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Daneshyari Statistics and Probability Journas Latest Articles

Statistics and Probability Research Articles

An asymptotic expansion of the distribution of Student's t type statistic under spherical distributions
Fulltext Access 8 Pages 2009
An inverse-probability-weighted approach to the estimation of distribution function with doubly censored data
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A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes
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Conditional independence of blocked ordered data
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Deviation of discrete distributions-positive and negative results
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Goodness-of-fit test for tail copulas modeled by elliptical copulas
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A nonparametric dependent process for Bayesian regression
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Particle filtering approximations for a Gaussian-generalized inverse Gaussian model
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Insurance control for classical risk model with fractional Brownian motion perturbation
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Asymptotic theory of extreme dual generalized order statistics
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Modeling and large sample estimation for multi-casting autoregression
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The influence function of the Stahel-Donoho covariance estimator of smallest outlyingness
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Large deviations for heavy-tailed factor models
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On testing for local monotonicity in deconvolution problems
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An extension of the generalized Birnbaum–Saunders distribution
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Influence diagnostics for linear models with first-order autoregressive elliptical errors
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Correlation order, merging and diversification
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Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes
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Semiparametric modeling of medical cost data containing zeros
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Approximation algorithms for maximizing the information – theoretic sum capacity of reverse link CDMA systems
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Laws of iterated logarithm for MLE of generalized linear model randomly censored with incomplete information
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Characterizing the variance improvement in linear Dirichlet random effects models
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A note on corrected scores for logistic regression
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Construction of efficient unbalanced mixed-level supersaturated designs
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Ruin problems in a discrete Markov risk model
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First order pp-variations and Besov spaces
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Vertex degree of random geometric graph on exponentially distributed points
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Pitman closeness of record values to population quantiles
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On multiplicative seasonal modelling for vector time series
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Remarks on a link between the Laplace transform and distribution function of a nonnegative random variable
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On weak approximations of UU-statistics
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Asymptotic behavior of an affine random recursion in Zpk defined by a matrix with an eigenvalue of size 1
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Confidence intervals for the scaling function of multifractal random walks
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Optimal investment and reinsurance of an insurer with model uncertainty
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On some lifetime distributions with decreasing failure rate
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Estimation of a common slope in a gamma regression model with multiple strata: An empirical Bayes method
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Some restriction tests in a new class of regression models for proportions
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A new aspect of a risk process and its statistical inference
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Closed-form valuations of basket options using a multivariate normal inverse Gaussian model
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Semiparametric model for prediction of individual claim loss reserving
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An optimal dividends problem with transaction costs for spectrally negative Lévy processes
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A comparison of two types of rough sets induced by coverings
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A log-extended Weibull regression model
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Verifying monotonicity of Bayesian networks with domain experts
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Faithfulness in chain graphs: The discrete case
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Crisp sets as classes of discontinuous fuzzy sets
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On generalized Bonferroni mean operators for multi-criteria aggregation
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Continuous-time mean-variance portfolio selection with liability and regime switching
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The Markovian regime-switching risk model with a threshold dividend strategy
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Fuzzy random variables
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A procedure for robust fitting in nonlinear regression
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Clustering rows and/or columns of a two-way contingency table and a related distribution theory
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Computing the mean and the variance of the cedent's share for largest claims reinsurance covers
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Optimal risk sharing with different reference probabilities
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A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect
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A jump-diffusion model for option pricing under fuzzy environments
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Explaining functional principal component analysis to actuarial science with an example on vehicle insurance
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Maximum likelihood kernel density estimation: On the potential of convolution sieves
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The net Bayes premium with dependence between the risk profiles
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Summary statistics for measuring the relationship among three types of points in multivariate point patterns
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A flexible spatial scan test for case event data
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Spatial scan statistics in loglinear models
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On barrier strategy dividends with Parisian implementation delay for classical surplus processes
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Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework
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Trend vector models for the analysis of change in continuous time for multiple groups
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Optimal all-to-all broadcast in WDM optical networks with breakdown or power-off transceivers
Fulltext Access 9 Pages 2009
A Bayesian nonparametric study of a dynamic nonlinear model
Fulltext Access 9 Pages 2009
Optimal tests against the alternative hypothesis of panel unit roots
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Identification of differentially expressed spatial clusters using humoral response microarray data
Fulltext Access 9 Pages 2009
An O(N)O(N) parallel method of computing the Log-Jacobian of the variable transformation for models with spatial interaction on a lattice
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Testing the homogeneity of the means of several groups of count data in the presence of unequal dispersions
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A generalized Waring regression model for count data
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A note on interval estimation of P(X<Y)P(X<Y) using lower record data from the generalized exponential distribution
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Fast indirect robust generalized method of moments
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Generalised Procrustes Analysis with optimal scaling: Exploring data from a power supplier
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Online analysis of time series by the QnQn estimator
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Population pharmacokinetic/pharmacodynamic mixture models via maximum a posteriori estimation
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Bayesian robustness for decision making problems: Applications in medical contexts
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Importance sampling for Bayesian sensitivity analysis
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An analytical solution to a fuzzy economic order quantity problem
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Optimal triangular decompositions of matrices with entries from residuated lattices
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Sets with type-2 operations
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Methods for constructing balanced elimination trees and other recursive decompositions
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On the glog-normal distribution and its application to the gene expression problem
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Warp effects on calculating interval probabilities
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Control chart based on likelihood ratio for monitoring linear profiles
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A Markov basis for conditional test of common diagonal effect in quasi-independence model for square contingency tables
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Strong convergence rate of estimators of change point and its application
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A fast compact algorithm for cubic spline smoothing
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Informative transcription factor selection using support vector machine-based generalized approximate cross validation criteria
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Complexity control in a mixture model by the Hardy–Weinberg equilibrium
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A structural mixed model to shrink covariance matrices for time-course differential gene expression studies
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Successive noise enhancement reduction
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Assumption adequacy averaging as a concept for developing more robust methods for differential gene expression analysis
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Bayesian analysis of two dependent 2×2 contingency tables
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Adaptive CUSUM control chart with variable sampling intervals
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Variance estimation of survey estimates calibrated on estimated control totals—An application to the extended regression estimator and the regression composite estimator
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A generalized Shapiro–Wilk WW statistic for testing high-dimensional normality
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Principal component regression for data containing outliers and missing elements
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Bayesian multiscale feature detection of log-spectral densities
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