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Content
2012, Volume 82, Issue 7
- 1242-1250 Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model
by Lu, Dawei
- 1251-1258 Optimal surrender strategies for equity-indexed annuity investors with partial information
by Wei, Jiaqin & Wang, Rongming & Yang, Hailiang
- 1259-1266 On latent process models in multi-dimensional space
by Shang, Zuofeng
- 1267-1272 An exponential bound for Cox regression
by Goldberg, Y. & Kosorok, M.R.
- 1273-1284 Local M-estimation for jump-diffusion processes
by Wang, Yunyan & Zhang, Lixin & Tang, Mingtian
- 1285-1289 On interval and point estimators based on a penalization of the modified profile likelihood
by Ventura, Laura & Racugno, Walter
- 1290-1296 Some recursive formulas related to inverse moments of the random variables with binomial-type distributions
by Zhao, Feng-Zhen
- 1297-1302 A practical ad hoc adjustment to the Simes P-value
by Lloyd, Chris J.
- 1303-1309 A note on exponential state feedback stabilizability by a Razumikhin type theorem of mild solutions of SDEs with delay
by Govindan, T.E. & Ahmed, N.U.
- 1310-1317 Bayesian estimation of parameters for the bivariate Gompertz regression model with shared gamma frailty under random censoring
by Hanagal, David D. & Sharma, Richa
- 1318-1325 Estimating common mean and heterogeneity variance in two study case meta-analysis
by Rukhin, Andrew L.
- 1326-1330 Statistical causality and orthogonality of local martingales
by Valjarević, Dragana & Petrović, Ljiljana
- 1331-1336 The compound Pascal model with dividends paid under random interest
by Geng, Xianmin & Wang, Ying
- 1337-1345 Varying kernel density estimation on R+
by Mnatsakanov, Robert & Sarkisian, Khachatur
- 1346-1351 A simplified representation of the covariance structure of axially symmetric processes on the sphere
by Huang, Chunfeng & Zhang, Haimeng & Robeson, Scott M.
- 1352-1357 Bounds on the complier average causal effect in randomized trials with noncompliance
by Chiba, Yasutaka
- 1358-1366 The discounted penalty function with multi-layer dividend strategy in the phase-type risk model
by Jiang, Wuyuan & Yang, Zhaojun & Li, Xinping
- 1367-1373 Some new lower bounds to centered and wrap-round L2-discrepancies
by Chatterjee, Kashinath & Li, Zhaohai & Qin, Hong
- 1374-1382 Sequential maximum likelihood estimation for reflected generalized Ornstein–Uhlenbeck processes
by Bo, Lijun & Yang, Xuewei
- 1383-1387 Canonical higher-order kernels for density derivative estimation
by Henderson, Daniel J. & Parmeter, Christopher F.
- 1388-1390 Remarks on maximal inequalities for non-negative demisubmartingales
by Prakasa Rao, B.L.S.
- 1391-1400 Estimation with left-truncated and right censored data: A comparison study
by Ahmadi, Jafar & Doostparast, Mahdi & Parsian, Ahmad
- 1401-1406 The Hausman–Taylor panel data model with serial correlation
by Baltagi, Badi H. & Liu, Long
- 1407-1412 Conditional dependence diagnostic in the latent class model: A simulation study
by Subtil, Ana & de Oliveira, M. Rosário & Gonçalves, Luzia
- 1413-1421 On spatial conditional mode estimation for a functional regressor
by Dabo-Niang, Sophie & Kaid, Zoulikha & Laksaci, Ali
- 1422-1429 A note on bounds for the causal infectiousness effect in vaccine trials
by Chiba, Yasutaka
- 1430-1438 Limiting spectral distribution of block matrices with Toeplitz block structure
by Basu, Riddhipratim & Bose, Arup & Ganguly, Shirshendu & Hazra, Rajat Subhra
- 1439-1444 Asymmetry tests for bifurcating auto-regressive processes with missing data
by de Saporta, Benoîte & Gégout-Petit, Anne & Marsalle, Laurence
- 1445-1453 A multi-point Metropolis scheme with generic weight functions
by Martino, Luca & Del Olmo, Victor Pascual & Read, Jesse
- 1454-1462 Additive hazards models for gap time data with multiple causes
by Sankaran, P.G. & Anisha, P.
- 1463-1467 An empirical likelihood confidence interval for the volume under ROC surface
by Wan, Shuwen
- 1468-1473 Structure of a double autoregressive process driven by a hidden Markov chain
by Liu, Ji-Chun
- 1474-1478 Constraints placed on random sequences by their compressibility
by Davie, George
- 1479-1487 Invertibility of random submatrices via tail-decoupling and a matrix Chernoff inequality
by Chrétien, Stéphane & Darses, Sébastien
2012, Volume 82, Issue 6
- 1043-1048 Set valued probability and its connection with set valued measure
by Stojaković, Mila
- 1049-1053 Quantile based entropy function
by Sunoj, S.M. & Sankaran, P.G.
- 1054-1058 A Dubins type solution to the Skorokhod embedding problem
by Baker, David M.
- 1059-1066 An EPPF from independent sequences of geometric random variables
by Mena, Ramsés H. & Walker, Stephen G.
- 1067-1081 An exponentiated exponential binomial distribution with application
by Bakouch, Hassan S. & Ristić, Miroslav M. & Asgharzadeh, A. & Esmaily, L. & Al-Zahrani, Bander M.
- 1082-1087 A martingale transformation for superprocesses
by He, Hui & Luan, Nana
- 1088-1094 Pseudo-Bayesian A-optimal designs for estimating the point of maximum in component-amount Darroch–Waller mixture model
by Mandal, N.K. & Pal, Manisha & Aggarwal, M.L.
- 1095-1101 D-optimal designs for quadratic mixture canonical polynomials with spline
by Zhang, Chongqi & Peng, Heng
- 1102-1110 The missing mass problem
by Berend, Daniel & Kontorovich, Aryeh
- 1111-1115 Regression quantiles and their two-step modifications
by Jurečková, Jana & Picek, Jan
- 1116-1119 Is the p-value a good measure of evidence? Asymptotic consistency criteria
by Grendár, M.
- 1120-1128 Bounds on exponential moments of hitting times for reflected processes on the positive orthant
by Lee, Chihoon
- 1129-1135 Some aspects of minimum variance unbiased estimation in presence of ancillary statistics
by Nayak, Tapan K. & Sinha, Bimal
- 1136-1144 Numerical issues in estimation of integral curves from noisy diffusion tensor data
by Sakhanenko, Lyudmila
- 1145-1150 Strongly consistent nonparametric tests of conditional independence
by Györfi, László & Walk, Harro
- 1151-1159 Exponential stability in terms of two measures of impulsive stochastic functional differential systems via comparison principle
by Yao, Fengqi & Deng, Feiqi
- 1160-1168 A note on the domination inequalities and their applications
by Ren, Yaofeng & Shen, Jing
- 1169-1174 Analytic calculations for the EM algorithm for multivariate skew-t mixture models
by Vrbik, I. & McNicholas, P.D.
- 1175-1184 Moderate deviations for some nonparametric estimators with errors in variables
by Zhao, Shoujiang & Liu, Qiaojing
- 1185-1192 Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier
by Xu, Xiaoming
- 1193-1201 A simple variance inequality for U-statistics of a Markov chain with applications
by Fort, G. & Moulines, E. & Priouret, P. & Vandekerkhove, P.
- 1202-1207 On Dobrushin’s inequality
by Szewczak, Zbigniew S.
- 1208-1217 Strong law of large numbers for weighted U-statistics: Application to incomplete U-statistics
by Nasari, Masoud M.
2012, Volume 82, Issue 5
- 865-870 A note on the construction of locally D- and DS-optimal designs for the binary logistic model with several explanatory variables
by Kabera, M. Gaëtan & Haines, Linda M. & Ndlovu, Principal
- 871-875 A note on the bilateral inequality for a sequence of random variables
by Liu, Jicheng
- 876-884 Two sample distribution-free inference based on partially rank-ordered set samples
by Gao, Jinguo & Ozturk, Omer
- 885-893 Best constants in the weak type inequalities for a martingale conditional square function
by Osȩkowski, Adam
- 894-901 Strong convergence of ESD for the generalized sample covariance matrices when p/n→0
by Bao, Zhigang
- 902-906 A note on the robustness of the continual reassessment method
by Azriel, David
- 907-915 On parametrization, robustness and sensitivity analysis in a marginal structural Cox proportional hazards model for point exposure
by Tchetgen Tchetgen, Eric J. & Robins, James
- 916-924 On a rapid simulation of the Dirichlet process
by Zarepour, Mahmoud & Labadi, Luai Al
- 925-931 Chebyshev’s inequality for Banach-space-valued random elements
by Zhou, Ling & Hu, Ze-Chun
- 932-941 Nonparametric estimation of density under bias and multiplicative censoring via wavelet methods
by Abbaszadeh, Mohammad & Chesneau, Christophe & Doosti, Hassan
- 942-948 On weak dependence conditions for Poisson autoregressions
by Doukhan, Paul & Fokianos, Konstantinos & Tjøstheim, Dag
- 949-958 On tail index estimation using a sample with missing observations
by Ilić, Ivana
- 959-964 Semicircle law of Tyler’s M-estimator for scatter
by Frahm, Gabriel & Glombek, Konstantin
- 965-971 A law of the single logarithm for weighted sums of arrays applied to bootstrap model selection in regression
by Lafaye de Micheaux, Pierre & Léger, Christian
- 972-978 Approximate maximum entropy on the mean for instrumental variable regression
by Loubes, Jean-Michel & Rochet, Paul
- 979-990 Reflected backward stochastic differential equations with time delayed generators
by Zhou, Qing & Ren, Yong
- 991-997 Objective priors for generative star-shape models
by Liang, Ye & Sun, Dongchu
- 998-1004 Fitting birth-and-death queueing models to data
by Whitt, Ward
- 1005-1011 A functional linear model for time series prediction with exogenous variables
by Goia, Aldo
- 1012-1020 On distribution of randomly ordered uniform incremental weighted averages: Divided difference approach
by Soltani, Ahmad Reza & Roozegar, Rasool
- 1021-1027 The uniform central limit theorem for the tent map
by Bae, Jongsig & Hwang, Changha & Jun, Doobae
- 1028-1034 On the smoothness of conditional expectation functionals
by Song, Kyungchul
- 1035-1039 A note on generating random variables with log-concave densities
by Devroye, Luc
2012, Volume 82, Issue 4
- 707-712 A note on a dependent risk model with constant interest rate
by Liu, Xijun & Gao, Qingwu & Wang, Yuebao
- 713-719 Limit distribution of a roundoff error
by Shimura, Takaaki
- 720-725 On the infinitesimal dispersion of multivariate Markov counting systems
by Bretó, Carles
- 726-732 On the robustness of two-stage estimators
by Zhelonkin, Mikhail & Genton, Marc G. & Ronchetti, Elvezio
- 733-738 On areas of random triangles
by Baringhaus, Ludwig
- 739-747 A note on the structure of the quadratic subspace in discriminant analysis
by Velilla, Santiago
- 748-757 An approximation to the Rosenblatt process using martingale differences
by Chen, Chao & Sun, Liya & Yan, Litan
- 758-764 Crossing points of distributions and a theorem that relates them to second order stochastic dominance
by Osuna, Edgar Elias
- 765-774 Robustifying principal component analysis with spatial sign vectors
by Taskinen, Sara & Koch, Inge & Oja, Hannu
- 775-782 Step-up procedure controlling generalized family-wise error rate
by Wang, Li & Xu, Xingzhong
- 783-785 On partial sums of hitting times
by Palacios, José Luis & Renom, José M.
- 786-797 Enhanced consistency of the Resampled Convolution Particle Filter
by Vila, Jean-Pierre
- 798-804 Characterizations of symmetric distributions based on Rényi entropy
by Fashandi, M. & Ahmadi, Jafar
- 805-811 Some geometric mixed integer-valued autoregressive (INAR) models
by Nastić, Aleksandar S. & Ristić, Miroslav M.
- 812-817 V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model
by Lee, Oesook
- 818-826 Constructing archimedean copulas from diagonal sections
by Wysocki, Włodzimierz
- 827-832 A note on fuzzy set-valued Brownian motion
by Bongiorno, Enea G.
- 833-839 On standardizing the signed root log likelihood ratio statistic
by Jiang, L. & Wong, A.C.M.
- 840-842 A note on conflict of information and subexponential densities
by Rifo, L.R. & Santos, J.D.
- 843-851 Nonparametric estimation of the regression function having a change point in generalized linear models
by Huh, Jib
- 852-858 The space-fractional Poisson process
by Orsingher, Enzo & Polito, Federico
- 859-863 Classification loss function for parameter ensembles in Bayesian hierarchical models
by Ginestet, Cedric E. & Best, Nicky G. & Richardson, Sylvia
2012, Volume 82, Issue 3
- 411-418 Weak norm inequalities for martingales and geometry of Banach spaces
by Osȩkowski, Adam
- 419-426 Asymmetric GARCH processes featuring both threshold effect and bilinear structure
by Choi, M.S. & Park, J.A. & Hwang, S.Y.
- 427-432 New examples of heavy-tailed O-subexponential distributions and related closure properties
by Lin, Jianxi & Wang, Yuebao
- 433-437 A characterization of the bivariate negative binomial distribution via α-monotonicity
by Sreehari, M.
- 438-445 Prior influence in linear regression when the number of covariates increases to infinity
by Leon-Novelo, Luis & Casella, George
- 446-454 On extensions of Hoeffding’s inequality for panel data
by Yao, Lili & Jiang, Wenxin
- 455-463 Asymptotics for dependent Bernoulli random variables
by Wu, Lan & Qi, Yongcheng & Yang, Jingping
- 464-472 Strong approximations and sequential change-point analysis for diffusion processes
by Mihalache, Stefan
- 473-477 A theory for the multiset sampler
by Chen, Yuguo
- 478-487 An estimate of the remainder of a limit theorem
by He, Jianjun
- 488-495 Strong consistency of the stationary bootstrap under ψ-weak dependence
by Hwang, Eunju & Shin, Dong Wan
- 496-504 On the Gerber–Shiu function for a risk model with multi-layer dividend strategy
by Bratiichuk, Mykola
- 505-513 Spline estimators for semi-functional linear model
by Zhou, Jianjun & Chen, Min
- 514-518 Some optimal bounds in the central limit theorem using zero biasing
by Tyurin, I.S.
- 519-527 A note on the modified two-way MANOVA tests
by Zhang, Jin-Ting & Xiao, Shengning
- 528-534 A rough margin-based linear ν support vector regression
by Xu, Yitian
- 535-541 Rank-based inference for the single-index model
by Feng, Long & Zou, Changliang & Wang, Zhaojun
- 542-547 Complementary design theory for sliced equidistance designs
by He, Yuanzhen & Ai, Mingyao
- 548-556 Optimal rates of convergence in the Weibull model based on kernel-type estimators
by Mercadier, Cécile & Soulier, Philippe
- 557-564 Absolutely continuous measure for a jump-type Fleming–Viot process
by da Silva, Telles Timóteo & Fragoso, Marcelo Dutra
- 565-573 Asymptotically unbiased estimation of the second order tail parameter
by de Wet, Tertius & Goegebeur, Yuri & Munch, Maria Reimert
- 574-585 Preservation properties of a homogeneous Poisson process stopped at an independent random time
by Salehi, E.T. & Badía, F.G. & Asadi, M.
- 586-591 A note on transition density for the reflected Ornstein–Uhlenbeck process
by Xing, Xiaoyu & Xing, Yongsheng & Yang, Xuewei
- 592-598 Universally optimal designs under an interference model with equal left- and right-neighbor effects
by Filipiak, Katarzyna
- 599-605 A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in Rn
by Vakeroudis, S. & Yor, M.
- 606-613 Testing the covariance function of stationary Gaussian random fields
by Taheriyoun, Ali Reza
- 614-620 Asymptotic behavior of the solution of heat equation driven by fractional white noise
by Song, Jian
- 621-625 On the nonidentifiability property of Archimedean copula models under dependent censoring
by Wang, Antai
- 626-635 Model-based likelihood ratio confidence intervals for survival functions
by Subramanian, Sundarraman
- 636-644 Two-sample Dvoretzky–Kiefer–Wolfowitz inequalities
by Wei, Fan & Dudley, Richard M.
- 645-652 Exact asymptotics of supremum of a stationary Gaussian process over a random interval
by Arendarczyk, Marek & Dȩbicki, Krzysztof
- 653-663 Weighted composite quantile estimation and variable selection method for censored regression model
by Tang, Linjun & Zhou, Zhangong & Wu, Changchun
- 664-671 Atomic decompositions of Banach lattice-valued martingales
by Zhang, Xueying & Zhang, Chuanzhou
- 672-682 Anticipated backward stochastic differential equations with non-Lipschitz coefficients
by Wu, Hao & Wang, Wenyuan & Ren, Jie
- 683-691 Maximal and moment inequalities for demimartingales and N-demimartingales
by Christofides, Tasos C. & Hadjikyriakou, Milto
- 692-698 Asymptotic power comparison of three tests in GMANOVA when the number of observed points is large
by Yamada, Takayuki & Sakurai, Tetsuro
- 699-704 Heat equation with a general stochastic measure on nested fractals
by Radchenko, Vadym & Zähle, Martina
2012, Volume 82, Issue 2
- 217-224 Approximation of the variance gamma model with a finite mixture of normals
by Loregian, Angela & Mercuri, Lorenzo & Rroji, Edit
- 225-231 Shrinkage estimation for identification of linear components in additive models
by Lian, Heng
- 232-239 Some inequalities for demimartingales and N-demimartingales
by Hu, Shuhe & Wang, Xinghui & Yang, Wenzhi & Wang, Xuejun
- 240-251 Stochastic integration with respect to the sub-fractional Brownian motion with H∈(0,12)
by Shen, Guangjun & Chen, Chao
- 252-261 A two-parameter of weighted exponential distributions
by Shakhatreh, M.K.
- 262-267 An order-theoretic mixing condition for monotone Markov chains
by Kamihigashi, Takashi & Stachurski, John
- 268-273 A short note on the GI/Geo/1 queueing system
by Pacheco, A. & Samanta, S.K. & Chaudhry, M.L.
- 274-282 A bias corrected nonparametric regression estimator
by Yao, Weixin
- 283-290 New results on stochastic comparisons of two-component series and parallel systems
by Misra, Neeraj & Misra, Amit Kumar
- 291-294 An elementary proof of the lower bound of Cramér’s Theorem in Rd
by Yang, Xiangfeng
- 295-302 Stochastic orders of the Marshall–Olkin extended distribution
by Nanda, Asok K. & Das, Suchismita
- 303-307 Continuous inspection with memory
by Gusev, Andrey L.
- 308-317 Variable selection and coefficient estimation via composite quantile regression with randomly censored data
by Jiang, Rong & Qian, Weimin & Zhou, Zhangong
- 318-325 Weighted-mean regions of a probability distribution
by Dyckerhoff, Rainer & Mosler, Karl
- 326-331 Generalized δ-shock model via runs
by Eryılmaz, Serkan
- 332-339 Prediction with measurement errors in finite populations
by Singer, Julio M. & Stanek, Edward J. & Lencina, Viviana B. & González, Luz Mery & Li, Wenjun & San Martino, Silvina
- 340-347 Asymptotic behavior and the moderate deviation principle for the maximum of a Dyck path
by Kousha, Termeh
- 348-356 A simple extension of boosting for asymmetric mislabeled data
by Hayashi, Kenichi
- 357-359 Sufficient statistic likelihood construction for age- and time-dependent multi-state joint recapture and recovery data
by McCrea, R.S.
- 360-364 On the asymptotic distribution of a unit root test against ESTAR alternatives
by Hanck, Christoph
- 365-370 On equivalencies between design-based and regression-based variance estimators for randomized experiments
by Samii, Cyrus & Aronow, Peter M.
- 371-377 Testing the no-treatment effect based on a possibly misspecified accelerated failure time model
by Hattori, Satoshi
- 378-384 Convergence rate for predictive recursion estimation of finite mixtures
by Martin, Ryan
- 385-395 Rates of convergence of extreme for general error distribution under power normalization
by Chen, Shouquan & Wang, Chao & Zhang, Geng
- 396-402 Missing information and an optimal one-step plan in a Type II progressive censoring scheme
by Park, Sangun & Ng, Hon Keung Tony
- 403-410 An explicit representation of Verblunsky coefficients
by Bingham, N.H. & Inoue, Akihiko & Kasahara, Yukio
2012, Volume 82, Issue 1
- 1-6 Bootstrap confidence interval for a correlation curve
by Nilsson, William & del Barrio Castro, Tomás
- 7-14 An inverse first-passage problem for one-dimensional diffusions with random starting point
by Abundo, Mario
- 15-21 On the estimation of the shape parameter of the gamma distribution in second-order asymptotics
by Takagi, Yoshiji
- 22-28 A note on a Marčenko–Pastur type theorem for time series
by Yao, Jianfeng
- 29-36 An empirical likelihood approach to quantile regression with auxiliary information
by Tang, Cheng Yong & Leng, Chenlei
- 37-39 On convex hull of d-dimensional fractional Brownian motion
by Davydov, Yu.
- 40-48 The first-passage times of phase semi-Markov processes
by Zhang, Xuan & Hou, Zhenting
- 49-57 The class of tenable zero-balanced Pólya urns with an initially dominant subset of colors
by Kholfi, Sanaa & Mahmoud, Hosam M.
- 58-62 Asymptotic efficiency of ridge estimator in linear and semiparametric linear models
by Luo, June
- 63-66 Empirical likelihood for the parametric part in partially linear errors-in-function models
by Huang, Zhensheng
- 67-71 A generalized Isserlis theorem for location mixtures of Gaussian random vectors
by Vignat, C.
- 72-76 Superlarge deviation probabilities for sums of independent lattice random variables with exponential decreasing tails
by Rozovsky, Leonid
- 77-83 Wrapped weighted exponential distributions
by Roy, Shongkour & Adnan, Mian Arif Shams
- 84-95 A new family of convex weakly compact valued random variables in Banach space and applications to laws of large numbers
by Castaing, Charles & Quang, Nguyen Van & Thuan, Nguyen Tran
- 96-102 A new generalized p-value for testing equality of inverse Gaussian means under heterogeneity
by Shi, Jian-Hong & Lv, Jiang-Long
- 103-108 Spectral analytic comparisons for data augmentation
by Roy, Vivekananda
- 109-115 A normal inverse Gaussian model for a risky asset with dependence
by Leonenko, N.N. & Petherick, S. & Sikorskii, A.
- 116-122 Moderate deviations for a risk model based on the customer-arrival process
by Shen, Xinmei & Zhang, Yi
- 123-129 A law of large numbers result for a bifurcating process with an infinite moving average representation
by Terpstra, Jeff T. & Elbayoumi, Tamer
- 130-138 Ruin probabilities of a bidimensional risk model with investment
by Zhang, Yuanyuan & Wang, Wensheng
- 139-144 Backbone decomposition for continuous-state branching processes with immigration
by Kyprianou, A.E. & Ren, Y.-X.
- 145-150 On the convergence of LePage series in Skorokhod space
by Davydov, Youri & Dombry, Clément
- 151-157 On the orthogonal component of BSDEs in a Markovian setting
by Réveillac, Anthony
- 158-164 A note on using periodogram-based distances for comparing spectral densities
by Jentsch, Carsten & Pauly, Markus
- 165-172 A note on first-passage times of continuously time-changed Brownian motion
by Hieber, Peter & Scherer, Matthias
- 173-179 L1-consistent estimation of the density of residuals in random design regression models
by Devroye, Luc & Felber, Tina & Kohler, Michael & Krzyżak, Adam
- 180-185 Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information
by Cai, Zongwu & Fang, Ying & Su, Jia
- 186-190 Inequalities for martingale transforms and related characterizations of Hilbert spaces
by Osȩkowski, Adam
- 191-195 The diminishing segment process
by Ambrus, Gergely & Kevei, Péter & Vígh, Viktor
- 196-202 A note on Gaussian correlation inequalities for nonsymmetric sets
by Lim, Adrian P.C. & Luo, Dejun
- 203-211 The K-level crossings of a random algebraic polynomial with dependent coefficients
by Matayoshi, Jeffrey
- 212-216 Almost surely convergent summands of a random sum
by Chobanyan, S. & Levental, S. & Mandrekar, V.
2011, Volume 81, Issue 12
Printed from https://ideas.repec.org/s/eee/stapro18.html
