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Content
July 2003, Volume 63, Issue 3
June 2003, Volume 63, Issue 2
- 113-121 The Markov approximation of the random fields on Cayley trees and a class of small deviation theorems
by Liu, Wen & Wang, Liying
- 123-131 On a new sample rank of an order statistics and its concomitant
by EryIlmaz, S. & Bairamov, I. G.
- 133-143 A law of the iterated logarithm for geometrically weighted series of negatively associated random variables
by Huang, Wei
- 145-155 -deficiency of the Kaplan-Meier estimator
by Lemdani, Mohamed & Ould-Saïd, Elias
- 157-163 Improved rank-based dependence measures for categorical data
by Vandenhende, François & Lambert, Philippe
- 165-175 Empirical Bayes estimation and its superiority for two-way classification model
by Wei, Laisheng & Chen, Jiahua
- 177-184 Hellinger distance estimation of nonlinear dynamical systems
by Hili, Ouagnina
- 185-195 On a criterion of Riemannian distance for singularity and absolute continuity of probability measures
by Kim, Yoon Tae & Lee, Kee Won
- 197-203 Empirical Bayes prediction intervals in a normal regression model: higher order asymptotics
by Basu, Ruma & Ghosh, J. K. & Mukerjee, Rahul
- 205-213 D-optimal designs for weighted polynomial regression
by Fang, Zhide
- 215-221 A note on natural exponential families with cuts
by Bar-Lev, Shaul K. & Pommeret, Denys
May 2003, Volume 63, Issue 1
- 1-12 Estimation for unequally spaced time series of counts with serially correlated random effects
by Omori, Yasuhiro
- 13-23 On asymptotics of the maximal gain without losses
by Frolov, Andrei N.
- 25-34 Estimation of a bivariate symmetric distribution function
by Modarres, Reza
- 35-39 Pseudo-minimax linear and mixed regression estimation of regression coefficients when prior estimates are available
by Shalabh, H. & Toutenburg, H.
- 41-48 Estimation in change-point hazard function models
by Wu, C. Q. & Zhao, L. C. & Wu, Y. H.
- 49-59 Robust estimation of nonlinear regression with autoregressive errors
by Sinha, Sanjoy K. & Field, Christopher A. & Smith, Bruce
- 61-65 Local asymptotic normality for the scale parameter of stable processes
by Woerner, Jeannette H. C.
- 67-78 Central limit theorem for dependent multidimensionally indexed random variables
by Christofides, Tasos C. & Mavrikiou, Petroula M.
- 79-87 A criterion for right continuity of filtrations generated by group-valued additive processes
by Zapala, August M.
- 89-95 Comments on a recent limit theorem of Quine
by Galambos, J. & Simonelli, I.
- 97-105 Extremes of sub-sampled integer-valued moving average models with heavy-tailed innovations
by Hall, A. & Scotto, M. G.
- 107-112 Covariance identity for multinomial trials
by Rukhin, Andrew. L.
May 2003, Volume 62, Issue 4
- 325-333 Determination of the modes of a Multinomial distribution
by Gall, Françoise Le
- 335-343 Non-exponential stability of scalar stochastic Volterra equations
by Appleby, John A. D. & Reynolds, David W.
- 345-354 Extremal properties of sums of Bernoulli random variables
by León, Carlos A. & Perron, François
- 355-360 Information matrices of maximal parameter subsystems in linear models
by Klein, Thomas
- 361-370 On a minimum correlation problem
by Bondesson, Lennart
- 371-378 A model for spatial survival
by Finkelstein, M. S.
- 379-390 Nonparametric estimation equations for time series data
by Cai, Zongwu
- 391-396 Distributions on spheres and random variables distributed on the interval (-1,1)
by Schott, James R.
- 397-405 A note on the asymptotic normality of the ET method for extreme quantile estimation
by Diebolt, Jean & Girard, Stéphane
- 407-412 A bivariate beta distribution
by Olkin, Ingram & Liu, Ruixue
- 413-418 Optimal crossover designs under a general model
by Bose, Mausumi & Mukherjee, Bhramar
- 419-427 On maximizing a design estimation efficiency using hidden projection properties
by Evangelaras, H. & Koukouvinos, C.
April 2003, Volume 62, Issue 3
- 211-221 On the length of the longest run in a multi-state Markov chain
by Vaggelatou, Eutichia
- 223-228 Probability matching priors for predicting unobservable random effects with application to ANOVA models
by Chang, In Hong & Kim, Byung Hwee & Mukerjee, Rahul
- 229-243 Inferences about the scale parameter of the gamma distribution based on data mixed from censoring and grouping
by Mi, Jie & Naranjo, Arlene
- 245-250 A note on optimal foldover design
by Fang, Kai-Tai & Lin, Dennis K. J. & Qin, Hong
- 251-262 Limit theorems for the empirical distribution function in the spatial case
by Fazekas, István
- 263-274 A sieve bootstrap test for stationarity
by Psaradakis, Zacharias
- 275-280 A note on vertex-reinforced random walks
by Dai, Jack Jie
- 281-291 Some boundary-crossing results for linear diffusion processes
by Choi, Changsun & Nam, Dougu
- 293-303 Consistency of logistic regression coefficient estimates calculated from a training sample
by Hadjicostas, Petros
- 305-315 Exact statistical solutions using the inverse Bayes formulae
by Tian, Guo-Liang & Tan, Ming
- 317-321 A martingale inequality and large deviations
by Li, Yulin
April 2003, Volume 62, Issue 2
- 101-110 Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples
by Yang, Shanchao
- 111-115 Remark on semigroup techniques and the maximum likelihood estimation
by Daria, Loukianova
- 117-122 A probabilistic interpretation of the [theta]-method
by Hörfelt, Per
- 123-135 Approximate ML and REML estimation for regression models with spatial or time series AR(1) noise
by Reinsel, Gregory C. & Cheang, Wai-Kwong
- 137-144 A bound on the expected maximal deviation of averages from their means
by Hamers, Michael & Kohler, Michael
- 145-154 Indistinguishability of absolutely continuous and singular distributions
by Lalley, Steven P. & Nobel, Andrew
- 155-161 Exact and possible viability for controlled diffusions
by Mazliak, Laurent & Rainer, Catherine
- 163-173 A bootstrap approximation to a unit root test statistic for heavy-tailed observations
by Horváth, Lajos & Kokoszka, Piotr
- 175-187 Racetrack betting and consensus of subjective probabilities
by Brown, Lawrence D. & Lin, Yi
- 189-201 On hidden Markov chains and finite stochastic systems
by Spreij, Peter
- 203-209 Estimation of the population mean using random selection in ranked set samples
by Rahimov, I. & Muttlak, H. A.
March 2003, Volume 62, Issue 1
- 1-7 Testing relative risk under random censoring
by Kirmani, Syed N. U. A. & Dauxois, Jean-Yves
- 9-21 Sign test of independence between two random vectors
by Taskinen, Sara & Kankainen, Annaliisa & Oja, Hannu
- 23-34 A clustering procedure based on the comparison between the k nearest neighbors graph and the minimal spanning tree
by González-Barrios, José María & Quiroz, Adolfo J.
- 35-43 On the accuracy of multivariate compound Poisson approximation
by Novak, S. Y.
- 45-48 Lipschitz continuous processes for given marginals
by Dubischar, Daniel
- 49-60 Dimensions of random trees
by Konsowa, Mokhtar H. & Oraby, Tamer F.
- 61-70 Optimal dichotomization for repeated screening tests
by Wang, Ming-Dauh & Geisser, Seymour
- 71-77 Functional local law of the iterated logarithm for geometrically weighted random series
by Stoica, George
- 79-86 A limit theorem for partial sums of random variables and its applications
by Liu, Wen & Yan, Jia-an & Yang, Weiguo
- 87-92 On the maximum total sample size of a group sequential test about binomial proportions
by Kepner, James L. & Chang, Myron N.
- 93-100 Limit distributions for products of sums
by Qi, Yongcheng
February 2003, Volume 61, Issue 4
- 337-346 Deconvolution kernel estimator for mean transformation with ordinary smooth error
by Qin, Huai-Zhen & Feng, Shi-Yong
- 347-357 On strong versions of the central limit theorem
by Rychlik, Zdzislaw & Szuster, Konrad S.
- 359-371 A law of the iterated logarithm for global values of waiting time in multiphase queues
by Minkevicius, Saulius & Steisunas, Stasys
- 373-382 Degeneracy in the maximum likelihood estimation of univariate Gaussian mixtures with EM
by Biernacki, Christophe & Chrétien, Stéphane
- 383-394 A quadratic bootstrap method and improved estimation in logistic regression
by Claeskens, Gerda & Aerts, Marc & Molenberghs, Geert
- 395-401 A Bayesian interpretation of the multivariate skew-normal distribution
by Liseo, Brunero & Loperfido, Nicola
- 403-410 On point measures of [var epsilon]-upcrossings for stationary diffusions
by Grigelionis, Bronius
- 411-419 Nonstationary covariance functions that model space-time interactions
by Ma, Chunsheng
- 421-428 Inverting a saddlepoint approximation
by Arevalillo, Jorge M.
- 429-438 Asymptotic properties of stable densities and the asymmetric large deviation problems
by Nagaev, A. V.
- 439-445 A two sample quantile test with applications to randomized block designs
by Sim, Songyong & Kim, Seongbum & Park, Gilju & Park, Jaesoon
February 2003, Volume 61, Issue 3
- 225-234 Optimality of neighbor balanced designs under mixed effects model
by Filipiak, K. & Markiewicz, A.
- 237-252 Asymptotics of M-estimators in non-linear regression with long memory designs
by Koul, Hira L. & Baillie, Richard T.
- 253-259 Interpretation via Brownian motion of some independence properties between GIG and gamma variables
by Matsumoto, Hiroyuki & Yor, Marc
- 261-268 Log-periodogram estimation of the memory parameter of a long-memory process under trend
by Sibbertsen, Philipp
- 269-276 On class , class , and compound distributions in reliability
by Mohan, N. R. & Ravi, S.
- 277-286 A note on functional CLT for truncated sums
by Pozdnyakov, Vladimir
- 287-298 A semiparametric method of boundary correction for kernel density estimation
by Alberts, T. & Karunamuni, R. J.
- 299-308 Order restricted estimators: some bias results
by Sampson, Allan R. & Singh, Harshinder & Whitaker, Lyn R.
- 309-319 The proportional hazards regression with a censored covariate
by Lee, Sungim & Park, S. H. & Park, Jinho
- 321-336 Necessary and sufficient conditions for weak convergence of smoothed empirical processes
by Radulovic, Dragan & Wegkamp, Marten
January 2003, Volume 61, Issue 2
- 123-131 Dispersion measures and dispersive orderings
by Ramos, Héctor M. & Sordo, Miguel A.
- 133-143 The rate of consistency of the quasi-maximum likelihood estimator
by Berkes, István & Horváth, Lajos
- 145-154 A non-linear explicit filter
by Genon-Catalot, Valentine
- 155-162 Strong invariance under a Bayesian point of view
by Montanero, Jesús & Nogales, Agustín G. & Oyola, José A. & Pérez, Paloma
- 163-175 Evaluation of reliability bounds by set covering models
by Koutras, M. V. & Tsitmidelis, S. & Zissimopoulos, V.
- 177-190 Long memory and stochastic trend
by Leipus, Remigijus & Viano, Marie-Claude
- 191-198 Hutchinson-Lai's conjecture for bivariate extreme value copulas
by Hürlimann, Werner
- 199-213 Serial rank statistics for detection of changes
by Husková, M.
- 215-224 A note on construction of nearly uniform designs with large number of runs
by Fang, Kai-Tai & Qin, Hong
January 2003, Volume 61, Issue 1
- 1-15 Local time for processes indexed by a partially ordered set
by Ivanoff, B. Gail & Sawyer, P.
- 17-30 On Bayesian estimators in misspecified change-point problems for Poisson process
by Dabye, Ali S. & Farinetto, Christian & Kutoyants, Yury A.
- 31-40 A note on the almost sure central limit theorem for some dependent random variables
by Dudzinski, Marcin
- 41-50 Some limit properties of the multivariate function sequences of discrete random variables
by Liu, Wen
- 51-59 The exact distribution of the k-tuple statistic for sequence homology
by Lou, W. Y. Wendy
- 61-70 Bootstrapping parameter estimated degenerate U and V statistics
by Jiménez-Gamero, M. D. & Muñoz-García, J. & Pino-Mejías, R.
- 71-81 The sequential estimation in stochastic regression model with random coefficients
by Lee, Sangyeol
- 83-89 Poisson approximation by constrained exponential tilting
by Kathman, Steven J. & Terrell, George R.
- 91-96 An order-preserving property of the maximum likelihood estimates for the Rasch model
by Bertoli-Barsotti, Lucio
- 97-109 Testing variances in wavelet regression models
by Oyet, Alwell J. & Sutradhar, Brajendra
- 111-121 On exact minimax wavelet designs obtained by simulated annealing
by Oyet, Alwell J. & Wiens, Douglas P.
December 2002, Volume 60, Issue 4
- 343-350 Normalizations for periodogram-based unit root tests
by Evans, Barry A. & Dickey, David A.
- 351-357 The connectivity of a graph on uniform points on [0,1]d
by Appel, Martin J. B. & Russo, Ralph P.
- 359-365 An efficient computational method for moments of order statistics under progressive censoring
by Balakrishnan, N. & Childs, A. & Chandrasekar, B.
- 367-375 Limiting behavior of weighted sums with stable distributions
by Pingyan, Chen
- 377-386 The breakdown behavior of the maximum likelihood estimator in the logistic regression model
by Croux, Christophe & Flandre, Cécile & Haesbroeck, Gentiane
- 387-394 Asymptotic properties of a particular nonlinear regression quantile estimation
by Kim, Tae Soo & Kim, Hae Kyung & Hur, Sun
- 395-404 Testing for elliptical symmetry in covariance-matrix-based analyses
by Schott, James R.
- 405-415 Simultaneous confidence bands for ratios of survival functions via empirical likelihood
by McKeague, Ian W. & Zhao, Yichuan
- 417-424 The first exit time and ruin time for a risk process with reserve-dependent income
by Chiu, Sung Nok & Yin, Chuan Cun
- 425-435 The influence function of the Stahel-Donoho estimator of multivariate location and scatter
by Gervini, Daniel
- 437-444 An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss
by Jozani, Mohammad Jafari & Nematollahi, Nader & Shafie, Khalil
- 445-457 A characterization for mixtures of semi-Markov processes
by Epifani, I. & Fortini, S. & Ladelli, L.
- 459-473 Estimation for a class of generalized state-space time series models
by Fukasawa, T. & Basawa, I. V.
- 475-482 On the asymptotic location of high values of a stationary sequence
by Ferreira, H. & Scotto, M.
December 2002, Volume 60, Issue 3
- 241-252 Geometric absolute regularity of Banach space-valued autoregressive processes
by Allam, Abdelazziz & Mourid, Tahar
- 253-263 A note on quasi-maximum likelihood solutions to an inverse problem for Poisson processes
by Szkutnik, Zbigniew
- 265-278 Some comments on the estimation of a dependence index in bivariate extreme value statistics
by Beirlant, J. & Vandewalle, B.
- 279-288 On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control
by Situ, Rong
- 289-295 Establishing geometric drift via the Laplace transform of symmetric measures
by Hansen, Niels Richard & Hansen, Ernst
- 297-307 Optimal asymptotic quadratic errors of density estimators on random fields
by Biau, Gérard
- 309-312 A time-varying Markov chain model of term structure
by Mamon, Rogemar S.
- 313-320 Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test
by Stern, J. M. & Zacks, S.
- 321-327 Khinchin and Marcinkiewicz-Zygmund-type inequalities for quadratic forms of independent random variables
by Krantsberg, Alexander
- 329-341 Statistical inference on comparing two distribution functions with a possible crossing point
by Chen, Guijing & Chen, Jiahua & Chen, Yuming
November 2002, Volume 60, Issue 2
- 129-140 Exact distribution of a pre-test estimator for regression error variance when there are omitted variables
by Ohtani, Kazuhiro
- 141-154 On preservation of some shifted and proportional orders by systems
by Belzunce, Félix & Ruiz, José M. & Ruiz, M. Carmen
- 155-168 A frequency domain approach to some results on fractional Brownian motion
by Dzhaparidze, K. & Ferreira, J. A.
- 169-182 Further results on inquiry and truth possession
by Fallis, Don & Liddell, Gerrard
- 183-190 Combining dependent P-values
by Kost, James T. & McDermott, Michael P.
- 191-199 Another Esséen-type inequality for multivariate probability density functions
by Prakasa Rao, B. L. S.
- 201-209 Some remarks on coupling of dependent random variables
by Peligrad, Magda
- 211-217 Asymptotic properties of bandit processes with geometric responses
by Wang, Xikui
- 219-230 On the asymptotic distribution of a multivariate GR-estimate for a VAR(p) time series
by Terpstra, Jeffrey T. & Rao, M. Bhaskara
- 231-240 A new bivariate binomial distribution
by Biswas, Atanu & Hwang, Jing-Shiang
November 2002, Volume 60, Issue 1
- 1-6 Unimprovable solution to systems of empirical linear algebraic equations
by Serdobolskii, A. V.
- 7-15 Compound estimation of a monotone sequence
by Mashayekhi, Mostafa
- 17-31 Jackknifing type weighted least squares estimators in partially linear regression models
by You, Jinhong & Sun, Xiaoqian & Pang, Wan-kai & Leung, Ping-kei
- 33-47 On the asymptotic behavior of one-step estimates in heteroscedastic regression models
by Bianco, Ana & Boente, Graciela
- 49-58 Influence diagnostics in semiparametric regression models
by Kim, Choongrak & Park, Byeong U. & Kim, Woochul
- 59-68 Exact asymptotic -error of a kernel density estimator under censored data
by Lemdani, Mohamed & Ould-Saïd, Elias
- 69-74 Conditional score tests in the exponential family
by Nicolaou, Anna
- 75-79 Correcting size distortion of the Dickey-Fuller test via recursive mean adjustment
by Cook, Steven
- 81-89 Nonparametric comparison of regression curves by local linear fitting
by Gørgens, Tue
- 91-100 A Poisson model for gapped local alignments
by Metzler, Dirk & Grossmann, Steffen & Wakolbinger, Anton
- 101-109 Remarks on domination of maxima
by Hashorva, Enkelejd
- 111-120 Limiting spectral distribution of a special circulant
by Bose, Arup & Mitra, Joydip
- 121-127 A law of iterated logarithm for the wavelet transforms of i.i.d. random variables
by Cai, Haiyan
October 2002, Volume 59, Issue 4
- 329-340 Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise
by Davydov, Youri & Zitikis, Ricardas
- 341-351 A characterization of the rate of convergence in bivariate extreme value models
by Falk, Michael & Reiss, Rolf Dieter
- 353-360 Limit theorems for boundary function estimators
by Hwang, J. H. & Park, B. U. & Ryu, W.
- 361-365 Stability of option prices under uniform ellipticity
by Gagnon, Gregory
- 367-378 Approximations for moments of deficit at ruin with exponential and subexponential claims
by Cheng, Yebin & Tang, Qihe & Yang, Hailiang
- 379-384 An extension of Seshadri's identities for Brownian motion
by Ghomrasni, Raouf & Graversen, Svend Erik
- 385-396 Optimal orthogonal designs in two blocks for Becker's mixture models in three and four components
by Aggarwal, M. L. & Sarin, V. & Singh, Poonam
- 397-404 On the existence of moments of generalized order statistics
by Cramer, Erhard & Kamps, Udo & Rychlik, Tomasz
- 405-414 The IFR property for consecutive-k-out-of-n:F systems
by Cui, Lirong
- 415-424 Set-indexed processes with independent increments
by Balan, R. M.
- 425-435 A SLLN for a one-dimensional class cover problem
by DeVinney, Jason & Wierman, John C.
October 2002, Volume 59, Issue 3
- 219-225 Empirical simulation extrapolation for measurement error models with replicate measurements
by Devanarayan, Viswanath & Stefanski, Leonard A.
- 227-233 A note on the multivariate local limit theorem
by Bloznelis, M.
- 235-244 Estimation for mixtures of Markov processes
by Park, Jeong-gun & Basawa, I. V.
- 245-255 The rate of occurrence of failures for semi-Markov processes and estimation
by Ouhbi, Brahim & Limnios, Nikolaos
- 257-270 Consistency of error density and distribution function estimators in nonparametric regression
by Cheng, Fuxia
- 271-279 Second-order asymptotic expansion for the risk in classification of curved exponential populations
by Ducinskas, Kestutis & Saltyte, Jurate
- 281-292 Assessing the quality of bootstrap samples and of the bootstrap estimates obtained with finite resampling
by Yatracos, Yannis
- 293-305 Random function prediction and Stein's identity
by Nicoleris, Theodoros & Sagris, Anthony
- 307-315 Improved confidence estimators for the usual one-sided confidence intervals for the ratio of two normal variances
by Wang, Hsiuying
- 317-328 Interior singularity problem of some nonlinear elliptic equations
by Ren, Yan-Xia & Suo, Xiu-Yun & Yu, Xiang-Dong
September 2002, Volume 59, Issue 2
- 113-123 On cross-validation in kernel and partitioning regression estimation
by Walk, Harro
- 125-133 A unified approach in addition or deletion of two level factorial designs
by Evangelaras, H. & Koukouvinos, C. & Mantas, P.
- 135-144 Data analysis in supersaturated designs
by Li, Runze & Lin, Dennis K. J.
- 145-157 On spectral and random measures associated to discrete and continuous-time processes
by Boudou, Alain & Romain, Yves
- 159-167 Fisher information matrix for the Feller-Pareto distribution
by Brazauskas, Vytaras
- 169-181 The scaled [alpha]-Winsorized estimate of exponential scale for censored data: an analysis based on two influence functions
by Tableman, Mara & Gitelman, Alix I.
- 183-194 Almost-sure uniform error bounds of general smooth estimators of quantile density functions
by Cheng, Cheng
- 195-207 Multiple square tray distributions
by Kotz, Samuel & Fang, Hong-Bin & Wei, Gang
- 209-217 Invariance principles with logarithmic averaging for continuous local martingales
by Chaabane, Faouzi
August 2002, Volume 59, Issue 1
- 1-7 Extended generalized Hypergeometric probability distributions
by Kumar, C. Satheesh
- 9-16 Bent-cable asymptotics when the bend is missing
by Chiu, Grace & Lockhart, Richard & Routledge, Richard
- 17-22 Satisfactory orthogonal array and its checking method
by Shanqi, Pang & Sanyang, Liu & Yingshan, Zhang
- 23-28 Large deviations for kernel-type empirical distributions
by Shikimi, Takuhisa
- 29-35 Solution to Dalal and Mallows conjecture on monotone property of the joint distribution of order statistics
by Bai, Z. D. & Kwong, K. S.
- 37-52 Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes
by Castro, Glaysar & Girardin, Valerie
- 53-59 On certain self-decomposable self-similar processes with independent increments
by Akita, Koji & Maejima, Makoto
- 61-66 A new proof of strong consistency of kernel estimation of density function and mode under random censorship
by Gannoun, Ali & Saracco, Jérôme