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Description: STATISTICS & PROBABILITY LETTERS adopts a novel and highly innovative approach to the publication of research findings in statistics and probability. It features concise articles, rapid publication and broad coverage of the statistics and probability literature. All areas of statistics and probability, including biostatistics ...
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Content
April 2007, Volume 77, Issue 8
- 811-816 Difference-based estimation for error variances in repeated measurement regression models
by Xu, Qinfeng & You, Jinhong
- 817-821 A note on sufficient dimension reduction
by Wen, Xuerong Meggie
- 822-825 Besov regularity of stochastic measures
by Radchenko, Vadym M.
- 826-831 The optional sampling theorem for submartingales in the sequentially planned context
by Fenoy, M. Mar & Ibarrola, Pilar
- 832-837 On the derivatives of the normalising constant of the Bingham distribution
by Kume, A. & Wood, Andrew T.A.
- 838-842 A characterization of subclasses of semi-selfdecomposable distributions by stochastic integral representations
by Maejima, Makoto & Miura, Manabu
- 843-852 Adaptive deadband control of a drifting process with unknown parameters
by Lian, Zilong & del Castillo, Enrique
- 853-861 Conservative confidence intervals based on weighted means statistics
by Rukhin, Andrew L.
April 2007, Volume 77, Issue 7
- 667-680 A Darling-Siegert formula relating some Bessel integrals and random walks
by De Gregorio, A. & Orsingher, E.
- 681-686 Unfair gambles in probability
by Beam, John
- 687-692 Some properties of a multifractional Brownian motion
by Lin, Zhengyan & Zheng, Jing
- 693-703 A note on uniform consistency of monotone function estimators
by Neumeyer, Natalie
- 704-709 Some efficient estimators of the domain parameters
by Agrawal, M.C. & Midha, Chand K.
- 710-716 Stability under products of sufficient, minimal sufficient and complete [sigma]-fields in the Bayesian case
by Chacón, J.E. & Montanero, J. & Nogales, A.G. & Pérez, P.
- 717-725 A new family of slash-distributions with elliptical contours
by Gómez, Héctor W. & Quintana, Fernando A. & Torres, Francisco J.
- 726-734 Convergence of quadratic forms with nonvanishing diagonal
by Bhansali, R.J. & Giraitis, L. & Kokoszka, P.S.
- 735-739 A note on the proportional hazards model with discontinuous data
by Yu, Qiqing
- 740-747 An application of reinforced urn processes to determining maximum tolerated dose
by Mezzetti, Maura & Muliere, Pietro & Bulla, Paolo
- 748-751 Moment representation of Bernoulli polynomial, Euler polynomial and Gegenbauer polynomials
by Sun, Ping
- 752-759 On processes with summable partial autocorrelations
by Debowski, Lukasz
March 2007, Volume 77, Issue 6
- 577-587 Life behavior of [delta]-shock model
by Li, Zehui & Kong, Xinbing
- 588-593 Entropy correlation coefficient for measuring predictive power of generalized linear models
by Eshima, Nobuoki & Tabata, Minoru
- 594-597 Ordering the dispersion of ordinary least squares under near-integration
by Bailey, Ralph W. & Burridge, Peter
- 598-603 A class of ordinal quasi-symmetry models for square contingency tables
by Kateri, Maria & Agresti, Alan
- 604-606 Generalization of Simmons' theorem
by Perrin, Olivier & Redside, Edmond
- 607-613 Efficient capital markets: A statistical definition and comments
by Milionis, Alexandros E.
- 614-620 On stochastic ordering for diffusion with jumps and applications
by Zhang, Xinsheng
- 621-624 Behavior of elemental sets in regression
by Olive, David J. & Hawkins, Douglas M.
- 625-631 Modified p-values for one-sided testing in restricted parameter spaces
by Wang, Hsiuying
- 632-643 Self-normalized Wittmann's laws of iterated logarithm in Banach space
by Deng, Dianliang
- 644-648 On the infinite divisibility of some skewed symmetric distributions
by Domínguez-Molina, J. Armando & Rocha-Arteaga, Alfonso
- 649-653 On the use of linear models in the estimation of the size of a population using capture-recapture data
by Huggins, Richard
- 654-657 Perturbing the minimand resampling with Gamma(1,1) random variables as an extension of the Bayesian Bootstrap
by Parzen, Michael & Lipsitz, Stuart R.
- 658-666 A formula for transition density function under Girsanov transform
by Song, Ruili & Ying, Jiangang
March 2007, Volume 77, Issue 5
- 475-482 Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump
by Chou, Ching-Sung & Lin, Hsien-Jen
- 483-489 Quadratic prediction problems in finite populations
by Liu, Xu-Qing & Rong, Jian-Ying
- 490-496 Some characterizations of the spherical harmonics coefficients for isotropic random fields
by Baldi, Paolo & Marinucci, Domenico
- 497-502 Randomization in survival analysis
by Aletti, Giacomo & Saada, Diane
- 503-513 Age and residual lifetime distributions for branching processes
by Yakovlev, A. & Yanev, N.
- 514-524 Mitigating the effect of measurement errors in quantile estimation
by Schechtman, E. & Spiegelman, C.
- 525-529 Hierarchical structures associated with order functions
by Li, Deli & Qi, Yongcheng
- 530-538 Large deviations for random sums of negatively dependent random variables with consistently varying tails
by Chen, Yu & Zhang, Weiping
- 539-542 An example of a stationary, triplewise independent triangular array for which the CLT fails
by Kantorovitz, Miriam Ruth
- 543-548 Quasi-sure p-variation of fractional Brownian motion
by Cao, Guilan & He, Kai
- 549-557 Empirical likelihood inference for the mean residual life under random censorship
by Qin, Gengsheng & Zhao, Yichuan
- 558-565 A reversion of the Chernoff bound
by Theodosopoulos, Ted
- 566-575 Nonregular two-level designs of resolution IV or more containing clear two-factor interactions
by Yang, Guijun & Butler, Neil A.
February 2007, Volume 77, Issue 4
- 357-364 Characterization of the Dirichlet distribution on symmetric matrices
by Ben Farah, Mohamed & Hassairi, Abdelhamid
- 365-373 Properties of aging intensity function
by Nanda, Asok K. & Bhattacharjee, Subarna & Alam, S.S.
- 374-382 Empirical likelihood ratio test for the change-point problem
by Zou, Changliang & Liu, Yukun & Qin, Peng & Wang, Zhaojun
- 383-388 Extension of runs to the continuous-valued sequences
by Eryilmaz, Serkan
- 389-395 Stability of weighted averages of 2-exchangeable random variables
by Etemadi, N.
- 396-400 Strongly monotone q-functions and a note on strong ergodicity of monotone q-functions
by Li, Yangrong
- 401-406 An estimation procedure for a spatial-temporal model
by Landagan, Ohmar Z. & Barrios, Erniel B.
- 407-416 Multivariate extensions of Spearman's rho and related statistics
by Schmid, Friedrich & Schmidt, Rafael
- 417-425 Random integral representations for free-infinitely divisible and tempered stable distributions
by Jurek, Zbigniew J.
- 426-430 Optimal designs in multivariate linear models
by Markiewicz, A. & Szczepanska, A.
- 431-437 A note on quasi-likelihood for exponential families
by Annis, David H.
- 438-446 Superiority of the r-d class estimator over some estimators by the mean square error matrix criterion
by Özkale, M. Revan & KaçIranlar, Selahattin
- 447-454 Statistical interpretation of the importance of phase information in signal and image reconstruction
by Ni, Xuelei (Sherry) & Huo, Xiaoming
- 455-461 Averaged estimation of functional-coefficient regression models with different smoothing variables
by Zhang, Riquan & Li, Guoying
- 462-467 A variable bandwidth selector in multivariate kernel density estimation
by Wu, Tiee-Jian & Chen, Ching-Fu & Chen, Huang-Yu
- 468-473 Extensions of functional LIL w.r.t. (r, p)--Capacities on Wiener space
by Chen, Xiong & Balakrishnan, N.
February 2007, Volume 77, Issue 3
- 231-238 Applications of large deviations to optimal experimental designs
by Joutard, Cyrille
- 239-246 Large deviation principles with respect to the [tau]-topology for exchangeable sequences: A necessary and sufficient condition
by Ma, Yutao & Song, Qiongxia & Wu, Liming
- 247-255 A bootstrap method for assessing the dimension of a general regression problem
by Barrios, M. Pilar & Velilla, Santiago
- 256-264 Binary market models with memory
by Inoue, Akihiko & Nakano, Yumiharu & Anh, Vo
- 265-271 Splitting variable selection for multivariate regression trees
by Hsiao, Wei-Cheng & Shih, Yu-Shan
- 272-279 On Sevast'yanov's theorem
by Denker, M. & Kan, N.
- 280-287 Sufficiency and efficiency in statistical prediction
by Bosq, Denis
- 288-294 Exact power calculations for detecting hypotheses involving two correlated binary outcomes
by Yu, Jihnhee & Kepner, James L. & Bundy, Brian N.
- 295-302 Chung LIL for integrated [alpha] stable process
by Zhang, Rongmao & Lin, Zhengyan
- 303-311 Complete convergence for weighted sums of random variables
by Sung, Soo Hak
- 312-318 Chain graphs for multilevel models
by Gottard, Anna & Rampichini, Carla
- 319-328 Maximum likelihood estimation for joint mean-covariance models from unbalanced repeated-measures data
by Holan, Scott & Spinka, Christine
- 329-334 Comparison of tests of uniformity defined on the hypersphere
by Figueiredo, Adelaide
- 335-342 On Srivastava's multivariate sample skewness and kurtosis under non-normality
by Maruyama, Yosihito
- 343-349 A robust inverse regression estimator
by Ni, Liqiang & Cook, R. Dennis
- 350-356 Comparison of error distributions in nonparametric regression
by Pardo-Fernández, Juan Carlos
January 2007, Volume 77, Issue 2
- 117-122 Unimprovability of the Bonferroni procedure in the class of general step-up multiple testing procedures
by Gordon, Alexander Y.
- 123-130 Nontransitivity in a class of weighted logrank statistics under nonproportional hazards
by Gillen, Daniel L. & Emerson, Scott S.
- 131-141 Two-sample median test for order restricted randomized designs
by Ozturk, Omer
- 142-147 Optimal main effect plans in blocks of small size
by Bose, Mausumi & Bagchi, Sunanda
- 148-150 A short proof of an identity for a Brownian Bridge due to Donati-Martin, Matsumoto and Yor
by Hobson, David
- 151-157 Comparison of level-crossing times for Markov and semi-Markov processes
by Ferreira, Fátima & Pacheco, António
- 158-165 The overshoot of a random walk with negative drift
by Tang, Qihe
- 166-168 A class of random matrices with infinitely divisible determinants
by Maejima, Makoto & Pérez-Abreu, Víctor
- 169-172 On the convolution of the negative binomial random variables
by Furman, Edward
- 173-180 On the negative binomial distribution and its generalizations
by Vellaisamy, P. & Upadhye, N.S.
- 181-189 Precise large deviations for negatively associated random variables with consistently varying tails
by Liu, Yan
- 190-195 Probability weighted moments properties for small samples
by Furrer, Reinhard & Naveau, Philippe
- 196-203 Statistical options: Crash resistant financial contracts based on robust estimation
by Ramprasath, L. & Singh, Kesar
- 204-210 On constrained estimation problems in time-use surveys
by Samaniego, F.J. & Vestrup, E.M. & Bhattacharya, D.
- 211-219 Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps
by Wu, Shujin & Han, Dong
- 220-229 Maximum estimation capacity projection designs from Hadamard matrices with 32, 36 and 40 runs
by Angelopoulos, P. & Koukouvinos, C.
January 2007, Volume 77, Issue 1
- 1-8 Distributional properties for the generalized p-value for the Behrens-Fisher problem
by Tang, Shijie & Tsui, Kam-Wah
- 9-18 Asymptotic properties for partial sum processes of a Gaussian random field
by Moon, Hee-Jin & Choi, Yong-Kab
- 19-24 Consistency of Bayesian estimation of a step function
by Lian, Heng
- 25-31 New two-variable full orthogonal designs and related experiments with linear regression models
by Georgiou, Stelios D.
- 32-39 A direct method to obtain the joint distribution of successes, failures and patterns in enumeration problems
by Antzoulakos, Demetrios L. & Boutsikas, Michael V.
- 40-53 Regression with random design: A minimax study
by Chesneau, Christophe
- 54-62 The linear minimax estimator of stochastic regression coefficients and parameters under quadratic loss function
by Yu, Sheng-Hua
- 63-68 On the distribution of Dickey-Fuller unit root statistics when there is a break in the innovation variance
by Sen, Amit
- 69-74 Bayesian local robustness under weighted squared-error loss function incorporating unimodality
by Ojeda, Enrique Calderín & Déniz, Emilio Gómez & Cabrera Ortega, Ignacio J.
- 75-82 Asymptotic efficiency of the ordinary least-squares estimator for sur models with integrated regressors
by Shin, Dong Wan & Joon Kim, Han & Jhee, Won-Chul
- 83-89 Modelling spatio-temporal data: A new variogram and covariance structure proposal
by Porcu, E. & Mateu, J. & Zini, A. & Pini, R.
- 90-94 Improvements on removing nonoptimal support points in D-optimum design algorithms
by Harman, Radoslav & Pronzato, Luc
- 95-98 A new characterization of the normal law
by Novak, S.Y.
- 99-103 Calibration approach estimators in stratified sampling
by Kim, Jong-Min & Sungur, Engin A. & Heo, Tae-Young
- 104-110 A penalized version of the empirical likelihood ratio for the population mean
by Bartolucci, Francesco
- 111-115 On the construction and existence of a certain class of complete diallel cross designs
by Srivastav, Sudesh K. & Shankar, Arti
December 2006, Volume 76, Issue 18
- 1947-1953 Limit theorems for self-normalized linear processes
by Kulik, Rafal
- 1954-1960 On the solvability of infinite horizon forward-backward stochastic differential equations with absorption coefficients
by Guo, Dongmei & Ji, Shaolin & Zhao, Huaizhong
- 1961-1964 An example and transition function equicontinuity
by Rosenblatt, M.
- 1965-1974 Limiting average availability of a system supported by several spares and several repair facilities
by Sarkar, Jyotirmoy & Li, Fang
- 1975-1982 A local invariance principle for Gibbsian fields
by Nowak, Emmanuel & Thilly, Emmanuel
- 1983-1993 Asian options with jumps
by Chou, Ching-Sung & Lin, Hsien-Jen
- 1994-2000 Moment inequalities for sums of products of independent random variables
by Shanchao, Yang
- 2001-2006 Almost sure convergence of Titterington's recursive estimator for mixture models
by Wang, Shaojun & Zhao, Yunxin
- 2007-2016 Nonparametric estimation of volatility models with serially dependent innovations
by Dahl, Christian M. & Levine, Michael
- 2017-2026 A class of random deviation theorems for sums of nonnegative stochastic sequence and strong law of large numbers
by Wang, Zhong-zhi
- 2027-2035 On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays
by Hashorva, Enkelejd
November 2006, Volume 76, Issue 17
- 1831-1835 Portmanteau theorem for unbounded measures
by Barczy, Mátyás & Pap, Gyula
- 1836-1844 On convergence of empirical point processes
by Davydov, Youri & Egorov, Vladimir
- 1845-1854 The variance of partial sums of strong near-epoch dependent variables
by Qiu, Jin & Lin, Zhengyan
- 1855-1860 Lorenz ordering of order statistics
by Kochar, Subhash
- 1861-1872 Fast approximately balanced bootstrap without construction
by Lin, C. Devon & Lu, Wilson W. & Sitter, R.R.
- 1873-1881 Small ball probabilities for jump Lévy processes from the Wiener domain of attraction
by Shmileva, Elena
- 1882-1888 Conditional natural exponential families
by Masmoudi, Afif
- 1889-1894 An efficient method for identifying clear effects in blocked fractional factorial designs
by Ai, Mingyao & He, Shuyuan
- 1895-1903 A note on g-expectation with comonotonic additivity
by Jiang, Long
- 1904-1913 Convergence in variation of the joint laws of multiple Wiener-Itô integrals
by Breton, Jean-Christophe
- 1914-1924 Superposition of renewal processes and an application to multi-server queues
by Kella, Offer & Stadje, Wolfgang
- 1925-1929 Asymptotic properties of estimators in age-period-cohort analysis
by Fu, Wenjiang J. & Hall, Peter
- 1930-1934 Notes on Pearson residuals and weighted likelihood estimating equations
by Agostinelli, Claudio
- 1935-1939 Gnedenko-Raikov's theorem, central limit theory, and the weak law of large numbers
by Gut, Allan
- 1940-1946 An adaptive design for clinical trials with non-dichotomous response and prognostic factors
by Moler, José A. & Plo, Fernando & San Miguel, Miguel
October 2006, Volume 76, Issue 16
- 1705-1713 Information loss from censoring in rank-based procedures
by Lim, Johan & Lee, Sungim & Choi, Hyungwon
- 1714-1722 Convergence rates for the law of large numbers for arrays
by Hernández, Víctor & Urmeneta, Henar
- 1723-1730 Seat excess variances of apportionment methods for proportional representation
by Schwingenschlögl, Udo & Drton, Mathias
- 1731-1734 The p-values of the hypothesis testing about relative risks
by Li, Baibing
- 1735-1740 Robust prediction limits based on M-estimators
by Giummolè, F. & Ventura, L.
- 1741-1747 Robust estimation in the simple errors-in-variables model
by Fekri, M. & Ruiz-Gazen, A.
- 1748-1755 A note on the distance in random recursive trees
by Su, Chun & Liu, Jie & Feng, Qunqiang
- 1756-1760 Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes
by Schick, Anton & Wefelmeyer, Wolfgang
- 1761-1767 A generalized Dirichlet model
by Thomas, Seemon & Jacob, Joy
- 1768-1774 On some efficient partial diallel cross designs
by Ghosh, Himadri & Das, Ashish & Midha, C.K.
- 1775-1780 On probabilistic properties of conditional medians and quantiles
by Ghosh, Yashowanto N. & Mukherjee, Bhramar
- 1781-1786 The limit process of the difference between the empirical distribution function and its concave majorant
by Kulikov, Vladimir N. & Lopuhaä, Hendrik P.
- 1787-1799 Precise asymptotics for a new kind of complete moment convergence
by Liu, Weidong & Lin, Zhengyan
- 1800-1807 Masking effects on linear regression in multi-class classification
by Zhang, Chunming & Fu, Haoda
- 1808-1811 Reflecting thoughts
by Kella, Offer
- 1812-1820 Finite time ruin probability with heavy-tailed insurance and financial risks
by Chen, Yu & Su, Chun
- 1821-1829 Empirical Bayes estimation of the guarantee lifetime in a two-parameter exponential distribution
by Huang, Wen-Tao & Huang, Hui-Hsin
September 2006, Volume 76, Issue 15
- 1587-1593 A new class of scale free random graphs
by Katona, Zsolt & Móri, Tamás F.
- 1594-1602 On optimal kernel choice for deconvolution
by Delaigle, Aurore & Hall, Peter
- 1603-1606 Every random variable satisfies a certain nontrivial integrability condition
by Adell, José A. & Lekuona, Alberto
- 1607-1616 Stationary distributions in the atom-on-demand problem
by Bebu, Ionut & Rukhin, Andrew L.
- 1617-1624 A class of distribution functions with less bias in extreme value estimation
by de Haan, Laurens & Canto e Castro, Luisa
- 1625-1630 On the almost sure convergence of Syracuse sequences
by Slakmon, Alain & Macot, Luc
- 1631-1640 On complete convergence for arrays
by Kruglov, Victor M. & Volodin, Andrei I. & Hu, Tien-Chung
- 1641-1646 Some properties of misspecified additive hazards models
by Hattori, Satoshi
- 1647-1654 A small-sample criterion based on Kullback's symmetric divergence for vector autoregressive modeling
by Hafidi, Bezza
- 1655-1663 Asymptotic distribution of the Yule-Walker estimator for INAR(p) processes
by Silva, Isabel & Silva, M. Eduarda
- 1664-1674 The classical bi-Poisson process: An invertible quadratic harness
by Bryc, Wlodzimierz & Wesolowski, Jacek
- 1675-1684 Nonparametric predictive subset selection for proportions
by Coolen, F.P.A. & Coolen-Schrijner, P.
- 1685-1693 Proportional hazards models for survival data with long-term survivors
by Zhao, Xiaobing & Zhou, Xian
- 1694-1700 Exact moments and probabilities for Wei's urn randomization model
by Oden, Neal L. & McIntosh, Matthew J.
- 1701-1704 Lack-of-fit-efficiently optimal designs to estimate the highest coefficient of a polynomial with large degree
by Bischoff, Wolfgang & Miller, Frank
August 2006, Volume 76, Issue 14
- 1427-1434 On the regular variation of elliptical random vectors
by Hashorva, Enkelejd
- 1435-1440 Max-semi-selfdecomposable laws and related processes
by Satheesh, S. & Sandhya, E.
- 1441-1448 Adaptive minimax estimation of a fractional derivative
by Enikeeva, Farida
- 1449-1453 A note on large deviations for weak records
by Bairamov, Ismihan & Stepanov, Alexei
- 1454-1464 Limit theorems for the ratio of weak records
by Dembinska, A. & Stepanov, A.
- 1465-1469 Continuity corrections for integer-valued saddlepoint approximations
by Fung, Thomas & Robinson, John
- 1470-1481 On the extremal dependence coefficient of multivariate distributions
by Frahm, Gabriel
- 1482-1487 A weighted central limit theorem
by Weber, Michel
- 1488-1493 A new class of skew-Cauchy distributions
by Behboodian, J. & Jamalizadeh, A. & Balakrishnan, N.
- 1494-1502 The Bickel-Rosenblatt test for diffusion processes
by Lee, Sangyeol
- 1503-1509 A sufficient condition for the CLT in the space of nuclear operators--Application to covariance of random functions
by Mas, André
- 1510-1513 A convexity property of the median of the gamma distribution
by Alzer, Horst
- 1514-1521 Compensator and exponential inequalities for some suprema of counting processes
by Reynaud-Bouret, P.
- 1522-1528 On the monotonicity of a function related to the local time of a symmetric Lévy process
by Song, Renming & Vondracek, Zoran
- 1529-1535 Graphical comparison of multivariate nonparametric location tests for restricted alternatives
by Vock, Michael
- 1536-1542 Estimation of the stationary distribution of semi-Markov processes with Borel state space
by Limnios, N.
- 1543-1549 Multivariate partially linear models
by Pateiro-López, Beatriz & González-Manteiga, Wenceslao
- 1550-1558 The strong law under a semiparametric model for truncated and censored data
by Sun, Liuquan
- 1559-1569 Existence of the solutions of backward-forward SDE's with continuous monotone coefficients
by Antonelli, Fabio & Hamadène, SaI¨d
- 1570-1577 Allocating factors to the columns of an orthogonal array when certain interactions are important
by Das, Ashish & Dey, Aloke & Midha, Chand K.
- 1578-1583 Karhunen-Loeve expansion of spherical fractional Brownian motions
by Istas, Jacques
July 2006, Volume 76, Issue 13
- 1305-1315 Precise asymptotics in complete moment convergence of moving-average processes
by Yun-Xia, Li
- 1316-1322 Maximum scan score-type statistics
by Glaz, Joseph & Zhang, Zhenkui
- 1323-1330 On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process
by Liu, Ji-Chun
- 1331-1334 Fitting MA(q) models in the closed invertible region
by Zhang, Y. & McLeod, A.I.
- 1335-1344 Robust estimators of high order derivatives of regression functions
by Boente, Graciela & Rodriguez, Daniela
- 1345-1347 A new method for hypotheses testing using spacings
by Torabi, Hamzeh
- 1348-1355 Identifying influential observations in logistic discriminant analysis
by Poon, Wai-Yin
- 1356-1363 Probabilistic analysis of maximal gap and total accumulated length in interval division
by Itoh, Yoshiaki & Mahmoud, Hosam & Smythe, Robert
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