Stochastic approximation of the factors of a generalized canonical correlation analysis Fulltext Access 7 Pages 2008
Consistency of the regression estimator with functional data under long memory conditions Fulltext Access 7 Pages 2008
Distribution functions of linear combinations of lattice polynomials from the uniform distribution Fulltext Access 7 Pages 2008
The uniform approximation of the tail probability of the randomly weighted sums of subexponential random variables Fulltext Access 7 Pages 2008
On optimality of the Benjamini–Hochberg procedure for the false discovery rate Fulltext Access 7 Pages 2008
On the asymptotic behaviour of random matrices in a multivariate statistical model Fulltext Access 7 Pages 2008
The functional CLT for linear processes generated by mixing random variables with infinite variance Fulltext Access 7 Pages 2008
A regeneration proof of the central limit theorem for uniformly ergodic Markov chains Fulltext Access 7 Pages 2008
On the relation between reversibility and monotonicity of fluctuation spectra for discrete time finite state Markov chains Fulltext Access 7 Pages 2008
A method to compute the transition function of a piecewise deterministic Markov process with application to reliability Fulltext Access 7 Pages 2008
A self-normalized central limit theorem for ρ -mixing stationary sequences Fulltext Access 7 Pages 2008
Empirical likelihood for linear models in the presence of nuisance parameters Fulltext Access 7 Pages 2008
Complete convergence of weighted sums for ρ∗ -mixing sequence of random variables Fulltext Access 7 Pages 2008
A note on the closed-form identification of regression models with a mismeasured binary regressor Fulltext Access 7 Pages 2008
Bootstrap confidence intervals in nonparametric regression with built-in bias correction Fulltext Access 7 Pages 2008
Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes Fulltext Access 7 Pages 2008
Asymptotic efficiency of conditional least squares estimators for ARCH models Fulltext Access 7 Pages 2008
Error bounds in approximations of random sums using gamma-type operators Fulltext Access 8 Pages 2008
A Bayesian dichotomous model with asymmetric link for fraud in insurance Fulltext Access 8 Pages 2008
Comonotonic approximations to quantiles of life annuity conditional expected present value Fulltext Access 8 Pages 2008
Pricing currency options under two-factor Markov-modulated stochastic volatility models Fulltext Access 8 Pages 2008
Skewed bivariate models and nonparametric estimation for the CTE risk measure Fulltext Access 8 Pages 2008
A generalized Gittins index for a Markov chain and its recursive calculation Fulltext Access 8 Pages 2008
Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy Fulltext Access 8 Pages 2008
Optimal financing and dividend control of the insurance company with proportional reinsurance policy Fulltext Access 8 Pages 2008
Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint Fulltext Access 8 Pages 2008
Optimal dividend and issuance of equity policies in the presence of proportional costs Fulltext Access 8 Pages 2008
On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities Fulltext Access 8 Pages 2008
On the residual lifelengths of the remaining components in an n−k+1n−k+1 out of nn system Fulltext Access 8 Pages 2008
Improved minimax estimation of the bivariate normal precision matrix under the squared loss Fulltext Access 8 Pages 2008
Joint modelling of the total amount and the number of claims by conditionals Fulltext Access 8 Pages 2008
A distribution free goodness of fit test for a stochastically ordered alternative Fulltext Access 8 Pages 2008
The multifractal spectrum of harmonic measure for forward moving random walks on a Galton–Watson tree Fulltext Access 8 Pages 2008
Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition Fulltext Access 8 Pages 2008
Phase diagram for once-reinforced random walks on trees with exponential weighting scheme Fulltext Access 8 Pages 2008
A hypothesis test for independence of sets of variates in high dimensions Fulltext Access 8 Pages 2008
Resistance dimensions of branching processes in varying environments trees Fulltext Access 8 Pages 2008
On a uniform law of large numbers for random sets and subdifferentials of random functions Fulltext Access 8 Pages 2008
Generalized multivariate rank type test statistics via spatial U-quantiles Fulltext Access 8 Pages 2008
A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models Fulltext Access 8 Pages 2008
Statistical properties of exact confidence intervals from discrete data using studentized test statistics Fulltext Access 8 Pages 2008
On the convergence of stochastic integrals with respect to p-semimartingales Fulltext Access 8 Pages 2008
An assumption for the development of bootstrap variants of the Akaike information criterion in mixed models Fulltext Access 8 Pages 2008
The stationarity of multidimensional generalized Ornstein-Uhlenbeck processes Fulltext Access 8 Pages 2008
A central limit theorem for the linear process generated by associated random variables in a Hilbert space Fulltext Access 8 Pages 2008
Incomplete factorial experiments in completely randomized and randomized complete block designs Fulltext Access 8 Pages 2008
Hájek-Inagaki representation theorem, under a general stochastic processes framework, based on stopping times Fulltext Access 8 Pages 2008
A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights Fulltext Access 8 Pages 2008
Optimal minimax designs over a prespecified interval in a heteroscedastic polynomial model Fulltext Access 8 Pages 2008
Moment inequalities for DVRL distributions, characterization and testing for exponentiality Fulltext Access 8 Pages 2008
Sample paths of jump-type Fleming-Viot processes with bounded mutation operators Fulltext Access 8 Pages 2008