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
October 1999, Volume 44, Issue 4
- 327-335 Concentration order on a metric space, with some statistical applications
by Cheng, Cheng & Tong, Y. L.
- 337-341 Total time on test function principal components
by Kaigh, W. D.
- 343-350 Robustness properties of dispersion estimators
by Genton, Marc G. & Ma, Yanyuan
- 351-357 Asymptotic optimality of full cross-validation for selecting linear regression models
by Droge, Bernd
- 359-363 A goodness-of-fit test for normality based on the sample entropy of order statistics
by Park, Sangun
- 365-373 Corrected score tests for exponential censored data
by Cordeiro, Gauss M. & Colosimo, Enrico A.
- 375-382 On Wald's equation for U-statistical sums
by Borovskikh, Yuri V. & Weber, Neville C.
- 383-386 Spurious correlation between ratios with a common divisor
by Kim, Ji-Hyun
- 387-397 New tests for unit roots in autoregressive processes with possibly infinite variance errors
by Shin, Dong Wan & So, Beong Soo
- 399-404 On fixed-length confidence intervals for a bounded normal mean
by Drees, Holger
- 405-408 E-optimal designs for the Michaelis-Menten model
by Dette, Holger & Wong, Weng Kee
- 409-416 Functional approach to the asymptotic normality of the non-linear least squares estimator
by Malyutov, Mikhail B. & Protassov, Rostislav S.
September 1999, Volume 44, Issue 3
- 211-219 A note on LDP for supremum of Gaussian processes over infinite horizon
by Debicki, Krzysztof
- 221-228 Kernel estimators of the ROC curve are better than empirical
by Lloyd, Chris J. & Yong, Zhou
- 229-240 Correcting bias due to misclassification in the estimation of logistic regression models
by Cheng, K. F. & Hsueh, H. M.
- 241-249 Monotone empirical Bayes tests for a discrete normal distribution
by Liang, TaChen
- 251-258 Extremes of Gaussian processes, on results of Piterbarg and Seleznjev
by Hüsler, J.
- 259-265 Goodness of fit for the Poisson distribution
by Best, D. J. & Rayner, J. C. W.
- 267-280 On the variance of quadrature over scrambled nets and sequences
by Yue, Rong-Xian & Mao, Shi-Song
- 281-290 A converse Gaussian Poincaré-type inequality for convex functions
by Bobkov, S. G. & Houdré, C.
- 291-298 Optimal choice of observation window for Poisson observations
by Kutoyants, Yury A. & Spokoiny, Vladimir
- 299-308 On the Hilbert kernel density estimate
by Devroye, Luc & Krzyzak, Adam
- 309-318 On improving standard estimators via linear empirical Bayes methods
by Samaniego, Francisco J. & Vestrup, Eric
August 1999, Volume 44, Issue 2
- 109-122 Wavelet methods to estimate an integrated quadratic functional: Adaptivity and asymptotic law
by Gayraud, Ghislaine & Tribouley, Karine
- 123-130 On the variance of the number of extreme points of a random convex hull
by Massé, Bruno
- 131-136 Exact D-optimal designs for polynomial regression without intercept
by Chang, Fu-Chuen
- 137-146 Asymptotic uniform linearity of some robust statistics under exponentially subordinated strongly dependent models
by Chen, Shijie & Mukherjee, Kanchan
- 147-154 On smoothness measurement for weakly stationary processes
by Navarro, H.
- 155-160 Consecutive k out of n: F systems with Cycle k
by Boland, Philip J. & Papastavridis, Stavros
- 161-166 Stochastic orderings between distributions and their sample spacings - II
by Khaledi, Baha-Eldin & Kochar, Subhash
- 167-176 Approximations for discrete scan statistics on the circle
by Chen, Jie & Glaz, Joseph
- 177-180 Inference from a sequential design: proof of a conjecture by Ford and Silvey
by Rosenberger, William F. & Hughes-Oliver, Jacqueline M.
- 181-187 A note on the complex roots of complex random polynomials
by Ramponi, A.
- 189-194 Comparisons with the best in response surface methodology
by Moore, Linda J. & Sa, Ping
- 195-200 Maximal inequalities for averages of i.i.d. and 2-exchangeable random variables
by Etemadi, N.
- 201-207 An optimal property of the exact multinomial test and the extended Fisher's exact test
by Kang, Seung-ho
- 209-209 The bootstrap of the mean for strong mixing sequences under minimal conditions : [Statist. Probab. Lett. 28 (1996) 65-72]
by Radulovic, Dragan
- 210-210 The Hájek-Rényi inequality for the NA random variables and its application : [Statist. Probab. Lett. 43 (1999) 99-105]
by Liu, Jingjun & Gan, Shixin & Chen, Pingyan
August 1999, Volume 44, Issue 1
- 1-6 The comparison theorem of FBSDE
by Wu, Zhen
- 7-17 Approximating the powers of order-restricted log rank tests at local alternatives
by Singh, Bahadur & Wright, F. T.
- 19-22 On the strong convergence of a weighted sum
by Wu, Wei Biao
- 23-27 A Poisson approximation with applications to the number of maxima in a discrete sample
by Olofsson, Peter
- 29-45 On nonparametric estimation in nonlinear AR(1)-models
by Hoffmann, Marc
- 47-54 On some maximal inequalities for fractional Brownian motions
by Novikov, Alexander & Valkeila, Esko
- 55-62 An inequality for uniform deviations of sample averages from their means
by Bartlett, Peter & Lugosi, Gábor
- 63-72 Global robustness of location and dispersion estimates
by Berrendero, José R. & Zamar, Ruben H.
- 73-78 Goodness-of-fit statistics, discrepancies and robust designs
by Hickernell, Fred J.
- 79-86 A small-sample correction for the Schwarz SIC model selection criterion
by McQuarrie, Allan D.
- 87-95 The gambler's ruin problem with n players and asymmetric play
by Rocha, Amy L. & Stern, Frederick
- 97-106 On the asymptotic variance of the continuous-time kernel density estimator
by Sköld, Martin & Hössjer, Ola
- 107-108 Fractional Brownian motion via fractional Laplacian
by Bojdecki, Tomasz & Gorostiza, Luis G.
July 1999, Volume 43, Issue 4
- 325-333 On min-max majority and deepest points
by Nolan, D.
- 335-341 Maximum likelihood estimation for the Erlang integer parameter
by Miller, Gregory K.
- 343-347 Characterization of spatial Poisson along optional increasing paths: A problem of dimension's reduction
by Aletti, G. & Capasso, V.
- 349-359 Some robust estimates of principal components
by Marden, John I.
- 361-367 Limit theorems and random spacings related to cutting of DNAs by radiation
by Saisho, Yasumasa
- 369-375 On minimax rates of convergence in image models under sequential design
by Korostelev, Alexander
- 377-384 Reference priors for the general location-scale modelm
by Fernández, Carmen & Steel, Mark F. J.
- 385-392 On estimation of the spectral measure of certain nonnormal operator stable laws
by Scheffler, Hans-Peter
- 393-397 Reducing non-stationary stochastic processes to stationarity by a time deformation
by Perrin, Olivier & Senoussi, Rachid
- 399-409 Estimation of the coefficient of tail dependence in bivariate extremes
by Peng, L.
- 411-414 The joint covariance structure of ordered symmetrically dependent observations and their concomitants of order statistics
by Lee, Hak-Myung & Viana, Marlos
- 415-420 A note on the wavelet oracle
by Hall, Peter & Kerkyacharian, Gérard & Picard, Dominique
- 421-426 Convolution of geometrics and a reliability problem
by Sen, Ananda & Balakrishnan, N.
- 427-431 Bounds for rth order joint cumulant under rth order strong mixing
by Rao, B. L. S. Prakasa
July 1999, Volume 43, Issue 3
- 217-223 On tail probabilities of Kolmogorov-Smirnov statistics based on uniform mixing processes
by Kim, Tae Yoon
- 225-236 Age-smooth properties of mixture models
by Mi, Jie
- 237-242 Reliabilities for (n,f,k) systems
by Chang, Gerard J. & Cui, Lirong & Hwang, Frank K.
- 243-250 Asymptotic normality of nonparametric estimators under [alpha]-mixing condition
by Liebscher, Eckhard
- 251-264 The PDF and CF of Pearson type IV distributions and the ML estimation of the parameters
by Nagahara, Yuichi
- 265-274 Law equivalence of stochastic linear systems
by Goldys, Beniamin & Peszat, Szymon
- 275-287 Rank regression for current-status data: asymptotic normality
by Abrevaya, Jason
- 289-297 Projection indices and multimodality for mixtures of normal distributions
by Eslava, G. & Marriott, F. H. C.
- 299-308 A functional large deviations principle for quadratic forms of Gaussian stationary processes
by Gamboa, F. & Rouault, A. & Zani, M.
- 309-316 Rates of convergence for the pre-asymptotic substitution bandwidth selector
by Fan, Jianqing & Huang, Li-Shan
- 317-319 Tail hypotheses in the signal plus noise model
by Kagan, Abram & Shepp, Lawrence A.
- 321-324 Dispersive ordering of convolutions of exponential random variables
by Kochar, Subhash & Ma, Chunsheng
June 1999, Volume 43, Issue 2
- 107-111 Ignatov's theorem and correlated record values
by Peköz, Erol A.
- 113-121 Long- and short-range dependent sequences under exponential subordination
by aw Gajek, Lesl & Mielniczuk, Jan
- 123-130 Applications of a formula for the variance function of a stochastic process
by Fan, Ruzong & Lange, Kenneth & Peña, Edsel
- 131-135 A note on S2 in a linear regression model based on two-stage sampling data
by Song, Seuck Heun
- 137-143 A central limit theorem for self-normalized products of random variables
by Quine, M. P.
- 145-152 A new estimate of the mode based on the quantile density
by Futschik, A.
- 153-158 A note on the number of records near the maximum
by Li, Yun
- 159-168 Density estimation by truncated wavelet expansion
by Kato, Takeshi
- 169-178 Remarks on extremal problems in nonparametric curve estimation
by Leonov, Sergei L.
- 179-188 Multiple stochastic integral expansions of arbitrary Poisson jump times functionals
by Privault, Nicolas
- 189-196 Availability of a system with gamma life and exponential repair time under a perfect repair policy
by Sarkar, Jyotirmoy & Chaudhuri, Gopal
- 197-206 Characterizations and model selections through reliability measures in the discrete case
by Roy, Dilip & Gupta, R. P.
- 207-215 Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations
by Bishwal, J. P. N.
May 1999, Volume 43, Issue 1
- 1-3 Parametric models as thin subsets of the space of distributions
by Gneri, Mario Antonio
- 5-12 A likelihood based robust Bayesian summary
by Sivaganesan, Siva
- 13-23 Least-square estimation for regression on random designs for absolutely regular observations
by Viennet, Gabrielle
- 25-32 Random walks on edge-transitive graphs (II)
by Palacios, José Luis & Renom, José Miguel & Berrizbeitia, Pedro
- 33-39 Expected hitting times for random walks on weak products of graphs
by González-Arévalo, Bárbara & Palacios, José Luis
- 41-48 Remarks on suprema of Lévy processes with light tailes
by Braverman, Michael
- 49-55 Nonparametric estimation of piecewise smooth regression functions
by Kohler, Michael
- 57-64 On the impossibility of estimating densities in the extreme tail
by Beirlant, Jan & Devroye, Luc
- 65-73 Recursive mean adjustment in time-series inferences
by So, Beong Soo & Shin, Dong Wan
- 75-85 Inference for a binary lattice Markov process
by Hwang, S. Y. & Basawa, I. V.
- 87-92 Hidden projection properties of some optimal designs
by Aggarwal, M. L. & Kaul, Renu
- 93-98 Least-squares fitting from the variogram cloud
by Müller, Werner G.
- 99-105 The Hájeck-Rényi inequality for the NA random variables and its application
by Liu, Jingjun & Gan, Shixin & Chen, Pingyan
May 1999, Volume 42, Issue 4
- 327-332 Estimation of quadratic functionals of a density
by Martinez, Harú V. & Olivares, María M.
- 333-343 A large-sample model selection criterion based on Kullback's symmetric divergence
by Cavanaugh, Joseph E.
- 345-352 On stochastic orderings between distributions and their sample spacings
by Kochar, Subhash C.
- 353-360 Parameter estimation under generalized ranked set sampling
by Kim, YongHee & Arnold, Barry C.
- 361-365 Extremal points of infinite clusters in stationary percolation
by Meester, Ronald
- 367-373 The joint distribution of the hitting time and place to a sphere or spherical shell for Brownian motion with drift
by Yin, Chuancun
- 375-392 Threshold variable selection by wavelets in open-loop threshold autoregressive models
by Ip, Wai-Cheung & Wong, Heung & Li, Yuan & Xie, Zhongjie
- 393-400 Some characterizations of the normal distribution
by Bansal, N. & Hamedani, G. G. & Key, Eric S. & Volkmer, Hans & Zhang, Hao & Behboodian, J.
- 401-408 Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables
by Chanda, Kamal C.
- 409-413 Characterizations of Radon spaces
by Jr., D. Leão & Fragoso, M. D. & Ruffino, P. R. C.
- 415-421 Weighted estimation and tracking for Bienaymé Galton Watson processes with adaptive control
by Bercu, B.
- 423-431 Exponential inequality for associated random variables
by Ioannides, D. A. & Roussas, G. G.
April 1999, Volume 42, Issue 3
- 219-227 Sharp entropy bounds for discrete statistical simulation
by Romik, Dan
- 229-237 Construction of systematic row-column designs with treatments unconfounded with the linear row x columns and quadratic row x columns interactions
by Mandeli, John P.
- 239-247 A metric for convergence in distribution
by Majumdar, Suman
- 249-256 The local linearization scheme for nonlinear diffusion models with discontinuous coefficients
by Stramer, O.
- 257-266 Stochastic monotonicity properties of Bayes estimation of the population size for capture-recapture data
by Yoshida, O. & Leite, J. G. & Bolfarine, H.
- 267-274 A comparison of nonparametric shape constrained bioassay estimators
by Meyer, Mary C.
- 275-281 A note on uniform consistency of the product-limit estimator with staggered entry
by Chen, Kani & Ying, Zhiliang
- 283-292 Strong consistency under proportional censorship when covariables are present
by Uña-Álvarez, Jacobo de & González-Manteiga, Wenceslao
- 293-298 Weak law of large numbers for arrays of random variables
by Sung, Soo Hak
- 299-304 Kaplan-Meier representation of competing risk estimates
by Satten, Glen A. & Datta, Somnath
- 305-311 Covariance identities for exponential and related distributions
by Rao, B. L. S. Prakasa
- 313-321 Wavelet estimation for samples with random uniform design
by Cai, T. Tony & Brown, Lawrence D.
- 323-326 Kolmogrov and Erdös test for self-normalized sums
by Wang, Qiying
April 1999, Volume 42, Issue 2
- 107-113 On asymptotic distributions of normal theory MLE in covariance structure analysis under some nonnormal distributions
by Yuan, Ke-Hai & Bentler, Peter M.
- 115-125 On the exact distributions of Eulerian and Simon Newcomb numbers associated with random permutations
by Fu, James C. & Lou, W. Y. Wendy & Wang, Yueh-Jir
- 127-130 Compatibility conditions for a set of conditional Gaussian distributions
by Liu, Chuanhai
- 131-137 On some new properties of the beta distribution
by Krysicki, Wlodzimierz
- 139-144 Rosenthal's inequality for LPQD sequences
by Louhichi, Sana
- 145-156 The Laplace order and ordering of residual lives
by Belzunce, Félix & Ortega, Eva & Ruiz, José M.
- 157-165 Square tray distributions
by Johnson, Norman L. & Kotz, Samuel
- 167-174 A paradox in least-squares estimation of linear regression models
by Bai, Z. D. & Guo, Meihui
- 175-184 Limiting behavior of the ICF test for normality under Gram-Charlier alternatives
by Epps, T. W.
- 185-192 Third-order expansion of mean squared error of medians
by Huang, J. S.
- 193-200 The maximum occupancy number in a simple urn model
by Stadje, Wolfgang
- 201-206 An inverse of Sanov's theorem
by Ganesh, Ayalvadi & O'Connell, Neil
- 207-212 Characterizations of stochastic orders based on ratios of Laplace transforms
by Bartoszewicz, Jaroslaw
March 1999, Volume 42, Issue 1
- 1-6 On equitable ratios of Dubins-Freedman type
by Isaac, Richard
- 7-13 Relation between the covariance and Fisher information matrices
by Kagan, Abram & Landsman, Zinoviy
- 15-25 A polynomial model for bivariate extreme value distributions
by Nadarajah, S.
- 27-31 A minimality property of the minimal martingale measure
by Schweizer, Martin
- 33-37 On the posterior distribution of a location parameter from a strongly unimodal distribution
by Ma, Chunsheng
- 39-46 Goodness-of-fit test for linear models based on local polynomials
by Alcalá, J. T. & Cristóbal, J. A. & González-Manteiga, W.
- 47-51 Trimmed, Bayesian and admissible estimators
by Jurecková, Jana & Klebanov, Lev B.
- 53-60 Goodness-of-fit tests for nonlinear heteroscedastic regression models
by Diebolt, Jean & Zuber, Jacques
- 61-67 Complex-valued Wiener measure: An approach via random walk in the complex plane
by Jumarie, Guy
- 69-79 A comparison of some of pattern identification methods for order determination of mixed ARMA models
by Chan, Wai-Sum
- 81-89 The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis
by Montañés, Antonio & Reyes, Marcelo
- 91-98 Differentiation of the modified approximative Karhunen-Loeve expansion of a stochastic process
by Ruiz-Molina, Juan Carlos & Navarro, Jesús & Valderrama, J. Mariano
- 99-105 Characterization of the Weibull distribution by properties of the Fisher information under type-I censoring
by Gertsbakh, Ilya & Kagan, Abram
February 1999, Volume 41, Issue 4
- 331-336 A data-driven test for dispersive ordering
by Fan, Yanqin
- 337-346 A parabolic stochastic differential equation with fractional Brownian motion input
by Grecksch, W. & Anh, V. V.
- 347-351 A note on Rüger's test for discrete data
by Krummenauer, Frank
- 353-361 Block updating in constrained Markov chain Monte Carlo sampling
by Hum, Merrilee A. & Rue, Håvard & Sheehan, Nuala A.
- 363-377 Diffusion approximations for random walks on nilpotent Lie groups
by Caramellino, Lucia & Climescu-Haulica, Adriana & Pacchiarotti, Barbara
- 379-382 Analysis of goodness-of-fit for Cox regression model
by Jung, Sin-Ho & Wieand, Sam
- 383-388 Large deviation principle in nonparametric estimation of marked point processes
by Florens, Danielle & Pham, Huyên
- 389-395 Linear rank score statistics when ties are present
by Munzel, Ullrich
- 397-400 On the conditional expectation E(X X + W) in the case of independent random variables X, W
by Behrends, Ehrhard
- 401-406 A note on unbiased testing for the equivalence problem -- another christmas tree
by Munk, Axel
- 407-412 Conservativeness of global tests for bivariate binomial and Poisson data
by Krummenauer, Frank
- 413-423 Estimating the index of a stable law via the pot-method
by Marohn, Frank
- 425-433 Empirical likelihood for partial linear models with fixed designs
by Wang, Qi-Hua & Jing, Bing-Yi
- 435-438 A one-sided confidence set hidden under a two-sided sequential test of a normal mean
by Liu, Wei
February 1999, Volume 41, Issue 3
- 215-227 Bounds for robust maximum likelihood and posterior consistency in compound mixture state experiments
by Majumdar, Suman & Gilliland, Dennis & Hannan, James
- 229-236 Regression analysis with censored data: Extensions of Koul-Susarla-Van Ryzin approach
by Zhou, Mai
- 237-246 Density estimation in the presence of noise
by Walter, Gilbert G.
- 247-254 Nonparametric Bayesian predictive distributions for future order statistics
by Johnson, Richard A. & Evans, James W. & Green, David W.
- 255-265 Bayesian analysis of censored data
by Ghosh, J. K. & Ramamoorthi, R. V. & Srikanth, K. R.
- 267-275 Power calculations for detecting interaction in stratified 2x2 tables
by Gardiner, Joseph & Pathak, Dorothy & Indurkhya, Alka
- 277-286 Exact moments of the product limit estimator
by Phadia, Eswar G. & Shao, Peter Yi-Shi
- 287-301 Efficient estimation of a shift in nonparametric regression
by Schick, Anton
- 303-313 The asymptotic distribution of the suprema of the standardized empirical processes under the Koziol-Green model
by Ghorai, J. K. & Schmitter, J.
- 315-324 Estimation of the index parameter for autoregressive data using the estimated innovations
by Allen, Michael R. & Datta, Somnath
- 325-330 Estimation of variance components in dynamic linear models
by Zacks, Shelemyahu & Wang, Xiaodong
January 1999, Volume 41, Issue 2
- 101-105 Too much sampling kills the UMP test
by Kim, Yongdai & Verducci, Joseph S.
- 107-115 A representation formula for the large deviation rate function for the empirical law of a continuous time Markov chain
by Baldi, Paolo & Piccioni, Mauro
- 117-122 On the best approximation for bootstrapped empirical processes
by Horváth, Lajos & Steinebach, Josef
- 123-130 On Berry-Esséen rates for m-dependent U-statistics
by Wang, Qiying
- 131-137 The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution
by Genton, Marc G.
- 139-143 A theorem of stochastic representation related to Monge-Kantorovich problem
by Belili, Nacereddine
- 145-151 Regular stability of large order statistics
by Tomkins, R. J.
- 153-161 On the length of the longest increasing run in d
by Frolov, Andrei N. & Martikainen, Alexander I.
- 163-168 On kernel estimation of a multivariate distribution function
by Jin, Zhezhen & Shao, Yongzhao
- 169-178 On the large increments of fractional Brownian motion
by El-Nouty, Charles
- 179-189 On compound Poisson approximation for sums of random variables
by Vellaisamy, P. & Chaudhuri, B.
- 191-197 On identifiability in models for incomplete binary data
by Glonek, G. F. V.
- 199-208 A note on packing random intervals with varying density
by Rhee, WanSoo T.
January 1999, Volume 41, Issue 1
- 1-7 A parametric independence test for clustered binary data
by Bowman, Dale
- 9-17 Statistical inference for finite Markov chains based on divergences
by Menéndez, M. L. & Morales, D. & Pardo, L. & Zografos, K.
- 19-24 On unbiasedness of the empirical BLUE and BLUP
by Jiang, Jiming
- 25-30 Expected local influence in the normal linear regression model
by Cadigan, N. G. & Farrell, P. J.
- 31-37 On using index cases in the study of late-onset diseases
by Berger, Agnes
- 39-55 Estimating the index of a stable distribution
by de Haan, L. & Pereira, T. Themido
Printed from https://ideas.repec.org/s/eee/stapro35.html
