column
Change-Point in the Mean of Heavy-Tailed Dependent Observations
Han Sier, Tian Zheng, Wang Hongjun
2008, 24(4): 337-344.
Abstract PDF
A Backward Stochastic Differential Equations Based on Infinite Horizon and Its Application
Lin Xiangyun, Wang Xiangrong, Zhang Rui
2008, 24(4): 345-353.
Abstract PDF
The Admissibility and Nonnegative Estimators of Variance Components in Mixed Models
Fan Yonghui, Wang Songgui
2008, 24(4): 354-360.
Abstract PDF
Empirical Likelihood-Based Inference with Missing and Censored Data
Zheng Ming, Du Wei
2008, 24(4): 361-370.
Abstract PDF
Estimation of the Parameters in the Lognormal Distribution with Grouped and Right-Censored Data
Liu Xin, Chen Hui, Fei Heliang
2008, 24(4): 371-380.
Abstract PDF
The Dependence Analysis between Minimum and Maximum Order Statistics
Liang Fengzhen, Shi Daoji
2008, 24(4): 381-387.
Abstract PDF
Multi-Mixture System and Its Optimal Experimental Design
Sun Xuebo
2008, 24(4): 388-398.
Abstract PDF
On Sufficient and Necessary Condition of a Strong Law of Large Numbers for Negatively Associated Random Variables
Liu Lixin, Cheng Shihong
2008, 24(4): 399-406.
Abstract PDF
Approximating Null Distribution of the M-Test Statistics in Linear Models
Zhao Lincheng, Wu Xiaoyan, Yang Yaning
2008, 24(4): 407-420.
Abstract PDF
The Ordered Alternatives Test Problem based on Aligned Ranks in Complete Block Design
Wang Jinglong, Li Guijun
2008, 24(4): 421-431.
Abstract PDF
Strong Consistency of Parameters' Bootstrap Estimators in Two-Dimensional Exponential Signal Model
Zhang Qiong, Guo Dawei
2008, 24(4): 432-440.
Abstract PDF
Updating Equations of Linear Models with Dependent Errors
Luo Ji
2008, 24(4): 441-448.
Abstract PDF