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Content
April 2011, Volume 63, Issue 2
- 227-243 Asymptotic properties of sample quantiles of discrete distributions
by Yanyuan Ma & Marc Genton & Emanuel Parzen - 245-265 Estimation of additive quantile regression
by Holger Dette & Regine Scheder - 267-289 Asymptotic properties of conditional quantile estimator for censored dependent observations
by Han-Ying Liang & Jacobo Uña-Álvarez - 291-303 Mixtures of power series distributions: identifiability via uniqueness in problems of moments
by Jordan Stoyanov & Gwo Lin - 305-329 Analysis of a semiparametric mixture model for competing risks
by Angelica Hernandez-Quintero & Jean-François Dupuy & Gabriel Escarela - 331-346 Empirical likelihood method for linear transformation models
by Wen Yu & Yunting Sun & Ming Zheng - 347-373 Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process
by Ivan Kojadinovic & Jun Yan - 375-386 Forms of four-word indicator functions with implications to two-level factorial designs
by N. Balakrishnan & Po Yang - 387-403 Prediction error criterion for selecting variables in a linear regression model
by Yasunori Fujikoshi & Tamio Kan & Shin Takahashi & Tetsuro Sakurai - 405-429 On adaptive wavelet estimation of a quadratic functional from a deconvolution problem
by Christophe Chesneau
February 2011, Volume 63, Issue 1
- 1-27 The geometry of the Wilks’s Λ random field
by F. Carbonell & K. Worsley & L. Galan - 29-42 Explicit estimators under m-dependence for a multivariate normal distribution
by Martin Ohlson & Zhanna Andrushchenko & Dietrich Rosen - 43-58 A general divergence criterion for prior selection
by Malay Ghosh & Victor Mergel & Ruitao Liu - 59-80 The local Dirichlet process
by Yeonseung Chung & David Dunson - 81-99 Density Estimation with Replicate Heteroscedastic Measurements
by Julie McIntyre & Leonard Stefanski - 101-115 A new perspective to stress–strength models
by Serkan Eryılmaz - 117-134 Additive risk model for current status data with a cured subgroup
by Shuangge Ma - 135-156 A class of multi-sample nonparametric tests for panel count data
by N. Balakrishnan & Xingqiu Zhao - 157-179 Asymptotic properties of sample quantiles from a finite population
by Arindam Chatterjee - 181-195 Gambler’s ruin and winning a series by m games
by Tamás Lengyel - 197-210 Bivariate Fibonacci polynomials of order k with statistical applications
by Kiyoshi Inoue & Sigeo Aki
December 2010, Volume 62, Issue 6
- 995-1021 Nonparametric estimation of conditional medians for linear and related processes
by Toshio Honda - 1023-1052 Semi-parametric efficiency bounds for regression models under response-selective sampling: the profile likelihood approach
by Alan Lee & Yuichi Hirose - 1053-1082 Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form
by Francisco Cribari-Neto & Maria Lima - 1083-1111 General model selection estimation of a periodic regression with a Gaussian noise
by Victor Konev & Serguei Pergamenchtchikov - 1113-1142 Tilted Edgeworth expansions for asymptotically normal vectors
by Christopher Withers & Saralees Nadarajah - 1143-1173 Analysis of rounded data from dependent sequences
by Baoxue Zhang & Tianqing Liu & Z. Bai
October 2010, Volume 62, Issue 5
- 823-833 Nonparametric inference in multiplicative intensity model by discrete time observation
by Yoichi Nishiyama - 835-853 Nonparametric analysis of doubly truncated data
by Pao-sheng Shen - 855-872 Decompounding random sums: a nonparametric approach
by Martin Bøgsted & Susan Pitts - 873-896 Dual connections in nonparametric classical information geometry
by M. Grasselli - 897-927 Uniform asymptotics for S- and MM-regression estimators
by Marek Omelka & Matías Salibián-Barrera - 929-941 Weighted least-squares estimators of parametric functions of the regression coefficients under a general linear model
by Yongge Tian - 943-966 Wavelet variance analysis for gappy time series
by Debashis Mondal & Donald Percival - 967-994 Statistical inference for functions of the covariance matrix in the stationary Gaussian time-orthogonal principal components model
by Ian Dryden & Alfred Kume & Huiling Le & Andrew Wood
August 2010, Volume 62, Issue 4
- 601-602 Preface
by Akimichi Takemura - 603-638 Multivariate Gaussians, semidefinite matrix completion, and convex algebraic geometry
by Bernd Sturmfels & Caroline Uhler - 639-644 Non-very ample configurations arising from contingency tables
by Hidefumi Ohsugi & Takayuki Hibi - 645-672 Graph presentations for moments of noncentral Wishart distributions and their applications
by Satoshi Kuriki & Yasuhide Numata - 673-698 Minimal average degree aberration and the state polytope for experimental designs
by Yael Berstein & Hugo Maruri-Aguilar & Shmuel Onn & Eva Riccomagno & Henry Wynn - 699-716 Some optimal criteria of model-robustness for two-level non-regular fractional factorial designs
by Satoshi Aoki - 717-726 Normal binary graph models
by Seth Sullivant - 727-745 Decompositions of binomial ideals
by Thomas Kahle - 747-773 A universal algebraic approach for conditional independence
by Jinfang Wang - 775-783 Finiteness of small factor analysis models
by Mathias Drton & Han Xiao - 785-805 Markov bases and subbases for bounded contingency tables
by Fabio Rapallo & Ruriko Yoshida - 807-822 About the maximal rank of 3-tensors over the real and the complex number field
by Toshio Sumi & Mitsuhiro Miyazaki & Toshio Sakata
June 2010, Volume 62, Issue 3
- 413-438 Optimal tuning parameter estimation in maximum penalized likelihood method
by Masao Ueki & Kaoru Fueda - 439-463 Estimation in nonparametric location-scale regression models with censored data
by Cédric Heuchenne & Ingrid Keilegom - 465-485 Generalized time-dependent conditional linear models under left truncation and right censoring
by Bianca Teodorescu & Ingrid Keilegom & Ricardo Cao - 487-514 Simultaneous estimation and variable selection in median regression using Lasso-type penalty
by Jinfeng Xu & Zhiliang Ying - 515-546 Bootstrap model selection for possibly dependent and heterogeneous data
by Alessio Sancetta - 547-569 Limiting behavior of relative Rényi entropy in a non-regular location shift family
by Masahito Hayashi - 571-600 Asymptotic second-order consistency for two-stage estimation methodologies and its applications
by Makoto Aoshima & Kazuyoshi Yata
April 2010, Volume 62, Issue 2
- 235-248 Boosting local quasi-likelihood estimators
by Masao Ueki & Kaoru Fueda - 249-275 Oracle inequality for conditional density estimation and an actuarial example
by Sam Efromovich - 277-298 On the tail index of a heavy tailed distribution
by Yongcheng Qi - 299-321 Markov basis and Gröbner basis of Segre–Veronese configuration for testing independence in group-wise selections
by Satoshi Aoki & Takayuki Hibi & Hidefumi Ohsugi & Akimichi Takemura - 323-341 Nonparametric estimation of a conditional distribution from length-biased data
by Jacobo Uña-Álvarez & M. Iglesias-Pérez - 343-362 Recursive parameter estimation: asymptotic expansion
by Teo Sharia - 363-381 An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators
by Reinaldo Arellano-Valle & Marc Genton - 383-412 Procedure of test to compare the tail indices
by Mathilde Mougeot & Karine Tribouley
February 2010, Volume 62, Issue 1
- 1-2 Preface: Special issue in honor of Dr. Hirotugu Akaike
by Sadanori Konishi & Genshiro Kitagawa - 3-9 Making statistical thinking more productive
by Hirotugu Akaike - 11-35 Latent class analysis variable selection
by Nema Dean & Adrian Raftery - 37-59 Bayesian decoding of neural spike trains
by Shinsuke Koyama & Uri Eden & Emery Brown & Robert Kass - 61-89 Smoothing algorithms for state–space models
by Mark Briers & Arnaud Doucet & Simon Maskell - 91-107 Finding market structure by sales count dynamics—Multivariate structural time series models with hierarchical structure for count data—
by Nobuhiko Terui & Masataka Ban & Toshihiko Maki - 109-116 Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions
by Chih-Ling Tsai & Hansheng Wang & Ning Zhu - 117-125 Model selection bias and Freedman’s paradox
by Paul Lukacs & Kenneth Burnham & David Anderson - 127-143 Hybrid kernel estimates of space–time earthquake occurrence rates using the epidemic-type aftershock sequence model
by Giada Adelfio & Yosihiko Ogata - 145-159 Distribution of distances between topologies and its effect on detection of phylogenetic recombination
by Leonardo Oliveira Martins & Hirohisa Kishino - 161-187 Contrast-based information criterion for ergodic diffusion processes from discrete observations
by Masayuki Uchida - 189-208 Frequentist and Bayesian measures of confidence via multiscale bootstrap for testing three regions
by Hidetoshi Shimodaira - 209-234 Bias and variance reduction techniques for bootstrap information criteria
by Genshiro Kitagawa & Sadanori Konishi
December 2009, Volume 61, Issue 4
- 773-787 Generalized Neyman–Pearson optimality of empirical likelihood for testing parameter hypotheses
by Taisuke Otsu - 789-810 Uniformly robust tests in errors-in-variables models
by Longcheen Huwang & Y. Steve Huang & Yi-Hua Tina Wang - 811-833 Functional regression modeling via regularized Gaussian basis expansions
by Yuko Araki & Sadanori Konishi & Shuichi Kawano & Hidetoshi Matsui - 835-859 Asymptotic properties of posterior distributions in nonparametric regression with non-Gaussian errors
by Taeryon Choi - 861-886 A simple test for the parametric form of the variance function in nonparametric regression
by Holger Dette & Benjamin Hetzler - 887-903 Proportional hazards regression under progressive Type-II censoring
by Sergio Alvarez-Andrade & N. Balakrishnan & Laurent Bordes - 905-918 Local influence analysis for penalized Gaussian likelihood estimation in partially linear single-index models
by Qingming Zou & Zhongyi Zhu & Jinglong Wang - 919-928 Goodness of fit test for ergodic diffusion processes
by Ilia Negri & Yoichi Nishiyama - 929-948 Point process diagnostics based on weighted second-order statistics and their asymptotic properties
by Giada Adelfio & Frederic Schoenberg - 949-967 Metropolis–Hastings Algorithms with acceptance ratios of nearly 1
by Kengo Kamatani - 969-993 Merging of opinions in game-theoretic probability
by Vladimir Vovk - 995-1017 Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality
by Haruhiko Ogasawara
September 2009, Volume 61, Issue 3
- 531-542 Improved prediction for a multivariate normal distribution with unknown mean and variance
by Kengo Kato - 543-578 Consistency of the instrumental weighted variables
by Jan Víšek - 579-598 Testing the tail index in autoregressive models
by Jana Jurečková & Hira Koul & Jan Picek - 599-628 Estimating the intensity of a cyclic Poisson process in the presence of linear trend
by Roelof Helmers & I. Mangku - 629-661 Third-order asymptotic expansion of M-estimators for diffusion processes
by Yuji Sakamoto & Nakahiro Yoshida - 663-690 Efficient and fast spline-backfitted kernel smoothing of additive models
by Jing Wang & Lijian Yang - 691-714 Optimal testing for additivity in multiple nonparametric regression
by Felix Abramovich & Italia Feis & Theofanis Sapatinas - 715-751 Jump-preserving surface reconstruction from noisy data
by Peihua Qiu - 753-772 Stochastic monotonicity of the MLE of exponential mean under different censoring schemes
by N. Balakrishnan & G. Iliopoulos
June 2009, Volume 61, Issue 2
- 275-289 $${\mathcal{M}}$$ -decomposability and symmetric unimodal densities in one dimension
by Nicholas Chia & Junji Nakano - 291-308 On regression model selection for the data with correlated errors
by Wen Wei - 309-329 Log-linear modeling using conditional log-linear structures
by P. Vellaisamy & V. Vijay - 331-353 Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data
by Tomohiro Ando & Sadanori Konishi - 355-370 Bayesian isotonic changepoint analysis
by Enrique Alvarez & Dipak Dey - 371-390 On a model of sequential point patterns
by V. Shcherbakov - 391-411 M-estimation in nonparametric regression under strong dependence and infinite variance
by Ngai Chan & Rongmao Zhang - 413-439 Nonparametric density estimation for linear processes with infinite variance
by Toshio Honda - 441-460 Conditional independence, conditional mixing and conditional association
by B. Prakasa Rao - 461-476 A class of rank-based test for left-truncated and right-censored data
by Pao-sheng Shen - 477-498 Higher-order accurate polyspectral estimation with flat-top lag-windows
by Arthur Berg & Dimitris Politis - 499-516 On waiting time distributions associated with compound patterns in a sequence of multi-state trials
by Kiyoshi Inoue & Sigeo Aki - 517-530 On V-orthogonal projectors associated with a semi-norm
by Yongge Tian & Yoshio Takane
March 2009, Volume 61, Issue 1
- 1-26 Multiple comparisons of several homoscedastic multivariate populations
by Yoshihide Kakizawa - 27-46 Generalized partially linear mixed-effects models incorporating mismeasured covariates
by Hua Liang - 47-84 Statistical estimation in partial linear models with covariate data missing at random
by Qi-Hua Wang - 85-109 Asymptotic properties of local polynomial regression with missing data and correlated errors
by A. Pérez-González & J. Vilar-Fernández & W. González-Manteiga - 111-141 On the estimation of a monotone conditional variance in nonparametric regression
by Holger Dette & Kay Pilz - 143-157 Constrained optimal discrimination designs for Fourier regression models
by Stefanie Biedermann & Holger Dette & Philipp Hoffmann - 159-179 Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law
by Sylvia Frühwirth-Schnatter & Leopold Sögner - 181-195 Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling
by Hiroki Masuda - 197-213 Varying-coefficient model for the occurrence rate function of recurrent events
by Chin-Tsang Chiang & Mei-Cheng Wang - 215-234 Estimating a bounded parameter for symmetric distributions
by Éric Marchand & François Perron - 235-249 Exact two-sample nonparametric test for quantile difference between two populations based on ranked set samples
by Omer Ozturk & N. Balakrishnan - 251-274 Exact inference for a simple step-stress model from the exponential distribution under time constraint
by N. Balakrishnan & Qihao Xie & D. Kundu
December 2008, Volume 60, Issue 4
- 697-698 Preface: Featured section on data-mining and statistical science
by Tomoyuki Higuchi & Takashi Washio - 699-746 Direct importance estimation for covariate shift adaptation
by Masashi Sugiyama & Taiji Suzuki & Shinichi Nakajima & Hisashi Kashima & Paul Bünau & Motoaki Kawanabe - 747-761 A preferential attachment model with Poisson growth for scale-free networks
by Paul Sheridan & Yuichi Yagahara & Hidetoshi Shimodaira - 763-780 Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach
by Tomohiro Ando - 781-800 An angular–linear time series model for waveheight prediction
by Tsukasa Hokimoto & Kunio Shimizu - 801-812 On a simple strategy weakly forcing the strong law of large numbers in the bounded forecasting game
by Masayuki Kumon & Akimichi Takemura - 813-842 Local empirical processes near boundaries of convex bodies
by Estate Khmaladze & Wolfgang Weil - 843-864 Estimating a mean matrix: boosting efficiency by multiple affine shrinkage
by Rudolf Beran - 865-882 On potentially negative space time covariances obtained as sum of products of marginal ones
by P. Gregori & E. Porcu & J. Mateu & Z. Sasvári - 883-900 Second-order nonlinear least squares estimation
by Liqun Wang & Alexandre Leblanc - 901-917 Semi-self-decomposable distributions on Z +
by Nadjib Bouzar
September 2008, Volume 60, Issue 3
- 465-482 Comparison of methods for ordinal lens opacity data from atomic-bomb survivors: univariate worse-eye method and bivariate GEE method using global odds ratio
by Eiji Nakashima & Kazuo Neriishi & Atsushi Minamoto - 483-498 Some remarks on Bayesian inference for one-way ANOVA models
by Fabrizio Solari & Brunero Liseo & Dongchu Sun - 499-517 Bayesian hierarchical linear mixed models for additive smoothing splines
by Dongchu Sun & Paul Speckman - 519-543 A bootstrap approach to model checking for linear models under length-biased data
by J. Ojeda & J. Cristóbal & J. Alcalá - 545-574 Maximum likelihood estimation in the proportional hazards cure model
by Wenbin Lu - 575-589 Empirical likelihood confidence intervals for hazard and density functions under right censorship
by Junshan Shen & Shuyuan He - 591-603 Some results on lower variance bounds useful in reliability modeling and estimation
by N. Nair & K. Sudheesh - 605-626 Nonparametric inference for sequential k-out-of-n systems
by Eric Beutner - 627-649 Properties of residuals for spatial point processes
by A. Baddeley & J. Møller & A. Pakes - 651-677 Higher order estimation at Lebesgue points
by J. Beirlant & A. Berlinet & G. Biau - 679-696 Some necessary uniform tests for spherical symmetry
by Jiajuan Liang & Kai-Tai Fang & Fred Hickernell
June 2008, Volume 60, Issue 2
- 229-256 Minimal invariant Markov basis for sampling contingency tables with fixed marginals
by Satoshi Aoki & Akimichi Takemura - 257-271 Consistent estimation of the dimensionality in sliced inverse regression
by Guy Nkiet - 273-300 Plug-in bandwidth selector for the kernel relative density estimator
by Elisa Molanes-López & Ricardo Cao - 301-318 Estimation of a parameter of Morgenstern type bivariate exponential distribution by ranked set sampling
by Manoj Chacko & P. Thomas - 319-343 Limit laws for the Randić index of random binary tree models
by Qunqiang Feng & Hosam Mahmoud & Alois Panholzer - 345-365 On weak convergence of random fields
by Youri Davydov & Ričardas Zitikis - 367-406 Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes
by Takaki Hayashi & Nakahiro Yoshida - 407-426 The admissible parameter space for exponential smoothing models
by Rob Hyndman & Muhammad Akram & Blyth Archibald - 427-440 Small-sample studies on right censored data with discrete failure times
by Jiantian Wang - 441-457 Empirical likelihood inference for censored median regression with weighted empirical hazard functions
by Yichuan Zhao & Song Yang - 459-464 The semi-Sibuya distribution
by Nadjib Bouzar
March 2008, Volume 60, Issue 1
- 1-20 A first–passage time random walk distribution with five transition probabilities: a generalization of the shifted inverse trinomial
by Kazuki Aoyama & Kunio Shimizu & S. Ong - 21-44 A cross-validation method for data with ties in kernel density estimation
by Kamila Żychaluk & Prakash Patil - 45-59 Randomized group up and down experiments
by Alessandro Antognini & Paola Bortot & Alessandra Giovagnoli - 61-83 Accurate confidence intervals in regression analyses of non-normal data
by Robert Boik - 85-119 Estimating a general function of a quadratic function
by D. Fourdrinier & P. Lepelletier - 121-150 The estimation of M4 processes with geometric moving patterns
by Zhengjun Zhang - 151-171 Progressive censoring from heterogeneous distributions with applications to robustness
by N. Balakrishnan & Erhard Cramer - 173-191 Bivariate Markov chain embeddable variables of polynomial type
by M. Koutras & S. Bersimis & D. Antzoulakos - 193-203 On occurrence of subpattern and method of gambling teams
by Vladimir Pozdnyakov - 205-224 Saddlepoint approximations for multivariate M-estimates with applications to bootstrap accuracy
by Chris Field & John Robinson & Elvezio Ronchetti - 225-227 Saddlepoint approximations for multivariate M-estimates with applications to bootstrap accuracy
by Chris Field & John Robinson & Elvezio Ronchetti
December 2007, Volume 59, Issue 4
- 617-654 Optimal nonparametric estimation of the density of regression errors with finite support
by Sam Efromovich - 655-673 Optimal designs for estimating the coefficients of the lower frequencies in trigonometric regression models
by Holger Dette & Viatcheslav Melas & Piter Shpilev - 675-695 Buckley–James-type of estimators under the classical case cohort design
by Qiqing Yu & George Wong & Menggang Yu - 697-725 Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases
by D. Poskitt - 727-740 Toric statistical models: parametric and binomial representations
by Fabio Rapallo - 741-755 Exact Distribution of the Local Score for Markovian Sequences
by Claudie Hassenforder & Sabine Mercier - 757-787 Empirical process approach to some two-sample problems based on ranked set samples
by Kaushik Ghosh & Ram Tiwari - 789-806 Multivariate measures of concordance
by M. Taylor - 807-820 On constrained generalized inverses of matrices and their properties
by Yoshio Takane & Yongge Tian & Haruo Yanai
September 2007, Volume 59, Issue 3
- 403-423 Asymptotic Null Distributions of Stationarity and Nonstationarity Tests Under Local-to-finite Variance Errors
by Nunzio Cappuccio & Diego Lubian - 425-434 Pointwise optimality of Bayesian wavelet estimators
by Felix Abramovich & Claudia Angelini & Daniela Canditiis - 435-464 Improved Model Selection Method for a Regression Function with Dependent Noise
by D. Fourdrinier & S. Pergamenshchikov - 465-486 Image segmentation by polygonal Markov Fields
by R. Kluszczyński & M. Lieshout & T. Schreiber - 487-498 A Generalization of the Archimedean Class of Bivariate Copulas
by Fabrizio Durante & José Quesada-Molina & Carlo Sempi - 499-513 Integral Representations and Approximations for Multivariate Gamma Distributions
by T. Royen - 515-530 Consistent estimation and testing in heteroscedastic polynomial errors-in-variables models
by Arturo Zavala & Heleno Bolfarine & Mário Castro - 531-556 Asymptotic Expansion for the Null Distribution of the F-statistic in One-way ANOVA under Non-normality
by Solomon Harrar & Arjun Gupta - 557-576 Some collapsibility results for n-dimensional contingency tables
by P. Vellaisamy & V. Vijay - 577-595 Joint Distributions of Numbers of Runs of Specified Lengths in a Sequence of Markov Dependent Multistate Trials
by Kiyoshi Inoue & Sigeo Aki - 597-602 On the Waiting Time for the First Success Run
by Sigeo Aki & Katuomi Hirano - 603-615 Asymptotics for a Population Size Estimator of a Partially Uncatchable Population
by Cibele da-Silva
June 2007, Volume 59, Issue 2
- 171-195 Multiple Penalty Regression: Fitting and Extrapolating a Discrete Incomplete Multi-way Layout
by Rudolf Beran - 197-210 Testing for the Absence of Random Effects in a Two-way Nested Design with Mixed Effects Model: A Nonparametric Approach
by Tathagata Banerjee & Atanu Biswas - 211-233 Estimation of a Multivariate Normal Covariance Matrix with Staircase Pattern Data
by Xiaoqian Sun & Dongchu Sun - 235-272 Jump-Preserving Regression and Smoothing using Local Linear Fitting: A Compromise
by Irène Gijbels & Alexandre Lambert & Peihua Qiu - 273-297 Polynomial Regression with Censored Data based on Preliminary Nonparametric Estimation
by Cédric Heuchenne & Ingrid Keilegom - 299-324 Mean Integrated Squared Error of Nonlinear Wavelet-based Estimators with Long Memory Data
by Linyuan Li & Yimin Xiao - 325-348 On the Stationary Version of the Generalized Hyperbolic ARCH Model
by Ramsés Mena & Stephen Walker - 349-366 Dynamic Detection of Change Points in Long Time Series
by Nicolas Chopin - 367-384 Asymptotic Normality of the Recursive M-estimators of the Scale Parameters
by Baiqi Miao & Yuehua Wu & Donghai Liu & Qian Tong - 385-402 Second-order Linearity of Wilcoxon Statistics
by Marek Omelka
March 2007, Volume 59, Issue 1
- 1-2 Preface
by Shun-ichi Amari & Shiro Ikeda - 3-25 A modified EM algorithm for mixture models based on Bregman divergence
by Yu Fujimoto & Noboru Murata