VOL. 38 · NO. 1 | March 2024
 
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Frontmatter
Braz. J. Probab. Stat. 38 (1), (March 2024)
No abstract available
Articles
Emmanuel Lesaffre, Hongchao Qi, Akalu Banbeta, Joost van Rosmalen
Braz. J. Probab. Stat. 38 (1), 1-31, (March 2024) DOI: 10.1214/24-BJPS598 Open Access
KEYWORDS: commensurate prior, historical data, meta-analytic-predictive prior, power prior, Pocock’s criteria, Randomized controlled trials
Qian Xiong, Zuoxiang Peng, Saralees Nadarajah
Braz. J. Probab. Stat. 38 (1), 32-52, (March 2024) DOI: 10.1214/23-BJPS588
KEYWORDS: Distortion risk premium estimation, Gaussian approximation, heavy tail, regular variation
Eduardo Ramos, Osafu A. Egbon, Pedro L. Ramos, Francisco A. Rodrigues, Francisco Louzada
Braz. J. Probab. Stat. 38 (1), 53-73, (March 2024) DOI: 10.1214/23-BJPS591
KEYWORDS: Bayesian analysis, gamma distribution, Matching prior, reference prior, Shannon entropy
G. N. Singh, D. Bhattacharyya, A. Bandyopadhyay
Braz. J. Probab. Stat. 38 (1), 74-87, (March 2024) DOI: 10.1214/23-BJPS593
KEYWORDS: Covid-19, sample surveys, adaptive cluster sampling, Randomized Response Techniques
Pascal Maillard, Olivier Wintenberger
Braz. J. Probab. Stat. 38 (1), 88-107, (March 2024) DOI: 10.1214/23-BJPS594
KEYWORDS: Random coefficient autoregressive model, stochastic recurrence equations, heavy tails, power-law tails, Second moment method
Ji-Gwon Pak, Mun-Chol Kim, Kon-Gun Kim
Braz. J. Probab. Stat. 38 (1), 108-127, (March 2024) DOI: 10.1214/23-BJPS595
KEYWORDS: Anticipated backward stochastic differential equation, backward stochastic differential equation, quadratic generator, unbounded terminal value
Myong-Guk Sin, Kang-Yu Ji, Sang-Jin Cha
Braz. J. Probab. Stat. 38 (1), 128-147, (March 2024) DOI: 10.1214/24-BJPS596
KEYWORDS: fractional Brownian motion, mean-field forward-backward stochastic differential equations, Comparison theorem, Lipschitz’s continuity, weak monotonicity
Alain Desgagné
Braz. J. Probab. Stat. 38 (1), 148-176, (March 2024) DOI: 10.1214/24-BJPS597 Open Access
KEYWORDS: heavy tails, M-estimator, robust weighted maximum likelihood estimator, relative excesses over a large threshold, Monte Carlo simulations, Outliers
Xuekang Zhang, Guangjun Shen
Braz. J. Probab. Stat. 38 (1), 177-191, (March 2024) DOI: 10.1214/24-BJPS599
KEYWORDS: Nonlinear stochastic differential equations, reflection, Trajectory fitting estimation, consistency, Asymptotic distributions
Backmatter
Braz. J. Probab. Stat. 38 (1), (March 2024)
No abstract available
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