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Content
September 1990, Volume 10, Issue 4
- 321-324 On an interval splitting problem
by Bruss, F. Thomas & Jammalamadaka, S. Rao & Zhou, Xian
- 325-328 The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version
by Niinimaa, A. & Oja, H. & Tableman, Mara
- 329-333 Unbiased nonparametric estimation of the derivative of the mean
by Rychlik, Tomasz
- 335-339 Variate generation for accelerated life and proportional hazards models with time dependent covariates
by Leemis, Lawrence M. & Shih, Li-Hsing & Reynertson, Kurt
- 341-349 Asymptotic expansions of the probabilities of misclassification for k-NN discriminant rules
by Chanda, Kamal C.
- 351-353 Minimal sufficient statistics for the unbalanced two-fold nested model
by Khuri, AndréI. & Ghosh, Malay
- 355-362 On a test for dispersive ordering
by Bartoszewicz, Jaroslaw & Bednarski, Tadeusz
August 1990, Volume 10, Issue 3
- 181-184 On the concavity of the infinitesimal renewal function
by Szekli, R.
- 185-187 Convergence of the sum of reciprocal renewal times
by Newman, Charles M.
- 189-192 Probabilistic proofs of relations with Stirling numbers of the first kind by Dirichlet process
by Yamato, Hajime
- 193-201 Kernel density estimation under dependence
by Tran, Lanh Tat
- 203-211 Nonparametric multiple function fitting
by Georgiev, Alexander A.
- 213-215 A martingale characterization of the Wiener process
by Wesolowski, Jacek
- 217-219 On a connection between the non-central [chi]2 distribution and Bessel diffusions
by Chari, Ravi
- 221-224 Two examples of nonlinear processes with a mixed exponential marginal distribution
by Jevremovic, Vesna
- 225-229 Stochastic differential equations with singular drift
by Rutkowski, Marek
- 231-234 Testing and estimation of equal variances for correlated variables
by Shapiro, Alexander & Cohen, Ayala
- 235-239 A characterization of the distribution function: the dispersion function
by Muñoz-Perez, J. & Sanchez-Gomez, A.
- 241-245 Uniformly minimum variance unbiased estimator of efficiency ratio in estimation of normal population mean
by Srivastava, V. K. & Singh, R. S.
- 247-255 Degenerate and poisson convergence criteria for success runs
by Godbole, Anant P.
- 257-261 A comparison of estimators of functionals of the distribution of a maximum
by Cohen, Jonathan P.
- 263-270 On a martingale characterization of two-parameter Wiener process
by Cabaña, Enrique M.
July 1990, Volume 10, Issue 2
- 91-94 Sharp mean-variance bounds for Jensen-type inequalities
by Pittenger, A. O.
- 95-100 On the construction of classes of variance stabilizing transformations
by Bar-Lev, Shaul K. & Enis, Peter
- 101-106 On some accurate bounds for the quantiles of a non-central chi squared distribution
by Robert, Christian
- 107-109 Estimators with nondecreasing risk: application of a chi-squared identity
by Casella, George
- 111-117 Fourth-order rotatable designs: A-optimal measures
by Mukerjee, Rahul & Huda, S.
- 119-124 Specific formulae for some success run distributions
by Godbole, Anant P.
- 125-133 On the asymptotic permutational normality of certain weighted measures of correlation
by Salama, Ibrahim A. & Quade, Dana
- 135-140 On the ratio of hazard functions in the presence of a nuisance covariate
by Liu, P. Y. & Voelkel, J. & Crowley, J.
- 141-143 Implementing semiparametric density estimation
by Faraway, Julian
- 145-149 Uniform consistency of a class of regression function estimators for Banach-space valued random variable
by Lecoutre, Jean-Pierre
- 151-157 Inadmissibility of an estimator for the ratio of variance components
by Das, K. & Meneghini, Q. & Giri, N. C.
- 159-166 A uniform law of large numbers and empirical central limit theorem for limits of finite populations
by Horowitz, Joseph
- 167-172 Existence of joint moments of stable random variables
by Samorodnitsky, Gennady & Taqqu, Murad S.
- 173-180 The negative correlations between data-determined bandwidths and the optimal bandwidth
by Chiu, Shean-Tsong & Marron, J. S.
June 1990, Volume 10, Issue 1
- 1-7 Robust estimation of a normal mixture
by De Veaux, Richard D. & Krieger, Abba M.
- 9-15 A generalized law of the iterated logarithm
by Tomkins, R. J.
- 17-21 A note on adaptive generalized ridge regression estimator
by Wang, Song-Gui & Chow, Shein-Chung
- 23-27 On Kolmogorov-Smirnov type aligned test in k-sample linear regression
by Vasudaven, M.
- 29-35 Multivariate distributions of order k, part II
by Philippou, Andreas N. & Antzoulakos, Demetris L. & Tripsiannis, Gregory A.
- 37-41 A note on the stability of the estimation of the exponential distribution
by Baxter, Laurence A. & Rachev, Svetlozar T.
- 43-47 Estimating the transition probabilities from censored Markov renewal processes
by Phelan, Michael J.
- 49-58 Parameter estimation for hidden Gibbs chains
by Qian, W. & Titterington, D. M.
- 59-63 On tests for qualitative interactions
by Zelterman, Daniel
- 65-67 On the reliability of stochastic systems: a comment
by Whitmore, G. A.
- 69-76 A diagnostic for heteroscedasticity based on the spearman rank correlation
by Yin, Y. & Carroll, R. J.
- 77-85 Asymptotic theory in heteroscedastic nonlinear models
by Shao, Jun
- 87-90 An application to probability laws of the noncontinuity of the inverse Radon transform
by Mayer-Wolf, Eddy
May 1990, Volume 9, Issue 5
- 381-384 On the inadmissibility of unbiased estimators
by Berger, James O.
- 385-389 Empirical bayes prediction for a compound poisson-multinomial process
by Dalal, Siddhartha R. & Lee, Jack C. & Sabavala, Darius J.
- 391-395 A relation between the Chernoff index and the Pitman efficacy
by Kourouklis, Stavros
- 397-401 Large deviations for some weakly dependent random processes
by Burton, Robert M. & Dehling, Herold
- 403-407 The circle homogeneously covered by random walk on 2
by Auer, Peter
- 409-422 Two sample rank tests under a random truncation model
by Johnson, Richard A. & Morrell, Christopher H.
- 423-429 Smooth goodness of fit tests for categorised composite null hypotheses
by Rayner, J. C. W. & McAlevey, L. G.
- 431-437 Dirichlet integrals and moments of gamma distribution order statistics
by Sobel, Milton & Wells, Martin
- 439-447 U-statistics on winsorized and trimmed samples
by Janssen, Paul & Veraverbeke, Noël & Serfling, Robert
- 449-451 On a multiple correlation ratio
by Kabe, D. G. & Gupta, A. K.
- 453-463 Multivariate distributions of order k on a generalized sequence
by Philippou, Andreas N. & Antzoulakos, Demetris L.
- 465-470 A note on the limiting distribution of certain characteristic roots
by Amemiya, Yasuo
April 1990, Volume 9, Issue 4
- 291-294 Improving the hartley-David-Gumbel bound for the mean of extreme order statistics
by Balakrishnan, N.
- 295-298 A circle covering problem and DNA breakage
by Holst, Lars
- 299-304 A test for uniformity with unknown limits based on d'agostino's D
by Baringhaus, L. & Henze, N.
- 305-306 A note on linnik's distribution
by Devroye, Luc
- 307-309 A counterexample to A.S. constructions
by Rachev, S. T. & Rüschendorf, L.
- 311-316 The generalized logarithmic series distribution
by Hansen, B. G. & Willekens, E.
- 317-321 A class of minimax estimators of the scale parameter of the uniform distribution
by Rukhin, Andrew L. & Kuo, Lynn & Dey, Dipak K.
- 323-325 A simple test for dispersive ordering
by Aly, Emad-Eldin A. A.
- 327-329 Best constant in the decoupling inequality for non-negative random variables
by Hitczenko, Pawel
- 331-336 Limit points of sample maxima
by Gut, Allan
- 337-341 Approximate power of portmanteau tests for time series
by Battaglia, Francesco
- 343-345 A note on ridge regression
by Chawla, J. S.
- 347-355 On the measures of multicollinearity in least squares regression
by Wang, Song-Gui & Tse, Siu-Keung & Chow, Shein-Chung
- 357-359 Existence and uniqueness of a Martingale problem in D+, I'
by Fierro, Raul
- 361-365 Lp nonuniform bounds for asymptotic normality of linear rank statistics
by Wu, Tiee-Jian
- 367-374 Robustness against unexpected dependence in the location model
by Zamar, Ruben H.
- 375-380 Robustified version of Stein's multivariate location estimation
by Jurecková, Jana & Ehsanes Saleh, A. K. Md.
March 1990, Volume 9, Issue 3
- 201-205 A note on the almost sure central limit theorem
by Lacey, Michael T. & Philipp, Walter
- 207-213 A local limit theorem for sums of dependent random variables
by Wang, Mei & Woodroofe, Michael
- 215-216 A covariance inequality for coherent structures
by Joag-Dev, Kumar & Proschan, Frank
- 217-222 Stochastic ordering for permutation symmetric distributions
by Scarsini, Marco & Shaked, Moshe
- 223-228 Measure of information and contiguity
by Puri, Madan Lal & Vincze, István
- 229-235 Rates of convergence of some estimators in a class of deconvolution problems
by Stefanski, Leonard A.
- 237-240 On the law of the logarithm for density estimators
by Hall, Peter
- 241-251 On the approximation of P--P and Q--Q plot processes by brownian bridges
by Beirlant, Jan & Deheuvels, Paul
- 253-258 An asymptotic sufficiency property of observations related to the first hitting times of a diffusion
by Genon-Catalot, V. & Larédo, C.
- 259-265 Model selection for least absolute deviations regression in small samples
by Hurvich, Clifford M. & Tsai, Chih-Ling
- 267-272 Rate of convergence in the strong law of large numbers for U-statistics based on a multidimensionally indexed array of random variables
by Christofides, Tasos C.
- 273-278 Inequalities for noncentral chi-square distributions
by Kallenberg, Wilbert C. M.
- 279-287 Isotonic estimation in stochastic approximation
by Hanson, D. L. & Mukerjee, Hari
- 289-290 Thomas Bayes: some clues to his education
by Dale, A. I.
February 1990, Volume 9, Issue 2
- 101-105 Testing regression function adequacy in nonlinear multiresponse models
by Neill, James W. & Yang, Shie-Shien
- 107-109 A class of tests for homogeneity of quantiles under unequal right-censorship
by Chakraborti, S.
- 111-117 Density estimation with Haar series
by Engel, Joachim
- 119-124 An extension of Anderson's multiple decision procedure
by McCabe, B. P. M.
- 125-127 On order statistics in waiting time for runs in Markov chains
by Banjevic, Dragan
- 129-132 The performance of kernel density functions in kernel distribution function estimation
by Jones, M. C.
- 133-140 Improvements on strong uniform consistency of some known kernel estimates of a density and its derivatives
by Karunamuni, R. J. & Mehra, K. L.
- 141-143 Circular balanced uniform repeated measurements designs, II
by Afsarinejad, Kasra
- 145-147 Some characterizations of distributions based on order statistics
by Papathanasiou, V.
- 149-154 A note on the asymptotic distribution of a statistic for testing stability of a correlation coefficient
by Hawkins, D. L.
- 155-161 Modified Bessel functions and their applications in probability and statistics
by Robert, Christian
- 163-171 On geometric distributions of order (k1,...,km)
by Ling, K. D.
- 173-177 On the asymptotic behavior of a class of nonparametric tests for a change-point problem
by Yao, Yi-Ching
- 179-185 Minimax sequential estimation plans for exponential-type processes
by Magiera, Ryszard
- 187-193 Some properties of adding a smoothing step to the EM algorithm
by Nychka, Douglas
- 195-200 Testing for and against an order restriction in mixed-effects models
by Singh, Bahadur & Wright, F. T.
January 1990, Volume 9, Issue 1
- 1-4 On a recurrence relation for order statistics
by Sathe, Y. S. & Dixit, U. J.
- 5-11 Sooner and later waiting time problems for Bernoulli trials: frequency and run quotas
by Ebneshahrashoob, M. & Sobel, Milton
- 13-22 Estimation in two sample type II censoring models
by Mehrotra, K. G. & Schick, A. & Susarla, V.
- 23-25 A short note on optimal bandwidth selection for kernel estimators
by Mammen, Enno
- 27-33 Remark concerning data-dependent bandwidth choice in density estimation
by Mielniczuk, Jan
- 35-39 Toward a universal random number generator
by Marsaglia, George & Zaman, Arif & Wan Tsang, Wai
- 41-46 On the characterization of Pitman measure of nearness
by Lee, Carl M. -S.
- 47-50 Weak convergence of the remainder term in the Bahadur representation of extreme quantiles
by Falk, Michael
- 51-57 Median polish and a modified procedure
by Chen, Shande & Farnsworth, David
- 59-65 On conditionally mixing processes
by Veijanen, Ari
- 67-73 Influence diagnostics for the Weibull model fit to censored data
by Weissfeld, Lisa A. & Schneider, Helmut
- 75-81 Families of min-stable multivariate exponential and multivariate extreme value distributions
by Joe, Harry
- 83-90 inadmissibility of the maximum likelihood estimator of the inverse gaussian mean
by Hsieh, H. K. & Korwar, R. M. & Rukhin, A. L.
- 91-97 Full maximum likelihood analysis of structural equation models with polytomous variables
by Lee, Sik-Yum & Poon, Wai-Yin & Bentler, P. M.
- 99-100 Complete characterization of optimum weighing designs for estimating the total weight
by Kageyama, Sanpei
October 1989, Volume 8, Issue 5
- 397-405 Functional calculus and asymptotic theory for statistical analysis
by Shao, Jun
- 407-410 A note on the asymptotic covariance matrix of the Yule--Walker estimator
by Knight, Keith
- 411-418 Imputation of missing values using density estimation
by Titterington, D. M. & Sedransk, J.
- 419-423 A universal lower bound for the kernel estimate
by Devroye, Luc
- 425-433 On the non-consistency of the L2-cross-validated kernel density estimate
by Devroye, Luc
- 435-440 On the bivariate normal distribution and association models for ordinal categorical data
by Becker, Mark P.
- 441-443 A note on Banach's match box problem
by Holst, Lars
- 445-449 Mean squared errors of estimators of the intensity function of a nonhomogeneous Poisson process
by Rigdon, Steven E. & Basu, Asit P.
- 451-456 Limit distribution of spacings statistics when the sample size is random
by Aras, Girish & Jammalamadaka, S. Rao & Zhou, X.
- 457-461 Applications of a necessary and sufficient condition for OLS to be BLUE
by Baltagi, Badi H.
- 463-468 Characterizations of infinite dimensional Gaussian shift experiments
by Luschgy, Harald
- 469-475 A transformation useful for bounding a forecast
by Thompson, Patrick A.
- 477-483 Stable limit distributions for strongly mixing sequences
by Denker, Manfred & Jakubowski, Adam
- 485-487 Note on a characterization of gamma distributions
by Huang, Wen-Jang & Chen, Li-Sue
- 489-491 A caution on mixing conditions for random fields
by Bradley, Richard C.
- 493-496 On a loss of memory property of the maximum
by Hsing, Tailen
September 1989, Volume 8, Issue 4
- 297-299 Sharp inequalities between skewness and kurtosis
by Rohatgi, Vijay K. & Székely, Gábor J.
- 301-306 On best possible approximations of local time
by Csörgo, Miklós & Horváth, Lajos
- 307-314 Stein's method in a two-dimensional coverage problem
by Aldous, David J.
- 315-323 On the non-parametric estimation of the bivariate extreme-value distributions
by Deheuvels, Paul & Tiago de Oliveira, José
- 325-328 On point processes in the plane
by Arenas, C.
- 329-334 On pricing of market-indexed certificates of deposit
by Gardiner, Joseph C. & Levental, Shlomo
- 335-337 Characterization of discrete models by distribution based on their partial sums
by Unnikrishnan Nair, N. & Hitha, N.
- 339-345 On the behaviour of the sample autocovariances and autocorrelations of a seasonal arima model
by Latour, Alain & Roy, Roch
- 347-354 Bandwidth selection for kernel estimate with correlated noise
by Chiu, Shean-Tsong
- 355-362 Nonparametric regression M-quantiles
by Antoch, J. & Janssen, P.
- 363-369 Markov processes with infinitely divisible limit distributions: some examples
by Kelly, Douglas & Simons, Gordon
- 371-376 Markov processes and exponential families on a finite set
by Ycart, Bernard
- 377-380 A characterization of the pareto process among stationary stochastic processes of the form Xn = c min(Xn-1, Yn)
by Arnold, Barry C. & Hallett, J. Terry
- 381-387 Tailweight and life distributions
by Averous, J. & Meste, M.
- 389-395 A probability distribution associated with events with multiple occurrences
by Panaretos, John & Xekalaki, Evdokia
August 1989, Volume 8, Issue 3
- 197-200 A note on the accuracy of bootstrap percentile method confidence intervals for a quantile
by Hall, Peter & Martin, Michael A.
- 201-206 Bootstrap inversion of edgeworth expansions for nonparametric confidence intervals
by Rayner, Robert K.
- 207-211 A characterization of gumbel's family of extreme value distributions
by Genest, Christian & Rivest, Louis-Paul
- 213-218 Intrinsic estimation of the dependence structure for bivariate extremes
by de Oliveira, J. Tiago
- 219-223 Embedding in extremal processes and the asymptotic behavior of sums of minima
by Gouet, Raúl
- 225-228 A martingale approach to strong convergence in a generalized Pólya-Eggenberger urn model
by Gouet, Raúl
- 229-234 On diffusions that cannot escape from a convex set
by Korzeniowski, Andrzej
- 235-243 Some asymptotic properties of an estimate of the survival function under dependence conditions
by Roussas, George G.
- 245-253 Rate of convergence of the spline estimates for Markov chains
by Burman, Prabir
- 255-260 Positive definite norm dependent functions on l[infinity]
by Misiewicz, Jolanta K.
- 261-265 Bounds on expectations of order statistics for dependent samples
by Hoover, Donald R.
- 267-271 Optimum biased spring balance weighing designs
by Katulska, Krystyna
- 273-278 Two stage conditionally unbiased estimators of the selected mean
by Cohen, Arthur & Sackrowitz, Harold B.
- 279-287 Infinite dimensional parameter identification for stochastic parabolic systems
by Aihara, ShinIchi & Bagchi, Arunabha
- 289-296 Method of Kim-Zam: an algorithm for computing the maximum likelihood estimator
by Fu, James C.
June 1989, Volume 8, Issue 2
- 97-107 Rank-based inference for linear models: asymmetric errors
by Aubuchon, James C. & Hettmansperger, Thomas P.
- 109-117 A local cross-validation algorithm
by Hall, Peter & Schucany, William R.
- 119-122 A simple characterization of non-randomized admissible procedures in group testing
by Yao, Y. C.
- 123-127 Poisson limits for generalized random allocation problems
by Harris, Bernard
- 129-135 One-sided confidence intervals on nonnegative sums of variance components
by Ting, Naitee & Burdick, Richard K. & Graybill, Franklin A. & Gui, Rongde
- 137-142 Some distributions connected with sums of rectangular random variables
by Stadje, Wolfgang
- 143-146 Variances of sample medians
by Lin, G. D. & Huang, J. S.
- 147-155 Half-sample estimation of sampling distributions
by Shao, Jun
- 157-162 On some information measures of degree [beta] = 2: estimation in simple-stage cluster sampling
by Gil, María Angeles & Gil, Pedro
- 163-166 Effect of a missing observation on Hotelling's generalized T02
by Kshirsagar, Anant M.
- 167-170 Bias in nonlinear regression model with heteroscedastic or Ar(1) error structure
by Tsai, Chih-Ling
- 171-174 Influence of incomplete observations in multiple linear regression
by Shih, Weichung Joseph
- 175-177 Pearson chi-square estimator and test for log-linear models with expected frequencies subject to linear constraints
by Bonett, Douglas G.
- 179-184 Nonparametric Bayesian analysis of the accelerated failure time model
by Johnson, Wesley & Christensen, Ronald
- 185-188 Ordering probability distributions by tail behavior
by Alzaid, A. A. & Al-Osh, M.
- 189-192 A proof of the Markov chain tree theorem
by Anantharam, V. & Tsoucas, P.
May 1989, Volume 8, Issue 1
- 1-7 Characterization of the special discrete distributions through infinite, noninfinite and finite divisibility
by Danial, Edward J.
- 9-16 Moment inequalities
by Lau, Tai-shing
- 17-20 Some inequalities of Bonferroni--Galambos type
by Tan, Xiaodong & Xu, Yuan
- 21-24 A note on the bivariate binomial distribution
by Kocherlakota, S.
- 25-26 Evaluation of the expected value of a determinant
by Anderson, T. W.
- 27-28 A note on the ace algorithm
by Kettl, Stena
- 29-34 First and second order derivatives having applications to estimation of response surface optima
by Peterson, John J.
- 35-39 Population variance prediction under normal dynamic superpopulation models
by Bolfarine, Heleno
- 41-50 Consistent regression estimation with fixed design points under dependence conditions
by Roussas, George G.
- 51-53 Spherical matrix distributions and cauchy quotients
by Phillips, P. C. B.
- 55-57 On proximity between exponential and DMRL distributions
by Cheng, Kan & He, Zongfu
- 59-65 Linear empirical Bayes estimation of quantiles
by Maritz, J. S.
- 67-68 Finiteness of moments of randomly stopped sums of i.i.d. random variables
by Ghahramani, Saeed & Wolff, Ronald W.