Top 20 hottest articles
between 15.05.2018 and 15.11.2018

1
O.M. Baksalary, G.P.H. Styan
Some comments on the diversity of Vermeer paintings depicted on postage stamps
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28 (1)
2
A. Oliveira, A. Seijas-Macias
An Approach to Distribution of the Product of Two Normal Variables
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32 (1-2)
3
S.M. Aleixo, J.L. Rocha
Von Bertalanffy's growth dynamics with strong Allee effect
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32 (1-2)
4
O.M. Baksalary, G.P.H. Styan
Some comments on the life and publications of Jerzy K. Baksalary (1944-2005)
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28 (1)
5
M. Murat, D. Szynal
On the Bayes estimators of the parameters of inflated modified power series distributions
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20 (2)
6
C. Cordeiro, M. M. Neves
Computational intensive methods for prediction and imputation in time series analysis
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31 (1-2)
7
E.H. Deme, A. Diop, S. Diouf
On the extremes of a class of nonstationary processes with heavy tailed innovations
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37 (1-2)
8
B. Stawiarski
On non-existence of moment estimators of the GED power parameter
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36 (1-2)
9
Ch.H. Müller
Redescending M-estimators in regression analysis, cluster analysis and image analysis
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24 (1)
10
R.M. Huggins, D.Z. Loesch, G. Qian
Application of the Rasch model in categorical pedigree analysis using MCEM: I binary data
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24 (2)
11
G.R. Guerreiro, J.T. Mexia
An alternative approach to bonus malus
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24 (2)
12
T. Bednarski, F. Borowicz
On a robust significance test for the Cox regression model
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26 (2)
13
M. Ferreira
On the tail index estimation of an autoregressive Pareto process
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33 (1-2)
14
C.A. Coelho, L. M. Grilo
Near-exact distributions for the generalized wilks lambda statistic
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30 (1)
15
V. Pipiras, M.S. Taqqu
Semi-additive functionals and cocycles in the context of self-similarity
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30 (2)
16
R. Różański, A. Zagdański
On the consistency of sieve bootstrap prediction intervals for stationary time series
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24 (1)
17
E. G±siorek, A. Michalski, R. Zmy¶lony
Tests of independence of normal random variables with known and unknown variance ratio
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20 (2)
18
M. Fonseca, J.T. Mexia, R. Zmy¶lony
Estimators and tests for variance components in cross nested orthogonal designs
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23 (2)
19
M. Krzy¶ko, M. Skorzybut, W. Wołyński
Classifiers for doubly multivariate data
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31 (1-2)
20
P.P. Mota
Normality assumption for the log-return of the stock prices
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32 (1-2)