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Content
January 1987, Volume 5, Issue 1
October 1986, Volume 4, Issue 6
- 273-274 A note on improved variance bounds for certain bounded unimodal distributions
by Seaman, John W. & Young, Dean M. & Marco, Virgil R.
- 275-280 Approximations of weighted empirical and quantile processes
by Csörgóo, Miklós & Horváth, Lajos
- 281-283 Bounds for the difference between median and mean of gamma and poisson distributions
by Chen, Jeesen & Rubin, Herman
- 285-288 Dispersive ordering and the total time on test transformation
by Bartoszewicz, Jaroslaw
- 289-289 Self orthogonal Knut Vik designs
by Afsarinejad, K.
- 291-294 Optimal design for an inverse Gaussian regression model
by Fries, Arthur & Bhattacharyya, Gouri K.
- 295-301 Multivariate new better than used in expectation distributions
by Basu, A. P. & Ebrahimi, Nader
- 303-308 On robust estimation of location for arbitrarily right-censored data
by Green, Stephanie J. & Crowley, John J.
- 309-311 Asymptotic properties of maximum likelihood estimators from dependent observations
by Ranakrishna Sarma, Y.
- 313-318 The stuttering generalized waring distribution
by Panaretos, John & Xekalaki, Evdokia
- 319-323 Bayesian estimation of the reliability function of the inverse gaussian distribution
by Sinha, S. K.
- 325-332 The log-linear model with a generalized gamma distribution for the error: A Bayesian approach
by Achcar, Jorge Alberto & Bolfarine, Heleno
- 333-335 Moments of elliptically distributed random variates
by Berkane, Maia & Bentler, P. M.
- 337-342 A finite sample estimate of the variance of the sample median
by Sheather, Simon J.
- 343-348 Some remarks on stochastic differential equations in the plane with local lipschitz coefficients
by Sanz-Solé, Marta
August 1986, Volume 4, Issue 5
- 219-222 Inconsistency of the misspecified proportional hazards model
by O'neill, Terence J.
- 223-225 Clusure of the NBUE and DMRL classes under formation of parallel systems
by Abouammoh, A. & El-Neweihi, E.
- 227-230 A note on some model selection criteria
by Peterson, John J.
- 231-232 A note on De Moivre's limit theorems: Easy proofs
by Jensen, Ernst Lykke & Rootzén, Holger
- 233-235 A new proof of the approximate sufficiency of sparse order statistics
by Reiss, Rolf-Dieter
- 237-243 Conditional expected durations of play given the ultimate outcome for a correlated random walk
by Mukherjea, A. & Steele, D.
- 245-251 Estimates for the score function under random censoring
by Liu, Regina Y.
- 253-258 On minimizing chi-square distances under the hypothesis of homogeneity or independence for a two-way contingency table
by Böhning, D. & Holling, H.
- 259-259 A quasi-random number generator with infinite period
by Zielinski, Ryszard
- 261-264 Improving multi-way block designs at the cost of nuisance parameters
by Pukelsheim, Friedrich & Titterington, D. Michael
- 265-272 Diagnostics for penalized least-squares estimators
by Eubank, R. L. & Gunst, R. F.
June 1986, Volume 4, Issue 4
- 157-159 Mixed estimation in covariance structure models
by Bonett, Douglas G.
- 161-166 How large must be the difference between local time and mesure du voisinage of Brownian motion?
by Csörgo, Miklós & Horváth, Lajos & Révész, Pál
- 167-171 On the renewal measure for Gaussian sequences
by Klebaner, Fima C.
- 173-178 On a fundamental optimality of the maximum likelihood estimator
by Cheng, Ping & Fu, James C.
- 179-182 The distribution of the 'finitely many times' in the strong law of large numbers
by Razanadrakoto, Dieudonné & Severo, Norman C.
- 183-186 The limit behavior of an interval splitting scheme
by Devroye, Luc & Letac, Gerard & Seshadri, Vanamamalai
- 187-190 A note on strong mixing of ARMA processes
by Athreya, Krishna B. & Pantula, Sastry G.
- 191-195 Central limit theorem and increment conditions
by Rhee, WanSoo T.
- 197-201 Dependence structures in which uncorrelatedness implies independence
by Chhetry, Devendra & Kimeldorf, George & Zahedi, Hassan
- 203-208 Convergence rates for partially splined models
by Rice, John
- 209-210 Another characterization of multivariate normal distribution
by Prakasa Rao, B. L. S. & Sreehari, M.
- 211-215 Successes, runs and longest runs
by Philippou, Andreas N. & Makri, Frosso S.
April 1986, Volume 4, Issue 3
March 1986, Volume 4, Issue 2
- 53-56 Another interpretation of the EM algorithm for mixture distributions
by Hathaway, Richard J.
- 57-59 An estimator for the mean of an exponential distribution with random right-censoring
by Stadje, Wolfgang
- 61-64 Another conjugate family for the normal distribution
by Athreya, K. B.
- 65-67 Implementing empirical characteristic function procedures
by Welsh, A. H.
- 69-73 On the estimation of the quantile density function
by Falk, Michael
- 75-79 Confidence intervals based on interpolated order statistics
by Hettmansperger, Thomas P. & Sheather, Simon J.
- 81-85 Estimation of influence functions
by Burke, Murray D. & Horváth, Lajos
- 87-93 The use of historical control information in modelling dose response relationships in carcinogenesis
by Smythe, Robert T. & Krewski, Daniel & Murdoch, Duncan
- 95-99 The log-likelihood ratio for sparse multinomial mixtures
by Zelterman, D.
- 101-105 Successes, runs and longest runs
by Philippou, Andreas N. & Makri, Frosso S.
January 1986, Volume 4, Issue 1
- 1-4 Modified Kent's statistics for testing goodness of fit for the Fisher distribution in small concentrated samples
by Rivest, Louis-Paul
- 5-6 Martingale inequalities and the Jackknife estimate of variance
by Rhee, WanSoo T. & Talagrand, Michel
- 7-8 A trivariate version of 'Lévy's equivalence'
by Simons, Gordon
- 9-15 A general solution for the epidemic with carriers
by Booth, J. & Gani, J. & Malice, M. -P. & Mansouri, H. & Maravankin, G.
- 17-19 On admissibility in various classes of quadratic estimators
by Stepniak, Czeslaw
- 21-23 Bounds for the variance of functions of random variables by orthogonal polynomials and Bhattacharya bounds
by Cacoullos, T. & Papathanasiou, V.
- 25-28 A stochastic Gompertz birth-death process
by Tan, W. Y.
- 29-33 Proportionality of k covariance matrices
by Flury, Bernhard K.
- 35-37 A note on the missing value principle and the EM-Algorithm for estimation and prediction in sampling from finite populations with a multinormal superpopulation model
by Zacks, S. & Rodriguez, Josemar
- 39-41 A statistic for measuring the balance of a sample
by Andrews, Richard W.
- 43-45 Regular variation and domains of attraction in
by Meerschaert, Mark M.
- 47-49 Lorenz ordering of means and medians
by Arnold, Barry C. & Villaseñor, Jose A.
- 51-51 To: On the product of symmetric random variables
by Hamedani, G. G. & Walter, G. G.
October 1985, Volume 3, Issue 6
- 287-293 Experimental comparison of least-squares and maximum likelihood methods in factor analysis
by Ihara, Masamori & Okamoto, Masashi
- 295-297 Two suggestions of how to define a stochastic stress-strength system
by Ebrahimi, Nader
- 299-301 Selecting principal components in regression
by Mason, Robert L. & Gunst, Richard F.
- 303-306 The L2-optimal cell width for the histogram
by Lecoutre, Jean-Pierre
- 307-308 Minimum volume confidence regions
by Jeyaratnam, S.
- 309-313 Bayes empirical Bayes estimation of a poisson mean
by Tze Fen LI
- 315-316 Pointwise properties of convergence in probability
by Burton, Robert M.
- 317-324 Testing several nonnested regressions simultaneously. A nonparametric approach
by Aguirre-Torres, Victor
- 325-329 Positive definite symmetric functions on finite-dimensional spaces II
by Richards, Donald St. P.
- 331-336 On [chi]2-test of goodness-of-fit for a class of discrete multivariate models
by Svensson, Åke
- 337-342 Influence diagnostic for censored regression models
by Kao, Chihwa
September 1985, Volume 3, Issue 5
- 231-234 On the relationship between the proportional hazards and accelerated failure time models in survival analysis
by Gupta, Ramesh C. & Michalek, Joel E.
- 235-238 On a characterization of rectangular distributions
by Abdelhamid, Sami N.
- 239-243 Regression estimation with transformed auxiliary variates
by Hung, Hsien-Ming
- 245-249 The growth rate of partial maxima on subsequences
by Hüsler, Jürg
- 251-253 On the product of symmetric random variables
by Hamedani, G. G. & Walter, G. G.
- 255-260 Maximum variance unimodal distributions
by Seaman, John W. & Odell, Patrick S. & Young, Dean M.
- 261-268 Sampling distribution for a class of estimators for nonregular linear processes
by Chanda, Kamal C.
- 269-274 Testing for symmetry and independence in a bivariate exponential distribution
by O'Neill, Terence J.
- 275-279 Sufficiency and invariance
by Arnold, Steven F.
- 281-286 Rank tests for a class of semi-Markov models with censored matched pairs
by Tsai, Wei-Yann
July 1985, Volume 3, Issue 4
- 175-184 On upper bounds for the variance of functions of random variables
by Cacoullos, T. & Papathanasiou, V.
- 185-189 Asymptotic statistical inference for a stochastic heat flow problem
by Koski, Timo & Loges, Wilfried
- 191-194 A note on levene's tests for equality of variances
by Carroll, Raymond J. & Schneider, Helmut
- 195-199 A pairwise independent stationary stochastic process
by Robertson, James B. & Womack, James M.
- 201-203 On the joint characterization of the distributions of the true income and the proportion of the reported income to the true income through a model of under-reported incomes
by Korwar, R. M.
- 205-207 On the approximation of measurable linear functionals
by Smolenski, W.
- 209-212 A functional law of the iterated logarithm for associated sequences
by Dabrowski, AndréRobert
- 213-219 On sampling by index cases
by Berger, Agnes & Percus, Ora E.
- 221-225 Approximation for Abel sums of independent, identically distributed random variables
by Horváth, Lajos
- 227-230 A note on testing symmetry with estimated parameters
by Koziol, James A.
June 1985, Volume 3, Issue 3
- 111-115 On a Kolmogorov-Smirnov type aligned test in linear regression
by Koul, H. L. & Sen, P. K.
- 117-120 Maximum entropy histograms
by Rodriguez, Carlos C. & Van Ryzin, John
- 121-125 Iterating bonferroni bounds
by Hoppe, Fred M.
- 127-129 A linear negative multinomial model
by Bonett, Douglas G.
- 131-133 An application of rosenthal's moment inequality to the strong law of large numbers
by Wittmann, Rainer
- 135-141 A bayesian approach to inference for monotone failure rates
by Mazzuchi, Thomas A. & Singpurwalla, Nozer D.
- 143-145 On the range of recurrent Markov chains
by Athreya, K. B.
- 147-150 A regression model to combine results from 2 x 2 tables
by Wallenstein, Sylvan
- 151-159 Plane sampling
by Iachan, Ronaldo
- 161-166 Saddlepoint approximations for curved exponential families
by Hougaard, Philip
- 167-173 A bivariate histogram density estimator: Consistency and asymptotic normality
by Kim, B. K. & Van Ryzin, J.
April 1985, Volume 3, Issue 2
- 57-62 Lower bounds for the distribution function of a k-dimensionaln-extensible exchangeable process
by Scarsini, Marco
- 63-64 Sequential estimation of the minimum of a random variable
by Meczarski, Marek
- 65-69 Pointwise consistency of the hermite series density estimate
by Greblicki, Wlodzimierz & Pawlak, Miroslaw
- 71-73 On exponential scores statistics for testing against positive aging
by Kochar, Subhash C. & Deshpande, Jayant V.
- 75-79 When is the inverse regression estimator MSE-superior to the standard regression estimator in multivariate controlled calibration situations?
by Sundberg, Rolf
- 81-86 A concept of negative dependence using stochastic ordering
by Block, Henry W. & Savits, Thomas H. & Shaked, Moshe
- 87-88 A counterexample concerning monotone unimodality
by Wefelmeyer, Wolfgang
- 89-93 A model for line transect sampling clustered populations
by Rao, P. V. & Portier, K. M.
- 95-96 Eigenvalue-Eigenvector analysis for a class of patterned correlation matrices with an application: A comment
by Wansbeek, Tom
- 97-100 The bootstrap: Some large sample theory and connections with robustness
by Parr, William C.
- 101-105 On exponential rates of likelihood ratio estimators for location parameters
by Fu, James C.
- 107-109 An extremal property of rectangular distributions
by Székely, G. J. & Móri, T. F.
February 1985, Volume 3, Issue 1
- 1-8 Minimum distance estimation in linear regression with unknown error distributions
by Koul, Hira L.
- 9-13 On restricted linear estimation for regression in stochastic processes
by del Pino, Guido E.
- 15-18 Asymptotic theory of least squares estimator in a nonregular nonlinear regression model
by Rao, B. L. S. Prakasa
- 19-20 Constructing balanced designs from triangular designs
by John, Peter W. M.
- 21-23 Robust model selection in regression
by Ronchetti, Elvezio
- 25-27 A structural classification of SR group divisible designs
by Kageyama, Sanpei
- 29-34 Closed form asymptotically efficient estimators based upon order statistics
by Kindermann, Ross P. & LaRiccia, Vincent N.
- 35-37 On a characterization question for symmetric random variables
by Feuerverger, Andrey & Steele, J. Michael
- 39-44 On the use of the directional derivative in obtaining multivariate extreme values
by Wiggins, Alvin D.
- 45-49 Testing for linearity
by Csörgo, Sándor
- 51-53 Estimators of covariances in time series models
by Chaubey, Yogendra P.
- 55-56 On the Poisson approximation of multinomial probabilities
by Ahmad, Ibrahim A.
December 1984, Volume 2, Issue 6
- 315-317 Connectedness of Kronecker sum and partial Kronecker row sum of designs
by Dandawate, P. N. & Patwardhan, G. A. & Vartak, M. N.
- 319-321 A class of estimators with estimated optimum values in sample surveys
by Singh, R. Karan & Singh, Gurdeep
- 323-325 A note on L-estimates for linear models
by Koenker, Roger
- 327-332 Incomplete split plot designs
by Mejza, Iwona & Mejza, Stanislaw
- 333-335 Characterizations and closure under convolution of two classes of multivariate life distributions
by El-Neweihi, Emad
- 337-343 Likelihood ratio testing on partial multinormal data
by Smith, W. B. & Riggs, M. W.
- 345-348 A note on scale estimates based on the empirical characteristic function and their application to test for normality
by Welsh, A. H.
- 349-351 Some remarks on the existence of optimal quantizers
by Abaya, Efren F. & Wise, Gary L.
- 353-355 On the limiting distribution of the number of 'near-matches'
by Rao Jammalamadaka, S. & Janson, Svante
- 357-361 On a test of equality of two-parameter exponential distributions
by Nagarsenker, B. N. & Nagarsenker, P. B.
- 363-369 On the modal resolution of kernel density estimators
by Hart, Jeffrey D.
October 1984, Volume 2, Issue 5
- 257-261 Methods for generating random variates with Polya characteristic functions
by Devroye, Luc
- 263-267 A measure of skewness and kurtosis and a graphical method for assessing multivariate normality
by Srivastava, M. S.
- 269-273 A note on the interpretation of the Bahadur bound and the rate of convergence of the maximum likelihood estimator
by Fu, James C. & Kass, Robert E.
- 275-278 On resampling techniques for regression models
by Weber, N. C.
- 279-283 Minimum information estimation of allocation models of different sizes
by Finke, Renate & Flood, Lennart R. & Theil, Henri
- 285-290 Optimal designs for nonparametric kernel regression
by Müller, Hans-Georg
- 291-293 Weak convergence of partial sums of absolutely regular sequences
by Eberlein, Ernst
- 295-297 Tests of significance using selected sample quantiles
by Saleh, A. K. MD. Ehsanes & Ali, M. Masoom & Umbach, Dale
- 299-304 Median based covariogram estimators reduce bias
by Cressie, Noel & Glonek, Gary
- 305-310 On a matching statistic
by Pesotchinsky, Leon
- 311-314 Determination of sample sizes for setting [beta]-content tolerance limits controlling both tails of the normal distribution
by Chou, Youn-Min & Mee, Robert W.
August 1984, Volume 2, Issue 4
- 187-191 Aggregation and the estimation of equation systems
by Flood, Lennart R. & Rosalsky, Mercedes C. & Theil, Henri
- 193-196 On a Kolmogorov-Smirnov type aligned test
by Sen, Pranab Kumar
- 197-201 An efficiency property of linear nonparametric tests on trend
by Rothe, Günter
- 203-205 Fluctuation behavior of Poisson triangular arrays
by Edler, Lutz
- 207-210 Hypothesis testing of the location and scale parameters using order statistics
by Cheng, Smiley W.
- 211-213 Calculating the variance of errors in population forecasting
by Jöckel, Karl-Heinz & Pflaumer, Peter
- 215-217 A family of dominating minimax estimators of a multivariate normal mean
by Li, Tze Fen
- 219-221 Attainable rates of convergence of maxima
by Rootzén, Holger
- 223-227 Optimal monitoring network designs
by Caselton, W. F. & Zidek, J. V.
- 229-239 On the waiting time in a generalized roulette game
by Gut, Allan & Holst, Lars
- 241-244 Construction of additional variables conforming to a common factor model
by Kano, Yutaka
- 245-248 Linear restrictions and two step least squares with applications
by del Pino, Guido E.
- 249-253 A computational procedure for the asymptotic analysis of homogeneous semi-Markov processes
by De Dominicis, R. & Manca, R.
May 1984, Volume 2, Issue 3
- 119-125 Eigenvalue-eigenvector analysis for a class of patterned correlation matrices with an application
by Kotz, Samuel & Pearn, W. L. & Wichern, Dean W.
- 127-132 Some improvements on the Birnbaum-McCarty bound for P(Y
by Yang, Mark C. K. & Mo, Tse Chin
- 133-138 Robustness of the ordering procedures based on binary-type questions and on pairwise comparisons
by Pesotchinsky, Leon
- 139-142 On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors
by Prakasa Rao, B. L. S.
- 143-146 A note on estimation of percentiles and reliability in the extreme-value distribution
by Keating, Jerome P.
- 147-157 Dynamics of Bayes estimates for the rate of poisson processes with gamma priors and convex loss
by Anderson, Robert F.
- 159-163 On the limiting set of nonnegative matrix products
by Seneta, E.
- 165-168 On the distribution of the product of independent beta random variables
by Tang, Jen & Gupta, A. K.
- 169-173 Optimal weights for general L2 distance estimators
by Lariccia, Vincent N.
- 175-180 A comparison of normal and discrete bootstraps for standard errors in equation systems
by Theil, Henri & Rosalsky, Mercedes C. & Finke, Renate
- 181-185 Strong approximation of certain stopped sums
by Horváth, Lajos
March 1984, Volume 2, Issue 2
- 59-62 On the rate of convergence in the central limit theorem and the type of the Banach space
by Rhee, WanSoo
- 63-65 A proof of the ineffectiveness of likelihood inference on singular measures
by Piccioni, Mauro
- 67-76 An approximate lower tolerance bound for the three-parameter Weibull applied to lumber property characterization
by Johnson, Richard A. & Haskell, James H.
- 77-81 A multivariate correlation ratio
by Sampson, Allan R.
- 83-89 Locally optimal rank tests for independence
by Rudnicki, Jerzy
- 91-94 On a sequential selection procedure of Bechhofer, Kiefer, and Sobel
by Levin, Bruce
- 95-103 Two-stage stochastic model for carcinogenesis with time-dependent parameters
by Serio, Gabriella
- 105-109 On the marginal distribution of a first order autoregressive process
by Hart, Jeffrey D.
- 111-115 The distribution of length of N random unit vectors for a von Mises population
by Papakonstantinou, Vasilios
- 117-117 Acknowledgement of priority to "A remark on the fluctuation behavior of i.i.d. poisson random variables"
by Rosalsky, Andrew
January 1984, Volume 2, Issue 1