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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 ...
Series handle: RePEc:eee:stapro
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Content
July 2006, Volume 76, Issue 13
- 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.
- 803-812 Halton and Hammersley sequences in multivariate nonparametric regression
by Rafajlowicz, Ewaryst & Schwabe, Rainer
- 813-820 A note on the generalized maximum likelihood estimator in partial Koziol-Green model
by Zhang, Haimeng & Rao, M. Bhaskara
- 821-830 A note on jump-type Fleming-Viot processes
by da Silva, Telles T. & Fragoso, Marcelo D.
- 831-837 The moment index of minima (II)
by Daley, D.J. & Goldie, Charles M.
- 838-842 Probability matching property of adjusted likelihoods
by Chang, In Hong & Mukerjee, Rahul
- 843-851 A general approach rate to the strong law of large numbers
by Shuhe, Hu & Ming, Hu
- 852-860 Asymptotically efficient estimates for nonparametric regression models
by Galtchouk, L. & Pergamenshchikov, S.
April 2006, Volume 76, Issue 7
- 653-665 A-optimal chemical balance weighing design with nonhomogeneity of variances of errors
by Ceranka, Bronislaw & Graczyk, Malgorzata & Katulska, Krystyna
- 666-674 Distributions in the Ehrenfest process
by Balaji, Srinivasan & Mahmoud, Hosam M. & Watanabe, Osamu
- 675-681 Operator semi-self-similar processes and their space-scaling matrices
by Saigo, Tatsuhiko & Tamura, Yozo
- 682-688 A function arising in the estimation of unobserved probability
by Radjavi, H. & Sastri, C.C.A.
- 689-697 Consistency of the reduced bootstrap for sample means
by Jiménez-Gamero, M.D. & Muñoz-García, J. & Cubiles-de-la-Vega, M.D.
- 698-702 On a connection between the Bradley-Terry model and the Cox proportional hazards model
by Su, Yuhua & Zhou, Mai
- 703-708 Extreme values and entire functions of finite order
by Simic, Slavko
- 709-718 Goodness-of-fit testing in interval censoring case 1
by Koul, Hira L. & Yi, Tingting
- 719-728 Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring
by Lau, John W.
- 729-736 Limiting availability of system with non-identical lifetime distributions and non-identical repair time distributions
by Mi, Jie
- 737-742 Negative ageing property of random sum
by Li, Gang & Cheng, Kan & Jiang, Xiaoyue
- 743-747 On the distribution of a statistic arising in exact simultaneous confidence bands
by Lu, Xiaojing
- 748-754 A supplement to the complete convergence
by Weidong, Liu & Zhengyan, Lin
March 2006, Volume 76, Issue 6
- 547-554 Minimax estimation of a bounded parameter of a discrete distribution
by Marchand, Éric & Parsian, Ahmad
- 555-561 Superposition of renewal processes with heavy-tailed interarrival times
by Mitov, Kosto V. & Yanev, Nikolay M.
- 562-570 Blockwise bootstrap testing for stationarity
by Psaradakis, Zacharias
- 571-578 Approximation of the principal components analysis of a stationary function
by Boudou, Alain
- 579-586 A strong uniform convergence rate of kernel conditional quantile estimator under random censorship
by Ould-SaI¨d, Elias
- 587-596 Preservation of classes of life distributions and stochastic orders under weighting
by Bartoszewicz, Jaroslaw & Skolimowska, Magdalena
- 597-600 Balanced residual treatment effects designs of first and second order
by Aggarwal, M.L. & Deng, Lih-Yuan & Kumar Jha, Mithilesh
- 601-608 An optimal stopping problem in a diffusion-type model with delay
by Gapeev, Pavel V. & Reiß, Markus
- 609-618 Mixture periodic autoregressive time series models
by Shao, Q.
- 619-624 The modes of a negative multinomial distribution
by Gall, Françoise Le
- 625-633 The moments of SETARMA models
by Amendola, Alessandra & Niglio, Marcella & Vitale, Cosimo
- 634-640 Minimum projection uniformity criterion and its application
by Zhang, Shangli & Qin, Hong
- 641-651 Unit roots: Periodogram ordinate
by Bhattacharyya, B.B. & Richardson, G.D. & Flores, P.V.
March 2006, Volume 76, Issue 5
- 439-445 Stationary bivariate minification processes
by Ristic, Miroslav M.
- 446-452 General Harris regularity criterion for non-linear Markov branching processes
by Chen, Anyue & Li, Junping & Ramesh, N.I.
- 453-464 Stochastic structure of asymptotic quantization errors
by Shykula, Mykola & Seleznjev, Oleg
- 465-469 On the concentration phenomenon for [phi]-subgaussian random elements
by Antonini, Rita Giuliano & Hu, Tien-Chung & Volodin, Andrei
- 470-478 Model misspecification effects in clustered count data analysis
by Jowaheer, Vandna
- 479-487 Expressions for the normal distribution and repeated normal integrals
by Withers, C.S. & McGavin, P.N.
- 488-494 Stochastic ordering of bivariate elliptical distributions
by Landsman, Zinoviy & Tsanakas, Andreas
- 495-502 A stochastic equation for the law of the random Dirichlet variance
by Epifani, I. & Guglielmi, A. & Melilli, E.
- 503-506 A converse to precise asymptotic results
by Li, Deli & Spataru, Aurel
- 507-512 Some moment relationships for skew-symmetric distributions
by Umbach, Dale
- 513-519 A new method for estimating variance from data imputed with ratio method of imputation
by Arnab, Raghunath & Singh, Sarjinder
- 520-530 Consistent linear model selection
by Zhao, Meng & Kulasekera, K.B.
- 531-536 Almost sure convergence of stochastic gradient processes with matrix step sizes
by Monnez, Jean-Marie
- 537-545 On the Fisher information in record data
by Balakrishnan, N. & Stepanov, A.
February 2006, Volume 76, Issue 4
- 327-339 Width-scaled confidence bands for survival functions
by McKeague, Ian W. & Zhao, Yichuan
- 340-348 Wild bootstrap estimation in partially linear models with heteroscedasticity
by You, Jinhong & Chen, Gemai
- 349-352 On sampling stationary autoregressive model parameters uniformly in r2 value
by Fitzgibbon, L.J.
- 353-361 A non-linear conditional probability model for generating correlated binary data
by Farrell, Patrick J. & Sutradhar, Brajendra C.
- 362-368 Continuous time Markov chains observed on an alternating renewal process with exponentially distributed durations
by Chan, Wenyaw & Peng, Nan Fu
- 369-372 An inequality involving correlations
by Nematollahi, A.R. & Soltani, A.R.
- 373-383 Modified balanced circular systematic sampling
by Leu, Ching-Ho & Kao, Fei-Fei
- 384-392 Confidence regions for the ratio of percentiles
by Huang, Li-Fei & Johnson, Richard A.
- 393-400 Dimension reduction via marginal high moments in regression
by Yin, Xiangrong & Cook, R. Dennis
- 401-411 Fluctuation limit theorems of immigration superprocesses with small branching
by Li, Zenghu & Zhang, Mei
- 412-422 Empirical likelihood for semiparametric varying-coefficient partially linear regression models
by You, Jinhong & Zhou, Yong
- 423-430 Three random variable transformations giving Heisenberg-type uncertainty relations
by D'Angiò, Roberto
- 431-437 On the consistency of kernel density estimates under modality constraints
by Futschik, A. & Isogai, E.
February 2006, Volume 76, Issue 3
- 221-230 Rates of convergence of an adaptive kernel density estimator for finite mixture models
by Karunamuni, R.J. & Sriram, T.N. & Wu, J.
- 231-243 On risk dependence and mrl ordering
by Frostig, Esther
- 244-254 Penalized likelihood hazard estimation: Efficient approximation and Bayesian confidence intervals
by Du, Pang & Gu, Chong
- 255-265 An improved likelihood ratio test for varying dispersion in exponential family nonlinear models
by Cysneiros, Audrey H.M.A. & Ferrari, Silvia L.P.
- 266-273 On the use of three level orthogonal arrays in robust parameter design
by Kolaiti, E. & Koukouvinos, C.
- 274-279 Non-isomorphic orthogonal arrays obtained by juxtaposition
by Evangelaras, H. & Kolaiti, E. & Koukouvinos, C.
- 280-290 Almost sure versions of the Darling-Erdös theorem
by Berkes, István & Weber, Michel
- 291-297 On the performance of the DHF tests against nonstationary alternatives
by del Barrio Castro, Tomas
- 298-303 Approximation of distributions
by Belili, Nacereddine & Heinich, Henri
- 304-309 Resolving the tail instability in weighted log-rank statistics for clustered survival data
by Kosorok, Michael R. & Gangnon, Ronald E.
- 310-317 Least squares estimation for critical random coefficient first-order autoregressive processes
by Hwang, S.Y. & Basawa, I.V. & Yoon Kim, Tae
- 318-326 Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals
by Lekshmi, V. Seetha & Jose, K.K.
January 2006, Volume 76, Issue 2
- 109-116 A note on quantile estimation for long-range dependent stochastic processes
by Youndjé, É. & Vieu, P.
- 117-127 Prediction of kth records
by Klimczak, Monika
- 128-134 Prediction for some processes related to a fractional Brownian motion
by Duncan, T.E.
- 135-141 A note on the extremes of a particular moving average count data model
by Hall, Andreia & Moreira, Orlando
- 142-152 Goodness-of-fit methods for the bipolar Watson distribution defined on the hypersphere
by Figueiredo, Adelaide & Gomes, Paolo
- 153-160 Empirical likelihood for NA series
by Zhang, Junjian
- 161-168 Orthogonal multiple contrast test for testing monotone on the average
by Peng, J. & Lee, C.I.C. & Liu, L. & Jiang, J.
- 169-181 Empirical likelihood for the difference of two survival functions under right censorship
by Shen, Junshan & He, Shuyuan
- 182-190 Estimation in a change-point hazard regression model
by Dupuy, Jean-François
- 191-202 An extension of almost sure central limit theory
by Hörmann, Siegfried
- 203-210 Sufficient and necessary condition for the convergence of stochastic approximation algorithms
by Chen, Neiping & Liu, Wenbin & Feng, Jianfeng
- 211-220 Asymptotic normality of an adaptive kernel density estimator for finite mixture models
by Karunamuni, R.J. & Sriram, T.N. & Wu, J.
January 2006, Volume 76, Issue 1
- 1-9 An occupancy distribution arising in a limiting dilution assay for HIV-1
by Zelterman, Daniel
- 10-18 On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model
by Genest, Christian & Quessy, Jean-François & Rémillard, Bruno
- 19-26 Exact likelihood ratio scale and homogeneity testing of some loss processes
by Stehlík, Milan
- 27-34 Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression
by Vougas, Dimitrios V.
- 35-38 Comments on the rate of convergence to asymptotic independence between order statistics
by Barakat, H.M.
- 39-44 Approximation of the posterior density for diffusion processes
by Cano, J.A. & Kessler, M. & Salmerón, D.
- 45-57 Heavy points of a d-dimensional simple random walk
by Csáki, Endre & Földes, Antónia & Révész, Pál
- 58-68 On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications
by Bouhaddioui, Chafik & Roy, Roch
- 69-82 Some new tests for normality based on U-processes
by Arcones, Miguel A. & Wang, Yishi
- 83-92 Minimax regret comparison of hard and soft thresholding for estimating a bounded normal mean
by Droge, Bernd
- 93-108 Sieves estimator of the operator of a functional autoregressive process
by Mourid, Tahar & Bensmain, Nawel
December 2005, Volume 75, Issue 4
- 237-248 The storage capacity of the Hopfield model and moderate deviations
by Löwe, Matthias & Vermet, Franck
- 249-255 On convergence of random linear functionals
by Majumdar, Suman
- 256-266 A generator for explicit univariate lower bounds
by Seneta, Eugene & Chen, John T.
- 267-279 The law of iterated logarithm of estimators for partially linear panel data models
by You, Jinhong & Zhou, Xian
- 280-290 The generalized Charlier series distribution as a distribution with two-step recursion
by Kitano, Masashi & Shimizu, Kunio & Ong, S.H.
- 291-297 Optimal fractional factorial plans using minihypers
by Aggarwal, M.L. & Mazumder, Mukta Datta
- 298-306 Projection properties of some orthogonal arrays
by Dey, Aloke
- 307-314 On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix
by Falk, Michael
- 315-324 Empirical Bayes nonparametric kernel density estimation
by Ker, Alan P. & Ergün, A.T.
- 325-330 A note on the distribution of kth records from discrete distributions
by López-Blázquez, F. & Salamanca Miño, B. & Dembinska, A.
December 2005, Volume 75, Issue 3
- 151-157 Some limiting theorems of some random quadratic forms
by Pan, Guangming & Miao, Boqi & Jin, Baisuo
- 158-168 Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric
by Sancetta, Alessio
- 169-178 Some new orthogonal arrays
by Kuhfeld, Warren F. & Suen, Chung-yi
- 179-189 On a class of Lévy processes
by Braverman, Michael
- 190-202 Distribution-free confidence intervals for quantile intervals based on current records
by Ahmadi, J. & Balakrishnan, N.
- 203-210 An approach for studying aliasing relations of mixed fractional factorials based on product arrays
by Mandal, Abhyuday
- 211-218 On identifiability of certain latent class models
by van Wieringen, Wessel N.
- 219-229 A new type of parameter estimation algorithm for missing data problems
by Stoica, Petre & Xu, Luzhou & Li, Jian
- 230-236 On some stochastic models for replication of character strings
by Chaudhuri, Probal & Dasgupta, Amites
November 2005, Volume 75, Issue 2
- 77-85 On Lange and Ryan's plotting technique for diagnosing non-normality of random effects
by Eberly, Lynn E. & Thackeray, Lisa M.
- 86-96 Bartlett corrections in heteroskedastic t regression models
by Barroso, Lúcia P. & Cordeiro, Gauss M.
- 97-102 Random walks whose concave majorants often have few faces
by Qiao, Zhihua & Steele, J. Michael
- 103-112 On estimation of the dimensionality in linear canonical analysis
by Nkiet, Guy Martial
- 113-118 The asymptotic distribution of the constant behavior of the generalized partial autocorrelation function of an ARMA process
by Yi, Seongbaek
- 119-126 Some properties of weakly approaching sequences of distributions
by Sjöstedt-de Luna
- 127-132 Concentration of the hypergeometric distribution
by Hush, Don & Scovel, Clint
- 133-139 The exact covariance matrix of dynamic models with latent variables
by Lyhagen, Johan
- 140-150 Bonferroni Curve and the related statistical inference
by Pundir, Sudesh & Arora, Sangeeta & Jain, Kanchan
November 2005, Volume 75, Issue 1
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