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## Statistics & Probability Letters

 Short Title: Stat. Probab. Lett. Publisher: Elsevier (North-Holland), Amsterdam ISSN: 0167-7152 Online: http://www.sciencedirect.com/science/journal/01677152 Comments: Indexed cover-to-cover
 Documents Indexed: 8,567 Publications (since 1982) References Indexed: 8,403 Publications with 109,655 References.
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 68 Balakrishnan, Narayanaswamy 32 Nadarajah, Saralees 25 Horváth, Lajos 22 Osękowski, Adam 22 Prakasa Rao, B. L. S. 22 Schick, Anton 22 Walker, Stephen Grahm 21 Arnold, Barry Charles 20 Hashorva, Enkelejd 19 Koukouvinos, Christos 19 Shin, Dongwan 19 Sung, Soohak 18 Basawa, Ishwar V. 18 Gut, Allan 17 Ahmadi, Jafar 17 Cordeiro, Gauss Moutinho 17 Devroye, Luc P. J. A. 17 Lin, Zhengyan 17 Volodin, Andrei I. 16 Hall, Peter Gavin 16 Kochar, Subhash C. 16 Qin, Hong 16 Withers, Christopher Stroude 15 Chen, Pingyan 15 Fu, James C. 15 Hu, Tienchung 15 Kabaila, Paul V. 15 Macci, Claudio 15 Qi, Yongcheng 15 Rukhin, Andrew L. 14 Bartoszewicz, Jarosław 14 Eryılmaz, Serkan N. 14 Falk, Michael 14 Hu, Taizhong 14 Hüsler, Jürg 14 Jammalamadaka, Sreenivasa Rao 14 Kotz, Samuel 14 Li, Deli 14 Nanda, Asok K. 14 Rosalsky, Andrew 14 Yan, Litan 14 Zhou, Yong 13 Athreya, Krishna Balasundaram 13 Bai, Zhi-Dong 13 Biswas, Atanu 13 Dette, Holger 13 Kagan, Abram Meerovich 13 Koul, Hira Lal 13 Lin, Dennis Kon Jin 13 Mahmoud, Hosam M. 13 Mukerjee, Rahul 13 Peng, Liang 13 Roussas, George Gregory 13 Shaked, Moshe 13 Stadje, Wolfgang 13 Strawderman, William Edward 13 Wesołowski, Jacek 13 Zhang, Li-Xin 12 Arcones, Miguel A. 12 Boente, Graciela 12 Fang, Kai-Tai 12 Hu, Shuhe 12 Jones, Michael Chris 12 Meerschaert, Mark Marvin 12 Stepanov, Aleksei Vasil’evich 12 Zhang, Xinsheng 11 Berkes, István 11 Das, Ashish 11 Jurečková, Jana 11 Kozubowski, Tomasz J. 11 Li, Xiaohu 11 Lian, Heng 11 Liu, Wen 11 Taqqu, Murad S. 11 Vellaisamy, Palaniappan 11 Vieu, Philippe 11 Wang, Xuejun 11 Wang, Yuebao 11 Wefelmeyer, Wolfgang 10 Aggarwal, Manohar L. 10 Ahmad, Ibrahim A. 10 Akritas, Michael G. 10 Bar-Lev, Shaul K. 10 Belzunce, Félix 10 Bolfarine, Heleno 10 Dewan, Isha 10 Ebrahimi, Nader D. 10 Genton, Marc G. 10 González-Manteiga, Wenceslao 10 Lee, Sangyeol 10 Maejima, Makoto 10 Móri, Tamás F. 10 Nane, Erkan 10 Oja, Hannu 10 Orsingher, Enzo 10 Ouknine, Youssef 10 Rychlik, Tomasz 10 Samaniego, Francisco J. 10 Soltani, Ahmad Reza 10 Steinebach, Josef G. ...and 7,878 more Authors
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 5,660 Statistics (62-XX) 4,110 Probability theory and stochastic processes (60-XX) 541 Numerical analysis (65-XX) 252 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 150 Combinatorics (05-XX) 135 Operations research, mathematical programming (90-XX) 96 Biology and other natural sciences (92-XX) 78 Linear and multilinear algebra; matrix theory (15-XX) 73 Functional analysis (46-XX) 62 Measure and integration (28-XX) 60 Computer science (68-XX) 59 Systems theory; control (93-XX) 57 Harmonic analysis on Euclidean spaces (42-XX) 56 Partial differential equations (35-XX) 52 Real functions (26-XX) 44 Information and communication theory, circuits (94-XX) 42 Special functions (33-XX) 42 Dynamical systems and ergodic theory (37-XX) 35 Ordinary differential equations (34-XX) 30 Number theory (11-XX) 25 Integral transforms, operational calculus (44-XX) 23 Operator theory (47-XX) 19 Statistical mechanics, structure of matter (82-XX) 15 Approximations and expansions (41-XX) 14 Calculus of variations and optimal control; optimization (49-XX) 13 Geophysics (86-XX) 8 Abstract harmonic analysis (43-XX) 8 Convex and discrete geometry (52-XX) 8 Global analysis, analysis on manifolds (58-XX) 7 Mathematical logic and foundations (03-XX) 7 Difference and functional equations (39-XX) 7 Integral equations (45-XX) 6 History and biography (01-XX) 6 Sequences, series, summability (40-XX) 6 Differential geometry (53-XX) 5 Group theory and generalizations (20-XX) 5 Potential theory (31-XX) 4 Functions of a complex variable (30-XX) 4 General topology (54-XX) 3 General and overarching topics; collections (00-XX) 3 Topological groups, Lie groups (22-XX) 3 Quantum theory (81-XX) 3 Astronomy and astrophysics (85-XX) 3 Mathematics education (97-XX) 2 Order, lattices, ordered algebraic structures (06-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Optics, electromagnetic theory (78-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Relativity and gravitational theory (83-XX)

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6,186 Publications have been cited 36,723 times in 24,664 Documents Cited by Year
A note on the almost sure convergence of sums of negatively dependent random variables. Zbl 0925.60024
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1992
Bayesian quantile regression. Zbl 0983.62017
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2001
Functional linear model. Zbl 0962.62081
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1999
Backward stochastic differential equations with continuous coefficient. Zbl 0904.60042
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1997
Descriptive statistics for multivariate distributions. Zbl 0517.62051
Oja, Hannu
1983
Precise large deviations for dependent random variables with heavy tails. Zbl 1163.60012
Liu, Li
2009
Convergence rates for partially splined models. Zbl 0628.62077
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1986
A note on the almost sure central limit theorem. Zbl 0691.60016
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1990
A lifetime distribution with decreasing failure rate. Zbl 0908.62096
1998
Estimating the number of change-points via Schwarz’ criterion. Zbl 0642.62016
Yao, Yi-Ching
1988
Estimation of integrated squared density derivatives. Zbl 0628.62029
Hall, Peter; Marron, J. S.
1987
Semi-functional partial linear regression. Zbl 1090.62036
Aneiros-Pérez, Germán; Vieu, Philippe
2006
Maxima of normal random vectors: Between independence and complete dependence. Zbl 0679.62038
Hüsler, Jürg; Reiss, Rolf-Dieter
1989
Density estimation in Besov spaces. Zbl 0749.62026
Kerkyacharian, G.; Picard, D.
1992
On the characterization of a class of binary operations on distribution functions. Zbl 0798.60023
Alsina, Claudi; Nelsen, Roger B.; Schweizer, Berthold
1993
Parameter estimation for fractional Ornstein-Uhlenbeck processes. Zbl 1187.62137
Hu, Yaozhong; Nualart, David
2010
Sub-fractional Brownian motion and its relation to occupation times. Zbl 1076.60027
Bojdecki, Tomasz; Gorostiza, Luis G.; Talarczyk, Anna
2004
A generalized geometric distribution and some of its properties. Zbl 0517.60010
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1983
Asymptotic stability of nonlinear impulsive stochastic differential equations. Zbl 1166.60316
Sakthivel, R.; Luo, J.
2009
Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space. Zbl 1248.60069
Boufoussi, Brahim; Hajji, Salah
2012
Extinction and stationary distribution of a stochastic SIRS epidemic model with non-linear incidence. Zbl 1402.92396
2013
Bounds for means and variances of progressive type II censored order statistics. Zbl 0988.62027
Balakrishnan, N.; Cramer, E.; Kamps, U.
2001
Maximum likelihood estimation of a survival function under the Koziol- Green proportional hazards model. Zbl 0629.62096
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1987
A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function. Zbl 0954.62117
Chen, Zhenmin
2000
Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion. Zbl 0983.60052
Mémin, Jean; Mishura, Yuliya; Valkeila, Esko
2001
Large deviations for heavy-tailed random sums in compound renewal model. Zbl 0977.60034
Tang, Qihe; Su, Chun; Jiang, Tao; Zhang, Jinsong
2001
Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives. Zbl 0724.62040
Jones, M. C.; Sheather, S. J.
1991
A new class of bivariate copulas. Zbl 1102.62054
Rodríguez-Lallena, José Antonio; Úbeda-Flores, Manuel
2004
Moments of skew-normal random vectors and their quadratic forms. Zbl 0972.62031
Genton, Marc G.; He, Li; Liu, Xiangwei
2001
On almost sure max-limit theorems. Zbl 1246.60034
1998
A note on comparisons among coherent systems with dependent components using signatures. Zbl 1068.60026
Navarro, Jorge; Ruiz, Jose M.; Sandoval, Carlos J.
2005
Empirical likelihood for semiparametric varying-coefficient partially linear regression models. Zbl 1086.62057
You, Jinhong; Zhou, Yong
2006
Consistent regression estimation with fixed design points under dependence conditions. Zbl 0674.62026
Roussas, George G.
1989
On the multivariate probability integral transformation. Zbl 0982.62056
Genest, Christian; Rivest, Louis-Paul
2001
On an extension of the exponential-geometric distribution. Zbl 1075.62008
Adamidis, Konstantinos; Dimitrakopoulou, Theodora; Loukas, Sotirios
2005
Asymptotic normality of regression estimators with long memory errors. Zbl 0903.62022
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1996
On weak dependence conditions for Poisson autoregressions. Zbl 1241.62109
Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag
2012
The skew-Cauchy distribution. Zbl 0969.62037
Arnold, Barry C.; Beaver, Robert J.
2000
An extension of the generalized Birnbaum-Saunders distribution. Zbl 1155.62006
Gómez, Héctor W.; Olivares-Pacheco, Juan F.; Bolfarine, Heleno
2009
Empirical likelihood for partial linear models with fixed designs. Zbl 1054.62550
Wang, Qi-Hua; Jing, Bing-Yi
1999
Cramér’s estimate for Lévy processes. Zbl 0809.60085
Bertoin, J.; Doney, R. A.
1994
A bivariate beta distribution. Zbl 1116.60309
Olkin, Ingram; Liu, Ruixue
2003
Density estimation by kernel and wavelets methods: optimality of Besov spaces. Zbl 0793.62019
Kerkyacharian, Gérard; Picard, Dominique
1993
A note on the almost sure central limit theorem for weakly dependent random variables. Zbl 0820.60012
1995
On the unification of long-term survival models. Zbl 1349.62485
Rodrigues, Josemar; Cancho, Vicente G.; De Castro, Mário; Louzada-Neto, Francisco
2009
Double-ranked set sampling. Zbl 0949.62042
Al-Saleh, M. Fraiwan; Al-Kadiri, M. Ali
2000
Testing the equality of nonparametric regression curves. Zbl 0771.62034
1993
On binomial distributions of order k. Zbl 0638.60024
Ling, K. D.
1988
A multivariate Kolmogorov-Smirnov test of goodness of fit. Zbl 0883.62054
Justel, Ana; Peña, Daniel; Zamar, Rubén
1997
Three-level supersaturated designs. Zbl 0958.62071
Yamada, Shu; Lin, Dennis K. J.
1999
Rates of convergence of some estimators in a class of deconvolution problems. Zbl 0686.62026
Stefanski, Leonard A.
1990
Large deviations for some weakly dependent random processes. Zbl 0699.60016
Burton, Robert M.; Dehling, Herold
1990
Marcinkiewicz strong laws for linear statistics. Zbl 0960.60026
Bai, Z. D.; Cheng, Philip E.
2000
Some results on the proportional reversed hazards model. Zbl 0967.60016
Di Crescenzo, Antonio
2000
Restricted ridge estimation. Zbl 1116.62368
Groß, Jürgen
2003
Almost sure limit theorems for the maximum of stationary Gaussian sequences. Zbl 1014.60031
Csáki, Endre; Gonchigdanzan, Khurelbaatar
2002
On some characterizations of the $$t$$-distribution. Zbl 0838.62040
Arellano-Valle, Reinaldo B.; Bolfarine, Heleno
1995
Kernel density estimation for random fields. (Density estimation for random fields). Zbl 0892.62017
Carbon, Michel; Tran, Lanh Tat; Wu, Berlin
1997
Bias correction in ARMA models. Zbl 0791.62087
Cordeiro, Gauss M.; Klein, Ruben
1994
A parabolic stochastic differential equation with fractional Brownian motion input. Zbl 0937.60064
Grecksch, W.; Anh, V. V.
1999
Kernel-based functional principal components. Zbl 0997.62024
Boente, Graciela; Fraiman, Ricardo
2000
Identifiability of cure models. Zbl 0999.62075
Li, Chin-Shang; Taylor, Jeremy M. G.; Sy, Judy P.
2001
Non-parametric estimation of conditional quantiles. Zbl 0678.62049
Samanta, M.
1989
On nonparametric likelihood ratio estimation of survival probabilities for censored data. Zbl 0851.62026
Li, Gang
1995
Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples. Zbl 1101.62326
Yang, Shanchao
2003
A note on a dependent risk model with constant interest rate. Zbl 1242.91094
Liu, Xijun; Gao, Qingwu; Wang, Yuebao
2012
Uniform consistency of $$k\mathrm{NN}$$ regressors for functional variables. Zbl 1277.62113
2013
A note on the strong law of large numbers for positively dependent random variables. Zbl 0661.60048
Birkel, Thomas
1988
Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier. Zbl 1082.60059
Lepeltier, J.-P.; Xu, M.
2005
A note on Linnik’s distribution. Zbl 0698.60019
Devroye, Luc
1990
Complete convergence for weighted sums of NA sequences. Zbl 0967.60032
Liang, Han-Ying; Su, Chun
1999
Skewed distributions generated by the normal kernel. Zbl 1048.62014
2003
Sooner and later waiting time problems for Bernoulli trials: Frequency and run quotas. Zbl 0695.60016
Ebneshahrashoob, M.; Sobel, Milton
1990
A characterization of Gumbel’s family of extreme value distributions. Zbl 0701.62060
Genest, Christian; Rivest, Louis-Paul
1989
On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions. Zbl 0749.62033
Deheuvels, Paul
1991
A remark on the connection between the large deviation principle and the central limit theorem. Zbl 0797.60026
Bryc, Wlodzimierz
1993
Estimation of $$R=P(Y<X)$$ for three-parameter Weibull distribution. Zbl 1169.62012
2009
Successes, runs and longest runs. Zbl 0594.62013
Philippou, Andreas N.; Makri, Frosso S.
1986
On the Chambers-Mallows-Stuck method for simulating skewed stable random variables. Zbl 0856.60022
Weron, Rafał
1996
Multivariate extensions of Spearman’s rho and related statistics. Zbl 1108.62056
Schmid, Friedrich; Schmidt, Rafael
2007
Complete convergence of moving average processes. Zbl 0756.60031
Li, Deli; Bhaskara Rao, M.; Wang, Xiangchen
1992
Uniform strong estimation under $$\alpha$$-mixing, with rates. Zbl 0757.62024
Cai, Zongwu; Roussas, George G.
1992
Asymptotic normality of the kernel estimate of a probability density function under association. Zbl 0958.62048
Roussas, George G.
2000
Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion. Zbl 0906.62104
Le Breton, Alain
1998
Limit laws for the number of near maxima via the Poisson approximation. Zbl 0935.60014
Pakes, Anthony G.; Li, Yun
1998
Asymptotics of sums of lognormal random variables with Gaussian copula. Zbl 1151.60009
Asmussen, Søren; Rojas-Nandayapa, Leonardo
2008
Complete convergence for weighted sums of negatively associated random variables. Zbl 0960.60027
Liang, Han-Ying
2000
A simple expression for the multivariate Hermite polynomials. Zbl 0969.62040
Withers, C. S.
2000
Simultaneous confidence bands for ratios of survival functions via empirical likelihood. Zbl 1045.62097
McKeague, Ian W.; Zhao, Yichuan
2002
A decomposition of the bifractional Brownian motion and some applications. Zbl 1157.60313
Lei, Pedro; Nualart, David
2009
A triptych of discrete distributions related to the stable law. Zbl 0794.60007
Devroye, Luc
1993
The likelihood ratio test for a separable covariance matrix. Zbl 1071.62052
Lu, Nelson; Zimmerman, Dale L.
2005
Variable selection in infinite-dimensional problems. Zbl 1320.62163
Aneiros, Germán; Vieu, Philippe
2014
Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem. Zbl 1064.62526
Janssen, Arnold
1997
Hoeffding’s inequality for uniformly ergodic Markov chains. Zbl 0999.60019
Glynn, Peter W.; Ormoneit, Dirk
2002
Elliptical copulas: Applicability and limitations. Zbl 1116.62352
Frahm, Gabriel; Junker, Markus; Szimayer, Alexander
2003
A Bayesian interpretation of the multivariate skew-normal distribution. Zbl 1101.62342
Liseo, Brunero; Loperfido, Nicola
2003
Kernel estimates under association: Strong uniform consistency. Zbl 0746.62045
Roussas, George G.
1991
Spatial kernel regression estimation: weak consistency. Zbl 1058.62079
Lu, Zudi; Chen, Xing
2004
Another interpretation of the EM algorithm for mixture distributions. Zbl 0585.62052
Hathaway, Richard J.
1986
A new family of omega-square-type statistics with Bahadur local optimality for the location family of generalized logistic distributions. Zbl 1461.62054
Pycke, Jean-Renaud
2021
On the probability that a binomial variable is at most its expectation. Zbl 1457.60015
Janson, Svante
2021
Ulam-Hyers stability of Caputo type fractional stochastic neutral differential equations. Zbl 1458.34011
2021
On the spectral gap of Boltzmann measures on the unit sphere. Zbl 1453.60056
Li, Biao; Ma, Yutao; Zhang, Zhengliang
2021
On joint probability distribution of the number of vertices and area of the convex hulls generated by a Poisson point process. Zbl 1455.60038
Formanov, Sh. K.; Khamdamov, I. M.
2021
A nonparametric test for comparison of mean past lives. Zbl 1435.62150
Bhattacharyya, Dhrubasish; Khan, Ruhul Ali; Mitra, Murari
2020
Stein’s method for the single server queue in heavy traffic. Zbl 1450.60054
Gaunt, Robert E.; Walton, Neil
2020
Schoenberg coefficients and curvature at the origin of continuous isotropic positive definite kernels on spheres. Zbl 1456.42007
Arafat, Ahmed; Gregori, Pablo; Porcu, Emilio
2020
A note on optional Snell envelopes and reflected backward SDEs. Zbl 1460.60054
Marzougue, Mohamed
2020
Second-order stochastic dominance for decomposable multiparametric families with applications to order statistics. Zbl 1436.62057
Lando, Tommaso; Bertoli-Barsotti, Lucio
2020
Solvability of anticipated backward stochastic Volterra integral equations. Zbl 1453.60111
Wen, Jiaqiang; Shi, Yufeng
2020
Gaussian fluctuations for edge counts in high-dimensional random geometric graphs. Zbl 1453.60015
Grygierek, Jens; Thäle, Christoph
2020
A test of exponentiality against DMTTF alternatives via L-statistics. Zbl 1447.62046
Bhattacharyya, Dhrubasish; Khan, Ruhul Ali; Mitra, Murari
2020
Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients. Zbl 07259027
Cui, Jing; Bi, Nana
2020
Large sample properties of the regression depth induced median. Zbl 1455.62092
Zuo, Yijun
2020
On the Marcinkiewicz-Zygmund strong laws for arbitrary dependent sequences. Zbl 1453.60080
Szewczak, Zbigniew S.
2020
On generating fully discrete samples of the stochastic heat equation on an interval. Zbl 1437.60038
Hildebrandt, Florian
2020
Interplay of financial and insurance risks in dependent discrete-time risk models. Zbl 1436.62501
Yang, Yang; Jiang, Tao; Wang, Kaiyong; Yuen, Kam C.
2020
A strong law of large numbers related to multiple testing normal means. Zbl 1436.62208
Chen, Xiongzhi; Doerge, R. W.
2020
Functional CLT for nonstationary strongly mixing processes. Zbl 07153404
2020
Series representations of isotropic vector random fields on balls. Zbl 1460.60045
Lu, Tianshi; Leonenko, Nikolai; Ma, Chunsheng
2020
An extension of the last-success-problem. Zbl 1433.60020
Grau Ribas, J. M.
2020
Prediction law of mixed Gaussian Volterra processes. Zbl 1460.60022
Sottinen, Tommi; Viitasaari, Lauri
2020
Asymptotic normality of a consistent estimator of maximum mean discrepancy in Hilbert space. Zbl 1434.62028
Makigusa, Natsumi; Naito, Kanta
2020
A hypothesis-testing perspective on the $$G$$-normal distribution theory. Zbl 1459.62027
Peng, Shige; Zhou, Quan
2020
Recursive estimators of integrated squared density derivatives. Zbl 1459.62045
2020
Zastavnyi operators and positive definite radial functions. Zbl 1456.42008
Faouzi, Tarik; Porcu, Emilio; Bevilacqua, Moreno; Kondrashuk, Igor
2020
A few surprising integrals. Zbl 1453.60039
Forsström, Malin Palö; Steif, Jeffrey E.
2020
Gaussian approximations for maxima of random vectors under $$(2+\iota)$$-th moments. Zbl 1459.62025
Sun, Qiang
2020
Optimal designs for estimating individual coefficients in polynomial regression with no intercept. Zbl 1434.62166
Dette, Holger; Melas, Viatcheslav B.; Shpilev, Petr
2020
The Marcinkiewics-Zygmund strong law of large numbers for dependent random variables. Zbl 1434.60099
Boukhari, Fakhreddine
2020
Construction of optimal fractional Order-of-Addition designs via block designs. Zbl 1435.62303
Chen, Jianbin; Mukerjee, Rahul; Lin, Dennis K. J.
2020
Estimating the complexity index of functional data: some asymptotics. Zbl 1440.62407
Bongiorno, E. G.; Goia, A.; Vieu, P.
2020
Revisiting integral functionals of geometric Brownian motion. Zbl 1460.60037
Boguslavskaya, Elena; Vostrikova, Lioudmila
2020
A note on the exact simulation of spherical Brownian motion. Zbl 1450.60002
Mijatović, Aleksandar; Mramor, Veno; Uribe Bravo, Gerónimo
2020
CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index. Zbl 1450.60017
Kubilius, K.
2020
Conditional law and occupation times of two-sided sticky Brownian motion. Zbl 1450.60044
Can, Bugra; Çağlar, Mine
2020
On the entrance at infinity of Feller processes with no negative jumps. Zbl 1450.60034
Foucart, Clément; Li, Pei-Sen; Zhou, Xiaowen
2020
The density ratio of Poisson binomial versus Poisson distributions. Zbl 1450.60012
Dümbgen, Lutz; Wellner, Jon A.
2020
Correlation matrices with average constraints. Zbl 1450.62058
Tuitman, Jan; Vanduffel, Steven; Yao, Jing
2020
Variance function of Boolean additive convolution. Zbl 1453.60044
Fakhfakh, Raouf
2020
Asymptotic log-Harnack inequality and applications for SPDE with degenerate multiplicative noise. Zbl 1454.60094
Hong, Wei; Li, Shihu; Liu, Wei
2020
Markovian structure of the Volterra Heston model. Zbl 1458.60078
Abi Jaber, Eduardo; El Euch, Omar
2019
Residual extropy of $$k$$-record values. Zbl 1450.62005
Jose, Jitto; Abdul Sathar, E. I.
2019
Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion. Zbl 1450.62133
Yang, Yang; Su, Wen; Zhang, Zhimin
2019
Three skewed matrix variate distributions. Zbl 1414.62173
Gallaugher, Michael P. B.; McNicholas, Paul D.
2019
On moments of integral exponential functionals of additive processes. Zbl 1407.60115
Salminen, Paavo; Vostrikova, Lioudmila
2019
Averaging principle for the heat equation driven by a general stochastic measure. Zbl 1418.60085
2019
On the quasi-ergodic distribution of absorbing Markov processes. Zbl 1458.60086
He, Guoman; Zhang, Hanjun; Zhu, Yixia
2019
Nonparametric relative regression under random censorship model. Zbl 1459.62058
Salah, Khardani; Yousri, Slaoui
2019
Exact strong laws of large numbers for ratios of the smallest order statistics. Zbl 1448.60072
Matuła, Przemysław; Kurasiński, Paweł; Adler, André
2019
A Spitzer-type law of large numbers for widely orthant dependent random variables. Zbl 1422.60049
Chen, Pingyan; Sung, Soo Hak
2019
Semiparametric estimation for cure survival model with left-truncated and right-censored data and covariate measurement error. Zbl 1428.62452
Chen, Li-Pang
2019
A variation of constant formula for Caputo fractional stochastic differential equations. Zbl 1410.34013
Anh, P. T.; Doan, T. S.; Huong, P. T.
2019
Bounds for the probability to leave the interval. Zbl 1407.60029
Lotov, V. I.
2019
On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients. Zbl 1418.60100
Li, Libo; Taguchi, Dai
2019
A simple model-free survival conditional feature screening. Zbl 1450.62129
Chen, Xiaolin; Zhang, Yahui; Chen, Xiaojing; Liu, Yi
2019
Nonparametric estimation of the trend for stochastic differential equations driven by small $$\alpha$$-stable noises. Zbl 1459.62160
Zhang, Xuekang; Yi, Haoran; Shu, Huisheng
2019
$$\varepsilon$$-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps. Zbl 1425.91044
Benazzoli, Chiara; Campi, Luciano; Di Persio, Luca
2019
Representation theorem of set valued regular martingale: application to the convergence of set valued martingale. Zbl 1454.60057
Ezzaki, Fatima; Tahri, Khalid
2019
Uniform versus Zipf distribution in a mixing collection process. Zbl 1423.60042
Doumas, Aristides V.; Papanicolaou, Vassilis G.
2019
$$\mathbb{L}^p$$-solutions for stochastic Navier-Stokes equations with jump noise. Zbl 1454.60099
Zhu, Jiahui; Brzeźniak, Zdzisław; Liu, Wei
2019
A turning bands method for simulating isotropic Gaussian random fields on the sphere. Zbl 1406.60077
Emery, Xavier; Furrer, Reinhard; Porcu, Emilio
2019
On the semi-group of a scaled skew Bessel process. Zbl 1407.60104
Alili, Larbi; Aylwin, Andrew
2019
Geometric dispersion models with real quadratic v-functions. Zbl 1406.60021
Abid, Rahma; Kokonendji, Célestin C.; Masmoudi, Afif
2019
Stein operators for variables form the third and fourth Wiener chaoses. Zbl 1407.60036
Gaunt, Robert E.
2019
Hazard rate and reversed hazard rate orders on extremes of heterogeneous and dependent random variables. Zbl 1412.62054
Li, Chen; Li, Xiaohu
2019
$$q$$-Stieltjes classes for some families of $$q$$-densities. Zbl 1407.60024
Ostrovska, Sofiya; Turan, Mehmet
2019
Cointegrated linear processes in Bayes Hilbert space. Zbl 1450.62115
Seo, Won-Ki; Beare, Brendan K.
2019
Large deviations in a population dynamics with catastrophes. Zbl 1448.60066
Logachov, A.; Logachova, O.; Yambartsev, A.
2019
Detecting mortality deceleration: likelihood inference and model selection in the gamma-Gompertz model. Zbl 1459.62031
Böhnstedt, Marie; Gampe, Jutta
2019
Covariance functions on spheres cross time: beyond spatial isotropy and temporal stationarity. Zbl 1459.60081
Estrade, Anne; Fariñas, Alessandra; Porcu, Emilio
2019
Characterization of distributions of $$Q$$-independent random variables on locally compact abelian groups. Zbl 1448.60014
Myronyuk, Margaryta
2019
One-sample prediction regions for future record intervals. Zbl 1458.62103
Bagheri, S. F.; Asgharzadeh, A.; Basiri, E.; Fernández, A. J.
2019
On the almost decrease of a subexponential density. Zbl 1458.60053
Jiang, Tao; Wang, Yuebao; Cui, Zhaolei; Chen, Yuxin
2019
The breakdown point of the median of means tournament. Zbl 1458.62077
Rodriguez, Daniela; Valdora, Marina
2019
A note on vague convergence of measures. Zbl 1420.28001
Basrak, Bojan; Planinić, Hrvoje
2019
Hitting times, commute times, and cover times for random walks on random hypergraphs. Zbl 1422.60016
Helali, Amine; Löwe, Matthias
2019
On a smallest confidence region for a location-scale parameter in progressively type-II censored lifetime experiments. Zbl 1428.62429
Bedbur, S.; Kamps, U.; Lennartz, J. M.
2019
Tail asymptotic behavior of the supremum of a class of chi-square processes. Zbl 1458.60042
Ji, Lanpeng; Liu, Peng; Robert, Stephan
2019
Characterization of a general class of tail probability distributions. Zbl 1458.62060
Cadena, Meitner; Kratz, Marie; Omey, Edward
2019
Sharp weighted weak type $$(\infty, \infty)$$ inequality for differentially subordinate martingales. Zbl 1422.60069
2019
A sharp estimate for probability distributions. Zbl 1422.60025
Steinerberger, Stefan
2019
Transportation cost inequality for backward stochastic differential equations. Zbl 1422.60093
Bahlali, Khaled; Boufoussi, Brahim; Mouchtabih, Soufiane
2019
On a spectrally negative Lévy risk process with periodic dividends and capital injections. Zbl 1425.91221
Dong, Hua; Zhou, Xiaowen
2019
Copula-based segmentation of cylindrical time series. Zbl 1407.62416
Lagona, Francesco
2019
Kernel density classification for spherical data. Zbl 1407.62184
Di Marzio, Marco; Fensore, Stefania; Panzera, Agnese; Taylor, Charles C.
2019
On the asymptotic behavior of the Diaconis-Freedman chain on $$[0, 1]$$. Zbl 1407.60097
2019
On the consistency of penalized MLEs for Erlang mixtures. Zbl 1414.62424
Yin, Cuihong; Lin, X. Sheldon; Huang, Rongtan; Yuan, Haili
2019
Lift expectations of random sets. Zbl 1407.62171
Diaye, Marc-Arthur; Koshevoy, Gleb A.; Molchanov, Ilya
2019
A note on Parisian ruin under a hybrid observation scheme. Zbl 1414.62422
Lkabous, Mohamed Amine
2019
An extremal property of the normal distribution, with a discrete analog. Zbl 1414.62052
Hillion, Erwan; Johnson, Oliver; Saumard, Adrien
2019
Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes. Zbl 1407.60042
Laïb, Naâmane; Louani, Djamal
2019
Stable Lévy process delayed by tempered stable subordinator. Zbl 1406.60069
Gajda, J.; Kumar, A.; Wyłomańska, A.
2019
Minimum distance parameter estimation for SDEs with small $$\alpha$$-stable noises. Zbl 1406.60091
Zhao, Huiyan; Zhang, Chongqi
2019
On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality. Zbl 1407.62203
Niu, Zhenzhen; Hu, Jiang; Bai, Zhidong; Gao, Wei
2019
On the moment generating function for random vectors via inverse survival function. Zbl 1412.62028
Song, Pingfan; Tan, Changchun; Wang, Shaochen
2019
Partial monotonicity of entropy revisited. Zbl 1407.60031
Xia, Wanwan
2019
Intrinsic random functions on the sphere. Zbl 1453.60101
Huang, Chunfeng; Zhang, Haimeng; Robeson, Scott M.; Shields, Jacob
2019
Decomposition of backward SLE in the capacity parametrization. Zbl 1442.60083
Mackey, Benjamin; Zhan, Dapeng
2019
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#### Cited by 20,252 Authors

 269 Balakrishnan, Narayanaswamy 172 Nadarajah, Saralees 119 Wang, Xuejun 115 Cordeiro, Gauss Moutinho 96 Hashorva, Enkelejd 96 Hu, Shuhe 68 Eryılmaz, Serkan N. 67 Horváth, Lajos 64 Ahmadi, Jafar 63 Li, Xiaohu 60 Leonenko, Nikolai N. 59 Prakasa Rao, B. L. S. 59 Vieu, Philippe 58 Dette, Holger 58 Liang, Hanying 58 Qin, Hong 56 Lin, Jinguan 54 Gupta, Arjun Kumar 54 Sung, Soohak 54 Yang, Hu 53 Lemonte, Artur José 53 Wu, Qunying 53 Yang, Wenzhi 50 Hall, Peter Gavin 50 Ren, Yong 50 Volodin, Andrei I. 48 Meintanis, Simos G. 47 Miao, Yu 47 Wang, Yuebao 46 Cramer, Erhard 44 Chen, Pingyan 44 Genton, Marc G. 44 Laksaci, Ali 44 Navarro, Jorge 43 Shin, Dongwan 43 Vellaisamy, Palaniappan 43 Yan, Litan 42 Hu, Taizhong 42 Peng, Zuoxiang 42 Rychlik, Tomasz 42 Úbeda-Flores, Manuel 42 Zhang, Li-Xin 41 Boente, Graciela 41 Cancho, Vicente Garibay 41 Ortega, Edwin Moises Marcos 41 Zhao, Yichuan 41 Zhu, Lixing 40 Bouzebda, Salim 40 Durante, Fabrizio 40 Kundu, Debasis 40 Withers, Christopher Stroude 40 Zhao, Peng 39 Chatterjee, Kashinath 39 Dębicki, Krzysztof 39 Koul, Hira Lal 39 Louzada, Francisco 39 Wesołowski, Jacek 38 Arellano-Valle, Reinaldo Boris 38 de Uña-Álvarez, Jacobo 38 Macci, Claudio 38 Zhou, Yong 37 Bolfarine, Heleno 37 Jamalizadeh, Ahad 37 Kamps, Udo 37 Lin, Zhengyan 37 Peng, Liang 37 Shen, Aiting 36 Belzunce, Félix 36 González-Manteiga, Wenceslao 36 Liu, Min-Qian 36 Ould-Saïd, Elias 36 Wu, Yi 35 Di Crescenzo, Antonio 35 Hušková, Marie 35 Lee, Sangyeol 35 Meerschaert, Mark Marvin 35 Raqab, Mohammad Zayed 34 Fu, Ke’ang 34 Kokonendji, Célestin Clotaire 34 Ruiz-Medina, María Dolores 34 Schick, Anton 34 Šiaulys, Jonas 33 Jones, Michael Chris 33 Kotz, Samuel 33 Leipus, Remigijus 33 Pardo, Leandro 33 Ruiz, José-María 33 Tan, Zhongquan 32 Fernández-Sánchez, Juan 32 Gupta, Ramesh Chandra 32 Jiménez-Gamero, María Dolores 32 Marchand, Eric 32 Oja, Hannu 32 Pap, Gyula 32 Qin, Yongsong 32 Tudor, Ciprian A. 32 Wang, Dehui 31 Fan, Shengjun 31 Girard, Stéphane 31 Hallin, Marc ...and 20,152 more Authors
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#### Cited in 757 Journals

 2,879 Statistics & Probability Letters 1,427 Communications in Statistics. Theory and Methods 1,191 Journal of Statistical Planning and Inference 948 Journal of Multivariate Analysis 779 Computational Statistics and Data Analysis 543 Journal of Statistical Computation and Simulation 473 Stochastic Processes and their Applications 468 Statistics 463 The Annals of Statistics 403 Statistical Papers 400 Journal of Nonparametric Statistics 353 Communications in Statistics. Simulation and Computation 333 Metrika 325 Annals of the Institute of Statistical Mathematics 284 Bernoulli 280 Journal of Applied Probability 269 Electronic Journal of Statistics 266 Journal of Mathematical Analysis and Applications 244 Journal of Applied Statistics 238 Insurance Mathematics & Economics 222 Journal of Econometrics 222 Journal of Theoretical Probability 222 Computational Statistics 219 Test 214 Stochastic Analysis and Applications 205 Journal of Computational and Applied Mathematics 196 Journal of the Korean Statistical Society 180 Methodology and Computing in Applied Probability 174 Applied Mathematics and Computation 172 The Canadian Journal of Statistics 165 Scandinavian Journal of Statistics 163 Journal of Inequalities and Applications 157 Journal of Time Series Analysis 145 Journal of Statistical Theory and Practice 143 Biometrics 139 Extremes 131 Statistical Methodology 129 Lithuanian Mathematical Journal 129 Statistics and Computing 125 The Annals of Probability 124 Acta Mathematicae Applicatae Sinica. English Series 120 Advances in Applied Probability 116 The Annals of Applied Probability 116 Econometric Theory 109 Journal of the American Statistical Association 101 Acta Mathematica Sinica. English Series 101 Probability in the Engineering and Informational Sciences 99 Comptes Rendus. Mathématique. Académie des Sciences, Paris 97 Probability Theory and Related Fields 93 Statistical Inference for Stochastic Processes 92 Statistical Methods and Applications 90 Journal of Statistical Physics 89 Brazilian Journal of Probability and Statistics 88 Statistical Science 87 Linear Algebra and its Applications 86 European Journal of Operational Research 85 Fuzzy Sets and Systems 85 Sequential Analysis 80 Stochastics and Dynamics 79 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 78 Applied Mathematics. Series B (English Edition) 76 Lifetime Data Analysis 75 Journal of Systems Science and Complexity 74 Journal of Mathematical Sciences (New York) 74 Advances in Difference Equations 72 Abstract and Applied Analysis 71 Science China. Mathematics 71 Journal of Probability and Statistics 69 Mathematical Problems in Engineering 68 The Annals of Applied Statistics 67 Mathematical Methods of Statistics 66 Kybernetika 66 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 65 Sankhyā. Series A 63 Frontiers of Mathematics in China 62 Stochastics 59 AStA. Advances in Statistical Analysis 58 Metron 58 Stochastic Models 57 Economics Letters 57 Australian & New Zealand Journal of Statistics 55 Biometrical Journal 55 Discrete Dynamics in Nature and Society 54 Scandinavian Actuarial Journal 54 Quantitative Finance 54 Statistical Modelling 53 Information Sciences 49 Computers & Mathematics with Applications 49 Dependence Modeling 48 Applied Mathematical Modelling 48 Electronic Journal of Probability 47 Theory of Probability and its Applications 47 Acta Applicandae Mathematicae 47 Applied Mathematics Letters 47 Science in China. Series A 46 Modern Stochastics. Theory and Applications 44 Mathematical and Computer Modelling 44 Random Operators and Stochastic Equations 43 Journal of the Royal Statistical Society. Series B. Statistical Methodology 41 Psychometrika ...and 657 more Journals
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#### Cited in 61 Fields

 16,706 Statistics (62-XX) 10,245 Probability theory and stochastic processes (60-XX) 2,526 Numerical analysis (65-XX) 1,598 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 715 Operations research, mathematical programming (90-XX) 561 Biology and other natural sciences (92-XX) 458 Systems theory; control (93-XX) 413 Computer science (68-XX) 386 Ordinary differential equations (34-XX) 368 Partial differential equations (35-XX) 364 Combinatorics (05-XX) 279 Harmonic analysis on Euclidean spaces (42-XX) 270 Information and communication theory, circuits (94-XX) 264 Linear and multilinear algebra; matrix theory (15-XX) 241 Dynamical systems and ergodic theory (37-XX) 218 Functional analysis (46-XX) 206 Real functions (26-XX) 203 Statistical mechanics, structure of matter (82-XX) 194 Measure and integration (28-XX) 174 Special functions (33-XX) 155 Operator theory (47-XX) 128 Calculus of variations and optimal control; optimization (49-XX) 108 Number theory (11-XX) 99 Geophysics (86-XX) 89 Integral transforms, operational calculus (44-XX) 86 Integral equations (45-XX) 78 Approximations and expansions (41-XX) 53 History and biography (01-XX) 42 Convex and discrete geometry (52-XX) 42 Quantum theory (81-XX) 39 Difference and functional equations (39-XX) 34 Abstract harmonic analysis (43-XX) 33 Differential geometry (53-XX) 30 Mathematical logic and foundations (03-XX) 24 Global analysis, analysis on manifolds (58-XX) 23 Sequences, series, summability (40-XX) 23 Fluid mechanics (76-XX) 23 Astronomy and astrophysics (85-XX) 22 Functions of a complex variable (30-XX) 20 Group theory and generalizations (20-XX) 19 Mechanics of deformable solids (74-XX) 18 General topology (54-XX) 17 Order, lattices, ordered algebraic structures (06-XX) 16 General and overarching topics; collections (00-XX) 16 Potential theory (31-XX) 13 Relativity and gravitational theory (83-XX) 10 Geometry (51-XX) 9 Mechanics of particles and systems (70-XX) 8 Mathematics education (97-XX) 7 Algebraic geometry (14-XX) 7 Classical thermodynamics, heat transfer (80-XX) 6 Manifolds and cell complexes (57-XX) 5 Commutative algebra (13-XX) 5 Topological groups, Lie groups (22-XX) 4 Field theory and polynomials (12-XX) 4 Optics, electromagnetic theory (78-XX) 3 Associative rings and algebras (16-XX) 2 Nonassociative rings and algebras (17-XX) 2 Algebraic topology (55-XX) 1 Category theory; homological algebra (18-XX) 1 Several complex variables and analytic spaces (32-XX)