A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model Agustín Hernández-BastidaM. Pilar Fernández-Sánchez OriginalPaper 29 April 2012 Pages: 391 - 409
Robust parameter estimation for the Ornstein–Uhlenbeck process Sonja Rieder OriginalPaper 26 May 2012 Pages: 411 - 436
An omnibus lack of fit test in logistic regression with sparse data Ying LiuPaul I. NelsonShie-Shien Yang OriginalPaper 06 June 2012 Pages: 437 - 452
Student-t censored regression model: properties and inference Reinaldo B. Arellano-ValleLuis M. CastroKarla A. Muñoz-Gajardo OriginalPaper 27 June 2012 Pages: 453 - 473
An extension of the standardized randomized response technique to a multi-stage setup Andreas Quatember OriginalPaper 07 September 2012 Pages: 475 - 484
Assessing the effect of the amount of financial aids to Piedmont firms using the generalized propensity score Michela BiaAlessandra Mattei OriginalPaper 01 May 2012 Pages: 485 - 516
Interval estimation for the Sharpe Ratio when returns are not i.i.d. with special emphasis on the GARCH(1,1) process with symmetric innovations Lucio De Capitani OriginalPaper 26 June 2012 Pages: 517 - 537