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Series handle: RePEc:eee:stapro
ISSN: 0167-7152
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Content
February 1999, Volume 41, Issue 4
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
- 57-63 A modified logrank test for censored survival data under order restrictions
by Liu, P. Y. & Wei Yann Tsai
- 65-71 MSE performance of a heterogeneous pre-test estimator
by Ohtani, Kazuhiro
- 73-81 The efficiency of ordinary least squares in designed experiments subject to spatial or temporal variation
by Butler, Neil A.
- 83-86 Exponential tightness can fail in the strong topology
by Eichelsbacher, Peter & Grunwald, Malte
- 87-95 Testing for trends in correlated data
by Sun, Hongguang & Pantula, Sastry G.
- 97-99 Equivalent mixing conditions for Markov chains
by Bradley, Richard C.
November 1998, Volume 40, Issue 4
- 307-319 Another look at the jackknife: further examples of generalized bootstrap
by Chatterjee, Snigdhansu
- 321-327 "Drawings since hit tables in lotteries" and a new multivariate geometric distribution
by Henze, Norbert
- 329-331 On an explicit formula for the distribution of the supremum
by Sgibnev, M. S.
- 333-341 On visual distances in density estimation: the Hausdorff choice
by Cuevas, Antonio & Fraiman, Ricardo
- 343-351 On the convergence of generalized moments in almost sure central limit theorem
by Ibragimov, Ildar & Lifshits, Mikhail
- 353-361 Problems arising from jackknifing the estimate of a Kaplan-Meier integral
by Shen, Pao-Sheng
- 363-370 First inverse moment of a generalized quadratic form
by Lindoff, B.
- 371-377 Law of the iterated logarithm for Lévy's area process composed with Brownian motion
by Neuenschwander, Daniel
- 379-384 A note on the stationarity of a threshold first-order bilinear process
by Cappuccio, Nunzio & Ferrante, Marco & Fonseca, Giovanni
- 385-393 Change-point in the mean of dependent observations
by Kokoszka, Piotr & Leipus, Remigijus
- 395-401 Limit laws for the number of near maxima via the Poisson approximation
by Pakes, Anthony G. & Li, Yun
- 403-410 On the limiting behavior of randomly weighted partial sums
by Rosalsky, Andrew & Sreehari, M.
October 1998, Volume 40, Issue 3
- 203-214 Formulae and recursions for the joint distributions of success runs of several lengths in a two-state Markov chain
by Han, Qing & Aki, Sigeo
- 215-226 A test for singularity
by Frigyesi, Attila & Hössjer, Ola
- 227-236 Relative-error prediction
by Park, Heungsun & Stefanski, L. A.
- 237-245 Last passage time for the empirical mean of some mixing processes
by Barbe, P. & Doisy, M. & Garel, B.
- 247-257 Predictive inference for directional data
by Rao Jammalamadaka, S. & SenGupta, Ashis
- 259-266 Characterizations of the -class of life distributions
by Gwo Dong, Lin
- 267-278 Parametric nonstationary correlation models
by Hughes-Oliver, Jacqueline M. & Gonzalez-Farias, Graciela & Lu, Jye-Chyi & Chen, Di
- 279-287 Weak nondifferential measurement error models
by Bolfarine, Heleno & Arellano-Valle, Reinaldo B.
- 289-292 MLE are stochastically increasing if likelihoods are unimodal
by Gan, Gaoxiong
- 293-303 U-statistics on a lattice of I.I.D. random variables
by Christofides, Tasos C. & Serfling, Robert
September 1998, Volume 40, Issue 2
- 103-111 Large deviations for stable Itô equations
by Tudor, C.
- 113-119 Comparing two tests used for diagnostic or screening purposes
by Geisser, Seymour
- 121-126 An integral characterization problem in an age-dependent cancer model
by Lee, Chinsan
- 127-131 Equivalence of two conditions on singular components
by Sgibnev, M. S.
- 133-137 A note on the existence of maximum likelihood estimates for Gaussian-inverted Wishart models
by Le, N. & Sun, L. & Zidek, J. V.
- 139-148 Verifying irreducibility and continuity of a nonlinear time series
by Cline, Daren B. H. & Pu, Huay-min H.
- 149-153 Some properties of inferences in misspecified linear models
by Severini, Thomas A.
- 155-164 Characterizations of some subclasses of spherical distributions
by Liang, Jia-Juan & Bentler, Peter M.
- 165-170 Conditional coverage probability of confidence intervals in errors-in-variables and related models
by Tsao, Chen-Hai Andy
- 171-177 Asymptotics of a class of pth-order nonlinear autoregressive processes
by Lee, Chanho
- 179-183 On the symmetric bilateral AR processes
by Choi, ByoungSeon
- 185-188 Some projective properties of fractional factorial designs
by Chen, Hegang
- 189-201 Estimation and test of linearity for a class of additive nonlinear models
by Chèze-Payaud, Nathalie & Poggi, Jean-Michel & Portier, Bruno
September 1998, Volume 40, Issue 1
- 1-8 Convergence of conditional expectations given the random variables of a Skorohod representation
by Arcudi, Ornella
- 9-13 Markov death process modelling and analysis of binary data
by Faddy, M. J.
- 15-22 A Bayesian analysis of generalized threshold autoregressive models
by Chen, Cathy W. S.
- 23-29 Characterizations of the dispersive order of distributions by the Laplace transform
by Bartoszewicz, Jaroslaw
- 31-41 Sequential confidence bands for densities under truncated and censored data
by Sun, Liuquan & Zhou, Yong
- 43-55 Estimation of linear functionals of Poisson processes
by Kutoyants, Yu. A. & Liese, F.
- 57-66 B-spline estimation of regression functions with errors in variable
by Koo, Ja-Yong & Lee, Kee-Won
- 67-73 The influence of initial conditions on maximum likelihood estimation of the parameters of a binary hidden Markov model
by Dunmur, A. P. & Titterington, D. M.
- 75-81 The law of the large numbers for U-statistics for 2m-wise independent random variables
by Arcones, Miguel A.
- 83-91 A note on Rosenblatt distributions
by Albin, J. M. P.
- 93-102 Stochastic comparisons and couplings for interacting particle systems
by Javier López, F. & Sanz, Gerardo
August 1998, Volume 39, Issue 4
- 289-304 Trajectories of exchangeable sequences: Large and moderate deviations results
by Daras, Tryfon
- 305-315 Distributional convergence under proportional censorship when covariables are present
by de Uña-Álvarez, Jacobo & González-Manteiga, Wenceslao
- 317-326 Optimality of a class of efficiency-balanced designs
by Das, Ashish
- 327-331 Representation of multivariate discrete distributions by probability generating functions
by Krummenauer, Frank
- 333-336 A poisson limit law for a generalized birthday problem
by Henze, Norbert
- 337-345 Identifying the multifractional function of a Gaussian process
by Benassi, Albert & Cohen, Serge & Istas, Jacques
- 347-354 Approximation of the Hill estimator process
by Kaufmann, E. & Reiss, R. -D.
- 355-361 Symmetrization and decoupling of combinatorial random elements
by Duembgen, Lutz
- 363-370 Weak convergence in Lp(0,1) of the uniform empirical process under dependence
by Oliveira, P. E. & Suquet, Ch.
- 371-377 Geometric convergence of the Metropolis-Hastings simulation algorithm
by Holden, Lars
- 379-384 Statistical estimation by a linear combination of two given statistics
by Gro[beta], Jürgen
August 1998, Volume 39, Issue 3
- 185-193 The maximal dominated subsets of a statistical experiment
by Macci, Claudio
- 195-203 Ordering properties of the TTT-plot of lifetimes with Schur joint densities
by Nappo, G. & Spizzichino, F.
- 205-212 Generalized poisson models arising from Markov processes
by Bosch, Ronald J. & Ryan, Louise M.
- 213-227 On the class of g-monotone dependence functions
by Krajka, A.
- 229-236 Bootstrapping statistical functionals
by Jiménez Gamero, M. D. & Muñoz García, J. & Muñoz Reyes, A.
- 237-244 Asymptotic efficiency of a proportional hazards model with cure
by Tsodikov, Alexander
- 245-254 On mode testing and empirical approximations to distributions
by Cheng, Ming-Yen & Hall, Peter
- 255-262 A Berry-Esséen-type theorem of quantile density estimators
by Cheng, Cheng
- 263-270 Strong law of large numbers for U-statistics of varying order
by Rempala, Grzegorz
- 271-281 A logical foundation for the minimal sufficient cause model
by Aickin, Mikel
- 283-288 An optional stopping theorem for nonadapted martingales
by Ethier, S. N.
August 1998, Volume 39, Issue 2
- 81-87 Comparisons of spatially correlated binary data
by Sim, Songyong & Johnson, Richard A.
- 89-95 A Baum-Katz theorem for random variables under exponential moment conditions
by Lanzinger, Hartmut
- 97-100 Simple proofs of two results on convolutions of unimodal distributions
by Purkayastha, Sumitra
- 101-107 Poisson approximations for sequences of random variables
by Cekanavicius, V.
- 109-117 Further results based on Chernoff-type inequalities
by Mohtashami Borzadaran, G. R. & Shanbhag, D. N.
- 119-122 Simple tests for the validity of correlation function models on the circle
by Gneiting, Tilmann
- 123-131 Preservation of some partial orderings under the formation of coherent systems
by Nanda, Asok K. & Jain, Kanchan & Singh, Harshinder
- 133-141 On the joint distribution of runs in a sequence of multi-state trials
by Doi, Masayuki & Yamamoto, Eiji
- 143-149 On nonparametric estimation of mean functionals
by Galindo, Christian D.
- 151-160 Simple kernel estimators for certain nonparametric deconvolution problems
by van Es, A. J. & Kok, A. R.
- 161-165 On a property of the expected value of a determinant
by Pronzato, L.
- 167-172 On the class of t-designs
by Srivastav, Sudesh K.
- 173-177 A note on generalization of distinct representatives
by Chai, Feng-Shun
- 179-184 Convergence in the Hausdorff metric of estimators of irregular densities, using Fourier-Cesàro approximation
by van Rooij, Arnoud C. M. & Ruymgaart, Frits H.
July 1998, Volume 39, Issue 1
- 1-10 The weighted average information criterion for order selection in time series and regression models
by Wu, Tiee-Jian & Sepulveda, Alfred
- 11-15 Records from a multivariate normal sample
by Gnedin, Alexander V.
- 17-24 A weighted Kendall's tau statistic
by Shieh, Grace S.
- 25-34 A central limit theorem for certain nonlinear statistics in repeated sampling of a finite population
by Hawkins, D. L. & Han, Chien-Pai
- 35-42 A lifetime distribution with decreasing failure rate
by Adamidis, K. & Loukas, S.
- 43-47 Simulations on the Theil-Sen regression estimator with right-censored data
by Wilcox, Rand R.
- 49-54 A note on relationships between moments, central moments and cumulants from multivariate distributions
by Balakrishnan, N. & Johnson, Norman L. & Kotz, Samuel
- 55-60 Cramer's condition and Sanov's theorem
by Schied, Alexander
- 61-72 An L2 error test with order selection and thresholding
by Lee, GeungHee & Hart, Jeffrey D.
- 73-80 On the normal record values and associated inference
by Balakrishnan, N. & Chan, P. S.
July 1998, Volume 38, Issue 4
- 289-294 The comparison between polynomial regression and orthogonal polynomial regression
by Tian, Guo-Liang
- 295-298 On the determination of the number of components in a mixture
by Polymenis, A. & Titterington, D. M.
- 299-303 A simple procedure calculating the generalized Stieltjes transform of the mean of a Dirichlet process
by Guglielmi, Alessandra
- 305-309 Bias annihilating bandwidths for kernel density estimation at a point
by Hazelton, Martin L.
- 311-321 A remark on approximate M-estimators
by Arcones, Miguel A.
- 323-328 Hastings-Metropolis algorithms and reference measures
by Chen, Pei-de
- 329-333 Why the variance?
by Kagan, Abram & Shepp, Lawrence A.
- 335-345 Characterization of error distributions in time-series regression models
by Hallin, M. & Jurecková, J. & Milhaud, X.
- 347-354 Comparison of linear restricted models with respect to the validity of admissible and linearly sufficient estimators
by Markiewicz, Augustyn
- 355-362 On exponential rates of estimators of the parameter in the first-order autoregressive process
by Kakizawa, Yoshihide
- 363-368 A note on bias robustness of the median
by Chen, Zhiqiang
- 369-376 The power function of the maximum studentized range test in a two-way design
by Cheung, Siu Hung & Wu, Yaohua
June 1998, Volume 38, Issue 3
- 207-214 Large deviations in partial sums of U-processes in stronger topologies
by Eichelsbacher, Peter
- 215-220 Optimal Bayesian-feasible dose escalation for cancer phase I trials
by Zacks, S. & Rogatko, A. & Babb, J.
- 221-227 Testing equality of two normal means using a variance pre-test
by Albers, Willem & Boon, Pieta C. & Kallenberg, Wilbert C. M.
- 229-233 Mixed Poisson distributions tail equivalent to their mixing distributions
by Perline, Richard
- 235-245 Invariance principle for martingale-difference random fields
by Poghosyan, S. & Roelly, S.
- 247-253 A formula on multivariate Dirichlet distributions
by Letac, Gérard & Massam, Hélène
- 255-261 Asymptotic variance of M-estimators for dependent Gaussian random variables
by Genton, Marc G.
- 263-274 Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion
by Le Breton, Alain
- 275-280 An ordered relation between the ANOVA estimator of the intraclass correlation and a kappa-type statistic in binary data
by Cheng, Song-Show & Cheng, Yu-Chun
- 281-288 Maximum likelihood estimation of the correlation coefficient in a bivariate normal model with missing data
by Garren, Steven T.
June 1998, Volume 38, Issue 2
- 101-105 Weak law of large numbers for arrays
by Sung, Soo Hak
- 107-115 Asymptotically unbiased estimators for the extreme-value index
by Peng, L.
- 117-123 Sequence of expectations of maximum-order statistics
by Huang, J. S.
- 125-130 A note on the uniqueness of the quasi-likelihood estimator
by Tzavelas, George
- 131-135 The density of the inverse and pseudo-inverse of a random matrix
by Olkin, Ingram
- 137-144 Conditional large deviations for density case
by Kim, Gie-Whan & Truax, Donald R.
- 145-150 On the bias of the OLS estimator in a nonstationary dynamic panel data model
by Pitarakis, Jean-Yves
- 151-156 Hypothesis testing for some time-series models: a power comparison
by Thavaneswaran, A. & Peiris, Shelton
- 157-160 Mixture representation of Linnik distribution revisited
by Kozubowski, Tomasz J.
- 161-166 Sample size calculations for smoothing splines based on Bayesian confidence intervals
by Wang, Yuedong
- 167-175 Generalized k-matches
by Herzog, Jonathan & McLaren, Christopher & Godbole, Anant P.
- 177-182 On the almost sure boundedness of norms of some empirical operators
by Latala, Rafal
- 183-186 A representation result for finite Markov chains
by Spreij, Peter
- 187-195 Parameterizations and modes of stable distributions
by Nolan, John P.
- 197-205 Using M-type smoothing splines to estimate the spectral density of a stationary time series
by Ferreira, Eva
May 1998, Volume 38, Issue 1
- 1-9 Applications of a general composition theorem to the star order of distributions
by Bartoszewicz, Jaroslaw
- 11-19 A new criterion for variable selection
by Philips, R. & Guttman, I.
- 21-25 A uniform strong law of large numbers for partial sum processes of Banach space-valued random sets
by Jang, Lee-Chae & Kwon, Joong-Sung
- 27-31 A note on complete convergence for arrays
by Hu, T. -C. & Szynal, D. & Volodin, A. I.
- 33-39 On the posterior distribution of the covariance matrix of the growth curve model
by Pan, Jian-Xin & Fang, Kai-Tai & von Rosen, Dietrich
- 41-47 Generalized graphical models for discrete data
by Teugels, Jozef L. & Van Horebeek, Johan
- 49-57 On consistency of the monotone MLE of survival for left truncated and interval-censored data
by Pan, Wei & Chappell, Rick & Kosorok, Michael R.
- 59-67 A note on universal admissibility of scale parameter estimators
by Kushary, Debashis
- 69-71 Moments of ratios of quadratic forms
by Gupta, A. K. & Kabe, D. G.
- 73-81 A note on moments of the maximum of Cesàro summation
by Li, Deli & Huang, Mei Ling
- 83-88 Marcinkiewicz--Zygmund law for sequences of blockwise m-dependent random variables
by Bo, Zhang
- 89-99 Optimal cooperative stopping rules for maximization of the product of the expected stopped values
by Assaf, David & Samuel-Cahn, Ester
March 1998, Volume 37, Issue 4
- 321-329 Generalized method of Pao-Zhuan Yin-Yu
by Fu, James C. & Li, Lung-An
- 331-340 Limit behavior of the empirical influence function of the median
by Croux, Christophe
- 341-350 A one-step robust estimator for regression based on the weighted likelihood reweighting scheme
by Agostinelli, Claudio & Markatou, Marianthi
- 351-355 A characterisation of Hjort's discrete time beta process
by Walker, Stephen
- 357-365 The exact u chart can be obtained using simple adjustments
by Chen, Gemai & Cheng, Smiley W.
- 367-373 D-optimal fractional factorial designs
by Chiu, Wan-Yi & John, Peter W. M.
- 375-379 p-Adic behaviour of Bernoulli probabilities
by Khrennikov, Andrew
- 381-389 Asymptotic properties of Kaplan-Meier estimator for censored dependent data
by Cai, Zongwu
- 391-397 On Benford's law to variable base
by Schatte, P.
- 399-408 Analysis of fixed effects linear models under heteroscedastic errors
by Smith, Todd & Peddada, Shyamal D.
- 409-414 Addition or deletion?
by Dey, Aloke & Midha, Chand K.
- 415-421 Buffon got it straight
by Wood, G. R. & Robertson, J. M.
- 423-430 Confidence intervals for the number of unseen types
by Finkelstein, Mark & Tucker, Howard G. & Veeh, Jerry Alan
March 1998, Volume 37, Issue 3
- 213-221 Mixture representations for symmetric generalized Linnik laws
by Pakes, Anthony G.
- 223-228 Asymptotic properties of the GMLE with case 2 interval-censored data
by Yu, Qiqing & Schick, Anton & Li, Linxiong & Wong, George Y. C.
- 229-236 On almost sure max-limit theorems
by Fahrner, I. & Stadtmüller, U.
- 237-242 Equivalent conditions on the central limit theorem for a sequence of probability measures on R
by Mikami, Toshio
- 243-247 Discrete stable random variables
by Christoph, Gerd & Schreiber, Karina
- 249-257 On the Devroye-Györfi methods of correcting density estimators
by Kaluszka, M.
- 259-267 Bootstrapping sample quantiles in non-regular cases
by Knight, Keith
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