Probability and Mathematical Statistics, 32, z. 2, 2012

Do non-strictly stable laws on positively graduated simply connected nilpotent Lie groups lie in their own domain of normal attraction?

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Domain of normal attraction, stable semigroup, simply connected nilpotent Lie group, Heisenberg group, group of type H.

On completeness of random transition counts for Markov chains. II

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Markov chain, random transition count, minimal sufficient statistic, complete statistic

On elementary characterizations of the α-modifi ed Poisson distribution

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Poisson distribution, a-modified Poisson distribution, a-modified binomial distribution, Delaporte distribution, Riordan a symbol.

Moments of Poisson stochastic integrals with random integrands

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Poisson stochastic integrals, moment identities, Bell polynomials, Poisson–Skorohod integral

Parabolic martingales and non-symmetric Fourier multipliers

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Non-symmetric Fourier multiplier, martingale transform

On a Bahadur–Kiefer representation of von Mises statistic type for intermediate sample quantiles

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Bahadur–Kiefer type representation, intermediate sample quantiles, Bahadur–Kiefer processes, empirical processes, quantile processes, von Mises statistic type approximation, slightly trimmed sum.

Second-order theory for iteration stable tessellations

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Chord-power integral, integral geometry, iteration/nesting, martingale theory, pair-correlation function, random geometry, random tessellation, stochastic stability, stochastic geometry

Data driven score tests for univariate symmetry based on nonsmooth functions

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Testing symmetry, data driven score test, rank test, selection rule, hybrid test, Monte Carlo study

Data driven tests for univariate symmetry

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Testing symmetry, data driven score test, selection rule, rank test, vanishing shortcoming, Kallenberg efficiency, Hungarian construction, modified sign test, hybrid test, optimal Bayes test, Monte Carlo study


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