International Scholarly Research Notices

Tightness Criterion and Weak Convergence for the Generalized Empirical Process in

Estimates of Inequality Indices Based on Simple Random, Ranked Set, and Systematic Sampling

A Cluster Truncated Pareto Distribution and Its Applications

Maximum Likelihood Estimator of AUC for a Bi-Exponentiated Weibull Model

Note on a Binomial Schedule for an M^X/G/1 Queueing System with an Unreliable Server

Sandwich Theorem of Cover Times

Multidimensional Structural Credit Modeling under Stochastic Volatility

Properties of the Parabolic Anderson Model and the Anderson Polymer Model

Dynkin's Games and Israeli Options

Minimum Variance Unbiased Estimation in the Gompertz Distribution under Progressive Type II Censored Data with Binomial Removals

Distributions Escaping to Infinity and the Limiting Power of the Cliff-Ord Test for Autocorrelation

Ranked Set Sampling: Its Relevance and Impact on Statistical Inference

Semiparametric Gaussian Variance-Mean Mixtures for Heavy-Tailed and Skewed Data

Credit Portfolios, Credibility Theory, and Dynamic Empirical Bayes

Stochastic Comparisons of Order Statistics and Spacings: A Review

International Scholarly Research Notices

Table of Contents

Table of Contents

Tightness Criterion and Weak Convergence for the Generalized Empirical Process in

Estimates of Inequality Indices Based on Simple Random, Ranked Set, and Systematic Sampling

A Cluster Truncated Pareto Distribution and Its Applications

Maximum Likelihood Estimator of AUC for a Bi-Exponentiated Weibull Model

Note on a Binomial Schedule for an M^X/G/1 Queueing System with an Unreliable Server

Sandwich Theorem of Cover Times

Multidimensional Structural Credit Modeling under Stochastic Volatility

Properties of the Parabolic Anderson Model and the Anderson Polymer Model

Dynkin's Games and Israeli Options

Minimum Variance Unbiased Estimation in the Gompertz Distribution under Progressive Type II Censored Data with Binomial Removals

Distributions Escaping to Infinity and the Limiting Power of the Cliff-Ord Test for Autocorrelation

Ranked Set Sampling: Its Relevance and Impact on Statistical Inference

Semiparametric Gaussian Variance-Mean Mixtures for Heavy-Tailed and Skewed Data

Credit Portfolios, Credibility Theory, and Dynamic Empirical Bayes

Stochastic Comparisons of Order Statistics and Spacings: A Review

International Scholarly Research Notices

Table of Contents

Table of Contents

Tightness Criterion and Weak Convergence for the Generalized Empirical Process in

Estimates of Inequality Indices Based on Simple Random, Ranked Set, and Systematic Sampling

A Cluster Truncated Pareto Distribution and Its Applications

Maximum Likelihood Estimator of AUC for a Bi-Exponentiated Weibull Model

Note on a Binomial Schedule for an MX/G/1 Queueing System with an Unreliable Server

Sandwich Theorem of Cover Times

Multidimensional Structural Credit Modeling under Stochastic Volatility

Properties of the Parabolic Anderson Model and the Anderson Polymer Model

Dynkin's Games and Israeli Options

Minimum Variance Unbiased Estimation in the Gompertz Distribution under Progressive Type II Censored Data with Binomial Removals

Distributions Escaping to Infinity and the Limiting Power of the Cliff-Ord Test for Autocorrelation

Ranked Set Sampling: Its Relevance and Impact on Statistical Inference

Semiparametric Gaussian Variance-Mean Mixtures for Heavy-Tailed and Skewed Data

Credit Portfolios, Credibility Theory, and Dynamic Empirical Bayes

Stochastic Comparisons of Order Statistics and Spacings: A Review

Note on a Binomial Schedule for an M^X/G/1 Queueing System with an Unreliable Server