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Series handle: RePEc:eee:stapro
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Content
May 2006, Volume 76, Issue 10
- 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
- 1-10 Forecasting volatility
by Thavaneswaran, A. & Appadoo, S.S. & Peiris, S.
- 11-17 Multiple maxima in multivariate samples
by Hashorva, Enkelejd & Hüsler, Jürg
- 18-28 A new class of multivariate distributions: Scale mixture of Kotz-type distributions
by Arslan, Olcay
- 29-38 Distribution of waiting time until the rth occurrence of a compound pattern
by Chang, Yung-Ming
- 39-48 Inconsistency of bootstrap for nonstationary, vector autoregressive processes
by Choi, In
- 49-57 Pairwise likelihood approach to grouped continuous model and its extension
by de Leon, A.R.
- 58-66 Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier
by Lepeltier, J.-P. & Xu, M.
- 67-75 On the product XY for some elliptically symmetric distributions
by Nadarajah, Saralees
October 2005, Volume 74, Issue 4
- 303-311 The evolution of aggregated Markov chains
by Stadje, Wolfgang
- 312-321 Construction of some E(fNOD) optimal mixed-level supersaturated designs
by Koukouvinos, C. & Mantas, P.
- 322-329 Evaluation of some non-orthogonal saturated designs with two levels
by Evangelaras, H. & Koukouvinos, C. & Stylianou, S.
- 330-336 Approximate distributions of clusters of extremes
by Segers, Johan
- 337-346 On the equivalence of optimality design criteria for the placebo-treatment problem
by Dette, Holger & Wong, Weng Kee & Zhu, Wei
- 347-355 Uniform law of large numbers and consistency of estimators for Harris diffusions
by Loukianova, D. & Loukianov, O.
- 356-365 Bootstrap hypothesis testing in regression models
by Paparoditis, Efstathios & Politis, Dimitris N.
- 366-372 Consistent estimation of the density and hazard rate functions for censored data via the wavelet method
by Bezandry, Paul H. & Bonney, George E. & Gannoun, Ali
- 373-377 Unit-root detection allowing for measurement error
by Fukuda, Kosei
October 2005, Volume 74, Issue 3
- 221-234 A note on the Bickel-Rosenblatt test in autoregressive time series
by Bachmann, Dirk & Dette, Holger
- 235-244 The complete convergence of subsequence for sums of independent B-valued random variables
by Deng, Dianliang
- 245-252 The Grossman and Zhou investment strategy is not always optimal
by Klass, Michael J. & Nowicki, Krzysztof
- 253-264 Mixtures of normal distributions: Modality and failure rate
by Block, Henry W. & Li, Yulin & Savits, Thomas H.
- 265-271 A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend
by Bischoff, Wolfgang & Hashorva, Enkelejd
- 272-280 On uniform integrability of random variables
by Majerek, Dariusz & Nowak, Wioletta & Zieba, Wieslaw
- 281-289 A note on testing the covariance matrix for large dimension
by Birke, Melanie & Dette, Holger
- 290-302 Goodness-of-fit testing in regression: A finite sample comparison of bootstrap methodology and Khmaladze transformation
by Koul, Hira L. & Sakhanenko, Lyudmila
September 2005, Volume 74, Issue 2
- 109-115 Bayesian unit root test for model with maintained trend
by Chaturvedi, Anoop & Kumar, Jitendra
- 116-128 Optimal L1 bandwidth selection for variable kernel density estimates
by Berlinet, Alain & Biau, Gérard & Rouvière, Laurent
- 129-138 Asymptotics for products of independent sums with an application to Wishart determinants
by Rempala, Grzegorz & Wesolowski, Jacek
- 139-150 Moderate deviation principles for moving average processes of real stationary sequences
by Dong, Zhi-shan & Xi-li, Tan & Yang, Xiao-yun
- 151-162 Two inequalities for conditional expectations and convergence results for filters
by Crimaldi, Irene & Pratelli, Luca
- 163-170 Some properties of the variance-optimal martingale measure for discontinuous semimartingales
by Arai, Takuji
- 171-177 The local approximation of variograms in by covariance functions
by Barry, Ronald Paul
- 178-186 Asymptotic probability for the bootstrapped means deviations from the sample mean
by Hu, Tien-Chung & Ordóñez Cabrera, Manuel & Volodin, Andrei
- 187-204 Realistic variation of shock models
by Gut, Allan & Hüsler, Jürg
- 205-211 Testing independent sparse heterogeneous mixtures
by Lim, Johan
- 212-220 A note on Moore's conjecture
by Lockhart, Richard & O'Reilly, Federico
August 2005, Volume 74, Issue 1
- 1-13 Increasing coupling of probabilistic cellular automata
by Louis, P.-Y.
- 15-20 Simplified analytical proof of Blackwell's renewal theorem
by Dippon, Jürgen & Walk, Harro
- 21-30 Age statistics in the Moran population model
by Itoh, Yoshiaki & Mahmoud, Hosam M.
- 31-37 Optimal allocation in balanced sampling
by Tillé, Yves & Favre, Anne-Catherine
- 39-49 On the a.s. convergence of certain random series to a fractional random field in
by Medina, Juan Miguel & Frías, Bruno Cernuschi
- 51-58 Principal components selection given extensively many variables
by Lehmann, Nils
- 59-66 On almost sure limit theorems for positively dependent random variables
by Matula, Przemyslaw
- 67-75 On Chung's type law of large numbers for fuzzy random variables
by Joo, Sang Yeol & Kim, Yun Kyung & Kwon, Joong Sung
- 77-88 Least-squares estimation for bifurcating autoregressive processes
by Zhou, J. & Basawa, I.V.
- 89-91 A note on self-decomposability of stable process subordinated to self-decomposable subordinator
by Kozubowski, Tomasz J.
- 93-102 Iterated integrals with respect to Bessel processes
by Yan, Litan & Ling, Jingyun
- 103-108 Statistical distributions of time series in the frequency domain and the patterns of violation of white noise conditions
by Wang, Peijie
July 2005, Volume 73, Issue 4
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