Browse Title Index

Issue Title File
Vol 26, No 3 (2017) Efficient estimation of the error distribution in a varying coefficient regression model
Schick A., Zhu Y.
Vol 27, No 1 (2018) Entropic Moments and Domains of Attraction on Countable Alphabets
Molchanov S., Zhang Z., Zheng L.
Vol 27, No 2 (2018) Estimating the Index of Increase via Balancing Deterministic and Random Data
Chen L., Davydov Y., Gribkova N., Zitikis R.
Vol 25, No 1 (2016) Extremal problems for hypotheses testing with set-valued decisions
Savelov M.P.
Vol 26, No 4 (2017) Laguerre deconvolution with unknown matrix operator
Comte F., Mabon G.
Vol 27, No 1 (2018) Limit Theory of Bivariate Generalized Order Statistics with Random Sample Size
Barakat H.M., Abd Elgawad M.A., Qin H., Yan T.
Vol 25, No 3 (2016) Limiting law results for a class of conditional mode estimates for functional stationary ergodic data
Bouzebda S., Chaouch M., Laïb N.
Vol 27, No 3 (2018) Local Inference by Penalization Method for Biclustering Model
Belitser E., Nurushev N.
Vol 28, No 3 (2019) Maxiset Point of View for Signal Detection in Inverse Problems
Autin F., Clausel M., Freyermuth J., Marteau C.
Vol 26, No 4 (2017) Minimax signal detection under weak noise assumptions
Marteau C., Sapatinas T.
Vol 26, No 2 (2017) Moment convergence in regularized estimation under multiple and mixed-rates asymptotics
Masuda H., Shimizu Y.
Vol 26, No 4 (2017) On estimation in some reduced rank extended growth curve models
von Rosen T., von Rosen D.
Vol 26, No 4 (2017) On joint weak reversed hazard rate order under symmetric copulas
Balakrishnan N., Barmalzan G., Kosari S.
Vol 25, No 2 (2016) On likelihood ratio ordering of parallel systems with exponential components
Wang J., Zhao P.
Vol 27, No 4 (2018) On Optimal Cardinal Interpolation
Levit B.
Vol 28, No 2 (2019) On Predictive Density Estimation under α-Divergence Loss
L’Moudden A., Marchand È.
Vol 25, No 3 (2016) On robustness of discrete time optimal filters
Kleptsyna M.L., Veretennikov A.Y.
Vol 25, No 2 (2016) On score-functions and goodness-of-fit tests for stochastic processes
Kutoyants Y.A.
Vol 25, No 2 (2016) On testing sphericity and identity of a covariance matrix with large dimensions
Ahmad M.R.
Vol 27, No 4 (2018) On the Asymptotic Behavior of the Contaminated Sample Mean
Berckmoes B., Molenberghs G.
Vol 28, No 2 (2019) On the Asymptotic Power of Tests of Fit under Local Alternatives in Autoregression
Boldin M.V.
Vol 25, No 3 (2016) On the correlation structure of exponential order statistics and some extensions
Hung Y.C., Chen R.W., Balakrishnan N.
Vol 27, No 4 (2018) On the Empirical Distribution Function of Residuals in Autoregression with Outliers and Pearson’s Chi-Square Type Tests
Boldin M.V., Petriev M.N.
Vol 26, No 1 (2017) On the lower bound in second order estimation for Poisson processes: Asymptotic efficiency
Gasparyan S.B., Kutoyants Y.A.
Vol 27, No 1 (2018) On the Maximum Likelihood Estimation of a Covariance Matrix
Tsai M.
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