 109015, 7 p. (2021). MSC: 60E07 65C10 PDFBibTeX XMLCite \textit{M. Grabchak}, Stat. Probab. Lett. 170, Article ID 109015, 7 p. (2021; Zbl 1457.60030) Full Text: DOI arXiv
Yin, Xiuwei; Shen, Guangjun; Zhang, Jinhong Harnack inequalities for stochastic heat equation with locally unbounded drift. (English) Zbl 1453.60126 Stat. Probab. Lett. 163, Article ID 108790, 7 p. (2020). Reviewer: Deng Zhang (Shanghai) MSC: 60H15 60H35 65C30 PDFBibTeX XMLCite \textit{X. Yin} et al., Stat. Probab. Lett. 163, Article ID 108790, 7 p. (2020; Zbl 1453.60126) Full Text: DOI
Hahn, Georg On the expected runtime of multiple testing algorithms with bounded error. (English) Zbl 1450.62055 Stat. Probab. Lett. 165, Article ID 108844, 4 p. (2020). MSC: 62H15 62J15 65C05 PDFBibTeX XMLCite \textit{G. Hahn}, Stat. Probab. Lett. 165, Article ID 108844, 4 p. (2020; Zbl 1450.62055) Full Text: DOI arXiv
Lan, Guangqiang; Xia, Fang; Zhao, Mei \(p\)th moment \((p \in (0, 1))\) and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations. (English) Zbl 1447.60084 Stat. Probab. Lett. 160, Article ID 108701, 10 p. (2020). MSC: 60H10 65C30 PDFBibTeX XMLCite \textit{G. Lan} et al., Stat. Probab. Lett. 160, Article ID 108701, 10 p. (2020; Zbl 1447.60084) Full Text: DOI
Hildebrandt, Florian On generating fully discrete samples of the stochastic heat equation on an interval. (English) Zbl 1437.60038 Stat. Probab. Lett. 162, Article ID 108750, 8 p. (2020). MSC: 60H15 65C30 62E17 PDFBibTeX XMLCite \textit{F. Hildebrandt}, Stat. Probab. Lett. 162, Article ID 108750, 8 p. (2020; Zbl 1437.60038) Full Text: DOI arXiv
Ayache, Antoine; Esser, Céline; Kleyntssens, Thomas Different possible behaviors of wavelet leaders of the Brownian motion. (English) Zbl 1459.60167 Stat. Probab. Lett. 150, 54-60 (2019). MSC: 60J65 60G17 65T60 PDFBibTeX XMLCite \textit{A. Ayache} et al., Stat. Probab. Lett. 150, 54--60 (2019; Zbl 1459.60167) Full Text: DOI
Zhang, Shuaiqi; Xiong, Jie A numerical method for forward-backward stochastic equations with delay and anticipated term. (English) Zbl 1433.60044 Stat. Probab. Lett. 149, 107-115 (2019). MSC: 60H10 65C30 PDFBibTeX XMLCite \textit{S. Zhang} and \textit{J. Xiong}, Stat. Probab. Lett. 149, 107--115 (2019; Zbl 1433.60044) Full Text: DOI
Dick, Josef; Rudolf, Daniel; Zhu, Houying A weighted discrepancy bound of quasi-Monte Carlo importance sampling. (English) Zbl 1427.65005 Stat. Probab. Lett. 149, 100-106 (2019). MSC: 65C05 60J22 PDFBibTeX XMLCite \textit{J. Dick} et al., Stat. Probab. Lett. 149, 100--106 (2019; Zbl 1427.65005) Full Text: DOI arXiv
Chen, Hao; Yang, Jinyu; Lin, Dennis K. J.; Liu, Min-Qian Sliced Latin hypercube designs with both branching and nested factors. (English) Zbl 1412.62110 Stat. Probab. Lett. 146, 124-131 (2019). MSC: 62K10 05B15 65C60 PDFBibTeX XMLCite \textit{H. Chen} et al., Stat. Probab. Lett. 146, 124--131 (2019; Zbl 1412.62110) Full Text: DOI
Li, Libo; Taguchi, Dai On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients. (English) Zbl 1418.60100 Stat. Probab. Lett. 146, 15-26 (2019). MSC: 60H35 41A25 60H10 65C30 PDFBibTeX XMLCite \textit{L. Li} and \textit{D. Taguchi}, Stat. Probab. Lett. 146, 15--26 (2019; Zbl 1418.60100) Full Text: DOI arXiv
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
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
Hajria, Raja Ben; Khardani, Salah; Raïssi, Hamdi A power comparison between autocorrelation based tests. (English) Zbl 1414.62363 Stat. Probab. Lett. 143, 1-6 (2018). MSC: 62M10 62J20 65C05 PDFBibTeX XMLCite \textit{R. B. Hajria} et al., Stat. Probab. Lett. 143, 1--6 (2018; Zbl 1414.62363) Full Text: DOI
Gao, Shuyang; Mahmoud, Hosam M. A self-equilibrium Friedman-like urn via stochastic approximation. (English) Zbl 1407.60015 Stat. Probab. Lett. 142, 77-83 (2018). MSC: 60C05 60G20 60F05 65Q30 PDFBibTeX XMLCite \textit{S. Gao} and \textit{H. M. Mahmoud}, Stat. Probab. Lett. 142, 77--83 (2018; Zbl 1407.60015) Full Text: DOI
Al-Sharadqah, A.; Ho, K. C. Constrained Cramér-Rao lower bound in errors-in variables (EIV) models: revisited. (English) Zbl 1463.62159 Stat. Probab. Lett. 135, 118-126 (2018). MSC: 62H12 62J02 65D10 62R10 PDFBibTeX XMLCite \textit{A. Al-Sharadqah} and \textit{K. C. Ho}, Stat. Probab. Lett. 135, 118--126 (2018; Zbl 1463.62159) Full Text: DOI
Wang, Shasha; Xu, Wen-Qing Random cyclic polygons from Dirichlet distributions and approximations of \(\pi\). (English) Zbl 1391.60026 Stat. Probab. Lett. 140, 84-90 (2018). MSC: 60D05 60F05 65C50 PDFBibTeX XMLCite \textit{S. Wang} and \textit{W.-Q. Xu}, Stat. Probab. Lett. 140, 84--90 (2018; Zbl 1391.60026) Full Text: DOI
Bierkens, Joris; Bouchard-Côté, Alexandre; Doucet, Arnaud; Duncan, Andrew B.; Fearnhead, Paul; Lienart, Thibaut; Roberts, Gareth; Vollmer, Sebastian J. Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains. (English) Zbl 1463.62215 Stat. Probab. Lett. 136, 148-154 (2018). MSC: 62J12 62M05 62F15 65C05 PDFBibTeX XMLCite \textit{J. Bierkens} et al., Stat. Probab. Lett. 136, 148--154 (2018; Zbl 1463.62215) Full Text: DOI arXiv Link
Sabelfeld, Karl K. Application of the von Mises-Fisher distribution to random walk on spheres method for solving high-dimensional diffusion-advection-reaction equations. (English) Zbl 1391.65011 Stat. Probab. Lett. 138, 137-142 (2018). MSC: 65C05 65C20 65Z05 PDFBibTeX XMLCite \textit{K. K. Sabelfeld}, Stat. Probab. Lett. 138, 137--142 (2018; Zbl 1391.65011) Full Text: DOI
Zhao, Jun; Chen, Yingyu; Zhang, Yi Expectile regression for analyzing heteroscedasticity in high dimension. (English) Zbl 1414.62324 Stat. Probab. Lett. 137, 304-311 (2018). MSC: 62J07 65C05 PDFBibTeX XMLCite \textit{J. Zhao} et al., Stat. Probab. Lett. 137, 304--311 (2018; Zbl 1414.62324) Full Text: DOI
Wu, Chi-Hao; Chen, Ting-Li On the asymptotic variance of reversible Markov chain without cycles. (English) Zbl 1406.60106 Stat. Probab. Lett. 137, 224-228 (2018). MSC: 60J10 60J22 65C05 PDFBibTeX XMLCite \textit{C.-H. Wu} and \textit{T.-L. Chen}, Stat. Probab. Lett. 137, 224--228 (2018; Zbl 1406.60106) Full Text: DOI arXiv
Yan, Litan; Yin, Xiuwei Bismut formula for a stochastic heat equation with fractional noise. (English) Zbl 1406.60097 Stat. Probab. Lett. 137, 165-172 (2018). MSC: 60H15 60H35 65C30 PDFBibTeX XMLCite \textit{L. Yan} and \textit{X. Yin}, Stat. Probab. Lett. 137, 165--172 (2018; Zbl 1406.60097) Full Text: DOI
Aletti, Giacomo Generation of discrete random variables in scalable frameworks. (English) Zbl 1378.65026 Stat. Probab. Lett. 132, 99-106 (2018). MSC: 65C10 62D05 68W10 PDFBibTeX XMLCite \textit{G. Aletti}, Stat. Probab. Lett. 132, 99--106 (2018; Zbl 1378.65026) Full Text: DOI arXiv
Lim, Chae Young; Chen, Chien-Hung; Wu, Wei-Ying Numerical instability of calculating inverse of spatial covariance matrices. (English) Zbl 1380.65063 Stat. Probab. Lett. 129, 182-188 (2017). MSC: 65F05 65F35 62M40 PDFBibTeX XMLCite \textit{C. Y. Lim} et al., Stat. Probab. Lett. 129, 182--188 (2017; Zbl 1380.65063) Full Text: DOI
Ngo, Hoang-Long; Taguchi, Dai Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients. (English) Zbl 1386.60242 Stat. Probab. Lett. 125, 55-63 (2017). MSC: 60H35 41A25 65C30 PDFBibTeX XMLCite \textit{H.-L. Ngo} and \textit{D. Taguchi}, Stat. Probab. Lett. 125, 55--63 (2017; Zbl 1386.60242) Full Text: DOI arXiv
Hajjem, Ahlem; Larocque, Denis; Bellavance, François Generalized mixed effects regression trees. (English) Zbl 1381.62172 Stat. Probab. Lett. 126, 114-118 (2017). MSC: 62H30 65C60 PDFBibTeX XMLCite \textit{A. Hajjem} et al., Stat. Probab. Lett. 126, 114--118 (2017; Zbl 1381.62172) Full Text: DOI
Tsionas, Mike G. A non-iterative (trivial) method for posterior inference in stochastic volatility models. (English) Zbl 1383.62327 Stat. Probab. Lett. 126, 83-87 (2017). MSC: 62P20 65C05 91B70 PDFBibTeX XMLCite \textit{M. G. Tsionas}, Stat. Probab. Lett. 126, 83--87 (2017; Zbl 1383.62327) Full Text: DOI Link
McElroy, Tucker Computation of vector ARMA autocovariances. (English) Zbl 1417.62253 Stat. Probab. Lett. 124, 92-96 (2017). MSC: 62M10 65C50 PDFBibTeX XMLCite \textit{T. McElroy}, Stat. Probab. Lett. 124, 92--96 (2017; Zbl 1417.62253) Full Text: DOI
Moscovich, Amit; Nadler, Boaz Fast calculation of boundary crossing probabilities for Poisson processes. (English) Zbl 1416.60055 Stat. Probab. Lett. 123, 177-182 (2017). MSC: 60G55 60J27 65C50 PDFBibTeX XMLCite \textit{A. Moscovich} and \textit{B. Nadler}, Stat. Probab. Lett. 123, 177--182 (2017; Zbl 1416.60055) Full Text: DOI arXiv
Sabelfeld, Karl K. A mesh free floating random walk method for solving diffusion imaging problems. (English) Zbl 1354.65015 Stat. Probab. Lett. 121, 6-11 (2017). MSC: 65C30 60H10 60H35 34F05 60G50 60J60 78A35 78M31 PDFBibTeX XMLCite \textit{K. K. Sabelfeld}, Stat. Probab. Lett. 121, 6--11 (2017; Zbl 1354.65015) Full Text: DOI
Bhadra, Anindya An expectation-maximization scheme for measurement error models. (English) Zbl 1463.62117 Stat. Probab. Lett. 120, 61-68 (2017). MSC: 62G08 65D07 PDFBibTeX XMLCite \textit{A. Bhadra}, Stat. Probab. Lett. 120, 61--68 (2017; Zbl 1463.62117) Full Text: DOI
Pakhteev, A.; Stepanov, A. Simulation of gamma records. (English) Zbl 1398.62124 Stat. Probab. Lett. 119, 204-212 (2016). MSC: 62G32 65C60 PDFBibTeX XMLCite \textit{A. Pakhteev} and \textit{A. Stepanov}, Stat. Probab. Lett. 119, 204--212 (2016; Zbl 1398.62124) Full Text: DOI
Nielsen, Adam The Monte Carlo computation error of transition probabilities. (English) Zbl 1353.60070 Stat. Probab. Lett. 118, 163-170 (2016). MSC: 60J22 60J10 65C05 PDFBibTeX XMLCite \textit{A. Nielsen}, Stat. Probab. Lett. 118, 163--170 (2016; Zbl 1353.60070) Full Text: DOI
Hervé, Loïc; Ledoux, James A computable bound of the essential spectral radius of finite range metropolis-Hastings kernels. (English) Zbl 1346.60113 Stat. Probab. Lett. 117, 72-79 (2016). MSC: 60J10 60J22 60G50 65C40 47B07 PDFBibTeX XMLCite \textit{L. Hervé} and \textit{J. Ledoux}, Stat. Probab. Lett. 117, 72--79 (2016; Zbl 1346.60113) Full Text: DOI arXiv
Álvarez-Liébana, Javier; Bosq, Denis; Ruiz-Medina, María D. Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces. (English) Zbl 1346.60029 Stat. Probab. Lett. 117, 12-22 (2016). MSC: 60F15 62M20 62F12 60J60 60F99 60G10 60G15 60J05 65C60 PDFBibTeX XMLCite \textit{J. Álvarez-Liébana} et al., Stat. Probab. Lett. 117, 12--22 (2016; Zbl 1346.60029) Full Text: DOI arXiv
Gilboa-Freedman, Gail; Hassin, Refael When Markov chains meet: a continuous-time model of network evolution. (English) Zbl 1343.60114 Stat. Probab. Lett. 116, 131-138 (2016). MSC: 60J27 60J28 60K35 90B15 65C40 PDFBibTeX XMLCite \textit{G. Gilboa-Freedman} and \textit{R. Hassin}, Stat. Probab. Lett. 116, 131--138 (2016; Zbl 1343.60114) Full Text: DOI
Zhou, Jie; Feng, Hai-Lin Consistent estimation of ordinary differential equation when the transformation parameter is unknown. (English) Zbl 1348.60038 Stat. Probab. Lett. 115, 60-69 (2016). MSC: 60F05 62F12 34F05 65C60 PDFBibTeX XMLCite \textit{J. Zhou} and \textit{H.-L. Feng}, Stat. Probab. Lett. 115, 60--69 (2016; Zbl 1348.60038) Full Text: DOI
Zheng, Wei; Jin, Yong; Zhang, Guoyi Recursive estimation of time-average variance constants through prewhitening. (English) Zbl 1348.60037 Stat. Probab. Lett. 114, 30-37 (2016). MSC: 60F05 62F12 60F17 65C60 PDFBibTeX XMLCite \textit{W. Zheng} et al., Stat. Probab. Lett. 114, 30--37 (2016; Zbl 1348.60037) Full Text: DOI
Sun, Tien-Lung; Lo, Kuo-Hung; Chen, Juei-Chao An accurate updating formula to calculate sample variance from weighted successive differences. (English) Zbl 1360.65046 Stat. Probab. Lett. 114, 14-19 (2016). MSC: 65C99 62J10 65C60 PDFBibTeX XMLCite \textit{T.-L. Sun} et al., Stat. Probab. Lett. 114, 14--19 (2016; Zbl 1360.65046) Full Text: DOI
Pacheco, Carlos G. A random matrix from a stochastic heat equation. (English) Zbl 1337.65011 Stat. Probab. Lett. 113, 71-78 (2016). MSC: 65C30 60H15 60H35 15B52 35R60 60H25 35J10 PDFBibTeX XMLCite \textit{C. G. Pacheco}, Stat. Probab. Lett. 113, 71--78 (2016; Zbl 1337.65011) Full Text: DOI
Romano, Joseph P.; Wolf, Michael Efficient computation of adjusted \(p\)-values for resampling-based stepdown multiple testing. (English) Zbl 1384.62056 Stat. Probab. Lett. 113, 38-40 (2016). MSC: 62F03 65C60 PDFBibTeX XMLCite \textit{J. P. Romano} and \textit{M. Wolf}, Stat. Probab. Lett. 113, 38--40 (2016; Zbl 1384.62056) Full Text: DOI
Miasojedow, Błażej; Niemiro, Wojciech Geometric ergodicity of Rao and Teh’s algorithm for homogeneous Markov jump processes. (English) Zbl 1345.60079 Stat. Probab. Lett. 113, 1-6 (2016). MSC: 60J10 60J22 60J75 60J27 65C05 65C40 PDFBibTeX XMLCite \textit{B. Miasojedow} and \textit{W. Niemiro}, Stat. Probab. Lett. 113, 1--6 (2016; Zbl 1345.60079) Full Text: DOI arXiv
Kundu, Pradip; Hazra, Nil Kamal; Nanda, Asok K. Reliability study of a coherent system with single general standby component. (English) Zbl 1337.60225 Stat. Probab. Lett. 110, 25-33 (2016). MSC: 60K10 90B25 65C99 PDFBibTeX XMLCite \textit{P. Kundu} et al., Stat. Probab. Lett. 110, 25--33 (2016; Zbl 1337.60225) Full Text: DOI arXiv
Soubeyrand, Samuel; Haon-Lasportes, Emilie Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC. (English) Zbl 1330.62104 Stat. Probab. Lett. 107, 84-92 (2015). MSC: 62F12 62F15 65C60 PDFBibTeX XMLCite \textit{S. Soubeyrand} and \textit{E. Haon-Lasportes}, Stat. Probab. Lett. 107, 84--92 (2015; Zbl 1330.62104) Full Text: DOI
Li, Jinglai A note on the Karhunen-Loève expansions for infinite-dimensional Bayesian inverse problems. (English) Zbl 1398.62064 Stat. Probab. Lett. 106, 1-4 (2015). MSC: 62F15 60G15 62G05 65C50 PDFBibTeX XMLCite \textit{J. Li}, Stat. Probab. Lett. 106, 1--4 (2015; Zbl 1398.62064) Full Text: DOI arXiv
Shiu, Shang-Ying; Chen, Ting-Li On the rate of convergence of the Gibbs sampler for the 1-D Ising model by geometric bound. (English) Zbl 1328.60174 Stat. Probab. Lett. 105, 14-19 (2015). MSC: 60J10 60J22 65C40 82B20 PDFBibTeX XMLCite \textit{S.-Y. Shiu} and \textit{T.-L. Chen}, Stat. Probab. Lett. 105, 14--19 (2015; Zbl 1328.60174) Full Text: DOI
Pai, Jeffrey; Ravishanker, Nalini Fast approximate likelihood evaluation for stable VARFIMA processes. (English) Zbl 1328.65036 Stat. Probab. Lett. 103, 160-168 (2015). MSC: 65C60 62M10 62P12 PDFBibTeX XMLCite \textit{J. Pai} and \textit{N. Ravishanker}, Stat. Probab. Lett. 103, 160--168 (2015; Zbl 1328.65036) Full Text: DOI
Guo, Xiao; Zhang, Hai; Wang, Yao; Wu, Jiang-Lun Model selection and estimation in high dimensional regression models with group SCAD. (English) Zbl 1328.62241 Stat. Probab. Lett. 103, 86-92 (2015). MSC: 62G08 62G20 65C60 PDFBibTeX XMLCite \textit{X. Guo} et al., Stat. Probab. Lett. 103, 86--92 (2015; Zbl 1328.62241) Full Text: DOI Link
Yamada, Toshihiro A formula of small time expansion for Young SDE driven by fractional Brownian motion. (English) Zbl 1330.60076 Stat. Probab. Lett. 101, 64-72 (2015). MSC: 60H10 60G22 60H07 60H35 65C30 PDFBibTeX XMLCite \textit{T. Yamada}, Stat. Probab. Lett. 101, 64--72 (2015; Zbl 1330.60076) Full Text: DOI
Gatto, Riccardo A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes. (English) Zbl 1314.91236 Stat. Probab. Lett. 99, 177-184 (2015). MSC: 91G60 91B30 65C05 60G51 PDFBibTeX XMLCite \textit{R. Gatto}, Stat. Probab. Lett. 99, 177--184 (2015; Zbl 1314.91236) Full Text: DOI Link
Rudolf, Daniel; Schweizer, Nikolaus Error bounds of MCMC for functions with unbounded stationary variance. (English) Zbl 1329.60265 Stat. Probab. Lett. 99, 6-12 (2015). MSC: 60J22 60J05 65C05 65C40 PDFBibTeX XMLCite \textit{D. Rudolf} and \textit{N. Schweizer}, Stat. Probab. Lett. 99, 6--12 (2015; Zbl 1329.60265) Full Text: DOI arXiv
Mbodj, Malick; Mathew, Thomas Approximate ellipsoidal tolerance regions for multivariate normal populations. (English) Zbl 1364.62120 Stat. Probab. Lett. 97, 41-45 (2015). MSC: 62H10 62F25 65C60 PDFBibTeX XMLCite \textit{M. Mbodj} and \textit{T. Mathew}, Stat. Probab. Lett. 97, 41--45 (2015; Zbl 1364.62120) Full Text: DOI
Soni, Pooja; Dewan, Isha; Jain, Kanchan Tests for successive differences of quantiles. (English) Zbl 1314.62222 Stat. Probab. Lett. 97, 1-8 (2015). MSC: 62N03 65C60 PDFBibTeX XMLCite \textit{P. Soni} et al., Stat. Probab. Lett. 97, 1--8 (2015; Zbl 1314.62222) Full Text: DOI
Semrau-Giłka, Alina On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients. (English) Zbl 1329.60238 Stat. Probab. Lett. 96, 315-321 (2015). MSC: 60H35 60H10 60H05 60H20 60F17 60F05 60F25 65C30 PDFBibTeX XMLCite \textit{A. Semrau-Giłka}, Stat. Probab. Lett. 96, 315--321 (2015; Zbl 1329.60238) Full Text: DOI
Lai, Peng; Meng, Jie; Lian, Heng Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data. (English) Zbl 1314.65013 Stat. Probab. Lett. 96, 21-27 (2015). MSC: 65C60 62M10 PDFBibTeX XMLCite \textit{P. Lai} et al., Stat. Probab. Lett. 96, 21--27 (2015; Zbl 1314.65013) Full Text: DOI
Giurcanu, Mihai C. A simulation algorithm for non-causal VARMA processes. (English) Zbl 1308.62170 Stat. Probab. Lett. 98, 65-72 (2015). MSC: 62M10 65C05 PDFBibTeX XMLCite \textit{M. C. Giurcanu}, Stat. Probab. Lett. 98, 65--72 (2015; Zbl 1308.62170) Full Text: DOI
Xiao, Yuewen; Ku, Yu-Cheng; Bloomfield, Peter; Ghosh, Sujit K. On the degrees of freedom in MCMC-based Wishart models for time series data. (English) Zbl 1321.62090 Stat. Probab. Lett. 98, 59-64 (2015). MSC: 62J10 62M10 65C40 PDFBibTeX XMLCite \textit{Y. Xiao} et al., Stat. Probab. Lett. 98, 59--64 (2015; Zbl 1321.62090) Full Text: DOI
Chen, Xin; Zhu, Li-Ping Connecting continuum regression with sufficient dimension reduction. (English) Zbl 1321.62093 Stat. Probab. Lett. 98, 44-49 (2015). MSC: 62J99 62H25 65C60 PDFBibTeX XMLCite \textit{X. Chen} and \textit{L.-P. Zhu}, Stat. Probab. Lett. 98, 44--49 (2015; Zbl 1321.62093) Full Text: DOI
Lin, Pei-Sheng; Chen, Feng-Chi; Kuo, Shu-Fu; Kung, Yi-Hung Assessing the relationship of evolutionary rates and functional variables by mixture estimating equations. (English) Zbl 1316.62109 Stat. Probab. Lett. 94, 248-256 (2014). MSC: 62J12 62G08 62B10 65C60 62P10 PDFBibTeX XMLCite \textit{P.-S. Lin} et al., Stat. Probab. Lett. 94, 248--256 (2014; Zbl 1316.62109) Full Text: DOI
Chang, Christopher; Politis, Dimitris Aggregation of spectral density estimators. (English) Zbl 1333.62220 Stat. Probab. Lett. 94, 204-213 (2014). MSC: 62M15 62G07 65C60 PDFBibTeX XMLCite \textit{C. Chang} and \textit{D. Politis}, Stat. Probab. Lett. 94, 204--213 (2014; Zbl 1333.62220) Full Text: DOI
Yang, Hu; Guo, Chaohui; Lv, Jing A robust and efficient estimation method for single-index varying-coefficient models. (English) Zbl 1301.62040 Stat. Probab. Lett. 94, 119-127 (2014). MSC: 62G05 62G20 62G35 62J05 65C60 PDFBibTeX XMLCite \textit{H. Yang} et al., Stat. Probab. Lett. 94, 119--127 (2014; Zbl 1301.62040) Full Text: DOI
Barsotti, Flavia; De Castro, Yohann; Espinasse, Thibault; Rochet, Paul Estimating the transition matrix of a Markov chain observed at random times. (English) Zbl 1322.60145 Stat. Probab. Lett. 94, 98-105 (2014). MSC: 60J10 62M05 65C40 PDFBibTeX XMLCite \textit{F. Barsotti} et al., Stat. Probab. Lett. 94, 98--105 (2014; Zbl 1322.60145) Full Text: DOI arXiv
Habiger, Joshua D.; Adekpedjou, Akim Optimal rejection curves for exact false discovery rate control. (English) Zbl 1316.62113 Stat. Probab. Lett. 94, 21-28 (2014). MSC: 62J15 65C60 PDFBibTeX XMLCite \textit{J. D. Habiger} and \textit{A. Adekpedjou}, Stat. Probab. Lett. 94, 21--28 (2014; Zbl 1316.62113) Full Text: DOI
Jung, Yeun Ji; Hobert, James P. Spectral properties of MCMC algorithms for Bayesian linear regression with generalized hyperbolic errors. (English) Zbl 1300.47111 Stat. Probab. Lett. 95, 92-100 (2014). MSC: 47N40 47N30 65C40 62F15 PDFBibTeX XMLCite \textit{Y. J. Jung} and \textit{J. P. Hobert}, Stat. Probab. Lett. 95, 92--100 (2014; Zbl 1300.47111) Full Text: DOI
Amiri, Aboubacar; Thiam, Baba A smoothing stochastic algorithm for quantile estimation. (English) Zbl 1463.62246 Stat. Probab. Lett. 93, 116-125 (2014). MSC: 62L20 62G08 62G05 62G07 62L12 65C05 PDFBibTeX XMLCite \textit{A. Amiri} and \textit{B. Thiam}, Stat. Probab. Lett. 93, 116--125 (2014; Zbl 1463.62246) Full Text: DOI Link
Yang, Xue; Chen, Hao; Liu, Min-Qian Resolvable orthogonal array-based uniform sliced Latin hypercube designs. (English) Zbl 1316.62122 Stat. Probab. Lett. 93, 108-115 (2014). MSC: 62K10 05B15 68U99 65C60 PDFBibTeX XMLCite \textit{X. Yang} et al., Stat. Probab. Lett. 93, 108--115 (2014; Zbl 1316.62122) Full Text: DOI
Turchyn, Ievgen Simulation of a strictly sub-Gaussian random field. (English) Zbl 1295.65010 Stat. Probab. Lett. 92, 183-189 (2014). MSC: 65C50 60G60 PDFBibTeX XMLCite \textit{I. Turchyn}, Stat. Probab. Lett. 92, 183--189 (2014; Zbl 1295.65010) Full Text: DOI arXiv
Yan, Jun Estimations and asymptotic behaviors of coherent entropic risk measure for sums of random variables. (English) Zbl 1288.62124 Stat. Probab. Lett. 91, 171-180 (2014). MSC: 62M09 62M05 62G32 62B10 65C60 PDFBibTeX XMLCite \textit{J. Yan}, Stat. Probab. Lett. 91, 171--180 (2014; Zbl 1288.62124) Full Text: DOI
Lin, Cunjie; Zhou, Yong Inference for the treatment effects in two sample problems with right-censored and length-biased data. (English) Zbl 1288.62162 Stat. Probab. Lett. 90, 17-24 (2014). MSC: 62P10 62N01 62G05 62N02 65C60 PDFBibTeX XMLCite \textit{C. Lin} and \textit{Y. Zhou}, Stat. Probab. Lett. 90, 17--24 (2014; Zbl 1288.62162) Full Text: DOI
Wang, Kangning; Lin, Lu New efficient estimation and variable selection in models with single-index structure. (English) Zbl 1287.62004 Stat. Probab. Lett. 89, 58-64 (2014). MSC: 62G08 62H12 62J02 65C60 PDFBibTeX XMLCite \textit{K. Wang} and \textit{L. Lin}, Stat. Probab. Lett. 89, 58--64 (2014; Zbl 1287.62004) Full Text: DOI
Hanagal, David D.; Pandey, Arvind Gamma shared frailty model based on reversed hazard rate for bivariate survival data. (English) Zbl 1288.62150 Stat. Probab. Lett. 88, 190-196 (2014). MSC: 62N02 62F15 65C40 PDFBibTeX XMLCite \textit{D. D. Hanagal} and \textit{A. Pandey}, Stat. Probab. Lett. 88, 190--196 (2014; Zbl 1288.62150) Full Text: DOI
Wang, Cheng Asymptotic power of likelihood ratio tests for high dimensional data. (English) Zbl 1288.62026 Stat. Probab. Lett. 88, 184-189 (2014). MSC: 62F05 62E20 65C60 PDFBibTeX XMLCite \textit{C. Wang}, Stat. Probab. Lett. 88, 184--189 (2014; Zbl 1288.62026) Full Text: DOI arXiv
Huang, Lele; Wang, Huiwen; Zheng, Andi The M-estimator for functional linear regression model. (English) Zbl 1288.62060 Stat. Probab. Lett. 88, 165-173 (2014). MSC: 62G08 62H25 62C99 65C60 PDFBibTeX XMLCite \textit{L. Huang} et al., Stat. Probab. Lett. 88, 165--173 (2014; Zbl 1288.62060) Full Text: DOI
Laissaoui, Diffalah; Benchérif-Madani, Abdelatif A limit theorem for local time and application to random sets. (English) Zbl 1296.60210 Stat. Probab. Lett. 88, 107-117 (2014). MSC: 60J55 60J99 60G51 60G57 65C05 43A46 PDFBibTeX XMLCite \textit{D. Laissaoui} and \textit{A. Benchérif-Madani}, Stat. Probab. Lett. 88, 107--117 (2014; Zbl 1296.60210) Full Text: DOI
Malham, Simon J. A.; Wiese, Anke Efficient almost-exact Lévy area sampling. (English) Zbl 1296.60180 Stat. Probab. Lett. 88, 50-55 (2014). MSC: 60H35 60H05 65C30 91G60 PDFBibTeX XMLCite \textit{S. J. A. Malham} and \textit{A. Wiese}, Stat. Probab. Lett. 88, 50--55 (2014; Zbl 1296.60180) Full Text: DOI arXiv
Miasojedow, Błażej Hoeffding’s inequalities for geometrically ergodic Markov chains on general state space. (English) Zbl 1297.60047 Stat. Probab. Lett. 87, 115-120 (2014). MSC: 60J05 65C05 62F15 PDFBibTeX XMLCite \textit{B. Miasojedow}, Stat. Probab. Lett. 87, 115--120 (2014; Zbl 1297.60047) Full Text: DOI arXiv
Böhm, Walter; Hornik, Kurt Generating random correlation matrices by the simple rejection method: why it does not work. (English) Zbl 1298.65077 Stat. Probab. Lett. 87, 27-30 (2014). MSC: 65F30 15B52 65C60 62H20 PDFBibTeX XMLCite \textit{W. Böhm} and \textit{K. Hornik}, Stat. Probab. Lett. 87, 27--30 (2014; Zbl 1298.65077) Full Text: DOI
Morris, Katherine; McNicholas, Paul D. Erratum to: “Dimension reduction for model-based clustering via mixtures of shifted asymmetric Laplace distributions”. (English) Zbl 1284.62386 Stat. Probab. Lett. 85, 168 (2014). MSC: 62H30 15A18 65C60 PDFBibTeX XMLCite \textit{K. Morris} and \textit{P. D. McNicholas}, Stat. Probab. Lett. 85, 168 (2014; Zbl 1284.62386) Full Text: DOI
Yang, Suigen; Xue, Liugen; Li, Gaorong Simultaneous confidence band for single-index random effects models with longitudinal data. (English) Zbl 1285.62026 Stat. Probab. Lett. 85, 6-14 (2014). MSC: 62F12 62F25 65C60 PDFBibTeX XMLCite \textit{S. Yang} et al., Stat. Probab. Lett. 85, 6--14 (2014; Zbl 1285.62026) Full Text: DOI
Mandal, B. N.; Koukouvinos, C. Optimal multi-level supersaturated designs through integer programming. (English) Zbl 1288.62115 Stat. Probab. Lett. 84, 183-191 (2014). MSC: 62K05 62K15 90C10 65C60 PDFBibTeX XMLCite \textit{B. N. Mandal} and \textit{C. Koukouvinos}, Stat. Probab. Lett. 84, 183--191 (2014; Zbl 1288.62115) Full Text: DOI
Oh, Man-Suk Bayesian comparison of models with inequality and equality constraints. (English) Zbl 1288.62041 Stat. Probab. Lett. 84, 176-182 (2014). MSC: 62F15 62F30 65C60 PDFBibTeX XMLCite \textit{M.-S. Oh}, Stat. Probab. Lett. 84, 176--182 (2014; Zbl 1288.62041) Full Text: DOI
Sun, Haoze; Jiang, Yuexiang Empirical likelihood based confidence intervals for the tail index when \({\gamma}<-1/2\). (English) Zbl 1288.62072 Stat. Probab. Lett. 84, 149-157 (2014). MSC: 62G15 62G32 62G05 62E20 62P10 65C60 PDFBibTeX XMLCite \textit{H. Sun} and \textit{Y. Jiang}, Stat. Probab. Lett. 84, 149--157 (2014; Zbl 1288.62072) Full Text: DOI
Shi, Jianhong; Chen, Kun; Song, Weixing Robust errors-in-variables linear regression via Laplace distribution. (English) Zbl 1284.62434 Stat. Probab. Lett. 84, 113-120 (2014). MSC: 62J05 62F10 62F35 65C60 PDFBibTeX XMLCite \textit{J. Shi} et al., Stat. Probab. Lett. 84, 113--120 (2014; Zbl 1284.62434) Full Text: DOI
Melnykov, Igor; Melnykov, Volodymyr On \(K\)-means algorithm with the use of Mahalanobis distances. (English) Zbl 1284.62383 Stat. Probab. Lett. 84, 88-95 (2014). MSC: 62H30 65C60 PDFBibTeX XMLCite \textit{I. Melnykov} and \textit{V. Melnykov}, Stat. Probab. Lett. 84, 88--95 (2014; Zbl 1284.62383) Full Text: DOI
Chauhan, Rajvir Singh; Singh, Parminder; Kumar, Narinder Multiple comparisons with a control in direction-mixed families of hypothesis under heteroscedasticity. (English) Zbl 1283.62153 Stat. Probab. Lett. 83, No. 12, 2679-2687 (2013). MSC: 62J15 62Q05 65C60 PDFBibTeX XMLCite \textit{R. S. Chauhan} et al., Stat. Probab. Lett. 83, No. 12, 2679--2687 (2013; Zbl 1283.62153) Full Text: DOI
Fosdick, Bailey K.; Perlman, Michael D. Covariate and Newton-Raphson adjustments for a normal correlation coefficient when the variances are known. (English) Zbl 1283.62122 Stat. Probab. Lett. 83, No. 12, 2627-2633 (2013). MSC: 62H20 65C60 62H12 PDFBibTeX XMLCite \textit{B. K. Fosdick} and \textit{M. D. Perlman}, Stat. Probab. Lett. 83, No. 12, 2627--2633 (2013; Zbl 1283.62122) Full Text: DOI