Contact information of Elsevier
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Content
December 2005, Volume 75, Issue 3
- 151-157 Some limiting theorems of some random quadratic forms
by Pan, Guangming & Miao, Boqi & Jin, Baisuo
- 158-168 Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric
by Sancetta, Alessio
- 169-178 Some new orthogonal arrays
by Kuhfeld, Warren F. & Suen, Chung-yi
- 179-189 On a class of Lévy processes
by Braverman, Michael
- 190-202 Distribution-free confidence intervals for quantile intervals based on current records
by Ahmadi, J. & Balakrishnan, N.
- 203-210 An approach for studying aliasing relations of mixed fractional factorials based on product arrays
by Mandal, Abhyuday
- 211-218 On identifiability of certain latent class models
by van Wieringen, Wessel N.
- 219-229 A new type of parameter estimation algorithm for missing data problems
by Stoica, Petre & Xu, Luzhou & Li, Jian
- 230-236 On some stochastic models for replication of character strings
by Chaudhuri, Probal & Dasgupta, Amites
November 2005, Volume 75, Issue 2
- 77-85 On Lange and Ryan's plotting technique for diagnosing non-normality of random effects
by Eberly, Lynn E. & Thackeray, Lisa M.
- 86-96 Bartlett corrections in heteroskedastic t regression models
by Barroso, Lúcia P. & Cordeiro, Gauss M.
- 97-102 Random walks whose concave majorants often have few faces
by Qiao, Zhihua & Steele, J. Michael
- 103-112 On estimation of the dimensionality in linear canonical analysis
by Nkiet, Guy Martial
- 113-118 The asymptotic distribution of the constant behavior of the generalized partial autocorrelation function of an ARMA process
by Yi, Seongbaek
- 119-126 Some properties of weakly approaching sequences of distributions
by Sjöstedt-de Luna
- 127-132 Concentration of the hypergeometric distribution
by Hush, Don & Scovel, Clint
- 133-139 The exact covariance matrix of dynamic models with latent variables
by Lyhagen, Johan
- 140-150 Bonferroni Curve and the related statistical inference
by Pundir, Sudesh & Arora, Sangeeta & Jain, Kanchan
November 2005, Volume 75, Issue 1
- 1-10 Forecasting volatility
by Thavaneswaran, A. & Appadoo, S.S. & Peiris, S.
- 11-17 Multiple maxima in multivariate samples
by Hashorva, Enkelejd & Hüsler, Jürg
- 18-28 A new class of multivariate distributions: Scale mixture of Kotz-type distributions
by Arslan, Olcay
- 29-38 Distribution of waiting time until the rth occurrence of a compound pattern
by Chang, Yung-Ming
- 39-48 Inconsistency of bootstrap for nonstationary, vector autoregressive processes
by Choi, In
- 49-57 Pairwise likelihood approach to grouped continuous model and its extension
by de Leon, A.R.
- 58-66 Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier
by Lepeltier, J.-P. & Xu, M.
- 67-75 On the product XY for some elliptically symmetric distributions
by Nadarajah, Saralees
October 2005, Volume 74, Issue 4
- 303-311 The evolution of aggregated Markov chains
by Stadje, Wolfgang
- 312-321 Construction of some E(fNOD) optimal mixed-level supersaturated designs
by Koukouvinos, C. & Mantas, P.
- 322-329 Evaluation of some non-orthogonal saturated designs with two levels
by Evangelaras, H. & Koukouvinos, C. & Stylianou, S.
- 330-336 Approximate distributions of clusters of extremes
by Segers, Johan
- 337-346 On the equivalence of optimality design criteria for the placebo-treatment problem
by Dette, Holger & Wong, Weng Kee & Zhu, Wei
- 347-355 Uniform law of large numbers and consistency of estimators for Harris diffusions
by Loukianova, D. & Loukianov, O.
- 356-365 Bootstrap hypothesis testing in regression models
by Paparoditis, Efstathios & Politis, Dimitris N.
- 366-372 Consistent estimation of the density and hazard rate functions for censored data via the wavelet method
by Bezandry, Paul H. & Bonney, George E. & Gannoun, Ali
- 373-377 Unit-root detection allowing for measurement error
by Fukuda, Kosei
October 2005, Volume 74, Issue 3
- 221-234 A note on the Bickel-Rosenblatt test in autoregressive time series
by Bachmann, Dirk & Dette, Holger
- 235-244 The complete convergence of subsequence for sums of independent B-valued random variables
by Deng, Dianliang
- 245-252 The Grossman and Zhou investment strategy is not always optimal
by Klass, Michael J. & Nowicki, Krzysztof
- 253-264 Mixtures of normal distributions: Modality and failure rate
by Block, Henry W. & Li, Yulin & Savits, Thomas H.
- 265-271 A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend
by Bischoff, Wolfgang & Hashorva, Enkelejd
- 272-280 On uniform integrability of random variables
by Majerek, Dariusz & Nowak, Wioletta & Zieba, Wieslaw
- 281-289 A note on testing the covariance matrix for large dimension
by Birke, Melanie & Dette, Holger
- 290-302 Goodness-of-fit testing in regression: A finite sample comparison of bootstrap methodology and Khmaladze transformation
by Koul, Hira L. & Sakhanenko, Lyudmila
September 2005, Volume 74, Issue 2
- 109-115 Bayesian unit root test for model with maintained trend
by Chaturvedi, Anoop & Kumar, Jitendra
- 116-128 Optimal L1 bandwidth selection for variable kernel density estimates
by Berlinet, Alain & Biau, Gérard & Rouvière, Laurent
- 129-138 Asymptotics for products of independent sums with an application to Wishart determinants
by Rempala, Grzegorz & Wesolowski, Jacek
- 139-150 Moderate deviation principles for moving average processes of real stationary sequences
by Dong, Zhi-shan & Xi-li, Tan & Yang, Xiao-yun
- 151-162 Two inequalities for conditional expectations and convergence results for filters
by Crimaldi, Irene & Pratelli, Luca
- 163-170 Some properties of the variance-optimal martingale measure for discontinuous semimartingales
by Arai, Takuji
- 171-177 The local approximation of variograms in by covariance functions
by Barry, Ronald Paul
- 178-186 Asymptotic probability for the bootstrapped means deviations from the sample mean
by Hu, Tien-Chung & Ordóñez Cabrera, Manuel & Volodin, Andrei
- 187-204 Realistic variation of shock models
by Gut, Allan & Hüsler, Jürg
- 205-211 Testing independent sparse heterogeneous mixtures
by Lim, Johan
- 212-220 A note on Moore's conjecture
by Lockhart, Richard & O'Reilly, Federico
August 2005, Volume 74, Issue 1
- 1-13 Increasing coupling of probabilistic cellular automata
by Louis, P.-Y.
- 15-20 Simplified analytical proof of Blackwell's renewal theorem
by Dippon, Jürgen & Walk, Harro
- 21-30 Age statistics in the Moran population model
by Itoh, Yoshiaki & Mahmoud, Hosam M.
- 31-37 Optimal allocation in balanced sampling
by Tillé, Yves & Favre, Anne-Catherine
- 39-49 On the a.s. convergence of certain random series to a fractional random field in
by Medina, Juan Miguel & Frías, Bruno Cernuschi
- 51-58 Principal components selection given extensively many variables
by Lehmann, Nils
- 59-66 On almost sure limit theorems for positively dependent random variables
by Matula, Przemyslaw
- 67-75 On Chung's type law of large numbers for fuzzy random variables
by Joo, Sang Yeol & Kim, Yun Kyung & Kwon, Joong Sung
- 77-88 Least-squares estimation for bifurcating autoregressive processes
by Zhou, J. & Basawa, I.V.
- 89-91 A note on self-decomposability of stable process subordinated to self-decomposable subordinator
by Kozubowski, Tomasz J.
- 93-102 Iterated integrals with respect to Bessel processes
by Yan, Litan & Ling, Jingyun
- 103-108 Statistical distributions of time series in the frequency domain and the patterns of violation of white noise conditions
by Wang, Peijie
July 2005, Volume 73, Issue 4
- 333-342 Test for the equality of autocorrelation coefficients for two populations in multivariate data when the errors are autocorrelated
by Bhandary, Madhusudan
- 343-345 A note on self-decomposability of stable process subordinated to self-decomposable subordinator
by Kozubowski, Tomasz J.
- 347-356 The nonorthogonal estimator
by Haner, Matthew
- 357-367 Dependence orderings for generalized order statistics
by Khaledi, Baha-Eldin & Kochar, Subhash
- 369-379 Some Bayesian predictive approaches to model selection
by Mukhopadhyay, Nitai & Ghosh, Jayanta K. & Berger, James O.
- 381-392 Monotonicity and aging properties of random sums
by Cai, Jun & Willmot, Gordon E.
- 393-401 A note on multiple comparison procedures for detecting differences in simply ordered means
by Nashimoto, Kane & Wright, F.T.
- 403-410 A Beta-Gamma autoregressive process of the second-order (BGAR(2))
by Ristic, Miroslav M.
- 411-424 Lower estimation of the remainder term in the CLT for a sum of the functions of k-spacings
by Mirakhmedov, Sherzod A.
- 425-432 Comparing distribution functions of errors in linear models: A nonparametric approach
by Mora, Juan
- 433-439 On-line detection of turning points using non-parametric surveillance: The effect of the growth after the turn
by Andersson, E.
- 441-448 On maximum likelihood estimation for log-linear models with non-ignorable non-response
by Clarke, Paul S. & Smith, Peter W.F.
- 449-457 The likelihood ratio test for a separable covariance matrix
by Lu, Nelson & Zimmerman, Dale L.
- 459-467 On diagnostics in symmetrical nonlinear models
by Galea, Manuel & Paula, Gilberto A. & Cysneiros, Francisco José A.
July 2005, Volume 73, Issue 3
- 207-217 Switching record and order statistics via random contractions
by Oncel, Sevgi Yurt & Ahsanullah, Mohammad & Aliev, Fazil A. & Aygun, Funda
- 219-231 Inequalities for expected extreme order statistics
by de la Cal, J. & Cárcamo, J.
- 233-241 Inequalities for upper and lower probabilities
by Chen, Zengjing & Kulperger, Reg
- 243-250 The asymptotic distribution of the unconditional quantile estimator under dependence
by Oberhofer, Walter & Haupt, Harry
- 251-257 Strong uniqueness for cyclically symbiotic branching diffusions
by Dawson, Donald A. & Fleischmann, Klaus & Xiong, Jie
- 259-269 On an extension of the exponential-geometric distribution
by Adamidis, Konstantinos & Dimitrakopoulou, Theodora & Loukas, Sotirios
- 271-275 Normal moments and Hermite polynomials
by Willink, R.
- 277-285 Bootstrap estimation of the distribution of Matusita distance in the mixed case
by Alba-Fernández, V. & Muñoz-García, J. & Jiménez-Gamero, M.D.
- 287-296 Latent variable analysis and partial correlation graphs for multivariate time series
by Fried, Roland & Didelez, Vanessa
- 297-304 Kernel density estimation on Riemannian manifolds
by Pelletier, Bruno
- 305-314 The strong law of large numbers for dependent random variables
by Kuczmaszewska, Anna
- 315-320 On Gaussian correlation inequalities for "periodic" sets
by Bhandari, Subir K. & Basu, Ayanendranath
- 321-331 Jackknife variance estimator with reimputation for randomly imputed survey data
by Saigo, H. & Sitter, R.R.
June 2005, Volume 73, Issue 2
- 91-97 Monotonicity of likelihood support bounds for system failure rates
by Lloyd, Chris J.
- 99-103 Measuring the extremal dependence
by Martins, A.P. & Ferreira, H.
- 105-114 A note on minimum distance estimation of copula densities
by Biau, Gérard & Wegkamp, Marten
- 115-124 A Once edge-reinforced random walk on a Galton-Watson tree is transient
by Dai, Jack Jie
- 125-130 Confidence intervals for the power of Student's t-test
by Tarasinska, Joanna
- 131-138 A note on the stability and causality of general time-dependent bilinear models
by Bibi, Abdelouahab
- 139-145 Minimax 16-run supersaturated designs
by Butler, Neil A.
- 147-153 Asymptotic properties of CLS estimators in the Poisson AR(1) model
by Keith Freeland, R. & McCabe, Brendan
- 155-164 Rates of convergence for the change-point estimator for long-range dependent sequences
by Hariz, Samir Ben & Wylie, Jonathan J.
- 165-177 The rate of convergence in the functional limit theorem for increments of a Brownian motion
by Gao, Fuqing & Wang, Qinghua
- 179-187 A simple approximation for the distribution of the weighted combination of non-independent or independent probabilities
by Hou, Chia-Ding
- 189-197 An exponential inequality for associated variables
by Oliveira, Paulo Eduardo
- 199-206 Fisher information in censored data
by Wang, Yanhua & He, Shuyuan
June 2005, Volume 73, Issue 1
- 1-12 Estimation of the Cholesky decomposition of the covariance matrix for a conditional independent normal model
by Sun, Xiaoqian & Sun, Dongchu
- 13-23 On the AIDS incubation distribution
by Neammanee, K. & Pianskool, S. & Chonchaiya, R.
- 25-35 On stationarity and [beta]-mixing property of certain nonlinear GARCH(p,q) models
by Lee, O. & Shin, D.W.
- 37-50 The use of domination number of a random proximity catch digraph for testing spatial patterns of segregation and association
by Ceyhan, Elvan & Priebe, Carey E.
- 51-56 An explicit local uniform large deviation bound for Brownian bridges
by Wittich, O.
- 57-60 Upper bounds of the Gärtner-Ellis theorem for the sequences of random variables
by Nyrhinen, Harri
- 61-70 Testing heteroscedasticity in partially linear regression models
by You, Jinhong & Chen, Gemai
- 71-78 A note on prediction and interpolation errors in time series
by Galeano, Pedro & Peña, Daniel
- 79-90 Inequalities for the norms of integrals with respect to a fractional Brownian motion
by Slominski, Leszek & Ziemkiewicz, Bartosz
May 2005, Volume 72, Issue 4
- 277-283 Another look at rejection sampling through importance sampling
by Chen, Yuguo
- 285-290 Limitations on intermittent forecasting
by Morvai, Gusztáv & Weiss, Benjamin
- 291-298 On the weak laws for arrays of random variables
by Sung, Soo Hak & Hu, Tien-Chung & Volodin, Andrei
- 299-311 VaR is subject to a significant positive bias
by Inui, Koji & Kijima, Masaaki & Kitano, Atsushi
- 313-322 Kernel estimation of a partially linear additive model
by Manzan, Sebastiano & Zerom, Dawit
- 323-332 Outliers in functional autoregressive time series
by Battaglia, Francesco
- 333-343 A nonparametric sequential test with power 1 for the ruin probability in some risk models
by Conti, Pier Luigi
- 345-355 A note on the use of kernel functions in weighted estimators
by Johnson, Brent A. & Boos, Dennis D.
May 2005, Volume 72, Issue 3
- 187-194 A mixture and self-exciting model for software reliability
by Wang, R.
- 195-204 Recursive demeaning and deterministic seasonality
by Kuzin, Vladimir
- 205-217 The expected discounted penalty at ruin in the Erlang (2) risk process
by Sun, Li-Juan
- 219-226 Variable selection and transformation in linear regression models
by Yeo, In-Kwon
- 227-235 Limit theorems for the Estermann zeta-function. I
by Laurincikas, Antanas
- 237-247 Information criterion for Gaussian change-point model
by Ninomiya, Yoshiyuki
- 249-264 Central limit theorem for the size of the range of a renewal process
by Hitczenko, Pawel & Pemantle, Robin
- 265-275 On the asymptotic behaviour of a simple growing point process model
by Borovkov, K. & Motyer, A.
April 2005, Volume 72, Issue 2
- 93-102 Improved likelihood ratio and score tests on concentration parameters of von Mises-Fisher distributions
by Watamori, Yoko & Jupp, Peter E.
- 103-112 A refinement to approximate conditional inference
by Yang, Bo & Kolassa, John E.
- 113-123 Converses to the Csörgo-Révész laws
by Frolov, Andrei N.
- 125-135 Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution
by Hashorva, Enkelejd
- 137-143 Exponential stopping and drifted stable processes
by Letac, G. & Seshadri, V.
- 145-152 A general Ostrowski-type inequality
by de la Cal, J. & Cárcamo, J.
- 153-162 On choosing the centering distribution in Dirichlet process mixture models
by Hanson, Timothy & Sethuraman, Jayaram & Xu, Ling
- 163-170 A note on stochastic comparisons of generalized order statistics
by Hu, Taizhong & Zhuang, Weiwei
- 171-177 An interpretation and some generalizations of the Anderson-Darling statistics in terms of squared Bessel bridges
by Mansuy, Roger
- 179-185 A note on comparisons among coherent systems with dependent components using signatures
by Navarro, Jorge & Ruiz, Jose M. & Sandoval, Carlos J.
April 2005, Volume 72, Issue 1
- 1-10 Study of a risk model based on the entrance process
by Li, Zehui & Zhu, Jinxia & Chen, Feng
- 11-12 A maximal inequality for nonnegative submartingales
by Bhattacharya, P.K.
- 13-22 Optimal sign tests for data from ranked set samples
by Wang, You-Gan & Zhu, Min
- 23-32 Type G and spherical distributions on
by Fotopoulos, Stergios B.
- 33-42 Birth-death processes with killing
by van Doorn, Erik A. & Zeifman, Alexander I.
- 43-50 The superiority of empirical Bayes estimator of parameters in linear model
by Zhang, Weiping & Wei, Laisheng & Yang, Yaning
- 51-57 Characterization of hazard function factorization by Fisher information in minima and upper record values
by Hofmann, Glenn & Balakrishnan, N. & Ahmadi, Jafar
- 59-69 Convergence rates in the law of large numbers for arrays of Banach space valued random elements
by Tómács, Tibor
- 71-81 Minimax correlation between a line segment and a beamlet
by Huo, Xiaoming
- 83-92 On linear rank tests for truncated binomial randomization
by Zhang, Yanqiong & Rosenberger, William F.
March 2005, Volume 71, Issue 4
- 295-301 Optimality of an explicit series expansion of the fractional Brownian sheet
by Dzhaparidze, Kacha & Zanten, Harry van
- 303-311 More on complete convergence for arrays
by Sung, Soo Hak & Volodin, Andrei I. & Hu, Tien-Chung
- 313-322 Ergodicity and existence of moments for local mixtures of linear autoregressions
by Carvalho, Alexandre & Skoulakis, Georgios
- 323-335 Chebyshev-type inequalities for scale mixtures
by Csiszar, Villo & Móri, Tamás F. & Székely, Gábor J.
- 337-346 The law of the iterated logarithm for character ratios
by Su, Zhonggen
- 347-359 Separable Hausdorff measurable Radon spaces
by Leão, D. Jr. & Fragoso, M.D. & do Val, J.B.R. & Andrade, M.G.
- 361-369 Saddlepoint approximations to option price in a general equilibrium model
by Xiong, Jian & Wong, Augustine & Salopek, Donna
- 371-382 Variable selection in generalized linear models with canonical link functions
by Jin, Man & Fang, Yixin & Zhao, Lincheng
- 383-394 A link between two-sided power and asymmetric Laplace distributions: with applications to mean and variance approximations
by Kotz, Samuel & van Dorp, J. René
March 2005, Volume 71, Issue 3
- 203-214 kth records from discrete distributions
by Dembinska, Anna & López-Blázquez, Fernando
- 215-223 Estimating the slope in measurement error models--a different perspective
by Davidov, Ori
- 225-235 Likelihood ratio tests of the number of components in a normal mixture with unequal variances
by Lo, Yungtai
- 237-247 Empirical saddlepoint approximations of the Studentized ratio and regression estimates for finite populations
by Agho, Kingsley & Dai, Wen & Robinson, John
- 249-256 On the Poisson-binomial relative error
by Antonelli, Sabrina & Regoli, Giuliana
- 257-265 Bayesian model selection: a predictive approach with losses based on distances L1 and L2
by de la Horra, Julián & Rodríguez-Bernal, María Teresa
- 267-276 Biases of the maximum likelihood and Cohen-Sackrowitz estimators for the tree-order model
by Chaudhuri, Sanjay & Perlman, Michael D.
- 277-281 Jensen's inequality for medians
by Merkle, Milan
- 283-294 Reinforced weak convergence of stochastic processes
by Drmota, Michael & Marckert, Jean-François
February 2005, Volume 71, Issue 2
- 111-121 Bootstrapping modified goodness-of-fit statistics with estimated parameters
by Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël
- 123-129 Limit infimum results for subsequences of partial sums and random sums
by Divanji, Gooty & Koroto, Tadewos
- 131-142 Wilcoxon-signed rank test for associated sequences
by Dewan, Isha & Rao, B.L.S. Prakasa
- 143-153 Parametric bootstrapping with nuisance parameters
by Lee, Stephen M.S. & Young, G. Alastair
- 155-164 Estimation in comparative calibration models with replicate measurement
by Giménez, Patricia & Patat, María Laura
- 165-171 Stieltjes classes for M-indeterminate powers of inverse Gaussian distributions
by Ostrovska, Sofiya & Stoyanov, Jordan
- 173-183 Converse comparison theorems for backward stochastic differential equations
by Jiang, Long
- 185-191 Sharp estimates for the median of the [Gamma](n+1,1) distribution
by Adell, José A. & Jodrá, Pedro
- 193-202 On the almost sure growth rate of sums of lower negatively dependent nonnegative random variables
by Klesov, Oleg & Rosalsky, Andrew & Volodin, Andrei I.
January 2005, Volume 71, Issue 1
- 1-13 On the distribution of the clipping median under a mixture model
by Steland, Ansgar
- 15-22 Limit theorems for continuous time random walks with slowly varying waiting times
by Meerschaert, Mark M. & Scheffler, Hans-Peter
- 23-31 Transposition invariant principal component analysis in L1 for long tailed data
by Choulakian, Vartan
- 33-38 Computation of the p-value of the maximum of score tests in the generalized linear model; application to multiple coding
by Liquet, Benoit & Commenges, Daniel
- 39-46 The moment of inertia and the linear discriminant function
by Reyen, Salem S. & Miller, John J.
- 47-60 Fragment size distributions in random fragmentations with cutoff
by Ghorbel, M. & Huillet, T.
- 61-70 Estimating parameters in autoregressive models with asymmetric innovations
by Wong, Wing-Keung & Bian, Guorui
- 71-84 Expressions for Rényi and Shannon entropies for multivariate distributions
by Zografos, K. & Nadarajah, S.
- 85-98 Dynamic generalized information measures
by Asadi, Majid & Ebrahimi, Nader & Soofi, Ehsan S.
- 99-110 A-optimal and efficient diallel cross experiments for comparing test treatments with a control
by Hsu, Yung-Feng & Ting, Chao-Ping
December 2004, Volume 70, Issue 4
- 235-242 Characterizations of the hazard rate order and IFR aging notion
by Belzunce, Félix & Gao, Xiaoli & Hu, Taizhong & Pellerey, Franco
- 243-251 Estimation of time-varying ARMA models with Markovian changes in regime
by Francq, Christian & Gautier, Antony
- 253-261 Weak solutions for stochastic differential equations with additive fractional noise
by Mishura, Yu. & Nualart, D.
- 263-273 Testing for parameter constancy in GARCH(p,q) models
by Berkes, Istvan & Horváth, Lajos & Kokoszka, Piotr
- 275-284 A note on exponential dispersion models which are invariant under length-biased sampling
by Bar-Lev, Shaul K. & Van der Duyn Schouten, Frank A.
- 285-298 Goodness-of-fit inference for the Cox-Aalen additive-multiplicative regression model
by Kraus, David
- 299-308 Dimensions of supercritical branching processes in varying environments
by Shieh, Narn-Rueih & Yu, Jinghu
December 2004, Volume 70, Issue 3
Printed from https://ideas.repec.org/s/eee/stapro28.html
