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Series handle: RePEc:eee:stapro
ISSN: 0167-7152
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Content
December 1994, Volume 21, Issue 5
November 1994, Volume 21, Issue 4
- 255-261 Efficiencies of some small second-order designs
by Jensen, D. R.
- 263-269 On the nonexistence of certain optimal confidence sets for the rectangular problem
by Chatterjee, Shoutir Kishore & Chattopadhyay, Gaurangadeb
- 271-280 Distributional convergence of M-estimators under unusual rates
by Arcones, Miguel A.
- 281-289 Variance upper bounds and convolutions of [alpha]-unimodal distributions
by Abouammoh, A. M. & Mashhour, A. F.
- 291-298 A parametric bootstrap procedure to estimate the selected mean using censored data
by Indurkhya, Alka
- 299-309 Asymptotic normality of the discrete Fourier transform of long memory time series
by Pham, Dinh Tuan & Guégan, Dominique
- 311-316 On uniform marginal representation of contingency tables
by Arnold, Barry C. & Gokhale, D. V.
- 317-321 On some limit laws for perturbed empirical distribution functions
by Denker, Manfred & Puri, Madan L.
- 323-336 Continuous-time fractional ARMA processes
by Viano, M. C. & Deniau, C. & Oppenheim, G.
October 1994, Volume 21, Issue 3
- 173-179 On integration, substitution and the probability integral transform
by Savits, Thomas H.
- 181-194 Probability density estimation from dependent observations using wavelets orthonormal bases
by Masry, Elias
- 195-202 Combining independent tests of triangular distribution
by Abu-Dayyeh, Walid A. & El-Qader El-Masri, Abed
- 203-214 Smoothing dependent observations
by Fraiman, R. & Meloche, J.
- 215-221 Identifiability in interval censorship models
by Wang, Zhiming & Gardiner, J. C. & Ramamoorthi, R. V.
- 223-228 An isotonic estimator of the baseline hazard function in Cox's regression model under order restriction
by Chung, Daehyun & Chang, Myron N.
- 229-235 Asymptotically distribution-free joint confidence intervals for generalized Lorenz curves based on complete data
by Chakraborti, S.
- 237-245 Dispersive comparison of distributions: a multisample testing problem
by Marzec, Leszek & Marzec, Pawel
- 247-251 Siegel's formula via Stein's identities
by Liu, Jun S.
September 1994, Volume 21, Issue 2
- 85-94 Probability inequalities for certain dependence structures
by Dobbins, Thomas W. & Sarkar, Sanat K.
- 95-99 Some bounds for balanced two-way elimination of heterogeneity designs
by Siatkowski, Idzi
- 101-105 An extended Simes' test
by Hochberg, Yosef & Liberman, Uri
- 107-113 Tests based on L-statistics to test the equality in dispersion of two probability distributions
by Rojo, Javier & Wang, Jinping
- 115-120 Rank tests for testing the randomness of autoregressive coefficients
by Ramanathan, R. V. & Rajarshi, M. B.
- 121-130 Restricted multinomial maximum likelihood estimation based upon Fenchel duality
by El Barmi, Hammou & Dykstra, Richard L.
- 131-140 Covariance matrices of quadratic forms in elliptical distributions
by Zhao, Yi
- 141-145 Nonexistence of consistent estimates in a density estimation problem
by Chen, X. R. & Wu, Y.
- 147-151 Asymptotic distributions of estimated f-dissimilarity between populations in stratified random sampling
by Zografos, K.
- 153-155 Covariance between variables and their order statistics for multivariate normal variables
by Rinott, Yosef & Samuel-Cahn, Ester
- 157-161 A strong limit theorem under no assumption of independence, stationarity or various dependences
by Liu, Wen
- 163-166 Completeness of time-ordered indicators in censored data models
by Moser, Martin
- 167-172 Symmetrized kernel estimators of the regression slope
by Blyth, Stephen
September 1994, Volume 21, Issue 1
- 1-8 A Poisson approximation for the number of k-matches
by Burghardt, Patrick D. & Godbole, Anant P. & Prengaman, Amy B.
- 9-19 Partial autocorrelation function for spatial processes
by Etchison, Tonya & Pantula, Sastry G. & Brownie, Cavell
- 21-25 A dependent F[alpha]-scheme
by Ballerini, Rocco
- 27-28 A note on min--maxbias estimators in approximately linear models
by Bassett, Gilbert W.
- 29-36 Kernel estimation of the density of a statistic
by Sherman, Michael
- 37-47 Maximum likelihood estimation for weighted distributions
by Iyengar, Satish & Zhao, Peng-Liang
- 49-57 On the HIV incubation distribution under non-Markovian models
by Tan, W. Y.
- 59-67 An occupation time approach for convergence of measure-valued processes, and the death process of a branching system
by Gorostiza, L. G. & Lopez-Mimbela, J. A.
- 69-75 On the estimation of the mean of a Np([mu],[Sigma]) population with [mu]'[Sigma]-1 [mu] known
by Marchand, Eric
- 77-83 Some strong limit theorems relative to the geometric average of random transition probabilities of arbitrary finite nonhomogeneous Markov chains
by Wen, Liu
August 1994, Volume 20, Issue 5
- 337-345 Mean residual life and increasing convex comparison of shock models
by Fagiuoli, E. & Pellerey, F.
- 347-352 A bartlett-type adjustment for the likelihood ratio statistic with an ordered alternative
by Wang, Yazhen
- 353-354 Multivariate normality via conditional specification
by Arnold, Barry C. & Castillo, Enrique & Sarabia, JoséMaría
- 355-365 On local odds and hazard rate models in survival analysis
by Janssen, Arnold
- 367-373 Persistent convergence on randomly deleted sets
by Rothmann, Mark D. & Russo, Ralph P.
- 375-382 The hazard rate of the power-quadratic exponential family of distributions
by Pham-Gia, T.
- 383-393 Stochastic equivalence of ordered random variables with applications in reliability theory
by Li, Haijun & Zhu, Haolong
- 395-400 Tests of ordered hypotheses in linkage in heredity
by Paula, Gilberto A. & Sen, Pranab K.
- 401-409 Trimmed mean or sample median?
by Oosterhoff, J.
- 411-420 The bias of k-step M-estimators
by Rousseeuw, Peter J. & Croux, Christophe
July 1994, Volume 20, Issue 4
- 253-257 Two principal points of symmetric, strongly unimodal distributions
by Tarpey, Thaddeus
- 259-268 Higher-order asymptotic theory for discriminant analysis of Gaussian ARMA processes
by Zhang, Guoqiang
- 269-271 The rank of the current lifetime
by Grübel, Rudolf
- 273-285 Linking the estimation and ranking and selection problems through sequential procedures: The normal case
by Chaturvedi, Ajit & Gupta, Rahul
- 287-294 Robust Bayesian analysis using divergence measures
by Dey, Dipak K. & Birmiwal, Lea R.
- 295-306 Robust measures of association in the correlation model
by Witt, Lee D. & McKean, Joseph W. & Naranjo, Joshua D.
- 307-312 Closure of multivariate t and related distributions
by Jensen, D. R.
- 313-319 Moments of the ratio of two dependent quadratic forms
by Ghazal, G. A.
- 321-326 Morphological Markov random fields
by Carstensen, Jens Michael
- 327-335 Multidimensional Lévy inequalities and their applications
by Li, Gang
June 1994, Volume 20, Issue 3
- 169-172 On polynomial filtration of some continuous semimartingales
by Ouknine, Y.
- 173-182 On ordinary least-squares methods for sample surveys
by Wang, Song-Gui & Chow, Shein-Chung & Tse, Siu-Keung
- 183-188 On the non-consistency of an estimate of Chiu
by Devroye, Luc
- 189-195 On the limiting distribution of and critical values for an origin-invariant bivariate Cramer--von Mises-type statistic
by Zimmerman, Dale L.
- 197-202 A perturbation scheme for nonlinear models
by Wu, Xizhi & Wan, Fanghuan
- 203-207 Arbitrarily reliable systems with two dual modes of failure
by Veselý, Petr
- 209-217 On the number of maxima in a discrete sample
by Brands, J. J. A. M. & Steutel, F. W. & Wilms, R. J. G.
- 219-223 Convergence of the Kaplan-Meier estimator in weighted sup-norms
by Stute, Winfried
- 225-234 Two measures of sample entropy
by Ebrahimi, Nader & Pflughoeft, Kurt & Soofi, Ehsan S.
- 235-238 Multivariate normality via conditional normality
by Ahsanullah, M. & Wesolowski, Jacek
- 239-240 Stationary probabilities for a simple immigration-birth-death process under the influence of total catastrophes
by Kyriakidis, E. G.
- 241-245 Improving the James-Stein estimator using the Stein variance estimator
by Berry, J. Calvin
May 1994, Volume 20, Issue 2
- 85-90 The study of a function relating to stable distributions
by Buckle, D. J.
- 91-99 Parameter estimation for ARMA processes with errors in models
by Chen, Han-Fu & Deniau, Claude
- 101-112 Correspondence analysis of an artificial cylinder data
by Okamoto, Masashi
- 113-116 Monotonicity of regression functions in structural measurement error models
by Hwang, Gene T. & Stefanski, Leonard A.
- 117-123 On minimum L1-norm estimate of the parameter of the Ornstein--Uhlenbeck process
by Kutoyants, Y. & Pilibossian, P.
- 125-130 On the central limit theorem for point process martingales
by Johansson, Björn
- 131-138 Adaptive and unbiased predictors in a change point regression model
by Cohen, Arthur & Kushary, Debashis
- 139-142 Mixture or logistic regression estimation for discrimination
by O'Neill, Terence J.
- 143-148 Outlier detection in the state space model
by Chib, Siddhartha & Tiwari, Ram C.
- 149-153 Expectiles and M-quantiles are quantiles
by Jones, M. C.
- 155-162 A duality theorem for solving multiple-player multivariate hypergeometric problems
by Sobel, Milton & Frankowski, Krzysztof
- 163-167 Hypothesis testing of common roots
by Klein, André
May 1994, Volume 20, Issue 1
- 1-7 Nonconsistent estimation by diffusion type observations
by Kutoyants, Yu. A.
- 9-21 Extreme quantile estimation in [delta]-neighborhoods of generalized Pareto distributions
by Falk, Michael
- 23-26 Convergence criteria for maxima with regularly varying normalizing constants
by Gan, Gaoxiong & Neill, James W.
- 27-35 Lifelength in a random environment
by Baxter, Laurence A. & Li, Linxiong
- 37-47 A generalization of the Eulerian numbers with a probabilistic application
by Harris, Bernard & Park, C. J.
- 49-55 Testing for change-points with rank and sign statistics
by Gombay, Edit
- 57-62 The central limit theorem for U-processes indexed by Hölder's functions
by Arcones, Miguel A.
- 63-67 Monotonicity properties of the ordered ranks in the two-sample problem
by Kochar, Subhash C.
- 69-73 Minimum disparity estimation in the errors-in-variables model
by Basu, Ayanendranath & Sarkar, Sahadeb
- 75-80 Infinite order V-statistics
by Shieh, Grace S.
- 81-84 The limit distribution of the concave majorant of an empirical distribution function
by Wang, Yazhen
April 1994, Volume 19, Issue 5
- 357-360 Breakdown versus efficiency -- Your perspective matters
by He, Xuming
- 361-370 Desirable properties, breakdown and efficiency in the linear regression model
by Davies, Laurie
- 371-379 Efficient high-breakdown M-estimators of scale
by Croux, Christophe
- 381-385 Small sample efficiency and exact fit for Cauchy regression models
by Morgenthaler, Stephan
- 387-398 The asymptotics of the least trimmed absolute deviations (LTAD) estimator
by Tableman, Mara
- 399-408 Effect of leverage on the finite sample efficiencies of high breakdown estimators
by Coakley, Clint W. & Mili, Lamine & Cheniae, Michael G.
- 409-415 Efficiency of MM- and [tau]-estimates for finite sample size
by Adrover, Jorge G. & Bianco, Ana M. & Yohai, Víctor J.
- 417-431 Unconventional features of positive-breakdown estimators
by Rousseeuw, Peter J.
March 1994, Volume 19, Issue 4
- 259-266 Rapid evaluation of the inverse of the normal distribution function
by Masaglia, George & Zaman, Arif & Marsaglia, John C. W.
- 267-269 Truncating sample weights reduces variance
by Yu, Kai Fun
- 271-279 On max domains of attraction of univariate p-max stable laws
by Subramanya, U. R.
- 281-284 Multivariate kurtosis in L1-sense
by Averous, Jean & Meste, Michel
- 285-290 A new proof on the distribution of the local time of a Wiener process
by Csörgo, Miklós & Shao, Qi-Man
- 291-297 On the product and the sum of random variables with arithmetic and non-arithmetic distributions
by Abt, Markus
- 299-305 Asymptotic representations for qualites of pooled samples
by Liu, Z. J. & Yin, Y. Q.
- 307-312 On disparity based goodness-of-fit tests for multinomial models
by Basu, Ayenendranath & Sarkar, Sahadeb
- 313-315 A conditional characterization of the multivariate normal distribution
by Arnold, Barry C. & Castillo, Enrique & Sarabia, Jose María
- 317-319 A feasible minimum risk estimator interpretation to Stein-rule estimators in linear regression model
by Srivastava, V. K. & Srivastava, A. K.
- 321-326 On multidimensional domains of attraction for stationary sequences
by Jakubowski, Adam
- 327-328 Moments do not determine tail
by Chao, Min-Te & Liang, Wen-Qi
- 329-337 The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators
by Tableman, Mara
- 339-347 On predicting the finite population distribution function
by Bolfarine, Heleno & Sandoval, Mônica C.
- 349-354 An odd property of the sample median
by Cabrera, J. & Maguluri, G. & Singh, K.
February 1994, Volume 19, Issue 3
- 169-176 Bias correction in ARMA models
by Cordeiro, Gauss M. & Klein, Ruben
- 177-179 A convergence theorem for sums of dependent Hilbert space valued triangular arrays
by Zezhi, Li & Buchen, Zhang
- 181-187 A multiplicative bias reduction method for nonparametric regression
by Linton, Oliver & Nielsen, Jens Perch
- 189-194 Unit root tests for ARIMA(0, 1, q) models with irregularly observed samples
by Shin, Dong Wan & Sarkar, Sahadeb
- 195-198 The best lower bound of sample correlation coefficient with ordered restriction
by Hwang, Tea-Yuan & Hu, Chin-Yuan
- 199-204 A note on the generalization of Mathisen's median test
by Shetty, I. D. & Bhat, Sharada V.
- 205-216 Necessary and sufficient conditions for the multivariate bootstrap of the mean
by Sepanski, Steven J.
- 217-219 A note on the conditional distribution of X when X - y is given
by Bai, Z. D. & Shepp, Lawrence A.
- 221-231 A simple form of Bartlett's formula for autoregressive processes
by Cavazos-Cadena, Rolando
- 233-237 Possible sample paths of self-similar [alpha]-stable processes
by Samorodnitsky, Gennady
- 239-243 On a probabilistic generalization of Taylor's theorem
by Lin, Gwo Dong
- 245-248 Testing for Poissonity-normality vs. other infinite divisibility
by Gupta, A. K. & Móri, T. F. & Székely, G. J.
- 249-257 Estimation of the mean when data contain non-ignorable missing values from a random effects model
by Shih, Weichung J. & Quan, Hui & Chang, Myron N.
January 1994, Volume 19, Issue 2
- 85-89 On long runs of heads and tails
by Móri, Tamás F.
- 91-95 Quadratic location discriminant functions for mixed categorical and continuous data
by Krzanowski, W. J.
- 97-99 On a majorization inequality for sums of independent random vectors
by Pinelis, Iosif
- 101-109 Estimation of restricted regression model when disturbances are not necessarily normal
by Singh, R. Karan
- 111-114 Some results on covariance of function of order statistics
by Qi, Yong-cheng
- 115-117 A compact expression for the variance of sample second-order moments in multivariate linear relations -- an alternative proof of Satorra's result
by Neudecker, Heinz
- 119-127 Asymptotically best bandwidth selectors in kernel density estimation
by Kim, W. C. & Park, B. U. & Marron, J. S.
- 129-130 A counterexample to a conjecture on order statistics
by Li, Luning
- 131-136 The Pitman comparison of unbiased linear estimators
by Fountain, Robert L. & Keating, Jerome P.
- 137-142 A simple and competitive estimator of location
by Chan, Y. M. & He, Xuming
- 143-145 Singularity of two diffusion on [infinity]
by Zhang, Sixiang
- 147-151 On the calculation of standard error for quotation in confidence statements
by Chen, Song Xi & Hall, Peter
- 153-159 The Chibisov--O'Reilly theorem for empirical processes under contiguous measures
by Szyszkowicz, Barbara
- 161-165 Moments of order statistics of the Cantor distribution
by Hosking, J. R. M.
January 1994, Volume 19, Issue 1
- 1-4 Sufficient conditions for unimodality of the positive binomial likelihood function
by DeRiggi, Dennis
- 5-18 Improved maximum likelihood estimation for component reliabilities with Miyakawa--Usher--Hodgson--Guess' estimators under censored search for the cause of failure
by Gastaldi, Tommaso
- 19-26 Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics
by Takahashi, Rinya
- 27-31 On the rate of almost sure convergence of Dümbgen's change-point estimators
by Ferger, Dietmar
- 33-38 Unbiased equivariant estimation of a common normal mean vector with one observation from each population
by Krishnamoorthy, K. & Pal, Nabendu
- 39-44 Criteria for the regularity of the sample functions of weakly harmonizable processes
by Moché, Raymond
- 45-49 A note on dichotomy theorems for integrals of stable processes
by Horváth, Lajos & Shao, Qi-Man
- 51-56 Specialised class L property and stationary autoregressive process
by Pillai, R. N. & Jayakumar, K.
- 57-63 On adaptive estimation of nonlinear functionals
by Efromovich, Sam
- 65-76 Testing goodness of fit of polynomial models via spline smoothing techniques
by Chen, Juei-Chao
- 77-84 On estimating the mean function of a Gaussian process
by Anilkumar, P.
December 1993, Volume 18, Issue 5
- 337-343 Admissibility of the Empirical Distribution Function in discrete nonparametric invariant problems
by Yu, Qiqing
- 345-348 On the absolute bias ratio of ratio estimators
by Meng, Xiao-Li
- 349-351 A triptych of discrete distributions related to the stable law
by Devroye, Luc
- 353-362 An extension of the Horvitz--Thompson theorem to point sampling from a continuous universe
by Cordy, Clifford B.
- 363-371 Selecting a double k-class estimator for regression coefficients
by Carter, R. A. L. & Srivastava, V. K. & Chaturvedi, A.
- 373-379 Subsampling quantile estimator majorization inequalities
by Kaigh, W. D. & Sorto, Maria Alejandra
- 381-382 On a problem of Andersson and Perlman
by Steel, M. A. & Wood, G. R.
- 383-388 Optimal robust credible sets for contaminated priors
by Sivaganesan, Siva & Berliner, L. Mark & Berger, James
- 389-395 On the distribution of functionals of stationary Gaussian processes
by Hornik, Kurt
- 397-403 Confidence interval estimation under some restrictions on the parameters with non-linear boundaries
by Gene Hwang, J. T. & Peddada, Shyamal D.
- 405-413 On the moving block bootstrap under long range dependence
by Lahiri, S. N.
- 415-420 A note on constructive procedure for unbiased controlled rounding
by Tiwari, Neeraj & Nigam, A. K.
November 1993, Volume 18, Issue 4
- 253-256 A remark on the connection between the large deviation principle and the central limit theorem
by Bryc, Wlodzimierz
- 257-263 Records generated by Markov sequences
by Adke, S. R.
- 265-270 Limit theorems for Markov random walks
by Tang, Loon Ching
- 271-278 Freeman--Tukey chi-squared goodness-of-fit statistics
by Read, Campbell B.
- 279-287 On the incubation distributions of the HIV epidemic
by Tan, W. Y.
- 289-296 Empirical Bayes analysis of the commercial loan evaluation process
by Leonard, Kevin J.
- 297-300 Two examples in the theory of large deviations
by Ioffe, Dmitry
- 301-305 A simple application of binomial--negative binomial relationship in the derivation of sharp bounds for moments of order statistics based on greatest convex minorants
by Balakrishnan, N.
- 307-312 The total time on test statistic and age-dependent censoring
by Cooke, Roger M.
- 313-314 Uniform distribution and sum modulo m of independent random variables
by Scozzafava, Paola
- 315-321 Hellinger distance and Kullback--Leibler loss for the kernel density estimator
by Kanazawa, Yuichiro
- 323-326 On the generalized Euler distribution
by Benkherouf, Lakdere & Alzaid, Abdulhamid A.
- 327-336 Density estimation by kernel and wavelets methods: Optimality of Besov spaces
by Kerkyacharian, Gérard & Picard, Dominique
October 1993, Volume 18, Issue 3
- 169-177 Appropriate penalties in the final prediction error criterion: a decision theoretic approach
by Zhang, Ping & Krieger, Abba M.
- 179-182 The asymptotic mean squared error of L-smoothing splines
by Abramovich, Felix P.
- 183-190 Testing for a unit root in autoregressive processes with systematic but incomplete sampling
by Shin, Dongwan & Pantula, Sastry G.
- 191-194 A lower bound for expectation of a convex functional
by Guo, Mei-Hui & Wei, Ching-Zong
- 195-203 A note on testing for a unit root in an ARIMA(p,1,0) signal observed with MA(q) noise
by Shin, Dongwan & Sarkar, Sahadeb
- 205-208 Sufficient conditions for treatment responders to have longer survival than non-responders
by Liu, P. Y. & Voelkel, Joseph O. & Crowley, John & Wolf, Michael
- 209-211 Efficiency and concentration inequalities on k
by Jensen, D. R.
- 213-218 Estimating error correlation in nonparametric regression
by Altman, Naomi Simone
- 219-225 On the distribution of supremum of diffusion local time
by Salminen, Paavo
- 227-232 On the uniform convergence of normalized Poisson mixtures to their mixing distribution
by Adell, JoséA. & de la Cal, Jesús
- 233-239 Regular variation and generalized domains of attraction in k
by Meerschaert, Mark M.
- 241-244 A note on robust estimation of location
by Chaudhuri, Probal & SenGupta, Debapriya
- 245-251 Maximum likelihood estimation in branching process with continuous state space
by Kale, Mohan M. & Deshmukh, S. R.
September 1993, Volume 18, Issue 2
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