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Series handle: RePEc:eee:stapro
ISSN: 0167-7152
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Content
September 1993, Volume 18, Issue 2
- 91-103 Intervention analysis with nonlinear dependent noise variation
by Sarkar, A. & Kartikeyan, B.
- 105-112 On a counting variable in the theory of discrete-parameter Markov chains
by Csenki, Attila
- 113-120 Estimating coefficients of two-phase linear regression model with autocorrelated errors
by Lee, Tze-San
- 121-123 Convergence of random power series with pairwise independent Banach-space-valued coefficients
by Roters, Markus
- 125-128 A resampling design for computing high-breakdown regression
by Rousseeuw, Peter J.
- 129-135 On a stochastic differentiation formula for Hilbert-Schmidt valued stochastic integrals
by Pérez, Josefa Linares
- 137-146 A note on conditions for the asymptotic normality of the conditional maximum likelihood estimator in log odds ratio regression
by Forbes, Andrew B. & Santner, Thomas J.
- 147-151 When will the sample paths be step function for two-parameter stochastic processes
by Zhou, Xiao-Wen & Zhou, Jian-Wei
- 153-161 Sooner and later waiting time problems for Markovian Bernoulli trials
by Balasubramanian, K. & Viveros, R. & Balakrishnan, N.
- 163-168 Bayesian interim analysis of censored exponential observations
by Geisser, Seymour
August 1993, Volume 18, Issue 1
- 1-7 Derivations of the compound Poisson distribution and process
by Wang, Y. H. & Ji, Shuixin
- 9-12 A note on the asymptotic distribution of the F-statistic for random variables with infinite variance
by Runde, Ralf
- 13-17 Asymptotic theory of least squares estimator of a particular nonlinear regression model
by Kundu, Debasis
- 19-25 A note on the asymptotic variance of survival function in the semi-Markov model
by Malani, Hina M. & Redfearn, William J. & Nielsen, Jens Perch
- 27-32 An extension of the information inequality and related characterizations
by Papathanasiou, V.
- 33-40 Some confidence intervals arising from weak lp spaces
by Heinkel, Bernard
- 41-48 Constructions of nested group divisible designs
by Duan, Xiaoping & Kageyama, Sanpei
- 49-55 A random field approach to weak convergence of processes
by Gorostiza, Luis G. & Rebolledo, Rolando
- 57-64 The size of the averages of strongly mixing random variables
by Rieders, Eric
- 65-72 On the moments of certain stochastic integrals
by Goldstein, Larry & McCabe, Brendan
- 73-84 Second order asymptotic efficiency in a partial linear model
by Hua, Liang & Ping, Cheng
August 1993, Volume 17, Issue 5
- 337-341 A note on moments of variables summing to normal order statistics
by Song, Ruiguang & Deddens, James A.
- 343-350 Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations
by Balakrishnan, N.
- 351-354 On estimating the total rate of the unobserved processes
by Nayak, Tapan K.
- 355-360 Examples of inconsistent Bayes procedures based on observations on dynamical systems
by Berliner, L. Mark & MacEachern, Steven N.
- 361-368 Multivariate distributions with generalized Pareto conditionals
by Arnold, Barry C. & Castillo, Enrique & Sarabia, Jose María
- 369-375 Note on the Schrödinger equation and I-projections
by Rüschendorf, L. & Thomsen, W.
- 377-385 A simple proof for the Kalman-Bucy smoothed estimate formula
by Rutkowski, Marek
- 387-394 A note on nonlinear stochastic equations in Hilbert spaces
by Gatarek, Dariusz
- 395-398 On mutual independence
by Wise, Gary L. & Hall, Eric B.
- 399-404 A simple condition for asymptotic optimality of linear predictions of random fields
by Stein, Michael L.
- 405-409 Minimal number of support points for mini-max optimal designs
by Wong, Weng Kee
- 411-414 Asymptotically design-unbiased predictors for two-stage sampling
by Rodrigues, Josemar
- 415-419 Kendall's [tau] is equal to the correlation coefficient for the BVE distribution
by deB. Edwardes, Michael D.
July 1993, Volume 17, Issue 4
- 253-257 On distributions of random closed sets and expected convex hulls
by Molchanov, Ilya S.
- 259-263 A note on the multivariate Box--Cox transformation to normality
by Velilla, Santiago
- 265-271 Exact fit points under simple regression with replication
by Coakley, Clint W. & Mili, Lamine
- 273-279 The characteristic functions of spherical matrix distributions
by Li, Run-Ze
- 281-285 On the large deviation principle for a quadratic functional of the autoregressive process
by Bryc, Wlodzimierz & Smolenski, Wlodzimierz
- 287-291 An EDG/3 scheme having 5 associate classes
by Gupta, Sudhir & Sinha, Kishore
- 293-298 Hellinger distance and Akaike's information criterion for the histogram
by Kanazawa, Yuichiro
- 299-302 Comments on some papers involving the integrated Cauchy functional equation
by Fosam, E. B. & Rao, C. R. & Shanbhag, D. N.
- 303-305 A note on sufficiency and conditional inference
by Severini, Thomas A.
- 307-313 On Chiang's explicit solutions for the Kolmogorov differential equations
by Shen, Larry Zaiqian
- 315-319 On characterizations of exponential and gamma distributions
by Alamatsaz, M. H.
- 321-328 Alternative estimators for the variance of several normal populations
by Madi, Mohamed T.
- 329-335 Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums
by Hürlimann, Werner
June 1993, Volume 17, Issue 3
- 169-172 A note on uniform laws of averages for dependent processes
by Nobel, Andrew & Dembo, Amir
- 173-178 Cramer-Rao bounds for posterior variances
by Ghosh, Malay
- 179-187 Some remarks on compound nonhomogeneous Poisson processes
by Chen, C. S. & Savits, T. H.
- 189-198 On the preservation of some pure-tail orderings by reliability operations
by Rojo, Javier
- 199-204 Testing the equality of nonparametric regression curves
by Delgado, Miguel A.
- 205-209 Ratio prophet inequalities for convex functions of partial sums
by Klass, Michael J.
- 211-220 A transient solution method for semi-Markov systems
by Limnios, N.
- 221-224 A note on the simple random walk in the plane
by Fotopoulos, S. B. & Downham, D. Y.
- 225-230 Characterizations of identically distributed independent random variables using order statistics
by Bapat, R. B. & Kochar, Subhash C.
- 231-236 A slowly mixing Markov chain with implications for Gibbs sampling
by Matthews, Peter
- 237-244 Limiting distribution of roots with differential rates of convergence
by Remadi, Sellem & Amemiya, Yasuo
- 245-251 Pitman's measure of closeness for symmetric stable distributions
by Bose, Sudip & Datta, Gauri Sankar & Ghosh, Malay
May 1993, Volume 17, Issue 2
- 85-89 On the characterization of a class of binary operations on distribution functions
by Alsina, Claudi & Nelsen, Roger B. & Schweizer, Berthold
- 91-95 A central limit theorem with random indices for stationary linear processes
by Fakhre-Zakeri, Issa & Farshidi, Jamshid
- 97-104 Comparison of the mean per unit and ratio estimators under a simple applications-motivated model
by Page, Connie & Kreling, David & Matsumura, Ella Mae
- 105-111 On the central limit theorem in D[0, 1]
by Bloznelis, M. & Paulauskas, V.
- 113-121 Estimators of slopes in linear errors-invariables regression models when the predictors have known reliability matrix
by Gleser, Leon Jay
- 123-125 A combinatorial theorem for a class of residual treatment effects designs
by Mashouri, Gh. & Vartak, M. N. & Aggarwal, M. L.
- 127-137 Analysis of structural equation models with interval and polytomous data
by Poon, Wai-Yin & Leung, Yin-Ping
- 139-148 Weak and strong quantile representations for randomly truncated data with applications
by Gürler, Ülkü & Stute, Winfried & Wang, Jane-Ling
- 149-156 Limitations of the rank transform procedure: A study of repeated measures designs, Part II
by Akritas, Michael G.
- 157-161 Limit theorems for symmetric statistics of exchangeable random variables
by Mandrekar, V. & Patterson, R. F.
- 163-168 Sensitivity of finite Markov chains under perturbation
by Seneta, E.
May 1993, Volume 17, Issue 1
- 1-12 Quadratic variation of the local time of a random walk
by Földes, Antónia & Révész, Pál
- 13-17 Limit laws for Brownian motion conditioned to reach a high level
by Klass, Michael & Pitman, Jim
- 19-25 Renewal and nonhomogeneous Poisson processes generated by distributions with periodic failure rate
by Chukova, Stefanka & Dimitrov, Boyan & Garrido, José
- 27-34 A Hanson-Russo-type law of the iterated logarithm for fractional Brownian motion
by El-Nouty, Charles
- 35-38 Estimation of reliability in a shock model for a two component system
by Kunchur, S. H. & Munoli, Surekha B.
- 39-41 UMPU test for state dependence of a parameter in a linear birth process
by Muddapur, M. V.
- 43-48 Bootstrapping the mean of a symmetric population
by Cao, Ricardo & Prada-Sánchez, JoséManuel
- 49-52 A new look at the relationship between Edgeworth expansion and saddlepoint approximation
by Monti, Anna Clara
- 53-60 An EM algorithm for a mixture model of count data
by Fong, Daniel Y. T. & Yip, Paul
- 61-66 A note on inference for the mean parameter of the gamma distribution
by Wong, Augustine C. M.
- 67-71 Invariant tests for uniformity on the vertices of a regular polygon
by Watson, Geoffrey S.
- 73-83 Multiple integrals with respect to L-mixing processes
by Gerencsér, László
April 1993, Volume 16, Issue 5
- 337-342 Imprecise conjugate prior densities for the one-parameter exponential family of distributions
by Coolen, F. P. A.
- 343-345 On the conservatism of the Tukey-Kramer multiple comparison procedure
by Somerville, Paul N.
- 347-354 How long does it take to see a flat Brownian path on the average?
by Lewis, Thomas M. & Li, Wenbo V.
- 355-359 On relations between prediction error covariance of univariate and multivariate processes
by Pourahmadi, Mohsen
- 361-368 Optimal stopping in urn models with payoff depending on maximal observed element
by Samuel-Cahn, Ester
- 369-377 On tail probabilities of Kolmogorov-Smirnov statistic based on strong mixing processes
by Krishnaiah, Y. S. Rama
- 379-390 Asymptotic law in sequential estimation of a change point
by de Cambry, O.
- 391-395 Worthy martingales and integrators
by Merzbach, Ely & Zakai, Moshe
- 397-405 Data-dependent bandwidth choice for a grade density kernel estimate
by Cwik, Jan & Mielniczuk, Jan
- 407-410 A note on monotonicity in optimal multiple stopping problems
by Preater, J.
- 411-420 Regression transformation diagnostics in transform-both-sides model
by Shih, Jian-Qing
March 1993, Volume 16, Issue 4
- 253-258 A model selection procedure for time series with seasonality
by Franses, Philip Hans
- 259-268 Handling spuriosity in the Kalman filter
by Lin, Dennis K. J. & Guttman, Irwin
- 269-278 Some results on the representation of measures of location and spread as L-functionals
by Giovagnoli, Alessandra & Regoli, Giuliana
- 279-287 Complete convergence for [alpha]-mixing sequences
by Shao, Qi-Man
- 289-296 Residual sum of squares and multiple potential, diagnostics by a second order local approach
by Wu, Xizhi & Luo, Zhen
- 297-300 Predicting the value of an integer-valued random variable
by Jeske, Daniel R.
- 301-304 An L1-convergence theorem for heterogeneous mixingale arrays with trending moments
by Davidson, James
- 305-311 Strong uniform convergence of density estimators on compact Euclidean manifolds
by Hendriks, H. & Janssen, J. H. M. & Ruymgaart, F. H.
- 313-319 A property of projection residuals with applications to concave regression
by Kuhlmann, Dietrich W. & Wright, F. T.
- 321-329 On the local behaviour of the Yang regression estimate
by Santos Domínguez-Menchero, J.
- 331-336 Optimal scaling of two-level factorial experiments
by Toman, Blaza
February 1993, Volume 16, Issue 3
- 169-175 Robust linear regression in replicated measurement error models
by Carroll, R. J. & Eltinge, J. L. & Ruppert, D.
- 177-180 Some inference results in an absolutely continuous multivariate exponential model of Block
by Hanagal, David D.
- 181-188 Tests of uniformity for sets of lotto numbers
by Joe, Harry
- 189-196 Almost sure uniform convergence rates for M-smoothers with non-monotone score functions
by Bhattacharya, P. K. & Zhao, Peng-liang
- 197-203 A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix
by Jin, Chun
- 205-211 A note on maximum likelihood estimation in the first-order Gaussian moving average model
by Anderson, T. W. & Metz, R. P.
- 213-218 Exact iterative computation of the robust multivariate minimum volume ellipsoid estimator
by Cook, R. D. & Hawkins, D. M. & Weisberg, S.
- 219-224 Extremes of totally skewed stable motion
by Albin, J. M. P.
- 225-233 Generalized bootstrat for studentized U-statistics: A rank statistic approach
by Husková, Marie & Jansen, Paul
- 235-237 On the correlation between X and S2
by Knautz, Henning & Trenkler, Götz
- 239-247 Some specific contiguous alternatives to the normal error assumption in linear models
by Chen, Gemai
- 249-251 A log-concavity property of probability of occurrence of exactly r arbitrary events
by Balasubramanian, K. & Balakrishnan, N.
January 1993, Volume 16, Issue 2
- 85-95 Some tests for unit roots in seasonal time series with deterministic trends
by Ahn, Sung K. & Cho, Sinsup
- 97-101 Chung--Smirnov property for perturbed empirical distribution functions
by Degenhardt, H. J. A.
- 103-109 Noninformative nonparametric Bayesian estimation of quantiles
by Meeden, Glen
- 111-115 The mixture properties of the 2SHI estimators in linear regression models
by Van Hoa, Tran
- 117-119 A note on the breakdown point of the least median of squares and least trimmed squares estimators
by Vandev, D.
- 121-128 Stochastic analysis of a controlled bulk queueing system with continuously operating server: continuous time parameter queueing process
by Abolnikov, Lev M. & Dshalalow, Jewgeni H. & Dukhovny, Alexander M.
- 129-135 Estimating population size from a removal experiment
by Yip, Paul & Fong, Daniel Y. T.
- 137-145 Quantile-based estimation for the Box-Cox transformation in random samples
by Velilla, Santiago
- 147-152 A characterization for the solution of the Monge--Kantorovich mass transference problem
by Cuesta-Albertos, J. A. & Tuero-Díaz, A.
- 153-158 Least squares and least absolute deviation procedures in approximately linear models
by Mathew, Thomas & Nordström, Kenneth
- 159-162 On convergence rates of averages of weakly dependent random variables
by Lin, Gwo Dong
- 163-168 A note on moment bounds for strong mixing sequences
by Kim, Tae Yoon
January 1993, Volume 16, Issue 1
- 1-9 Dispersion orderings with applications to nonparametric tests
by Burger, H. U.
- 11-18 General matrix formulae for computing Bartlett corrections
by Cordeiro, Gauss M.
- 19-25 The effect of grouping on the power of the Mantel--Haenszel test for the comparison of survival rates
by Berger, Agnes & Wallenstein, Sylvan
- 27-28 A proof of the continuity theorem for characteristic functions
by Sadooghi-Alvandi, S. M.
- 29-38 Towards a theory of confidence intervals for system reliability
by Baxter, Laurence A.
- 39-41 Equivalence of Hartley--David--Gumbel and Papathanasiou bounds and some further remarks
by Balakrishnan, N. & Balasubramanian, K.
- 43-46 On the extendibility of partially exchangeable random vectors
by Scarsini, Marco & Verdicchio, Lorenzo
- 47-49 On a ranking problem for symmetric and unimodal location parameter families
by Roters, M.
- 51-54 A probabilistic generalization of Taylor's theorem
by Massey, William A. & Whitt, Ward
- 55-58 Power comparisons of some step-up multiple test procedures
by Dunnett, Charles W. & Tamhane, Ajit C.
- 59-64 The exact distribution of a least squares regression coefficient estimator after a preliminary t-test
by Giles, David E. A. & Srivastava, Virendra K.
- 65-70 On the almost certain limiting behavior of normed sums of identically distributed positive random variables
by Rosalsky, Andrew
- 71-76 Third moment of matrix quadratic form
by Tracy, Derrick S. & Sultan, Shagufta A.
- 77-83 Bayesian estimation of hidden Markov chains: a stochastic implementation
by Robert, Christian P. & Celeux, Gilles & Diebolt, Jean
December 1992, Volume 15, Issue 5
- 337-338 A counterexample to a martingale characterization of a Wiener process
by Wise, Gary L.
- 339-343 Existence, uniqueness and Fréchet differentiability of [psi]-estimates of parameters in stationary observation
by Cheng, Bing
- 345-348 Sharp truncation error bound in the sampling reconstruction of homogeneous random fields
by Pogány, Tibor
- 349-356 Markovian chi-square and gamma processes
by Adke, S. R. & Balakrishna, N.
- 357-360 On the non-existence of ancillary statistics
by Peña, Edsel A. & Rohatgi, Vijay K. & Székely, Gábor J.
- 361-368 Some survey techniques for sampling rare subjects
by Weerahandi, Samaradasa & White, Robert G.
- 369-372 Factorial designs and the theory of trade-off
by Stufken, John & Wang, Kui-Jang
- 373-374 On the arg max of a Gaussian process
by Arcones, Miguel A.
- 375-379 Existence and uniqueness of the maximum likelihood estimator for the two-parameter negative binomial distribution
by Aragón, Jorge & Eberly, David & Eberly, Shelly
- 381-383 Intrinsic relations in the structure of linear congruential generators modulo 2[beta]
by Percus, Ora E. & Percus, J. K.
- 385-388 On topological support of Dirichlet prior
by Majumdar, Suman
- 389-393 Confidence intervals for the correlation coefficient
by Jeyaratnam, S.
- 395-400 Bayesian robust experimental designs for the one-way analysis of variance
by Toman, Blaza
- 401-402 Invariant distribution of Chow statistics
by Chelliah, Thivvianesan
- 403-405 On the asymptotic behaviour of functionals of some semimartingales
by Ouknine, Y.
- 407-415 Modeling seasonality in bimonthly time series
by Franses, Philip Hans
- 417-420 Convergence rates of monotone conditional quantile estimators
by Mukerjee, Hari
November 1992, Volume 15, Issue 4
- 253-257 Nonparametric estimation of a process mean from censored data
by Crowell, John I.
- 259-265 On the construction of multivariate distributions with given nonoverlapping multivariate marginals
by Marco, J. M. & Ruiz-Rivas, C.
- 267-276 Conditions for approximation of the bias and mean squared error of a sample mean under nonresponse
by Eltinge, John L.
- 277-279 Linear discriminant function for complex normal time series
by Chaudhuri, G.
- 281-284 A model selection test for an AR (1) versus an MA (1) model
by Franses, Philip Hans
- 285-291 On the bias of order statistics in non-i.i.d. samples
by Wood, Andrew T. A.
- 293-297 Estimation for a linear growth model
by Quine, M. P. & Robinson, J.
- 299-304 Ergodic behavior and estimation for periodically correlated processes
by Leskow, Jacek & Weron, Aleksander
- 305-311 A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform
by Beirlant, Jan & Vanmarcke, Ann
- 313-319 A spectral form of the dispersion model in designs with arbitrarily unequal block sizes
by Zhang, Zhiyi
- 321-327 Limited expected value comparison tests
by Carriere, Jacques
- 329-335 Asymptotic comparison factors for smoothing parameter choices in regression problems
by Kay, Jim
October 1992, Volume 15, Issue 3
- 169-172 Essential correlatedness and almost independence
by Móri, T. F.
- 173-175 Estimation of extinction probability in Markov branching process
by Kale, Mohan M. & Deshmukh, S. R.
- 177-180 An inconsistent Bayes estimator in bivariate survival curve analysis
by Pruitt, Ronald C.
- 181-189 Some approximations for the moments of a process used in diffusion of new products
by Dalal, S. R. & Weerahandi, S.
- 191-196 On asymptotic minimaxity of rank tests
by Ermakov, M. S.
- 197-202 Recovery tests in BIBDs with very small degrees of freedom for interblock errors
by Zhang, Zhiyi
- 203-208 Moments of variables summing to normal order statistics
by Song, Ruiguang & Buchberger, Steven G. & Deddens, James A.
- 209-213 A note on the almost sure convergence of sums of negatively dependent random variables
by Matula, Przemyslaw
- 215-222 Approximations to a conservative inverse chi-square procedure for combining p-values in integrative research
by Saner, Hilary
- 223-227 Relations for single and product moments of record values from Gumbel distribution
by Balakrishnan, N. & Ahsanullah, M. & Chan, P. S.
- 229-233 Moments under conjugate distributions in bioassay
by Tsutakawa, Robert K.
- 235-239 A goodness-of-fit test for exponential families
by Gombay, Edit & Horváth, Lajos
- 241-243 Coexistence in a competition model
by Luo, Xiaolong & Cai, Haiyan
- 245-252 A nonparametric measure of independence under a hypothesis of independent components
by Rosenblatt, Murray & Wahlen, Bruce E.
September 1992, Volume 15, Issue 2
- 85-94 Integrated square error of nonparametric estimators of regression function: the fixed design case
by Ioannides, Dimitrios A.
- 95-101 Bootstrap variance estimators with truncation
by Shao, Jun
- 103-108 Symbolic Cholesky decomposition of the variance--covariance matrix of the negative multinomial distribution
by Sagae, Masahiko & Tanabe, Kunio
- 109-116 A local limit theorem for perturbed random walks
by Wang, Mei
- 117-120 Factions in Morris' natural exponential quadratic variance family and a lack of consensus in sample size determination
by Shanmugam, Ramalingam
- 121-124 Neyman's C([alpha]) test as a GLRT
by Weiss, Lionel
- 125-130 Adjusting of estimates in general linear model with respect to linear restrictions
by Pordzik, Pawe[does not divide] R.
- 131-133 A note on the estimation of Lp-norms
by Weba, Michael
- 135-141 Point processes with correlated gamma interarrival times
by Sim, C. H.
- 143-148 Bounds on expectations of order statistics via extremal dependences
by Gascuel, O. & Caraux, G.
- 149-155 On the multivariate Kolmogorov-Smirnov distribution
by Paramasamy, S.
- 157-162 Estimation of parameters of a two-dimensional spatial autoregressive model with regression
by Kulkarni, P. M.
- 163-168 On the Bahadur--Ghosh--Kiefer representation of sample quantiles
by Lahiri, S. N.
September 1992, Volume 15, Issue 1
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