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Content
December 2004, Volume 70, Issue 3
November 2004, Volume 70, Issue 2
October 2004, Volume 70, Issue 1
- 1-10 Fractional Brownian motion and Martingale-differences
by Nieminen, Ari
- 11-18 Expected number of real zeros of random hyperbolic polynomial
by Mahanti, Mina Ketan
- 19-24 On oscillations of the geometric Brownian motion with time-delayed drift
by Gushchin, Alexander A. & Küchler, Uwe
- 25-35 Generating correlated ordinal categorical random samples
by Biswas, Atanu
- 37-48 An application of the double Edgeworth expansion to a filtering model with Gaussian limit
by Masuda, Hiroki & Yoshida, Nakahiro
- 49-58 Nonclassical total probability formula and quantum interference of probabilities
by Bulinski, Alexander & Khrennikov, Andrei
- 59-70 Missing responses in adaptive allocation design
by Biswas, Atanu & Rao, J.N.K.
- 71-85 A note on minimum bias estimation in response surfaces
by Huang, Kuo-Nan & Fan, Shu-Kai S.
- 87-94 Shrinkage estimation for convex polyhedral cones
by Amirdjanova, Anna & Woodroofe, Michael
- 95-108 Predictable sampling for partially exchangeable arrays
by Ivanoff, B. Gail & Weber, N.C.
- 109-117 Asymptotic distribution of normalized maximum under finite mixture models
by AL-Hussaini, Essam K. & El-Adll, Magdy E.
- 119-125 The ARMA model in state space form
by de Jong, Piet & Penzer, Jeremy
October 2004, Volume 69, Issue 4
- 381-388 On characterizations of the gamma and generalized inverse Gaussian distributions
by Chou, Chao-Wei & Huang, Wen-Jang
- 389-396 Some stochastic orders of Kotz-type distributions
by Ding, Ying & Zhang, Xinsheng
- 397-404 Some characterizations of uniform models
by Esteves, L.G. & Wechsler, S. & Iglesias, P.L.
- 405-419 Sub-fractional Brownian motion and its relation to occupation times
by Bojdecki, Tomasz & Gorostiza, Luis G. & Talarczyk, Anna
- 421-430 Maximum variance of Kth records
by Klimczak, Monika & Rychlik, Tomasz
- 431-437 Normal mixed difference matrix and the construction of orthogonal arrays
by Pang, Shanqi & Zhang, Yingshan & Liu, Sanyang
- 439-445 Large deviations of L1-error of empirical measures on partitions
by Esaulova, Veronika
- 447-450 On bounding the absolute mean value
by Arakelian, V. & Papathanasiou, V.
- 451-463 An efficient marginal integration estimator of a semiparametric additive modelling
by Moral, Ignacio & Rodriguez-Poo, Juan M.
- 465-475 Blowing number of a distribution for a statistics and loyal estimators
by Barbe, Ph. & Broniatowski, M.
September 2004, Volume 69, Issue 3
- 221-231 Properties of some bilinear models with periodic regime switching
by Bibi, Abdelouahab & Ringo Ho, Moon-ho
- 233-242 On the finite sample breakdown points of redescending M-estimates of location
by Chen, Zhiqiang & E. Tyler, David
- 243-252 Moments of Rand's C statistic in cluster analysis
by DuBien, Janice L. & Warde, William D. & Chae, Seong S.
- 253-259 Fitting multivariate responses using scalar trees
by Jesús Barcena, María & Tusell, Fernando
- 261-269 Almost sure limit theorems for U-statistics
by Holzmann, Hajo & Koch, Susanne & Min, Aleksey
- 271-285 Binomial approximation of Brownian motion and its maximum
by Carbone, Raffaella
- 287-297 Least-squares estimation and ANOVA for periodic autoregressive time series
by Shao, Q. & Ni, P.P.
- 299-303 On Gebelein's correlation coefficient
by Novak, S.Y.
- 305-314 Binned goodness-of-fit tests based on the empirical characteristic function
by Meintanis, S. & Ushakov, N. G.
- 315-332 Detection of structural changes in generalized linear models
by Antoch, Jaromír & Gregoire, Gérard & Jarusková, Daniela
- 333-342 Some properties of classes of life distributions with unknown age
by Ahmad, Ibrahim A.
- 343-356 U-type and factorial designs for nonparametric Bayesian regression
by Yue, Rong-Xian & Wu, Jing-Wen
- 357-368 Refined Baum-Katz laws for weighted sums of iid random variables
by Lanzinger, H. & Stadtmüller, U.
- 369-379 On semiparametric familial-longitudinal models
by Sneddon, Gary & Sutradhar, Brajendra C.
August 2004, Volume 69, Issue 2
- 117-128 Bivariate maximum insurance claim and related point processes
by Hashorva, Enkelejd
- 129-133 A note on nonparametric estimation for clustered data
by Huggins, Richard
- 135-142 Discordant outlier detection in the growth curve model with Rao's simple covariance structure
by Pan, Jianxin
- 143-149 Linear completeness in a continuous time Gauss-Markov model
by Ibarrola, P. & Pérez-Palomares, A.
- 151-160 sn-m Designs containing clear main effects or clear two-factor interactions
by Ai, Mingyao & Zhang, Runchu
- 161-170 Multistratum fractional factorial split-plot designs with minimum aberration and maximum estimation capacity
by Ai, Mingyao & Zhang, Runchu
- 171-174 Recurrence and transience of multi-dimensional diffusion processes in reflected Brownian environments
by Takahashi, Hiroshi
- 175-187 Sharp bounds on expectations of kth record spacings from restricted families
by Danielak, Katarzyna & Raqab, Mohammad Z.
- 189-198 Improving the acceptance rate of reversible jump MCMC proposals
by Al-Awadhi, Fahimah & Hurn, Merrilee & Jennison, Christopher
- 199-211 Optimal multi-level supersaturated designs constructed from linear and quadratic functions
by Koukouvinos, C. & Stylianou, S.
- 213-219 New Stieltjes classes involving generalized gamma distributions
by Stoyanov, Jordan & Tolmatz, Leonid
August 2004, Volume 69, Issue 1
- 1-9 Solution to a functional equation and its application to stable and stable-type distributions
by Hamedani, G. G. & S. Key, Eric & Volkmer, Hans
- 11-20 Doubly penalized likelihood estimator in heteroscedastic regression
by Yuan, Ming & Wahba, Grace
- 21-27 On the robustness of the predictive distribution for sampling from finite populations
by Bose, Sudip
- 29-36 On simulating exchangeable sub-Gaussian random vectors
by Mohammadpour, Adel & Soltani, A. Reza
- 37-51 Adaptive simultaneous confidence intervals in non-parametric estimation
by Tribouley, Karine
- 53-61 Asymptotic inference for a nearly unstable sequence of stationary spatial AR models
by Baran, Sándor & Pap, Gyula & van Zuijlen, Martien C. A.
- 63-68 Asymptotics in the symmetrization inequality
by Geluk, Jaap
- 69-79 Maximal inequalities for the iterated fractional integrals
by Yan, Litan
- 81-89 A note on optimal designs for two or more treatment groups
by Han, Cong & Chaloner, Kathryn
- 91-103 Asymptotic expansions for the moments of the Gaussian random walk with two barriers
by Khaniyev, Tahir & Kucuk, Zafer
- 105-116 Some theory and the construction of mixed-level supersaturated designs
by Li, Peng-Fei & Liu, Min-Qian & Zhang, Run-Chu
July 2004, Volume 68, Issue 4
- 325-331 A minimax equivalence theorem for optimum bounded design measures
by Pronzato, Luc
- 333-345 On the optimization of the weighted Bickel-Rosenblatt test
by Chebana, Fateh
- 347-357 Local likelihood density estimation on random fields
by Lee, Y. K. & Choi, H. & Park, B. U. & Yu, K. S.
- 359-368 Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions
by Herrmann, Eva & Ziegler, Klaus
- 369-382 Strong approximation for RCA(1) time series with applications
by Aue, Alexander
- 383-393 Path properties of a d-dimensional Gaussian process
by Lin, Zhengyan & Hwang, Kyo-Shin & Lee, Sungchul & Choi, Yong-Kab
- 395-405 Confidence intervals for quantiles in terms of record range
by Ahmadi, J. & Balakrishnan, N.
- 407-413 A note on asymptotic distribution of products of sums
by Lu, Xuewen & Qi, Yongcheng
- 415-419 A note on the paper of Khmaladze et al
by Balakrishnan, N. & Stepanov, A.
- 421-427 Asymptotic distribution of test statistic for the covariance dimension reduction methods in regression
by Yin, Xiangrong & Dennis Cook, R.
- 429-434 On generalized projectivity of two-level screening designs
by Evangelaras, H. & Koukouvinos, C.
July 2004, Volume 68, Issue 3
- 209-220 Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes
by Hwang, S. Y. & Basawa, I. V.
- 221-234 The supremum of a Gaussian process over a random interval
by Debicki, Krzystof & Zwart, Bert & Borst, Sem
- 235-245 Fixed design regression quantiles for time series
by Ioannides, D. A.
- 247-258 The observed total time on test and the observed excess wealth
by Li, Xiaohu & Shaked, Moshe
- 259-265 Optimality of type I orthogonal arrays for general interference model with correlated observations
by Filipiak, K. & Markiewicz, A.
- 267-272 Formulation of the EM algorithm for a mixture of central and non-central [chi]2 distributions
by Hory, C.
- 273-286 Stability of a random diffusion with nonlinear drift
by Xi, Fubao
- 287-295 Maxima of sums and random sums for negatively associated random variables with heavy tails
by Wang, Dingcheng & Tang, Qihe
- 297-304 A remark about the norm of a Brownian bridge
by Yor, M. & Zambotti, L.
- 305-314 A new method of calibration for the empirical loglikelihood ratio
by Tsao, Min
- 315-323 Maximum likelihood estimation of dependence parameter using ranked set sampling
by Modarres, Reza & Zheng, Gang
June 2004, Volume 68, Issue 2
- 125-136 Spatial kernel regression estimation: weak consistency
by Lu, Zudi & Chen, Xing
- 137-147 Forecasting Markov-switching dynamic, conditionally heteroscedastic processes
by Davidson, James
- 149-160 On matricial measures of dependence in vector ARCH models with applications to diagnostic checking
by Duchesne, Pierre
- 161-168 An optimal strategy for sequential classification on partially ordered sets
by S. Ferguson, T.Thomas & Tatsuoka, Curtis
- 169-176 Bounds for the probability distribution function of the linear ACD process
by Fernandes, Marcelo
- 177-187 A test of goodness-of-fit based on Gini's index of spacings
by Jammalamadaka, S.R.S. Rao & Goria, M. N.
- 189-198 On optimal convergence rate of empirical Bayes tests
by Liang, T.C.Ta Chen
- 199-208 Products of double gamma, gamma and beta distributions
by Chamayou, J.-F.Jean-François
June 2004, Volume 68, Issue 1
- 1-7 A measure-theoretic approach to completeness of financial markets
by Irle, A.
- 9-15 Incomplete split-plot designs generated by some resolvable balanced designs
by Ozawa, Kazuhiro & Mejza, Stanislaw & Jimbo, Masakazu & Mejza, Iwona & Kuriki, Shinji
- 17-25 Further results on the orthogonal arrays obtained by generalized Hadamard product
by Pang, Shanqi & Zhang, Yingshan & Liu, Sanyang
- 27-37 A characterization of consistency of model weights given partial information in normal linear models
by Wong, Hubert & Clarke, Bertrand
- 39-49 Estimating the endpoint of a distribution in the presence of additive observation errors
by Goldenshluger, A. & Tsybakov, A.
- 51-60 Reflected Brownian bridge local time conditioned on its local time at the origin
by Gittenberger, Bernhard & Louchard, Guy
- 61-72 On a Pitman-Yor problem
by Iksanov, A.M.Aleksander M. & Kim, Che-Soong
- 73-82 A note on margin-based loss functions in classification
by Lin, Yi
- 83-90 Logconcavity and unimodality of progressively censored order statistics
by Cramer, Erhard
- 91-104 Wavelet estimation in varying-coefficient partially linear regression models
by Zhou, Xian & You, Jinhong
- 105-110 A GIC rule for assessing data transformation in regression
by Ip, Wai Cheung & Wong, Heung & Wang, Song-Gui & Jia, Z.-Z.Zhong-Zhen
- 111-123 Empirical quantile process under type-II progressive censoring
by Alvarez-Andrade, Sergio & Bordes, Laurent
May 2004, Volume 67, Issue 4
- 285-288 Uniform priors on convex sets improve risk
by Hartigan, J. A.
- 289-298 Almost sure convergence for -mixing random variable sequences
by Shixin, Gan
- 299-306 First-order seasonal autoregressive processes with periodically varying parameters
by Basawa, I. V. & Lund, Robert & Shao, Qin
- 307-310 A momentum-threshold autoregressive unit root test with increased power
by Cook, Steven
- 311-320 Mixture formulae for shot noise weighted point processes
by Gregori, P. & van Lieshout, M. N. M. & Mateu, J.
- 321-330 A note on the estimation of the initial number of susceptible individuals in the general epidemic model
by Huggins, Richard M. & Yip, Paul S. F. & Lau, Eric H. Y.
- 331-341 On an extension of Dufresne's relation between exponential Brownian functionals from opposite drifts to two different drifts: a short proof
by Hariya, Yuu & Yor, Marc
April 2004, Volume 67, Issue 3
- 203-211 Generalized and pseudo-generalized trimmed means for the linear regression with AR(1) error model
by Lai, Yi-Hsuan & Thompson, Peter & Chen, Lin-An
- 213-220 Random fields and the limit of their spectral densities: existence and bounds
by Shaw, Jason T.
- 221-231 Delay time in sequential detection of change
by Aue, Alexander & Horváth, Lajos
- 233-239 A generalization of the Borel-Cantelli Lemma
by Petrov, Valentin V.
- 241-247 Mean distance test of Poisson distribution
by Székely, Gábor J. & Rizzo, Maria L.
- 249-256 On existence of solutions of BSDEs with continuous coefficient
by Rozkosz, Andrzej
- 257-266 Tempered distributions and their application in computing conditional moments for normal mixtures
by Fotopoulos, Stergios B.
- 267-275 Maxisets for linear procedures
by Rivoirard, Vincent
- 277-284 Limiting distribution for subcritical controlled branching processes with random control function
by González, M. & Molina, M. & del Puerto, I.
April 2004, Volume 67, Issue 2
- 97-110 On influence assessment for LAD regression
by Sun, Rui-Bo & Wei, Bo-Cheng
- 111-119 Moment inequalities for B-valued random vectors with applications to the strong limit theorems
by Shixin, Gan
- 121-132 Minimum G2-aberration properties of two-level foldover designs
by Butler, Neil A.
- 133-140 Improved smoothing spline regression by combining estimates of different smoothness
by Lee, Thomas C. M.
- 141-148 On the behavior of the conditional expectations in skorohod representation theorem
by Crimaldi, Irene
- 149-159 Estimation of spectral density for seasonal time series models
by Shin, Dong Wan
- 161-171 On the simulation size and the convergence of the Monte Carlo EM algorithm via likelihood-based distances
by Eickhoff, Jens C. & Zhu, Jun & Amemiya, Yasuo
- 173-182 A measure of discrimination between past lifetime distributions
by Di Crescenzo, Antonio & Longobardi, Maria
- 183-192 Consistency for the least squares estimator in nonlinear regression model
by Shuhe, Hu
- 193-201 Choosing columns from the 12-run Plackett-Burman design
by Miller, A. & Sitter, R. R.
March 2004, Volume 67, Issue 1
- 1-7 Bounding the first passage time on an average
by De La Peña, Victor H. & Yang, Ming
- 9-17 Asymptotic probabilities of misclassification of two discriminant functions in cases of high dimensional data
by Cheng, Yu
- 19-25 A connection between successive comparisons and ranking procedures
by Chen, John T. & Hoppe, Fred M.
- 27-31 A computable version of the random signs problem and Kolmogorov complexity
by Dai, Jack Jie
- 33-45 Discrete random probability measures: a general framework for nonparametric Bayesian inference
by Ongaro, Andrea & Cattaneo, Carla
- 47-55 Optimal diallel cross designs for the interval estimation of heredity
by Ghosh, Himadri & Das, Ashish
- 57-63 Closure of NBU(2) class under the formation of parallel systems
by Li, Yulin
- 65-71 Asymptotic results on the frequentist mean squared error of generalized Bayes point predictors
by Chang, In Hong & Mukerjee, Rahul
- 73-85 A central limit theorem for two-sample U-processes
by Neumeyer, Natalie
- 87-95 Minimization of shortfall risk in a jump-diffusion model
by Nakano, Yumiharu
March 2004, Volume 66, Issue 4
- 383-393 M-estimation for linear models with spatially-correlated errors
by Cui, Hengjian & He, Xuming & Ng, Kai W.
- 395-398 A note on an equivalence between chi-square and generalized skew-normal distributions
by Wang, Jiuzhou & Boyer, Joseph & Genton, Marc G.
- 399-405 On some conditions for complete convergence for arrays
by Kuczmaszewska, Anna
- 407-416 On the covariance properties of certain multiscale spatial processes
by Louie, Mary M. & Kolaczyk, Eric D.
- 417-421 On De Finetti coherence and Kolmogorov probability
by Borkar, V. S. & Konda, V. R. & Mitter, S. K.
- 423-434 Orthogonal block designs in two blocks for second degree K-model
by Aggarwal, M. L. & Singh, Poonam & Gupta, Nidhi
- 435-448 Estimation of a regression function with a sharp change point using boundary wavelets
by Park, Cheol-Woo & Kim, Woo-Chul
- 449-456 Large deviations for the growth rate of the support of supercritical super-Brownian motion
by Engländer, János
February 2004, Volume 66, Issue 3
- 213-219 On Pearson's residuals in generalized linear models
by Cordeiro, Gauss M.
- 221-227 Adding interior points to an existing Brownian sheet lattice
by Toth, Daniell
- 229-235 Convergence of posteriors for discretized log Gaussian Cox processes
by Waagepetersen, Rasmus
- 237-250 On random splitting of the interval
by Barrera, Javiera & Huillet, Thierry
- 251-257 Efficient and robust estimation for the one-sided stable distribution of index
by Besbeas, Panagiotis & J.T. Morgan, Byron
- 259-266 Some results regarding vertex-reinforced random walks
by Dai, Jack Jie
- 267-274 Condition numbers and D-efficiency
by Jensen, D. R.
- 275-288 Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes
by Faÿ, Gilles & Moulines, Eric & Soulier, Philippe
- 289-301 A power comparison between nonparametric regression tests
by Zhang, Chunming & Dette, Holger
- 303-313 The convexity method of proving moment-type inequalities
by Csiszar, Villo & Móri, Tamás F.
- 315-325 A new class of bivariate copulas
by Rodríguez-Lallena, José Antonio & Úbeda-Flores, Manuel
- 327-334 Testing the Koziol-Green model against monotone conditional odds for censoring
by Kirmani, Syed N. U. A. & Dauxois, Jean-Yves
- 335-345 Efficient estimators for functionals of Markov chains with parametric marginals
by Penev, Spiridon & Peng, Hanxiang & Schick, Anton & Wefelmeyer, Wolfgang
- 347-354 Maximal inequalities for associated random variables and demimartingales
by Wang, Jianfeng
- 355-362 On the rate of convergence to asymptotic independence between order statistics
by Hürlimann, Werner
- 363-368 An example and a conjecture concerning scaling limits of superdiffusions
by Engländer, János
- 369-381 Further developments on sufficient conditions for negative dependence of random variables
by Hu, Taizhong & Yang, Jianping
January 2004, Volume 66, Issue 2
- 91-103 Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models
by Horváth, Lajos & Zitikis, Ricardas
- 105-115 On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models
by Bischoff, Wolfgang & Hashorva, Enkelejd & Hüsler, Jürg & Miller, Frank
- 117-125 Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors
by Fotopoulos, Stergios B. & Jandhyala, Venkata K.
- 127-133 On the generalization of negative binomial distribution
by Shishebor, Z. & Towhidi, M.
- 135-144 Canonical exponential models for analysis of association between two sets of variables
by Eshima, Nobuoki
- 145-151 On integrals with respect to Lévy processes
by Küchler, Uwe
- 153-160 Second-order covariance matrix of maximum likelihood estimates in generalized linear models
by Cordeiro, Gauss M.
- 161-169 Modified Nel and Van der Merwe test for the multivariate Behrens-Fisher problem
by Krishnamoorthy, K. & Yu, Jianqi
- 171-181 Approximating the negative moments of the Poisson distribution
by Jones, C. Matthew & Zhigljavsky, Anatoly A.
- 183-187 The 64-bit universal RNG
by Marsaglia, George & Tsang, Wai Wan
- 189-196 On robustness of maximum likelihood estimates for Poisson-lognormal models
by Weems, K. S. & Smith, P. J.
- 197-204 Large deviations for the empirical process of a symmetric measure: a lower bound
by Daras, Tryfon
- 205-212 A Quasi-residuals method in sliced inverse regression
by Tian, Maozai & Li, Guoying
January 2004, Volume 66, Issue 1
- 1-8 An optimal choice problem for uniform random variables seen simultaneously or sequentially with availability depending on the observation
by Lee, R.
- 9-17 The expected hitting times for graphs with cutpoints
by Haiyan, Chen & Fuji, Zhang
- 19-24 On the characterizing property of the convex conditional mean function
by Lillo, Rosa E.
- 25-34 A nonparametric test for the change of the density function in strong mixing processes
by Lee, Sangyeol & Na, Seongryong
- 35-44 A ratio inequality for Bessel processes
by Yan, Litan & Zhu, Bei
- 45-50 On Fatou-type lemma for monotone moments of weakly convergent random variables
by Kaluszka, M. & Okolewski, A.
- 51-57 Some results on generalized minimum aberration for symmetrical fractional factorial designs
by Qin, Hong & Chen, Yin-Bao
- 59-66 Asymptotic relationships between posterior probabilities and p-values using the hazard rate
by Gómez-Villegas, Miguel A. & Maín, Paloma & Sanz, Luis & Navarro, Hilario
- 67-79 Weighted empirical likelihood inference
by Wu, Changbao
- 81-90 On the asymptotic normality of the L1-error for Haar series estimates of Poisson point processes boundaries
by Girard, Stéphane
December 2003, Volume 65, Issue 4
- 279-290 Stochastic comparisons of Poisson and binomial random variables with their mixtures
by Misra, Neeraj & Singh, Harshinder & James Harner, E.
- 291-302 How the sojourn time distributions of Brownian motion are affected by different forms of conditioning
by Beghin, L. & Nikitin, Y. & Orsingher, E.
- 303-316 Sharp bounds for expectations of spacings from DDA and DFRA families
by Danielak, Katarzyna & Rychlik, Tomasz
- 317-329 Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes
by Bardina, Xavier & Jolis, Maria & Tudor, Ciprian A.
- 331-342 Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models
by Horváth, Lajos & Zitikis, Ricardas
- 343-351 A note on optimal designs for a two-part model
by Han, Cong
- 353-361 Counter-intuitive properties of the Kaplan-Meier estimator
by Nishikawa, Masako & Tango, Toshiro
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