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Series handle: RePEc:eee:stapro
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Content
September 1992, Volume 15, Issue 1
- 1-10 Score tests in a generalized linear model with surrogate covariates
by Sepanski, J. H.
- 11-20 Asymptotic distributions of tests for dispersive ordering
by Bartoszewicz, Jaroslaw
- 21-26 Robust statistics for test-of-independence and related structural models
by Kano, Yutaka
- 27-30 On the completeness of a family of conditional distributions
by Bhat, B. R. & Datta, Somnath
- 31-35 Minimum lower sets algorithms for isotonic regression
by Qian, Shixian
- 37-40 On the distribution of the weighted combination of independent probabilities
by Bhoj, Dinesh S.
- 41-46 On the stability problem for conditional expectation
by Bryc, Wlodzimierz & Smolenski, Wlodzimierz
- 47-55 Uniform strong estimation under [alpha]-mixing, with rates
by Cai, Zongwu & Roussas, George G.
- 57-62 Moments of functions of order statistics
by Chunsheng, Ma
- 63-69 The variance matrix of sample second-order moments in multivariate linear relations
by Satorra, Albert
- 71-76 Moderate deviations for some weakly dependent random processes
by Jiang, Tiefeng & Wang, Xiangchen & Rao, M. Bhaskara
- 77-83 Qualms about BCa bootstrap confidence intervals
by Peddada, Shyamal Das & Patwardhan, Girish
July 1992, Volume 14, Issue 5
- 337-341 Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models
by Ihara, Masamori & Kano, Yutaka
- 343-348 The association in time of a binary semi-Markov process
by Dharmadhikari, A. D. & Kuber, M. M.
- 349-353 A note on the trace of a normal dispersion matrix
by Guo, Ying (Ingrid) Yueh & Pal, Nabendu
- 355-362 Laws of large numbers under dependence assumptions
by Birkel, Thomas
- 363-371 An inference procedure for host--vector and venereal disease models
by Yip, Paul
- 373-383 Distributions minimizing Fisher information for scale in [var epsilon]-contamination neighbourhoods
by Wu, Eden K. H.
- 385-391 General exponential models on the unit simplex and related multivariate inverse Gaussian distributions
by Seshadri, V.
- 393-399 Optimal reconstruction of a generally censored sample
by Gastaldi, Tommaso
- 401-405 A generalization of the sooner and later waiting time problems for Bernoulli trials: Frequency quota
by Ling, K. D.
- 407-411 Inconsistent M-estimators: nonlinear regression with multiplicative error
by Bhattacharyya, B. B. & Khoshgoftaar, T. M. & Richardson, G. D.
- 413-419 On the optimality of S-estimators
by Hössjer, Ola
July 1992, Volume 14, Issue 4
- 253-267 On power functions of the likelihood ratio tests for the simple loop order in normal means: Unequal sample sizes
by Singh, Bahadur & Schell, Michael J.
- 269-274 On measures of association as measures of positive dependence
by Nelsen, Roger B.
- 275-281 A note on second moment of a randomly stopped sum of independent variables
by de la Peña, Victor H. & Govindarajulu, Z.
- 283-287 A note on generalized cross-validation with replicates
by Gu, Chong & Heckman, Nancy & Wahba, Grace
- 289-291 On the total time on test transform of an IFRA distribution
by Neath, Andrew A. & Samaniego, Francisco J.
- 293-298 A remainder estimate for the normal approximation of perturbed sample quantiles
by Ralescu, Stefan S.
- 299-306 Estimation of the Fourier coefficient functions and their spectral densities for \gf-mixing almost periodically correlated processes
by Hurd, Harry L. & Leskow, Jacek
- 307-310 The order of a univariate elliptical distribution
by Chunsheng, Ma
- 311-312 On the 'triples test' for symmetry
by Kochar, Subhash C.
- 313-320 Strong consistency under the Koziol--Green model
by Stute, Winfried
- 321-325 Refinements of Kolmogorov's law of the iterated logarithm
by Tomkins, R. J.
- 327-331 A reformulation of Pearson's Chi-square statistic and some extentions
by Lorenzen, Gunter
- 333-336 A multivariate Linnik distribution
by Anderson, Dale N.
June 1992, Volume 14, Issue 3
- 169-173 Posterior probability and conditional coverage
by Swartz, T. & Villegas, C.
- 175-178 Bahadur--Kiefer representation properties of intermediate order statistics
by Chanda, Kamal C.
- 179-188 Optimal, robust R-estimators and test statistics in the linear model
by Wang, Yu & Wiens, Douglas
- 189-194 A unified criterion for the local uniform convergence of the density of the maximum
by Mohan, N. R.
- 195-199 Bayesian nonparametric methods for data from a unimodal density
by Brunner, Lawrence J.
- 201-203 D-optimality of the dual of BIB designs
by Pohl, Gerhardt M.
- 205-210 The bias of Fisher's linear discriminant function when the variancies are not equal
by O'Neill, Terence J.
- 211-217 On renewal failure rate classes of life distributions
by Abouammoh, A. M. & Ahmed, A. N.
- 219-222 A variation of a theorem of Sparre--Andersen
by Eisenberg, Bennett
- 223-228 Equivalence of likelihood ratio tests and obliquity
by Menéndez, J. A. & Salvador, B.
- 229-233 A note on randomness
by Grill, Karl
- 235-241 On the binary expansion of a random integer
by Barbour, A. D. & Chen, L. H. Y.
- 243-246 Comparing inclusion probabilities and drawing probabilities for rejective sampling and successive sampling
by Milbrodt, Hartmut
- 247-252 Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure
by Tsai, Chih-Ling & Wu, Xizhi
May 1992, Volume 14, Issue 2
- 85-90 A threshold theorem for the general stochastic epidemic via a discrete approach
by Reinert, Gesine
- 91-95 Stability theorems for large order statistics with varying ranks
by Tomkins, R. J. & Wang, Hong
- 97-102 Boundary crossing probabilities by nondifferentiable processes and applications to two-phase regression
by Kim, Hyune-Ju
- 103-105 Bounds on distribution functions of order statistics for dependent variates
by Caraux, G. & Gascuel, O.
- 107-110 A new representation of Cox's score statistic and its variance
by Oakes, David & Manatunga, Amita K.
- 111-114 Complete convergence of moving average processes
by Li, Deli & Bhaskara Rao, M. & Wang, Xiangchen
- 115-117 Sets of typical subsamples
by Atkins, Joel E. & Sherman, Gary J.
- 119-128 Limit theorems for the simplicial depth
by Dümbgen, Lutz
- 129-131 Note on interpolated order statistics
by Nyblom, Jukka
- 133-139 Residuals density estimation in nonparametric regression
by Ahmad, Ibrahim A.
- 141-152 Bump hunting in regression analysis
by Heckman, Nancy E.
- 153-164 M-estimators in linear models with long range dependent errors
by Koul, Hira L.
- 165-168 Strong consistency of a sieve estimator for the variance in nonlinear regression
by Bhattacharyya, B. B. & Richardson, G. D.
May 1992, Volume 14, Issue 1
- 1-7 On the law of large numbers for the bootstrap mean
by Csörgo, Sándor
- 9-11 A bound for the covering time of random walks on graphs
by Palacios, JoséLuis
- 13-24 Edgeworth expansions for studentized and prepivoted sample quantiles
by Falk, Michael & Janas, Daniel
- 25-30 Maximum likelihood and generalized least squares analyses of two-level structural equation models
by Poon, Wai-Yin & Lee, Sik-Yum
- 31-38 Hodges-Lehmann optimality of tests
by Kallenberg, Wilbert C. M. & Kourouklis, Stavros
- 39-48 Poisson approximation of empirical processes
by Falk, Michael & Reiss, Rolf-Dieter
- 49-52 The weak law of large numbers for arrays
by Gut, Allan
- 53-60 Limiting distribution of the maximal spacing when the density function admits a positive minimum
by Barbe, Philippe
- 61-65 A new modelisation of noise in image remote sensing
by Granville, V. & Rasson, J. P.
- 67-69 Indicator method for a recurrence relation for order statistics
by Balasubramanian, K. & Balakrishnan, N.
- 71-78 Integer valued Markov processes and exponential families
by Ycart, Bernard
- 79-84 On the consistency of M-estimate in a linear model obtained through an estimating equation
by Radhakrishna Rao, C. & Zhao, LC.
April 1992, Volume 13, Issue 5
- 337-341 Stochastically extremal distributions of order statistics for dependent samples
by Rychlik, Tomasz
- 343-349 A note on the distribution of the Wilcoxon rank sum statistic
by Chang, Derek K.
- 351-356 Potential for automatic bandwidth choice in variations on kernel density estimation
by Jones, M. C.
- 357-363 Exact Bahadur efficiency of max-type rank tests in the two-sample problem
by Bajorski, Piotr
- 365-372 Tests of fit using spacings statistics with estimated parameters
by Wells, Martin T. & Jammalamadaka, Sreenivasa R. & Tiwari, Ram C.
- 373-381 Using the mean deviation in the elicitation of the prior distribution
by Pham-Gia, T. & Turkkan, N. & Duong, Q. P.
- 383-390 Minimax estimation of a bounded squared mean
by Fan, Jianqing & Gijbels, Irène
- 391-396 A note on the Ljung--Box--Pierce portmanteau statistic with missing data
by Stoffer, David S. & Toloi, Clélia M. C.
- 397-400 Parametric orthogonality and a Bartlett-type modification for Rao's statistic in the presence of a nuisance parameter
by Mukerjee, Rahul
- 401-404 Transition probabilities for a modified general stochastic epidemic model
by Choi, Youn J. & Severo, Norman C.
- 405-410 PCA stability and choice of dimensionality
by Besse, Philippe
- 411-419 Glivenko--Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings
by Einmahl, John H. J. & van Zuijlen, Martien C. A.
March 1992, Volume 13, Issue 4
- 253-258 Exactly what is being modelled by the systematic component in a heteroscedastic linear regression
by Portnoy, Stephen & Welsh, A. H.
- 259-268 Minimum distance discrimination rules and success rates for elliptical normal mixtures
by Koutras, Markos
- 269-274 A goodness of fit test for the Poisson distribution based on the empirical generating function
by Baringhaus, L. & Henze, N.
- 275-278 Dispersivity and stochastic majorization
by Alzaid, Abdulhamid A. & Proschan, Frank
- 279-285 Some diagnostic measures in discriminant analysis
by Fung, Wing-Kam
- 287-293 Nonparametric estimation for Galton--Watson type process
by Prakasa Rao, B. L. S.
- 295-299 Modifying the Koul, Susarla and Van Ryzin estimator for linear regression models with right censoring
by Fygenson, Mendel & Zhou, Mai
- 301-306 A note on weak convergence to extremal processes
by Ravi, S.
- 307-310 The moments of the Cantor distribution
by Lad, F. R. & Taylor, W. F. C.
- 311-319 A note on the connection between fuzzy numbers and random intervals
by Gil, María Angeles
- 321-324 Scalable relative effectiveness models
by Murdoch, Duncan J.
- 325-332 Statistical inference using maximum likelihood estimation and the generalized likelihood ratio when the true parameter is on the boundary of the parameter space
by Feng, Ziding & McCulloch, Charles E.
- 333-336 Note on the spatial quantile of a random vector
by Abdous, B. & Theodorescu, R.
February 1992, Volume 13, Issue 3
- 169-177 Adaptive control in the scalar linear-quadratic model in continuous time
by Le Breton, Alain
- 179-188 On the limiting behavior of the Bahadur--Kiefer statistic for partial sums and renewal processes when the fourth moment does not exist
by Deheuvels, Paul & Steinebach, Josef
- 189-192 A remark on Dubins--Savage inequality
by Khan, Rasul A.
- 193-197 Strassen's invariance principle for random subsequences
by Rychlik, Z. & Zygo, J.
- 199-202 A conditional limit law result on the location of the maximum of Brownian motion
by Mathew, George & McCormick, William P.
- 203-208 Rank order probabilities for the dispersion problem
by Kochar, Subhash C. & Woodworth, George
- 209-221 Rank transform statistics with censored data
by Akritas, Michael G.
- 223-227 Improved Kolmogorov inequalities for the binomial distribution
by Turner, Danny W. & Young, Dean M. & Seaman, John W.
- 229-233 The use of randomization in repeated measurements
by Jensen, D. R.
- 235-243 Bias correction and higher order kernel functions
by Fan, Jianqing & Hu, Tien-Chung
- 245-252 Normal approximations for lattice systems
by Qian, W. & Titterington, D. M.
January 1992, Volume 13, Issue 2
- 85-88 Moment inequalities for the reliability function
by Lindqvist, Bo Henry
- 89-98 Convergence properties of MLE's and asymptotic simultaneous confidence intervals in fitting cardinal B-splines for density estimation
by Atilgan, Taskin & Bozdogan, Hamparsum
- 99-108 Improved estimation of the ratio of variance components for a balanced one-way random effects model
by Das, Kalyan
- 109-115 Finite sample performance of density estimators under moving average dependence
by Wand, M. P.
- 117-120 A counterexample on the existence of the L1-median
by León, Carlos Antonio & Massé, Jean-Claude
- 121-127 Birth--death processes with piecewise constant rates
by Kopp-Schneider, Annette
- 129-137 A strong law of large numbers for ruled sums
by Skovoroda, Boris & Mikosch, Thomas
- 139-145 A new model for slowly-decaying correlations
by Martin, R. J. & Eccleston, J. A.
- 147-152 Natural exponential families and self-decomposability
by Bar-Lev, Shaul K. & Bshouty, Daoud & Letac, Gérard
- 153-158 The reliability of exchangeable binary systems
by Lau, Tai Shing
- 159-166 Risk behavior of variance estimators in multivariate normal distribution
by Rukhin, Andrew L. & Ananda, Malwane M. A.
January 1992, Volume 13, Issue 1
- 1-4 On the S-shaped theorem
by Egeland, Thore
- 5-13 Estimation of the subsurvival function for time-to-tumor in survival/sacrifice experiments
by Gómez, Guadalupe & Van Ryzin, John
- 15-24 Density estimation in Besov spaces
by Kerkyacharian, G. & Picard, D.
- 25-27 Variance bound of function of order statistics
by Chunsheng, Ma
- 29-37 The central limit theorem for Tukey's 3R smoother
by Bryc, Wlodzimierz & Peligrad, Magda
- 39-44 Affine minimax confidence intervals for a bounded normal mean
by Stark, Philip B.
- 45-55 Existence and nonexistence theorems of finite diameter sequential confidence regions for errors-in-variables models
by Hwang, Jiunn T. & Liu, Hung-kung
- 57-60 On the power-divergence statistic in sparse multinomial models requiring parameter estimation
by Tiwari, Ram C. & Wells, Martin T.
- 61-66 General saddlepoint approximations in the bootstrap
by Wang, Suojin
- 67-72 On estimating the mean of symmetrical populations
by Singh, R. Karan & Zaidi, S. M. H.
- 73-81 Bounds for non-central chi-square distributions having unobservable random non-centrality parameters
by Szroeter, Jerzy
December 1991, Volume 12, Issue 6
- 443-443 Preface
by Rao Jammalamadaka, S. & SenGupta, Ashis
- 445-463 Testing dimensionality in the multivariate analysis of variance
by Anderson, T. W. & Amemiya, Yasuo
- 465-486 Lattice-ordered conditional independence models for missing data
by Andersson, Steen A. & Perlman, Michael D.
- 487-504 Concentration inequalities for multivariate distributions: I. multivariate normal distributions
by Eaton, Morris L. & Perlman, Michael D.
- 505-509 Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests
by Ghosh, J. K.
- 511-515 A numerical procedure for finding the positive definite matrix closest to a patterned matrix
by Hu, H. & Olkin, I.
- 517-525 Inferences about correlation structure based on proof loading experiments
by Johnson, Richard A. & Wu, K. T.
- 527-535 A review of optimality of multivariate tests
by SenGupta, Ashis
- 537-544 On locally optimal tests for the mean direction of the Langevin distribution
by SenGupta, A. & Rao Jammalamadaka, S.
- 545-559 Statistical tests for structural relationship
by Shen, Wei-Hsiung & Sinha, Bimal K.
November 1991, Volume 12, Issue 5
- 363-370 Integration by parts for the single jump process
by Elliott, Robert J. & Tsoi, Allanus H.
- 371-372 The estimated frequency of zero for a mixed Poisson distribution
by Harris, Ian R.
- 373-378 A family of distributions related to the McCullagh family
by Seshadri, V.
- 379-384 Conjugate priors for exponential-type processes
by Magiera, Ryszard & Wilczynski, Maciej
- 385-391 Estimation of the survival function for stationary associated processes
by Bagai, Isha & Prakasa Rao, B. L. S.
- 393-403 Kernel estimates under association: strong uniform consistency
by Roussas, George G.
- 405-413 The large sample distribution of the Shapiro--Wilk statistic and its variants under Type I or Type II censoring
by Johnson, Richard A. & Verrill, Steve
- 415-420 Results on inquiry and truth possession
by Goldman, Alvin I. & Shaked, Moshe
- 421-427 The bootstrapped maximum likelihood estimator with an application
by Burke, Murray D. & Gombay, Edit
- 429-439 On the limiting behavior of the Pickands estimator for bivariate extreme-value distributions
by Deheuvels, Paul
- 441-441 Singular value decomposition of design matrices in ANOVA with balanced data
by Wansbeek, Tom
October 1991, Volume 12, Issue 4
- 273-279 On a test for generalized upper truncated Weibull distributions
by Martínez, Servet & Quintana, Fernando
- 281-283 Median unbiasedness in an invariant prediction problem
by Takada, Y.
- 285-287 Complete answer to an interval splitting problem
by Alsmeyer, Gerold
- 289-290 A moment inequality for Lq estimation
by Johnstone, Iain M.
- 291-296 On reliabilities of certain large linearly connected engineering systems
by Fu, James C. & Lou, W. Y.
- 297-303 Gaussian reciprocal processes revisited
by Recoules, Raymond
- 305-309 Estimating the covariance matrix of bivariate medians
by Maritz, J. S.
- 311-313 Large sample tests of [lambda]3 in the bivariate exponential distribution
by Hanagal, David D. & Kale, B. K.
- 315-316 A note of the convolution of a generalised F-distribution
by Exton, Harold
- 317-321 About the asymptotic behaviour of multidimensional Gaussian martingales and estimates in normal linear regression
by Darwich, A. R. & Le Breton, A.
- 323-327 Can one decide the type of the mean from the empirical measure?
by Kulkarni, Sanjeev R. & Zeitouni, Ofer
- 329-333 Stability of the Bayesian estimator of the Poisson mean under the inexactly specified gamma prior
by Meczarski, Marek & Zielinski, Ryszard
- 335-336 An optimality property of polynomial regression
by Schwarz, Gideon
- 337-340 A simple motivation for James-Stein estimators
by Gupta, Arjun K. & Peña, Edsel A.
- 341-344 A note on the exponential approximations of IFR distributions
by Cheng, Kan & He, Zongfu
- 345-349 Windings of spherically symmetric random walks via Brownian embedding
by Bélisle, Claude
- 351-355 Constructing unbiased tests for homogeneity and goodness of fit
by Cohen, Arthur & Sackrowitz, H. B.
- 357-362 On a basis for 'Peaks over Threshold' modeling
by Leadbetter, M. R.
September 1991, Volume 12, Issue 3
- 185-187 A characterization of the Dirichlet process
by Lo, Albert Y.
- 189-194 Law of iterated logarithm for random subsequences
by Vasudeva, R. & Divanji, G.
- 195-200 The time until two renewal processes come together
by Stadje, W.
- 201-207 Strong approximation of vector-valued stochastic integrals
by Gerencsér, László
- 209-212 On the species and related problems
by Yatracos, Yannis G.
- 213-216 Prophet inequalities for bounded negatively dependent random variables
by Samuel-Cahn, Ester
- 217-221 Designs for approximately linear regression: two optimality properties of uniform designs
by Wiens, Douglas P.
- 223-227 Confidence intervals for the mean in the bounded case
by Fishman, George S.
- 229-231 A note on renewal (partial sums) distributions for discrete variables
by Kotz, Samuel & Johnson, Norman L.
- 233-237 Testing the dispersive equivalence of two populations
by Marzec, Leszek & Marzec, Pawel
- 239-247 Testing the equality of two regression curves using linear smoothers
by King, Eileen & Hart, Jeffrey D. & Wehrly, Thomas E.
- 249-255 An invariance property of marginal density and tail probability approximations for smooth functions
by DiCiccio, Thomas J. & Martin, Michael A. & Alastair Young, G.
- 257-261 Probability inequalities with exponential bounds for U-statistics
by Christofides, Tasos C.
- 263-265 Distribution of random functional of a Dirichlet process on the unit disk
by Jiang, Tom J.
- 267-271 On measuring asymmetry and the reliability of the skewness measure
by Xiaojun, Li & Morris, Joel M.
August 1991, Volume 12, Issue 2
- 91-96 Some limit theorems for the homogeneous Poisson process
by Auer, P. & Hornik, K. & Révész, P.
- 97-107 Odd central moments of unimodal distributions
by Bélisle, Claude
- 109-117 On the empirical measure of the Fourier coefficients with infinite variance data
by Knight, Keith
- 119-124 A locally most powerful unbiased test for the proportion of mixture
by Salomé, M. & Cabral, E.
- 125-129 The Inverse Proportional Hazards Model
by O'Neill, Terence J.
- 131-134 Rank of a quadratic form in an elliptically contoured matrix random variable
by Gupta, A. K. & Varga, T.
- 135-139 A study of the behaviour of certain known estimators on the non-extinction path of a branching process
by Gadag, V. G. & Gupta, R. P.
- 141-143 Identities for order statistics and a theorem of Rényi
by Balasubramanian, K. & Bapat, R. B.
- 145-150 Weak convergence of infinite order U-processes
by Kohatsu-Hia, Arturo
- 151-155 On the uniform strong consistency of an estimator of the offspring mean in a branching process with immigration
by Sriram, T. N.
- 157-159 Mean squared error and selection in multivariate calibration
by Brown, P. J. & Spiegelman, C. H.
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