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
August 1996, Volume 28, Issue 4
- 299-310 Average-case analysis of multiple Quickselect: An algorithm for finding order statistics
by Lent, Janice & Mahmoud, Hosam M.
- 311-319 Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests
by McKeague, Ian W. & Sun, Yanqing
- 321-327 Dispersive orderings and characterization of ageing classes
by Belzunce, F. & Candel, J. & Ruiz, J. M.
- 329-335 Axiomatic information measures depending only on a probability measure
by Brezmes, T. & Naval, G.
- 337-343 A characterization of k-parameter quasimartingales
by Tsoi, Allanus H.
- 345-352 Stopped Lévy processes with applications to first passage times
by Gut, Allan
- 353-358 Root-n consistent estimation in partly linear regression models
by Schick, Anton
- 359-366 Existence of bounded invariant probability densities for Markov chains
by Hernández-Lerma, Onésimo & Lasserre, Jean B.
- 367-373 Tailweight with respect to the mode for unimodal distributions
by Averous, J. & Fougères, A. -L. & Meste, M.
- 375-386 A generalized Erlang distribution showing overdispersion
by Luceño, Alberto
July 1996, Volume 28, Issue 3
- 195-202 Testing for monotonicity in the intensity of a nonhomogeneous Poisson process
by Guffey, James M. & Wright, F. T.
- 203-209 A measurement of multi-factor orthogonality
by Deng, Lih-Yuan & Lin, Dennis K. J. & Wang, Jiannong
- 211-217 Construction of some asymmetrical orthogonal arrays
by Dey, Aloke & Midha, Chand K.
- 219-226 Global tilting method
by Jing, Bing-Yi
- 227-233 Nonparametric estimation for some nonlinear models
by Thavaneswaran, A. & Peiris, Shelton
- 235-238 On the distribution of the maxima of partial sums
by Sgibnev, M. S.
- 239-243 On the derivation of a suboptimal filter for signal estimation
by Ruiz-Molina, Juan Carlos & Valderrama, Mariano J.
- 245-250 Strong law of large numbers for 2-exchangeable random variables
by Etemadi, N. & Kaminski, M.
- 251-257 Estimation on random coefficient model with unbalanced data
by Fujisawa, Hironori
- 259-268 Bartlett-type formulas for complex multivariate time series of mixed spectra
by Li, Ta-Hsin
- 269-270 Characteristic functions taking constant values on intervals of the real line
by Ramachandran, B.
- 271-278 Infinite divisibility of random variables and their integer parts
by Bondesson, Lennart & Kristiansen, Gundorph K. & Steutel, Fred W.
- 279-284 A note on domains of attraction of p-max stable laws
by Christoph, Gerd & Falk, Michael
- 285-289 Maximum variation of total risk
by Pemantle, Robin
June 1996, Volume 28, Issue 2
- 99-106 An algorithm for estimating parameters of state-space models
by Wu, Lilian Shiao-Yen & Pai, Jeffrey S. & Hosking, J.R.M.
- 107-110 The law of the iterated logarithm for Lp-norms of empirical processes
by Gajek, L. & Kaluszka, M. & Lenic, A.
- 111-114 Stopping times and tightness for multiparameter martingales
by Ivanoff, B. Gail
- 115-120 Existence of a normal scale mixture with a given variance and a percentile
by Basu, Sanjib
- 121-126 Mixed difference matrices and the construction of orthogonal arrays
by Wang, J.C.
- 127-130 On the weak law of large numbers for randomly indexed partial sums for arrays
by Hong, Dug Hun
- 131-135 A conditional product measure theorem
by Swart, J.M.
- 137-141 On an F-type statistic for testing one-sided hypotheses and computation of chi-bar-squared weights
by Silvapulle, Mervyn J.
- 143-145 Asymptotic equivalence of nonparametric regression and white noise model has its limits
by Efromovich, Sam & Samarov, Alex
- 147-151 An extension of the method of polynomials and a new reduction formula for Bonferroni-type inequalities
by Galambos, Janos & Simonelli, Italo
- 153-157 Exact distribution of the Kaplan-Meier estimator under the proportional hazards model
by Chang, Myron N.
- 159-164 A class of exchangeable sequences
by Gnedin, Alexander V.
- 165-171 On the Chambers-Mallows-Stuck method for simulating skewed stable random variables
by Weron, Rafal
- 173-179 Gauss-Newton estimation of parameters for a spatial autoregression model
by Bhattacharyya, B.B. & Khalil, T.M. & Richardson, G.D.
- 181-189 On the grouped LSE under an errors-in-variables model
by Akritas, Michael G.
- 191-194 A generalization of variance bounds
by Papadatos, N. & Papathanasiou, V.
June 1996, Volume 28, Issue 1
- 1-8 A note on corrected-score estimation
by Buzas, J. S. & Stefanski, L. A.
- 9-21 Existence and strong consistency of maximum likelihood estimates for 1-dimensional exponential families
by Miao, Weiwen & Hahn, Marjorie G.
- 23-31 Nonparametric estimation in heteroskedastic regression
by Akritas, Michael G.
- 33-39 On multivariate Le Cam theorem and compound Poisson measures
by Cekanavicius, V.
- 41-49 Some remarks on the uniform weak convergence of stochastic processes
by Arcones, Miguel A.
- 51-58 An extension of a theorem on gambling systems to arbitrary binary random variables
by Wen, Liu & Zhongzhi, Wang
- 59-63 Orthogonal 2k and 3k factorial designs constructed using sequences with zero autocorrelation
by Koukouvinos, Christos
- 65-72 The bootstrap of the mean for strong mixing sequences under minimal conditions
by Radulovic, Dragan
- 73-79 Assessing a Bartlett plot
by Glendinning, Richard H.
- 81-90 Joint distribution of Brownian motion and its maximum, with a generalization to correlated BM and applications to barrier options
by Chuang, Chin-Shan
- 91-97 Inequalities of correlation type for symmetric stable random vectors
by Koldobsky, A. L. & Montgomery-Smith, S. J.
May 1996, Volume 27, Issue 4
- 289-294 Crossing properties of F distributions
by Mi, Jie
- 295-304 Nonparametric multiple change-point estimators
by Lee, Chung-Bow
- 305-311 Statistical solutions for a stochastic Burger's equation
by Karczewska, Anna
- 313-318 On weak lumpability of a finite Markov chain
by Peng, Nan-Fu
- 319-329 The rates of convergence of Bayes estimators in change-point analysis
by Rukhin, Andrew L.
- 331-339 A note on tightness
by Genest, Christian & Ghoudi, Kilani & Rémillard, Bruno
- 341-346 On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root
by Park, Chul Gyu & Shin, Dong Wan
- 347-355 Random polynomials with complex coefficients
by Farahmand, K.
- 357-365 Quantile estimation under possibly misspecified generalised linear model
by Séménou, M.
- 367-373 Tests of hypotheses in discrete models based on the penalized Hellinger distance
by Basu, Ayanendranath & Harris, Ian R. & Basu, Srabashi
- 375-384 Some properties of the Lynden-Bell estimator with truncated data
by Yuan, Ao
- 385-391 Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models
by Paparoditis, Efstathios
April 1996, Volume 27, Issue 3
- 195-199 An algorithm for tree-ordered isotonic median regression
by Qian, Shixian
- 201-205 Large deviations for subsampling from individual sequences
by Dembo, Amir & Zeitouni, Ofer
- 207-216 Asymptotic normality of a class of bivariate-multivariate discrete power series distributions
by Kyriakoussis, A. G. & Vamvakari, M. G.
- 217-219 On pairs of sums of random variables with pairwise equal distributions
by Krengel, U.
- 221-223 Nesting Plackett-Burman designs
by John, Peter W. M.
- 225-229 A curious property of the derivatives of the Cauchy density
by Hall, Peter & Marron, J. Steven & Titterington, D. M.
- 231-239 Optimized scorings for ordinal data for the general linear model
by Gautam, Shiva & Kimeldorf, George & Sampson, Allan R.
- 241-246 A note on the inverse estimation of band-limited signals
by Ruymgaart, Frits H.
- 247-254 Laws of the iterated logarithm for weighted sums of independent random variables
by Li, Deli & Tomkins, R. J.
- 255-258 A note on density estimation for Poisson mixtures
by McKay, Ian
- 259-265 Correlation between successive values of Anderson's classification statistic in the hold-out method
by Park, Pil S. & Kshirsagar, Anant M.
- 267-270 On c-optimal random variables
by Rüschendorf, Ludger
- 271-274 Dispersive ordering of order statistics
by Kochar, Subhash C.
- 275-279 Use of asymmetrical factorials for generating designs for quadratic mixture model
by Aggarwal, M. L. & Sarin, V.
- 281-287 Weighted least squares estimates in partly linear regression models
by Schick, Anton
April 1996, Volume 27, Issue 2
- 101-109 Recurrence formula for expectations of products of quadratic forms
by Ghazal, G. A.
- 111-114 Iterated Brownian motion and stable() subordinator
by Bertoin, Jean
- 115-126 The impact of unsuspected serial correlations on model selection in linear regression
by Hurvich, Clifford M. & Tsai, Chih-Ling
- 127-129 On distribution functions with completely monotone derivative
by Sandhya, E. & Satheesh, S.
- 131-136 The sample mid-range and interquartiles
by Bingham, N. H.
- 137-143 Tests for semiparametric model based on non-homogeneous Markov process
by Marzec, Leszek & Marzec, Pawel
- 145-148 Characterization of general ridge estimators
by Markiewicz, Augustyn
- 149-153 Some new non-proper variance-balanced designs with unequal replications
by Sinha, K. & Jones, B. & Kageyama, Sanpei
- 155-162 Test for generalized variance in signal processing
by Bhandary, Madhusudan
- 163-169 Local sensitivity of density bounded priors
by Meng, Q. & Sivaganesan, S.
- 171-175 On the asymptotic behavior of Akaike's BIC
by Reschenhofer, Erhard
- 177-180 On the coefficient of variation of the - and -classes
by Bhattacharjee, Arnab & Sengupta, Debasis
- 181-188 Empirical Bayes rules for selecting the most and least probable multivariate hypergeometric event
by Balakrishnan, N. & Ma, Yimin
- 189-194 Explicit and asymptotic formulae for the expected values of the order statistics of the Cantor distribution
by Knopfmacher, Arnold & Prodinger, Helmut
March 1996, Volume 27, Issue 1
- 1-9 A strong law of large numbers for triangular mixingale arrays
by de Jong, Robert M.
- 11-15 Regression and edge estimation
by Jacob, P. & Suquet, Ch.
- 17-23 On the identifiability of measurement error in the bifurcating autoregressive model
by Huggins, Richard
- 25-29 The variogram of the uniform transform of a random field
by De Cesare, L. & Posa, D.
- 31-36 Some results on discrete [alpha]-unimodality
by Mashhour, A. F.
- 37-41 A direct approach to a Bayesian sequential test for a normal mean
by Wan, Fanghuan & Wu, Xizhi
- 43-47 Non-dependence of the predictive distribution on the population size
by Bose, Sudip & Kedem, Benjamin
- 49-60 On the unconditional strong law of large numbers for the bootstrap mean
by Arenal-Gutiérrez, Eusebio & Matrán, Carlos & Cuesta-Albertos, Juan A.
- 61-65 A note on the change-point problem for angular data
by Csörgo, Miklós & Horváth, Lajos
- 67-69 Refinement of a zero-one law for maxima
by Tomkins, R. J.
- 71-84 Wavelet linear density estimator for a discrete-time stochastic process: Lp-losses
by Leblanc, Frédérique
- 85-89 Testing for the equality of several correlation matrices
by Schott, James R.
- 91-98 Illustration of some moment identities for order statistics
by Lange, Kenneth
March 1996, Volume 26, Issue 4
- 293-295 On the weak ergodicity of nonhomogeneous Markov chains
by Tan, Choon Peng
- 297-307 A note on density mode estimation
by Vieu, Philippe
- 309-314 Note on closed-form MLEs of failure rates in a fully parametric random censorship model with incomplete data
by Gastaldi, Tommaso
- 315-321 A note on random densities via wavelets
by Vidakovic, Brani
- 323-328 On Bayesian robustness with the [var epsilon]-contamination class of priors
by Boratynska, Agata
- 329-332 Linear models and D-optimal designs for n [triple bond; length as m-dash] 2 mod 4
by Koukouvinos, Christos
- 333-338 Orthogonal designs in linear models and sequences with zero autocorrelation
by Koukouvinos, Christos
- 339-346 On the distribution of linear functions of independent F and U variates
by Lee, Jack C. & Hu, Ling
- 347-355 On computing the expected Fisher information matrix for state-space model parameters
by Cavanaugh, Joseph E. & Shumway, Robert H.
- 357-363 On maximin designs for correlated observations
by Bischoff, Wolfgang
- 365-375 Unconditional Glivenko-Cantelli-type theorems and weak laws of large numbers for bootstrap
by Arenal-Gutiérrez, Eusebio & Matrán, Carlos & Cuesta-Albertos, Juan A.
- 377-380 On the strong law of large numbers
by Petrov, Valentin V.
- 381-387 A note on the TJW product-limit estimator for truncated and censored data
by Zhou, Yong
February 1996, Volume 26, Issue 3
- 199-203 On first-passage times in increasing Markov processes
by Pérez-Ocón, Rafael & Gámiz-Pérez, M. Luz
- 205-211 A problem of minimax estimation with directional information
by Ferguson, Thomas S.
- 213-218 The range of simple branching random walk
by Grill, Karl
- 219-223 Iterated large deviations
by Löwe, Matthias
- 225-232 One-step robust parametric estimation with application to random censoring model
by Yang, Song
- 233-242 A queueing theoretical proof of increasing property of Polya frequency functions
by Daduna, Hans & Szekli, Ryszard
- 243-248 Asymptotic analysis of the moments of the Cantor distribution
by Grabner, P. J. & Prodinger, H.
- 249-258 Optimal allocation of test positions and testing time in a factorial life testing experiment
by Gertsbakh, I.
- 259-262 A remark on stochastic monotonicity
by Braverman, Michael
- 263-269 Minimum Hellinger distance estimation in simple linear regression models; distribution and efficiency
by Pak, Ro Jin
- 271-278 Wavelet density estimation by approximation of log-densities
by Koo, Ja-Yong & Kim, Woo-Chul
- 279-283 Rate functions in the theory of large deviations
by Eichelsbacher, Peter
- 285-292 Bounds for coherent reliability structures
by Koutras, M. V. & Papastavridis, S. G. & Petakos, K. I.
February 1996, Volume 26, Issue 2
- 97-104 On characterizations of independent identically distributed random variables via order structures
by Malov, S.V.
- 105-111 Characterizing multivariate normal distributions by some of its conditionals
by Bischoff, Wolfgang
- 113-114 Estimation problems for the two-parameter negative binomial distribution
by Wang, Yining
- 115-118 A note on estimating quantiles of exponential populations
by Kumar, Somesh & Sharma, Divakar
- 119-124 Total positivity properties of the bivariate diagonal natural exponential families
by Lu, I-Li & Richards, Donald
- 125-133 Association in time of a finite semi-Markov process
by Kuber, Madhuri & Dharmadhikari, Avinash
- 135-140 Large deviations for a class of recursive algorithms
by Zajic, Tim
- 141-145 A note on estimation of variance for [rho]-mixing sequences
by Peligrad, Magda & Shao, Qi-Man
- 147-152 On the Lebesgue decomposition of the posterior distribution with respect to the prior in regular Bayesian experiments
by Macci, Claudio
- 153-157 Specification of distributions by combinations of marginal and conditional distributions
by Arnold, Barry C. & Castillo, Enrique & Sarabia, José María
- 159-167 A Dirac-function method for densities of nonlinear statistics and for marginal densities in nonlinear regression
by Pázman, A. & Pronzato, L.
- 169-178 Asymptotic behavior of sample mean location for manifolds
by Hendriks, Harrie & Landsman, Zinoviy
- 179-185 Uniform strong consistency of kernel density estimators under dependence
by Kim, Tae Yoon & Cox, Dennis D.
- 187-197 Asymptotic expansions for randomly censored survival data
by Hardwick, Janis
January 1996, Volume 26, Issue 1
- 1-6 On exchangeable sampling distributions for uncontrolled data
by Leonard, Tom
- 7-12 Corrected score tests for exponential family nonlinear models
by Ferrari, Silvia L. P. & Cordeiro, Gauss M.
- 13-24 Estimation of a change in linear models
by Husková, Marie
- 25-34 On combining independent nonparametric regression estimators
by Gerard, Patrick D. & Schucany, William R.
- 35-41 A note on bootstrap model selection criterion
by Chung, Han-Yeong & Lee, Kee-Won & Koo, Ja-Yong
- 43-49 Likelihood ratio test for the spacing between two adjacent location parameters
by Yu, Philip L. H. & Lam, K.
- 51-60 On nonorthogonality and nonoptimality of Addelman's main-effect plans satisfying the condition of proportional frequencies
by Srivastava, J. N. & Ghosh, S.
- 61-64 A mixture representation of the Linnik distribution
by Kotz, Samuel & Ostrovskii, I. V.
- 65-73 A strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games
by Csörgo, Sándor & Simons, Gordon
- 75-82 Nonnegativity of odd functional moments of positive random variables with decreasing density
by Alsmeyer, Gerold
- 83-90 Matching fixed rectangles in 2-dimension
by Sheng, Ke-Ning & Naus, Joseph I.
- 91-96 An L1-variant of the Cramer-von Mises test
by Schmid, Friedrich & Trede, Mark
December 1995, Volume 25, Issue 4
- 289-299 A stochastic model for drug resistance in AIDS chemotherapy and the HIV incubation distribution
by Tan, Wai Y.
- 301-307 A new family of goodness-of-fit statistics for discrete multivariate data
by Lorenzen, Gunter
- 309-316 Restricted tests for and against the increasing failure rate ordering on multinomial parameters
by Bhattacharya, Bhaskar
- 317-321 On the equivalence of D and G-optimal designs in heteroscedastic models
by Wong, Weng Kee
- 323-327 Uniqueness of principal points for univariate distributions
by Li, Luning & Flury, Bernard
- 329-339 On weak lumpability of denumerable Markov chains
by Ledoux, James
- 341-349 On selecting the best natural exponential families with quadratic variance function
by Abughalous, Mansour M. & Bansal, Naveen K.
- 351-355 On a class of exchangeable sequences
by Gnedin, Alexander V.
- 357-360 A note on variance reduction
by Berlinet, Alain
- 361-364 Unbiased ratio-type variance estimation
by Agrawal, M. C. & Sthapit, A. B.
- 365-371 Explicit and exponential bounds for a test on the coefficient of an AR(1) model
by Massé, Bruno & Viano, Marie-Claude
- 373-378 Approximate estimation of non-identifiable parameters in a convolution
by Kale, B. K. & Sebastian, G.
November 1995, Volume 25, Issue 3
- 193-199 A weighted least-squares procedure for estimating the parameters of Altham's multiplicative generalization of the binomial distribution
by From, Steven G.
- 201-212 Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system
by Bosq, D. & Guégan, D.
- 213-219 Testing the equality of several binomial proportions to a prespecified standard
by Kulkarni, Pandurang M. & Shah, Arvind K.
- 221-229 Estimations of the decomposition stability into identical components
by Ushakov, N. G. & Ushakova, A. P.
- 231-240 Correspondence analysis of an artificial binary cylinder data
by Endo, Hideki
- 241-248 Estimating the number of change points in a sequence of independent normal random variables
by Lee, Chung-Bow
- 249-252 Improved predictors in survey sampling under a super population model
by Srivastava, A. K.
- 253-263 The asymptotic tail behaviours of projection pursuit-type Kolmogorov statistics
by Zhu, Li-Xing & Cheng, Ping
- 265-270 Construction of bivariate distributions by a generalised trivariate reduction technique
by Lai, C. D.
- 271-279 Tactical aspects of search and rescue operations
by Meloche, J.
- 281-288 Preserving unimodality by mixing
by Bertin, Emile & Theodorescu, Radu
November 1995, Volume 25, Issue 2
- 95-104 On nonparametric likelihood ratio estimation of survival probabilities for censored data
by Li, Gang
- 105-111 Behavior near zero of the distribution of GCV smoothing parameter estimates
by Wahba, Grace & Wang, Yuedong
- 113-115 A simple proof and refinement of Wielandt's eigenvalue inequality
by Dümbgen, Lutz
- 117-120 On the nonexistence of a global nonnegative minimum bias invariant quadratic estimator of variance components
by Gao, Sujuan & Smith, T. M. F.
- 121-132 On Wieand's theorem
by Kallenberg, Wilbert C. M. & Koning, Alex J.
- 133-144 M-type estimators of regression function with applications
by Zhu, Li-Xing & Ng, Kai W.
- 145-151 On asymptotic expansions in the first uniform Kolmogorov theorem
by Cekanavicius, V.
- 153-162 The laws of the iterated logarithm of some estimates in partly linear models
by Gao, Jiti
- 163-170 A note on the asymptotic behavior of conditional extremes
by Gangopadhyay, Ashis K.
- 171-175 Concavity of Box-Cox log-likelihood function
by Kouider, Elies & Chen, Hanfeng
- 177-183 Ordered and unordered random partitions of an integer and the GEM distribution
by Sibuya, Masaaki & Yamato, Hajime
- 185-192 Robust scale estimation based on the the empirical characteristic function
by Markatou, Marianthi & Horowitz, Joel L. & Lenth, Russell V.
October 1995, Volume 25, Issue 1
Printed from https://ideas.repec.org/s/eee/stapro39.html
