On the stop-loss transform and order for the surplus process perturbed by diffusion Fulltext Access 20 Pages 2006
Hydrodynamic limit for perturbation of a hyperbolic equilibrium point in two-component systems Fulltext Access 20 Pages 2006
Hausdorff-Besicovitch measure of fractal functional limit laws induced by Wiener process in Hölder norms Fulltext Access 20 Pages 2006
The IASB Insurance Project for life insurance contracts: Impact on reserving methods and solvency requirements Fulltext Access 20 Pages 2006
Duality in fuzzy linear programming with possibility and necessity relations Fulltext Access 20 Pages 2006
Evaluating and extending the Lee-Carter model for mortality forecasting: Bootstrap confidence interval Fulltext Access 20 Pages 2006
The potential of fuzzy neural networks in the realization of approximate reasoning engines Fulltext Access 20 Pages 2006
The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case Fulltext Access 20 Pages 2006
The Matsumoto–Yor property and the structure of the Wishart distribution Fulltext Access 21 Pages 2006
Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example Fulltext Access 21 Pages 2006
A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment Fulltext Access 21 Pages 2006
Asymptotic robustness of standard errors in multilevel structural equation models Fulltext Access 21 Pages 2006
Application of modified information criterion to multiple change point problems Fulltext Access 21 Pages 2006
Computable infinite-dimensional filters with applications to discretized diffusion processes Fulltext Access 21 Pages 2006
Canonical correlation analysis: Assessing links between multiplex networks Fulltext Access 21 Pages 2006
Estimating the functional form of a continuous covariate's effect on survival time Fulltext Access 21 Pages 2006
The contribution of the maximum to the sum of excesses for testing max-domains of attraction Fulltext Access 21 Pages 2006
Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations Fulltext Access 21 Pages 2006
Stochastic domination: the contact process, Ising models and FKG measures Fulltext Access 21 Pages 2006
Further probabilistic analysis of the Fisher–Kolmogorov–Petrovskii–Piscounov equation: one sided travelling-waves Fulltext Access 21 Pages 2006
Nonparametric state price density estimation using constrained least squares and the bootstrap Fulltext Access 21 Pages 2006
A self-adaptive neural fuzzy network with group-based symbiotic evolution and its prediction applications Fulltext Access 21 Pages 2006
Point and interval estimation for the two-parameter Birnbaum–Saunders distribution based on Type-II censored samples Fulltext Access 21 Pages 2006
The impact of general non-parametric volatility functions in multivariate GARCH models Fulltext Access 21 Pages 2006
The asymptotic convexity of the negative likelihood function of GARCH models Fulltext Access 21 Pages 2006
An improved method for generalized constrained canonical correlation analysis Fulltext Access 21 Pages 2006
An efficient query evaluation in a mediator based on implementation plan Fulltext Access 21 Pages 2006
On bilevel multi-follower decision making: General framework and solutions Fulltext Access 21 Pages 2006
A novel method for testing normality in a mixed model of a nested classification Fulltext Access 21 Pages 2006
Goodness of fit and variable selection in the fuzzy multiple linear regression Fulltext Access 21 Pages 2006
Comparison of clustering algorithms in the identification of Takagi–Sugeno models: A hydrological case study Fulltext Access 21 Pages 2006
A new approach for discovering fuzzy quantitative sequential patterns in sequence databases Fulltext Access 21 Pages 2006
Maximin efficient design of experiment for exponential regression models Fulltext Access 22 Pages 2006
Implementing a class of structural change tests: An econometric computing approach Fulltext Access 22 Pages 2006
The empirical distribution of the eigenvalues of a Gram matrix with a given variance profile Fulltext Access 22 Pages 2006
Testing for multivariate autoregressive conditional heteroskedasticity using wavelets Fulltext Access 22 Pages 2006
Generalizing variance to allow the inclusion of decision attitude in decision making under uncertainty Fulltext Access 22 Pages 2006
Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data Fulltext Access 22 Pages 2006
Multivariable regression model building by using fractional polynomials: Description of SAS, STATA and R programs Fulltext Access 22 Pages 2006
Modeling the short-term unfairness of IEEE 802.11 in presence of hidden terminals Fulltext Access 22 Pages 2006
Early warning systems for sovereign debt crises: The role of heterogeneity Fulltext Access 22 Pages 2006
An asymptotic expansion of the distribution of Rao's U-statistic under a general condition Fulltext Access 22 Pages 2006
Characterization of dependence of multidimensional Lévy processes using Lévy copulas Fulltext Access 22 Pages 2006
G-computation estimation for causal inference with complex longitudinal data Fulltext Access 22 Pages 2006
Strong consistency of least-squares estimation in linear regression models with vague concepts Fulltext Access 22 Pages 2006
Asymptotic properties of a two sample randomized test for partially dependent data Fulltext Access 22 Pages 2006
Assessing local influence for nonlinear structural equation models with ignorable missing data Fulltext Access 22 Pages 2006
Setup adjustment under unknown process parameters and fixed adjustment cost Fulltext Access 22 Pages 2006
On a class of improved estimators of variance and estimation under order restriction Fulltext Access 22 Pages 2006
A semiparametric hypothesis testing procedure for the ROC curve area under a density ratio model Fulltext Access 22 Pages 2006