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Content
December 1996, Volume 31, Issue 2
December 1996, Volume 31, Issue 1
- 1-6 A note on maxima of bivariate random vectors
by Hooghiemstra, G. & Hüsler, J.
- 7-12 On the estimation of the unknown sample size from the number of records
by Moreno Rebollo, J. L. & Barranco Chamorro, I. & López Blázquez, F. & Gómez Gómez, T.
- 13-21 A note on martingale inequalities for fluid models
by Palmowski, Zbigniew & Rolski, Tomasz
- 23-29 The location linear discriminant for classifying observations with unequal variances
by Leung, Chi-Ying
- 31-39 Conditional inference procedures for the Laplace distribution based on Type-II right censored samples
by Childs, Aaron & Balakrishnan, N.
- 41-43 Some remarks on (p;m,n) distributions
by Bilodeau, Martin
- 45-50 Robust bounded influence tests against one-sided hypotheses in general parametric models
by Silvapulle, Mervyn J.
- 51-57 A simple estimator for correlation in incomplete data
by Albers, W. & Teulings, M. F.
- 59-68 Two-dimensional discrete scan statistics
by Chen, Jie & Glaz, Joseph
- 69-74 On the distinguished role of the multivariate exponential distribution in Bayesian estimation in competing risks problems
by Neath, Andrew A. & Samaniego, Francisco J.
November 1996, Volume 30, Issue 4
- 287-293 A covariance inequality under a two-part dependence assumption
by Bradley, Richard C.
- 295-303 On the shape of the domain occupied by a supercritical branching random walk
by Révész, P.
- 305-311 A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model
by Lu, Zudi
- 313-319 Lorenz ordering of power-function order statistics
by Wilfling, Bernd
- 321-331 Optimal convergence rates and asymptotic efficiency of point estimators under truncated distribution families
by Guijing, Chen
- 333-338 On approximation of the level probabilities for testing ordered parallel regression lines
by Paula, Gilberto A.
- 339-345 Second- and third-order bias reduction for one-parameter family models
by Ferrari, Silvia L. P. & Botter, Denise A. & Cordeiro, Gauss M. & Cribari-Neto, Francisco
- 347-352 A characterization of multivariate normal distribution and its application
by Yang, Zhen-Hai & Fang, Kai-Tai & Liang, Jia-Juan
- 353-361 Multinomial estimation procedures for two stochastically ordered distributions
by Dykstra, R. L. & Lee, Chu-In Charles & Yan, Xiaosong
- 363-368 Covariance identities for normal variables via convex polytopes
by Vitale, Richard A.
- 369-378 Between local and global logarithmic averages
by Berkes, István & Horváth, Lajos
October 1996, Volume 30, Issue 3
- 189-197 Unit root tests for time series with outliers
by Shin, Dong Wan & Sarkar, Sahadeb & Lee, Jong Hyup
- 199-203 A note on the bounds of efficiency factor and ER optimality of block designs
by Kozlowska, Maria
- 205-209 On the A-, D-, E- and L-efficiency of block designs
by Brzeskwiniewicz, Henryk
- 211-214 Structural efficiency of incomplete block designs
by Srinivasan, M. R. & Gopal, G.
- 215-219 Further orthogonal designs in linear models and sequences with zero autocorrelation
by Koukouvinos, Christos
- 221-226 Some results for almost D-optimal experimental designs
by Koukouvinos, Christos
- 227-233 On asymptotic minimaxity of Kolmogorov and omega-square tests
by Sergeevich, Ermakov Mikhail
- 235-240 Temporal aggregation in a periodically integrated autoregressive process
by Franses, Philip Hans & Boswijk, H. Peter
- 241-245 Approximating the Bayes factor
by Reschenhofer, Erhard
- 247-256 Comparing first-passage times for semi-Markov skip-free processes
by Di Crescenzo, Antonio & Ricciardi, Luigi M.
- 257-264 Fixed width confidence bands for densities under censoring
by Martinsek, Adam T. & Xu, Yi
- 265-270 Maximizing the probability of pest extinction on a stochastic pest-predator model
by Chan, Wenyaw
- 271-285 Asymptotics of generalized M-estimation of regression and scale with fixed carriers, in an approximately linear model
by Wiens, Douglas P.
October 1996, Volume 30, Issue 2
- 99-103 The algebraic equality of two asymptotic tests for the hypothesis that a normal distribution has a specified correlation matrix
by Neudecker, Heinz & Satorra, Albert
- 105-111 Linear sufficiency and admissibility in restricted linear models
by Heiligers, Berthold & Markiewicz, Augustyn
- 113-118 Rates of clustering in FLIL for weighted partial sum processes
by El-Nouty, Charles
- 119-125 A note on expected hitting times for birth and death chains
by Palacios, JoséLuis & Tetali, Prasad
- 127-132 Geodesic submanifolds of a family of statistical models
by De Sanctis, Angela
- 133-138 Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
by Sarkar, Nityananda
- 139-145 The volume of the smallest parallelepiped including m random points
by González-Barrios, JoséM.
- 147-155 Critical phenomenon of a two component nonlinear stochastic system
by Chen, Xiong & Feng, Shui
- 157-163 On the lower bound of the number of real roots of a random algebraic equation
by Uno, Takashi
- 165-170 Complete convergence of moving average processes under dependence assumptions
by Zhang, Li-Xin
- 171-177 Smooth extensions of Pearsons's product moment correlation and Spearman's rho
by Rayner, J. C. W. & Best, D. J.
- 179-188 Asymptotics for multivariate t-statistic for random vectors in the generalized domain of attraction of the multivariate normal law
by Sepanski, Steven J.
September 1996, Volume 30, Issue 1
- 1-7 A note on strong approximation for quantile processes of strong mixing sequences
by Yu, Hao
- 9-16 Asymptotically optimal stopping rules in the presence of unknown parameters
by Irle, A.
- 17-24 Weighted empiricals and the product-limit estimator in the multiplicative hazard and time transfer regression model
by Yang, Song
- 25-31 Extreme value theory for a thermal energy storage model
by Gomes, João
- 33-36 Commutative infinitesimal triangular systems on Euclidean motion groups
by Neuenschwander, Daniel
- 37-43 Optimal spectral kernel for long-range dependent time series
by Delgado, Miguel A. & Robinson, Peter M.
- 45-51 Root-n-consistent and efficient estimation in semiparametric additive regression models
by Schick, Anton
- 53-59 Distribution of MLE of the multiple correlation coefficient for data with missing values in a dependent variable
by Sakalauskas, L. & Sukauskaite, D.
- 61-71 Improved score tests for one-parameter exponential family models
by Ferrari, Silvia L. P. & Cordeiro, Gauss M. & Uribe-Opazo, Miguel A. & Cribari-Neto, Francisco
- 73-77 The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions
by Wirjanto, T. S.
- 79-86 Bayesian hypotheses testing using posterior density ratios
by Basu, Sanjib
- 87-98 Bootstrapping general first order autoregression
by Heimann, Günter & Kreiss, Jens-Peter
September 1996, Volume 29, Issue 4
- 285-292 The asymptotic maximin property of chi-squared type tests based on the empirical process
by Lee, Sangyeol
- 293-295 A note on the characterisation of the most probable number
by Trajstman, A. C.
- 297-305 Comparing two populations based on low stochastic structure assumptions
by Coolen, F. P. A.
- 307-315 On moments and tail behavior of v-stable random variables
by Kozubowski, Tomasz J. & Panorska, Anna K.
- 317-335 Asymptotic normality of regression estimators with long memory errors
by Giraitis, Liudas & Koul, Hira L. & Surgailis, Donatas
- 337-344 Consistency of an estimator of the number of changes in binomial observations
by Serbinowska, Monika
- 345-352 On robust estimation of the common scale parameter of several Pareto distributions
by Elfessi, Abdulaziz & Chun Jin
- 353-359 Fourier transform and Bayes estimator of a location parameter
by Angers, Jean-François
- 361-368 On the pointwise central limit theorem and mixtures of stable distributions
by Berkes, I. & Csáki, E.
- 369-375 Estimation of the parameters in two linear models with only some of the parameter vectors identical
by Liu, Aiyi
September 1996, Volume 29, Issue 3
- 191-199 Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model
by Ohtani, Kazuhiro
- 201-212 Power of the Lagrange multiplier test for certain subdiagonal bilinear models
by Guegan, Dominique & Wandji, Joseph Ngatchou
- 213-221 Efficient likelihood ratio tests under P-ancillarity and P-sufficiency
by Zhu, Yiliang & Reid, Nancy
- 223-227 Causality and Markovian representations
by Petrovic, Ljiljana
- 229-232 Normality via conditional normality of linear forms
by Kagan, Abram & Wesolowski, Jacek
- 233-244 Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach
by Öztürk, Ömer & Hettmansperger, Thomas P.
- 245-249 A note on recurrence relations for the product moments of order statistics
by Yageen Thomas, P. & Samuel, Philip
- 251-262 Minimum distance estimators for random coefficient autoregressive models
by Qian, Lianfen
- 263-270 Deletion, augmentation and principal predictors
by Jensen, D. R.
- 271-278 A parametric regression model of tumor recurrence: An application to the analysis of clinical data on breast cancer
by Asselain, B. & Fourquet, A. & Hoang, T. & Tsodikov, A. D. & Yakovlev, A. Yu.
- 279-284 The location of the maximum of asymmetric two-sided Brownian motion with triangular drift
by Stryhn, Henrik
August 1996, Volume 29, Issue 2
- 95-100 Correlations between functions of records can be negative
by Nagaraja, H. N. & Nevzorov, V. B.
- 101-106 An asymptotic relation arising in the decomposition of the likelihood of order statistics
by Park, Sangun
- 107-115 Conditional Lp-quantiles and their application to the testing of symmetry in non-parametric regression
by Chen, Zehua
- 117-123 Restricted product multinomial and product Poisson maximum likelihood estimation based upon Fenchel duality
by El Barmi, Hammou & Dykstra, Richard L.
- 125-129 Some new orthogonal designs in linear regression models
by Koukouvinos, Christos
- 131-141 A note on balanced generalized two-way elimination of heterogeneity designs
by Chai, Feng-Shun
- 143-148 Linear least squares regression: a different view
by Yatracos, Yannis G.
- 149-157 A Bartlett-type correction for the subject-years method in comparing survival data to a standard population
by Tu, Dongsheng & Gross, Alan J.
- 159-166 On sample spacings from IMRL distributions
by Kirmani, S. N. U. A.
- 167-176 Some results on ordering of survival functions through uncertainty
by Ebrahimi, Nader & Kirmani, S. N. U. A.
- 177-184 Analysis of incomplete blocks for rankings
by Alvo, M. & Cabilio, P.
- 185-189 Similarity solutions of first-passage problems for two-dimensional Wiener processes
by Lefebvre, Mario
August 1996, Volume 29, Issue 1
- 1-7 Empirical Bayes prediction for a mixed linear model with autoregressive errors
by Sajjan, S. G. & Basawa, I. V.
- 9-14 Characterization of the exact finite-sample distribution of a routine test statistic for non-nested regressions
by Szroeter, J.
- 15-22 A functional law of the iterated logarithm for the Dekkers-Einmahl-de Haan tail index estimator
by Tobbal, Khelifa
- 23-32 Prophet compared to gambler: additive inequalities for transforms of sequences of random variables
by Boshuizen, Frans A.
- 33-43 Improved estimators for simultaneous estimation of variance components
by Klonecki, Witold & Zontek, Stefan
- 45-53 Strongly-consistent, distribution-free confidence intervals for quantiles
by Gilat, David & Hill, T. P.
- 55-59 On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences
by Wisniewski, Mateusz
- 61-70 Covariance structure models for clustered proportions
by Yao, Tzy-Jyun & Reinsel, Gregory C.
- 71-78 Comparing Bayesian and frequentist estimators in the exchangeable case
by De la Horra, Julián
- 79-84 A note on deconvolution density estimation
by Patil, Prakash
- 85-87 Product moments of order statistics and the variance of a lightly trimmed mean
by David, H. A. & Balakrishnan, N.
- 89-93 On statistical properties of Chebyshev's norm
by Stoimenova, E.
August 1996, Volume 28, Issue 4
- 291-297 The N-th moment of matrix quadratic form
by Kang, Chul & Kim, Byung-Chun
- 299-310 Average-case analysis of multiple Quickselect: An algorithm for finding order statistics
by Lent, Janice & Mahmoud, Hosam M.
- 311-319 Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests
by McKeague, Ian W. & Sun, Yanqing
- 321-327 Dispersive orderings and characterization of ageing classes
by Belzunce, F. & Candel, J. & Ruiz, J. M.
- 329-335 Axiomatic information measures depending only on a probability measure
by Brezmes, T. & Naval, G.
- 337-343 A characterization of k-parameter quasimartingales
by Tsoi, Allanus H.
- 345-352 Stopped Lévy processes with applications to first passage times
by Gut, Allan
- 353-358 Root-n consistent estimation in partly linear regression models
by Schick, Anton
- 359-366 Existence of bounded invariant probability densities for Markov chains
by Hernández-Lerma, Onésimo & Lasserre, Jean B.
- 367-373 Tailweight with respect to the mode for unimodal distributions
by Averous, J. & Fougères, A. -L. & Meste, M.
- 375-386 A generalized Erlang distribution showing overdispersion
by Luceño, Alberto
July 1996, Volume 28, Issue 3
- 195-202 Testing for monotonicity in the intensity of a nonhomogeneous Poisson process
by Guffey, James M. & Wright, F. T.
- 203-209 A measurement of multi-factor orthogonality
by Deng, Lih-Yuan & Lin, Dennis K. J. & Wang, Jiannong
- 211-217 Construction of some asymmetrical orthogonal arrays
by Dey, Aloke & Midha, Chand K.
- 219-226 Global tilting method
by Jing, Bing-Yi
- 227-233 Nonparametric estimation for some nonlinear models
by Thavaneswaran, A. & Peiris, Shelton
- 235-238 On the distribution of the maxima of partial sums
by Sgibnev, M. S.
- 239-243 On the derivation of a suboptimal filter for signal estimation
by Ruiz-Molina, Juan Carlos & Valderrama, Mariano J.
- 245-250 Strong law of large numbers for 2-exchangeable random variables
by Etemadi, N. & Kaminski, M.
- 251-257 Estimation on random coefficient model with unbalanced data
by Fujisawa, Hironori
- 259-268 Bartlett-type formulas for complex multivariate time series of mixed spectra
by Li, Ta-Hsin
- 269-270 Characteristic functions taking constant values on intervals of the real line
by Ramachandran, B.
- 271-278 Infinite divisibility of random variables and their integer parts
by Bondesson, Lennart & Kristiansen, Gundorph K. & Steutel, Fred W.
- 279-284 A note on domains of attraction of p-max stable laws
by Christoph, Gerd & Falk, Michael
- 285-289 Maximum variation of total risk
by Pemantle, Robin
June 1996, Volume 28, Issue 2
- 99-106 An algorithm for estimating parameters of state-space models
by Wu, Lilian Shiao-Yen & Pai, Jeffrey S. & Hosking, J.R.M.
- 107-110 The law of the iterated logarithm for Lp-norms of empirical processes
by Gajek, L. & Kaluszka, M. & Lenic, A.
- 111-114 Stopping times and tightness for multiparameter martingales
by Ivanoff, B. Gail
- 115-120 Existence of a normal scale mixture with a given variance and a percentile
by Basu, Sanjib
- 121-126 Mixed difference matrices and the construction of orthogonal arrays
by Wang, J.C.
- 127-130 On the weak law of large numbers for randomly indexed partial sums for arrays
by Hong, Dug Hun
- 131-135 A conditional product measure theorem
by Swart, J.M.
- 137-141 On an F-type statistic for testing one-sided hypotheses and computation of chi-bar-squared weights
by Silvapulle, Mervyn J.
- 143-145 Asymptotic equivalence of nonparametric regression and white noise model has its limits
by Efromovich, Sam & Samarov, Alex
- 147-151 An extension of the method of polynomials and a new reduction formula for Bonferroni-type inequalities
by Galambos, Janos & Simonelli, Italo
- 153-157 Exact distribution of the Kaplan-Meier estimator under the proportional hazards model
by Chang, Myron N.
- 159-164 A class of exchangeable sequences
by Gnedin, Alexander V.
- 165-171 On the Chambers-Mallows-Stuck method for simulating skewed stable random variables
by Weron, Rafal
- 173-179 Gauss-Newton estimation of parameters for a spatial autoregression model
by Bhattacharyya, B.B. & Khalil, T.M. & Richardson, G.D.
- 181-189 On the grouped LSE under an errors-in-variables model
by Akritas, Michael G.
- 191-194 A generalization of variance bounds
by Papadatos, N. & Papathanasiou, V.
June 1996, Volume 28, Issue 1
- 1-8 A note on corrected-score estimation
by Buzas, J. S. & Stefanski, L. A.
- 9-21 Existence and strong consistency of maximum likelihood estimates for 1-dimensional exponential families
by Miao, Weiwen & Hahn, Marjorie G.
- 23-31 Nonparametric estimation in heteroskedastic regression
by Akritas, Michael G.
- 33-39 On multivariate Le Cam theorem and compound Poisson measures
by Cekanavicius, V.
- 41-49 Some remarks on the uniform weak convergence of stochastic processes
by Arcones, Miguel A.
- 51-58 An extension of a theorem on gambling systems to arbitrary binary random variables
by Wen, Liu & Zhongzhi, Wang
- 59-63 Orthogonal 2k and 3k factorial designs constructed using sequences with zero autocorrelation
by Koukouvinos, Christos
- 65-72 The bootstrap of the mean for strong mixing sequences under minimal conditions
by Radulovic, Dragan
- 73-79 Assessing a Bartlett plot
by Glendinning, Richard H.
- 81-90 Joint distribution of Brownian motion and its maximum, with a generalization to correlated BM and applications to barrier options
by Chuang, Chin-Shan
- 91-97 Inequalities of correlation type for symmetric stable random vectors
by Koldobsky, A. L. & Montgomery-Smith, S. J.
May 1996, Volume 27, Issue 4
- 289-294 Crossing properties of F distributions
by Mi, Jie
- 295-304 Nonparametric multiple change-point estimators
by Lee, Chung-Bow
- 305-311 Statistical solutions for a stochastic Burger's equation
by Karczewska, Anna
- 313-318 On weak lumpability of a finite Markov chain
by Peng, Nan-Fu
- 319-329 The rates of convergence of Bayes estimators in change-point analysis
by Rukhin, Andrew L.
- 331-339 A note on tightness
by Genest, Christian & Ghoudi, Kilani & Rémillard, Bruno
- 341-346 On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root
by Park, Chul Gyu & Shin, Dong Wan
- 347-355 Random polynomials with complex coefficients
by Farahmand, K.
- 357-365 Quantile estimation under possibly misspecified generalised linear model
by Séménou, M.
- 367-373 Tests of hypotheses in discrete models based on the penalized Hellinger distance
by Basu, Ayanendranath & Harris, Ian R. & Basu, Srabashi
- 375-384 Some properties of the Lynden-Bell estimator with truncated data
by Yuan, Ao
- 385-391 Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models
by Paparoditis, Efstathios
April 1996, Volume 27, Issue 3
- 195-199 An algorithm for tree-ordered isotonic median regression
by Qian, Shixian
- 201-205 Large deviations for subsampling from individual sequences
by Dembo, Amir & Zeitouni, Ofer
- 207-216 Asymptotic normality of a class of bivariate-multivariate discrete power series distributions
by Kyriakoussis, A. G. & Vamvakari, M. G.
- 217-219 On pairs of sums of random variables with pairwise equal distributions
by Krengel, U.
- 221-223 Nesting Plackett-Burman designs
by John, Peter W. M.
- 225-229 A curious property of the derivatives of the Cauchy density
by Hall, Peter & Marron, J. Steven & Titterington, D. M.
- 231-239 Optimized scorings for ordinal data for the general linear model
by Gautam, Shiva & Kimeldorf, George & Sampson, Allan R.
- 241-246 A note on the inverse estimation of band-limited signals
by Ruymgaart, Frits H.
- 247-254 Laws of the iterated logarithm for weighted sums of independent random variables
by Li, Deli & Tomkins, R. J.
- 255-258 A note on density estimation for Poisson mixtures
by McKay, Ian
- 259-265 Correlation between successive values of Anderson's classification statistic in the hold-out method
by Park, Pil S. & Kshirsagar, Anant M.
- 267-270 On c-optimal random variables
by Rüschendorf, Ludger
- 271-274 Dispersive ordering of order statistics
by Kochar, Subhash C.
- 275-279 Use of asymmetrical factorials for generating designs for quadratic mixture model
by Aggarwal, M. L. & Sarin, V.
- 281-287 Weighted least squares estimates in partly linear regression models
by Schick, Anton
April 1996, Volume 27, Issue 2
- 101-109 Recurrence formula for expectations of products of quadratic forms
by Ghazal, G. A.
- 111-114 Iterated Brownian motion and stable() subordinator
by Bertoin, Jean
- 115-126 The impact of unsuspected serial correlations on model selection in linear regression
by Hurvich, Clifford M. & Tsai, Chih-Ling
- 127-129 On distribution functions with completely monotone derivative
by Sandhya, E. & Satheesh, S.
- 131-136 The sample mid-range and interquartiles
by Bingham, N. H.
- 137-143 Tests for semiparametric model based on non-homogeneous Markov process
by Marzec, Leszek & Marzec, Pawel
- 145-148 Characterization of general ridge estimators
by Markiewicz, Augustyn
- 149-153 Some new non-proper variance-balanced designs with unequal replications
by Sinha, K. & Jones, B. & Kageyama, Sanpei
- 155-162 Test for generalized variance in signal processing
by Bhandary, Madhusudan
- 163-169 Local sensitivity of density bounded priors
by Meng, Q. & Sivaganesan, S.
- 171-175 On the asymptotic behavior of Akaike's BIC
by Reschenhofer, Erhard
- 177-180 On the coefficient of variation of the - and -classes
by Bhattacharjee, Arnab & Sengupta, Debasis
- 181-188 Empirical Bayes rules for selecting the most and least probable multivariate hypergeometric event
by Balakrishnan, N. & Ma, Yimin
- 189-194 Explicit and asymptotic formulae for the expected values of the order statistics of the Cantor distribution
by Knopfmacher, Arnold & Prodinger, Helmut
March 1996, Volume 27, Issue 1
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