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Series handle: RePEc:eee:stapro
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Content
June 1995, Volume 23, Issue 4
May 1995, Volume 23, Issue 3
- 203-209 A necessary and sufficient condition for the existence of the limiting probability of a tie for first place
by Baryshnikov, Yuliy & Eisenberg, Bennett & Stengle, Gilbert
- 211-220 Bahadur and Hodges-Lehmann approximate efficiencies of tests based on spacings
by Bartoszewicz, Jaroslaw
- 221-226 On the rate of convergence in the martingale CLT
by Rackauskas, Alfredas
- 227-231 A note on the maximum of a random walk
by Stadje, W.
- 233-238 A bound on the 1-error of a nonparametric density estimator with censored data
by Kulasekera, K. B.
- 239-242 On a class of multivariate distributions closed under concomitance of order statistics
by Balasubramanian, K. & Balakrishnan, N.
- 243-245 A Kolmogorov inequality for the sum of independent Bernoulli random variables with unequal means
by Turner, Danny W. & Young, Dean M. & Seaman, John W.
- 247-251 Some results on strong limit theorems for (LB)-space-valued random variables
by Wang, Xaingchen & Bhaskara Rao, M. & Li, Deli
- 253-258 A V-optimal design for Scheffé's polynomial model
by Liu, Shuangzhe & Neudecker, Heinz
- 259-270 Lower limits of iterated Wiener processes
by Shi, Z.
- 271-274 Discrete Mittag-Leffler distributions
by Pillai, R. N. & Jayakumar, K.
- 275-280 Exact behavior of Gaussian seminorms
by Dembo, Amir & Mayer-Wolf, Eddy & Zeitouni, Ofer
- 281-288 The sample mid-range and symmetrized extremal laws
by Bingham, N. H.
- 289-295 Law of the iterated logarithm and local variations at zero of the sticky Brownian motion
by Amir, Madjid & Knight, Frank B.
May 1995, Volume 23, Issue 2
- 105-110 Finite exchangeability and linear regression
by Bassan, Bruno & Scarsini, Marco
- 111-115 A game with four players
by Chang, Derek K.
- 117-122 On combining independent tests in linear models
by Jordan, Scott M. & Krishnamoorthy, K.
- 123-127 A note on the bias of L-estimators and a bias reduction procedure
by Xiang, Xiaojing
- 129-133 The equivalence of two conditions for weight functions for martingales
by Chang, Xiang Qian & Moore, Charles N.
- 135-139 Convergence of increments for cumulative hazard function in a mixed censorship-truncation model with application to hazard estimators
by Gu, Minggao
- 141-149 A note on sequential estimation of the mean
by Uno, Chikara
- 151-155 The strong law of U-statistics with [phi]*-mixing samples
by Qiying, Wang
- 157-164 Contorted uniform and Pareto distributions
by Dimitrov, Boyan & von Collani, Elart
- 165-170 Inconsistent maximum likelihood estimators for the Rasch model
by Ghosh, Malay
- 171-178 A generalized class of estimators in linear regression models with multivariate-t distributed error
by Karan Singh, R. & Misra, Sheela & Pandey, S. K.
- 179-182 On the limit distributions of sums of mixing Bernoulli random variables
by Dziubdziela, Wieslaw
- 183-191 ANOVA and rank tests when the number of treatments is large
by Boos, Dennis D. & Brownie, Cavell
- 193-201 The approximate distribution of nonparametric regression estimates
by Robinson, P. M.
April 1995, Volume 23, Issue 1
- 1-8 Hazard rate ordering of k-out-of-n systems
by Shaked, Moshe & George Shanthikumar, J.
- 9-11 Stationarity of independent sequences
by Lacaze, B.
- 13-20 Dependency measure for sets of random events or random variables
by Stoyanov, Jordan
- 21-25 The smallest uniform upper bound on the distance between the mean and the median of the binomial and Poisson distributions
by Hamza, Kais
- 27-34 Asymptotic normality of pseudo-LS estimator for partly linear autoregression models
by Gao, Jiti & Liang, Hua
- 35-44 Intrinsic losses for empirical Bayes estimation: A note on normal and Poisson cases
by Fourdrinier, Dominique & Robert, Christian P.
- 45-52 Estimating statistical hypotheses
by Blyth, Colin R. & Staudte, Robert G.
- 53-61 An example in which the Lugannani-Rice saddlepoint formula fails
by Booth, James G. & Wood, Andrew T. A.
- 63-67 Another proof of a slow convergence result of Birgé
by Devroye, Luc
- 69-72 Detecting a change in the intercept in multiple regression
by Watson, G. S.
- 73-78 Estimation of quantile density function based on regression quantiles
by Dodge, Yadolah & Jurecková, Jana
- 79-92 Robust recursive estimation for correlated observations
by Guttman, Irwin & Lin, Dennis K. J.
- 93-104 On a class of bivariate compounded Poisson distributions
by Papageorgiou, H. & David, Katerina M.
March 1995, Volume 22, Issue 4
- 261-268 On the logarithmic average of additive functionals
by Csáki, E. & Földes, A.
- 269-274 On information matrices in case-control studies
by Wang, C. Y. & Wang, Suojin
- 275-279 On the spectrum and Martin boundary of homogeneous spaces
by Northshield, S.
- 281-285 Improvement of ANOVA estimators of variance components in block designs with random treatments
by Molinska, Anna & Molinski, Krzysztof
- 287-293 On the sequential point estimation of the mean of a gamma distribution
by Isogai, Eiichi & Uno, Chikara
- 295-301 A limit theorem for the entropy density of nonhomogeneous Markov information source
by Wen, Liu & Weiguo, Yang
- 303-310 Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated
by Nieto, Fabio H. & Guerrero, Victor M.
- 311-315 On geometric ergodicity of nonlinear autoregressive models
by Bhattacharya, Rabi & Lee, Chanho
- 317-323 Weighted bootstrapping for U-quantiles
by Aerts, Marc & Janssen, Paul
- 325-332 Multivariate dispersion orderings
by Giovagnoli, Alessandra & Wynn, H. P.
- 333-338 Rates of convergence for everywhere-positive Markov chains
by Baxter, J. R. & Rosenthal, Jeffrey S.
- 339-347 Optimal asymptotic quadratic error of density estimators for strong mixing or chaotic data
by Bosq, Denis
February 1995, Volume 22, Issue 3
- 175-184 Left and right linear innovations for a multivariate S[alpha]S random variable
by Rutkowski, Marek
- 185-194 Dependent versions of a central limit theorem for the squared length of a sample mean
by Saikkonen, Pentti
- 195-203 Group truncated ordinal regression
by O'Neill, Terence J. & Barry, Simon C.
- 205-212 Consistent estimation of density-weighted average derivative by orthogonal series method
by Prakasa Rao, B. L. S.
- 213-221 Analysis of repeated measures incomplete block designs using R-estimators
by Mushfiqur Rashid, M.
- 223-230 A central limit theorem for non-linear functionals of stationary Gaussian vector processes
by Sánchez de Naranjo, M. V.
- 231-238 Intermediate order statistics with applications to nonparametric estimation
by Papadatos, N.
- 239-247 A Bernstein-type inequality for U-statistics and U-processes
by Arcones, Miguel A.
- 249-256 Likelihood ratio and a class of strong laws for the sequence of integer-valued random variables
by Wen, Liu & Zikuan, Liu
- 257-260 Sharp inequalities between skewness and kurtosis for unimodal distributions
by Teuscher, F. & Guiard, V.
February 1995, Volume 22, Issue 2
- 87-96 A class of strong laws for functionals of countable nonhomogeneous Markov chains
by Liu, Wen & Liu, Guoxin
- 97-102 Lattices of random sets and progressivity
by Gail Ivanoff, B. & Merzbach, Ely & Schiopu-Kratina, Ioana
- 103-110 Stochastic order relations and the total time on test transform
by Bartoszewicz, Jaroslaw
- 111-119 A general composition theorem and its applications to certain partial orderings of distributions
by Joag-dev, Kumar & Kochar, Subhash & Proschan, Frank
- 121-129 On multivariate kernel estimation for samples from weighted distributions
by Ahmad, Ibrahim A.
- 131-136 A note on the almost sure central limit theorem for weakly dependent random variables
by Peligrad, Magda & Shao, Qi-Man
- 137-148 Reliability bounds for coherent structures with independent components
by Fu, J. C. & Koutras, M. V.
- 149-156 On the strong uniform consistency of density estimation for strongly dependent sequences
by Ho, Hwai-Chung
- 157-160 A regression approach for estimating the center of symmetry
by Hsieh, Fushing
- 161-166 Some stochastic models leading to the convolution of two binomial variables
by Ong, S. H.
- 167-173 Likelihood ratio tests for bivariate symmetry against ordered alternatives in a square contingency table
by El Barmi, Hammou & Kochar, Subhash C.
January 1995, Volume 22, Issue 1
- 1-6 Symmetry groups in d-space
by Meerschaert, Mark M. & Alan Veeh, Jeery
- 7-15 On a likelihood-based approach in nonparametric smoothing and cross-validation
by Chaudhuri, Probal & Dewanji, Anup
- 17-23 A note on conditionally unbiased estimation after selection
by Deshpande, Jayant V. & Muhammad Fareed, T. P.
- 25-31 A local criterion for smoothness of densities and application to the supremum of the Brownian sheet
by Florit, Carme & Nualart, David
- 33-42 Near optimal weights in nonparametric regression under some common restrictions
by Holiday, David B.
- 43-47 Nonconstant levels for T-year return periods for two-dimensional Poisson processes with periodic intensity
by Ballerini, Rocco
- 49-53 On permissible correlations for locally correlated stationary processes
by Donahue, Rafe M. J. & Brockwell, Peter J. & Davis, Richard A.
- 55-57 On the weak law of large numbers for arrays
by Dug Hun Hong & Kwang Sik Oh
- 59-69 Conditioned superprocesses and their weighted occupation times
by Krone, Stephen M.
- 71-77 The number of visits to a subset of the state space by a discrete-parameter semi-Markov process
by Csenki, Attila
- 79-85 On the variance of the trimmed mean
by Capéraà, Philippe & Rivest, Louis-Paul
December 1994, Volume 21, Issue 5
- 337-345 A central limit theorem for functionals of the Kaplan--Meier estimator
by Yang, Song
- 347-355 Minimum distance estimation in linear models with long-range dependent errors
by Mukherjee, Kanchan
- 357-362 A Kolmogorov inequality for U-statistics based on Bernoulli kernels
by Christofides, Tasos C.
- 363-365 Cramer's estimate for Lévy processes
by Bertoin, J. & Doney, R. A.
- 367-370 A note on necessary and sufficient conditions for proving that a random symmetric matrix converges to a given limit
by Strawderman, Robert L.
- 371-380 Estimation of the autocorrelation coefficient in the presence of a regression trend
by Schick, Anton
- 381-384 A quasi-likelihood approach to the REML estimating equations
by Heyde, C. C.
- 385-394 Maxima of bivariate random vectors: Between independence and complete dependence
by Hüsler, J.
- 395-403 Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices
by Young, Dean M. & Seaman, John W. & Meaux, Laurie M.
- 405-407 Equivalence of relations for order statistics for exchangeable and arbitrary cases
by Balasubramanian, K. & Balakrishnan, N.
- 409-416 Berry--Esséen bounds for finite-population t-statistics
by Rao, C. R. & Zhao, L. C.
- 417-419 Selecting variables for discrimination when covariance matrices are unequal
by Paranjpe, S. A. & Gore, A. P.
November 1994, Volume 21, Issue 4
- 255-261 Efficiencies of some small second-order designs
by Jensen, D. R.
- 263-269 On the nonexistence of certain optimal confidence sets for the rectangular problem
by Chatterjee, Shoutir Kishore & Chattopadhyay, Gaurangadeb
- 271-280 Distributional convergence of M-estimators under unusual rates
by Arcones, Miguel A.
- 281-289 Variance upper bounds and convolutions of [alpha]-unimodal distributions
by Abouammoh, A. M. & Mashhour, A. F.
- 291-298 A parametric bootstrap procedure to estimate the selected mean using censored data
by Indurkhya, Alka
- 299-309 Asymptotic normality of the discrete Fourier transform of long memory time series
by Pham, Dinh Tuan & Guégan, Dominique
- 311-316 On uniform marginal representation of contingency tables
by Arnold, Barry C. & Gokhale, D. V.
- 317-321 On some limit laws for perturbed empirical distribution functions
by Denker, Manfred & Puri, Madan L.
- 323-336 Continuous-time fractional ARMA processes
by Viano, M. C. & Deniau, C. & Oppenheim, G.
October 1994, Volume 21, Issue 3
- 173-179 On integration, substitution and the probability integral transform
by Savits, Thomas H.
- 181-194 Probability density estimation from dependent observations using wavelets orthonormal bases
by Masry, Elias
- 195-202 Combining independent tests of triangular distribution
by Abu-Dayyeh, Walid A. & El-Qader El-Masri, Abed
- 203-214 Smoothing dependent observations
by Fraiman, R. & Meloche, J.
- 215-221 Identifiability in interval censorship models
by Wang, Zhiming & Gardiner, J. C. & Ramamoorthi, R. V.
- 223-228 An isotonic estimator of the baseline hazard function in Cox's regression model under order restriction
by Chung, Daehyun & Chang, Myron N.
- 229-235 Asymptotically distribution-free joint confidence intervals for generalized Lorenz curves based on complete data
by Chakraborti, S.
- 237-245 Dispersive comparison of distributions: a multisample testing problem
by Marzec, Leszek & Marzec, Pawel
- 247-251 Siegel's formula via Stein's identities
by Liu, Jun S.
September 1994, Volume 21, Issue 2
- 85-94 Probability inequalities for certain dependence structures
by Dobbins, Thomas W. & Sarkar, Sanat K.
- 95-99 Some bounds for balanced two-way elimination of heterogeneity designs
by Siatkowski, Idzi
- 101-105 An extended Simes' test
by Hochberg, Yosef & Liberman, Uri
- 107-113 Tests based on L-statistics to test the equality in dispersion of two probability distributions
by Rojo, Javier & Wang, Jinping
- 115-120 Rank tests for testing the randomness of autoregressive coefficients
by Ramanathan, R. V. & Rajarshi, M. B.
- 121-130 Restricted multinomial maximum likelihood estimation based upon Fenchel duality
by El Barmi, Hammou & Dykstra, Richard L.
- 131-140 Covariance matrices of quadratic forms in elliptical distributions
by Zhao, Yi
- 141-145 Nonexistence of consistent estimates in a density estimation problem
by Chen, X. R. & Wu, Y.
- 147-151 Asymptotic distributions of estimated f-dissimilarity between populations in stratified random sampling
by Zografos, K.
- 153-155 Covariance between variables and their order statistics for multivariate normal variables
by Rinott, Yosef & Samuel-Cahn, Ester
- 157-161 A strong limit theorem under no assumption of independence, stationarity or various dependences
by Liu, Wen
- 163-166 Completeness of time-ordered indicators in censored data models
by Moser, Martin
- 167-172 Symmetrized kernel estimators of the regression slope
by Blyth, Stephen
September 1994, Volume 21, Issue 1
- 1-8 A Poisson approximation for the number of k-matches
by Burghardt, Patrick D. & Godbole, Anant P. & Prengaman, Amy B.
- 9-19 Partial autocorrelation function for spatial processes
by Etchison, Tonya & Pantula, Sastry G. & Brownie, Cavell
- 21-25 A dependent F[alpha]-scheme
by Ballerini, Rocco
- 27-28 A note on min--maxbias estimators in approximately linear models
by Bassett, Gilbert W.
- 29-36 Kernel estimation of the density of a statistic
by Sherman, Michael
- 37-47 Maximum likelihood estimation for weighted distributions
by Iyengar, Satish & Zhao, Peng-Liang
- 49-57 On the HIV incubation distribution under non-Markovian models
by Tan, W. Y.
- 59-67 An occupation time approach for convergence of measure-valued processes, and the death process of a branching system
by Gorostiza, L. G. & Lopez-Mimbela, J. A.
- 69-75 On the estimation of the mean of a Np([mu],[Sigma]) population with [mu]'[Sigma]-1 [mu] known
by Marchand, Eric
- 77-83 Some strong limit theorems relative to the geometric average of random transition probabilities of arbitrary finite nonhomogeneous Markov chains
by Wen, Liu
August 1994, Volume 20, Issue 5
- 337-345 Mean residual life and increasing convex comparison of shock models
by Fagiuoli, E. & Pellerey, F.
- 347-352 A bartlett-type adjustment for the likelihood ratio statistic with an ordered alternative
by Wang, Yazhen
- 353-354 Multivariate normality via conditional specification
by Arnold, Barry C. & Castillo, Enrique & Sarabia, JoséMaría
- 355-365 On local odds and hazard rate models in survival analysis
by Janssen, Arnold
- 367-373 Persistent convergence on randomly deleted sets
by Rothmann, Mark D. & Russo, Ralph P.
- 375-382 The hazard rate of the power-quadratic exponential family of distributions
by Pham-Gia, T.
- 383-393 Stochastic equivalence of ordered random variables with applications in reliability theory
by Li, Haijun & Zhu, Haolong
- 395-400 Tests of ordered hypotheses in linkage in heredity
by Paula, Gilberto A. & Sen, Pranab K.
- 401-409 Trimmed mean or sample median?
by Oosterhoff, J.
- 411-420 The bias of k-step M-estimators
by Rousseeuw, Peter J. & Croux, Christophe
July 1994, Volume 20, Issue 4
- 253-257 Two principal points of symmetric, strongly unimodal distributions
by Tarpey, Thaddeus
- 259-268 Higher-order asymptotic theory for discriminant analysis of Gaussian ARMA processes
by Zhang, Guoqiang
- 269-271 The rank of the current lifetime
by Grübel, Rudolf
- 273-285 Linking the estimation and ranking and selection problems through sequential procedures: The normal case
by Chaturvedi, Ajit & Gupta, Rahul
- 287-294 Robust Bayesian analysis using divergence measures
by Dey, Dipak K. & Birmiwal, Lea R.
- 295-306 Robust measures of association in the correlation model
by Witt, Lee D. & McKean, Joseph W. & Naranjo, Joshua D.
- 307-312 Closure of multivariate t and related distributions
by Jensen, D. R.
- 313-319 Moments of the ratio of two dependent quadratic forms
by Ghazal, G. A.
- 321-326 Morphological Markov random fields
by Carstensen, Jens Michael
- 327-335 Multidimensional Lévy inequalities and their applications
by Li, Gang
June 1994, Volume 20, Issue 3
- 169-172 On polynomial filtration of some continuous semimartingales
by Ouknine, Y.
- 173-182 On ordinary least-squares methods for sample surveys
by Wang, Song-Gui & Chow, Shein-Chung & Tse, Siu-Keung
- 183-188 On the non-consistency of an estimate of Chiu
by Devroye, Luc
- 189-195 On the limiting distribution of and critical values for an origin-invariant bivariate Cramer--von Mises-type statistic
by Zimmerman, Dale L.
- 197-202 A perturbation scheme for nonlinear models
by Wu, Xizhi & Wan, Fanghuan
- 203-207 Arbitrarily reliable systems with two dual modes of failure
by Veselý, Petr
- 209-217 On the number of maxima in a discrete sample
by Brands, J. J. A. M. & Steutel, F. W. & Wilms, R. J. G.
- 219-223 Convergence of the Kaplan-Meier estimator in weighted sup-norms
by Stute, Winfried
- 225-234 Two measures of sample entropy
by Ebrahimi, Nader & Pflughoeft, Kurt & Soofi, Ehsan S.
- 235-238 Multivariate normality via conditional normality
by Ahsanullah, M. & Wesolowski, Jacek
- 239-240 Stationary probabilities for a simple immigration-birth-death process under the influence of total catastrophes
by Kyriakidis, E. G.
- 241-245 Improving the James-Stein estimator using the Stein variance estimator
by Berry, J. Calvin
May 1994, Volume 20, Issue 2
- 85-90 The study of a function relating to stable distributions
by Buckle, D. J.
- 91-99 Parameter estimation for ARMA processes with errors in models
by Chen, Han-Fu & Deniau, Claude
- 101-112 Correspondence analysis of an artificial cylinder data
by Okamoto, Masashi
- 113-116 Monotonicity of regression functions in structural measurement error models
by Hwang, Gene T. & Stefanski, Leonard A.
- 117-123 On minimum L1-norm estimate of the parameter of the Ornstein--Uhlenbeck process
by Kutoyants, Y. & Pilibossian, P.
- 125-130 On the central limit theorem for point process martingales
by Johansson, Björn
- 131-138 Adaptive and unbiased predictors in a change point regression model
by Cohen, Arthur & Kushary, Debashis
- 139-142 Mixture or logistic regression estimation for discrimination
by O'Neill, Terence J.
- 143-148 Outlier detection in the state space model
by Chib, Siddhartha & Tiwari, Ram C.
- 149-153 Expectiles and M-quantiles are quantiles
by Jones, M. C.
- 155-162 A duality theorem for solving multiple-player multivariate hypergeometric problems
by Sobel, Milton & Frankowski, Krzysztof
- 163-167 Hypothesis testing of common roots
by Klein, André
May 1994, Volume 20, Issue 1
- 1-7 Nonconsistent estimation by diffusion type observations
by Kutoyants, Yu. A.
- 9-21 Extreme quantile estimation in [delta]-neighborhoods of generalized Pareto distributions
by Falk, Michael
- 23-26 Convergence criteria for maxima with regularly varying normalizing constants
by Gan, Gaoxiong & Neill, James W.
- 27-35 Lifelength in a random environment
by Baxter, Laurence A. & Li, Linxiong
- 37-47 A generalization of the Eulerian numbers with a probabilistic application
by Harris, Bernard & Park, C. J.
- 49-55 Testing for change-points with rank and sign statistics
by Gombay, Edit
- 57-62 The central limit theorem for U-processes indexed by Hölder's functions
by Arcones, Miguel A.
- 63-67 Monotonicity properties of the ordered ranks in the two-sample problem
by Kochar, Subhash C.
- 69-73 Minimum disparity estimation in the errors-in-variables model
by Basu, Ayanendranath & Sarkar, Sahadeb
- 75-80 Infinite order V-statistics
by Shieh, Grace S.
- 81-84 The limit distribution of the concave majorant of an empirical distribution function
by Wang, Yazhen
April 1994, Volume 19, Issue 5
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