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Series handle: RePEc:eee:stapro
ISSN: 0167-7152
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Content
April 1990, Volume 9, Issue 4
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.
- 69-71 Improved estimation of a covariance matrix under quadratic loss
by Kubokawa, Tatsuya
- 73-79 Strong uniform consistency of kernel probability density estimators based on sample moments
by Abdous, B.
- 81-88 Asymptotic estimate of probability of misclassification for discriminant rules based on density estimates
by Chanda, Kamal C. & Ruymgaart, F. H.
- 89-89 Some new equireplicate balanced block designs
by Sinha, Kishore
- 91-95 Weak association with a stress-strength model application
by Ahmed, A. N. & Alzaid, A. A.
April 1989, Volume 7, Issue 5
- 351-356 Characterizations of distributions by variance bounds
by Cacoullos, T. & Papathanasiou, V.
- 357-359 Characterizations of uniform and exponential distributions
by Too, Yeu-Hua & Lin, Gwo Dong
- 361-367 On random translation models
by Rüschendorf, Ludger
- 369-370 A simple proof for the continuity of infinite convolutions of binary random variables
by Galambos, Janos & Kátai, Imre
- 371-376 A new class of negative binomial distributions of order k
by Ling, K. D.
- 377-380 A test for Weibull populations
by Chaudhuri, Arijit & Chandra, Nimai Kumar
- 381-383 Another look at adaptation on the average
by Li, Ker-Chau & Ylvisaker, Donald
- 385-389 On Bayes' test for the population mean of bounded observations
by Wu, Zizhi
- 391-394 Parameter identification in linear stochastic differential equations
by Dabrowski, Jacek
- 395-400 A note of kernel smoothing of an estimator of a periodic function in the multiplicative intensity model
by Leskow, Jacek
- 401-405 Locally optimal window widths for kernel density estimation with large samples
by Schucany, William R.
- 407-412 Non-parametric estimation of conditional quantiles
by Samanta, M.
- 413-416 The asymptotic statistical behaviour of some estimators for a circular structural model
by Berman, Mark
- 417-418 An example concerning the likelihood function
by Evans, Michael
- 419-424 On the theory of C[alpha]-tests
by Berger, Agnes & Wallenstein, Sylvan
- 425-430 An adjustment for a test concerning a principal component subspace
by Schott, James R.
- 431-433 On Cox and renewal processes
by Yannaros, Nikos
- 435-440 Inconsistencies in the argument leading to the rule of succession
by Bhave, S. V.
February 1989, Volume 7, Issue 4
- 267-270 Asymptotic results for a conditional Poisson log-linear model
by Bonett, Douglas G. & Bentler, P. M. & Woodward, J. Arthur
- 271-273 An agreement model with kappa as parameter
by Agresti, Alan
- 275-281 An unbiased minimum distance estimator of the proportion parameter in a mixture of two normal distributions
by Clarke, Brenton R.
- 283-286 Maxima of normal random vectors: Between independence and complete dependence
by Hüsler, Jürg & Reiss, Rolf-Dieter
- 287-291 Comparison of the efficiency of nonparametric location tests based on grouped and individual data
by Hüsler, J. & Riedwyl, H.
- 293-295 The coordinate-free estimation in finite population sampling
by Rodrigues, Josemar & Elian, Silvia Nagib
- 297-299 A characterization of multivariate l1-norm symmetric distributions
by Fang, Bi-Qi & Fang, Kai-Tai
- 301-302 Haight's distribution and busy periods
by Steutel, F. W. & Hansen, B. G.
- 303-305 On characterizations of exponential distributions
by Yeo, G. F. & Milne, R. K.
- 307-309 An optimal random number generator on Zp
by Chassaing, Philippe
- 311-314 A note on the asymptotic properties of the product-limit estimator on the whole line
by Ying, Zhiliang
- 315-318 Symmetrized nearest neighbor regression estimates
by Carroll, R. J. & Härdle, W.
- 319-321 Complete convergence of triangular arrays and the law of the iterated logarithm for U-statistics
by Dehling, Herold
- 323-325 A continuous multivariate exponential distribution that is multivariate phase type
by O'Cinneide, Colm A. & Raftery, Adrian E.
- 327-333 How regular are conjugate exponential families?
by Müller-Funk, Ulrich & Pukelsheim, Friedrich
- 335-342 Confidence intervals on the ratio of expected mean squares ([theta]1 + [theta]2 + [theta]3)/[theta]4
by Birch, Nancy J. & Burdick, Richard K.
- 343-347 Finitely determined processes in metric spaces
by Strittmatter, Wolfram
December 1988, Volume 7, Issue 3
- 175-178 The reliability of k out of n systems when k components are equally reliable
by Park, Dong Ho
- 179-185 Testing for dispersive ordering
by Ahmad, Ibrahim A. & Kochar, Subhash C.
- 187-189 Circular balanced uniform repeated measurements designs
by Afsarinejad, Kasra
- 191-194 A note on estimating the number of errors in a system by recapture sampling
by Nayak, Tapan K.
- 195-199 Canonical kernels for density estimation
by Marron, J. S. & Nolan, D.
- 201-205 Singh's theorem in the lattice case
by Woodroofe, Michael & Jhun, Myoungshic
- 207-216 Multivariate distributions of order ?
by Philippou, Andreas N. & Antzoulakos, Demetris L. & Tripsiannis, Gregory A.
- 217-220 A remark on the poisson-pascal and some other contagious distributions
by Willmot, Gordon E.
- 221-224 On the asymptotic bias of estimators under parameter drift
by Shapiro, A. & Browne, M. W.
- 225-228 Testing the homogeneity of small error rates: application to the sensitivity of different Elisa tests for aids antibodies
by Gastwirth, Joseph L. & Johnson, Wesley O.
- 229-239 Convolution type estimators for nonparametric regression
by Mack, Y. P. & Müller, Hans-Georg
- 241-245 On two methods of identifying influential sets of observations
by Ghosh, Subir
- 247-251 The limit distribution of the number of nodes in low strata of a random mapping
by Mutafchiev, Ljuben R.
- 253-257 A logistic process constructed using geometric minimization
by Arnold, Barry C.
- 259-263 Asymptotic behaviour of reliability functions
by Main, P.
September 1988, Volume 7, Issue 2
- 89-91 Universal optimality of main effect deletion designs
by Mukerjee, Rahul & Gupta, Sudhir
- 93-96 On a characterization of the exponential distribution by properties of order statistics
by Gather, Ursula
- 97-103 Dominance of the positive-part version of the James-Stein estimator
by Nickerson, David M.
- 105-112 A differential version of the Efron-Stein inequality: bounding the variance of a function of an infinitely divisible variable
by Vitale, Richard A.
- 113-121 A smooth nonparametric quantile estimator from right-censored data
by Padget, W. J. & Thombs, L. A.
- 123-126 A simple method for choosing between the lognormal and weibull models
by Kappenman, Russell F.
- 127-129 A note on the noncentral chi-square distribution
by Bock, M. E. & Govindarajulu, Z.
- 131-133 "Almost arbitrary" minimax estimators of location for independent component variance mixtures of normal variates
by Miceli, Robert & Strawderman, William E.
- 135-137 The existence theorem in general ridge regression
by Chawla, J. S.
- 139-143 A note on stirling's expansion for factorial n
by Kemp, Adrienne W.
- 145-150 A filtering model for Bayesian analysis of failure data contaminated by maintenance
by Clarotti, C. A. & Koch, G. & Spizzichino, F.
- 151-160 Bootstrap confidence intervals
by Babu, G. J. & Bose, A.
- 161-165 A recurrence formula for the distribution of the wilcoxon rank sum statistic
by Brus, Tomek
- 167-170 The inverse and determinant of a 2 x 2 uniformly distributed random matrix
by Williamson, R. C. & Downs, T.
- 171-173 A note on maximum likelihood estimation for the complex-valued first-order autoregressive process
by Le Breton, A.
July 1988, Volume 7, Issue 1
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