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Content
January 1998, Volume 37, Issue 1
January 1998, Volume 36, Issue 4
- 321-326 Completeness of Bhattacharya metric on the space of probabilities
by Chakraborty, Santanu & Rao, B. V.
- 327-336 On bounded entropy of solutions of multi-dimensional stochastic differential equations
by Stummer, Wolfgang
- 337-347 A threshold estimation problem for processes with hysteresis
by Freidlin, Mark & Pfeiffer, Ruth
- 349-357 Low structure imprecise predictive inference for Bayes' problem
by Coolen, F. P. A.
- 359-364 Penalized likelihood estimation: Convergence under incorrect model
by Gu, Chong
- 365-372 Admissibility of the constant-coverage probability estimator for estimating the coverage function of certain confidence interval
by Wang, Hsiuying
- 373-378 On equivariant estimation of the location of elliptical distributions under Pitman closeness criterion
by Nayak, Tapan K.
- 379-391 The asymptotics of maximum-likelihood estimates of parameters based on a data type where the failure and the censoring time are dependent
by Chen, Di & Lu, Jye-Chyi
- 393-400 Weak convergence of smoothed empirical process in Hölder spaces
by Hamadouche, D.
- 401-413 Trimmed best k-nets: A robustified version of an L[infinity]-based clustering method
by Cuesta-Albertos, J. A. & Gordaliza, A. & Matrán, C.
- 415-420 An alternative representation of Altham's multiplicative-binomial distribution
by Lovison, G.
- 421-425 On asymptotic distribution of optimal design for polynomial-type regression
by Chang, Fu-Chuen
- 427-436 Optimal designs for diallel cross experiments
by Das, Ashish & Dey, Aloke & Dean, Angela M.
December 1997, Volume 36, Issue 3
- 213-218 The law of iterated logarithm for one winding functional
by Dorofeev, Eugene A.
- 219-229 Preferred point [alpha]-manifold and Amari's [alpha]-connections
by Zhu, Hong-Tu & Wei, Bo-Cheng
- 231-243 Some results on normalized total time on test and spacings
by Ebrahimi, Nader & Spizzichino, Fabio
- 245-250 A note on the autocorrelations related to a bilinear model with non-independent shocks
by Martins, C. M.
- 251-259 Estimation of a linear function of the parameters of an exponential distribution from doubly censored samples
by Elfessi, Abdulaziz
- 261-267 On estimation of the common mean of k ([greater-or-equal, slanted] 2) normal populations with order restricted variances
by Misra, Neeraj & van der Meulen, Edward C.
- 269-274 A new positive estimator of loss function
by Maruyama, Yuzo
- 275-287 Smooth estimate of quantiles under association
by Cai, Zongwu & Roussas, George G.
- 289-297 Extremes for non-anticipating moving averages of totally skewed [alpha]-stable motion
by Albin, J. M. P.
- 299-306 A note on expansion for functionals of spatial marked point processes
by Blaszczyszyn, Bartlomiej & Merzbach, Ely & Schmidt, Volker
- 307-317 A note on Silvey's (1959) Theorem
by Neuenschwander, Beat E. & Flury, Bernard D.
December 1997, Volume 36, Issue 2
- 101-114 Bandwidth choice for hazard rate estimators from left truncated and right censored data
by Sun, Liuquan
- 115-125 Kernel density estimation for random fields (density estimation for random fields)
by Carbon, Michel & Tran, Lanh Tat & Wu, Berlin
- 127-134 Posterior mean identifies the prior distribution in nb and related models
by Papageorgiou, H. & Wesolowski, Jacek
- 135-143 Constructive definitions of fuzzy random variables
by López-Diaz, Miguel & Gil, Maria Angeles
- 145-152 Stability of maxima over randomly deleted sets
by Rothmann, Mark D.
- 153-159 A note on asymptotic properties of the estimator derived from the Euler method for diffusion processes at discrete times
by Shoji, Isao
- 161-172 Density adjusted kernel smoothers for random design nonparametric regression
by Müller, H. -G.
- 173-178 Stability of Bayesian inference in exponential families
by Boratynska, Agata
- 179-188 A note on two-stage and sequential fixed-width intervals for the parameter in the uniform density
by Govindarajulu, Z.
- 189-193 On the invariant measure of non-reversible simulated annealing
by Löwe, Matthias
- 195-198 Where variance is largest for Mann and Whitney's U under a sum of powers marginal distribution
by Edwardes, Michael D. deB.
- 199-204 Augmented order statistics and the biasing effect of outliers
by David, H. A.
- 205-212 A simple diagnostic tool for local prior sensitivity
by Peña, Daniel & Zamar, Ruben
November 1997, Volume 36, Issue 1
- 1-7 Moments in the duration of play
by Bach, Eric
- 9-21 Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem
by Janssen, Arnold
- 23-27 On order restricted inference in some mixed linear models
by Silvapulle, Mervyn J.
- 29-34 On the number of predecessors in constrained random mappings
by Gittenberger, Bernhard
- 35-41 Bounds based on greatest convex minorants for moments of record values
by Raqab, Mohammad Z.
- 43-47 A consistent combined classification rule
by Mojirsheibani, M.
- 49-57 Bounds on system reliability of used components under MIFR/t assumption
by Arizono, H. & Bueno, V. C.
- 59-67 A simple algorithm for tighter exact upper confidence bounds with rare attributes in finite universes
by Wright, Tommy
- 69-83 A note on the Dirichlet process prior in Bayesian nonparametric inference with partial exchangeability
by Petrone, Sonia & Raftery, Adrian E.
- 85-90 Statistical inference about the shape parameter of the Weibull distribution
by Chen, Zhenmin
- 91-100 Large and moderate deviations for the empirical measures of an exchangeable sequence
by Daras, Tryfon
November 1997, Volume 35, Issue 4
- 307-315 Nonparametric estimation of the time-varying frequency and amplitude
by Katkovnik, Vladimir
- 317-325 Stopped two-dimensional perturbed random walks and Lévy processes
by Gut, Allan
- 327-333 Connections among various variability orderings
by Kochar, Subhash C. & Carrière, K. C.
- 335-339 A note on equality of MINQUE and simple estimator in the general Gauss-Markov model
by Gro[beta], Jürgen
- 341-344 A counterexample in experimental design showing that the G-criterion function is not necessarily strictly decreasing
by Imhof, Lorens
- 345-354 On Bayesian estimation of the multiple decrement function in the competing risks problem, II: The discrete case
by Neath, Andrew A. & Samaniego, Francisco J.
- 355-362 On the estimation of monotone uniform approximations
by Domínguez-Menchero, J. S. & López-Palomo, M. J.
- 363-370 On tail behavior in Bayesian location inference
by Maín, P. & Navarro, H.
- 371-379 Random random walks on the integers mod n
by Dai, Jack J. & Hildebrand, Martin V.
- 381-394 Equivalences in strong limit theorems for renewal counting processes
by Gut, Allan & Klesov, Oleg & Steinebach, Josef
- 395-400 Sharp upper and lower bounds for asymptotic levels of some statistical tests
by Jiang, Jiming
- 401-407 Estimation of regression models with nested error structure and unequal error variances under two and three stage cluster sampling
by Stukel, D. M. & Rao, J. N. K.
- 409-416 On random walks with jumps scaled by cumulative sums of random variables
by Borovkov, Konstantin
- 417-422 A random functional central limit theorem for stationary linear processes generated by martingales
by Fakhre-Zakeri, Issa & Lee, Sangyeol
- 423-432 Modeling Poisson variables with positive spatial dependence
by Kaiser, Mark S. & Cressie, Noel
October 1997, Volume 35, Issue 3
- 203-213 Extreme smoothing and testing for multivariate normality
by Henze, Norbert
- 215-223 An extension to modeling cylindrical variables
by Anderson-Cook, C. M.
- 225-232 Random design wavelet curve smoothing
by Antoniadis, A. & Grégoire, G. & Vial, P.
- 233-240 Variance in randomized play-the-winner clinical trials
by Matthews, Peter C. & Rosenberger, William F.
- 241-250 A note on the integrated squared error of a kernel density estimator in non-smooth cases
by van Es, Bert
- 251-259 A multivariate Kolmogorov-Smirnov test of goodness of fit
by Justel, Ana & Peña, Daniel & Zamar, Rubén
- 261-268 Goodness-of-fit statistics based on weighted Lp-functionals
by Ahmad, Ibrahim A.
- 269-275 Accelerated life testing when a process of production is unstable
by Bagdonavicius, Vilijandas & Nikulin, Mikhail
- 277-282 Peakedness of linear forms in ensembles and mixtures
by Jensen, D. R.
- 283-288 Bandit bounds from stochastic variability extrema
by Herschkorn, Stephen J.
- 289-296 On superior limits for the increments of Gaussian processes
by Kyo Shin Huang & Choi, Yong Kab & Jong Soo Jung
- 297-305 Superposition of renewal processes in a random environment
by Li, Linxiong
September 1997, Volume 35, Issue 2
- 101-107 On a property of the finite Fourier partial sums process
by Kulperger, R. J.
- 109-114 Maximin efficient designs another view at D-optimality
by Schwabe, Rainer
- 115-121 Asymptotic Bayes risks for a general class of losses
by Rousseau, Judith
- 123-134 Moderate deviations for m-dependent random variables with Banach space values
by Chen, Xia
- 135-140 A bound for higher moments of expected sample size in sequential testing
by Irle, A.
- 141-143 Efficient rounding of sampling allocations
by Pukelsheim, Friedrich
- 145-153 The random connection model in high dimensions
by Meester, Ronald & Penrose, Mathew D. & Sarkar, Anish
- 155-164 Bias correction for a class of multivariate nonlinear regression models
by Cordeiro, Gauss M. & Vasconcellos, Klaus L. P.
- 165-171 Maximum-likelihood estimation under bound restriction and order and uniform bound restrictions
by Hu, Xiaomi
- 173-179 Regression and asymptotical location of a multivariate sample
by Jacob, P. & Suquet, Ch.
- 181-187 On the non-existence of a Bartlett correction for unit root tests
by Jensen, J. L. & Wood, Andrew T. A.
- 189-196 Random central limit theorem for the linear process generated by a strong mixing process
by Lee, Sangyeol
- 197-201 The iterated jackknife estimate of variance
by Houdré, Christian
August 1997, Volume 35, Issue 1
- 1-7 Minimal sufficient statistics for a general class of mixed models
by Khuri, AndréI.
- 9-23 The wavelet detection of hidden periodicities in time series
by Li, Yuan & Xie, Zhongjie
- 25-32 Limit laws for a sequence between the maximum and the sum of independent exponentials
by Gomes, João & Oliveira, Orlando
- 33-42 Connectivity of the mutual k-nearest-neighbor graph in clustering and outlier detection
by Brito, M. R. & Chávez, E. L. & Quiroz, A. J. & Yukich, J. E.
- 43-48 Significance levels for multiple tests
by Hart, Sergiu & Weiss, Benjamin
- 49-58 Asymptotic behaviour of a number of repeated records
by Khmaladze, E. & Nadareishvili, M. & Nikabadze, A.
- 59-63 A note on supremum of a Kiefer process
by Keprta, Stanislav
- 65-72 On the "Demon" problem of Youden
by Dmitrienko, Alexei & Govindarajulu, Z.
- 73-78 Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes
by Mikami, Toshio
- 79-83 On a local limit theorem in strong sense
by Gamkrelidze, N. G.
- 85-90 On the moment problems
by Gwo Dong Lin
- 91-100 Preservation of certain dependent structures under bivariate homogeneous Poisson shock models
by Balu, Mini N. & Sabnis, S. V.
June 1997, Volume 34, Issue 4
- 313-322 Minimum distance estimation for random coefficient autoregressive models
by Swaminathan, V. & Naik-Nimbalkar, U. V.
- 323-335 Two-stage change-point estimators in smooth regression models
by Müller, Hans-Georg & Song, Kai-Sheng
- 337-340 A note on the empirical distribution of dependent random variables
by Hanson, D. L. & Li, Gang
- 341-345 Asymptotic independence of median and MAD
by Falk, Michael
- 347-354 Reflected solutions of backward stochastic differential equations with continuous coefficient
by Matoussi, Anis
- 355-363 A weakly dependence structure of multivariate processes
by Baek, Jong-Il
- 365-372 A note on the ergodicity of non-linear autoregressive model
by An, H. Z. & Chen, S. G.
- 373-383 The effects of kernel choices in density estimation with biased data
by Wu, Colin O.
- 385-395 Large deviations and Strassen's limit points of Brownian local time processes
by Chen, Bin
- 397-402 The length of an excursion above a linear boundary by a random walk
by Lee, Travis & Minzner, Max & Fisher, Evan
- 403-411 Unimodal spectral windows
by Kanter, Marek
- 413-423 Kernel regression estimates of growth curves using nonstationary correlated errors
by Ferreira, Eva & Núñez-Antón, Vicente & Rodríguez-Póo, Juan
June 1997, Volume 34, Issue 3
- 211-223 Representations for continuous additive functionals of super-Brownian and super-stable processes
by Krone, Stephen M.
- 225-235 Comparing two means in count models having random effects - a UMPU test
by Omori, Yasuhiro
- 237-243 Estimation of unobserved counts from partially observed multinomial distributions
by Sajjan, S. G. & Basawa, I. V.
- 245-250 Bahadur slope of the t-statistic for a contaminated normal
by Rao Chaganty, N. & Sethuraman, Jayaram
- 251-258 Comparing sums of independent bounded random variables and sums of Bernoulli random variables
by Berger, Erich
- 259-265 Invariant probabilities for Markov chains on a metric space
by Lasserre, Jean B.
- 267-273 Empirical likelihood ratio test for equality of k medians in censored data
by Naik-Nimbalkar, U. V. & Rajarshi, M. B.
- 275-283 On U-statistics with random kernels
by Schick, Anton
- 285-292 The model selection criterion AICu
by McQuarrie, Allan & Shumway, Robert & Tsai, Chih-Ling
- 293-299 Edgeworth approximations to the distribution of the sample mean under simple random sampling
by Sugden, R. A. & Smith, T. M. F.
- 301-308 Some extensions of the asymptotics of a kernel estimator of a distribution function
by Shao, Yongzhao & Xiang, Xiaojing
- 309-312 First hitting place distributions for the Ornstein-Uhlenbeck process
by Lefebvre, Mario
June 1997, Volume 34, Issue 2
- 103-111 Extension of a stochastic integral with respect to cylindrical martingales
by Gawarecki, Leszek
- 113-121 On the rate of strong consistency of Lorenz curves
by Csörgö, Miklós & Zitikis, Ricardas
- 123-132 Distinguishing certain random sceneries on ##Z## via random walks
by Howard, C. Douglas
- 133-140 On unbiased density estimation for ergodic diffusion
by Kutoyants, Yu. A.
- 141-149 Accurate test limits under prescribed consumer risk
by Albers, Willem & Arts, Gerda R. J. & Kallenberg, Wilbert C. M.
- 151-158 Note on classification and proportion estimation
by Mkhadri, Abdallah & Nasroallah, Abdelaziz
- 159-164 Exponential convergence for sequences of random variables
by Sun, Jiaming
- 165-170 The local asymptotic normality of a class of generalized random coefficient autoregressive processes
by Hwang, S. Y. & Basawa, I. V.
- 171-178 New characterization of Marshall-Olkin-type distributions via bivariate random summation scheme
by Wu, Chufang
- 179-186 On the minimax decision rules in ranking problems
by Bansal, Naveen K. & Misra, Neeraj & van der Meulen, Edward C.
- 187-192 Reinforced block designs with standards
by Brzeskwiniewicz, Henryk & Ceranka, Bronislaw & Krzyszkowska, Jolanta
- 193-199 On necessary conditions for the weak consistency of minimum L1-norm estimates in linear models
by Bai, Z. D. & Wu, Y.
- 201-210 Testing independence by nonparametric kernel method
by Ahmad, Ibrahim A. & Li, Qi
May 1997, Volume 34, Issue 1
- 1-4 An inequality for order statistics
by Gadidov, Anda
- 5-11 On choosing a non-integer resolution level when using wavelet methods
by Hall, Peter & Nason, Guy P.
- 13-18 Limit points of sequences of moving maxima
by Hebbar, H. V. & Vadiraja, N.
- 19-32 A new plan for life-testing two-component parallel systems
by Lu, Jye-Chyi
- 33-36 Characteristic functions with some powers real -- III
by Ramachandran, B.
- 37-42 Converse Poincaré-type inequalities for convex functions
by Bobkov, S. G. & Houdré, C.
- 43-51 Reliability bounds for multistage structures with independent components
by Kordecki, Wojciech
- 53-58 On the asymptotic mean integrated squared error of a kernel density estimator for dependent data
by Mielniczuk, Jan
- 59-65 Connection between asymptotics and stability of the positive measure
by Kozarovitsky, Eugene
- 67-73 Consistent estimation for the non-normal ultrastructural model
by Srivastava, Anil K. & Shalabh
- 75-84 The limit behavior of maxima modulo one and the number of maxima
by Qi, Y. & Wilms, R. J. G.
- 85-93 Maximum entropy principle and statistical inference on condensed ordered data
by Menéndez, M. & Morales, D. & Pardo, L.
- 95-101 A note on the convergence rate of the spectral distributions of large random matrices
by Bai, Z. D. & Miao, Baiqi & Tsay, Jhishen
May 1997, Volume 33, Issue 4
- 333-339 A multivariate approach for estimating the random effects variance component in one-way random effects model
by Sutradhar, Brajendra C.
- 341-346 Prediction with incomplete past and interpolation of missing values
by Cheng, R. & Pourahmadi, M.
- 347-358 On the logarithmic average of iterated processes
by Csáki, Endre & Földes, Antónia
- 359-365 Properties of an inverse Gaussian mixture of bivariate exponential distribution and its generalization
by Al-Mutairi, Dhaifalla K.
- 367-372 The structure of generalized domains of semistable attraction
by Meerschaert, Mark M. & Scheffler, Hans-Peter
- 373-377 A note on the number of maxima in a discrete sample
by Qi, Yongcheng
- 379-387 Packing dimension of the image of fractional Brownian motion
by Xiao, Yimin
- 389-393 Characterizations of the IFR and DFR aging notions by means of the dispersive order
by Pellerey, Franco & Shaked, Moshe
- 395-403 Some improvements on the Lundberg bound for the ruin probability
by Cai, Jun & Wu, Yanhong
- 405-411 Probability densities from distances and discrimination
by Cuadras, C. M. & Atkinson, R. A. & Fortiana, J.
- 413-418 Kronecker product of mutually associable PBB designs
by Brzeskwiniewicz, Henryk
- 419-425 The breakdown value of the L1 estimator in contingency tables
by Hubert, Mia
- 427-437 Some notes on preferred point [alpha]-geometry and [alpha]-divergence function
by Zhu, Hong-Tu & Wei, Bo-Cheng
May 1997, Volume 33, Issue 3
- 225-234 Parameter estimation and hypothesis testing in stationary vector time series
by Kakizawa, Yoshihide
- 235-240 Connectedness conditions for the convergence of the Gibbs sampler
by Hobert, J. P. & Robert, C. P. & Goutis, C.
- 241-251 A recursive algorithm for solving the spatial Yule-Walker equations of causal spatial AR models
by Choi, ByoungSeon
- 253-258 Nonparametric inference for thinned point process
by Bensaïd, Nadia
- 259-261 Stochastic ordering of flows on manifolds
by Baxter, Laurence A.
- 263-275 The dilation order, the dispersion order, and orderings of residual lives
by Belzunce, F. & Pellerey, Franco & Ruiz, J. M. & Shaked, Moshe
- 277-280 On certain characterization of normal distribution
by Oleszkiewicz, Krzysztof
- 281-284 Sandwich theorem in comparison of multivariate normal experiments
by Stepniak, C.
- 285-290 A note on using location shift in the Midzuno-Sen scheme of sampling with a transformed variable
by Sahoo, J.
- 291-297 Sparse spatial autoregressions
by Kelley Pace, R. & Barry, Ronald
- 299-307 Limit laws for multivariate skewness in the sense of Móri, Rohatgi and Székely
by Henze, Norbert
- 309-320 Stochastic comparison for Markov processes on a product of partially ordered sets
by Forbes, Florence & François, Olivier
- 321-331 A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series
by Chen, Min & An, Hong Zhi
April 1997, Volume 33, Issue 2
- 109-115 Adaptive estimation of a function of a mean vector
by Fox, Martin
- 117-123 Stability of the posterior mean in linear models An admissibility property of D-optimum and E-optimum designs
by Meczarski, Marek & Zielinski, Ryszard
- 125-128 On convergence of multivariate Laplace transforms
by Jensen, S. T. & Nielsen, B.
- 129-134 On the ML-estimator of the positive and negative two-parameter binomial distribution
by Ferreri, Carlo
- 135-143 Semi-parametric likelihood ratio confidence intervals for various differences of two populations
by Qin, Yong Song
- 145-149 A note on universally optimal row-column designs with empty nodes
by Ting, Chao-Ping & Lin, Bing-Ying L. & Chai, Feng-Shun
- 151-157 Criteria for the strong law of large numbers for sequences of arbitrary random vectors
by Etemadi, N.
- 159-165 A normality criterion for random vectors based on independence
by Valderrama, M. J. & Aguilera, A. M.
- 167-176 Adaptive choice of trimming proportion in trimmed least-squares estimation
by Dodge, Yadolah & Jurecková, Jana
- 177-184 Semiparametric unit root tests based on symmetric estimators
by Shin, Dong Wan & So, Beong-Soo
- 185-191 Accurate rates of density estimators for continuous-time processes
by Blanke, D. & Bosq, D.
- 193-199 Minimax second-order designs over hypercubes for the difference between estimated responses at a point and at the centre
by Huda, S.
- 201-208 Unifying the derivations for the Akaike and corrected Akaike information criteria
by Cavanaugh, Joseph E.
- 209-216 Rank regression with estimated scores
by Naranjo, Joshua D. & McKean, Joseph W.
- 217-223 Iterated logarithm law for sample generalized partial autocorrelations
by Truong-Van, B.
April 1997, Volume 33, Issue 1
- 1-13 Frequency polygons for weakly dependent processes
by Carbon, Michel & Garel, Bernard & Tran, Lanh Tat
- 15-22 Likelihood ratio tests for genetic linkage
by Lemdani, Mohamed & Pons, Odile
- 23-34 Bayes and empirical Bayes estimation with errors in variables
by Zhang, Shunpu & Karunamuni, Rohana J.
- 35-39 Variance estimation with diffuse prior information
by Arnold, Barry C. & Villasenor, Jose A.
- 41-48 Sparse consistency and smoothing for multinomial data
by Aerts, Marc & Augustyns, Ilse & Janssen, Paul
- 49-62 Indices of empirical robustness
by Cabrera, J. & Maguluri, G. & Singh, K.
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