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Series handle: RePEc:eee:stapro
ISSN: 0167-7152
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Content
December 1995, Volume 25, Issue 4
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
- 1-8 The Strassen law of the iterated logarithm in Banach function spaces
by Norvaisa, R.
- 9-13 On the E-optimality of some two-way elimination of heterogeneity designs
by Brzeskwiniewicz, Henryk
- 15-20 A note on the symmetry of normal mean hypotheses and its implications
by Hu, Xiaomi
- 21-26 On the strong law of large numbers for sums of pairwise independent random variables
by Martikainen, Alexander
- 27-35 Unit root tests for seasonal models with deterministic trends
by Cho, Sinsup & Park, Young J. & Ahn, Sung K.
- 37-42 Optimal weighing designs and some new weighing matrices
by Koukouvinos, Christos
- 43-53 Asymptotic normality of multivariate trimmed means
by Arcones, Miguel A.
- 55-61 Consistency of the local kernel density estimator
by Givens, Geof H.
- 63-70 Von Mises conditions, [delta]-neighborhoods and rates of convergence for maxima
by Kaufmann, Edgar
- 71-77 Improved upper bounds for probabilities of uniform deviations
by Lugosi, Gábor
- 79-85 On some characterizations of the t-distribution
by Arellano-Valle, Reinaldo B. & Bolfarine, Heleno
- 87-94 Some properties of a limiting distribution in Quicksort
by Tan, Kok Hooi & Hadjicostas, Petros
September 1995, Volume 24, Issue 4
- 281-288 Multivariate p-norm symmetric distributions
by Yue, Xinnian & Ma, Chunsheng
- 289-297 Estimation of scale matrix of elliptically contoured matrix distributions
by Li, Run-Ze & Fang, Kai-Tai
- 299-304 The Bahadur representation of sample quantiles for sequences of strongly mixing random variables
by Yoshihara, Ken-ichi
- 305-314 A semigroup approach to poisson approximation with respect to the point metric
by Roos, Bero
- 315-319 Two-sample empirical likelihood method
by Jing, Bing-Yi
- 321-330 The Bernstein polynomial estimator of a smooth quantile function
by Cheng, Cheng
- 331-338 Ballot theorems revisited
by Konstantopoulos, Takis
- 339-344 Characterizations of probability distributions based on discrete p-monotonicity
by Sapatinas, Theofanis
- 345-346 An invariance property of optimal spectral bandwidths
by Robinson, P. M.
- 347-356 Iterative estimates for a smoothing parameter
by Sun, Jiayang
- 357-364 A note on strong convergence rates in nonparametric regression
by Cheng, Philip E.
- 365-373 A double-integral equation for the average run length of a multivariate exponentially weighted moving average control chart
by Rigdon, Steven E.
- 375-380 Optimal block designs revisited: An approximate theory detour
by Pukelsheim, Friedrich & Sinha, Bikas Kumar
August 1995, Volume 24, Issue 3
- 187-192 Moments of measures attracted to operator semi-stable laws
by Scheffler, Hans-Peter
- 193-198 Asymptotic information for parametric estimation from an equilibrium particle process
by Phelan, Michael J.
- 199-204 Average error in the central limit theorem for the cumulative processes
by Roginsky, Allen
- 205-211 Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function
by Pal, Nabendu & Ling, Chiahua
- 213-218 Some self-similar processes related to local times
by Shieh, Narn-Rueih
- 219-224 Alarm rates for quality control charts
by Margavio, Thomas M. & Conerly, Michael D. & Woodall, William H. & Drake, Laurel G.
- 225-227 On LP stochastic representations
by Lin, S. J.
- 229-231 On the almost sure behaviour of sums of random variables
by Petrov, Valentin V.
- 233-242 Differential calculus relative to some point processes
by Dermoune, A.
- 243-244 Skorohod's theorem and convergence of types
by Fazli, K. & Behboodian, J.
- 245-249 On the central limit theorem for U-statistics under absolute regularity
by Arcones, Miguel A.
- 251-256 Rank regression for current status data
by Aragón, Jorge & Quiróz, Adolfo J.
- 257-262 On the biases of error estimators in prediction problems
by Hall, Peter
- 263-268 A uniform approximation to the sampling distribution of the coefficient of variation
by Hürlimann, Werner
- 269-271 On two recent papers of Y. Kanazawa
by Jones, M. C.
- 273-279 Second-order asymptotic efficiency of PMLE in generalized linear models
by Liang, Hua
August 1995, Volume 24, Issue 2
- 91-98 On a modified bootstrap for certain asymptotically nonnormal statistics
by Datta, Somnath
- 99-104 A note on bivariate Dawson-Sankoff-type bounds
by Chen, Tuhao & Seneta, E.
- 105-110 Estimators of integrals of powers of density derivatives
by Hall, Peter & Wolff, Rodney C. L.
- 111-119 Use of moments in studies of limit distributions arising from iterated random subdivisions of an interval
by Johnson, Norman L. & Kotz, Samuel
- 121-132 Limit theorems for the logarithm of sample spacings
by Shao, Yongzhao & Hahn, Marjorie G.
- 133-138 On recurrence relations for order statistics
by David, H. A.
- 139-145 Quantile estimation of treatment effect for the two-sample problem with right censored data
by Park, Hyo-Il & Park, Sang-Gue
- 147-151 A note on a unified test for multivariate linear relationships
by Isogawa, Yoshiko
- 153-156 Inadmissibility of some tests for order-restricted alternatives
by Cohen, Arthur & Sackrowitz, H. B.
- 157-164 When is a truncated covariance function on the line a covariance function on the circle?
by Wood, Andrew T. A.
- 165-168 A counterexample concerning uniform ergodic theorems for a class of functions
by Nobel, Andrew
- 169-171 Edgeworth approximations for rank sum test statistics
by Kolassa, John E.
- 173-175 A simple combinatorial proof of a result by Robertson and Pillers
by Mukerjee, Hari
- 177-180 A note on the accuracy of an approximate interval for the binomial parameter
by Huwang, Longcheen
- 181-185 A note on the local asymptotically minimax rate for estimating a crossing point in a diagnostic marker problem
by Hsieh, Fushing & Turnbull, Bruce W.
July 1995, Volume 24, Issue 1
- 1-8 A note on autocovariance estimation in the presence of discrete spectra
by Houdré, Christian & Kedem, Benjamin
- 9-12 On a theorem of K. Schmidt
by Bradley, Richard C.
- 13-20 Nonparametric estimation of regression parameters from censored data with a discrete covariate
by Rahbar, Mohammad H. & Gardiner, Joseph C.
- 21-31 Small perturbations of Gaussian regressors
by Millet, Annie & Smolenski, Wlodzmierz
- 33-37 A linear-quadratic distributional identity
by El Barmi, Hammou
- 39-47 A geometric approach of the generalized least-squares estimation in analysis of covariance structures
by Wang, S. J. & Lee, Sik-Yum
- 49-56 Estimation of nonlinear random coefficient models
by Ramos, Rogelio Q. & Pantula, Sastry G.
- 57-66 Asymptotics of k-mean clustering under non-i.i.d. sampling
by Serinko, Regis J. & Babu, Gutti Jogesh
- 67-70 A generalization of the Wishart distribution
by Tsai, Ming-Tien
- 71-75 On the Doléans function of set-indexed submartingales
by De Giosa, Marcello & Mininni, Rosamaria
- 77-90 Asymptotic normality of a smooth estimate of a random field distribution function under association
by Roussas, George G.
June 1995, Volume 23, Issue 4
- 297-306 On the Fisher information in type-I censored and quantal response data
by Gertsbakh, I.
- 307-311 A characterization of a bivariate geometric distribution
by Sun, Kai & Basu, Asit P.
- 313-326 On the minimum of independent geometrically distributed random variables
by Ciardo, Gianfranco & Leemis, Lawrence M. & Nicol, David
- 327-332 On Stein-Chen factors for Poisson approximation
by Brown, Timothy C. & Xia, Aihua
- 333-338 On confidence regions induced by the Wilcoxon rank sum test
by Horstmann, Vibeke
- 339-342 Maximum stability and a generalization
by Sreehari, M.
- 343-350 Identifiability of full, marginal, and conditional factor analysis models
by Ihara, Masamori & Kano, Yutaka
- 351-358 Bounds for order statistics based on dependent variables with given nonidentical distributions
by Rychlik, Tomasz
- 359-365 A Stochastic process arising in sequential experimentation
by Stadje, W.
- 367-369 A condition for the nonexistence of ancillary statistics
by Gupta, Arjun K. & Wang, Yining
- 371-380 Designs through recoding of varietal and level codes
by Das, M. N. & Giri, N. & Ahmed, M.
May 1995, Volume 23, Issue 3
- 203-209 A necessary and sufficient condition for the existence of the limiting probability of a tie for first place
by Baryshnikov, Yuliy & Eisenberg, Bennett & Stengle, Gilbert
- 211-220 Bahadur and Hodges-Lehmann approximate efficiencies of tests based on spacings
by Bartoszewicz, Jaroslaw
- 221-226 On the rate of convergence in the martingale CLT
by Rackauskas, Alfredas
- 227-231 A note on the maximum of a random walk
by Stadje, W.
- 233-238 A bound on the 1-error of a nonparametric density estimator with censored data
by Kulasekera, K. B.
- 239-242 On a class of multivariate distributions closed under concomitance of order statistics
by Balasubramanian, K. & Balakrishnan, N.
- 243-245 A Kolmogorov inequality for the sum of independent Bernoulli random variables with unequal means
by Turner, Danny W. & Young, Dean M. & Seaman, John W.
- 247-251 Some results on strong limit theorems for (LB)-space-valued random variables
by Wang, Xaingchen & Bhaskara Rao, M. & Li, Deli
- 253-258 A V-optimal design for Scheffé's polynomial model
by Liu, Shuangzhe & Neudecker, Heinz
- 259-270 Lower limits of iterated Wiener processes
by Shi, Z.
- 271-274 Discrete Mittag-Leffler distributions
by Pillai, R. N. & Jayakumar, K.
- 275-280 Exact behavior of Gaussian seminorms
by Dembo, Amir & Mayer-Wolf, Eddy & Zeitouni, Ofer
- 281-288 The sample mid-range and symmetrized extremal laws
by Bingham, N. H.
- 289-295 Law of the iterated logarithm and local variations at zero of the sticky Brownian motion
by Amir, Madjid & Knight, Frank B.
May 1995, Volume 23, Issue 2
- 105-110 Finite exchangeability and linear regression
by Bassan, Bruno & Scarsini, Marco
- 111-115 A game with four players
by Chang, Derek K.
- 117-122 On combining independent tests in linear models
by Jordan, Scott M. & Krishnamoorthy, K.
- 123-127 A note on the bias of L-estimators and a bias reduction procedure
by Xiang, Xiaojing
- 129-133 The equivalence of two conditions for weight functions for martingales
by Chang, Xiang Qian & Moore, Charles N.
- 135-139 Convergence of increments for cumulative hazard function in a mixed censorship-truncation model with application to hazard estimators
by Gu, Minggao
- 141-149 A note on sequential estimation of the mean
by Uno, Chikara
- 151-155 The strong law of U-statistics with [phi]*-mixing samples
by Qiying, Wang
- 157-164 Contorted uniform and Pareto distributions
by Dimitrov, Boyan & von Collani, Elart
- 165-170 Inconsistent maximum likelihood estimators for the Rasch model
by Ghosh, Malay
- 171-178 A generalized class of estimators in linear regression models with multivariate-t distributed error
by Karan Singh, R. & Misra, Sheela & Pandey, S. K.
- 179-182 On the limit distributions of sums of mixing Bernoulli random variables
by Dziubdziela, Wieslaw
- 183-191 ANOVA and rank tests when the number of treatments is large
by Boos, Dennis D. & Brownie, Cavell
- 193-201 The approximate distribution of nonparametric regression estimates
by Robinson, P. M.
April 1995, Volume 23, Issue 1
- 1-8 Hazard rate ordering of k-out-of-n systems
by Shaked, Moshe & George Shanthikumar, J.
- 9-11 Stationarity of independent sequences
by Lacaze, B.
- 13-20 Dependency measure for sets of random events or random variables
by Stoyanov, Jordan
- 21-25 The smallest uniform upper bound on the distance between the mean and the median of the binomial and Poisson distributions
by Hamza, Kais
- 27-34 Asymptotic normality of pseudo-LS estimator for partly linear autoregression models
by Gao, Jiti & Liang, Hua
- 35-44 Intrinsic losses for empirical Bayes estimation: A note on normal and Poisson cases
by Fourdrinier, Dominique & Robert, Christian P.
- 45-52 Estimating statistical hypotheses
by Blyth, Colin R. & Staudte, Robert G.
- 53-61 An example in which the Lugannani-Rice saddlepoint formula fails
by Booth, James G. & Wood, Andrew T. A.
- 63-67 Another proof of a slow convergence result of Birgé
by Devroye, Luc
- 69-72 Detecting a change in the intercept in multiple regression
by Watson, G. S.
- 73-78 Estimation of quantile density function based on regression quantiles
by Dodge, Yadolah & Jurecková, Jana
- 79-92 Robust recursive estimation for correlated observations
by Guttman, Irwin & Lin, Dennis K. J.
- 93-104 On a class of bivariate compounded Poisson distributions
by Papageorgiou, H. & David, Katerina M.
March 1995, Volume 22, Issue 4
- 261-268 On the logarithmic average of additive functionals
by Csáki, E. & Földes, A.
- 269-274 On information matrices in case-control studies
by Wang, C. Y. & Wang, Suojin
- 275-279 On the spectrum and Martin boundary of homogeneous spaces
by Northshield, S.
- 281-285 Improvement of ANOVA estimators of variance components in block designs with random treatments
by Molinska, Anna & Molinski, Krzysztof
- 287-293 On the sequential point estimation of the mean of a gamma distribution
by Isogai, Eiichi & Uno, Chikara
- 295-301 A limit theorem for the entropy density of nonhomogeneous Markov information source
by Wen, Liu & Weiguo, Yang
- 303-310 Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated
by Nieto, Fabio H. & Guerrero, Victor M.
- 311-315 On geometric ergodicity of nonlinear autoregressive models
by Bhattacharya, Rabi & Lee, Chanho
- 317-323 Weighted bootstrapping for U-quantiles
by Aerts, Marc & Janssen, Paul
- 325-332 Multivariate dispersion orderings
by Giovagnoli, Alessandra & Wynn, H. P.
- 333-338 Rates of convergence for everywhere-positive Markov chains
by Baxter, J. R. & Rosenthal, Jeffrey S.
- 339-347 Optimal asymptotic quadratic error of density estimators for strong mixing or chaotic data
by Bosq, Denis
February 1995, Volume 22, Issue 3
- 175-184 Left and right linear innovations for a multivariate S[alpha]S random variable
by Rutkowski, Marek
- 185-194 Dependent versions of a central limit theorem for the squared length of a sample mean
by Saikkonen, Pentti
- 195-203 Group truncated ordinal regression
by O'Neill, Terence J. & Barry, Simon C.
- 205-212 Consistent estimation of density-weighted average derivative by orthogonal series method
by Prakasa Rao, B. L. S.
- 213-221 Analysis of repeated measures incomplete block designs using R-estimators
by Mushfiqur Rashid, M.
- 223-230 A central limit theorem for non-linear functionals of stationary Gaussian vector processes
by Sánchez de Naranjo, M. V.
- 231-238 Intermediate order statistics with applications to nonparametric estimation
by Papadatos, N.
- 239-247 A Bernstein-type inequality for U-statistics and U-processes
by Arcones, Miguel A.
- 249-256 Likelihood ratio and a class of strong laws for the sequence of integer-valued random variables
by Wen, Liu & Zikuan, Liu
- 257-260 Sharp inequalities between skewness and kurtosis for unimodal distributions
by Teuscher, F. & Guiard, V.
February 1995, Volume 22, Issue 2
- 87-96 A class of strong laws for functionals of countable nonhomogeneous Markov chains
by Liu, Wen & Liu, Guoxin
- 97-102 Lattices of random sets and progressivity
by Gail Ivanoff, B. & Merzbach, Ely & Schiopu-Kratina, Ioana
- 103-110 Stochastic order relations and the total time on test transform
by Bartoszewicz, Jaroslaw
- 111-119 A general composition theorem and its applications to certain partial orderings of distributions
by Joag-dev, Kumar & Kochar, Subhash & Proschan, Frank
- 121-129 On multivariate kernel estimation for samples from weighted distributions
by Ahmad, Ibrahim A.
- 131-136 A note on the almost sure central limit theorem for weakly dependent random variables
by Peligrad, Magda & Shao, Qi-Man
- 137-148 Reliability bounds for coherent structures with independent components
by Fu, J. C. & Koutras, M. V.
- 149-156 On the strong uniform consistency of density estimation for strongly dependent sequences
by Ho, Hwai-Chung
- 157-160 A regression approach for estimating the center of symmetry
by Hsieh, Fushing
- 161-166 Some stochastic models leading to the convolution of two binomial variables
by Ong, S. H.
- 167-173 Likelihood ratio tests for bivariate symmetry against ordered alternatives in a square contingency table
by El Barmi, Hammou & Kochar, Subhash C.
January 1995, Volume 22, Issue 1
- 1-6 Symmetry groups in d-space
by Meerschaert, Mark M. & Alan Veeh, Jeery
- 7-15 On a likelihood-based approach in nonparametric smoothing and cross-validation
by Chaudhuri, Probal & Dewanji, Anup
- 17-23 A note on conditionally unbiased estimation after selection
by Deshpande, Jayant V. & Muhammad Fareed, T. P.
- 25-31 A local criterion for smoothness of densities and application to the supremum of the Brownian sheet
by Florit, Carme & Nualart, David
- 33-42 Near optimal weights in nonparametric regression under some common restrictions
by Holiday, David B.
- 43-47 Nonconstant levels for T-year return periods for two-dimensional Poisson processes with periodic intensity
by Ballerini, Rocco
- 49-53 On permissible correlations for locally correlated stationary processes
by Donahue, Rafe M. J. & Brockwell, Peter J. & Davis, Richard A.
- 55-57 On the weak law of large numbers for arrays
by Dug Hun Hong & Kwang Sik Oh
- 59-69 Conditioned superprocesses and their weighted occupation times
by Krone, Stephen M.
- 71-77 The number of visits to a subset of the state space by a discrete-parameter semi-Markov process
by Csenki, Attila
- 79-85 On the variance of the trimmed mean
by Capéraà, Philippe & Rivest, Louis-Paul
December 1994, Volume 21, Issue 5
- 337-345 A central limit theorem for functionals of the Kaplan--Meier estimator
by Yang, Song
- 347-355 Minimum distance estimation in linear models with long-range dependent errors
by Mukherjee, Kanchan
- 357-362 A Kolmogorov inequality for U-statistics based on Bernoulli kernels
by Christofides, Tasos C.
- 363-365 Cramer's estimate for Lévy processes
by Bertoin, J. & Doney, R. A.
- 367-370 A note on necessary and sufficient conditions for proving that a random symmetric matrix converges to a given limit
by Strawderman, Robert L.
- 371-380 Estimation of the autocorrelation coefficient in the presence of a regression trend
by Schick, Anton
- 381-384 A quasi-likelihood approach to the REML estimating equations
by Heyde, C. C.
- 385-394 Maxima of bivariate random vectors: Between independence and complete dependence
by Hüsler, J.
- 395-403 Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices
by Young, Dean M. & Seaman, John W. & Meaux, Laurie M.
- 405-407 Equivalence of relations for order statistics for exchangeable and arbitrary cases
by Balasubramanian, K. & Balakrishnan, N.
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