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Bootstrapping Cox’s Regression Model with Time-dependent Covariates
WU Chaobiao
1998, 14(4): 337-350.
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Quasi-Monte Carlo Methods for Estimating a Multivariate Regression Function
WANG Xiaoqun
1998, 14(4): 351-358.
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Marginal Consistency of the l1-Norm Symmetric Matrix Variate Distributions
FANG Biqi
1998, 14(4): 359-365.
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Design of Levels on Noise Factors
DAI Pingsheng, ZHOU Jixiang, MAO Shisong
1998, 14(4): 366-370.
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On Higher-Order Stationarity of Doubly Stochastic Time Series AR－MA Models
LU Zudi
1998, 14(4): 371-380.
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Strong Law of Large Numbers for Functionals of Two Variables of Countable Nonhomogeneous Markov Chains
YANG Weiguo, LIU Kaidi
1998, 14(4): 381-385.
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Probability Distribution Analysis on Market Value,Amount and Varities of Stocks
PI Liuyi, LIU Zhong, MAO Shisong
1998, 14(4): 386-394.
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THE APPLICATION OF SUPERSATURATED DESIGNS IN PARAMETER DESIGN
WANG Zhaojun
1998, 14(4): 395-400.
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Strong Uniform Consistency For Density And Hazard Rate Estimator From Censored Data
OUYANG Zisheng
1998, 14(4): 401-408.
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Pricing Problem and Existance/Uniqueness of Backward Stochastic Differential Equations
SUN Zhiqiang
1998, 14(4): 409-418.
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A Probability Model of Insurance for Random Indemnity and Random Discount and Some of its Results
YIN Juliang, ZHOU Yuli
1998, 14(4): 419-426.
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The Sample Breakdown point of Exponential Distribution Test
HOU Ziyan
1998, 14(4): 427-434.
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Tail Probabilities and Its Convergence Rate for B-Valued U-Statistics
WANG Fang, YANG Xiaoyun
1998, 14(4): 435-444.
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