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Content
June 2009, Volume 79, Issue 12
June 2009, Volume 79, Issue 11
- 1363-1365 Exit probability for an integrated geometric Brownian motion
by Makasu, Cloud
- 1366-1371 Asymptotic approximation of inverse moments of nonnegative random variables
by Wu, Tiee-Jian & Shi, Xiaoping & Miao, Baiqi
- 1372-1377 Reliability estimation of the selected exponential populations
by Kumar, Somesh & Mahapatra, Ajaya Kumar & Vellaisamy, P.
- 1378-1386 Moderate deviations for squared radial Ornstein-Uhlenbeck process
by Gao, Fuqing & Jiang, Hui
- 1387-1390 A note on the complete convergence of moving average processes
by Sung, Soo Hak
- 1391-1396 Empirical likelihood for linear regression models with missing responses
by Qin, Yongsong & Li, Ling & Lei, Qingzhu
- 1397-1403 On a generalization of the Laplace approximation
by Nott, David J. & Fielding, Mark & Leonte, Daniela
- 1404-1408 A generalized p-value approach for comparing the means of several log-normal populations
by Li, Xinmin
- 1409-1413 A geometric property of the sample mean and residuals
by Kagan, Abram M. & Yu, Tinghui
- 1414-1420 Maximum of a partial sample in the uniform AR(1) processes
by Mladenovic, Pavle
- 1421-1428 Asymptotic behavior of an affine random recursion in defined by a matrix with an eigenvalue of size 1
by Asci, Claudio
May 2009, Volume 79, Issue 10
- 1305-1310 A connection between the double gamma model and Laplace sample mean
by Nguyen, Truc T. & Chen, John T.
- 1311-1319 On simple calculation of the Fisher information in hybrid censoring schemes
by Park, Sangun & Balakrishnan, N.
- 1320-1326 Total duration of negative surplus for the risk model with debit interest
by He, Jingmin & Wu, Rong & Zhang, Huayue
- 1327-1330 An identity for multivariate elliptically contoured matrix distribution
by Bodnar, Taras & Gupta, Arjun K.
- 1331-1336 Categorical time series models for contingency tables
by Zhen, X. & Basawa, I.V.
- 1337-1342 Characterization of solutions to the Stieltjes-Wigert moment problem
by López-García, Marcos
- 1343-1350 Cutoff time based on generalized divergence measure
by Diédhiou, Alassane & Ngom, Papa
- 1351-1357 A law of the single logarithm for weighted sums of i.i.d. random elements
by Sung, Soo Hak
- 1358-1362 Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's Minimum Chi-Squared test
by Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain
May 2009, Volume 79, Issue 9
- 1135-1140 Estimation of the parameters in a two linear regression equations system with identical parameter vectors
by Ma, Tiefeng & Wang, Songgui
- 1141-1145 A law of large numbers and central limit theorem for the logarithm of an autoregressive process with a stationary driving sequence
by Shu, F.C.
- 1146-1154 Gene hunting with forests for multigroup time course data
by Papana, Ariadni & Ishwaran, Hemant
- 1155-1161 Minimum Message Length shrinkage estimation
by Makalic, Enes & Schmidt, Daniel F.
- 1162-1168 Analyzing longitudinal data with informative observation times under biased sampling
by Sun, Liuquan & Tong, Xingwei
- 1169-1174 Maximal inequalities for g-martingales
by Wang, Wei
- 1175-1180 Asymptotic properties of covariate-adjusted regression with correlated errors
by Sentürk, Damla & Nguyen, Danh V.
- 1181-1185 A simple technique for constructing optimal complete diallel cross designs
by Shaffer, Jeffrey G. & Srivastav, Sudesh K.
- 1186-1193 Confidence intervals for the scaling function of multifractal random walks
by Ludeña, Carenne
- 1194-1202 Correlated continuous time random walks
by Meerschaert, Mark M. & Nane, Erkan & Xiao, Yimin
- 1203-1206 Argmax-stable marked empirical processes
by Ferger, Dietmar
- 1207-1214 Semiparametric modeling of medical cost data containing zeros
by Zhao, Xiaobing & Zhou, Xian
- 1215-1218 Weighted averages with random proportions that are jointly uniformly distributed over the unit simplex
by Soltani, A.R. & Homei, H.
- 1219-1223 Asymptotic stability of nonlinear impulsive stochastic differential equations
by Sakthivel, R. & Luo, J.
- 1224-1230 Probability of correct model identification in supersaturated design
by Sarkar, Angshuman & Lin, Dennis K.J. & Chatterjee, Kashinath
- 1231-1237 A note on convolutions of compound geometric distributions
by Psarrakos, Georgios
- 1238-1241 Some Orlicz-norm inequalities for martingales
by Ren, Yanbo
- 1242-1245 On a renewal function when the second moment is infinite
by Sgibnev, M.S.
- 1246-1251 The distribution of total dividend payments in a Sparre Andersen model
by Li, Shuanming & Lu, Yi
- 1252-1259 Asymptotic theory of extreme dual generalized order statistics
by Barakat, H.M. & El-Adll, Magdy E.
- 1260-1268 A general definition of conditional information and its application to ergodic decomposition
by Debowski, Lukasz
- 1269-1276 An inverse-probability-weighted approach to the estimation of distribution function with doubly censored data
by Shen, Pao-sheng
- 1277-1281 Variance inequalities using first derivatives
by Tang, Hsiu-Khuern & See, Chuen-Teck
- 1282-1289 A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes
by Pai, Jeffrey & Ravishanker, Nalini
- 1290-1298 Precise large deviations for dependent random variables with heavy tails
by Liu, Li
- 1299-1304 On the stochastic ordering of folded binomials
by Porzio, Giovanni C. & Ragozini, Giancarlo
April 2009, Volume 79, Issue 8
- 999-1003 Linear boundary kernels for bivariate density estimation
by Hazelton, Martin L. & Marshall, Jonathan C.
- 1004-1007 Identities for negative moments of quadratic forms in normal variables
by Rukhin, Andrew L.
- 1008-1015 Conditional independence of blocked ordered data
by Iliopoulos, G. & Balakrishnan, N.
- 1016-1020 An asymmetric Marcinkiewicz-Zygmund LLN for random fields
by Gut, Allan & Stadtmüller, Ulrich
- 1021-1024 Covariance matrices of self-affine measures
by Zajkowski, Krzysztof
- 1025-1030 The extremes of a random scenery as seen by a random walk in a random environment
by Franke, Brice & Saigo, Tatsuhiko
- 1031-1037 Order statistics using fuzzy random variables
by Akbari, M.GH. & Rezaei, A.H.
- 1038-1043 Convergence rates in the law of the iterated logarithm for negatively associated random variables with multidimensional indices
by Li, Yun-Xia
- 1044-1052 Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models
by Hu, Xuemei & Wang, Zhizhong & Zhao, Zhiwei
- 1053-1064 Asymptotics of a Theil-type estimate in multiple linear regression
by Shen, Gang
- 1065-1073 A generalized L1-approach for a kernel estimator of conditional quantile with functional regressors: Consistency and asymptotic normality
by Laksaci, Ali & Lemdani, Mohamed & Ould-Sad, Elias
- 1074-1082 A note on the higher moments of the Euler characteristic of the excursion sets of random fields
by Taheriyoun, Ali Reza & Shafie, Khalil & Jozani, Mohammad Jafari
- 1083-1088 Set indexed strong martingales and path independent variation
by Yosef, Arthur
- 1089-1096 Deviation of discrete distributions--positive and negative results
by Mri, Tams F.
- 1097-1104 Goodness-of-fit test for tail copulas modeled by elliptical copulas
by Li, Deyuan & Peng, Liang
- 1105-1107 A Hoeffding inequality for Markov chains using a generalized inverse
by Boucher, Thomas R.
- 1108-1111 Some closure properties for subexponential distributions
by Geluk, Jaap
- 1112-1119 A nonparametric dependent process for Bayesian regression
by Fuentes-García, Ruth & Mena, Ramsés H. & Walker, Stephen G.
- 1120-1124 A new concept for count distributions
by Hagmark, Per-Erik
- 1125-1128 A few remarks on the supremum of stable processes
by Patie, P.
- 1129-1133 Measure changes with extinction
by Harris, S.C. & Roberts, M.I.
April 2009, Volume 79, Issue 7
- 851-856 Statistical signal extraction using stable processes
by Balakrishna, N. & Hareesh, G.
- 857-863 Almost sure convergence for non-stationary random sequences
by Tan, Zhongquan & Peng, Zuoxiang
- 864-872 The average position of the dth maximum in a sample of geometric random variables
by Archibald, Margaret & Knopfmacher, Arnold
- 873-879 Covariance matrix inequalities for functions of Beta random variables
by Wei, Zhengyuan & Zhang, Xinsheng
- 880-883 Explicit construction of stochastic exponentials with arbitrary expectation k[set membership, variant](0,1)
by Wong, Bernard
- 884-888 The Hjek-Rnyi-type inequality for associated random variables
by Hu, Shuhe & Wang, Xuejun & Yang, Wenzhi & Zhao, Ting
- 889-893 Comments on the paper: A bilateral inequality on the Borel-Cantelli Lemma
by Hu, Shuhe & Wang, Xuejun & Li, Xiaoqin & Zhang, Yuanyuan
- 894-898 Completely random signed measures
by Hellmund, Gunnar
- 899-906 Estimation of mean life and reliability for exponential life distribution using time censored sample data
by Sengupta, Samindra Nath & Sinha, Bikas K. & Bagchi, Srijib B.
- 907-914 Persistent-threshold-GARCH processes: Model and application
by Park, J.A. & Baek, J.S. & Hwang, S.Y.
- 915-919 Maximal rank minimum aberration and doubling
by Hu, Jianwei & Zhang, Runchu
- 920-926 Backward doubly stochastic differential equations with discontinuous coefficients
by N'zi, Modeste & Owo, Jean-Marc
- 927-935 Asymptotics for Kotz Type III elliptical distributions
by Hashorva, Enkelejd
- 936-942 The ROC region of a regression tree
by Jin, Hua & Lu, Ying
- 943-952 Efficient estimation of adaptive varying-coefficient partially linear regression model
by Huang, Zhensheng & Zhang, Riquan
- 953-956 Limiting distribution of the continuity modulus for Gaussian processes with stationary increments
by Kabluchko, Zakhar
- 957-964 Estimating the error distribution function in nonparametric regression with multivariate covariates
by Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang
- 965-968 Identification of a Markovian system with observations corrupted by a fractional Brownian motion
by Mandrekar, V. & Naik-Nimbalkar, U.V.
- 969-976 An urn approach to generalized extreme shock models
by Cirillo, Pasquale & Hüsler, Jürg
- 977-983 Prediction intervals for future records and order statistics coming from two parameter exponential distribution
by Ahmadi, J. & MirMostafaee, S.M.T.K.
- 984-989 MMLEs are as good as M-estimators or better
by Tiku, Moti L. & Sürücü, Baris
- 990-996 Periodic stationarity of random coefficient periodic autoregressions
by Aknouche, Abdelhakim & Guerbyenne, Hafida
- 997-998 Erratum to: "A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion" [Statistics & Probability Letters 78 (2008) 1948-1954]
by Gatto, Riccardo
March 2009, Volume 79, Issue 6
- 707-710 A new simple interpretation of an optimal design criterion
by Atherton, Juli
- 711-714 The exact likelihood function of a vector autoregressive moving average process
by Gallego, Jose L.
- 715-721 Improved estimation of the covariance matrix under Stein's loss
by Ye, Ren-Dao & Wang, Song-Gui
- 722-727 Consistency of the Tikhonov's regularization in an ill-posed problem with random data
by Dahmani, Abdelnasser & Ait Saidi, Ahmed & Bouhmila, Fatah & Aissani, Mouloud
- 728-732 Consistency of the maximum likelihood estimator and Bayesian estimator based on sequential sensitivity experiments
by Tian, Yubin
- 733-740 Bandwidth selection for functional time series prediction
by Antoniadis, Anestis & Paparoditis, Efstathios & Sapatinas, Theofanis
- 741-747 On optimal design for a Poisson regression model with random intercept
by Niaparast, Mehrdad
- 748-752 On selfdecomposable Stieltjes transforms
by Szulga, Jerzy
- 753-759 On the unification of long-term survival models
by Rodrigues, Josemar & Cancho, Vicente G. & de Castro, Mrio & Louzada-Neto, Francisco
- 760-764 Repeated Poisson sampling
by Grafström, Anton
- 765-773 Lack-of-fit testing in errors-in-variables regression model with validation data
by Song, Weixing
- 774-779 Asymptotic results for heavy-tailed distributions using defective renewal equations
by Psarrakos, Georgios
- 780-788 On the Fisher's Z transformation of correlation random fields
by Carbonell, F. & Worsley, K.J. & Trujillo-Barreto, N.J.
- 789-796 Laws of iterated logarithm for MLE of generalized linear model randomly censored with incomplete information
by Xiao, Zhihong & Liu, Luqin
- 797-806 On a discrete version of the Laugesen-Morpurgo conjecture
by Pascu, M.N. & Nicolaie, A.
- 807-813 A note on the consistency of a robust estimator for threshold autoregressive processes
by Zhang, Li-Xin & Chan, Wai-Sum & Cheung, Siu-Hung & Hung, King-Chi
- 814-820 Martingale representations of the Lynden-Bell estimator with applications
by Strzalkowska-Kominiak, E. & Stute, W.
- 821-827 Homogeneity diagnostics for skew-normal nonlinear regression models
by Xie, Feng-Chang & Wei, Bo-Cheng & Lin, Jin-Guan
- 828-834 A moment-based test for the homogeneity in mixture natural exponential family with quadratic variance functions
by Ning, Wei & Zhang, Sanguo & Yu, Chang
- 835-841 Bounds for the transition density of time-homogeneous diffusion processes
by Downes, A.N.
- 842-847 On Cantrell-Rosalsky's strong laws of large numbers
by Ordez Cabrera, Manuel & Volodin, Andrei
- 848-849 On asymptotic normality in nonlinear regression
by Haupt, Harry & Oberhofer, Walter
March 2009, Volume 79, Issue 5
- 559-565 An efficient algorithm for estimating a change-point
by Cheng, Tsung-Lin
- 566-572 Stochastic comparison and monotonicity of inactive record values
by Zhao, Peng & Balakrishnan, N.
- 573-580 The M-estimation in a multi-phase random nonlinear model
by Ciuperca, Gabriela
- 581-587 On the use of stochastic approximation Monte Carlo for Monte Carlo integration
by Liang, Faming
- 588-596 Ruin probability and local ruin probability in the random multi-delayed renewal risk model
by Gao, Qingwu & Wang, Yuebao
- 597-601 Partial asymptotic stability in probability of stochastic differential equations
by Ignatyev, Oleksiy
- 602-610 A mathematical approach to detect the Taylor property in TARCH processes
by Gonçalves, Esmeralda & Leite, Joana & Mendes-Lopes, Nazaré
- 611-618 Laws of large numbers for residual Cesàro alpha-integrable sequences under dependence assumptions
by Yuan, De Mei & An, Jun & Tao, Bao
- 619-624 A decomposition of the bifractional Brownian motion and some applications
by Lei, Pedro & Nualart, David
- 625-629 A simplified adaptive fence procedure
by Jiang, Jiming & Nguyen, Thuan & Rao, J. Sunil
- 630-636 On a class of mathematical ecosystems with random jumps
by Peng, Jun & Liu, Zaiming
- 637-642 A generalization of Hoeffding's lemma, and a new class of covariance inequalities
by Beare, Brendan K.
- 643-651 Iterated logarithm type behavior for weighted sums of i.i.d. random variables
by Li, Deli & Qi, Yongcheng & Rosalsky, Andrew
- 652-658 Large-sample confidence intervals for the treatment difference in a two-period crossover trial, utilizing prior information
by Kabaila, Paul & Giri, Khageswor
- 659-663 Building asymmetry into circular distributions
by Umbach, Dale & Jammalamadaka, S. Rao
- 664-669 Permutation test for non-inferiority of the linear to the optimal combination of multiple tests
by Jin, Hua & Lu, Ying
- 670-675 On the posterior pointwise convergence rate of a Gaussian signal under a conjugate prior
by Babenko, Alexandra & Belitser, Eduard
- 676-683 Waiting times of exceedances in random threshold models
by Bairamov, Ismihan & EryIlmaz, Serkan
- 684-688 Estimation of the generalized Pareto distribution
by del Castillo, Joan & Daoudi, Jalila
- 689-697 Accurate tests and intervals based on linear cusum statistics
by Withers, Christopher S. & Nadarajah, Saralees
- 698-706 Stochastic Lotka-Volterra model with infinite delay
by Wan, Li & Zhou, Qinghua
February 2009, Volume 79, Issue 4
- 415-419 Asymptotics for sums of a function of normalized independent sums
by Kosinski, Kamil
- 420-425 The degree sequences of an asymmetrical growing network
by Huang, Huilin
- 426-435 Comparison theorems for forward backward SDEs
by Wu, Zhen & Xu, Mingyu
- 436-441 Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients
by Jia, Guangyan
- 442-449 Particle filtering approximations for a Gaussian-generalized inverse Gaussian model
by Ferrante, Marco & Frigo, Nadia
- 450-456 Partial moment-based sufficient dimension reduction
by Yoo, Jae Keun
- 457-465 Hazards regression for length-biased and right-censored data
by Shen, Pao-sheng
- 466-472 Sample size formula for randomized controlled trials with counts of recurrent events
by Tango, Toshiro
- 473-480 Insurance control for classical risk model with fractional Brownian motion perturbation
by Zhang, H.Y. & Bai, L.H. & Zhou, A.M.
- 481-486 Log-level comparison principle for small ball probabilities
by Nazarov, Alexander
- 487-495 Dependence in failure times due to environmental factors
by Frostig, Esther & Denuit, Michel
- 496-500 A note on Lee discrepancy
by Zou, Na & Ren, Ping & Qin, Hong
- 501-507 Random quantiles of the Dirichlet process
by Lichtendahl Jr., Kenneth C.
- 508-512 The relationship between risk measures and choquet expectations in the framework of g-expectations
by He, Kun & Hu, Mingshang & Chen, Zengjing
- 513-518 Assessing global influential observations in modified ridge regression
by Jahufer, Aboobacker & Jianbao, Chen
- 519-524 Global rate results for the MLE in a class of deconvolution models
by Donauer, Stefanie & Groeneboom, Piet & Jongbloed, Geurt
- 525-533 Multivariate extremes of generalized skew-normal distributions
by Lysenko, Natalia & Roy, Parthanil & Waeber, Rolf
- 534-536 Unfolding the Skorohod reflection of a semimartingale
by Prokaj, Vilmos
- 537-542 A note on using the estimated versus the known propensity score to estimate the average treatment effect
by Brumback, Babette A.
- 543-552 On weak approximations of integrals with respect to fractional Brownian motion
by Slominski, Leszek & Ziemkiewicz, Bartosz
- 553-558 Concomitants of order statistics for dependent samples
by Wang, Ke & Nagaraja, H.N.
February 2009, Volume 79, Issue 3
- 275-282 The influence function of the Stahel-Donoho covariance estimator of smallest outlyingness
by Debruyne, M. & Hubert, M.
- 283-288 The number of players tied for the record
by Eisenberg, Bennett
- 289-294 Asymptotic distribution of density ratios
by Antonelli, Sabrina & Regoli, Giuliana
- 295-303 A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator
by Gomes, M. Ivette & Pestana, Dinis & Caeiro, Frederico
- 304-311 Large deviations for heavy-tailed factor models
by Svensson, Jens & Djehiche, Boualem
- 312-319 On testing for local monotonicity in deconvolution problems
by Meister, Alexander
- 320-323 Noncommutative Baum-Katz theorems
by Stoica, George
- 324-330 A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model
by Ren, Jiandong
- 331-338 An extension of the generalized Birnbaum-Saunders distribution
by Gómez, Héctor W. & Olivares-Pacheco, Juan F. & Bolfarine, Heleno
- 339-346 Influence diagnostics for linear models with first-order autoregressive elliptical errors
by Paula, Gilberto A. & Medeiros, Marcio & Vilca-Labra, Filidor E.
- 347-348 A comment on a conjecture of N. Wiener
by Rosenblatt, M.
- 349-353 A note on pasting conditions for the American perpetual optimal stopping problem
by Christensen, Sören & Irle, Albrecht
- 354-360 Unit root tests in the presence of an innovation variance break that has power against the mean break stationary alternative
by Sen, Amit
- 361-367 Moments of the unbalanced non-central chi-square distribution
by Grau, Daniel
- 368-374 Necessary and sufficient conditions for non-interaction of a pair of one-sided EWMA schemes with reflecting boundaries
by Li, Zhonghua & Wang, Zhaojun & Wu, Zhang
- 375-380 Confidence intervals for limited moments and truncated moments in normal and lognormal models
by Bebu, Ionut & Mathew, Thomas
- 381-389 On the ruin probability for the Cox correlated risk model perturbed by diffusion
by Lu, Zhaoyang & Xu, Wei & Zhang, Yan & Sun, Yingling
- 390-395 Limit theorems for extremal processes generated by a point process with correlated time and space components
by Pancheva, Elisaveta & Mitov, Ivan K. & Mitov, Kosto V.
- 396-399 Log-concavity of generalized order statistics
by Chen, Huaihou & Xie, Hongmei & Hu, Taizhong
- 400-406 A new formula for the transient solution of the Erlang queueing model
by Leonenko, G.M.
- 407-413 On some probabilistic properties of double periodic AR models
by Aknouche, Abdelhakim & Guerbyenne, Hafida
- 414-414 Erratum to: "A note on the proportional hazards model with discontinuous data" [Statist. Probab. Lett. 77 (2007) 735-739]
by Yu, Qiqing
January 2009, Volume 79, Issue 2
- 131-137 The geometric convergence rate of the classical change-point estimate
by Fotopoulos, Stergios B.
- 138-144 Approximation of the expected error rate in classification of the Gaussian random field observations
by Ducinskas, Ke[combining cedilla]stutis
- 145-154 Branching on a Sierpinski graph
by Leorato, S. & Orsingher, E.
- 155-157 On the relationship of location-independent riskier order to the usual stochastic order
by Sordo, Miguel A.
- 158-164 Limit theorems for generalized Jirina processes
by Li, Yuqiang
- 165-172 Semiparametric estimation of regression functions in autoregressive models
by Yu, Zhuoxi & Wang, Dehui & Shi, Ningzhong
- 173-176 Analysis of the virtual waiting time in multiphase queues
by Minkevicius, S.
- 177-181 Stationary distribution of reflected O-U process with two-sided barriers
by Zhang, Lidong & Jiang, Chunmei
- 182-187 Strong uniqueness for a class of singular SDEs for catalytic branching diffusions
by He, Hui
- 188-195 Central limit theorem for multiple integrals with respect to the empirical process
by Boistard, Hélène & del Barrio, Eustasio
- 196-201 A necessary and sufficient condition for probability measures dominated by g-expectation
by Jiang, Long
- 202-210 A class of random deviation theorems and the approach of Laplace transform
by Li, Gaorong & Chen, Shuang & Zhang, Junhua
- 211-214 On the connectedness of saturated square designs
by Qu, Xianggui & Ogunyemi, Theophilus
- 215-222 Uniform bounds in normal approximation under negatively associated random fields
by Cai, Guang-hui & Wang, Jian-Feng
- 223-233 A CLT for a one-dimensional class cover problem
by Xiang, Pengfei & Wierman, John C.
- 234-236 On hitting times of random walks on trees
by Palacios, José Luis
- 237-242 Approximate inference for the multinomial logit model
by Rekkas, M.
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