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The Testing for Multinormality Based on PP-Skewness and Kurtosis in E-V Model with Bootstrap Method
CHEN Guanglei
2005, 21(4): 339-350.
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Posterior Likelihood Ratio Tests for Multivariate Linear Model Based On Normal-Inverse Wishart Prior
LIU Jinshan, ZHANG Guoquan
2005, 21(4): 351-358.
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Restrained Estimator of Parameters of Specified NHPP Software Reliability Model
ZHANG Zhihua
2005, 21(4): 359-365.
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Stable Structure of the Logic Model with Two Causal Effects
ZHANG Yingshan, MAO Shisong, ZHAN Congzan, ZHENG Zhongguo
2005, 21(4): 366-374.
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A Spectral Representation for Simulation of Non-Stationary Stochastic Processes
LIANG Jianwen, XIAO Di
2005, 21(4): 375-386.
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Simulated Analysis of Bivariate Extreme Mixed Model
GUAN Jing, SHI Daoji
2005, 21(4): 387-396.
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The Expected Valued of a Penalty Function for a PDMP Insurance Risk Model
XING Yongsheng, WU Rong
2005, 21(4): 397-402.
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Comparison of CUSUM, GLR, GEWMA and RFCuscore in Detecting Mean Shifts of Stable Processes
ZHAO Ning, HAN Dong, TSUNG Fugee
2005, 21(4): 403-411.
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New System and Algorithm of Exponential Smoothing Models of Time Series
LI Suoping, LIU Kunhui
2005, 21(4): 412-418.
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Estimation of the Variance of Partial Sums for ρ*-Mixing Random Variables
WANG Cong, ZHANG Lixin
2005, 21(4): 419-430.
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Ruin Problems for a Sparre Andersen Risk Model
ZHAO Xianghua, YIN Chuancun
2005, 21(4): 431-442.
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Parameter Design for Asymmetric Loss Function
CHENG Yan, WU Xizhi
2005, 21(4): 443-448.
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