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1997, Volume 49, Issue 4
- 749-760 Replenishment-Depletion Urn in Equilibrium
by L.R. Shenton & K.O. Bowman - 761-775 Choosing a Linear Model with a Random Number of Change-Points and Outliers
by Henri Caussinus & Faouzi Lyazrhi - 777-799 A Berry-Esséen Theorem for Serial Rank Statistics
by Marc Hallin & Khalid Rifi
1997, Volume 49, Issue 3
- 395-410 Assessing the Error Probability of the Model Selection Test
by Hidetoshi Shimodaira - 411-434 Bootstrapping Log Likelihood and EIC, an Extension of AIC
by Makio Ishiguro & Yosiyuki Sakamoto & Genshiro Kitagawa - 435-446 A Fenchel Duality Aspect of Iterative I-Projection Procedures
by Bhaskar Bhattacharya & Richard Dykstra - 447-466 Empirical Likelihood Type Confidence Intervals Under Random Censorship
by Gianfranco Adimari - 467-491 Estimation and Bootstrap with Censored Data in Fixed Design Nonparametric Regression
by Ingrid Van Keilegom & Noël Veraverbeke - 493-517 Statistical Inference in Single-Index and Partially Nonlinear Models
by Jiti Gao & Hua Liang - 519-529 Joint Distributions of Numbers of Success-Runs and Failures Until the First Consecutive k Successes in a Binary Sequence
by N. Balakrishnan - 531-539 Probability Distribution Functions of Succession Quotas in the Case of Markov Dependent Trials
by Demetrios Antzoulakos & Andreas Philippou - 541-554 Distributions Minimizing Fisher Information for Location in Kolmogorov Neighbourhoods
by Eden Wu & P. Chan - 555-567 On a Class of Characterization Problems for Random Convex Combinations
by Ludwig Baringhaus & Rudolf Grübel - 569-584 Comparison of Normal Linear Experiments by Quadratic Forms
by Czesław Stępniak - 585-599 On the Asymptotic Expectations of Some Unit Root Tests in a First Order Autoregressive Process in the Presence of Trend
by Rolf Larsson
1997, Volume 49, Issue 2
- 199-209 The Convergence Rate of Fixed-Width Sequential Confidence Intervals for a Parameter of an Exponential Distribution
by Keiichi Hirose & Eiichi Isogai & Chikara Uno - 211-229 Estimation in a Discrete Reliability Growth Model Under an Inverse Sampling Scheme
by Ananda Sen & Arthur Fries - 231-235 A Note on the Best Invariant Estimator of a Distribution Function Under the Kolmogorov-Smirnov Loss
by Zhiqiang Chen & Eswar Phadia - 237-254 On Tests of Symmetry Against One-Sided Alternatives
by Bhaskar Bhattacharya - 255-269 Testing Departures from Gamma, Rayleigh and Truncated Normal Distributions
by Joan Del Castillo & Pedro Puig - 271-283 Detection of Changes in Linear Sequences
by Lajos Horváth - 285-297 Sharp Error Bounds for Asymptotic Expansions of the Distribution Functions for Scale Mixtures
by Ryoichi Shimizu & Yasunori Fujikoshi - 299-313 On Geometric-Stable Laws, a Related Property of Stable Processes, and Stable Densities of Exponent One
by B. Ramachandran - 315-319 Regressional Characterization of the Generalized Inverse Gaussian Population
by J. Pusz - 321-340 Linear Model Selection Based on Risk Estimation
by J. Venter & J. Snyman - 341-354 Aliasing Effects and Sampling Theorems of Spherical Random Fields when Sampled on a Finite Grid
by Ta-Hsin Li & Gerald North - 355-370 Differentiable Functionals and Smoothed Bootstrap
by Antonio Cuevas & Juan Romo - 371-393 Convex Models of High Dimensional Discrete Data
by Max Woodbury & Kenneth Manton & H. Tolley
1997, Volume 49, Issue 1
- 1-24 Diagnosing Bootstrap Success
by Rudolf Beran - 25-34 Von Mises ω2-Statistic and the generalized Bayesian Bootstraps
by Albert Lo & V. Sazonov - 35-55 Quantile Processes in the Presence of Auxiliary Information
by Biao Zhang - 57-78 Bounding the L1 Distance in Nonparametric Density Estimation
by Subrata Kundu & Adam Martinsek - 79-99 Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency
by Jianqing Fan & Theo Gasser & Irène Gijbels & Michael Brockmann & Joachim Engel - 101-115 Some Methods for Estimation in a Negative-Binomial Model
by Eiji Nakashima - 117-121 A Note on Maximum Variance of Order Statistics from Symmetric Populations
by Nickos Papadatos - 123-139 Waiting Time Distributions Associated with Runs of Fixed Length in Two-State Markov Chains
by M. Koutras - 141-153 Formulae and Recursions for the Joint Distribution of Success Runs of Several Lengths
by Anant Godbole & Stavros Papastavridis & Robert Weishaar - 155-169 Start-Up Demonstration Tests Under Markov Dependence Model with Corrective Actions
by N. Balakrishnan & S. Mohanty & S. Aki - 171-180 Uniform Mixtures Via Posterior Means
by Arjun Gupta & Jacek Wesolowski - 181-197 Asymptotic Expansions of Posterior Distributions in Nonregular Cases
by Subhashis Ghosal & Tapas Samanta
1996, Volume 48, Issue 4
- 603-620 A proof of independent Bartlett correctability of nested likelihood ratio tests
by Akimichi Takemura & Satoshi Kuriki - 621-630 Quenouille-type theorem on autocorrelations
by Simon Ku & Eugene Seneta - 631-644 Local Linearization method for the numerical solution of stochastic differential equations
by R. Biscay & J. Jimenez & J. Riera & P. Valdes - 645-662 Stochastic comparisons and bounds for aging renewal process shock models and their applications
by M. Bhattachariee - 663-673 Bayesian nonparametric predictive inference and bootstrap techniques
by P. Muliere & P. Secchi - 675-686 Mass shifting roles of negative kernel mass in density estimation
by Michael Sturgeon - 687-709 Estimation of a multivariate Box-Cox transformation to elliptical symmetry via the empirical characteristic function
by Adolfo Quiroz & Miguel Nakamura & Francisco Pérez - 711-730 Empirical Bayes sequential estimation for exponential families: The untruncated component
by Rohana Karunamuni - 731-755 Limit theorems for the maximum likelihood estimate under general multiply Type II censoring
by Fanhui Kong & Heliang Fei - 757-771 Recurrence relations for single and product moments of progressive Type-II right censored order statistics from exponential and truncated exponential distributions
by Rita Aggarwala & N. Balakrishnan - 773-787 Sooner and later waiting time problems for success and failure runs in higher order Markov dependent trials
by S. Aki & N. Balakrishnan & S. Mohanty - 789-806 On a waiting time distribution in a sequence of Bernoulli trials
by M. Koutras
1996, Volume 48, Issue 3
- 403-421 On bootstrap estimation of the distribution of the studentized mean
by Peter Hall & Raoul LePage - 423-428 The maximum likelihood estimators in a multivariate normal distribution with AR(1) covariance structure for monotone data
by Hironori Fujisawa - 429-449 Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
by Marc Hallin & Lanh Tran - 451-467 Minimax kernels for density estimation with biased data
by Colin Wu & Andrew Mao - 469-495 Sensitivity analysis of M-estimates
by Jan Víšek - 497-507 On sequential fixed-width confidence intervals for the mean and second-order expansions of the associated coverage probabilities
by Nitis Mukhopadhyay & Sujay Datta - 509-518 Improved estimation under Pitman's measure of closeness
by Stavros Kourouklis - 519-534 Relationships for moments of order statistics from the right-truncated generalized half logistic distribution
by N. Balakrishnan & Rita Aggarwala - 535-549 Sequential order statistics and k-out-of-n systems with sequentially adjusted failure rates
by Erhard Cramer & Udo Kamps - 551-561 Derivation of the probability distribution functions for succession quota random variables
by Demetrios Antzoulakos & Andreas Philippou - 563-572 Characterizations based on conditional expectations of the doubled truncated distribution
by J. Ruiz & J. Navarro - 573-576 A characterization of certain discrete exponential families
by T. Nguyen & A. Gupta & Y. Wang - 577-602 Asymptotically efficient autoregressive model selection for multistep prediction
by R. Bhansali
1996, Volume 48, Issue 2
- 201-213 The threshold method for estimating total rainfall
by Shigeru Mase - 215-228 A state-space approach to polygonal line regression
by Nobuhisa Kashiwagi - 229-246 Empirical Bayes detection of a change in distribution
by Rohana Karunamuni & Shunpu Zhang - 247-255 Relationships between pure tail orderings of lifetime distributions and some concepts of residual life
by Javier Rojo - 257-265 A measure of discrimination between two residual life-time distributions and its applications
by Nader Ebrahimi & S. Kirmani - 267-281 Minimum distance regression-type estimates with rates under weak dependence
by George Roussas & Yannis Yatracos - 283-294 The quasi-likelihood estimation in regression
by Jong-Wuu Wu - 295-314 Bahadur efficiency and robustness of studentized score tests
by Xuming He & Qi-man Shao - 315-336 Nonparametric tests for bounds on the derivative of a regression function
by Nancy Heckman & Bing Li - 337-347 The limiting normality of the test statistic for the two-sample problem induced by a convex sum distance
by Kaoru Fueda - 349-364 Loss of information of a statistic for a family of non-regular distributions
by Masafumi Akahira - 365-380 Third order efficiency implies fourth order efficiency: A resolution of the conjecture of J. K. Ghosh
by Masafumi Akahira - 381-394 The exact distribution of indefinite quadratic forms in noncentral normal vectors
by Serge Provost & Edmund Rudiuk - 395-402 On optimal third order rotatable designs
by Norman Draper & Berthold Heiligers & Friedrich Pukelsheim
1996, Volume 48, Issue 1
- 1-15 Confidence sets centered at C p -estimators
by Rudolf Beran - 17-28 Bayesian calibration in the estimation of the age of rhinoceros
by J. Plessis & A. Merwe - 29-48 Estimation of second-order properties from jittered time series
by Peter Thomson & Peter Robinson - 49-59 Bartlett's formulae—Closed forms and recurrent equations
by Georgi Boshnakov - 61-74 Curved exponential families of stochastic processes and their envelope families
by Uwe Küchler & Michael Sørensen - 75-88 Asymptotics and bootstrap for inverse Gaussian regression
by Gutti Babu & Yogendra Chaubey - 89-95 r-k Class estimation in regression model with concomitant variables
by Masayuki Jimichi & Nobuo Inagaki - 97-110 Fuzzy weighted scaled coefficients in semi-parametric model
by Jong-Wuu Wu & Jiahn-Bang Jang & Tzong-Ru Tsai - 111-125 A note on the simple structural regression model
by R. Arellano-Valle & H. Bolfarine - 127-144 The maximum size of the planar sections of random spheres and its application to metallurgy
by Rinya Takahashi & Masaaki Sibuya - 145-155 Iterated probability distributions and extremes with random sample size
by B. Rauhut - 157-168 Towards a unification of certain characterizations by conditional expectations
by Caterina Dimaki & Evdokia Xekalaki - 169-184 Moment solution to an urn model
by L. Shenton & K. Bowman - 185-199 Lifetime distribution and estimation problems of consecutive-k-out-of-n:F systems
by Sigeo Aki & Katuomi Hirano
1995, Volume 47, Issue 4
- 601-619 Area-interaction point processes
by A. Baddeley & M. Lieshout - 621-636 Finite population corrections for ranked set sampling
by G. Patil & A. Sinha & C. Taillie - 637-644 On estimating domain totals over a subpopulation
by Kun He - 645-663 Deconvolving a density from contaminated dependent observations
by Christian Hesse - 665-674 On construction of improved estimators in multiple-design multivariate linear models under general restriction
by T. Shiraishi & Y. Konno - 675-691 A two-stage rank test using density estimation
by Willem Albers - 693-717 LAN of extreme order statistics
by Michael Falk - 719-730 Likelihood ratio tests for symmetry against one-sided alternatives
by Richard Dykstra & Subhash Kochar & Tim Robertson - 731-742 GeneralizedF-tests for unbalanced nested designs under heteroscedasticity
by Malwane Ananda - 743-766 Runs, scans and URN model distributions: A unified Markov chain approach
by M. Koutras & V. Alexandrou - 767-783 Approximating by the Wishart distribution
by Tönu Kollo & Dietrich Rosen - 785-799 Craig-Sakamoto's theorem for the Wishart distributions on symmetric cones
by G. Letac & H. Massam
1995, Volume 47, Issue 3
- 401-414 Real estate price prediction under asymmetric loss
by Michael Cain & Christian Janssen - 415-433 Sooner and later waiting time problems in a two-state Markov chain
by Masayuki Uchida & Sigeo Aki - 435-446 Exact and limiting distributions of the number of successions in a random permutation
by James Fu - 447-459 Identifiability of mixtures of power-series distributions and related characterizations
by Theofanis Sapatinas - 461-464 Quasi profile and directed likelihoods from estimating functions
by O. Barndorff-Nielsen - 465-482 Parametric ranked set sampling
by Lynne Stokes - 483-491 Change point estimation in non-monotonic aging models
by Murari Mitra & Sujit Basu - 493-503 Bayes estimation in a mixture inverse Gaussian model
by Ramesh Gupta & H. Akman - 505-523 Testing homogeneity with an ordered alternative in a two-factor layout by combiningp-values
by Ramal Moonesinghe & F. Wright - 525-549 Generalized Cramér-von Mises tests of goodness of fit for doubly censored data
by Jian-Jian Ren - 551-579 Local asymptotic normality of multivariate ARMA processes with a linear trend
by Bernard Garel & Marc Hallin - 581-600 Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators
by Masanobu Taniguchi & Madan Puri
1995, Volume 47, Issue 2
- 195-209 Local asymptotic normality of a sequential model for marked point processes and its applications
by Yoichi Nishiyama - 211-224 Bayesian multiperiod forecasts for ARX models
by Shu-Ing Liu - 225-235 Joint distributions of numbers of success-runs and failures until the first consecutivek successes
by Sigeo Aki & Katuomi Hirano - 237-251 A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators
by Xiaojing Xiang - 253-266 Kernel-type density and failure rate estimation for associated sequences
by Isha Bagai & B. Prakasa Rao - 267-271 Estimating the asymptotic dispersion of theL 1 median
by Arup Bose - 273-286 Some modifications of improved estimators of a normal variance
by Nobuo Shinozaki - 287-307 Componentwise estimation of ordered parameters ofk (≥2) exponential populations
by G. Vijayasree & Neeraj Misra & Harshinder Singh - 309-320 LR test for random-effects covariance structure in a parallel profile model
by Takahisa Yokoyama - 321-350 Complete classes of tests for regularly varying distributions
by Jacek Kowalski - 351-369 Stochastic regression model with heteroscedastic disturbance
by Der-Shin Chang & Guan-Chyun Lin - 371-384 Relating quantiles and expectiles under weighted-symmetry
by Belkacem Abdous & Bruno Remillard - 385-399 Determinant formulas with applications to designing when the observations are correlated
by Wolfgang Bischoff
1995, Volume 47, Issue 1
- 1-20 On the approximation of continuous time threshold ARMA processes
by P. Brockwell & O. Stramer - 21-29 Some properties of convex hulls generated by homogeneous Poisson point processes in an unbounded convex domain
by A. Nagaev - 31-48 Optimal order for two servers in tandem
by Genji Yamazaki & Hiroshi Ito - 49-64 Quasi-likelihood or extended quasi-likelihood? An information-geometric approach
by Paul Vos - 65-80 Optimizing the smoothed bootstrap
by Suojin Wang - 81-97 The convergence rates of empirical Bayes estimation in a multiple linear regression model
by Laisheng Wei & Shunpu Zhang - 99-104 A note on accelerated sequential estimation of the mean of NEF-PVF distributions
by Arup Bose & Nitis Mukhopadhyay - 105-117 Estimation of a quantile in some nonstandard cases
by Xiaojing Xiang - 119-128 Admissibility of prediction intervals
by Yoshikazu Takada - 129-136 Residuals in the growth curve model
by Dietrich Rosen - 137-153 Multiple outlier detection in growth curve model with unstructured covariance matrix
by Jian-Xin Pan & Kai-Tai Fang - 155-165 Minimax tests for convex cones
by Lutz Dümbgen - 167-170 An example of a two-sided Wilcoxon signed rank test which is not unbiased
by Peter Amrhein - 171-176 A characterization of the Pearson system of distributions and the associated orthogonal polynomials
by V. Papathanasiou - 177-183 Bivariate distributions via a Pareto conditional distribution and a regression function
by Jacek Wesolowski - 185-193 Maximum variance of order statistics
by Nickos Papadatos
1994, Volume 46, Issue 4
- 605-623 The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother
by Genshiro Kitagawa - 625-631 Canonical correlation and reduction of multiple time series
by Mohsen Pourahmadi - 633-640 Asymptotic distribution of maximal autoregressive process with weight tending to 1
by Nobuo Inagaki - 641-648 Weibull renewal processes
by Nikos Yannaros - 649-666 The geometric structure of the expected/observed likelihood expansions
by Luigi Pace & Alessandra Salvan - 667-682 Edgeworth expansions for spectral mean estimates with applications to Whittle estimates
by Daniel Janas - 683-705 Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
by Ayanendranath Basu & Bruce Lindsay - 707-722 Sampling designs for regression coefficient estimation with correlated errors
by Yingcai Su & Stamatis Cambanis - 723-736 Estimation of parameters in a two-parameter exponential distribution using ranked set sample
by Kin Lam & Bimal Sinha & Zhong Wu - 737-755 Adaptive choice of trimming proportions
by Jana Jurečková & Roger Koenker & A. Welsh - 757-768 Tukey's linear sensitivity and order statistics
by H. Nagaraja - 769-775 On the joint distribution of Grubbs' statistics
by Tea-Yuan Hwang & Chin-Yuan Hu - 777-796 Success runs of lengthk in Markov dependent trials
by S. Mohanty - 797-802 Necessary conditions for characterization of laws via mixed sums
by Anthony Pakes
1994, Volume 46, Issue 3
- 405-428 Separation of spin synchronized signals
by T. Higuchi & G. Crawford & R. Strangeway & C. Russell - 429-452 Multiperiod Bayesian forecasts forAR models
by Shu-Ing Liu - 453-474 Estimating non-linear functions of the spectral density, using a data-taper
by Rainer Sachs - 475-486 On asymptotic normality of pseudo likelihood estimates for pairwise interaction processes
by Jens Jensen & Hans Künsch - 487-495 Bootstrapping a Bayes estimator of a survival function with censored data
by Martin Wells & Ram Tiwari - 497-507 Approximate Bayesian shrinkage estimation
by Wang-Shu Lu - 509-519 Improved sequential estimation of means of exponential distributions
by N. Mukhopadhyay - 521-535 Variable location and scale kernel density estimation
by M. Jones & I. McKay & T. Hu - 537-555 Nonparametric estimation of compound distributions with applications in insurance
by S. Pitts - 557-571 The exact density function of the ratio of two dependent linear combinations of chi-square variables
by Serge Provost & Edmund Rudiuk - 573-586 Decentered directional data
by Bernard Boulerice & Gilles Ducharme - 587-592 On equivalence of weak convergence and moment convergence of life distributions
by Gwo Lin - 593-604 On Fisher information inequalities in the presence of nuisance parameters
by Vasant Bhapkar & Cidambi Srinivasan
1994, Volume 46, Issue 2
- 203-220 Bayesian and likelihood inference from equally weighted mixtures
by Tom Leonard & John Hsu & Kam-Wah Tsui & James Murray - 221-249 Bayesian sequential reliability for Weibull and related distributions
by Dongchu Sun & James Berger - 251-265 Testing for no effect in nonparametric regression via spline smoothing techniques
by Juei-Chao Chen - 267-278 On statistical models for regression diagnostics
by Bo-Cheng Wei & Jian-Qing Shih - 279-293 Nonparametric time series regression
by Young Truong - 295-308 Minimax estimation of a variance
by Thomas Ferguson & Lynn Kuo - 309-315 An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process
by W. Wefelmeyer - 317-331 Estimation of parameters in the beta binomial model
by Ram Tripathi & Ramesh Gupta & John Gurland - 333-342 Positive dependence orderings and stopping times
by Bruno Bassan & Marco Scarsini - 343-349 On the limit behaviour of the joint distribution function of order statistics
by H. Finner & M. Roters - 351-360 Characterizations of the Poisson process as a renewal process via two conditional moments
by Shun-Hwa Li & Wen-Jang Huang & Mong-Na Huang - 361-371 On some multivariate gamma-distributions connected with spanning trees
by T. Royen - 373-388 The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family
by Dankmar Böhning & Ekkehart Dietz & Rainer Schaub & Peter Schlattmann & Bruce Lindsay - 389-403 Optimal designs with respect to Elfving's partial minimax criterion in polynomial regression
by Holger Dette & William Studden
1994, Volume 46, Issue 1
- 1-19 Robust priors for smoothing and image restoration
by Hans Künsch - 21-28 Conditional properties of Bayesian interval estimates
by Anna Nicolaou - 29-41 The Kullback-Leibler risk of the Stein estimator and the conditional MLE
by Takemi Yanagimoto - 43-55 Maximum likelihood estimation in exponential orthogeodesic models
by Preben Blæsild - 57-66 The singly truncated normal distribution: A non-steep exponential family
by Joan Castillo - 67-75 Estimation of density functionals
by Rudolf Grübel - 77-82 Sequential estimation of a parameter of an exponential distribution
by Eiichi Isogal & Chikara Uno - 83-93 Robust estimation ofk-component univariate normal mixtures
by B. Clarke & C. Heathcote - 95-116 Double shrinkage estimation of ratio of scale parameters
by Tatsuya Kubokawa - 117-126 Semi-empirical likelihood ratio confidence intervals for the difference of two sample means
by Jing Qin - 127-136 LBI tests of independence in bivariate exponential distributions
by Martin Bilodeau & Takeaki Kariya - 137-145 Likelihood ratio tests for a class of non-oblique hypotheses
by Xiaomi Hu & F. Wright - 147-164 Onm-dependence and Edgeworth expansions
by Wei-Liem Loh