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Content
September 2001, Volume 54, Issue 2
- 153-159 A note on kernel density estimators with optimal bandwidths
by Hjort, Nils Lid & Walker, Stephen G.
- 161-169 On the quasi-everywhere regularity of the local time of one-dimensional diffusion process in Besov space
by Zhang, Xicheng
- 171-182 Some extremal type elliptical distributions
by Kotz, Samuel & Nadarajah, Saralees
- 183-187 A note on a theorem of Karlin
by Stenflo, Örjan
- 189-192 A characterization for orthogonal arrays of strength two via a regression model
by Chan, Ling-Yau & Fang, Kai-Tai & Mukerjee, Rahul
- 193-203 Moment bounds and central limit theorem for functions of Gaussian vectors
by Soulier, Philippe
- 205-214 Deconvolution with arbitrarily smooth kernels
by Cator, Eric A.
- 215-226 Normal approximation for quasi-associated random fields
by Bulinski, Alexander & Suquet, Charles
August 2001, Volume 54, Issue 1
- 1-3 The F-test of homoscedasticity for correlated normal variables
by Cacoullos, Theophilos
- 5-12 Rank estimating equations for random effects models
by Chen, Chu-chih
- 13-19 Exponential inequalities for two-parameter martingales
by Moret, Sílvia & Nualart, David
- 21-31 Distribution and expectation bounds on order statistics from possibly dependent variates
by Papadatos, Nickos
- 33-40 Cook's distance in local polynomial regression
by Kim, Choongrak & Lee, Yonjoo & Park, Byeong U.
- 41-45 A small sample calibration method for the empirical likelihood ratio
by Tsao, Min
- 47-60 Stochastic fractional-order differential models with fractal boundary conditions
by Ruiz-Medina, M. D. & Anh, V. V. & Angulo, J. M.
- 61-65 Uniqueness, consistency and optimality in spherical regression experiments
by Shin, Hwashin H. & Takahara, Glen K. & Murdoch, Duncan J.
- 67-73 On different topologies for set-indexing collections
by Aletti, Giacomo
- 75-78 Path continuity of the nonlinear filter
by Bhatt, Abhay G. & Karandikar, Rajeeva L.
- 79-92 A family of tests for right spread order
by Belzunce, F. & Pinar, J. F. & Ruiz, J. M.
- 93-99 The p-optimal martingale measure in continuous trading models
by Arai, Takuji
- 101-105 When Lorenz met Lyapunov
by Dall'Aglio, Marco & Scarsini, Marco
- 107-112 A uniform bound on the characteristic function of the exponentially tilted null-distribution of a simple linear rank statistic and its rate of convergence
by Froda, Sorana & van Eeden, Constance
July 2001, Volume 53, Issue 4
- 339-346 The distribution of sizes of ordered level sets
by Dykstra, Richard & Chen, Yeh-Fong
- 347-356 Functional methods for logistic regression on random-effect-coefficients for longitudinal measurements
by Wang, C. Y. & Huang, Yijian
- 357-362 Posterior variance for quadratic natural exponential families
by Pommeret, Denys
- 363-372 Stochastic comparisons of mixtures of convexly ordered distributions with applications in reliability theory
by Belzunce, Félix & Shaked, Moshe
- 373-379 Resampling non-homogeneous spatial data with smoothly varying mean values
by Sjöstedt-de Luna, Sara
- 381-390 A method for fitting stable autoregressive models using the autocovariation function
by Gallagher, Colin M.
- 391-399 On the multivariate probability integral transformation
by Genest, Christian & Rivest, Louis-Paul
- 401-407 A weak notion of equivalence in Bayesian statistical theory
by Nogales, Agustín G. & Oyola, José A. & Pérez, Paloma
- 409-413 On the normal uniform local domain of attraction for intermediate order statistics
by Segers, Johan
- 415-419 On dependence structures preserving optimality
by Markiewicz, Augustyn
- 421-428 On a piece-wise deterministic Markov process model
by Borovkov, K. & Novikov, A.
- 429-434 On a locally Bahadur optimal test for no contamination in mixtures from the one-parameter exponential family
by Pal, Chandranath
- 435-447 Cramer-Rao bounds for fractional Brownian motions
by Coeurjolly, Jean-François & Istas, Jacques
June 2001, Volume 53, Issue 3
- 227-233 On the best constant in Marcinkiewicz-Zygmund inequality
by Ren, Yao-Feng & Liang, Han-Ying
- 235-239 On inverse moments of nonnegative random variables
by Garcia, Nancy Lopes & Palacios, José Luis
- 241-247 Characterization of distributions symmetric with respect to a group of transformations and testing of corresponding statistical hypothesis
by Klebanov, L. B. & Kozubowski, T. J. & Rachev, S. T. & Volkovich, V. E.
- 249-258 Improvements on the kernel estimation in line transect sampling without the shoulder condition
by Zhang, Shunpu
- 259-267 A weak convergence for negatively associated fields
by Zhang, Li-Xin & Wen, Jiwei
- 269-275 A method to derive strong laws of large numbers for random upper semicontinuous functions
by Colubi, Ana & Santos Domínguez-Menchero, J. & López-Díaz, Miguel & Körner, Ralf
- 277-282 Distribution of the size of random hash trees, pebbled hash trees and N-trees
by Christophi, Costas A. & Mahmoud, Hosam M.
- 283-292 On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth
by Tenreiro, Carlos
- 293-298 Rate of convergence of bootstrapped empirical measures
by Shao, Yongzhao
- 299-303 Random walks strictly confined to a subspace
by Padmanabhan, A. S.
- 305-314 Hellinger distance estimation of SSAR models
by Hili, Ouagnina
- 315-324 Multivariate stochastic comparisons of inspection and repair policies
by Hu, Taizhong & Wei, Ying
- 325-329 Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution
by Schlather, Martin
- 331-337 Empirical saddlepoint approximations of the Studentized mean under simple random sampling
by Dai, Wen & Robinson, John
June 2001, Volume 53, Issue 2
- 113-121 Assessing local influence in PLS regression by the second order approach
by Cheng, Bo & Wu, Xizhi
- 123-127 A note on geometric ergodicity and floating-point roundoff error
by Breyer, Laird & Roberts, Gareth O. & Rosenthal, Jeffrey S.
- 129-142 A comparison of random and quasirandom points for nonparametric response surface design
by Yue, Rong-Xian
- 143-152 Blockwise empirical Euclidean likelihood for weakly dependent processes
by Lin, Lu & Zhang, Runchu
- 153-165 On the stop-loss and total variation distances between random sums
by Denuit, Michel & Van Bellegem, Sébastien
- 167-180 The wavelet identification for jump points of derivative in regression model
by Luan, Yihui & Xie, Zhongjie
- 181-187 On availability of Bayesian imperfect repair model
by Cha, Ji Hwan & Kim, Jae Joo
- 189-199 The efficiency of ranked set sampling for parameter estimation
by Barabesi, Lucio & El-Sharaawi, Abdel
- 201-206 Mixed-effects models with random cluster sizes
by Jiang, Jiming
- 207-217 Availability of a periodically inspected system supported by a spare unit, under perfect repair or perfect upgrade
by Sarkar, Jyotirmoy & Sarkar, Sahadeb
- 219-226 A strong Markov property for set-indexed processes
by Balan, R. M.
May 2001, Volume 53, Issue 1
- 1-9 Truncated quasi-score function in the 1-dependent and stationary case
by Tzavelas, George & Paliatsos, Athanasios G.
- 11-20 Threshold ARCH(1) processes: asymptotic inference
by Hwang, S. Y. & Woo, Mi-Ja
- 21-26 The strong approximation for the Kesten-Spitzer random walk
by Zhang, Li-Xin
- 27-35 Convergence rates in nonparametric estimation of level sets
by Baíllo, Amparo & Cuesta-Albertos, Juan A. & Cuevas, Antonio
- 37-46 Permutation tests in change point analysis
by Antoch, Jaromír & Husková, Marie
- 47-57 Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains
by Costa, O. L. V. & Dufour, F.
- 59-65 A generalization of Markov's inequality
by Eisenberg, Bennett & Ghosh, B. K.
- 67-77 Bonferroni-type inequalities for conditional scan statistics
by Chen, Jie & Glaz, Joseph & Naus, Joseph & Wallenstein, Sylvan
- 79-89 Bayes factor for non-dominated statistical models
by Macci, Claudio & Polettini, Silvia
- 91-99 Stochastic comparisons of spacings from restricted families of distributions
by Hu, Taizhong & Wei, Ying
- 101-109 A nonstandard [chi]2-test with application to generalized linear model diagnostics
by Jiang, Jiming
May 2001, Volume 52, Issue 4
- 341-345 Examples of ergodic processes uniquely determined by their two-marginal laws
by Courbage, M. & Hamdan, D.
- 347-352 Properties of the QME under asymmetrically distributed disturbances
by Laitila, Thomas
- 353-358 A note on Woodruff confidence intervals for quantiles
by Sitter, Randy R. & Wu, Changbao
- 359-364 A new type of partial-sums distributions
by Wimmer, Gejza & Altmann, Gabriel
- 365-372 Detection of jumps by wavelets in a heteroscedastic autoregressive model
by Wong, Heung & Ip, Waicheung & Li, Yuan
- 373-380 An approximation result for nets in functional estimation
by Döhler, Sebastian & Rüschendorf, Ludger
- 381-390 Nonlinear time series contiguous to AR(1) processes and a related efficient test for linearity
by Hwang, Sun Y. & Basawa, I. V.
- 391-400 Classifier selection from a totally bounded class of functions
by Mojirsheibani, Majid
- 401-411 Some classes of orthogonal 2n1x3n2 mixed factorial designs of median-resolution
by Liao, C. T.
- 413-419 Strong laws for weighted sums of i.i.d. random variables
by Sung, Soo Hak
- 421-426 On the Fisher information in randomly censored data
by Zheng, Gang & Gastwirth, Joseph L.
- 427-439 Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings
by Bishwal, J. P. N.
- 441-450 On the expansion of the mean integrated squared error of a kernel density estimator
by van Es, Bert
April 2001, Volume 52, Issue 3
- 225-232 Discrete and continuous expectation formulae for level-crossings, upcrossings and excursions of ellipsoidal processes
by Tanaka, Minoru & Shimizu, Kunio
- 233-242 Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models
by Falk, Michael & Reiss, Rolf-Dieter
- 243-248 An interval estimation procedure with deterministic stopping rule in Bayes sequential interval estimation
by Hwang, Leng-Cheng & Yang, Chia-Chen
- 249-253 A characterization of the factorization of hazard function by the Fisher information under Type II censoring with application to the Weibull family
by Zheng, Gang
- 255-264 Estimating the mean of a heavy tailed distribution
by Peng, Liang
- 265-270 On square-integrability of an AR process with Markov switching
by Yao, J.
- 271-277 On high-level exceedances of i.i.d. random fields
by Astrauskas, Arvydas
- 279-288 On the Markov property of a finite hidden Markov chain
by Spreij, Peter
- 289-299 Discrete Normal distribution and its relationship with Jacobi Theta functions
by Szablowski, Pawel J.
- 301-311 Exact asymptotic behaviour of the distribution of the supremum
by Sgibnev, M. S.
- 313-319 Monotonicity properties of certain expected extreme order statistics
by de la Cal, Jesús & Valle, Ana M.
- 321-327 Measuring conformability of probabilities
by Bravata, D. M. & Cottle, R. W. & Eaves, B. C. & Olkin, I.
- 329-340 On the properties for increments of a local time - a look through the set of limit points
by Wang, Wensheng
April 2001, Volume 52, Issue 2
- 115-124 General over-relaxation Markov chain Monte Carlo algorithms for Gaussian densities
by Barone, Piero & Sebastiani, Giovanni & Stander, Julian
- 125-133 Large sample distribution of the likelihood ratio test for normal mixtures
by Chen, Hanfeng & Chen, Jiahua
- 135-144 On the correspondence between population-averaged models and a class of cluster-specific models for correlated binary data
by Sashegyi, Andreas I. & Brown, K. Stephen & Farrell, Patrick J.
- 145-154 Better Buehler confidence limits
by Kabaila, Paul
- 155-168 Sharp constants in the Poisson approximation
by Roos, Bero
- 169-175 Data graduation based on statistical time series methods
by Guerrero, Víctor M. & Juárez, Rodrigo & Poncela, Pilar
- 177-181 On sampling the degree-of-freedom of Student's-t disturbances
by Watanabe, Toshiaki
- 183-188 On the equation [mu]t+s=[mu]s*Ts[mu]t
by Schmuland, Byron & Sun, Wei
- 189-197 Some results on asymptotics in adaptive cluster sampling
by Di Consiglio, L. & Scanu, M.
- 199-206 Assessing the covariance function in geostatistics
by Militino, Ana F. & Ugarte, M. Dolores
- 207-213 Sharp distribution-free bounds on the bias in estimating quantiles via order statistics
by Okolewski, Andrzej & Rychlik, Tomasz
- 215-224 Optimal designs for testing the functional form of a regression via nonparametric estimation techniques
by Biedermann, Stefanie & Dette, Holger
March 2001, Volume 52, Issue 1
- 1-8 About the absolute continuity and orthogonality for two probability measures
by Darwich, A. R.
- 9-19 Estimating quantiles of a selected exponential population
by Kumar, Somesh & Kar, Aditi
- 21-28 Space-time analysis using a general product-sum model
by Iaco, S. De & Myers, D. E. & Posa, D.
- 29-34 Optimal design of experiments subject to correlated errors
by Pázman, Andrej & G. Müller, Werner
- 35-45 A geometric approach to singularity for Hilbert space-valued SDEs
by Kim, Yoon Tae
- 47-57 Survival function and density estimation for truncated dependent data
by Sun, Liuquan & Zhou, Xian
- 59-67 A higher-order approximation to likelihood inference in the Poisson mixed model
by C. Sutradhar, Brajendra & Das, Kalyan
- 69-72 On estimating the slope of increasing boundaries
by U. Park, Byeong
- 73-78 Bounds for optimal stopping values of dependent random variables with given marginals
by Müller, Alfred
- 79-84 Multiscale percolation on k-symmetric mosaic
by Menshikov, M. V. & Popov, S. Yu. & Vachkovskaia, M.
- 85-89 A roughness-penalty view of kernel smoothing
by Huang, Li-Shan
- 91-100 Large deviations for heavy-tailed random sums in compound renewal model
by Tang, Qihe & Su, Chun & Jiang, Tao & Zhang, Jinsong
- 101-107 Tightness and weak convergence for jump processes
by Gut, Allan & Janson, Svante
- 109-113 Minimum Riemannian risk equivariant estimator for the univariate normal model
by García, Gloria & M. Oller, Josep
February 2001, Volume 51, Issue 4
- 319-325 Moments of skew-normal random vectors and their quadratic forms
by Genton, Marc G. & He, Li & Liu, Xiangwei
- 327-336 Variable selection by stepwise slicing in nonparametric regression
by Kulasekera, K. B.
- 337-343 Asymptotic theory for Box-Cox transformations in linear models
by Cho, Kwanho & Yeo, In-Kwon & Johnson, Richard A. & Loh, Wei-Yin
- 345-350 Prediction interval estimation in transformed linear models
by Cho, Kwanho & Yeo, In-Kwon & Johnson, Richard A. & Loh, Wei-Yin
- 351-359 A central limit theorem for nonuniform [phi]-mixing random fields with infinite variance
by Maltz, Alberto L.
- 361-368 Robust estimation of the conditional median function at elliptical models
by Croux, Christophe & Dehon, Catherine & Rousseeuw, Peter J. & Aelst, Stefan Van
- 369-375 Some quantitative relationships between two types of finite sample breakdown point
by Zuo, Yijun
- 377-388 Properties of selected subset diagnostics in regression
by Jensen, D. R.
- 389-396 Stochastic orders of the sums of two exponential random variables
by Chang, Kuo-Hwa
- 397-408 An Esséen-type inequality for probability density functions, with an application
by Roussas, George G.
- 409-414 On the propriety of a modified Jeffreys's prior for variance components in binary random effects models
by Natarajan, Ranjini
- 415-421 Multifold sumsets and fast decreasing of concentration functions
by Fainleib, A. S.
- 423-429 Maximum likelihood estimation of a change-point for exponentially distributed random variables
by Fotopoulos, Stergios & Jandhyala, Venkata
February 2001, Volume 51, Issue 3
- 207-213 The Euler scheme for Hilbert space valued stochastic differential equations
by Fierro, Raúl & Torres, Soledad
- 215-223 A functional modulus of continuity for a Wiener process
by Chen, Bin & Csörgo, Miklós
- 225-234 On the estimation of spread rate for a biological population
by Clark, Jim & Horváth, Lajos & Lewis, Mark
- 235-243 Large and moderate deviations upper bounds for the Gaussian autoregressive process
by Worms, Julien
- 245-251 Optimal bandwidths for kernel density estimators of functions of observations
by A. Ahmad, Ibrahim & Fan, Yanqin
- 253-261 A nonparametric least-squares test for checking a polynomial relationship
by Gijbels, Irène & Rousson, Valentin
- 263-267 On the large deviation principle for the almost sure CLT
by Lifshits, M. A. & Stankevich, E. S.
- 269-276 Limit behaviour of sums of independent random variables with respect to the uniform p-adic distribution
by Khrennikov, Andrei
- 277-284 Estimating one of two normal means when their difference is bounded
by van Eeden, Constance & V. Zidek, James
- 285-291 Fluctuations of a super-Brownian motion with randomly controlled immigration
by Hong, Wenming & Li, Zenghu
- 293-298 First passage times on zero and one and natural exponential families
by C. Kokonendji, Célestin
- 299-305 A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent process
by Kim, Tae-Sung & Baek, Jong-Il
- 307-318 Weighted Nadaraya-Watson regression estimation
by Cai, Zongwu
January 2001, Volume 51, Issue 2
- 101-109 Semi-parametric estimation of long-range dependence index in infinite variance time series
by Peng, Liang
- 111-119 Preservation of some likelihood ratio stochastic orders by order statistics
by Lillo, Rosa E. & Nanda, Asok K. & Shaked, Moshe
- 121-130 L1 geometric ergodicity of a multivariate nonlinear AR model with an ARCH term
by Lu, Zudi & Jiang, Zhenyu
- 131-141 Asymptotics for linear random fields
by Marinucci, D. & Poghosyan, S.
- 143-153 An alternative definition of the influence function
by Schlittgen, Rainer & Schwabe, Rainer
- 155-164 Convergence of randomly weighted sums of Banach space valued random elements and uniform integrability concerning the random weights
by Hu, Tien-Chung & Cabrera, Manuel Ordóñez & Volodin, Andrei I.
- 165-172 GR-estimates for an autoregressive time series
by Terpstra, Jeffrey T. & McKean, Joseph W. & Naranjo, Joshua D.
- 173-179 Boundary singularity problem of some nonlinear elliptic equations
by Ren, Yanxia
- 181-187 Almost sure limit points of record values from two independent populations
by Nayak, S. S. & Zalki, Madhusudhan
- 189-196 An estimator of the number of change points based on a weak invariance principle
by Kühn, Christoph
- 197-206 Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
by Mémin, Jean & Mishura, Yulia & Valkeila, Esko
January 2001, Volume 51, Issue 1
- 1-8 Understanding average Brownian exit time
by Kinateder, Kimberly K. J.
- 9-14 Estimating and modeling space-time correlation structures
by Cesare, L. De & Myers, D. E. & Posa, D.
- 15-23 On asymptotic differentiability of averages
by Schick, Anton
- 25-34 A stratified sampling model in spherical feature inspection using coordinate measuring machines
by Fang, Kai-Tai & Wang, Song-Gui & Wei, Gang
- 35-39 The size of diagonal two-order Gaussian chaoses
by Heinrich, P.
- 41-46 On weighted design optimality criteria and response surface parameterizations
by Butler, Neil A.
- 47-51 A remark on quadrant normal probabilities in high dimensions
by Rinott, Yosef & Rotar, Vladimir
- 53-61 Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals
by Martinsek, Adam T.
- 63-69 A uniform strong law of large numbers for U-statistics with application to transforming to near symmetry
by Yeo, In-Kwon & Johnson, Richard A.
- 71-78 On a certain class of nonparametric density estimators with reduced bias
by Naito, Kanta
- 79-85 On efficient estimation of invariant density for ergodic diffusion processes
by Negri, Ilia
- 87-92 High breakdown analogs of the trimmed mean
by Olive, David J.
- 93-99 Characterizations of distributions via the stochastic ordering property of random linear forms
by Lin, Gwo Dong & Hu, Chin-Yuan
December 2000, Volume 50, Issue 4
- 313-321 Some results on the proportional reversed hazards model
by Crescenzo, Antonio Di
- 323-329 Local likelihood ratio tests in the normal mixture model
by Wu, Yanhong & Xu, Yongxia
- 331-342 Minimum Hellinger distance estimation for supercritical Galton-Watson processes
by Sriram, T. N. & Vidyashankar, A. N.
- 343-349 Saddlepoint approximation at the edges of a conditional sample space
by Kolassa, John E.
- 351-356 On the fluctuations of independent copies of moving maxima
by Nayak, S. S. & Zalki, Madhusudhan
- 357-363 Maximal inequalities for demimartingales and a strong law of large numbers
by Christofides, Tasos C.
- 365-374 Arch model with Box-Cox transformed dependent variable
by Sarkar, Nityananda
- 375-381 An iterative approximation procedure for the distribution of the maximum of a random walk
by Stadje, Wolfgang
- 383-388 On finding mixed orthogonal arrays of strength 2 with many 2-level factors
by DeCock, Dean & Stufken, John
- 389-395 Bootstrap tests for unit roots in seasonal autoregressive models
by Psaradakis, Zacharias
- 397-400 A note on random fields forming conditional bases
by Bansal, Naveen & Hamedani, G. G. & Zhang, Hao
- 401-407 Random dynamical systems arising from iterated function systems with place-dependent probabilities
by Kwiecinska, Anna A. & Slomczynski, Wojciech
- 409-416 Subadditive ergodic theorems for random sets in infinite dimensions
by Hansen, Jennie C. & Hulse, Paul
November 2000, Volume 50, Issue 3
- 207-218 Semiparametric tests for seasonal unit roots based on a semiparametric feasible GLSE
by Shin, Dong Wan & Oh, Man-Suk
- 219-228 Some pathological regression asymptotics under stable conditions
by Koenker, Roger & Portnoy, Stephen
- 229-235 A multivariate central limit theorem for continuous local martingales
by van Zanten, Harry
- 237-243 The density of the sufficient statistics for a Gaussian AR(1) model in terms of generalized functions
by Forchini, G.
- 245-255 Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case
by Bardina, Xavier & Jolis, Maria & Rovira, Carles
- 257-263 ANOCOVA models with measurement errors
by Bolfarine, Heleno & de Castro, Mário
- 265-271 Random vectors with HNBUE-type marginal distributions
by Pellerey, Franco
- 273-278 A note on almost sure exponential stability for stochastic partial functional differential equations
by Liu, Kai & Truman, Aubrey
- 279-284 Minimax lower bounds and moduli of continuity
by Jongbloed, Geurt
- 285-291 Random fractals generated by oscillations of the uniform empirical process
by Dindar, Zacharie
- 293-304 Random motions, classes of ergodic Markov chains and beta distributions
by Stoyanov, Jordan & Pirinsky, Christo
- 305-312 Strong laws for the maximal gain over increasing runs
by Frolov, Andrei & Martikainen, Alexander & Steinebach, Josef
November 2000, Volume 50, Issue 2
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