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December 2003, Volume 65, Issue 4
- 363-368 A simple proof of the almost sure discreteness of a class of random measures
by James, Lancelot F.
- 369-377 Analyzing location and dispersion in unreplicated fractional factorials
by McGrath, Richard N. & Lin, Dennis K. J.
- 379-388 Extremes of geometric variables with applications to branching processes
by Mitov, Kosto V. & Pakes, Anthony G. & Yanev, George P.
- 389-399 Some results on constrained Bayes estimators
by Frey, Jesse & Cressie, Noel
- 401-410 Chover-type laws of the iterated logarithm for weighted sums
by Peng, Liang & Qi, Yongcheng
- 411-417 Total error in a plug-in estimator of level sets
by Baíllo, Amparo
- 419-432 On optimal choosing of one of the k best objects
by Porosinski, Zdzislaw
- 433-449 Local M-estimator for nonparametric time series
by Cai, Zongwu & Ould-Saïd, Elias
- 451-456 Extreme values of the tent map process
by Haiman, George
- 457-466 A unified Markov chain approach for computing the run length distribution in control charts with simple or compound rules
by C. Fu, James & Shmueli, Galit & Chang, Y. M.
November 2003, Volume 65, Issue 3
- 147-159 Censoring estimators of a positive tail index
by Gomes, M. Ivette & Oliveira, Orlando
- 161-163 Construction of mixed orthogonal arrays by juxtaposition
by Suen, Chung-Yi
- 165-175 Order relations of measures when avoiding decreasing sets
by Collet, Pierre & López, F. Javier & Martínez, Servet
- 177-185 Optimal rate of empirical Bayes tests for lower truncation parameters
by Li, Jianjun & S. Gupta, Shanti
- 187-193 On the E-optimality of certain class of block designs
by Srivastav, Sudesh K. & Shankar, Arti
- 195-198 On the probability of extinction of a Galton-Watson process
by Ghosh, Yashowanto N.
- 199-206 The best constant in the Topchii-Vatutin inequality for martingales
by Alsmeyer, Gerold & Rösler, Uwe
- 207-216 Asymptotics for polynomial spline regression under weak conditions
by Huang, Jianhua Z.
- 217-225 Data depth based on spatial rank
by Gao, Yonghong
- 227-232 The extended exponential power distribution and Bayesian robustness
by Choy, S. T. Boris & Walker, Stephen G.
- 233-239 Assessing practical significance of the proportional odds assumption
by Kim, Ji-Hyun
- 241-250 Some limit properties for Markov chains indexed by a homogeneous tree
by Yang, Weiguo
- 251-258 A strong law of large numbers for random upper semicontinuous functions under exchangeability conditions
by Terán, Pedro
- 259-262 Number of occurrences of subpattern until the first appearance of a pattern and geometric distribution
by Hirano, Katuomi & Aki, Sigeo
- 263-268 Kendall distribution functions
by Nelsen, Roger B. & Quesada-Molina, José Juan & Rodríguez-Lallena, José Antonio & Úbeda-Flores, Manuel
- 269-277 Skewed distributions generated by the normal kernel
by Nadarajah, Saralees & Kotz, Samuel
November 2003, Volume 65, Issue 2
- 71-77 Spatial autoregression model: strong consistency
by Bhattacharyya, B. B. & Ren, J. -J. & Richardson, G. D. & Zhang, J.
- 79-91 Strong representation of a conditional quantile function estimator with truncated and censored data
by Iglesias-Pérez, M. C.
- 93-101 On the eigenstructure of generalized fractional processes
by Palma, Wilfredo & Bondon, Pascal
- 103-109 Limit points of independent copies of sample maxima
by Mathew, George
- 111-120 The fractional mixed fractional Brownian motion
by El-Nouty, Charles
- 121-125 Implementing the parametric bootstrap in capture-recapture models with continuous covariates
by Zwane, E. N. & van der Heijden, P. G. M.
- 127-137 A note on the asymptotic distribution of the maxima in disaggregated time-series models
by Scotto, M. G.
- 139-146 Is Cp an empirical Bayes method for smoothing parameter choice?
by Kou, S. C.
October 2003, Volume 65, Issue 1
- 1-6 On one class of bivariate distributions
by Finkelstein, M. S.
- 7-12 On the analysis of paired observations
by Graßhoff, Ulrike & Schwabe, Rainer
- 13-20 On sieve bootstrap prediction intervals
by Alonso, Andrés M. & Peña, Daniel & Romo, Juan
- 21-28 The efficiency of Buehler confidence limits
by Kabaila, Paul & Lloyd, Chris J.
- 29-37 Empirical likelihood-based confidence intervals for data with possible zero observations
by Chen, Song Xi & Qin, Jing
- 39-49 Waiting time problem for an almost perfect match
by Han, Qing & Hirano, Katuomi
- 51-56 Generalized smoothed estimating functions for nonlinear time series
by Thavaneswaran, A. & Peiris, Shelton
- 57-64 Restricted ridge estimation
by Groß, Jürgen
- 65-70 Concentration of measure and cluster analysis
by Zanger, Daniel Z.
October 2003, Volume 64, Issue 4
- 335-345 Center-similar distributions with applications in multivariate analysis
by Yang, Zhenhai & Kotz, Samuel
- 347-358 A nonparametric Cramer-Rao inequality for estimators of statistical functionals
by Janssen, Arnold
- 359-368 Rates in the complete convergence of bootstrap means
by Csörgo, Sándor
- 369-379 Factorization of posteriors and partial imputation algorithm for graphical models with missing data
by Geng, Zhi & Li, Kaican
- 381-392 Association of multivariate phase-type distributions, with applications to shock models
by Li, Haijun
- 393-402 P-Norm bounds for moments of progressive type II censored order statistics
by Z. Raqab, Mohammad
- 403-406 Scheffe's method for constructing simultaneous confidence intervals subject to cone constraints
by Shapiro, Alexander
- 407-414 Existence and uniqueness of the MLEs for normal distribution based on general progressively Type-II censored samples
by Balakrishnan, N. & Mi, Jie
- 415-424 Nonparametric estimation of normal ranges given one-way ANOVA random effects assumptions
by Hutson, Alan D.
- 425-430 Tail bound for the minimal spanning tree of a complete graph
by Kim, Jeong Han & Lee, Sungchul
- 431-442 The asymptotic covariance matrix of the Oja median
by Nadar, M. & Hettmansperger, T. P. & Oja, H.
September 2003, Volume 64, Issue 3
- 225-234 Shape and crossing properties of mean residual life functions
by Bekker, Leonid & Mi, Jie
- 235-242 A Bayesian design criterion for locating the optimum point on a response surface
by Gilmour, Steven G. & Mead, Roger
- 243-248 The finiteness of moments of a stochastic exponential
by Grigelionis, Bronius & Mackevicius, Vigirdas
- 249-254 Collision probability between sets of random variables
by Wendl, Michael C.
- 255-261 Some generalizations of the Anderson-Darling statistic
by Thas, O. & Ottoy, J. P.
- 263-270 Projections on spherical cones, maximum of Gaussian fields and Rice's method
by Delmas, Céline
- 271-276 A note on Bayesian spatial prediction using the elliptical distribution
by Kim, Hyoung-Moon & Mallick, Bani K.
- 277-286 On the self-normalized bounded laws of iterated logarithm in Banach space
by Deng, Dianliang
- 287-292 A test of goodness of fit testing for stochastic intensities associated to counting processes
by Fierro, Raúl
- 293-303 Maximized log-likelihood updating and model selection
by So, Beong Soo
- 305-310 Expected number of level-crossings for a strictly stationary ellipsoidal process
by Shimizu, Kunio & Tanaka, Minoru
- 311-322 On the asymptotic normality of multistage integrated density derivatives kernel estimators
by Tenreiro, Carlos
- 323-333 On a CLT for Gibbs fields and its functional version
by Maltz, Alberto L. & Samur, Jorge D.
August 2003, Volume 64, Issue 2
- 113-120 New order preserving properties of geometric compounds
by Bhattacharjee, Manish C. & Ravi, S. & Vasudeva, R. & Mohan, N. R.
- 121-131 A class of strong limit theorems for the sequences of arbitrary random variables
by Liu, Wen & Yang, Weiguo
- 133-145 Precise asymptotics in laws of the iterated logarithm for Wiener local time
by Wen, Ji-Wei & Zhang, Li-Xin
- 147-157 Can continuous-time stationary stable processes have discrete linear representations?
by Pipiras, Vladas & Taqqu, Murad S. & Abry, Patrice
- 159-168 Uniform strong consistency of robust estimators
by Berrendero, José R.
- 169-179 Local linear regression estimation of the variogram
by García-Soidán, Pilar H. & González-Manteiga, Wenceslao & Febrero-Bande, Manuel
- 181-189 Improved methods for bandwidth selection when estimating ROC curves
by Hall, Peter G. & Hyndman, Rob J.
- 191-199 Nonanticipative risk sensitive control: the martingale method
by Lepeltier, J. P.
- 201-211 An approximation method for Navier-Stokes equations based on probabilistic approach
by Belopolskaya, Ya. & Milstein, G. N.
- 213-222 Generalized Lévy stochastic areas and selfdecomposability
by Jurek, Zbigniew J.
August 2003, Volume 64, Issue 1
- 1-7 A bivariate Dirichlet process
by Walker, Stephen & Muliere, Pietro
- 9-16 A general equation and optimal design for a 2-factor restricted region
by Zahran, Alyaa & Anderson-Cook, C. M.
- 17-23 Testing lumpability in Markov chains
by Jernigan, Robert W. & Baran, Robert H.
- 25-37 Some more results on increments of the partially observed empirical process
by Dindar, Zacharie
- 39-40 A comment on 'Unimodality of the distribution of record statistics'
by Aliev, Fazil Alioglu
- 41-50 Distribution functions of multivariate copulas
by Rodríguez-Lallena, José A. & Úbeda-Flores, Manuel
- 51-62 On large deviation for extremes
by Drees, Holger & de Haan, Laurens & Li, Deyuan
- 63-68 Testing multivariate one-sided hypotheses
by Li, Gang & Gao, Xiong & Huang, Minqiang
- 69-81 Exact distribution and Fisher information of weak record values
by Stepanov, A. V. & Balakrishnan, N. & Hofmann, Glenn
- 83-88 Modified unit root tests and momentum threshold autoregressive processes
by Cook, Steven
- 89-95 Asymptotic distribution of a statistic testing a change in simple linear regression with equidistant design
by Jarusková, Daniela
- 97-103 Resistant estimators for stationary ergodic stochastic processes
by Gneri, Mario Antonio
- 105-111 Effects confounded with blocks in factorial designs: a projective geometric approach with two blocks
by Evangelaras, H. & Koukouvinos, C.
July 2003, Volume 63, Issue 4
- 333-338 Extremes of associated variables
by Ferreira, H.
- 339-352 Construction methods for three-level supersaturated designs based on weighing matrices
by Georgiou, S. & Koukouvinos, C. & Mantas, P.
- 353-360 Confidence characteristics of distributions
by Boshnakov, Georgi N.
- 361-365 Benford's law for exponential random variables
by Engel, Hans-Andreas & Leuenberger, Christoph
- 367-374 Geometric decay of infection probabilities for the anisotropic contact process
by Hueter, Irene
- 375-385 PMSE dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted
by Namba, Akio
- 387-399 Multivariate extensions of the Anderson-Darling process
by Pycke, Jean-Renaud
- 401-410 Canonical reduction of second-order fitted models subject to linear restrictions
by Draper, Norman R. & Pukelsheim, Friedrich
- 411-416 A note on orthogonal arrays obtained by orthogonal decomposition of projection matrices
by Pang, Shanqi & Liu, Sanyang & Zhang, Yingshan
- 417-423 Moments of random vectors with skew t distribution and their quadratic forms
by Kim, Hyoung-Moon & Mallick, Bani K.
- 425-433 A Kolmogorov-type test for monotonicity of regression
by Durot, Cécile
- 435-440 A characterization by linearity of the regression function based on order statistics
by Balakrishnan, N. & Akhundov, I. S.
July 2003, Volume 63, Issue 3
- 223-228 Removing non-optimal support points in D-optimum design algorithms
by Pronzato, Luc
- 229-237 Limit theorems for the number and sum of near-maxima for medium tails
by Hu, Zhishui & Su, Chun
- 239-242 On the limit in the equivalence between heteroscedastic regression and filtering model
by Efromovich, Sam
- 243-247 Berry-Esséen inequality for linear processes in Hilbert spaces
by Bosq, Denis
- 249-257 Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market
by Lien, Donald & Balakrishnan, N.
- 259-266 Robust regression with high coverage
by Olive, David J. & Hawkins, Douglas M.
- 267-274 On the tail probability of the longest well-matching run
by Chang, C. J. & Fann, C. S. J. & Chou, W. C. & Lian, I. B.
- 275-286 Elliptical copulas: applicability and limitations
by Frahm, Gabriel & Junker, Markus & Szimayer, Alexander
- 287-293 Large sample results under biased sampling when covariables are present
by de Uña-Álvarez, Jacobo
- 295-305 A stochastic order for random vectors and random sets based on the Aumann expectation
by Fernández, Ignacio Cascos & Molchanov, Ilya
- 307-314 Time-frequency clustering and discriminant analysis
by Shumway, Robert H.
- 315-323 A cone order monotone test for the one-sided multivariate testing problem
by Logan, Brent R.
- 325-332 On the optimal allocation of an active redundancy in a two-component series system
by Valdés, José E. & Zequeira, Rómulo I.
June 2003, Volume 63, Issue 2
- 113-121 The Markov approximation of the random fields on Cayley trees and a class of small deviation theorems
by Liu, Wen & Wang, Liying
- 123-131 On a new sample rank of an order statistics and its concomitant
by EryIlmaz, S. & Bairamov, I. G.
- 133-143 A law of the iterated logarithm for geometrically weighted series of negatively associated random variables
by Huang, Wei
- 145-155 -deficiency of the Kaplan-Meier estimator
by Lemdani, Mohamed & Ould-Saïd, Elias
- 157-163 Improved rank-based dependence measures for categorical data
by Vandenhende, François & Lambert, Philippe
- 165-175 Empirical Bayes estimation and its superiority for two-way classification model
by Wei, Laisheng & Chen, Jiahua
- 177-184 Hellinger distance estimation of nonlinear dynamical systems
by Hili, Ouagnina
- 185-195 On a criterion of Riemannian distance for singularity and absolute continuity of probability measures
by Kim, Yoon Tae & Lee, Kee Won
- 197-203 Empirical Bayes prediction intervals in a normal regression model: higher order asymptotics
by Basu, Ruma & Ghosh, J. K. & Mukerjee, Rahul
- 205-213 D-optimal designs for weighted polynomial regression
by Fang, Zhide
- 215-221 A note on natural exponential families with cuts
by Bar-Lev, Shaul K. & Pommeret, Denys
May 2003, Volume 63, Issue 1
- 1-12 Estimation for unequally spaced time series of counts with serially correlated random effects
by Omori, Yasuhiro
- 13-23 On asymptotics of the maximal gain without losses
by Frolov, Andrei N.
- 25-34 Estimation of a bivariate symmetric distribution function
by Modarres, Reza
- 35-39 Pseudo-minimax linear and mixed regression estimation of regression coefficients when prior estimates are available
by Shalabh, H. & Toutenburg, H.
- 41-48 Estimation in change-point hazard function models
by Wu, C. Q. & Zhao, L. C. & Wu, Y. H.
- 49-59 Robust estimation of nonlinear regression with autoregressive errors
by Sinha, Sanjoy K. & Field, Christopher A. & Smith, Bruce
- 61-65 Local asymptotic normality for the scale parameter of stable processes
by Woerner, Jeannette H. C.
- 67-78 Central limit theorem for dependent multidimensionally indexed random variables
by Christofides, Tasos C. & Mavrikiou, Petroula M.
- 79-87 A criterion for right continuity of filtrations generated by group-valued additive processes
by Zapala, August M.
- 89-95 Comments on a recent limit theorem of Quine
by Galambos, J. & Simonelli, I.
- 97-105 Extremes of sub-sampled integer-valued moving average models with heavy-tailed innovations
by Hall, A. & Scotto, M. G.
- 107-112 Covariance identity for multinomial trials
by Rukhin, Andrew. L.
May 2003, Volume 62, Issue 4
- 325-333 Determination of the modes of a Multinomial distribution
by Gall, Françoise Le
- 335-343 Non-exponential stability of scalar stochastic Volterra equations
by Appleby, John A. D. & Reynolds, David W.
- 345-354 Extremal properties of sums of Bernoulli random variables
by León, Carlos A. & Perron, François
- 355-360 Information matrices of maximal parameter subsystems in linear models
by Klein, Thomas
- 361-370 On a minimum correlation problem
by Bondesson, Lennart
- 371-378 A model for spatial survival
by Finkelstein, M. S.
- 379-390 Nonparametric estimation equations for time series data
by Cai, Zongwu
- 391-396 Distributions on spheres and random variables distributed on the interval (-1,1)
by Schott, James R.
- 397-405 A note on the asymptotic normality of the ET method for extreme quantile estimation
by Diebolt, Jean & Girard, Stéphane
- 407-412 A bivariate beta distribution
by Olkin, Ingram & Liu, Ruixue
- 413-418 Optimal crossover designs under a general model
by Bose, Mausumi & Mukherjee, Bhramar
- 419-427 On maximizing a design estimation efficiency using hidden projection properties
by Evangelaras, H. & Koukouvinos, C.
April 2003, Volume 62, Issue 3
- 211-221 On the length of the longest run in a multi-state Markov chain
by Vaggelatou, Eutichia
- 223-228 Probability matching priors for predicting unobservable random effects with application to ANOVA models
by Chang, In Hong & Kim, Byung Hwee & Mukerjee, Rahul
- 229-243 Inferences about the scale parameter of the gamma distribution based on data mixed from censoring and grouping
by Mi, Jie & Naranjo, Arlene
- 245-250 A note on optimal foldover design
by Fang, Kai-Tai & Lin, Dennis K. J. & Qin, Hong
- 251-262 Limit theorems for the empirical distribution function in the spatial case
by Fazekas, István
- 263-274 A sieve bootstrap test for stationarity
by Psaradakis, Zacharias
- 275-280 A note on vertex-reinforced random walks
by Dai, Jack Jie
- 281-291 Some boundary-crossing results for linear diffusion processes
by Choi, Changsun & Nam, Dougu
- 293-303 Consistency of logistic regression coefficient estimates calculated from a training sample
by Hadjicostas, Petros
- 305-315 Exact statistical solutions using the inverse Bayes formulae
by Tian, Guo-Liang & Tan, Ming
- 317-321 A martingale inequality and large deviations
by Li, Yulin
April 2003, Volume 62, Issue 2
- 101-110 Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples
by Yang, Shanchao
- 111-115 Remark on semigroup techniques and the maximum likelihood estimation
by Daria, Loukianova
- 117-122 A probabilistic interpretation of the [theta]-method
by Hörfelt, Per
- 123-135 Approximate ML and REML estimation for regression models with spatial or time series AR(1) noise
by Reinsel, Gregory C. & Cheang, Wai-Kwong
- 137-144 A bound on the expected maximal deviation of averages from their means
by Hamers, Michael & Kohler, Michael
- 145-154 Indistinguishability of absolutely continuous and singular distributions
by Lalley, Steven P. & Nobel, Andrew
- 155-161 Exact and possible viability for controlled diffusions
by Mazliak, Laurent & Rainer, Catherine
- 163-173 A bootstrap approximation to a unit root test statistic for heavy-tailed observations
by Horváth, Lajos & Kokoszka, Piotr
- 175-187 Racetrack betting and consensus of subjective probabilities
by Brown, Lawrence D. & Lin, Yi
- 189-201 On hidden Markov chains and finite stochastic systems
by Spreij, Peter
- 203-209 Estimation of the population mean using random selection in ranked set samples
by Rahimov, I. & Muttlak, H. A.
March 2003, Volume 62, Issue 1
- 1-7 Testing relative risk under random censoring
by Kirmani, Syed N. U. A. & Dauxois, Jean-Yves
- 9-21 Sign test of independence between two random vectors
by Taskinen, Sara & Kankainen, Annaliisa & Oja, Hannu
- 23-34 A clustering procedure based on the comparison between the k nearest neighbors graph and the minimal spanning tree
by González-Barrios, José María & Quiroz, Adolfo J.
- 35-43 On the accuracy of multivariate compound Poisson approximation
by Novak, S. Y.
- 45-48 Lipschitz continuous processes for given marginals
by Dubischar, Daniel
- 49-60 Dimensions of random trees
by Konsowa, Mokhtar H. & Oraby, Tamer F.
- 61-70 Optimal dichotomization for repeated screening tests
by Wang, Ming-Dauh & Geisser, Seymour
- 71-77 Functional local law of the iterated logarithm for geometrically weighted random series
by Stoica, George
- 79-86 A limit theorem for partial sums of random variables and its applications
by Liu, Wen & Yan, Jia-an & Yang, Weiguo
- 87-92 On the maximum total sample size of a group sequential test about binomial proportions
by Kepner, James L. & Chang, Myron N.
- 93-100 Limit distributions for products of sums
by Qi, Yongcheng
February 2003, Volume 61, Issue 4
- 337-346 Deconvolution kernel estimator for mean transformation with ordinary smooth error
by Qin, Huai-Zhen & Feng, Shi-Yong
- 347-357 On strong versions of the central limit theorem
by Rychlik, Zdzislaw & Szuster, Konrad S.
- 359-371 A law of the iterated logarithm for global values of waiting time in multiphase queues
by Minkevicius, Saulius & Steisunas, Stasys
- 373-382 Degeneracy in the maximum likelihood estimation of univariate Gaussian mixtures with EM
by Biernacki, Christophe & Chrétien, Stéphane
- 383-394 A quadratic bootstrap method and improved estimation in logistic regression
by Claeskens, Gerda & Aerts, Marc & Molenberghs, Geert
- 395-401 A Bayesian interpretation of the multivariate skew-normal distribution
by Liseo, Brunero & Loperfido, Nicola
- 403-410 On point measures of [var epsilon]-upcrossings for stationary diffusions
by Grigelionis, Bronius
- 411-419 Nonstationary covariance functions that model space-time interactions
by Ma, Chunsheng
- 421-428 Inverting a saddlepoint approximation
by Arevalillo, Jorge M.
- 429-438 Asymptotic properties of stable densities and the asymmetric large deviation problems
by Nagaev, A. V.
- 439-445 A two sample quantile test with applications to randomized block designs
by Sim, Songyong & Kim, Seongbum & Park, Gilju & Park, Jaesoon
February 2003, Volume 61, Issue 3
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