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Content
February 2003, Volume 61, Issue 3
- 269-276 On class , class , and compound distributions in reliability
by Mohan, N. R. & Ravi, S.
- 277-286 A note on functional CLT for truncated sums
by Pozdnyakov, Vladimir
- 287-298 A semiparametric method of boundary correction for kernel density estimation
by Alberts, T. & Karunamuni, R. J.
- 299-308 Order restricted estimators: some bias results
by Sampson, Allan R. & Singh, Harshinder & Whitaker, Lyn R.
- 309-319 The proportional hazards regression with a censored covariate
by Lee, Sungim & Park, S. H. & Park, Jinho
- 321-336 Necessary and sufficient conditions for weak convergence of smoothed empirical processes
by Radulovic, Dragan & Wegkamp, Marten
January 2003, Volume 61, Issue 2
- 123-131 Dispersion measures and dispersive orderings
by Ramos, Héctor M. & Sordo, Miguel A.
- 133-143 The rate of consistency of the quasi-maximum likelihood estimator
by Berkes, István & Horváth, Lajos
- 145-154 A non-linear explicit filter
by Genon-Catalot, Valentine
- 155-162 Strong invariance under a Bayesian point of view
by Montanero, Jesús & Nogales, Agustín G. & Oyola, José A. & Pérez, Paloma
- 163-175 Evaluation of reliability bounds by set covering models
by Koutras, M. V. & Tsitmidelis, S. & Zissimopoulos, V.
- 177-190 Long memory and stochastic trend
by Leipus, Remigijus & Viano, Marie-Claude
- 191-198 Hutchinson-Lai's conjecture for bivariate extreme value copulas
by Hürlimann, Werner
- 199-213 Serial rank statistics for detection of changes
by Husková, M.
- 215-224 A note on construction of nearly uniform designs with large number of runs
by Fang, Kai-Tai & Qin, Hong
January 2003, Volume 61, Issue 1
- 1-15 Local time for processes indexed by a partially ordered set
by Ivanoff, B. Gail & Sawyer, P.
- 17-30 On Bayesian estimators in misspecified change-point problems for Poisson process
by Dabye, Ali S. & Farinetto, Christian & Kutoyants, Yury A.
- 31-40 A note on the almost sure central limit theorem for some dependent random variables
by Dudzinski, Marcin
- 41-50 Some limit properties of the multivariate function sequences of discrete random variables
by Liu, Wen
- 51-59 The exact distribution of the k-tuple statistic for sequence homology
by Lou, W. Y. Wendy
- 61-70 Bootstrapping parameter estimated degenerate U and V statistics
by Jiménez-Gamero, M. D. & Muñoz-García, J. & Pino-Mejías, R.
- 71-81 The sequential estimation in stochastic regression model with random coefficients
by Lee, Sangyeol
- 83-89 Poisson approximation by constrained exponential tilting
by Kathman, Steven J. & Terrell, George R.
- 91-96 An order-preserving property of the maximum likelihood estimates for the Rasch model
by Bertoli-Barsotti, Lucio
- 97-109 Testing variances in wavelet regression models
by Oyet, Alwell J. & Sutradhar, Brajendra
- 111-121 On exact minimax wavelet designs obtained by simulated annealing
by Oyet, Alwell J. & Wiens, Douglas P.
December 2002, Volume 60, Issue 4
- 343-350 Normalizations for periodogram-based unit root tests
by Evans, Barry A. & Dickey, David A.
- 351-357 The connectivity of a graph on uniform points on [0,1]d
by Appel, Martin J. B. & Russo, Ralph P.
- 359-365 An efficient computational method for moments of order statistics under progressive censoring
by Balakrishnan, N. & Childs, A. & Chandrasekar, B.
- 367-375 Limiting behavior of weighted sums with stable distributions
by Pingyan, Chen
- 377-386 The breakdown behavior of the maximum likelihood estimator in the logistic regression model
by Croux, Christophe & Flandre, Cécile & Haesbroeck, Gentiane
- 387-394 Asymptotic properties of a particular nonlinear regression quantile estimation
by Kim, Tae Soo & Kim, Hae Kyung & Hur, Sun
- 395-404 Testing for elliptical symmetry in covariance-matrix-based analyses
by Schott, James R.
- 405-415 Simultaneous confidence bands for ratios of survival functions via empirical likelihood
by McKeague, Ian W. & Zhao, Yichuan
- 417-424 The first exit time and ruin time for a risk process with reserve-dependent income
by Chiu, Sung Nok & Yin, Chuan Cun
- 425-435 The influence function of the Stahel-Donoho estimator of multivariate location and scatter
by Gervini, Daniel
- 437-444 An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss
by Jozani, Mohammad Jafari & Nematollahi, Nader & Shafie, Khalil
- 445-457 A characterization for mixtures of semi-Markov processes
by Epifani, I. & Fortini, S. & Ladelli, L.
- 459-473 Estimation for a class of generalized state-space time series models
by Fukasawa, T. & Basawa, I. V.
- 475-482 On the asymptotic location of high values of a stationary sequence
by Ferreira, H. & Scotto, M.
December 2002, Volume 60, Issue 3
- 241-252 Geometric absolute regularity of Banach space-valued autoregressive processes
by Allam, Abdelazziz & Mourid, Tahar
- 253-263 A note on quasi-maximum likelihood solutions to an inverse problem for Poisson processes
by Szkutnik, Zbigniew
- 265-278 Some comments on the estimation of a dependence index in bivariate extreme value statistics
by Beirlant, J. & Vandewalle, B.
- 279-288 On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control
by Situ, Rong
- 289-295 Establishing geometric drift via the Laplace transform of symmetric measures
by Hansen, Niels Richard & Hansen, Ernst
- 297-307 Optimal asymptotic quadratic errors of density estimators on random fields
by Biau, Gérard
- 309-312 A time-varying Markov chain model of term structure
by Mamon, Rogemar S.
- 313-320 Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test
by Stern, J. M. & Zacks, S.
- 321-327 Khinchin and Marcinkiewicz-Zygmund-type inequalities for quadratic forms of independent random variables
by Krantsberg, Alexander
- 329-341 Statistical inference on comparing two distribution functions with a possible crossing point
by Chen, Guijing & Chen, Jiahua & Chen, Yuming
November 2002, Volume 60, Issue 2
- 129-140 Exact distribution of a pre-test estimator for regression error variance when there are omitted variables
by Ohtani, Kazuhiro
- 141-154 On preservation of some shifted and proportional orders by systems
by Belzunce, Félix & Ruiz, José M. & Ruiz, M. Carmen
- 155-168 A frequency domain approach to some results on fractional Brownian motion
by Dzhaparidze, K. & Ferreira, J. A.
- 169-182 Further results on inquiry and truth possession
by Fallis, Don & Liddell, Gerrard
- 183-190 Combining dependent P-values
by Kost, James T. & McDermott, Michael P.
- 191-199 Another Esséen-type inequality for multivariate probability density functions
by Prakasa Rao, B. L. S.
- 201-209 Some remarks on coupling of dependent random variables
by Peligrad, Magda
- 211-217 Asymptotic properties of bandit processes with geometric responses
by Wang, Xikui
- 219-230 On the asymptotic distribution of a multivariate GR-estimate for a VAR(p) time series
by Terpstra, Jeffrey T. & Rao, M. Bhaskara
- 231-240 A new bivariate binomial distribution
by Biswas, Atanu & Hwang, Jing-Shiang
November 2002, Volume 60, Issue 1
- 1-6 Unimprovable solution to systems of empirical linear algebraic equations
by Serdobolskii, A. V.
- 7-15 Compound estimation of a monotone sequence
by Mashayekhi, Mostafa
- 17-31 Jackknifing type weighted least squares estimators in partially linear regression models
by You, Jinhong & Sun, Xiaoqian & Pang, Wan-kai & Leung, Ping-kei
- 33-47 On the asymptotic behavior of one-step estimates in heteroscedastic regression models
by Bianco, Ana & Boente, Graciela
- 49-58 Influence diagnostics in semiparametric regression models
by Kim, Choongrak & Park, Byeong U. & Kim, Woochul
- 59-68 Exact asymptotic -error of a kernel density estimator under censored data
by Lemdani, Mohamed & Ould-Saïd, Elias
- 69-74 Conditional score tests in the exponential family
by Nicolaou, Anna
- 75-79 Correcting size distortion of the Dickey-Fuller test via recursive mean adjustment
by Cook, Steven
- 81-89 Nonparametric comparison of regression curves by local linear fitting
by Gørgens, Tue
- 91-100 A Poisson model for gapped local alignments
by Metzler, Dirk & Grossmann, Steffen & Wakolbinger, Anton
- 101-109 Remarks on domination of maxima
by Hashorva, Enkelejd
- 111-120 Limiting spectral distribution of a special circulant
by Bose, Arup & Mitra, Joydip
- 121-127 A law of iterated logarithm for the wavelet transforms of i.i.d. random variables
by Cai, Haiyan
October 2002, Volume 59, Issue 4
- 329-340 Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise
by Davydov, Youri & Zitikis, Ricardas
- 341-351 A characterization of the rate of convergence in bivariate extreme value models
by Falk, Michael & Reiss, Rolf Dieter
- 353-360 Limit theorems for boundary function estimators
by Hwang, J. H. & Park, B. U. & Ryu, W.
- 361-365 Stability of option prices under uniform ellipticity
by Gagnon, Gregory
- 367-378 Approximations for moments of deficit at ruin with exponential and subexponential claims
by Cheng, Yebin & Tang, Qihe & Yang, Hailiang
- 379-384 An extension of Seshadri's identities for Brownian motion
by Ghomrasni, Raouf & Graversen, Svend Erik
- 385-396 Optimal orthogonal designs in two blocks for Becker's mixture models in three and four components
by Aggarwal, M. L. & Sarin, V. & Singh, Poonam
- 397-404 On the existence of moments of generalized order statistics
by Cramer, Erhard & Kamps, Udo & Rychlik, Tomasz
- 405-414 The IFR property for consecutive-k-out-of-n:F systems
by Cui, Lirong
- 415-424 Set-indexed processes with independent increments
by Balan, R. M.
- 425-435 A SLLN for a one-dimensional class cover problem
by DeVinney, Jason & Wierman, John C.
October 2002, Volume 59, Issue 3
- 219-225 Empirical simulation extrapolation for measurement error models with replicate measurements
by Devanarayan, Viswanath & Stefanski, Leonard A.
- 227-233 A note on the multivariate local limit theorem
by Bloznelis, M.
- 235-244 Estimation for mixtures of Markov processes
by Park, Jeong-gun & Basawa, I. V.
- 245-255 The rate of occurrence of failures for semi-Markov processes and estimation
by Ouhbi, Brahim & Limnios, Nikolaos
- 257-270 Consistency of error density and distribution function estimators in nonparametric regression
by Cheng, Fuxia
- 271-279 Second-order asymptotic expansion for the risk in classification of curved exponential populations
by Ducinskas, Kestutis & Saltyte, Jurate
- 281-292 Assessing the quality of bootstrap samples and of the bootstrap estimates obtained with finite resampling
by Yatracos, Yannis
- 293-305 Random function prediction and Stein's identity
by Nicoleris, Theodoros & Sagris, Anthony
- 307-315 Improved confidence estimators for the usual one-sided confidence intervals for the ratio of two normal variances
by Wang, Hsiuying
- 317-328 Interior singularity problem of some nonlinear elliptic equations
by Ren, Yan-Xia & Suo, Xiu-Yun & Yu, Xiang-Dong
September 2002, Volume 59, Issue 2
- 113-123 On cross-validation in kernel and partitioning regression estimation
by Walk, Harro
- 125-133 A unified approach in addition or deletion of two level factorial designs
by Evangelaras, H. & Koukouvinos, C. & Mantas, P.
- 135-144 Data analysis in supersaturated designs
by Li, Runze & Lin, Dennis K. J.
- 145-157 On spectral and random measures associated to discrete and continuous-time processes
by Boudou, Alain & Romain, Yves
- 159-167 Fisher information matrix for the Feller-Pareto distribution
by Brazauskas, Vytaras
- 169-181 The scaled [alpha]-Winsorized estimate of exponential scale for censored data: an analysis based on two influence functions
by Tableman, Mara & Gitelman, Alix I.
- 183-194 Almost-sure uniform error bounds of general smooth estimators of quantile density functions
by Cheng, Cheng
- 195-207 Multiple square tray distributions
by Kotz, Samuel & Fang, Hong-Bin & Wei, Gang
- 209-217 Invariance principles with logarithmic averaging for continuous local martingales
by Chaabane, Faouzi
August 2002, Volume 59, Issue 1
- 1-7 Extended generalized Hypergeometric probability distributions
by Kumar, C. Satheesh
- 9-16 Bent-cable asymptotics when the bend is missing
by Chiu, Grace & Lockhart, Richard & Routledge, Richard
- 17-22 Satisfactory orthogonal array and its checking method
by Shanqi, Pang & Sanyang, Liu & Yingshan, Zhang
- 23-28 Large deviations for kernel-type empirical distributions
by Shikimi, Takuhisa
- 29-35 Solution to Dalal and Mallows conjecture on monotone property of the joint distribution of order statistics
by Bai, Z. D. & Kwong, K. S.
- 37-52 Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes
by Castro, Glaysar & Girardin, Valerie
- 53-59 On certain self-decomposable self-similar processes with independent increments
by Akita, Koji & Maejima, Makoto
- 61-66 A new proof of strong consistency of kernel estimation of density function and mode under random censorship
by Gannoun, Ali & Saracco, Jérôme
- 67-74 The distribution of increasing 2-sequences in random permutations of arbitrary multi-sets
by Johnson, Brad C.
- 75-81 Empirical central limit theorems for exchangeable random variables
by Jiang, Xinxin & Hahn, Marjorie G.
- 83-91 On efficient estimation of linear functionals of a bivariate distribution with known marginals
by Peng, Hanxiang & Schick, Anton
- 93-98 A method of construction of a class of universally optimal structurally incomplete row-column designs
by Uddin, Nizam
- 99-111 Estimation of a convex ROC curve
by Lloyd, Chris J.
July 2002, Volume 58, Issue 4
- 327-333 On the minimax estimator of a bounded normal mean
by Marchand, Éric & Perron, François
- 335-342 Frailty models that yield proportional hazards
by Aalen, Odd O. & Hjort, Nils Lid
- 343-353 Distribution-free consistency of kernel non-parametric M-estimators
by Kozek, Andrzej S. & Pawlak, Miroslaw
- 355-362 Prediction and confidence intervals for nonlinear measurement error models without identifiability information
by Huwang, Longcheen & Gene Hwang, J. T.
- 363-368 Gaussian tail for empirical distributions of MST on random graphs
by Lee, Sungchul & Su, Zhonggen
- 369-379 Model-robust designs in multiresponse situations
by Yue, Rong-Xian
- 381-388 Variability ordering of heavy-tailed distributions with applications to order statistics
by Kleiber, Christian
- 389-397 A functional-algebraic determination of D-optimal designs for trigonometric regression models on a partial circle
by Dette, Holger & Melas, Viatcheslav B. & Biedermann, Stefanie
- 399-411 A note on the properties of some time varying bilinear models
by Bibi, Abdelouahab & Oyet, Alwell J.
- 413-426 Almost sure versions of distributional limit theorems for certain order statistics
by Stadtmüller, U.
- 427-433 A simple adjustment for measurement errors in some limited dependent variable models
by Wang, Liqun
July 2002, Volume 58, Issue 3
- 221-232 Survival estimation and testing via multiple imputation
by Taylor, Jeremy M. G. & Murray, Susan & Hsu, Chiu-Hsieh
- 233-243 Asymptotic distributions for testing dimensionality in q-based pHd
by Cook, R. Dennis & Yin, Xiangrong
- 245-251 A spatial filtering specification for the auto-Poisson model
by Griffith, Daniel A.
- 253-264 Perturbation of functional tensors with applications to covariance operators
by Romain, Yves
- 265-282 Estimation of frequencies in presence of heavy tail errors
by Nandi, Swagata & Iyer, Srikanth K. & Kundu, Debasis
- 283-286 A note on the Borel-Cantelli lemma
by Petrov, Valentin V.
- 287-296 Approximations for a conditional two-dimensional scan statistic
by Chen, Jie & Glaz, Joseph
- 297-307 Rates of uniform convergence of empirical means with mixing processes
by Karandikar, Rajeeva L. & Vidyasagar, M.
- 309-317 Regression analysis for a semiparametric model with panel data
by Sun, Liuquan & Zhou, Xian
- 319-325 Blockwise empirical Cressie-Read test statistics for [alpha]-mixing processes
by Bravo, Francesco
June 2002, Volume 58, Issue 2
- 111-121 Definition and probabilistic properties of skew-distributions
by Arellano-Valle, R. B. & del Pino, G. & San Martín, E.
- 123-130 Tests of homogeneity for spatial populations
by Cerioli, Andrea
- 131-145 Some conditional crossing results of Brownian motion over a piecewise-linear boundary
by Abundo, Mario
- 147-155 Maximum quasilikelihood estimation for a simplified NEAR(1) model
by Perera, Subashan
- 157-165 Chebyshev systems and estimation theory for discrete distributions
by Braverman, Mark & Lumelskii, Yan
- 167-174 Asymptotic expansions of densities of sums of random vectors without third moment
by Peng, Liang
- 175-184 Best upper quantile evaluations for NWU distributions
by Rychlik, Tomasz
- 185-194 On the rate of complete convergence for weighted sums of arrays of Banach space valued random elements with application to moving average processes
by Ahmed, S. Ejaz & Antonini, Rita Giuliano & Volodin, Andrei
- 195-203 Almost sure limit theorems for the maximum of stationary Gaussian sequences
by Csáki, Endre & Gonchigdanzan, Khurelbaatar
- 205-219 Multivariate probability density estimation for associated processes: strong consistency and rates
by Masry, Elias
May 2002, Volume 58, Issue 1
- 1-11 An algorithm for the estimation of minimal cut and path sets from field failure data
by Dharmadhikari, Avinash & Kulathinal, S. B. & Mandrekar, Vidyadhar
- 13-22 Thin and thick points for branching measure on a Galton-Watson tree
by Mörters, Peter & Shieh, Narn-Rueih
- 23-30 Bayesian nonparametric point estimation under a conjugate prior
by Li, Xuefeng & Zhao, Linda H.
- 31-39 The modified bootstrap error process for Kaplan-Meier quantiles
by Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël
- 41-51 Self-normalized lag increments of partial sums
by Wang, Wensheng
- 53-59 On characterization of two-sample U-statistics
by Schechtman, E. & Schechtman, G.
- 61-69 Likelihood-based quadratic analyses for diallel cross and other experiments involving data collected on ordered pairs of sampling units
by Li, Heng
- 71-81 A saddlepoint approximation for testing exponentiality against some increasing failure rate alternatives
by Gatto, Riccardo & Jammalamadaka, S. Rao
- 83-91 On the convergence of Markov binomial to Poisson distribution
by Cekanavicius, V.
- 93-96 On fractional uniform order statistics
by Jones, M. C.
- 97-109 Analytical results for a Bayesian bivariate cokriging model
by Mira, José & Sánchez, María Jesús
May 2002, Volume 57, Issue 4
- 301-306 Model selection under order restriction
by Zhao, Lincheng & Peng, Limin
- 307-313 On stable convergence in the central limit theorem
by Cheng, Tsung-Lin & Chow, Yuan-Shih
- 315-326 Large and moderate deviations of empirical processes with nonstandard rates
by Arcones, Miguel A.
- 327-335 On tests of independence for spherical data-invariance and centering
by Johnson, Richard A. & Shieh, Grace S.
- 337-341 M-Estimation for dependent random variables
by Furrer, Reinhard
- 343-351 D-optimal designs for polynomial regression models through origin
by Fang, Zhide
- 353-361 Corrected modified profile likelihood heteroskedasticity tests
by Ferrari, Silvia L. P. & Cribari-Neto, Francisco
- 363-373 Sums of dependent Bernoulli random variables and disease clustering
by Yu, Chang & Zelterman, Daniel
- 375-385 Supermodular dependence ordering on a class of multivariate copulas
by Wei, Gang & Hu, Taizhong
- 387-391 The TP2 ordering of Kimeldorf and Sampson has the normal-agreeing property
by Genest, Christian & Verret, François
- 393-401 On bandwidth selection in partial linear regression models under dependence
by Aneiros-Pérez, Germán
- 403-408 Quasi-medians are robust and relatively efficient estimators of a common mean given multivariate normality
by Hutson, Alan D.
April 2002, Volume 57, Issue 3
- 215-220 On moment inequalities of the supremum of empirical processes with applications to kernel estimation
by Ahmad, Ibrahim A.
- 221-224 A note on the characteristic function of the t-distribution
by Dreier, I. & Kotz, S.
- 225-229 Transfer theorems in exponential families
by Kagan, Abram
- 231-241 On convergence rates for quadratic errors in kernel hazard estimation
by Estévez-Pérez, Graciela
- 243-248 Uniqueness of uniform random colorings of regular trees
by Jonasson, Johan
- 249-257 Simulating Bessel random variables
by Devroye, Luc
- 259-268 A note on variable selection in nonparametric regression with dependent data
by González-Manteiga, Wenceslao & Quintela-del-Río, Alejandro & Vieu, Philippe
- 269-280 Estimation of the location parameter of the l1-norm symmetric matrix variate distributions
by Fang, B. Q.
- 281-290 Multivariate non-parametric tests of trend when the data are incomplete
by Alvo, Mayer & Park, Jincheol
- 291-299 On the efficiency of some supplemented ([alpha]1,[alpha]2,...,[alpha]R)-resolvable block designs
by Kachlicka, Danuta & Mejza, Iwona
April 2002, Volume 57, Issue 2
- 113-119 The uniform autoregressive process of the second order (UAR(2))
by Ristic, Miroslav M. & Popovic, Biljana C.
- 121-131 Stepwise procedures for the identification of minimum effective dose with unknown variances
by Tao, Jian & Shi, Ning-Zhong & Guo, Jianhua & Gao, Wei
- 133-137 Application of Whittle's inequality for banach space valued martingales
by Prakasa Rao, B. L. S.
- 139-143 Hájek-Rényi-type inequality for associated sequences
by Prakasa Rao, B. L. S.
- 145-150 Optimality of orthogonally blocked diallels with specific combining abilities
by Chung Choi, Kuey & Chatterjee, Kashinath & Das, Ashish & Gupta, Sudhir
- 151-155 A note on some new renewal ageing notions
by Bon, Jean-Louis & Illayk, Abbas
- 157-170 Decoupling and domination inequalities with application to Wald's identity for martingales
by de la Peña, Victor H. & Zamfirescu, Ingrid-Mona
- 171-177 A moment inequality for decreasing (increasing) mean residual life distributions with hypothesis testing application
by Abu-Youssef, S. E.
- 179-182 A link between the multivariate cumulative distribution function and the hitting function for random closed sets
by Grunert da Fonseca, V. & Fonseca, C. M.
- 183-191 Some maximal inequalities and complete convergences of negatively associated random sequences
by Huang, Wen-Tao & Xu, Bing
- 193-204 The use of spacings in the estimation of a scale parameter
by Balakrishnan, N. & Papadatos, N.
- 205-214 A new class of score generating functions for regression models
by Choi, Young Hun & Öztürk, Ömer
March 2002, Volume 57, Issue 1
- 1-8 Remarks on compound Poisson approximation of Gaussian random sequences
by Hashorva, Enkelejd & Hüsler, Jürg
- 9-15 Central limit theorem for U-statistics of associated random variables
by Dewan, Isha & Prakasa Rao, B. L. S.
- 17-22 Donkey walk and Dirichlet distributions
by Letac, Gérard
- 23-31 Mixtures of exponential distributions and stochastic orders
by Bartoszewicz, Jaroslaw
- 33-41 Upper stop-loss bounds for sums of possibly dependent risks with given means and variances
by Genest, Christian & Marceau, Étienne & Mesfioui, Mhamed
- 43-52 An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution
by Karlis, Dimitris
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