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Content
April 1997, Volume 33, Issue 1
- 63-68 Testing linear and loglinear error components regressions against Box-Cox alternatives
by Baltagi, Badi H.
- 69-77 On stable processes of bounded variation
by Pérez-Abreu, Victor & Rocha-Arteaga, Alfonso
- 79-84 On the interval recurrence property of (N, d)-Ornstein-Uhlenbeck processes
by Wang, H. & Chen, X.
- 85-88 A new proof of the multidimensional convergence of types theorem
by Neuenschwander, Daniel
- 89-94 Nonparametric regression with long-memory errors
by Deo, R. S.
- 95-103 Testing for constant variance in a linear model
by Diblasi, Angela & Bowman, Adrian
- 105-107 Sharp bounds for the expected value of order statistics
by Huang, J. S.
April 1997, Volume 32, Issue 4
- 329-337 On some distributional and limit properties of factorizable distributions
by Wesolowski, Jacek
- 339-342 A note on the growth of random trees
by Biggins, J. D. & Grey, D. R.
- 343-349 A kind of strong deviation theorem for the sequences of nonnegative integer-valued random variables
by Wen, Liu
- 351-356 Improved asymptotics for zeros of kernel estimates via a reformulation of the Leadbetter-Cryer integral
by Riedel, Kurt S.
- 357-366 The limit behavior of maxima modulo one and the number of maxima
by Qi, Yongcheng & Wilms, R. J. G.
- 367-376 Projections on cones, chi-bar squared distributions, and Weyl's formula
by Lin, Yong & Lindsay, Bruce G.
- 377-383 Submultiplicative moments of the supremum of a random walk with negative drift
by Sgibnev, M. S.
- 385-391 A Glivenko-Cantelli theorem for exchangeable random variables
by Berti, Patrizia & Rigo, Pietro
- 393-404 Non-parametric randomness tests based on success runs of fixed length
by Koutras, M. V. & Alexandrou, V. A.
- 405-411 A note on the residual empirical process in autoregressive models
by Lee, Sangyeol
- 413-416 Linear restrictions and two step multivariate least squares with applications
by Gupta, A. K. & Kabe, D. G.
- 417-424 Frequentist properties of a Bayesian analog to Fabian's bound
by Sa, Ping & Edwards, Don
- 425-430 Backward stochastic differential equations with continuous coefficient
by Lepeltier, J. P. & San Martin, J.
March 1997, Volume 32, Issue 3
- 223-230 Assessing risk with doubly censored data: an application to the analysis of radiation-induced thyropathy
by Kruglikov, Ilya L. & Pilipenko, Nikolaj I. & Tsodikov, Alexander D. & Yakovlev, Andrej Yu.
- 231-234 A new property of Stein procedure in measurement error model
by Srivastava, Anil K. & Shalabh
- 235-243 The laws of the iterated logarithm for two kinds of PP statistics
by Hengjian, Cui
- 245-248 The Hájek-Rényi inequality for Banach space valued martingales and the p smoothness of Banach spaces
by Shixin, Gan
- 249-259 Model checks under random censorship
by Nikabadze, A. & Stute, W.
- 261-268 Asymmetric quasimedians: Remarks on an anomaly
by Mudholkar, Govind S. & Hutson, Alan D.
- 269-272 The need for a revised lower limit for the 4253H, Twice nonparametric smoother
by Janosky, J. E. & Pellitieri, T. R. & Al-Shboul, Q. M.
- 273-277 Can the finiteness of a mean be tested?
by Hawkins, D. L.
- 279-290 On identity reproducing nonparametric regression estimators
by Park, B. U. & Kim, W. C. & Jones, M. C.
- 291-299 Limit distributions of multivariate kurtosis and moments under Watson rotational symmetric distributions
by Zhao, Yi & Konishi, Sadanori
- 301-309 Admissibility of the usual estimators under error-in-variables superpopulation model
by Zou, Guohua & Liang, Hua
- 311-320 Some problems of nonparametric estimation by observations of ergodic diffusion process
by Kutoyants, Yu. A.
- 321-324 A derivation of BLUP--Best linear unbiased predictor
by Jiang, Jiming
- 325-328 Exact confidence regions and tests in some linear functional relationships
by Kasala, Subramanyam & Mathew, Thomas
March 1997, Volume 32, Issue 2
- 115-123 Rate-of-convergence in the multivariate max-stable limit theorem
by Maejima, Makoto & Rachev, Svetlozar T.
- 125-131 A local limit theorem for hidden Markov chains
by Maxwell, Michael & Woodroofe, Michael
- 133-139 Small ball problem via wavelets for Gaussian processes
by Wang, Yazhen
- 141-146 Wavelet based empirical Bayes estimation for the uniform distribution
by Huang, Su-Yun
- 147-159 A note on the weak invariance principle for local times
by Kang, Ju-Sung & Wee, In-Suk
- 161-166 A new property of the inverse Gaussian distribution with applications
by Kourouklis, Stavros
- 167-174 A mean convergence theorem and weak law for arrays of random elements in martingale type p Banach spaces
by Adler, André & Rosalsky, Andrew & Volodin, Andrej I.
- 175-179 Statistical meaning of Carlen's superadditivity of the Fisher information
by Kagan, Abram & Landsman, Zinoviy
- 181-188 Positivity of the best unbiased L-estimator of the scale parameter with complete or selected order statistics from location-scale distribution
by Bai, Zhidong & Sarkar, Sanat K. & Wang, Wenjin
- 189-199 Algorithms for the likelihood-based estimation of the random coefficient model
by Shin, Chungyeol & Amemiya, Yasuo
- 201-205 The asymptotic normality of a rank correlation statistic based on rises
by Salama, Ibrahim A. & Quade, Dana
- 207-214 Shrinkage estimators for the dispersion parameter of the inverse Gaussian distribution
by MacGibbon, Brenda & Shorrock, Glenn
- 215-221 Limit theorems for some doubly stochastic processes
by Lee, Oesook
February 1997, Volume 32, Issue 1
- 1-10 Control charts based on order-restricted tests
by Arteaga, Carmen & Ledolter, Johannes
- 11-24 Minimax estimation of the diffusion coefficient through irregular samplings
by Hoffmann, Marc
- 25-33 Asymptotic properties for Dirichlet processes indexed by a class of functions
by Zhang, Dixin
- 35-43 Nonparametric regression with errors in variables and applications
by Ioannides, D. A. & Alevizos, P. D.
- 45-55 Limit theorems for rank statistics
by Husková, M.
- 57-65 A remark on non-smoothness of the self-intersection local time of planar Brownian motion
by Albeverio, Sergio & Hu, Yaozhong & Zhou, Xian Yin
- 67-74 Some refinements of the quasi-quantiles
by Mudholkar, Govind S. & Hutson, Alan D.
- 75-79 Exploiting a matrix identity in the computation of the efficient score test for overdispersion in the Poisson regression model
by Moffatt, Peter G.
- 81-86 Poisson convergence for set-indexed empirical processes
by Ivanoff, B. Gail & Merzbach, Ely
- 87-97 Empirical likelihood confidence intervals for M-functionals in the presence of auxiliary information
by Zhang, Biao
- 99-105 A note on admissibility of the maximum likelihood estimator for a bounded normal mean
by Iwasa, Manabu & Moritani, Yoshiya
- 107-114 Computing the observed information in the hidden Markov model using the EM algorithm
by Hughes, James P.
February 1997, Volume 31, Issue 4
- 247-253 On the efficiency of a continuous version of the simulated annealing algorithm
by Dorea, Chang C. Y.
- 255-265 Confidence interval estimation of population means subject to order restrictions using resampling procedures
by Peddada, Shyamal Das
- 267-274 Bayes p-values
by Thompson, Peter
- 275-279 Simulating theta random variates
by Devroye, Luc
- 281-284 On the logical independence of the identities defining the stochastic independence of random events
by Balek, Vladimír & Mizera, Ivan
- 285-293 The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence
by Sethuraman, S. & Basawa, I. V.
- 295-298 An exponential characterization based on a type II censored sample
by Xu, Jian-Lun & Yang, Grace L.
- 299-312 Limit of the quadratic risk in density estimation using linear methods
by Gérard, Kerkyacharian & Dominique, Picard
- 313-322 A class of quasi-Polya distributions
by Sen, Kanwar & Jain, Ritu
- 323-331 Characterization of lifetime distributions in the Ls-sense by a generalized spread
by Fernandez-Ponce, J. M. & Muñoz-Perez, J.
- 333-338 Bayesian test of homogeneity for Markov chains
by Dupuis, Jérôme A.
- 339-349 Estimating the integral of a squared regression function with Latin hypercube sampling
by Loh, Wei-Liem
- 351-358 Assessing influence on the goodness-of-link in generalized linear models
by Lee, Andy H. & Zhao, Yuejen
- 359-364 Improved bivariate Bonferroni-type inequalities
by Lee, Min-Young
January 1997, Volume 31, Issue 3
- 145-153 On the orthogonal representation of generalized random fields
by Angulo, J. M. & Ruiz-Medina, M. D.
- 155-161 An application of the method of finite Markov chain imbedding to runs tests
by Wendy Lou, W. Y.
- 163-168 A characterisation of Polya tree distributions
by Walker, Stephen & Muliere, Pietro
- 169-175 A new approach to the Lindley recursion
by Stadje, Wolfgang
- 177-183 On the strong universal consistency of a recursive regression estimate by Pál Révész
by Györfi, László & Walk, Harro
- 185-198 Kernel regression estimators for signal recovery
by Pawlak, M. & Stadtmüller, U.
- 199-211 Locating the maximum of an empirical process
by Shi, Z.
- 213-224 The geometric ergodicity and existence of moments for a class of non-linear time series model
by An, Hongzhi & Chen, Min & Huang, Fuchun
- 225-231 Rate of convergence in the strong law of large numbers for a class of U-statistics and von Mises statistics
by Christofides, Tasos C.
- 233-237 On exponential moments of two Brownian functionals
by Stummer, Wolfgang
- 239-242 Control of directional errors with step-up multiple tests
by Liu, Wei
December 1996, Volume 31, Issue 2
- 75-83 On bayesian estimation of the multiple decrement function in the competing risks problem
by Neath, Andrew A. & Samaniego, Francisco J.
- 85-89 On the maximal inequality
by Qiying, Wang
- 91-95 On the domain of attraction of exp(-exp(-x))
by Geluk, J. L.
- 97-105 On estimation for censored autoregressive data
by Vasudaven, M. & Nair, M. G. & Sithole, M. M.
- 107-112 A modified runs test for symmetry
by Modarres, Reza & Gastwirth, Joseph L.
- 113-120 A model for a multivariate binary response with covariates based on compatible conditionally specified logistic regressions
by Joe, Harry & Liu, Ying
- 121-128 Simple expressions for success run distributions in bernoulli trials
by Muselli, Marco
- 129-132 Modelling and analysis of count data using a renewal process
by Faddy, M. J.
- 133-137 A note about stationary process random sampling
by Lacaze, Pr. B.
- 139-144 Cook's distance in spline smoothing
by Kim, Choongrak
December 1996, Volume 31, Issue 1
- 1-6 A note on maxima of bivariate random vectors
by Hooghiemstra, G. & Hüsler, J.
- 7-12 On the estimation of the unknown sample size from the number of records
by Moreno Rebollo, J. L. & Barranco Chamorro, I. & López Blázquez, F. & Gómez Gómez, T.
- 13-21 A note on martingale inequalities for fluid models
by Palmowski, Zbigniew & Rolski, Tomasz
- 23-29 The location linear discriminant for classifying observations with unequal variances
by Leung, Chi-Ying
- 31-39 Conditional inference procedures for the Laplace distribution based on Type-II right censored samples
by Childs, Aaron & Balakrishnan, N.
- 41-43 Some remarks on (p;m,n) distributions
by Bilodeau, Martin
- 45-50 Robust bounded influence tests against one-sided hypotheses in general parametric models
by Silvapulle, Mervyn J.
- 51-57 A simple estimator for correlation in incomplete data
by Albers, W. & Teulings, M. F.
- 59-68 Two-dimensional discrete scan statistics
by Chen, Jie & Glaz, Joseph
- 69-74 On the distinguished role of the multivariate exponential distribution in Bayesian estimation in competing risks problems
by Neath, Andrew A. & Samaniego, Francisco J.
November 1996, Volume 30, Issue 4
- 287-293 A covariance inequality under a two-part dependence assumption
by Bradley, Richard C.
- 295-303 On the shape of the domain occupied by a supercritical branching random walk
by Révész, P.
- 305-311 A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model
by Lu, Zudi
- 313-319 Lorenz ordering of power-function order statistics
by Wilfling, Bernd
- 321-331 Optimal convergence rates and asymptotic efficiency of point estimators under truncated distribution families
by Guijing, Chen
- 333-338 On approximation of the level probabilities for testing ordered parallel regression lines
by Paula, Gilberto A.
- 339-345 Second- and third-order bias reduction for one-parameter family models
by Ferrari, Silvia L. P. & Botter, Denise A. & Cordeiro, Gauss M. & Cribari-Neto, Francisco
- 347-352 A characterization of multivariate normal distribution and its application
by Yang, Zhen-Hai & Fang, Kai-Tai & Liang, Jia-Juan
- 353-361 Multinomial estimation procedures for two stochastically ordered distributions
by Dykstra, R. L. & Lee, Chu-In Charles & Yan, Xiaosong
- 363-368 Covariance identities for normal variables via convex polytopes
by Vitale, Richard A.
- 369-378 Between local and global logarithmic averages
by Berkes, István & Horváth, Lajos
October 1996, Volume 30, Issue 3
- 189-197 Unit root tests for time series with outliers
by Shin, Dong Wan & Sarkar, Sahadeb & Lee, Jong Hyup
- 199-203 A note on the bounds of efficiency factor and ER optimality of block designs
by Kozlowska, Maria
- 205-209 On the A-, D-, E- and L-efficiency of block designs
by Brzeskwiniewicz, Henryk
- 211-214 Structural efficiency of incomplete block designs
by Srinivasan, M. R. & Gopal, G.
- 215-219 Further orthogonal designs in linear models and sequences with zero autocorrelation
by Koukouvinos, Christos
- 221-226 Some results for almost D-optimal experimental designs
by Koukouvinos, Christos
- 227-233 On asymptotic minimaxity of Kolmogorov and omega-square tests
by Sergeevich, Ermakov Mikhail
- 235-240 Temporal aggregation in a periodically integrated autoregressive process
by Franses, Philip Hans & Boswijk, H. Peter
- 241-245 Approximating the Bayes factor
by Reschenhofer, Erhard
- 247-256 Comparing first-passage times for semi-Markov skip-free processes
by Di Crescenzo, Antonio & Ricciardi, Luigi M.
- 257-264 Fixed width confidence bands for densities under censoring
by Martinsek, Adam T. & Xu, Yi
- 265-270 Maximizing the probability of pest extinction on a stochastic pest-predator model
by Chan, Wenyaw
- 271-285 Asymptotics of generalized M-estimation of regression and scale with fixed carriers, in an approximately linear model
by Wiens, Douglas P.
October 1996, Volume 30, Issue 2
- 99-103 The algebraic equality of two asymptotic tests for the hypothesis that a normal distribution has a specified correlation matrix
by Neudecker, Heinz & Satorra, Albert
- 105-111 Linear sufficiency and admissibility in restricted linear models
by Heiligers, Berthold & Markiewicz, Augustyn
- 113-118 Rates of clustering in FLIL for weighted partial sum processes
by El-Nouty, Charles
- 119-125 A note on expected hitting times for birth and death chains
by Palacios, JoséLuis & Tetali, Prasad
- 127-132 Geodesic submanifolds of a family of statistical models
by De Sanctis, Angela
- 133-138 Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
by Sarkar, Nityananda
- 139-145 The volume of the smallest parallelepiped including m random points
by González-Barrios, JoséM.
- 147-155 Critical phenomenon of a two component nonlinear stochastic system
by Chen, Xiong & Feng, Shui
- 157-163 On the lower bound of the number of real roots of a random algebraic equation
by Uno, Takashi
- 165-170 Complete convergence of moving average processes under dependence assumptions
by Zhang, Li-Xin
- 171-177 Smooth extensions of Pearsons's product moment correlation and Spearman's rho
by Rayner, J. C. W. & Best, D. J.
- 179-188 Asymptotics for multivariate t-statistic for random vectors in the generalized domain of attraction of the multivariate normal law
by Sepanski, Steven J.
September 1996, Volume 30, Issue 1
- 1-7 A note on strong approximation for quantile processes of strong mixing sequences
by Yu, Hao
- 9-16 Asymptotically optimal stopping rules in the presence of unknown parameters
by Irle, A.
- 17-24 Weighted empiricals and the product-limit estimator in the multiplicative hazard and time transfer regression model
by Yang, Song
- 25-31 Extreme value theory for a thermal energy storage model
by Gomes, João
- 33-36 Commutative infinitesimal triangular systems on Euclidean motion groups
by Neuenschwander, Daniel
- 37-43 Optimal spectral kernel for long-range dependent time series
by Delgado, Miguel A. & Robinson, Peter M.
- 45-51 Root-n-consistent and efficient estimation in semiparametric additive regression models
by Schick, Anton
- 53-59 Distribution of MLE of the multiple correlation coefficient for data with missing values in a dependent variable
by Sakalauskas, L. & Sukauskaite, D.
- 61-71 Improved score tests for one-parameter exponential family models
by Ferrari, Silvia L. P. & Cordeiro, Gauss M. & Uribe-Opazo, Miguel A. & Cribari-Neto, Francisco
- 73-77 The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions
by Wirjanto, T. S.
- 79-86 Bayesian hypotheses testing using posterior density ratios
by Basu, Sanjib
- 87-98 Bootstrapping general first order autoregression
by Heimann, Günter & Kreiss, Jens-Peter
September 1996, Volume 29, Issue 4
- 285-292 The asymptotic maximin property of chi-squared type tests based on the empirical process
by Lee, Sangyeol
- 293-295 A note on the characterisation of the most probable number
by Trajstman, A. C.
- 297-305 Comparing two populations based on low stochastic structure assumptions
by Coolen, F. P. A.
- 307-315 On moments and tail behavior of v-stable random variables
by Kozubowski, Tomasz J. & Panorska, Anna K.
- 317-335 Asymptotic normality of regression estimators with long memory errors
by Giraitis, Liudas & Koul, Hira L. & Surgailis, Donatas
- 337-344 Consistency of an estimator of the number of changes in binomial observations
by Serbinowska, Monika
- 345-352 On robust estimation of the common scale parameter of several Pareto distributions
by Elfessi, Abdulaziz & Chun Jin
- 353-359 Fourier transform and Bayes estimator of a location parameter
by Angers, Jean-François
- 361-368 On the pointwise central limit theorem and mixtures of stable distributions
by Berkes, I. & Csáki, E.
- 369-375 Estimation of the parameters in two linear models with only some of the parameter vectors identical
by Liu, Aiyi
September 1996, Volume 29, Issue 3
- 191-199 Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model
by Ohtani, Kazuhiro
- 201-212 Power of the Lagrange multiplier test for certain subdiagonal bilinear models
by Guegan, Dominique & Wandji, Joseph Ngatchou
- 213-221 Efficient likelihood ratio tests under P-ancillarity and P-sufficiency
by Zhu, Yiliang & Reid, Nancy
- 223-227 Causality and Markovian representations
by Petrovic, Ljiljana
- 229-232 Normality via conditional normality of linear forms
by Kagan, Abram & Wesolowski, Jacek
- 233-244 Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach
by Öztürk, Ömer & Hettmansperger, Thomas P.
- 245-249 A note on recurrence relations for the product moments of order statistics
by Yageen Thomas, P. & Samuel, Philip
- 251-262 Minimum distance estimators for random coefficient autoregressive models
by Qian, Lianfen
- 263-270 Deletion, augmentation and principal predictors
by Jensen, D. R.
- 271-278 A parametric regression model of tumor recurrence: An application to the analysis of clinical data on breast cancer
by Asselain, B. & Fourquet, A. & Hoang, T. & Tsodikov, A. D. & Yakovlev, A. Yu.
- 279-284 The location of the maximum of asymmetric two-sided Brownian motion with triangular drift
by Stryhn, Henrik
August 1996, Volume 29, Issue 2
- 95-100 Correlations between functions of records can be negative
by Nagaraja, H. N. & Nevzorov, V. B.
- 101-106 An asymptotic relation arising in the decomposition of the likelihood of order statistics
by Park, Sangun
- 107-115 Conditional Lp-quantiles and their application to the testing of symmetry in non-parametric regression
by Chen, Zehua
- 117-123 Restricted product multinomial and product Poisson maximum likelihood estimation based upon Fenchel duality
by El Barmi, Hammou & Dykstra, Richard L.
- 125-129 Some new orthogonal designs in linear regression models
by Koukouvinos, Christos
- 131-141 A note on balanced generalized two-way elimination of heterogeneity designs
by Chai, Feng-Shun
- 143-148 Linear least squares regression: a different view
by Yatracos, Yannis G.
- 149-157 A Bartlett-type correction for the subject-years method in comparing survival data to a standard population
by Tu, Dongsheng & Gross, Alan J.
- 159-166 On sample spacings from IMRL distributions
by Kirmani, S. N. U. A.
- 167-176 Some results on ordering of survival functions through uncertainty
by Ebrahimi, Nader & Kirmani, S. N. U. A.
- 177-184 Analysis of incomplete blocks for rankings
by Alvo, M. & Cabilio, P.
- 185-189 Similarity solutions of first-passage problems for two-dimensional Wiener processes
by Lefebvre, Mario
August 1996, Volume 29, Issue 1
- 1-7 Empirical Bayes prediction for a mixed linear model with autoregressive errors
by Sajjan, S. G. & Basawa, I. V.
- 9-14 Characterization of the exact finite-sample distribution of a routine test statistic for non-nested regressions
by Szroeter, J.
- 15-22 A functional law of the iterated logarithm for the Dekkers-Einmahl-de Haan tail index estimator
by Tobbal, Khelifa
- 23-32 Prophet compared to gambler: additive inequalities for transforms of sequences of random variables
by Boshuizen, Frans A.
- 33-43 Improved estimators for simultaneous estimation of variance components
by Klonecki, Witold & Zontek, Stefan
- 45-53 Strongly-consistent, distribution-free confidence intervals for quantiles
by Gilat, David & Hill, T. P.
- 55-59 On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences
by Wisniewski, Mateusz
- 61-70 Covariance structure models for clustered proportions
by Yao, Tzy-Jyun & Reinsel, Gregory C.
- 71-78 Comparing Bayesian and frequentist estimators in the exchangeable case
by De la Horra, Julián
- 79-84 A note on deconvolution density estimation
by Patil, Prakash
- 85-87 Product moments of order statistics and the variance of a lightly trimmed mean
by David, H. A. & Balakrishnan, N.
- 89-93 On statistical properties of Chebyshev's norm
by Stoimenova, E.
August 1996, Volume 28, Issue 4
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