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Content
July 2000, Volume 48, Issue 3
- 213-216 Testing current status data for dependent censoring
by Rabinowitz, Daniel
- 217-227 A semiparametric model for truncated and censored data
by Sun, Liuquan & Zhu, Lixing
- 229-237 On geometric ergodicity of the MTAR process
by Lee, Oesook & Shin, Dong Wan
- 239-252 Scaling laws for fractional diffusion-wave equations with singular data
by Anh, V. V. & Leonenko, N. N.
- 253-259 Robust simulation-based estimation
by Genton, Marc G. & de Luna, Xavier
- 261-267 On bootstrapping regressions with unit root processes
by Li, Hongyi & Xiao, Zhijie
- 269-273 A note on the multivariate local time intensity of exchangeable interval partitions
by Elalaoui-Talibi, Hussain & Casukhela, Kameswarrao S.
- 275-282 On distinguishability of two nonparametric sets of hypothesis
by Ermakov, M. S.
- 283-286 Breakdown point of Schuster-Narvarte's location estimator
by Chen, Zhiqiang
- 287-292 Estimation of the support of a discrete distribution
by Pal, Nabendu & Shen, Wei-Hsiung & Sinha, Bimal K.
- 293-302 Asymptotic normality in multivariate nonlinear regression and multivariate generalized linear regression models under repeated measurements with missing data
by Garren, Steven T. & Peddada, Shyamal D.
- 303-307 A bandit process with delayed responses
by Wang, Xikui
- 309-315 Approximating de Finetti's measures for partially exchangeable sequences
by Guglielmi, Alessandra & Melilli, Eugenio
June 2000, Volume 48, Issue 2
- 105-119 Explicit bounds on Lévy-Prohorov distance for a class of multidimensional distribution functions
by Dewan, Isha & Rao, B. L. S. Prakasa
- 121-130 On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields
by Leonenko, Nikolai N. & Sharapov, Michail M. & El-Bassiouny, Ahmed H.
- 131-140 Ridge analysis of mixture response surfaces
by Draper, Norman R. & Pukelsheim, Friedrich
- 141-151 Excursions of a normal random walk above a boundary
by Fisher, Evan & Berman, Matthew & Vowels, Natalie & Wilson, Christine
- 153-161 A Bayesian analysis for estimating the number of species in a population using nonhomogeneous Poisson process
by Leite, José G. & Rodrigues, Josemar & Milan, Luis A.
- 163-171 Bayes factors for a test about the drift of the Brownian motion under noninformative priors
by Sivaganesan, S. & Lingham, Rama T.
- 173-179 Component importance in a random environment
by Costa Bueno, Vanderlei da
- 181-187 Scaled Sibuya distribution and discrete self-decomposability
by Christoph, Gerd & Schreiber, Karina
- 189-194 On new renewal better than used classes of life distributions
by Abouammoh, A. M. & Ahmad, R. & Khalique, A.
- 195-203 Estimating the covariance of bivariate order statistics with applications
by Hutson, Alan D.
- 205-212 Double-ranked set sampling
by Al-Saleh, M. Fraiwan & Al-Kadiri, M. Ali
May 2000, Volume 48, Issue 1
- 1-9 Recurrence formula for expectations of products of bilinear forms and expectations of bilinear forms and random matrices
by Ghazal, G. A.
- 11-22 Chaos decomposition of stochastic bilinear equations with drift in the first Poisson-Itô chaos
by León, Jorge A. & Tudor, Constantin
- 23-32 Reducing non-stationary random fields to stationarity and isotropy using a space deformation
by Perrin, Olivier & Senoussi, Rachid
- 33-58 A contrast of EB, modal and EM-algorithm estimates arising in the one-way analysis of variance situation
by Guttman, Irwin
- 59-70 Approximations for weighted bootstrap processes with an application
by Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef
- 71-82 Regression spline smoothing using the minimum description length principle
by Lee, Thomas C. M.
- 83-89 A normal approximation theorem in comparing two binomial distributions
by Cai, Haiyan
- 91-100 A projection type distribution function and quantile estimates in the presence of auxiliary information
by Hengjian, Cui
- 101-104 About monotone regression quantiles
by Poiraud-Casanova, Sandrine & Thomas-Agnan, Christine
May 2000, Volume 47, Issue 4
- 317-324 Asymptotic-power problems in the analysis of supersaturated designs
by III, Harrison W. Kelly & Voelkel, Joseph O.
- 325-328 An alternative criterion useful for finding exact E-optimal designs
by Martinez, W. L. & Wegman, E. J.
- 329-335 A pairwise likelihood approach to analyzing correlated binary data
by Kuk, Anthony Y. C. & Nott, David J.
- 337-345 Computing empirical likelihood from the bootstrap
by Pawitan, Yudi
- 347-350 Some constructions for balanced n-ary residual treatment effects designs
by Aggarwal, M. L. & Jha, Mithilesh Kumar
- 351-356 A note on linear combination of predictors
by Ruiz, Edilberto & Nieto, Fabio H.
- 357-363 Parametric Bayesian analysis of case-control data with imprecise exposure measurements
by Gustafson, Paul & Le, Nhu D. & Vallée, Marc
- 365-380 Sharp asymptotics of large deviations for general state-space Markov-additive chains in
by Iltis, Michael
- 381-389 Corrections to test statistics in principal Hessian directions
by Bentler, Peter M. & Xie, Jun
- 391-394 Specifying bivariate distributions by polynomial regressions
by Bryc, Wlodzimierz
- 395-401 Distributions of selfsimilar and semi-selfsimilar processes with independent increments
by Maejima, Makoto & Sato, Ken-iti & Watanabe, Toshiro
- 403-410 A simulation-based goodness-of-fit test for survival data
by Li, Gang & Sun, Yanqing
- 411-419 On large deviation theorem for data-driven Neyman's statistic
by Inglot, Tadeusz
April 2000, Volume 47, Issue 3
- 213-217 Variance stabilizing transformation and studentization for estimator of correlation coefficient
by Fujisawa, Hironori
- 219-227 Rank-based partial autocorrelations are not asymptotically distribution-free
by Garel, Bernard & Hallin, Marc
- 229-241 Bayesian reliability modeling for masked system lifetime data
by Kuo, Lynn & Yang, Tae Young
- 243-248 Estimation of nonlinear errors-in-variables models: a simulated minimum distance estimator
by Li, Tong
- 249-251 The cumulative distribution function of process capability index Cpm
by Wright, Peter A.
- 253-264 Chung's law for additive functionals of positive recurrent Markov chains
by Chen, Xia
- 265-275 Central Limit Theorems revisited
by Kundu, Subrata & Majumdar, Suman & Mukherjee, Kanchan
- 277-285 Kernel estimation of discontinuous regression functions
by Kang, Kee-Hoon & Koo, Ja-Yong & Park, Cheol-Woo
- 287-293 On the theory of high convexity stochastic orders
by Denuit, Michel & Lefèvre, Claude & Shaked, Moshe
- 295-300 A note on the sequence of expected extremes
by Kolodynski, Slawomir
- 301-306 A note on circular Markov chains
by Palacios, José Luis
- 307-316 Identification of space deformation using linear and superficial quadratic variations
by Guyon, Xavier & Perrin, Olivier
April 2000, Volume 47, Issue 2
- 105-114 Consistent estimates of the mode of the probability density function in nonparametric deconvolution problems
by Rachdi, Mustapha & Sabre, Rachid
- 115-124 A more general central limit theorem for m-dependent random variables with unbounded m
by Romano, Joseph P. & Wolf, Michael
- 125-128 Estimating the asymptotic constants of the total length of Euclidean minimal spanning trees with power-weighted edges
by Cortina-Borja, Mario & Robinson, Tony
- 129-134 A test for spatial correlation for binary data
by Sim, Songyong
- 135-140 A test for a conjunction
by Worsley, K. J. & Friston, K. J.
- 141-147 Is variance larger if and only if tails are larger?
by Edwardes, Michael D. deB.
- 149-158 Improving bias-robustness of regression estimates through projections
by Maronna, Ricardo A. & Barrera, Matías Salibian & Yohai, Víctor J.
- 159-164 A note on sequential estimation of the size of a population under a general loss function
by Bai, Z. D. & Chow, Mosuk
- 165-169 A simple expression for the multivariate Hermite polynomials
by Withers, C. S.
- 171-175 A note on the application of the DF test to seasonal data
by Rodrigues, Paulo M. M.
- 177-188 On goodness-of-fit for the linear transformation and frailty models
by Bagdonavicius, Vilijandas & Nikulin, Mikhail
- 189-198 A computable confidence upper limit from discrete data with good coverage properties
by Kabaila, Paul & Lloyd, Chris J.
- 199-207 A class of tests for exponentiality against HNBUE alternatives
by Klar, Bernhard
March 2000, Volume 47, Issue 1
- 1-10 Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors
by Shin, Dong Wan & Song, Seuck Heun
- 11-14 A result regarding convergence of random logistic maps
by Dai, Jack Jie
- 15-23 Alternative ranked set sampling protocols for the sign test
by Öztürk, Ömer & Wolfe, Douglas A.
- 25-31 Multifractal spectra of certain random Gibbs measures
by Fan, Ai Hua & Shieh, Narn-Rueih
- 33-43 Slow hit-and-run sampling
by Bélisle, Claude
- 45-52 Sequential estimation of a linear combination of means
by Uno, Chikara & Isogai, Eiichi
- 53-60 [var epsilon]-contaminated priors in testing point null hypothesis: a procedure to determine the prior probability
by Gómez-Villegas, Miguel A. & Sanz, Luis
- 61-68 A triangular central limit theorem under a new weak dependence condition
by Coulon-Prieur, Clémentine & Doukhan, Paul
- 69-73 An extension of the Darmois-Skitovitch theorem to a class of dependent random variables
by Kagan, Abram & Wesolowski, Jacek
- 75-84 Marginal density estimation from incomplete bivariate data
by Hazelton, Martin L.
- 85-90 The adaptive rate of convergence in a problem of pointwise density estimation
by Butucea, Cristina
- 91-98 Subsampling the Gibbs sampler: variance reduction
by MacEachern, Steven N. & Peruggia, Mario
- 99-103 Conditional expectations in network traffic estimation
by Dinwoodie, I. H.
February 2000, Volume 46, Issue 4
- 317-328 Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models
by Cordeiro, Gauss M. & Ferrari, Silvia L. P. & Uribe-Opazo, Miguel A. & Vasconcellos, Klaus L. P.
- 329-335 Orthogonal parallel-flats designs for hierarchical models
by Liao, C. T.
- 337-345 Nonparametric estimation of individual food availability along with bootstrap confidence intervals in household budget surveys
by Vasdekis, V. G. S. & Trichopoulou, A.
- 347-357 Deviation probability bound for martingales with applications to statistical estimation
by Liptser, R. & Spokoiny, V.
- 359-364 A new family of positive quadrant dependent bivariate distributions
by Lai, C. D. & Xie, M.
- 365-369 On convergences of probability measures in different Prohorov-type metrics
by Arcudi, Ornella
- 371-379 Link between grade measures of dependence and of separability in pairs of conditional distributions
by Kowalczyk, Teresa
- 381-383 Student-Newman-Kuels controls the false discovery rate
by Oehlert, Gary W.
- 385-389 Redistribution algorithms for censored data
by Betensky, Rebecca A.
- 391-399 Rates of convergence for the sup-norm risk in image models under sequential designs
by Kim, Jae-Chun & Korostelev, Alexander
- 401-410 Stochastic comparisons for general probabilistic cellular automata
by López, F. Javier & Sanz, Gerardo
- 411-419 New approximations for the distribution of the r-scan statistic
by Su, Xiaoping & Wallenstein, Sylvan
February 2000, Volume 46, Issue 3
- 211-216 Small ball probabilities for integrals of weighted Brownian motion
by Dunker, T. & Li, W. V. & Linde, W.
- 217-227 An adaptive optimal estimate of the tail index for MA(l) time series
by Geluk, J. L. & Peng, Liang
- 229-237 Some results about the NBUC class of life distributions
by Li, Xiaohu & Li, Zehui & Jing, Bing-Yi
- 239-249 Useful inequalities for the longest run distribution
by Muselli, Marco
- 251-256 Prediction rules for exchangeable sequences related to species sampling
by Hansen, Ben & Pitman, Jim
- 257-261 On dispersive ordering between order statistics in one-sample and two-sample problems
by Khaledi, Baha-Eldin & Kochar, Subhash
- 263-270 Radix expansions and the uniform distribution
by Gupta, Rameshwar D. & Richards, Donald St. P.
- 271-276 Permutations, signs and the Brownian bridge
by Levental, Shlomo
- 277-282 Some properties of multi-way block designs
by Siatkowski, Idzi
- 283-286 Minimax estimation of a lower-bounded scale parameter of an F distribution
by van Eeden, Constance
- 287-299 Jackknifing, weighting, diagnostics and variance estimation in generalized M-estimation
by Du, Zhiyi & Wiens, Douglas P.
- 301-305 On the crossings of reliability measures
by Gupta, Ramesh C. & Gupta, Pushpa L.
- 307-316 On a nonparametric test for linear relationships
by Dette, Holger
January 2000, Volume 46, Issue 2
- 105-112 Marcinkiewicz strong laws for linear statistics
by Bai, Z. D. & Cheng, Philip E.
- 113-120 On uniform design of experiments with restricted mixtures and generation of uniform distribution on some domains
by Fang, Kai-Tai & Yang, Zhen-Hai
- 121-131 On probabilistic properties of nonlinear ARMA(p,q) models
by Lee, Oesook
- 133-147 Logspline density estimation for binned data
by Koo, Ja-Yong & Kooperberg, Charles
- 149-159 Interval-valued quantification of the inequality associated with a random set
by López-García, Hortensia & López-Díaz, Miguel & Gil, María Angeles
- 161-168 Limit theorems for regression models of time series of counts
by Blais, Michel & MacGibbon, Brenda & Roy, Roch
- 169-175 A general downcrossing inequality for g-martingales
by Chen, Zengjing & Peng, Shige
- 177-185 On the weak law for randomly indexed partial sums for arrays of random elements in martingale type p Banach spaces
by Hong, Dug Hun & Cabrera, Manuel Ordóñez & Sung, Soo Hak & Volodin, Andrei I.
- 187-193 On constrained simulation and optimization by Metropolis chains
by Yao, J.
- 195-201 Intrinsic priors for testing exponential means
by Kim, Seong W.
- 203-209 An "FKG equality" with applications to random environments
by Yang, Wei-Shih & Klein, David
January 2000, Volume 46, Issue 1
- 1-12 Moment and probability inequalities for the bivariate product-limit estimator
by Wang, Qi-Hua
- 13-20 Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap
by Burke, Murray D.
- 21-32 Comparison of non-parametric regression functions through their cumulatives
by Scheike, Thomas H.
- 33-42 On uniqueness of two principal points for univariate location mixtures
by Yamamoto, Wataru & Shinozaki, Nobuo
- 43-51 On Novikov and arbitrage properties of multidimensional diffusion processes with exploding drift
by Stummer, Wolfgang
- 53-58 Uniform stability of posteriors
by Basu, Sanjib
- 59-68 Influence diagnostics in nonlinear reproductive dispersion models
by Tang, Nian-Sheng & Wei, Bo-Cheng & Wang, Xue-Ren
- 69-73 A note on principal component analysis for multi-dimensional data
by Sun, Jianguo
- 75-84 On conditional independence and the relationship between sufficiency and invariance under the Bayesian point of view
by Nogales, Agustín G. & Oyola, José A. & Pérez, Paloma
- 85-93 Monte Carlo error estimation for multivariate Markov chains
by Kosorok, Michael R.
- 95-100 On the sensitivity of the overdispersion test in a Weibull model
by Orme, Chris D.
- 101-103 A note on Poisson approximation of rescaled set-indexed empirical processes
by Borisov, I. S.
December 1999, Volume 45, Issue 4
- 285-293 On the estimation of [beta]-ARCH models
by Hili, Ouagnina
- 295-303 Saddlepoint approximation near the endpoints of the support
by Jin, Rungao & Robinson, John
- 305-315 L1-estimation in linear models with heterogeneous white noise
by Bantli, Faouzi El & Hallin, Marc
- 317-324 A new algorithm for 5-band Toeplitz matrix inversion with application to GCV smoothing spline computation
by Shiau, Jyh-Jen Horng
- 325-333 The use of approximating models in Monte Carlo maximum likelihood estimation
by Kuk, Anthony Y. C.
- 335-340 Monte Carlo EM estimation for multivariate stable distributions
by Ravishanker, Nalini & Qiou, Zuqiang
- 341-349 Model selection in orthogonal regression
by McQuarrie, Allan & Tsai, Chih-Ling
- 351-358 Variance of the bivariate density estimator for left truncated right censored data
by Prewitt, Kathryn & Gürler, Ulkü
- 359-369 Inference about the ratio of scale parameters in a two-sample setting with current status data
by Koul, Hira L. & Schick, Anton
- 371-378 Robust sandwich covariance estimation for regression calibration estimator in Cox regression with measurement error
by Wang, C. Y.
- 379-382 Shift invariance of the occupation time of the Brownian bridge process
by Howard, Peter & Zumbrun, Kevin
November 1999, Volume 45, Issue 3
- 191-194 L-superadditive function and its integral transform that preserves Schur property
by Gopal, G. & Rajalakshmi, S.
- 195-204 Parameter estimation in infinite-dimensional stochastic differential equations
by Kim, Yoon Tae
- 205-214 On Darling-Robbins type confidence sequences and sequential tests with power one for parameters of an autoregressive process
by Basu, A. K. & Mukhopadhyay, Indranil
- 215-224 A note on Bayesian estimation of process capability indices
by Shiau, Jyh-Jen Horng & Hung, Hui-Nien & Chiang, Chun-Ta
- 225-235 A multivariate mixture of Weibull distributions in reliability modeling
by Patra, Kaushik & Dey, Dipak K.
- 237-246 Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time
by Chang, Yuan-chin Ivan
- 247-251 Majorization and Gaussian correlation
by Vitale, Richard A.
- 253-259 An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss
by Wan, Alan T. K. & Kurumai, Hiroko
- 261-268 Limit theorems for short distances in
by Eastwood, Vera R. & Horváth, Lajos
- 269-276 A note on the robustness of multivariate medians
by Chakraborty, Biman & Chaudhuri, Probal
- 277-282 Two-stage approach to Bayes sequential estimation in the exponential distribution
by Hwang, Leng-Cheng
November 1999, Volume 45, Issue 2
- 97-101 On estimation with balanced loss functions
by Dey, Dipak K. & Ghosh, Malay & Strawderman, William E.
- 103-110 On a characterization of right spread order by the increasing convex order
by Belzunce, F.
- 111-119 A level crossing quantile estimation method
by Huang, Mei Ling & Brill, Percy
- 121-130 Variability orders and mean differences
by Bassan, Bruno & Denuit, Michel & Scarsini, Marco
- 131-139 An urn model in the simulation of interval censored failure time data
by Lee, Chinsan
- 141-147 Confidence intervals from simulations based on 4-independent random variables
by Kabaila, Paul
- 149-158 Limiting behavior of random permanents
by Rempala, Grzegorz & Wesolowski, Jacek
- 159-165 On approximation of Gaussian integrals
by Nikouline, A. M.
- 167-173 Sufficient conditions for negative association of random variables
by Hu, Taizhong & Hu, Jinjin
- 175-186 Non-linear regression with multidimensional indices
by Bansal, Naveen K. & Hamedani, G. G. & Zhang, Hao
- 187-190 On fractal percolation in
by White, Damien G.
October 1999, Volume 45, Issue 1
- 1-10 Likelihood ratio tests for and against decreasing in transposition in KxKxK contingency tables
by Barmi, Hammou El & Zimmerman, Dale
- 11-22 Functional linear model
by Cardot, Hervé & Ferraty, Frédéric & Sarda, Pascal
- 23-30 Almost sure limit theorems for the St. Petersburg game
by Berkes, István & Csáki, Endre & Csörgo, Sándor
- 31-39 Three-level supersaturated designs
by Yamada, Shu & Lin, Dennis K. J.
- 41-47 Isotonic estimation for grouped data
by Woodroofe, Michael & Zhang, Rong
- 49-53 A characterization of the negative binomial distribution via [alpha]-monotonicity
by Sapatinas, Theofanis
- 55-63 Bootstrapping convex hulls
by Zarepour, M.
- 65-69 Renewal theory and level passage by subordinators
by Bertoin, J. & van Harn, K. & Steutel, F. W.
- 71-77 On the uniqueness of maximizers of Markov-Gaussian processes
by Ferger, Dietmar
- 79-84 Best equivariant nonparametric estimator of a quantile
by Zielinski, Ryszard
- 85-95 Complete convergence for weighted sums of NA sequences
by Liang, Han-Ying & Su, Chun
October 1999, Volume 44, Issue 4
- 319-326 Some bounds for the error of an estimator of the hazard function with censored data
by Wang, Qi-Hua
- 327-335 Concentration order on a metric space, with some statistical applications
by Cheng, Cheng & Tong, Y. L.
- 337-341 Total time on test function principal components
by Kaigh, W. D.
- 343-350 Robustness properties of dispersion estimators
by Genton, Marc G. & Ma, Yanyuan
- 351-357 Asymptotic optimality of full cross-validation for selecting linear regression models
by Droge, Bernd
- 359-363 A goodness-of-fit test for normality based on the sample entropy of order statistics
by Park, Sangun
- 365-373 Corrected score tests for exponential censored data
by Cordeiro, Gauss M. & Colosimo, Enrico A.
- 375-382 On Wald's equation for U-statistical sums
by Borovskikh, Yuri V. & Weber, Neville C.
- 383-386 Spurious correlation between ratios with a common divisor
by Kim, Ji-Hyun
- 387-397 New tests for unit roots in autoregressive processes with possibly infinite variance errors
by Shin, Dong Wan & So, Beong Soo
- 399-404 On fixed-length confidence intervals for a bounded normal mean
by Drees, Holger
- 405-408 E-optimal designs for the Michaelis-Menten model
by Dette, Holger & Wong, Weng Kee
- 409-416 Functional approach to the asymptotic normality of the non-linear least squares estimator
by Malyutov, Mikhail B. & Protassov, Rostislav S.
September 1999, Volume 44, Issue 3
- 211-219 A note on LDP for supremum of Gaussian processes over infinite horizon
by Debicki, Krzysztof
- 221-228 Kernel estimators of the ROC curve are better than empirical
by Lloyd, Chris J. & Yong, Zhou
- 229-240 Correcting bias due to misclassification in the estimation of logistic regression models
by Cheng, K. F. & Hsueh, H. M.
- 241-249 Monotone empirical Bayes tests for a discrete normal distribution
by Liang, TaChen
- 251-258 Extremes of Gaussian processes, on results of Piterbarg and Seleznjev
by Hüsler, J.
- 259-265 Goodness of fit for the Poisson distribution
by Best, D. J. & Rayner, J. C. W.
- 267-280 On the variance of quadrature over scrambled nets and sequences
by Yue, Rong-Xian & Mao, Shi-Song
- 281-290 A converse Gaussian Poincaré-type inequality for convex functions
by Bobkov, S. G. & Houdré, C.
- 291-298 Optimal choice of observation window for Poisson observations
by Kutoyants, Yury A. & Spokoiny, Vladimir
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