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Content
March 2002, Volume 29, Issue 1
- 89-99 Confidence Intervals Based on Local Linear Smoother
by Song Xi Chen & Yong Song Qin - 101-110 Goodness‐of‐fit Tests for GEE with Correlated Binary Data
by Wei Pan - 111-123 Resampling Methods for Testing a Semiparametric Random Censorship Model
by L. X. Zhu & K. C. Yuen & N. Y. Tang - 125-138 Changepoint Analysis as a Method for Isotonic Inference
by Chihiro Hirotsu & Kohei Marumo - 139-152 On an Asymptotic Theory of Conditional and Unconditional Coverage Probabilities of Empirical Bayes Confidence Intervals
by Gauri Sankar Datta & Malay Ghosh & David Daniel Smith & Parthasarathi Lahiri - 153-167 Moderate Deviations for Bayes Posteriors
by Peter Eichelsbacher & Ayalvadi Ganesh - 169-181 Conditions for Non‐confounding and Collapsibility without Knowledge of Completely Constructed Causal Diagrams
by Zhi Geng & Guangwei Li - 183-187 Order Sampling Design with Prescribed Inclusion Probabilities
by Nibia Aires & Johan Jonasson & Olle Nerman
December 2001, Volume 28, Issue 4
- 577-602 On Quasi Likelihood Equations with Non‐parametric Weights
by Bing Li - 603-616 The Consistency of Estimators in Finite Mixture Models
by R. C. H. Cheng & W. B. Liu - 617-623 A Note on Consistent Estimation of Multivariate Parameters in Ergodic Diffusion Models
by J. H. Van Zanten - 625-644 The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
by Sangyeol Lee & Siyun Park - 645-659 Truncated Poisson Regression for Time Series of Counts
by Konstantinos Fokianos - 661-673 Empirical Likelihood for Censored Linear Regression
by Gengsheng Qin & Bing‐Yi Jing - 675-698 Boundary and Bias Correction in Kernel Hazard Estimation
by Jens Perch Nielsen & Carsten Tanggaard - 699-713 Exact Non‐parametric Confidence Intervals for Quantiles with Progressive Type‐II Censoring
by Olivier Guilbaud - 715-724 On Non‐parametric Estimation of the Survival Function with Competing Risks
by Paul H. Kvam & Harshinder Singh - 725-732 Non‐parametric Tests for the Comparison of Point Processes Based on Incomplete Data
by Jianguo Sun & Shesh N. Rai
September 2001, Volume 28, Issue 3
- 417-428 On the History of the Correction for Grouping, 1873–1922
by Anders Hald - 429-443 Likelihood Based Inference in Non‐linear Regression Models Using the p* and R* Approach
by A. S. Tocquet - 445-454 Heteroscedastic Regression Models and Applications to Off‐line Quality Control
by Lai K. Chan & T. K. Mak - 455-470 Asymptotic Likelihood Based Inference for Co‐integrated Homogenous Gaussian Diffusions
by Mathieu Kessler & Anders Rahbek - 471-488 Space‐time Multi Type Log Gaussian Cox Processes with a View to Modelling Weeds
by Anders Brix & Jesper Moller - 489-504 Markov Chains and De‐initializing Processes
by Gareth O. Roberts & Jeffrey S. Rosenthal - 505-525 Goodness‐of‐fit Tests for Semi‐Markov and Markov Survival Models with One Intermediate State
by I‐Shou Chang & Yuan‐Chuan Chuang & Chao A. Hsiung - 527-535 Unmasking the Trend Sought by Jonckheere‐Type Tests for Right‐Censored Data
by Michael P. Jones - 537-547 The NPMLE for Doubly Censored Current Status Data
by Mark J. Van Der Laan & Nicholas P. Jewell - 549-567 Non‐parametric Estimation of the Residual Distribution
by Michael G. Akritas & Ingrid Van Keilegom - 569-575 Penultimate Approximation for Hill's Estimator
by S. Cheng & L. De Haan
June 2001, Volume 28, Issue 2
- 257-270 Efficient Semi‐Latin Rectangles: Designs for Plant Disease Experiments
by R. A. Bailey & H. Monod - 271-281 Proper Dispersion State Space Models for Stochastic Volatility
by Paolo Vidoni - 283-293 Conditional Studentized Survival Tests for Randomly Censored Models
by Arnold Janssen & Claus‐Dieter Mayer - 295-302 A Composite Likelihood Approach to Multivariate Survival Data
by E. T. Parner - 303-323 Sampling Adjusted Analysis of Dynamic Additive Regression Models for Longitudinal Data
by Torben Martinussen & Thomas H. Scheike - 325-341 Functional Estimation of a Density Under a New Weak Dependence Condition
by Paul Doukhan & Sana Louhichi - 343-354 Consistency of Generalized Maximum Spacing Estimates
by Magnus Ekstrom - 355-375 Modelling Heterogeneity With and Without the Dirichlet Process
by Peter J. Green & Sylvia Richardson - 377-406 Conditionally Reducible Natural Exponential Families and Enriched Conjugate Priors
by Guido Consonni & Piero Veronese - 407-414 Approximate Inference for the Factor Loading of a Simple Factor Analysis Model
by A. C. M. Wong & J. Wu
March 2001, Volume 28, Issue 1
- 1-1 Editorial
by Lennart Bondesson - 3-32 Likelihood Asymptotics
by Ib M. Skovgaard - 33-85 Alternative Markov Properties for Chain Graphs
by Steen A. Andersson & David Madigan & Michael D. Perlman - 87-97 A Bayesian Approach to Selecting Covariates for Prediction
by J. M. Marriott & N. M. Spencer & A. N. Pettitt - 99-112 Simplified Estimating Functions for Diffusion Models with a High‐dimensional Parameter
by Bo Martin Bibby & Michael Sørensen - 113-121 Discretely Observed Diffusions: Approximation of the Continuous‐time Score Function
by Helle Sørensen - 123-149 Discretely Observed Diffusions: Classes of Estimating Functions and Small Δ‐optimality
by Martin Jacobsen - 151-160 Minimax Linear Smoothers
by Helge Blaker - 161-183 Sieved Maximum Likelihood Estimation in Wicksell's Problem and Related Deconvolution Problems
by Geurt Jongbloed - 185-203 An Estimation Method of the Pair Potential Function for Gibbs Point Processes on Spheres
by Jean‐Michel Billiot & Michel Goulard - 205-223 Mode Jumping Proposals in MCMC
by Hakon Tjelmeland & Bjorn Kare Hegstad - 225-239 Optimal Bootstrap Sample Size in Construction of Percentile Confidence Bounds
by Kam‐Hin Chung & Stephen M. S. Lee - 241-256 Goodness of Fit Tests for Multivariate Counting Process Models with Applications
by Yanqing Sun & Ram C. Tiwari & Jyoti N. Zalkikar
December 2000, Volume 27, Issue 4
- 577-588 Caries on Permanent Teeth: A Non‐parametric Bayesian Analysis
by Tommi Harkanen & Jorma I. Virtanen & Elja Arjas - 589-604 Sampling Bias in Population Studies—How to Use the Lexis Diagram
by Jens Lund - 605-617 Analysis of Competing Risks by Using Bayesian Smoothing
by Dario Gasbarra & S. R. Karia - 619-639 A Non‐stationary Cox Model
by Odile Pons & Michael Visser - 641-656 Improving Ratio Estimators of Second Order Point Process Characteristics
by Dietrich Stoyan & Helga Stoyan - 657-671 A Third Order Point Process Characteristic
by K. Schladitz & A. J. Baddeley - 673-687 Autoregressive Forecasting of Some Functional Climatic Variations
by Philippe C. Besse & Herve Cardot & David B. Stephenson - 689-702 Quasi‐likelihood Estimation of Non‐invertible Moving Average Processes
by Jian Huang & Yudi Pawitan - 703-713 Bayesian Analysis of a Growth Curve Model with a General Autoregressive Covariance Structure
by J. C. Lee & C. H. Chang - 715-731 Simultaneous Confidence Bands and Hypothesis Testing in Varying‐coefficient Models
by Jianqing Fan & Wenyang Zhang - 733-746 Consistent Estimation of the Structural Distribution Function
by Chris A. J. Klaassen & Robert M. Mnatsakanov - 747-763 Testing for No Effect by Cosine Series Methods
by R. L. Eubank
September 2000, Volume 27, Issue 3
- 385-403 Estimating the Nitrous Oxide Emission Rate from the Soil Surface by Means of a Diffusion Model
by Asger Roer Pedersen - 405-414 Delay Estimation for Some Stationary Diffusion‐type Processes
by Uwe Kuchler & Y. A. Kutoyants - 415-432 Empirical Bayes Age–Period–Cohort Analysis of Retrospective Incidence Data
by Yosihiko Ogata & Koichi Katsura & Niels Keiding & Claus Holst & Anders Green - 433-444 Mixed Graphical Models with Missing Data and the Partial Imputation EM Algorithm
by Zhi Geng & Kang Wan & Feng Tao - 445-458 Penalized Pseudolikelihood Inference in Spatial Interaction Models with Covariates
by Fabio Divino & Arnoldo Frigessi & Peter J. Green - 459-473 Shrinkage Structure of Partial Least Squares
by O. C. Lingjaerde & Nils Christophersen - 475-499 Non‐parametric Curve Estimation by Wavelet Thresholding with Locally Stationary Errors
by Rainer Von Sachs & Brenda Macgibbon - 501-519 Non‐parametric Estimation for the Location of a Change‐point in an Otherwise Smooth Hazard Function under Random Censoring
by Anestis Antoniadis & Irene Gijbels & Brenda Macgibbon - 521-534 Density Approximation by Summary Statistics: An Information‐theoretic Approach
by Zvi Gilula & S. J. Haberman - 535-542 Adjustment of the Profile Likelihood for a Class of Normal Regression Models
by Maria Durban & I. D. Currie - 543-561 Resampling m‐Dependent Random Variables with Applications to Forecasting
by Sara Sjostedt - 563-573 On the Critical Value Behaviour of Multiple Decision Procedures
by H. Finner & M. Roters - 575-576 A Note on the Innovation Distribution of a Gamma Distributed Autoregressive Process
by S. G. Walker
June 2000, Volume 27, Issue 2
- 193-226 Matrix‐analytic Models and their Analysis
by Søren Asmussen - 227-261 The Semiparametric Normal Variance‐Mean Mixture Model
by Lars Korsholm - 263-280 M‐estimation Under a Two‐Sample Semiparametric Model
by Biao Zhang - 281-297 Data Driven Rank Test for Two‐Sample Problem
by Alicja Janic‐Wró & Teresa Ledwina - 299-303 A Note on the Absolute Continuity and Singularity of Polya Tree Priors and Posteriors
by L. Draghici & R. V. Ramamoorthi - 305-320 Multivariate Dispersion Models Generated From Gaussian Copula
by Peter Xue‐Kun Song - 321-334 Longitudinal Data Estimating Equations for Dispersion Models
by Rinaldo Artes & Bent Jørgensen - 335-351 Adaptive Estimation of the Integral of Squared Regression Derivatives
by Sam Efromovich & Alexander Samarov - 353-370 Asymptotic Analysis of the Sieve Estimator for a Class of Parabolic SPDEs
by M. Huebner & S. Lototsky - 371-384 Approaching in Distribution with Applications to Resampling of Stochastic Processes
by Y. K. Belyaev & Oleg Seleznjev
March 2000, Volume 27, Issue 1
- 1-20 Model Reduction for Prediction in Regression Models
by Inge S. Helland - 21-33 Approximate Representation of Estimators in Constrained Regression Problems
by Jinde Wang - 35-44 On Consistency of the Self‐Consistent Estimator of Survival Functions with Interval‐Censored Data
by Qiqing Yu & Linxiong Li & George Y. C. Wong - 45-55 Consistency of the GMLE with Mixed Case Interval‐Censored Data
by Anton Schick & Qiqing Yu - 57-64 Characterizations of Competing Risks in Terms of Independent‐Risks Proxy Models
by Martin Crowder - 65-82 Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process
by Mathieu Kessler - 83-96 Non‐parametric Kernel Estimation of the Coefficient of a Diffusion
by Jean Jacod - 97-109 A New Kind of Asymptotic Quasi‐Score Estimating Function
by Yan‐Xia Lin - 111-127 Independence Structure of Natural Conjugate Densities to Exponential Families and the Gibbs' Sampler
by Mauro Piccioni - 129-141 Exact Distributional Results for Random Resistance Trees
by Ole E. Barndorff‐Nielsen & Tina Hviid Rydberg - 143-176 Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models
by Efstathios Paparoditis - 177-192 Asymptotic Bias in Parameter Estimation of AR‐Processes Using Recursive Least Squares with Exponential Forgetting
by L. Arvastson & H. Olsson & J. Holst
December 1999, Volume 26, Issue 4
- 479-491 Cox Regression with Incomplete Covariate Measurements using the EM‐algorithm
by Torben Martinussen - 493-509 The Efficiency of Simple and Counter‐matched Nested Case‐control Sampling
by Ornulf Borgan & Espen F. Olsen - 511-532 Indices of Dependence Between Types in Multivariate Point Patterns
by M. N. M. Van Lieshout & A. J. Baddeley - 533-537 A Note on Empirical Process Methods in the Theory of Poisson Point Processes
by F. Liese & K. Ziegler - 539-561 Kernel Density Estimation with Generalized Binning
by M. Pawlak & U. Stadtmuller - 563-578 Estimating the Prediction Mean Squared Error in Gaussian Stochastic Processes with Exponential Correlation Structure
by Markus Abt - 579-592 The Loss of Efficiency Estimating Linear Functions under Restrictions
by Miguel A. Fernandez & Cristina Rueda & Bonifacio Salvador - 593-609 Properties and Applications of the Generalized Likelihood as a Summary Function for Prediction Problems
by Edward J. Bedrick & Joe R. Hill - 611-620 On Statistical Models for d‐Dimensional Stable Processes, and Some Generalizations
by Reinhard Hopfner - 621-633 Analogues of Khintchine, Marcinkiewicz–Zygmund and Rosenthal Inequalities for Symmetric Statistics
by R. Ibragimov & Sh. Sharakhmetov
September 1999, Volume 26, Issue 3
- 319-343 Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review
by Hannu Oja - 345-361 Semiparametric Additive Accelerated Life Models
by Laurent Bordes - 363-372 Semiparametric Likelihood Estimation in the Clayton–Oakes Failure Time Model
by D. V. Glidden & S. G. Self - 373-393 Random Bernstein Polynomials
by Sonia Petrone - 395-411 On Exact Simulation of Markov Random Fields Using Coupling from the Past
by Olle Haggstrom & Karin Nelander - 413-431 On the Validity of the Markov Interpretation of Path Diagrams of Gaussian Structural Equations Systems with Correlated Errors
by Jan T. A. Koster - 433-450 The Whittle Estimator for Strongly Dependent Stationary Gaussian Fields
by Carenne Ludena & Marc Lavielle - 451-464 On a Bivariate Distribution with Exponential Marginals
by Samuel Kotz & Nozer D. Singpurwalla - 465-473 Asymptotic Minimax Risk for the White Noise Model on the Sphere
by Jussi Klemela - 475-476 Generalized L‐statistics: Correction to the Form of the Asymptotic Variance Presented by Helmers et al. (1990)
by Mary Putt & Vernon M. Chinchilli - 477-477 Correction Note to “Exact and Approximate Distributions of the Maximum Likelihood Estimate in a Simple Factor Analysis Model”
by T. W. Anderson & Petter Laake
June 1999, Volume 26, Issue 2
- 161-207 Multivariate Calibration — Direct and Indirect Regression Methodology
by Rolf Sundberg - 209-220 Likelihood Factorizations for Mixed Discrete and Continuous Variables
by D. R. Cox & Nanny Wermuth - 221-238 Testing a Regression Model When We Have Smooth Alternatives in Mind
by Wolfgang Härdle & Alois Kneip - 239-252 Smoothing Splines and Shape Restrictions
by E. Mammen & C. Thomas‐Agnan - 253-264 Tail Exactness of Multivariate Saddlepoint Approximations
by O. E. Barndorff‐Nielsen & C. Kluppelberg - 265-279 A Generalized Bayes Rule for Prediction
by José Manuel Corcuera & Federica Giummolè - 281-295 Weighted Approximations to Continuous Time Martingales with Applications
by Erich Haeusler & David M. Mason - 297-318 Asymptotic Properties of M‐estimators Based on Estimating Equations and Censored Data
by Jane‐Ling Wang
March 1999, Volume 26, Issue 1
- 1-15 Shrinkage and Orthogonal Decomposition
by Helge Blaker - 17-30 A Generalized View on Continuum Regression
by Anders Björkström & Rolf Sundberg - 31-46 Estimated Generalized Least Squares for Random Coefficient Regression Models
by V. V. Anh & T. Chelliah - 47-59 Beta‐Bernstein Smoothing for Regression Curves with Compact Support
by Bruce M. Brown & Song Xi Chen - 61-72 Multiple Kernel Procedure: an Asymptotic Support
by Philippe Vieu - 73-86 Logspline Deconvolution in Besov Space
by Ja‐Yong Koo - 87-105 Logspline Density Estimation under Censoring and Truncation
by Ja‐Yong Koo & Charles Kooperberg & Jinho Park - 107-128 Statistical Models for Birth and Death on a Flow: Local Absolute Continuity and Likelihood Ratio Processes
by R. Höpfner & E. Löcherbach - 129-144 Conditional Prior Proposals in Dynamic Models
by Leonhard Knorr‐Held - 145-157 Flowgraph Models for Generalized Phase Type Distributions Having Non‐Exponential Waiting Times
by Aparna V. Huzurbazar - 159-159 Expected Survival in the Cox Model: an Addendum
by Brent Nielsen
March 1998, Volume 25, Issue 1
- 1-1 Editorial
by Steffen L. Lauritzen - 3-15 A Population Approach to Analysis of Variance Models
by Inge S. Helland - 17-24 Partial Least Squares: A First‐order Analysis
by Petre Stoica & Torsten Söderström - 25-37 Generalized Leverage and its Applications
by Bo‐Cheng Wei & Yue‐Qing Hu & Wing‐Kam Fung - 39-51 Exact and Approximate Distributions of the Maximum Likelihood Estimate in a Simple Factor Analysis Model
by T. W. Anderson & Petter Laake - 53-67 A Multivariate Model for Repeated Failure Time Measurements
by Martin Crowder - 69-75 Generalized Inverse Gaussian Distributions and their Wishart Connections
by Ronald W. Butler - 77-92 Laplace Approximations for Natural Exponential Families with Cuts
by M. Efstathiou & E. Gutiérrez‐Peña & A. F. M. Smith - 93-109 A Unified Approach to the Approximation of Multivariate Densities
by Tõnu Kollo & Dietrich Von Rosen - 111-126 Estimation for Continuous Branching Processes
by Ludger Overbeck - 127-141 A Class of Efficient Non‐parametric K‐sample Tests for Multivariate Counting Processes with Frailties
by I‐Shou Chang & Li‐Ru Chen & Chao Hsiung - 143-150 A Class of Non‐parametric Tests in the Competing Risks Model for Comparing Two Samples
by Håkan Lindkvist & Yuri Belyaev - 151-161 Isotonic Window Estimators of the Baseline Hazard Function in Cox's Regression Model Under Order Restriction
by Myron N. Chang & Daehyun Chung - 163-186 The Two‐interval Line‐segment Problem
by Mark J. Van Der Laan - 187-210 On Smooth Statistical Tail Functionals
by Holger Drees - 211-224 Efficient Estimation of a Distribution Function under Quadrant Dependence
by Zongwu Cai & George G. Roussas - 225-234 Non‐parametric Variance Estimation from Ergodic Samples
by Mounir Arfi - 235-242 A Limit Theorem for Solutions of Inequalities
by Ilya S. Molchanov - 243-253 Large Deviations Limit Theorems for the Kernel Density Estimator
by Djamal Louani