Central limit theorems for local empirical processes near boundaries of sets

Central limit theorems for smoothed extreme value estimates of Poisson point processes boundaries

Central limit theorems in linear structural error-in-variables models with explanatory variables in the domain of attraction of the normal law

Central matricvariate and matrix multivariate T distributions

Challenging the empirical mean and empirical variance: a deviation study

Change detection in INAR(p) processes against various alternative hypotheses

Change point analysis of an exponential model based on Phi-divergence test-statistics: simulated critical points case

Change point estimation for the telegraph process observed at discrete times

Change-point estimation under adaptive sampling

Change-point in stochastic design regression and the bootstrap

Characterization of Bayes procedures for multiple endpoint problems and inadmissibility of the step-up procedure

Characterization of count data distributions involving additivity and binomial subsampling

Characterizations of joint distributions, copulas, information, dependence and decoupling, with applications to time series

Characterizations of the Extended Geometric, Harris, Negative Binomial and Gamma Distributions

Characterizing Markov equivalence classes for AMP chain graph models

Characterizing the generalized lambda distribution by L-moments

CHASSIS - Inverse Modelling of Relaxed Dynamical Systems

Chernoff's density is log-concave

Chernoff-Savage and Hodges-Lehmann results for Wilks' test of multivariate independence

Chi-square Intervals for a Poisson Parameter - Bayes, Classical and Structural