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Series handle: RePEc:eee:stapro
ISSN: 0167-7152
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Content
May 2002, Volume 57, Issue 4
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
- 53-63 Some connections between Bayesian and non-Bayesian methods for regression model selection
by Liang, Faming
- 65-77 Coefficient constancy test in AR-ARCH models
by Ha, Jeongcheol & Lee, Sangyeol
- 79-89 Breakdown points of Cauchy regression-scale estimators
by Mizera, Ivan & Müller, Christine H.
- 91-100 Minimax variance estimation of a correlation coefficient for [var epsilon]-contaminated bivariate normal distributions
by Shevlyakov, Georgy L. & Vilchevski, Nikita O.
- 101-109 On the asymptotic behaviour of unit-root tests in the presence of a Markov trend
by Psaradakis, Zacharias
February 2002, Volume 56, Issue 4
- 345-353 A random power record model
by Hofmann, Glenn & Nagaraja, H. N.
- 355-360 Variations of Fréchet measures of p-stable motions
by Blei, R. C. & Towghi, Nasser
- 361-367 Estimating monotone functions
by Low, Mark G. & Kang, Yung-Gyung
- 369-380 On the average run lengths of quality control schemes using a Markov chain approach
by Fu, James C. & Spiring, Fred A. & Xie, Hansheng
- 381-393 Estimation of the maximum and minimum in a model for bounded, dependent data
by Martinsek, Adam T.
- 395-398 Unimodality of the distribution of record statistics
by Basak, Prasanta & Basak, Indrani
- 399-404 A local limit theorem for random walk maxima with heavy tails
by Asmussen, Søren & Kalashnikov, Vladimir & Konstantinides, Dimitrios & Klüppelberg, Claudia & Tsitsiashvili, Gurami
- 405-417 On explicit occupation time distributions for Brownian processes
by Hooghiemstra, Gerard
- 419-423 Characterization of the monotone case for a best choice problem with a random number of objects
by Porosinski, Zdzislaw
- 425-430 The BLUPs are not "best" when it comes to bootstrapping
by Morris, Jeffrey S.
- 431-437 Nonparametric tests for random effects in the balanced incomplete block design
by Nugroho, Sigit & Govindarajulu, Z.
- 439-446 On global consistency of a bivariate survival estimator under univariate censoring
by Kosorok, Michael R.
February 2002, Volume 56, Issue 3
- 227-238 Estimation of equifrequency histograms
by Burman, Prabir
- 239-250 A unified treatment of direct and indirect estimation of a probability density and its derivatives
by Abdous, Belkacem & Germain, Stéphane & Ghazzali, Nadia
- 251-259 Strong laws for Euclidean graphs with general edge weights
by Jiménez, Raúl & Yukich, J. E.
- 261-269 Density deconvolution based on wavelets with bounded supports
by Pensky, Marianna
- 271-281 An insight into linear calibration: univariate case
by Liao, Jason J. Z.
- 283-288 A note on a simple Markov bilinear stochastic process
by Cline, Daren B. H. & Pu, Huay-min H.
- 289-300 Robust model selection in regression via weighted likelihood methodology
by Agostinelli, Claudio
- 301-307 Hausdorff dimension of Weierstrass-Mandelbrot process
by Szulga, Jerzy
- 309-319 Symmetric and isomorphic properties of qualitative probability structures on a finite set
by Hadjicostas, Petros
- 321-327 On best choice problems having similar solutions
by Porosinski, Zdzislaw
- 329-343 Estimation of regression functions with a discontinuity in a derivative with local polynomial fits
by Huh, J. & Carrière, K. C.
January 2002, Volume 56, Issue 2
- 113-120 A uniform limit theorem for predictive distributions
by Berti, Patrizia & Rigo, Pietro
- 121-129 Estimation of a parameter vector restricted to a cone
by Ouassou, Idir & Strawderman, William E.
- 131-141 Six multivariate Zipf distributions and their related properties
by Yeh, Hsiaw-Chan
- 143-146 Hoeffding's inequality for uniformly ergodic Markov chains
by Glynn, Peter W. & Ormoneit, Dirk
- 147-154 Profile quasi-likelihood
by Lin, Lu & Zhang, Runchu
- 155-161 On the use of generalized linear models following a sequential design
by Rosenberger, William F. & Hu, Mingxiu
- 163-170 A dependent bivariate t distribution with marginals on different degrees of freedom
by Jones, M. C.
- 171-175 On a Bayesian aspect for soft wavelet shrinkage estimation under an asymmetric Linex loss
by Huang, Su-Yun
- 177-191 A note on estimating the change-point of a gradually changing stochastic process
by Aue, Alexander & Steinebach, Josef
- 193-197 Random walks on trees and the law of iterated logarithm
by Konsowa, Mokhtar H.
- 199-206 A note on various holding probabilities for random lazy random walks on finite groups
by Hildebrand, Martin
- 207-216 Testing against ordered alternatives for multivariate censored survival data
by Dubnicka, Suzanne R.
- 217-225 A more powerful step-up procedure for controlling the false discovery rate under independence
by Kwong, Koon-Shing & Wong, Ee-Hwee
January 2002, Volume 56, Issue 1
- 1-5 Sample size determination for constructing a constant width confidence interval for a binomial success probability
by Liu, W. & Bailey, B. J. R.
- 7-12 Rates of weak convergence for images of measures by families of mappings
by Mas, André
- 13-22 Statistical implications of selectively reported inferential results
by Loperfido, Nicola
- 23-35 On the Bickel-Rosenblatt test for first-order autoregressive models
by Lee, Sangyeol & Na, Seongryong
- 37-43 On the confidence region for the bivariate co-ordinate-wise quantiles of the continuous bivariate distribution functions
by Barakat, H. M.
- 45-50 Exact distribution of positive linear combinations of inverted chi-square random variables with odd degrees of freedom
by Witkovský, Viktor
- 51-56 Mean squared error properties of the kernel-based multi-stage median predictor for time series
by De Gooijer, Jan G. & Gannoun, Ali & Zerom, Dawit
- 57-67 Asymptotic distributions for goodness-of-fit statistics in a sequence of multinomial models
by Györfi, L. & Vajda, I.
- 69-75 A new class of nearly self-financing strategies
by Salopek, D. M.
- 77-82 On the invariant estimation of an exponential scale using doubly censored data
by T. Madi, Mohamed
- 83-91 The symmetry in the martingale inequality
by Lee, Sungchul & Su, Zhonggen
- 93-100 Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient
by Liu, Jicheng & Ren, Jiagang
- 101-112 Law of iterated logarithm and consistent model selection criterion in logistic regression
by Qian, Guoqi & Field, Chris
December 2001, Volume 55, Issue 4
- 339-343 A note on the variance of a lightly trimmed mean when multiple outliers are present in the sample
by Balakrishnan, N. & David, H. A.
- 345-352 Moderate deviations for the maximum likelihood estimator
by Gao, Fuqing
- 353-358 Estimation of conditional L1-median from dependent observations
by Berlinet, Alain & Cadre, Benoît & Gannoun, Ali
- 359-366 Sets of random variables with a given uncorrelation structure
by Ostrovska, Sofiya
- 367-376 The best constant in the Rosenthal inequality for nonnegative random variables
by Ibragimov, R. & Sharakhmetov, Sh.
- 377-384 Tail behavior of the least-squares estimator
by Jurecková, Jana & Koenker, Roger & Portnoy, Stephen
- 385-396 The Glivenko-Cantelli theorem based on data with randomly imputed missing values
by Mojirsheibani, Majid
- 397-401 Integrated squared error estimation of Cauchy parameters
by Besbeas, Panagiotis & Morgan, Byron J. T.
- 403-411 Validity of the Aalen-Johansen estimators of stage occupation probabilities and Nelson-Aalen estimators of integrated transition hazards for non-Markov models
by Datta, Somnath & Satten, Glen A.
- 413-419 Robust inference for generalized linear models with application to logistic regression
by Adimari, Gianfranco & Ventura, Laura
- 421-430 Martingale transforms and Girsanov theorem for long-memory Gaussian processes
by Mishura, Yuliya & Valkeila, Esko
- 431-438 The law of large numbers with exceptional sets
by Berkes, István
- 439-449 A note on kernel assisted estimators in missing covariate regression
by Wang, Suojin & Wang, C. Y.
December 2001, Volume 55, Issue 3
- 227-238 Moment and probability inequalities for sums of bounded additive functionals of regular Markov chains via the Nummelin splitting technique
by Clémençon, S. J. M.
- 239-246 On the distribution of the domination number for random class cover catch digraphs
by Priebe, Carey E. & DeVinney, Jason G. & Marchette, David J.
- 247-255 Extended covariance identities and inequalities
by Privault, Nicolas
- 257-268 Behaviour of Dickey-Fuller F-tests under the trend-break stationary alternative
by Sen, Amit
- 269-280 Second-order biases of maximum likelihood estimates in overdispersed generalized linear models
by Cordeiro, Gauss M. & Botter, Denise A.
- 281-291 Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes
by Guillas, Serge
- 293-299 Asymptotic properties of location estimators based on projection depth
by Kim, Jeankyung & Hwang, Jinsoo
- 301-309 On conditional compactly uniform pth-order integrability of random elements in Banach spaces
by Cabrera, Manuel Ordóñez & Volodin, Andrei I.
- 311-318 Consistency of nonparametric maximum likelihood estimation of a distribution function based on doubly interval-censored failure time data
by Fang, Hong-Bin & Sun, Jianguo
- 319-328 Generalised bootstrap in non-regular M-estimation problems
by Bose, Arup & Chatterjee, Snigdhansu
- 329-338 On the distribution of surplus immediately before ruin under interest force
by Yang, Hailiang & Zhang, Lihong
November 2001, Volume 55, Issue 2
- 113-124 On the number of points near the multivariate maxima
by Hashorva, Enkelejd & Hüsler, Jürg
- 125-135 Efficiency comparison of methods for estimation in longitudinal regression models
by Qu, Roger P. & Shao, Jun & Palta, Mari
- 137-145 Generalized edge frequency polygon for density estimation
by Dong, Jianping & Zheng, Chuang
- 147-158 L2-tests for sparse multinomials
by Liero, Hannelore
- 159-162 Concentration of capital--the product form of the Law of Large Numbers in L1
by Oleszkiewicz, Krzysztof
- 163-171 Two comparison theorems for nonlinear first passage times and their linear counterparts
by Alsmeyer, Gerold
- 173-180 Kernel density estimation: the general case
by Campos, V. S. M. & Dorea, C. C. Y.
- 181-186 An extension of the Erdös-Neveu-Rényi theorem with applications to order statistics
by Kaluszka, M. & Okolewski, A.
- 187-192 A note on the distribution of integrals of geometric Brownian motion
by Bhattacharya, Rabi & Thomann, Enrique & Waymire, Edward
- 193-203 Maximum likelihood estimation of a nonparametric signal in white noise by optimal control
by Milstein, G. N. & Nussbaum, M.
- 205-212 Improved Steffensen type bounds on expectations of record statistics
by Gajek, L. & Okolewski, A.
- 213-220 The mean radius of curvature of an exponential family
by Abdelhamid, Hassairi & Afif, Masmoudi
- 221-226 Species accumulation functions and pure birth processes
by Gorostiza, L. G. & Díaz-Francés, E.
November 2001, Volume 55, Issue 1
- 1-7 Likelihood estimation after nonparametric transformation
by Cheung, Ying-Kuen & Fine, Jason P.
- 9-17 Asymptotic local test for linearity in adaptive control
by Poggi, Jean-Michel & Portier, Bruno
- 19-27 Ordered sample from two-parameter GEM distribution
by Yamato, Hajime & Sibuya, Masaaki & Nomachi, Toshifumi
- 29-38 Perpetuities and asymptotic change-point analysis
by Baron, Michael & Rukhin, Andrew L.
- 39-44 A note on multivariate M-quantiles
by Breckling, Jens & Kokic, Philip & Lübke, Oliver
- 45-52 Convergence and symmetry of infinite products of independent random variables
by Simonelli, Italo
- 53-61 On the efficiency of extended generalized estimating equation approaches
by Sutradhar, Brajendra C. & Kumar, Pranesh
- 63-69 Strong ergodicity of monotone transition functions
by Zhang, Hanjun & Chen, Anyue & Lin, Xiang & Hou, Zhenting
- 71-82 Multivariate negative aging in an exchangeable model of heterogeneity
by Spizzichino, F. & Torrisi, G. L.
- 83-88 Statistical analysis of the inhomogeneous telegrapher's process
by Iacus, Stefano Maria
- 89-97 Some estimates of geometric sums
by Bon, Jean-Louis & Kalashnikov, Vladimir
- 99-105 How many moments can be estimated from a large sample?
by Kagan, Abram & Nagaev, Sergei
- 107-112 Stochastic comparisons of random minima and maxima from life distributions
by Bartoszewicz, Jaroslaw
October 2001, Volume 54, Issue 4
- 341-345 Selecting the best splits for classification trees with categorical variables
by Shih, Yu-Shan
- 347-356 Asymptotics for moving average processes with dependent innovations
by Wang, Qiying & Lin, Yan-Xia & Gulati, Chandra M.
- 357-362 On the exact asymptotic behaviour of the distribution of the supremum in the "critical" case
by Sgibnev, M. S.
- 363-371 Large deviations probabilities for a test of symmetry based on kernel density estimator
by Osmoukhina, Anna V.
- 373-379 Extremal limit laws for a class of bivariate Poisson vectors
by Coles, Stuart & Pauli, Francesco
- 381-387 Quadratic forms of skew-normal random vectors
by Loperfido, Nicola
- 389-395 Identifiability of cure models
by Li, Chin-Shang & Taylor, Jeremy M. G. & Sy, Judy P.
- 397-403 Estimating the marginal survival function in the presence of time dependent covariates
by Satten, Glen A. & Datta, Somnath & Robins, James
- 405-411 Efficiency of finite state space Monte Carlo Markov chains
by Mira, Antonietta
- 413-415 Maximum asymptotic variance of sums of finite Markov chains
by León, Carlos A.
- 417-425 Asymptotic results for FGM random sequences
by Hashorva, Enkelejd
- 427-435 Improved estimators for constrained Markov chain models
by Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang
- 437-447 Bayesian quantile regression
by Yu, Keming & Moyeed, Rana A.
October 2001, Volume 54, Issue 3
- 227-232 On some characterizations of spherical distributions
by Arellano-Valle, Reinaldo B.
- 233-241 Edgeworth expansions in Gaussian autoregression
by Marsh, Patrick
- 243-249 On the asymptotics of discrete order statistics
by Athreya, J. S. & Sethuraman, S.
- 251-259 Euler scheme for solutions of a countable system of stochastic differential equations
by San Martín, Jaime & Torres, Soledad
- 261-268 Modified bootstrap consistency rates for U-quantiles
by Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël
- 269-276 The distribution of the usual provider continuity index under Markov dependence
by Lou, W. Y. Wendy
- 277-282 Distribution functions of copulas: a class of bivariate probability integral transforms
by Nelsen, Roger B. & Quesada-Molina, José Juan & Rodríguez-Lallena, José Antonio & Úbeda-Flores, Manuel
- 283-290 Wherefore similar tests?
by Cohen, Arthur & Sackrowitz, Harold B.
- 291-299 A new construction of random Colombeau distributions
by Çapar, Ulug & Aktuglu, Hüseyin
- 301-315 Bounds for means and variances of progressive type II censored order statistics
by Balakrishnan, N. & Cramer, E. & Kamps, U.
- 317-324 Subordination and self-decomposability
by Sato, Ken-iti
- 325-329 Convergence in probability of the Mallows and GCV wavelet and Fourier regularization methods
by Amato, Umberto & De Canditiis, Daniela
- 331-340 MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression
by Ohtani, Kazuhiro
September 2001, Volume 54, Issue 2
- 115-124 A note on estimating the diameter of a truncated moment class
by Tardella, Luca
- 125-135 A self-adaptive technique for the estimation of the multifractal spectrum
by Broniatowski, Michel & Mignot, Pascal
- 137-145 On the determination of robust settings in parameter design experiments
by Shirley Hou, X. & Wu, C. F. J.
- 147-152 A note on the difficulties associated with the analysis of capture-recapture experiments with heterogeneous capture probabilities
by Huggins, Richard
- 153-159 A note on kernel density estimators with optimal bandwidths
by Hjort, Nils Lid & Walker, Stephen G.
- 161-169 On the quasi-everywhere regularity of the local time of one-dimensional diffusion process in Besov space
by Zhang, Xicheng
- 171-182 Some extremal type elliptical distributions
by Kotz, Samuel & Nadarajah, Saralees
- 183-187 A note on a theorem of Karlin
by Stenflo, Örjan
- 189-192 A characterization for orthogonal arrays of strength two via a regression model
by Chan, Ling-Yau & Fang, Kai-Tai & Mukerjee, Rahul
- 193-203 Moment bounds and central limit theorem for functions of Gaussian vectors
by Soulier, Philippe
- 205-214 Deconvolution with arbitrarily smooth kernels
by Cator, Eric A.
- 215-226 Normal approximation for quasi-associated random fields
by Bulinski, Alexander & Suquet, Charles
August 2001, Volume 54, Issue 1
- 1-3 The F-test of homoscedasticity for correlated normal variables
by Cacoullos, Theophilos
- 5-12 Rank estimating equations for random effects models
by Chen, Chu-chih
- 13-19 Exponential inequalities for two-parameter martingales
by Moret, Sílvia & Nualart, David
- 21-31 Distribution and expectation bounds on order statistics from possibly dependent variates
by Papadatos, Nickos
- 33-40 Cook's distance in local polynomial regression
by Kim, Choongrak & Lee, Yonjoo & Park, Byeong U.
- 41-45 A small sample calibration method for the empirical likelihood ratio
by Tsao, Min
- 47-60 Stochastic fractional-order differential models with fractal boundary conditions
by Ruiz-Medina, M. D. & Anh, V. V. & Angulo, J. M.
- 61-65 Uniqueness, consistency and optimality in spherical regression experiments
by Shin, Hwashin H. & Takahara, Glen K. & Murdoch, Duncan J.
- 67-73 On different topologies for set-indexing collections
by Aletti, Giacomo
- 75-78 Path continuity of the nonlinear filter
by Bhatt, Abhay G. & Karandikar, Rajeeva L.
- 79-92 A family of tests for right spread order
by Belzunce, F. & Pinar, J. F. & Ruiz, J. M.
- 93-99 The p-optimal martingale measure in continuous trading models
by Arai, Takuji
- 101-105 When Lorenz met Lyapunov
by Dall'Aglio, Marco & Scarsini, Marco
- 107-112 A uniform bound on the characteristic function of the exponentially tilted null-distribution of a simple linear rank statistic and its rate of convergence
by Froda, Sorana & van Eeden, Constance
July 2001, Volume 53, Issue 4
- 339-346 The distribution of sizes of ordered level sets
by Dykstra, Richard & Chen, Yeh-Fong
- 347-356 Functional methods for logistic regression on random-effect-coefficients for longitudinal measurements
by Wang, C. Y. & Huang, Yijian
- 357-362 Posterior variance for quadratic natural exponential families
by Pommeret, Denys
- 363-372 Stochastic comparisons of mixtures of convexly ordered distributions with applications in reliability theory
by Belzunce, Félix & Shaked, Moshe
- 373-379 Resampling non-homogeneous spatial data with smoothly varying mean values
by Sjöstedt-de Luna, Sara
- 381-390 A method for fitting stable autoregressive models using the autocovariation function
by Gallagher, Colin M.
- 391-399 On the multivariate probability integral transformation
by Genest, Christian & Rivest, Louis-Paul
- 401-407 A weak notion of equivalence in Bayesian statistical theory
by Nogales, Agustín G. & Oyola, José A. & Pérez, Paloma
- 409-413 On the normal uniform local domain of attraction for intermediate order statistics
by Segers, Johan
- 415-419 On dependence structures preserving optimality
by Markiewicz, Augustyn
- 421-428 On a piece-wise deterministic Markov process model
by Borovkov, K. & Novikov, A.
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