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August 2006, Volume 76, Issue 14
- 1482-1487 A weighted central limit theorem
by Weber, Michel
- 1488-1493 A new class of skew-Cauchy distributions
by Behboodian, J. & Jamalizadeh, A. & Balakrishnan, N.
- 1494-1502 The Bickel-Rosenblatt test for diffusion processes
by Lee, Sangyeol
- 1503-1509 A sufficient condition for the CLT in the space of nuclear operators--Application to covariance of random functions
by Mas, André
- 1510-1513 A convexity property of the median of the gamma distribution
by Alzer, Horst
- 1514-1521 Compensator and exponential inequalities for some suprema of counting processes
by Reynaud-Bouret, P.
- 1522-1528 On the monotonicity of a function related to the local time of a symmetric Lévy process
by Song, Renming & Vondracek, Zoran
- 1529-1535 Graphical comparison of multivariate nonparametric location tests for restricted alternatives
by Vock, Michael
- 1536-1542 Estimation of the stationary distribution of semi-Markov processes with Borel state space
by Limnios, N.
- 1543-1549 Multivariate partially linear models
by Pateiro-López, Beatriz & González-Manteiga, Wenceslao
- 1550-1558 The strong law under a semiparametric model for truncated and censored data
by Sun, Liuquan
- 1559-1569 Existence of the solutions of backward-forward SDE's with continuous monotone coefficients
by Antonelli, Fabio & Hamadène, SaI¨d
- 1570-1577 Allocating factors to the columns of an orthogonal array when certain interactions are important
by Das, Ashish & Dey, Aloke & Midha, Chand K.
- 1578-1583 Karhunen-Loeve expansion of spherical fractional Brownian motions
by Istas, Jacques
July 2006, Volume 76, Issue 13
- 1305-1315 Precise asymptotics in complete moment convergence of moving-average processes
by Yun-Xia, Li
- 1316-1322 Maximum scan score-type statistics
by Glaz, Joseph & Zhang, Zhenkui
- 1323-1330 On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process
by Liu, Ji-Chun
- 1331-1334 Fitting MA(q) models in the closed invertible region
by Zhang, Y. & McLeod, A.I.
- 1335-1344 Robust estimators of high order derivatives of regression functions
by Boente, Graciela & Rodriguez, Daniela
- 1345-1347 A new method for hypotheses testing using spacings
by Torabi, Hamzeh
- 1348-1355 Identifying influential observations in logistic discriminant analysis
by Poon, Wai-Yin
- 1356-1363 Probabilistic analysis of maximal gap and total accumulated length in interval division
by Itoh, Yoshiaki & Mahmoud, Hosam & Smythe, Robert
- 1364-1368 On Lévy measures for infinitely divisible natural exponential families
by Kokonendji, Célestin C. & Khoudar, Mohamed
- 1369-1379 Optimum designs for optimum mixtures
by Pal, Manisha & Mandal, Nripes K.
- 1380-1384 Testing for cointegration in the presence of mis-specified structural change
by Cook, Steven
- 1385-1396 Model checks of higher order time series
by Stute, W. & Presedo Quindimil, M. & González Manteiga, W. & Koul, H.L.
- 1397-1409 Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process
by Bishwal, Jaya P.N.
- 1410-1416 On the correlation order
by Yi, Zhang & Weng, Chengguo
- 1417-1425 A note on optimal stopping for possible change in the intensity of an ordinary Poisson process
by Brown, Marlo & Zacks, Shelemyahu
July 2006, Volume 76, Issue 12
- 1191-1200 Berry-Esséen bound for high dimensional asymptotic approximation of Wilks' Lambda distribution
by Ulyanov, Vladimir V. & Wakaki, Hirofumi & Fujikoshi, Yasunori
- 1201-1210 Asymptotic fluctuations of mutagrams
by Müller, Hans-Georg & Wai, Newton
- 1211-1218 The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate
by Zhang, H.Y. & Zhou, M. & Guo, J.Y.
- 1219-1224 Extended constructions of stationary autoregressive processes
by Pitt, Michael K. & Walker, Stephen G.
- 1225-1237 On nonparametric maximum likelihood for a class of stochastic inverse problems
by ChafaI¨, Djalil & Loubes, Jean-Michel
- 1238-1244 The Bahadur representation for sample quantiles under weak dependence
by Sun, Shuxia
- 1245-1254 Incomplete split-plot designs generated from [alpha]-resolvable designs
by Ozawa, Kazuhiro & Kuriki, Shinji
- 1255-1260 Product formula and independence criterion for multiple Huang-Cambanis integrals
by Chivoret, Sébastien & Amirdjanova, Anna
- 1261-1264 On convergence rate of the Shannon entropy rate of ergodic Markov chains via sample-path simulation
by Chang, Hyeong Soo
- 1265-1272 On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model
by Tian, Yongge & Wiens, Douglas P.
- 1273-1279 Cumulative distribution functions and moments of lattice polynomials
by Marichal, Jean-Luc
- 1280-1286 On the sum of t and Gaussian random variables
by Nason, Guy P.
- 1287-1297 Bootstrapping MM-estimators for linear regression with fixed designs
by Salibian-Barrera, Matias
- 1298-1302 On minimum Kantorovich distance estimators
by Bassetti, Federico & Bodini, Antonella & Regazzini, Eugenio
- 1303-1304 Local approximation of variograms by covariance functions
by Schlather, Martin & Gneiting, Tilmann
June 2006, Volume 76, Issue 11
- 1081-1088 On the dual reliability systems of (n,f,k) and
by Cui, Lirong & Kuo, Way & Li, Jinlin & Xie, Min
- 1089-1096 On the irregular behavior of LS estimators for asymptotically singular designs
by Pázman, Andrej & Pronzato, Luc
- 1097-1101 A link between the Matsumoto-Yor property and an independence property on trees
by Koudou, Angelo Efoévi
- 1102-1110 Semi-functional partial linear regression
by Aneiros-Pérez, Germán & Vieu, Philippe
- 1111-1116 When does E(Xk·Yl)=E(Xk)·E(Yl) imply independence?
by Bisgaard, Torben Maack & Sasvári, Zoltán
- 1117-1124 Nonparametric estimation of the maximum hazard under dependence conditions
by Quintela-del-Río, A.
- 1125-1131 Asymptotic normality for U-statistics of negatively associated random variables
by Huang, Wei & Zhang, Lin-Xi
- 1132-1136 On a problem of Simons and Johnson
by Chandra, Tapas Kumar
- 1137-1146 Consistency and asymptotic normality of the maximum likelihood estimates in reproductive dispersion linear models
by Xia, Tian & Tang, Nian-Sheng & Wang, Xue-Ren
- 1147-1155 Association in time of a vector valued process
by Dharamadhikari, A.D. & Dewan, Isha
- 1156-1163 Nonparametric estimation for quadratic regression
by Chatterjee, Samprit & Olkin, Ingram
- 1164-1169 An asymptotic estimate for Brownian motion with drift
by McGill, Paul
- 1170-1174 On the conservativeness of posterior predictive p-values
by Dahl, Fredrik Andreas
- 1175-1184 Almost sure max-limits for nonstationary Gaussian sequence
by Chen, Shouquan & Lin, Zhengyan
- 1185-1189 A note on moment generating functions
by Mukherjea, A. & Rao, M. & Suen, S.
May 2006, Volume 76, Issue 10
- 971-975 On the maximum of randomly weighted sums with regularly varying tails
by Chen, Yiqing & Ng, Kai W. & Xie, Xiangsheng
- 976-980 Unbiasedness on rays of the tests of locations of homogeneous means in isotonic regression
by Hu, Xiaomi
- 981-985 Laws of large numbers for D[0,1]
by Bezandry, Paul H.
- 986-990 A sign test for unit roots in a momentum threshold autoregressive process
by Park, Soo Jung & Shin, Dong Wan
- 991-1000 Likelihood-look-ahead inference on the equilibrium distribution of Markov chains
by Garibotti, Gilda & Tsimikas, John V. & Horowitz, Joseph
- 1001-1006 Computing the covariance matrix of QML estimators for a state space model
by Papanastassiou, Demetrios
- 1007-1011 A note on minimum aberration and clear criteria
by Li, Peng-Fei & Chen, Bao-Jiang & Liu, Min-Qian & Zhang, Run-Chu
- 1012-1016 On the generalization of Stein's Lemma for elliptical class of distributions
by Landsman, Zinoviy
- 1017-1024 A new test for stochastic order of k[greater-or-equal, slanted]3 ordered multinomial populations
by Cohen, Arthur & Kolassa, John & Sackrowitz, H.B.
- 1025-1031 A note on recurrent random walks
by Cheliotis, Dimitrios
- 1032-1036 On optimal schemes in progressive censoring
by Burkschat, M. & Cramer, E. & Kamps, U.
- 1037-1046 Nonparametric regression under alternative data environments
by Sam, Abdoul G. & Ker, Alan P.
- 1047-1055 A novel class of bivariate max-stable distributions
by Hashorva, Enkelejd
- 1056-1064 Moderate deviations of maximum likelihood estimator for independent not identically distributed case
by Xiao, Zhihong & Liu, Luqin
- 1065-1074 On the joint distribution of runs in the sequence of Markov-dependent multi-state trials
by Shinde, R.L. & Kotwal, K.S.
- 1075-1079 A note on unit root tests with heavy-tailed GARCH errors
by Wang, Gaowen
May 2006, Volume 76, Issue 9
- 861-870 Tail asymptotics of the nth convolution of super-exponential distributions
by Nagaev, A. & Tsitsiashvili, G.
- 871-879 Quadratic forms of multivariate skew normal-symmetric distributions
by Huang, Wen-Jang & Chen, Yan-Hau
- 880-890 Properties of proportional mean residual life model
by Nanda, Asok K. & Bhattacharjee, Subarna & Alam, S.S.
- 891-897 A note on the simple random walk on : Probability of exiting sequences of sets
by Volkov, Stanislav
- 898-906 PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables
by Namba, Akio & Ohtani, Kazuhiro
- 907-912 On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion
by Nourdin, Ivan & Simon, Thomas
- 913-919 An optimal completion of the product limit estimator
by Chen, Zhiqiang & Phadia, Eswar
- 920-930 Weighted least squares estimation of the extreme value index
by Hüsler, Jürg & Li, Deyuan & Müller, Samuel
- 931-938 On the non-negative first-order exponential bilinear time series model
by Pereira, I. & Scotto, M.G.
- 939-944 On relative ordering of mean residual lifetime functions
by Finkelstein, Maxim
- 945-951 An inverse problem for a class of continuous distributions with skewness
by Hamedani, G.G. & Volkmer, H.
- 952-958 Semi-parametric estimation for a semi-Markov process with left-truncated and right-censored observations
by Pons, Odile
- 959-969 Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors
by Babu, G. Jogesh & Chaubey, Yogendra P.
April 2006, Volume 76, Issue 8
- 757-763 When transition count for a Markov chains is a complete sufficient statistic
by Paszkiewicz, Adam
- 764-772 Inverse Box-Cox: The power-normal distribution
by Freeman, Jade & Modarres, Reza
- 773-780 On estimation with weighted balanced-type loss function
by Jafari Jozani, Mohammad & Marchand, Éric & Parsian, Ahmad
- 781-795 On the Whittle estimators for some classes of continuous-parameter random processes and fields
by Leonenko, N.N. & Sakhno, L.M.
- 796-802 Invariant measures for jump-type Fleming-Viot processes
by da Silva, Telles T. & Fragoso, Marcelo D.
- 803-812 Halton and Hammersley sequences in multivariate nonparametric regression
by Rafajlowicz, Ewaryst & Schwabe, Rainer
- 813-820 A note on the generalized maximum likelihood estimator in partial Koziol-Green model
by Zhang, Haimeng & Rao, M. Bhaskara
- 821-830 A note on jump-type Fleming-Viot processes
by da Silva, Telles T. & Fragoso, Marcelo D.
- 831-837 The moment index of minima (II)
by Daley, D.J. & Goldie, Charles M.
- 838-842 Probability matching property of adjusted likelihoods
by Chang, In Hong & Mukerjee, Rahul
- 843-851 A general approach rate to the strong law of large numbers
by Shuhe, Hu & Ming, Hu
- 852-860 Asymptotically efficient estimates for nonparametric regression models
by Galtchouk, L. & Pergamenshchikov, S.
April 2006, Volume 76, Issue 7
- 653-665 A-optimal chemical balance weighing design with nonhomogeneity of variances of errors
by Ceranka, Bronislaw & Graczyk, Malgorzata & Katulska, Krystyna
- 666-674 Distributions in the Ehrenfest process
by Balaji, Srinivasan & Mahmoud, Hosam M. & Watanabe, Osamu
- 675-681 Operator semi-self-similar processes and their space-scaling matrices
by Saigo, Tatsuhiko & Tamura, Yozo
- 682-688 A function arising in the estimation of unobserved probability
by Radjavi, H. & Sastri, C.C.A.
- 689-697 Consistency of the reduced bootstrap for sample means
by Jiménez-Gamero, M.D. & Muñoz-García, J. & Cubiles-de-la-Vega, M.D.
- 698-702 On a connection between the Bradley-Terry model and the Cox proportional hazards model
by Su, Yuhua & Zhou, Mai
- 703-708 Extreme values and entire functions of finite order
by Simic, Slavko
- 709-718 Goodness-of-fit testing in interval censoring case 1
by Koul, Hira L. & Yi, Tingting
- 719-728 Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring
by Lau, John W.
- 729-736 Limiting availability of system with non-identical lifetime distributions and non-identical repair time distributions
by Mi, Jie
- 737-742 Negative ageing property of random sum
by Li, Gang & Cheng, Kan & Jiang, Xiaoyue
- 743-747 On the distribution of a statistic arising in exact simultaneous confidence bands
by Lu, Xiaojing
- 748-754 A supplement to the complete convergence
by Weidong, Liu & Zhengyan, Lin
March 2006, Volume 76, Issue 6
- 547-554 Minimax estimation of a bounded parameter of a discrete distribution
by Marchand, Éric & Parsian, Ahmad
- 555-561 Superposition of renewal processes with heavy-tailed interarrival times
by Mitov, Kosto V. & Yanev, Nikolay M.
- 562-570 Blockwise bootstrap testing for stationarity
by Psaradakis, Zacharias
- 571-578 Approximation of the principal components analysis of a stationary function
by Boudou, Alain
- 579-586 A strong uniform convergence rate of kernel conditional quantile estimator under random censorship
by Ould-SaI¨d, Elias
- 587-596 Preservation of classes of life distributions and stochastic orders under weighting
by Bartoszewicz, Jaroslaw & Skolimowska, Magdalena
- 597-600 Balanced residual treatment effects designs of first and second order
by Aggarwal, M.L. & Deng, Lih-Yuan & Kumar Jha, Mithilesh
- 601-608 An optimal stopping problem in a diffusion-type model with delay
by Gapeev, Pavel V. & Reiß, Markus
- 609-618 Mixture periodic autoregressive time series models
by Shao, Q.
- 619-624 The modes of a negative multinomial distribution
by Gall, Françoise Le
- 625-633 The moments of SETARMA models
by Amendola, Alessandra & Niglio, Marcella & Vitale, Cosimo
- 634-640 Minimum projection uniformity criterion and its application
by Zhang, Shangli & Qin, Hong
- 641-651 Unit roots: Periodogram ordinate
by Bhattacharyya, B.B. & Richardson, G.D. & Flores, P.V.
March 2006, Volume 76, Issue 5
- 439-445 Stationary bivariate minification processes
by Ristic, Miroslav M.
- 446-452 General Harris regularity criterion for non-linear Markov branching processes
by Chen, Anyue & Li, Junping & Ramesh, N.I.
- 453-464 Stochastic structure of asymptotic quantization errors
by Shykula, Mykola & Seleznjev, Oleg
- 465-469 On the concentration phenomenon for [phi]-subgaussian random elements
by Antonini, Rita Giuliano & Hu, Tien-Chung & Volodin, Andrei
- 470-478 Model misspecification effects in clustered count data analysis
by Jowaheer, Vandna
- 479-487 Expressions for the normal distribution and repeated normal integrals
by Withers, C.S. & McGavin, P.N.
- 488-494 Stochastic ordering of bivariate elliptical distributions
by Landsman, Zinoviy & Tsanakas, Andreas
- 495-502 A stochastic equation for the law of the random Dirichlet variance
by Epifani, I. & Guglielmi, A. & Melilli, E.
- 503-506 A converse to precise asymptotic results
by Li, Deli & Spataru, Aurel
- 507-512 Some moment relationships for skew-symmetric distributions
by Umbach, Dale
- 513-519 A new method for estimating variance from data imputed with ratio method of imputation
by Arnab, Raghunath & Singh, Sarjinder
- 520-530 Consistent linear model selection
by Zhao, Meng & Kulasekera, K.B.
- 531-536 Almost sure convergence of stochastic gradient processes with matrix step sizes
by Monnez, Jean-Marie
- 537-545 On the Fisher information in record data
by Balakrishnan, N. & Stepanov, A.
February 2006, Volume 76, Issue 4
- 327-339 Width-scaled confidence bands for survival functions
by McKeague, Ian W. & Zhao, Yichuan
- 340-348 Wild bootstrap estimation in partially linear models with heteroscedasticity
by You, Jinhong & Chen, Gemai
- 349-352 On sampling stationary autoregressive model parameters uniformly in r2 value
by Fitzgibbon, L.J.
- 353-361 A non-linear conditional probability model for generating correlated binary data
by Farrell, Patrick J. & Sutradhar, Brajendra C.
- 362-368 Continuous time Markov chains observed on an alternating renewal process with exponentially distributed durations
by Chan, Wenyaw & Peng, Nan Fu
- 369-372 An inequality involving correlations
by Nematollahi, A.R. & Soltani, A.R.
- 373-383 Modified balanced circular systematic sampling
by Leu, Ching-Ho & Kao, Fei-Fei
- 384-392 Confidence regions for the ratio of percentiles
by Huang, Li-Fei & Johnson, Richard A.
- 393-400 Dimension reduction via marginal high moments in regression
by Yin, Xiangrong & Cook, R. Dennis
- 401-411 Fluctuation limit theorems of immigration superprocesses with small branching
by Li, Zenghu & Zhang, Mei
- 412-422 Empirical likelihood for semiparametric varying-coefficient partially linear regression models
by You, Jinhong & Zhou, Yong
- 423-430 Three random variable transformations giving Heisenberg-type uncertainty relations
by D'Angiò, Roberto
- 431-437 On the consistency of kernel density estimates under modality constraints
by Futschik, A. & Isogai, E.
February 2006, Volume 76, Issue 3
- 221-230 Rates of convergence of an adaptive kernel density estimator for finite mixture models
by Karunamuni, R.J. & Sriram, T.N. & Wu, J.
- 231-243 On risk dependence and mrl ordering
by Frostig, Esther
- 244-254 Penalized likelihood hazard estimation: Efficient approximation and Bayesian confidence intervals
by Du, Pang & Gu, Chong
- 255-265 An improved likelihood ratio test for varying dispersion in exponential family nonlinear models
by Cysneiros, Audrey H.M.A. & Ferrari, Silvia L.P.
- 266-273 On the use of three level orthogonal arrays in robust parameter design
by Kolaiti, E. & Koukouvinos, C.
- 274-279 Non-isomorphic orthogonal arrays obtained by juxtaposition
by Evangelaras, H. & Kolaiti, E. & Koukouvinos, C.
- 280-290 Almost sure versions of the Darling-Erdös theorem
by Berkes, István & Weber, Michel
- 291-297 On the performance of the DHF tests against nonstationary alternatives
by del Barrio Castro, Tomas
- 298-303 Approximation of distributions
by Belili, Nacereddine & Heinich, Henri
- 304-309 Resolving the tail instability in weighted log-rank statistics for clustered survival data
by Kosorok, Michael R. & Gangnon, Ronald E.
- 310-317 Least squares estimation for critical random coefficient first-order autoregressive processes
by Hwang, S.Y. & Basawa, I.V. & Yoon Kim, Tae
- 318-326 Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals
by Lekshmi, V. Seetha & Jose, K.K.
January 2006, Volume 76, Issue 2
- 109-116 A note on quantile estimation for long-range dependent stochastic processes
by Youndjé, É. & Vieu, P.
- 117-127 Prediction of kth records
by Klimczak, Monika
- 128-134 Prediction for some processes related to a fractional Brownian motion
by Duncan, T.E.
- 135-141 A note on the extremes of a particular moving average count data model
by Hall, Andreia & Moreira, Orlando
- 142-152 Goodness-of-fit methods for the bipolar Watson distribution defined on the hypersphere
by Figueiredo, Adelaide & Gomes, Paolo
- 153-160 Empirical likelihood for NA series
by Zhang, Junjian
- 161-168 Orthogonal multiple contrast test for testing monotone on the average
by Peng, J. & Lee, C.I.C. & Liu, L. & Jiang, J.
- 169-181 Empirical likelihood for the difference of two survival functions under right censorship
by Shen, Junshan & He, Shuyuan
- 182-190 Estimation in a change-point hazard regression model
by Dupuy, Jean-François
- 191-202 An extension of almost sure central limit theory
by Hörmann, Siegfried
- 203-210 Sufficient and necessary condition for the convergence of stochastic approximation algorithms
by Chen, Neiping & Liu, Wenbin & Feng, Jianfeng
- 211-220 Asymptotic normality of an adaptive kernel density estimator for finite mixture models
by Karunamuni, R.J. & Sriram, T.N. & Wu, J.
January 2006, Volume 76, Issue 1
- 1-9 An occupancy distribution arising in a limiting dilution assay for HIV-1
by Zelterman, Daniel
- 10-18 On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model
by Genest, Christian & Quessy, Jean-François & Rémillard, Bruno
- 19-26 Exact likelihood ratio scale and homogeneity testing of some loss processes
by Stehlík, Milan
- 27-34 Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression
by Vougas, Dimitrios V.
- 35-38 Comments on the rate of convergence to asymptotic independence between order statistics
by Barakat, H.M.
- 39-44 Approximation of the posterior density for diffusion processes
by Cano, J.A. & Kessler, M. & Salmerón, D.
- 45-57 Heavy points of a d-dimensional simple random walk
by Csáki, Endre & Földes, Antónia & Révész, Pál
- 58-68 On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications
by Bouhaddioui, Chafik & Roy, Roch
- 69-82 Some new tests for normality based on U-processes
by Arcones, Miguel A. & Wang, Yishi
- 83-92 Minimax regret comparison of hard and soft thresholding for estimating a bounded normal mean
by Droge, Bernd
- 93-108 Sieves estimator of the operator of a functional autoregressive process
by Mourid, Tahar & Bensmain, Nawel
December 2005, Volume 75, Issue 4
- 237-248 The storage capacity of the Hopfield model and moderate deviations
by Löwe, Matthias & Vermet, Franck
- 249-255 On convergence of random linear functionals
by Majumdar, Suman
- 256-266 A generator for explicit univariate lower bounds
by Seneta, Eugene & Chen, John T.
- 267-279 The law of iterated logarithm of estimators for partially linear panel data models
by You, Jinhong & Zhou, Xian
- 280-290 The generalized Charlier series distribution as a distribution with two-step recursion
by Kitano, Masashi & Shimizu, Kunio & Ong, S.H.
- 291-297 Optimal fractional factorial plans using minihypers
by Aggarwal, M.L. & Mazumder, Mukta Datta
- 298-306 Projection properties of some orthogonal arrays
by Dey, Aloke
- 307-314 On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix
by Falk, Michael
- 315-324 Empirical Bayes nonparametric kernel density estimation
by Ker, Alan P. & Ergün, A.T.
- 325-330 A note on the distribution of kth records from discrete distributions
by López-Blázquez, F. & Salamanca Miño, B. & Dembinska, A.
December 2005, Volume 75, Issue 3
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