An Asymptotically Optimal Transform of Pearson’s Correlation Statistic I. Pinelis OriginalPaper 24 January 2020 Pages: 307 - 318
Relative Error Prediction for Twice Censored Data S. Khardani OriginalPaper 24 January 2020 Pages: 291 - 306
State Occupation Probabilities in Non-Markov Models M. Overgaard OriginalPaper 24 January 2020 Pages: 279 - 290
On the Skewness Order of van Zwet and Oja A. EberlB. Klar OriginalPaper 24 January 2020 Pages: 262 - 278
Admissibility of Invariant Tests for Means with Covariates Ming-Tien Tsai OriginalPaper 24 January 2020 Pages: 243 - 261
Maxiset Point of View for Signal Detection in Inverse Problems F. AutinM. ClauselC. Marteau OriginalPaper 27 September 2019 Pages: 228 - 242
Density Deconvolution with Small Berkson Errors R. RimalM. Pensky OriginalPaper 27 September 2019 Pages: 208 - 227
Central Limit Theorems for Conditional Empirical and Conditional U-Processes of Stationary Mixing Sequences S. BouzebdaB. Nemouchi OriginalPaper 27 September 2019 Pages: 169 - 207
A Multiple Hypothesis Testing Approach to Detection Changes in Distribution G. GolubevM. Safarian OriginalPaper 05 August 2019 Pages: 155 - 167
On the Asymptotic Power of Tests of Fit under Local Alternatives in Autoregression M. V. Boldin OriginalPaper 05 August 2019 Pages: 144 - 154
On Predictive Density Estimation under α-Divergence Loss A. L’MouddenÈ. Marchand OriginalPaper 05 August 2019 Pages: 127 - 143
The Empirical Process of Residuals from an Inverse Regression T. KuttaN. BissantzH. Dette OriginalPaper 05 August 2019 Pages: 104 - 126
Asymptotic Theory for Longitudinal Data with Missing Responses Adjusted by Inverse Probability Weights R. M. BalanD. Jankovic OriginalPaper 05 August 2019 Pages: 83 - 103
Outliers and the Ostensibly Heavy Tails L. KlebanovI. Volchenkova OriginalPaper 03 May 2019 Pages: 74 - 81
A Large Deviation Approximation for Multivariate Density Functions C. Joutard OriginalPaper 03 May 2019 Pages: 66 - 73
On the Power of Pearson’s Test under Local Alternatives in Autoregression with Outliers M. V. Boldin OriginalPaper 03 May 2019 Pages: 57 - 65
A Semi-Parametric Mode Regression with Censored Data S. Khardani OriginalPaper 03 May 2019 Pages: 39 - 56
Bayesian Predictive Distribution for a Negative Binomial Model Y. HamuraT. Kubokawa OriginalPaper 03 May 2019 Pages: 1 - 17
On the Asymptotic Behavior of the Contaminated Sample Mean B. BerckmoesG. Molenberghs OriginalPaper 05 February 2019 Pages: 312 - 323
On the Empirical Distribution Function of Residuals in Autoregression with Outliers and Pearson’s Chi-Square Type Tests M. V. BoldinM. N. Petriev OriginalPaper 05 February 2019 Pages: 294 - 311
Asymptotic Distribution of Least Squares Estimators for Linear Models with Dependent Errors: Regular Designs E. CaronS. Dede OriginalPaper 05 February 2019 Pages: 268 - 293
Truncated Estimation of Ratio Statistics with Application to Heavy Tail Distributions D. N. PolitisV. A. VasilievS. E. Vorobeychikov OriginalPaper 17 October 2018 Pages: 226 - 243
A Minimax Approach to Errors-in-Variables Linear Models Yu. Golubev OriginalPaper 17 October 2018 Pages: 205 - 225
Asymptotic Properties of QML Estimation of Multivariate Periodic CCC − GARCH Models A. Bibi OriginalPaper 17 October 2018 Pages: 184 - 204
Local Inference by Penalization Method for Biclustering Model E. BelitserN. Nurushev OriginalPaper 17 October 2018 Pages: 163 - 183
A Test of Correlation in the Random Coefficients of an Autoregressive Process F. ProïaM. Soltane OriginalPaper 13 July 2018 Pages: 119 - 144
Statistical Estimation of Parameters for Binary Conditionally Nonlinear Autoregressive Time Series Yu. S. KharinV. A. VoloshkoE. A. Medved OriginalPaper 13 July 2018 Pages: 103 - 118
Estimating the Index of Increase via Balancing Deterministic and Random Data L. ChenY. DavydovR. Zitikis OriginalPaper 13 July 2018 Pages: 83 - 102
On the Maximum Likelihood Estimation of a Covariance Matrix Ming-Tien Tsai OriginalPaper 11 May 2018 Pages: 71 - 82
Entropic Moments and Domains of Attraction on Countable Alphabets S. MolchanovZ. ZhangL. Zheng OriginalPaper 11 May 2018 Pages: 60 - 70
Limit Theory of Bivariate Generalized Order Statistics with Random Sample Size H. M. BarakatM. A. Abd ElgawadT. Yan OriginalPaper 11 May 2018 Pages: 47 - 59
Asymptotic Analysis of the Jittering Kernel Density Estimator T. Nagler OriginalPaper 11 May 2018 Pages: 32 - 46
Boundary Crossing Probabilities for General Exponential Families O.-A. Maillard OriginalPaper 11 May 2018 Pages: 1 - 31
On joint weak reversed hazard rate order under symmetric copulas N. BalakrishnanG. BarmalzanS. Kosari OriginalPaper 23 October 2017 Pages: 311 - 318
On estimation in some reduced rank extended growth curve models T. von RosenD. von Rosen OriginalPaper 03 November 2017 Pages: 299 - 310
Statistical foundations for assessing the difference between the classical and weighted-Gini betas N. GribkovaR. Zitikis OriginalPaper 01 November 2017 Pages: 267 - 281
Laguerre deconvolution with unknown matrix operator F. ComteG. Mabon OriginalPaper 23 December 2017 Pages: 237 - 266
Minimax signal detection under weak noise assumptions C. MarteauTh. Sapatinas OriginalPaper 19 September 2017 Pages: 282 - 298
Classes of improved estimators for parameters of a Pareto distribution L. K. PatraS. Kumar OriginalPaper 23 September 2017 Pages: 226 - 235
Two-sample Kolmogorov-Smirnov test using a Bayesian nonparametric approach L. Al-LabadiM. Zarepour OriginalPaper 23 September 2017 Pages: 212 - 225
Asymptotic theory of multiple-set linear canonical analysis G. M. Nkiet OriginalPaper 23 September 2017 Pages: 196 - 211
Efficient estimation of the error distribution in a varying coefficient regression model A. SchickY. Zhu OriginalPaper 23 September 2017 Pages: 176 - 195
On the mean value parametrization of natural exponential families — a revisited review S. K. Bar-LevC. C. Kokonendji ReviewPaper 23 September 2017 Pages: 159 - 175
On unlinking of continuous statistics of normal sample A. A. Zinger OriginalPaper 01 July 2017 Pages: 154 - 158
Representations by uncorrelated random variables T. F. MóriG.-J. Székely OriginalPaper 01 July 2017 Pages: 149 - 153
A unified approach to estimation of noncentrality parameters, the multiple correlation coefficient, and mixture models T. KubokawaÉ. MarchandW. E. Strawderman OriginalPaper 01 July 2017 Pages: 134 - 148
The Mann–Whitney U-statistic for α-dependent sequences J. DedeckerG. Saulière OriginalPaper 01 July 2017 Pages: 111 - 133