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Content
February 2007, Volume 77, Issue 3
- 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
- 1364-1368 On Lévy measures for infinitely divisible natural exponential families
by Kokonendji, Célestin C. & Khoudar, Mohamed
- 1369-1379 Optimum designs for optimum mixtures
by Pal, Manisha & Mandal, Nripes K.
- 1380-1384 Testing for cointegration in the presence of mis-specified structural change
by Cook, Steven
- 1385-1396 Model checks of higher order time series
by Stute, W. & Presedo Quindimil, M. & González Manteiga, W. & Koul, H.L.
- 1397-1409 Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process
by Bishwal, Jaya P.N.
- 1410-1416 On the correlation order
by Yi, Zhang & Weng, Chengguo
- 1417-1425 A note on optimal stopping for possible change in the intensity of an ordinary Poisson process
by Brown, Marlo & Zacks, Shelemyahu
July 2006, Volume 76, Issue 12
- 1191-1200 Berry-Esséen bound for high dimensional asymptotic approximation of Wilks' Lambda distribution
by Ulyanov, Vladimir V. & Wakaki, Hirofumi & Fujikoshi, Yasunori
- 1201-1210 Asymptotic fluctuations of mutagrams
by Müller, Hans-Georg & Wai, Newton
- 1211-1218 The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate
by Zhang, H.Y. & Zhou, M. & Guo, J.Y.
- 1219-1224 Extended constructions of stationary autoregressive processes
by Pitt, Michael K. & Walker, Stephen G.
- 1225-1237 On nonparametric maximum likelihood for a class of stochastic inverse problems
by ChafaI¨, Djalil & Loubes, Jean-Michel
- 1238-1244 The Bahadur representation for sample quantiles under weak dependence
by Sun, Shuxia
- 1245-1254 Incomplete split-plot designs generated from [alpha]-resolvable designs
by Ozawa, Kazuhiro & Kuriki, Shinji
- 1255-1260 Product formula and independence criterion for multiple Huang-Cambanis integrals
by Chivoret, Sébastien & Amirdjanova, Anna
- 1261-1264 On convergence rate of the Shannon entropy rate of ergodic Markov chains via sample-path simulation
by Chang, Hyeong Soo
- 1265-1272 On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model
by Tian, Yongge & Wiens, Douglas P.
- 1273-1279 Cumulative distribution functions and moments of lattice polynomials
by Marichal, Jean-Luc
- 1280-1286 On the sum of t and Gaussian random variables
by Nason, Guy P.
- 1287-1297 Bootstrapping MM-estimators for linear regression with fixed designs
by Salibian-Barrera, Matias
- 1298-1302 On minimum Kantorovich distance estimators
by Bassetti, Federico & Bodini, Antonella & Regazzini, Eugenio
- 1303-1304 Local approximation of variograms by covariance functions
by Schlather, Martin & Gneiting, Tilmann
June 2006, Volume 76, Issue 11
- 1081-1088 On the dual reliability systems of (n,f,k) and
by Cui, Lirong & Kuo, Way & Li, Jinlin & Xie, Min
- 1089-1096 On the irregular behavior of LS estimators for asymptotically singular designs
by Pázman, Andrej & Pronzato, Luc
- 1097-1101 A link between the Matsumoto-Yor property and an independence property on trees
by Koudou, Angelo Efoévi
- 1102-1110 Semi-functional partial linear regression
by Aneiros-Pérez, Germán & Vieu, Philippe
- 1111-1116 When does E(Xk·Yl)=E(Xk)·E(Yl) imply independence?
by Bisgaard, Torben Maack & Sasvári, Zoltán
- 1117-1124 Nonparametric estimation of the maximum hazard under dependence conditions
by Quintela-del-Río, A.
- 1125-1131 Asymptotic normality for U-statistics of negatively associated random variables
by Huang, Wei & Zhang, Lin-Xi
- 1132-1136 On a problem of Simons and Johnson
by Chandra, Tapas Kumar
- 1137-1146 Consistency and asymptotic normality of the maximum likelihood estimates in reproductive dispersion linear models
by Xia, Tian & Tang, Nian-Sheng & Wang, Xue-Ren
- 1147-1155 Association in time of a vector valued process
by Dharamadhikari, A.D. & Dewan, Isha
- 1156-1163 Nonparametric estimation for quadratic regression
by Chatterjee, Samprit & Olkin, Ingram
- 1164-1169 An asymptotic estimate for Brownian motion with drift
by McGill, Paul
- 1170-1174 On the conservativeness of posterior predictive p-values
by Dahl, Fredrik Andreas
- 1175-1184 Almost sure max-limits for nonstationary Gaussian sequence
by Chen, Shouquan & Lin, Zhengyan
- 1185-1189 A note on moment generating functions
by Mukherjea, A. & Rao, M. & Suen, S.
May 2006, Volume 76, Issue 10
- 971-975 On the maximum of randomly weighted sums with regularly varying tails
by Chen, Yiqing & Ng, Kai W. & Xie, Xiangsheng
- 976-980 Unbiasedness on rays of the tests of locations of homogeneous means in isotonic regression
by Hu, Xiaomi
- 981-985 Laws of large numbers for D[0,1]
by Bezandry, Paul H.
- 986-990 A sign test for unit roots in a momentum threshold autoregressive process
by Park, Soo Jung & Shin, Dong Wan
- 991-1000 Likelihood-look-ahead inference on the equilibrium distribution of Markov chains
by Garibotti, Gilda & Tsimikas, John V. & Horowitz, Joseph
- 1001-1006 Computing the covariance matrix of QML estimators for a state space model
by Papanastassiou, Demetrios
- 1007-1011 A note on minimum aberration and clear criteria
by Li, Peng-Fei & Chen, Bao-Jiang & Liu, Min-Qian & Zhang, Run-Chu
- 1012-1016 On the generalization of Stein's Lemma for elliptical class of distributions
by Landsman, Zinoviy
- 1017-1024 A new test for stochastic order of k[greater-or-equal, slanted]3 ordered multinomial populations
by Cohen, Arthur & Kolassa, John & Sackrowitz, H.B.
- 1025-1031 A note on recurrent random walks
by Cheliotis, Dimitrios
- 1032-1036 On optimal schemes in progressive censoring
by Burkschat, M. & Cramer, E. & Kamps, U.
- 1037-1046 Nonparametric regression under alternative data environments
by Sam, Abdoul G. & Ker, Alan P.
- 1047-1055 A novel class of bivariate max-stable distributions
by Hashorva, Enkelejd
- 1056-1064 Moderate deviations of maximum likelihood estimator for independent not identically distributed case
by Xiao, Zhihong & Liu, Luqin
- 1065-1074 On the joint distribution of runs in the sequence of Markov-dependent multi-state trials
by Shinde, R.L. & Kotwal, K.S.
- 1075-1079 A note on unit root tests with heavy-tailed GARCH errors
by Wang, Gaowen
May 2006, Volume 76, Issue 9
- 861-870 Tail asymptotics of the nth convolution of super-exponential distributions
by Nagaev, A. & Tsitsiashvili, G.
- 871-879 Quadratic forms of multivariate skew normal-symmetric distributions
by Huang, Wen-Jang & Chen, Yan-Hau
- 880-890 Properties of proportional mean residual life model
by Nanda, Asok K. & Bhattacharjee, Subarna & Alam, S.S.
- 891-897 A note on the simple random walk on : Probability of exiting sequences of sets
by Volkov, Stanislav
- 898-906 PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables
by Namba, Akio & Ohtani, Kazuhiro
- 907-912 On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion
by Nourdin, Ivan & Simon, Thomas
- 913-919 An optimal completion of the product limit estimator
by Chen, Zhiqiang & Phadia, Eswar
- 920-930 Weighted least squares estimation of the extreme value index
by Hüsler, Jürg & Li, Deyuan & Müller, Samuel
- 931-938 On the non-negative first-order exponential bilinear time series model
by Pereira, I. & Scotto, M.G.
- 939-944 On relative ordering of mean residual lifetime functions
by Finkelstein, Maxim
- 945-951 An inverse problem for a class of continuous distributions with skewness
by Hamedani, G.G. & Volkmer, H.
- 952-958 Semi-parametric estimation for a semi-Markov process with left-truncated and right-censored observations
by Pons, Odile
- 959-969 Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors
by Babu, G. Jogesh & Chaubey, Yogendra P.
April 2006, Volume 76, Issue 8
- 757-763 When transition count for a Markov chains is a complete sufficient statistic
by Paszkiewicz, Adam
- 764-772 Inverse Box-Cox: The power-normal distribution
by Freeman, Jade & Modarres, Reza
- 773-780 On estimation with weighted balanced-type loss function
by Jafari Jozani, Mohammad & Marchand, Éric & Parsian, Ahmad
- 781-795 On the Whittle estimators for some classes of continuous-parameter random processes and fields
by Leonenko, N.N. & Sakhno, L.M.
- 796-802 Invariant measures for jump-type Fleming-Viot processes
by da Silva, Telles T. & Fragoso, Marcelo D.
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