International Scholarly Research Notices

Dual Divergence Estimators of the Tail Index

A Logistic -Moment-Based Analog for the Tukey - , , , and - System of Distributions

A Note on the Central Limit Theorems for Dependent Random Variables

Matrix Variate Pareto Distribution of the Second Kind

Dependent Functional Data

On the Equivalence of Multirater Kappas Based on 2-Agreement and 3-Agreement with Binary Scores

A Two-Parameter Ratio-Product-Ratio Estimator Using Auxiliary Information

Strong Law of Large Numbers for Hidden Markov Chains Indexed by Cayley Trees

Uniform Asymptotics for the Finite-Time Ruin Probability of a Time-Dependent Risk Model with Pairwise Quasiasymptotically Independent Claims

M/G/1 Queues with Postponed Interruptions

Efficient Hedging of Options with Probabilistic Haar Wavelets

Does the Best-Fitting Curve Always Exist?

Inference on in the Two-Parameter Weibull Model Based on Records

Inference for the Geometric Extreme Exponential Distribution under Progressive Type II Censoring

A General Gaussian Interest Rate Model Consistent with the Current Term Structure

International Scholarly Research Notices

Table of Contents

Table of Contents

Dual Divergence Estimators of the Tail Index

A Logistic -Moment-Based Analog for the Tukey - , , , and - System of Distributions

A Note on the Central Limit Theorems for Dependent Random Variables

Matrix Variate Pareto Distribution of the Second Kind

Dependent Functional Data

On the Equivalence of Multirater Kappas Based on 2-Agreement and 3-Agreement with Binary Scores

A Two-Parameter Ratio-Product-Ratio Estimator Using Auxiliary Information

Strong Law of Large Numbers for Hidden Markov Chains Indexed by Cayley Trees

Uniform Asymptotics for the Finite-Time Ruin Probability of a Time-Dependent Risk Model with Pairwise Quasiasymptotically Independent Claims

M/G/1 Queues with Postponed Interruptions

Efficient Hedging of Options with Probabilistic Haar Wavelets

Does the Best-Fitting Curve Always Exist?

Inference on in the Two-Parameter Weibull Model Based on Records

Inference for the Geometric Extreme Exponential Distribution under Progressive Type II Censoring

A General Gaussian Interest Rate Model Consistent with the Current Term Structure