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June 2007, Volume 77, Issue 10
May 2007, Volume 77, Issue 9
- 863-872 U-statistics based on the Green's function of the Laplacian on the circle and the sphere
by Pycke, J.-R.
- 873-880 The distribution of the first [beta] point in the classical risk model with interest
by Li, Zhigang & Wu, Rong & Du, Yonghong
- 881-884 Can any multivariate gaussian vector be interpreted as a sample from a stationary random process?
by Perrin, Olivier & Schlather, Martin
- 885-895 On sequential detection of parameter changes in linear regression
by Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef
- 896-900 On the connection between model selection criteria and quadratic discrimination in ARMA time series models
by Galeano, Pedro & Peña, Daniel
- 901-906 Balanced residual treatment effects designs of first order for correlated observations
by Aggarwal, M.L. & Deng, Lih-Yuan & Jha, Mithilesh Kumar
- 907-913 Bayesian nonparametric inference of stochastically ordered distributions, with Pólya trees and Bernstein polynomials
by Karabatsos, George & Walker, Stephen G.
- 914-919 Constrained estimators of treatment parameters in semiparametric models
by Przystalski, Marcin & Krajewski, Pawel
- 920-924 Shiga-Watanabe's time inversion property for self-similar diffusion processes
by Vuolle-Apiala, Juha
- 925-930 Asymptotic properties of a double penalized maximum likelihood estimator in logistic regression
by Gao, Sujuan & Shen, Jianzhao
- 931-936 Variational form of the large deviation functional
by Comman, Henri
April 2007, Volume 77, Issue 8
- 761-768 Ruin problems in risk models with dependent rates of interest
by Gao, Qi-bing & Wu, Yao-hua & Zhu, Chun-hua & Wei, Guang-hua
- 769-773 Sensor analytics: radioactive gas concentration estimation and error propagation
by Anderson, Dale N. & Fagan, Deborah K. & Suarez, Rey & Hayes, Jim C. & McIntyre, Justin I.
- 774-781 Permutation and scale invariant one-sided approximate likelihood ratio tests
by Chongcharoen, Samruam & Wright, F.T.
- 782-794 Sharp estimation in sup norm with random design
by GaI¨ffas, Stéphane
- 795-802 Decomposition of supermartingales indexed by a linearly ordered set
by Cassese, Gianluca
- 803-810 Estimation of regression coefficients of interest when other regression coefficients are of no interest: The case of non-normal errors
by Zou, Guohua & Wan, Alan T.K. & Wu, Xiaoyong & Chen, Ti
- 811-816 Difference-based estimation for error variances in repeated measurement regression models
by Xu, Qinfeng & You, Jinhong
- 817-821 A note on sufficient dimension reduction
by Wen, Xuerong Meggie
- 822-825 Besov regularity of stochastic measures
by Radchenko, Vadym M.
- 826-831 The optional sampling theorem for submartingales in the sequentially planned context
by Fenoy, M. Mar & Ibarrola, Pilar
- 832-837 On the derivatives of the normalising constant of the Bingham distribution
by Kume, A. & Wood, Andrew T.A.
- 838-842 A characterization of subclasses of semi-selfdecomposable distributions by stochastic integral representations
by Maejima, Makoto & Miura, Manabu
- 843-852 Adaptive deadband control of a drifting process with unknown parameters
by Lian, Zilong & del Castillo, Enrique
- 853-861 Conservative confidence intervals based on weighted means statistics
by Rukhin, Andrew L.
April 2007, Volume 77, Issue 7
- 667-680 A Darling-Siegert formula relating some Bessel integrals and random walks
by De Gregorio, A. & Orsingher, E.
- 681-686 Unfair gambles in probability
by Beam, John
- 687-692 Some properties of a multifractional Brownian motion
by Lin, Zhengyan & Zheng, Jing
- 693-703 A note on uniform consistency of monotone function estimators
by Neumeyer, Natalie
- 704-709 Some efficient estimators of the domain parameters
by Agrawal, M.C. & Midha, Chand K.
- 710-716 Stability under products of sufficient, minimal sufficient and complete [sigma]-fields in the Bayesian case
by Chacón, J.E. & Montanero, J. & Nogales, A.G. & Pérez, P.
- 717-725 A new family of slash-distributions with elliptical contours
by Gómez, Héctor W. & Quintana, Fernando A. & Torres, Francisco J.
- 726-734 Convergence of quadratic forms with nonvanishing diagonal
by Bhansali, R.J. & Giraitis, L. & Kokoszka, P.S.
- 735-739 A note on the proportional hazards model with discontinuous data
by Yu, Qiqing
- 740-747 An application of reinforced urn processes to determining maximum tolerated dose
by Mezzetti, Maura & Muliere, Pietro & Bulla, Paolo
- 748-751 Moment representation of Bernoulli polynomial, Euler polynomial and Gegenbauer polynomials
by Sun, Ping
- 752-759 On processes with summable partial autocorrelations
by Debowski, Lukasz
March 2007, Volume 77, Issue 6
- 577-587 Life behavior of [delta]-shock model
by Li, Zehui & Kong, Xinbing
- 588-593 Entropy correlation coefficient for measuring predictive power of generalized linear models
by Eshima, Nobuoki & Tabata, Minoru
- 594-597 Ordering the dispersion of ordinary least squares under near-integration
by Bailey, Ralph W. & Burridge, Peter
- 598-603 A class of ordinal quasi-symmetry models for square contingency tables
by Kateri, Maria & Agresti, Alan
- 604-606 Generalization of Simmons' theorem
by Perrin, Olivier & Redside, Edmond
- 607-613 Efficient capital markets: A statistical definition and comments
by Milionis, Alexandros E.
- 614-620 On stochastic ordering for diffusion with jumps and applications
by Zhang, Xinsheng
- 621-624 Behavior of elemental sets in regression
by Olive, David J. & Hawkins, Douglas M.
- 625-631 Modified p-values for one-sided testing in restricted parameter spaces
by Wang, Hsiuying
- 632-643 Self-normalized Wittmann's laws of iterated logarithm in Banach space
by Deng, Dianliang
- 644-648 On the infinite divisibility of some skewed symmetric distributions
by Domínguez-Molina, J. Armando & Rocha-Arteaga, Alfonso
- 649-653 On the use of linear models in the estimation of the size of a population using capture-recapture data
by Huggins, Richard
- 654-657 Perturbing the minimand resampling with Gamma(1,1) random variables as an extension of the Bayesian Bootstrap
by Parzen, Michael & Lipsitz, Stuart R.
- 658-666 A formula for transition density function under Girsanov transform
by Song, Ruili & Ying, Jiangang
March 2007, Volume 77, Issue 5
- 475-482 Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump
by Chou, Ching-Sung & Lin, Hsien-Jen
- 483-489 Quadratic prediction problems in finite populations
by Liu, Xu-Qing & Rong, Jian-Ying
- 490-496 Some characterizations of the spherical harmonics coefficients for isotropic random fields
by Baldi, Paolo & Marinucci, Domenico
- 497-502 Randomization in survival analysis
by Aletti, Giacomo & Saada, Diane
- 503-513 Age and residual lifetime distributions for branching processes
by Yakovlev, A. & Yanev, N.
- 514-524 Mitigating the effect of measurement errors in quantile estimation
by Schechtman, E. & Spiegelman, C.
- 525-529 Hierarchical structures associated with order functions
by Li, Deli & Qi, Yongcheng
- 530-538 Large deviations for random sums of negatively dependent random variables with consistently varying tails
by Chen, Yu & Zhang, Weiping
- 539-542 An example of a stationary, triplewise independent triangular array for which the CLT fails
by Kantorovitz, Miriam Ruth
- 543-548 Quasi-sure p-variation of fractional Brownian motion
by Cao, Guilan & He, Kai
- 549-557 Empirical likelihood inference for the mean residual life under random censorship
by Qin, Gengsheng & Zhao, Yichuan
- 558-565 A reversion of the Chernoff bound
by Theodosopoulos, Ted
- 566-575 Nonregular two-level designs of resolution IV or more containing clear two-factor interactions
by Yang, Guijun & Butler, Neil A.
February 2007, Volume 77, Issue 4
- 357-364 Characterization of the Dirichlet distribution on symmetric matrices
by Ben Farah, Mohamed & Hassairi, Abdelhamid
- 365-373 Properties of aging intensity function
by Nanda, Asok K. & Bhattacharjee, Subarna & Alam, S.S.
- 374-382 Empirical likelihood ratio test for the change-point problem
by Zou, Changliang & Liu, Yukun & Qin, Peng & Wang, Zhaojun
- 383-388 Extension of runs to the continuous-valued sequences
by Eryilmaz, Serkan
- 389-395 Stability of weighted averages of 2-exchangeable random variables
by Etemadi, N.
- 396-400 Strongly monotone q-functions and a note on strong ergodicity of monotone q-functions
by Li, Yangrong
- 401-406 An estimation procedure for a spatial-temporal model
by Landagan, Ohmar Z. & Barrios, Erniel B.
- 407-416 Multivariate extensions of Spearman's rho and related statistics
by Schmid, Friedrich & Schmidt, Rafael
- 417-425 Random integral representations for free-infinitely divisible and tempered stable distributions
by Jurek, Zbigniew J.
- 426-430 Optimal designs in multivariate linear models
by Markiewicz, A. & Szczepanska, A.
- 431-437 A note on quasi-likelihood for exponential families
by Annis, David H.
- 438-446 Superiority of the r-d class estimator over some estimators by the mean square error matrix criterion
by Özkale, M. Revan & KaçIranlar, Selahattin
- 447-454 Statistical interpretation of the importance of phase information in signal and image reconstruction
by Ni, Xuelei (Sherry) & Huo, Xiaoming
- 455-461 Averaged estimation of functional-coefficient regression models with different smoothing variables
by Zhang, Riquan & Li, Guoying
- 462-467 A variable bandwidth selector in multivariate kernel density estimation
by Wu, Tiee-Jian & Chen, Ching-Fu & Chen, Huang-Yu
- 468-473 Extensions of functional LIL w.r.t. (r, p)--Capacities on Wiener space
by Chen, Xiong & Balakrishnan, N.
February 2007, Volume 77, Issue 3
- 231-238 Applications of large deviations to optimal experimental designs
by Joutard, Cyrille
- 239-246 Large deviation principles with respect to the [tau]-topology for exchangeable sequences: A necessary and sufficient condition
by Ma, Yutao & Song, Qiongxia & Wu, Liming
- 247-255 A bootstrap method for assessing the dimension of a general regression problem
by Barrios, M. Pilar & Velilla, Santiago
- 256-264 Binary market models with memory
by Inoue, Akihiko & Nakano, Yumiharu & Anh, Vo
- 265-271 Splitting variable selection for multivariate regression trees
by Hsiao, Wei-Cheng & Shih, Yu-Shan
- 272-279 On Sevast'yanov's theorem
by Denker, M. & Kan, N.
- 280-287 Sufficiency and efficiency in statistical prediction
by Bosq, Denis
- 288-294 Exact power calculations for detecting hypotheses involving two correlated binary outcomes
by Yu, Jihnhee & Kepner, James L. & Bundy, Brian N.
- 295-302 Chung LIL for integrated [alpha] stable process
by Zhang, Rongmao & Lin, Zhengyan
- 303-311 Complete convergence for weighted sums of random variables
by Sung, Soo Hak
- 312-318 Chain graphs for multilevel models
by Gottard, Anna & Rampichini, Carla
- 319-328 Maximum likelihood estimation for joint mean-covariance models from unbalanced repeated-measures data
by Holan, Scott & Spinka, Christine
- 329-334 Comparison of tests of uniformity defined on the hypersphere
by Figueiredo, Adelaide
- 335-342 On Srivastava's multivariate sample skewness and kurtosis under non-normality
by Maruyama, Yosihito
- 343-349 A robust inverse regression estimator
by Ni, Liqiang & Cook, R. Dennis
- 350-356 Comparison of error distributions in nonparametric regression
by Pardo-Fernández, Juan Carlos
January 2007, Volume 77, Issue 2
- 117-122 Unimprovability of the Bonferroni procedure in the class of general step-up multiple testing procedures
by Gordon, Alexander Y.
- 123-130 Nontransitivity in a class of weighted logrank statistics under nonproportional hazards
by Gillen, Daniel L. & Emerson, Scott S.
- 131-141 Two-sample median test for order restricted randomized designs
by Ozturk, Omer
- 142-147 Optimal main effect plans in blocks of small size
by Bose, Mausumi & Bagchi, Sunanda
- 148-150 A short proof of an identity for a Brownian Bridge due to Donati-Martin, Matsumoto and Yor
by Hobson, David
- 151-157 Comparison of level-crossing times for Markov and semi-Markov processes
by Ferreira, Fátima & Pacheco, António
- 158-165 The overshoot of a random walk with negative drift
by Tang, Qihe
- 166-168 A class of random matrices with infinitely divisible determinants
by Maejima, Makoto & Pérez-Abreu, Víctor
- 169-172 On the convolution of the negative binomial random variables
by Furman, Edward
- 173-180 On the negative binomial distribution and its generalizations
by Vellaisamy, P. & Upadhye, N.S.
- 181-189 Precise large deviations for negatively associated random variables with consistently varying tails
by Liu, Yan
- 190-195 Probability weighted moments properties for small samples
by Furrer, Reinhard & Naveau, Philippe
- 196-203 Statistical options: Crash resistant financial contracts based on robust estimation
by Ramprasath, L. & Singh, Kesar
- 204-210 On constrained estimation problems in time-use surveys
by Samaniego, F.J. & Vestrup, E.M. & Bhattacharya, D.
- 211-219 Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps
by Wu, Shujin & Han, Dong
- 220-229 Maximum estimation capacity projection designs from Hadamard matrices with 32, 36 and 40 runs
by Angelopoulos, P. & Koukouvinos, C.
January 2007, Volume 77, Issue 1
- 1-8 Distributional properties for the generalized p-value for the Behrens-Fisher problem
by Tang, Shijie & Tsui, Kam-Wah
- 9-18 Asymptotic properties for partial sum processes of a Gaussian random field
by Moon, Hee-Jin & Choi, Yong-Kab
- 19-24 Consistency of Bayesian estimation of a step function
by Lian, Heng
- 25-31 New two-variable full orthogonal designs and related experiments with linear regression models
by Georgiou, Stelios D.
- 32-39 A direct method to obtain the joint distribution of successes, failures and patterns in enumeration problems
by Antzoulakos, Demetrios L. & Boutsikas, Michael V.
- 40-53 Regression with random design: A minimax study
by Chesneau, Christophe
- 54-62 The linear minimax estimator of stochastic regression coefficients and parameters under quadratic loss function
by Yu, Sheng-Hua
- 63-68 On the distribution of Dickey-Fuller unit root statistics when there is a break in the innovation variance
by Sen, Amit
- 69-74 Bayesian local robustness under weighted squared-error loss function incorporating unimodality
by Ojeda, Enrique Calderín & Déniz, Emilio Gómez & Cabrera Ortega, Ignacio J.
- 75-82 Asymptotic efficiency of the ordinary least-squares estimator for sur models with integrated regressors
by Shin, Dong Wan & Joon Kim, Han & Jhee, Won-Chul
- 83-89 Modelling spatio-temporal data: A new variogram and covariance structure proposal
by Porcu, E. & Mateu, J. & Zini, A. & Pini, R.
- 90-94 Improvements on removing nonoptimal support points in D-optimum design algorithms
by Harman, Radoslav & Pronzato, Luc
- 95-98 A new characterization of the normal law
by Novak, S.Y.
- 99-103 Calibration approach estimators in stratified sampling
by Kim, Jong-Min & Sungur, Engin A. & Heo, Tae-Young
- 104-110 A penalized version of the empirical likelihood ratio for the population mean
by Bartolucci, Francesco
- 111-115 On the construction and existence of a certain class of complete diallel cross designs
by Srivastav, Sudesh K. & Shankar, Arti
December 2006, Volume 76, Issue 18
- 1947-1953 Limit theorems for self-normalized linear processes
by Kulik, Rafal
- 1954-1960 On the solvability of infinite horizon forward-backward stochastic differential equations with absorption coefficients
by Guo, Dongmei & Ji, Shaolin & Zhao, Huaizhong
- 1961-1964 An example and transition function equicontinuity
by Rosenblatt, M.
- 1965-1974 Limiting average availability of a system supported by several spares and several repair facilities
by Sarkar, Jyotirmoy & Li, Fang
- 1975-1982 A local invariance principle for Gibbsian fields
by Nowak, Emmanuel & Thilly, Emmanuel
- 1983-1993 Asian options with jumps
by Chou, Ching-Sung & Lin, Hsien-Jen
- 1994-2000 Moment inequalities for sums of products of independent random variables
by Shanchao, Yang
- 2001-2006 Almost sure convergence of Titterington's recursive estimator for mixture models
by Wang, Shaojun & Zhao, Yunxin
- 2007-2016 Nonparametric estimation of volatility models with serially dependent innovations
by Dahl, Christian M. & Levine, Michael
- 2017-2026 A class of random deviation theorems for sums of nonnegative stochastic sequence and strong law of large numbers
by Wang, Zhong-zhi
- 2027-2035 On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays
by Hashorva, Enkelejd
November 2006, Volume 76, Issue 17
- 1831-1835 Portmanteau theorem for unbounded measures
by Barczy, Mátyás & Pap, Gyula
- 1836-1844 On convergence of empirical point processes
by Davydov, Youri & Egorov, Vladimir
- 1845-1854 The variance of partial sums of strong near-epoch dependent variables
by Qiu, Jin & Lin, Zhengyan
- 1855-1860 Lorenz ordering of order statistics
by Kochar, Subhash
- 1861-1872 Fast approximately balanced bootstrap without construction
by Lin, C. Devon & Lu, Wilson W. & Sitter, R.R.
- 1873-1881 Small ball probabilities for jump Lévy processes from the Wiener domain of attraction
by Shmileva, Elena
- 1882-1888 Conditional natural exponential families
by Masmoudi, Afif
- 1889-1894 An efficient method for identifying clear effects in blocked fractional factorial designs
by Ai, Mingyao & He, Shuyuan
- 1895-1903 A note on g-expectation with comonotonic additivity
by Jiang, Long
- 1904-1913 Convergence in variation of the joint laws of multiple Wiener-Itô integrals
by Breton, Jean-Christophe
- 1914-1924 Superposition of renewal processes and an application to multi-server queues
by Kella, Offer & Stadje, Wolfgang
- 1925-1929 Asymptotic properties of estimators in age-period-cohort analysis
by Fu, Wenjiang J. & Hall, Peter
- 1930-1934 Notes on Pearson residuals and weighted likelihood estimating equations
by Agostinelli, Claudio
- 1935-1939 Gnedenko-Raikov's theorem, central limit theory, and the weak law of large numbers
by Gut, Allan
- 1940-1946 An adaptive design for clinical trials with non-dichotomous response and prognostic factors
by Moler, José A. & Plo, Fernando & San Miguel, Miguel
October 2006, Volume 76, Issue 16
- 1705-1713 Information loss from censoring in rank-based procedures
by Lim, Johan & Lee, Sungim & Choi, Hyungwon
- 1714-1722 Convergence rates for the law of large numbers for arrays
by Hernández, Víctor & Urmeneta, Henar
- 1723-1730 Seat excess variances of apportionment methods for proportional representation
by Schwingenschlögl, Udo & Drton, Mathias
- 1731-1734 The p-values of the hypothesis testing about relative risks
by Li, Baibing
- 1735-1740 Robust prediction limits based on M-estimators
by Giummolè, F. & Ventura, L.
- 1741-1747 Robust estimation in the simple errors-in-variables model
by Fekri, M. & Ruiz-Gazen, A.
- 1748-1755 A note on the distance in random recursive trees
by Su, Chun & Liu, Jie & Feng, Qunqiang
- 1756-1760 Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes
by Schick, Anton & Wefelmeyer, Wolfgang
- 1761-1767 A generalized Dirichlet model
by Thomas, Seemon & Jacob, Joy
- 1768-1774 On some efficient partial diallel cross designs
by Ghosh, Himadri & Das, Ashish & Midha, C.K.
- 1775-1780 On probabilistic properties of conditional medians and quantiles
by Ghosh, Yashowanto N. & Mukherjee, Bhramar
- 1781-1786 The limit process of the difference between the empirical distribution function and its concave majorant
by Kulikov, Vladimir N. & Lopuhaä, Hendrik P.
- 1787-1799 Precise asymptotics for a new kind of complete moment convergence
by Liu, Weidong & Lin, Zhengyan
- 1800-1807 Masking effects on linear regression in multi-class classification
by Zhang, Chunming & Fu, Haoda
- 1808-1811 Reflecting thoughts
by Kella, Offer
- 1812-1820 Finite time ruin probability with heavy-tailed insurance and financial risks
by Chen, Yu & Su, Chun
- 1821-1829 Empirical Bayes estimation of the guarantee lifetime in a two-parameter exponential distribution
by Huang, Wen-Tao & Huang, Hui-Hsin
September 2006, Volume 76, Issue 15
- 1587-1593 A new class of scale free random graphs
by Katona, Zsolt & Móri, Tamás F.
- 1594-1602 On optimal kernel choice for deconvolution
by Delaigle, Aurore & Hall, Peter
- 1603-1606 Every random variable satisfies a certain nontrivial integrability condition
by Adell, José A. & Lekuona, Alberto
- 1607-1616 Stationary distributions in the atom-on-demand problem
by Bebu, Ionut & Rukhin, Andrew L.
- 1617-1624 A class of distribution functions with less bias in extreme value estimation
by de Haan, Laurens & Canto e Castro, Luisa
- 1625-1630 On the almost sure convergence of Syracuse sequences
by Slakmon, Alain & Macot, Luc
- 1631-1640 On complete convergence for arrays
by Kruglov, Victor M. & Volodin, Andrei I. & Hu, Tien-Chung
- 1641-1646 Some properties of misspecified additive hazards models
by Hattori, Satoshi
- 1647-1654 A small-sample criterion based on Kullback's symmetric divergence for vector autoregressive modeling
by Hafidi, Bezza
- 1655-1663 Asymptotic distribution of the Yule-Walker estimator for INAR(p) processes
by Silva, Isabel & Silva, M. Eduarda
- 1664-1674 The classical bi-Poisson process: An invertible quadratic harness
by Bryc, Wlodzimierz & Wesolowski, Jacek
- 1675-1684 Nonparametric predictive subset selection for proportions
by Coolen, F.P.A. & Coolen-Schrijner, P.
- 1685-1693 Proportional hazards models for survival data with long-term survivors
by Zhao, Xiaobing & Zhou, Xian
- 1694-1700 Exact moments and probabilities for Wei's urn randomization model
by Oden, Neal L. & McIntosh, Matthew J.
- 1701-1704 Lack-of-fit-efficiently optimal designs to estimate the highest coefficient of a polynomial with large degree
by Bischoff, Wolfgang & Miller, Frank
August 2006, Volume 76, Issue 14
- 1427-1434 On the regular variation of elliptical random vectors
by Hashorva, Enkelejd
- 1435-1440 Max-semi-selfdecomposable laws and related processes
by Satheesh, S. & Sandhya, E.
- 1441-1448 Adaptive minimax estimation of a fractional derivative
by Enikeeva, Farida
- 1449-1453 A note on large deviations for weak records
by Bairamov, Ismihan & Stepanov, Alexei
- 1454-1464 Limit theorems for the ratio of weak records
by Dembinska, A. & Stepanov, A.
- 1465-1469 Continuity corrections for integer-valued saddlepoint approximations
by Fung, Thomas & Robinson, John
- 1470-1481 On the extremal dependence coefficient of multivariate distributions
by Frahm, Gabriel
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