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September 2007, Volume 59, Issue 3
- 435-464 Improved Model Selection Method for a Regression Function with Dependent Noise
by D. Fourdrinier & S. Pergamenshchikov - 465-486 Image segmentation by polygonal Markov Fields
by R. Kluszczyński & M. Lieshout & T. Schreiber - 487-498 A Generalization of the Archimedean Class of Bivariate Copulas
by Fabrizio Durante & José Quesada-Molina & Carlo Sempi - 499-513 Integral Representations and Approximations for Multivariate Gamma Distributions
by T. Royen - 515-530 Consistent estimation and testing in heteroscedastic polynomial errors-in-variables models
by Arturo Zavala & Heleno Bolfarine & Mário Castro - 531-556 Asymptotic Expansion for the Null Distribution of the F-statistic in One-way ANOVA under Non-normality
by Solomon Harrar & Arjun Gupta - 557-576 Some collapsibility results for n-dimensional contingency tables
by P. Vellaisamy & V. Vijay - 577-595 Joint Distributions of Numbers of Runs of Specified Lengths in a Sequence of Markov Dependent Multistate Trials
by Kiyoshi Inoue & Sigeo Aki - 597-602 On the Waiting Time for the First Success Run
by Sigeo Aki & Katuomi Hirano - 603-615 Asymptotics for a Population Size Estimator of a Partially Uncatchable Population
by Cibele da-Silva
June 2007, Volume 59, Issue 2
- 171-195 Multiple Penalty Regression: Fitting and Extrapolating a Discrete Incomplete Multi-way Layout
by Rudolf Beran - 197-210 Testing for the Absence of Random Effects in a Two-way Nested Design with Mixed Effects Model: A Nonparametric Approach
by Tathagata Banerjee & Atanu Biswas - 211-233 Estimation of a Multivariate Normal Covariance Matrix with Staircase Pattern Data
by Xiaoqian Sun & Dongchu Sun - 235-272 Jump-Preserving Regression and Smoothing using Local Linear Fitting: A Compromise
by Irène Gijbels & Alexandre Lambert & Peihua Qiu - 273-297 Polynomial Regression with Censored Data based on Preliminary Nonparametric Estimation
by Cédric Heuchenne & Ingrid Keilegom - 299-324 Mean Integrated Squared Error of Nonlinear Wavelet-based Estimators with Long Memory Data
by Linyuan Li & Yimin Xiao - 325-348 On the Stationary Version of the Generalized Hyperbolic ARCH Model
by Ramsés Mena & Stephen Walker - 349-366 Dynamic Detection of Change Points in Long Time Series
by Nicolas Chopin - 367-384 Asymptotic Normality of the Recursive M-estimators of the Scale Parameters
by Baiqi Miao & Yuehua Wu & Donghai Liu & Qian Tong - 385-402 Second-order Linearity of Wilcoxon Statistics
by Marek Omelka
March 2007, Volume 59, Issue 1
- 1-2 Preface
by Shun-ichi Amari & Shiro Ikeda - 3-25 A modified EM algorithm for mixture models based on Bregman divergence
by Yu Fujimoto & Noboru Murata - 27-56 Exponential statistical manifold
by Alberto Cena & Giovanni Pistone - 57-75 A new algorithm of non-Gaussian component analysis with radial kernel functions
by Motoaki Kawanabe & Masashi Sugiyama & Gilles Blanchard & Klaus-Robert Müller - 77-93 The geometry of proper scoring rules
by A. Dawid - 95-110 Extending local mixture models
by Paul Marriott - 111-134 Local mixtures of the exponential distribution
by K. Anaya-Izquierdo & P. Marriott - 135-146 Bayesian prediction based on a class of shrinkage priors for location-scale models
by Fumiyasu Komaki - 147-159 Uncertainty principle and quantum Fisher information
by Paolo Gibilisco & Tommaso Isola - 161-170 A note on curvature of α-connections of a statistical manifold
by Jun Zhang
December 2006, Volume 58, Issue 4
- 647-674 Properties of estimators of baseline hazard functions in a semiparametric cure model
by Tomoyuki Sugimoto & Toshimitsu Hamasaki - 675-686 Lorenz Curve for Truncated and Censored Data
by Sze-Man Tse - 687-706 Semiparametric Maximum Likelihood for Missing Covariates in Parametric Regression
by Zhiwei Zhang & Howard Rockette - 707-719 A Partial Empirical Likelihood Based Score Test Under a Semiparametric Finite Mixture Model
by Biao Zhang - 721-738 Generalized Moment Theory and Bayesian Robustness Analysis for Hierarchical Mixture Models
by Bruno Betrò & Antonella Bodini & Alessandra Guglielmi - 739-756 Estimation of error variance in ANOVA model and order restricted scale parameters
by Youhei Oono & Nobuo Shinozaki - 757-777 Confidence Intervals for Quantiles and Tolerance Intervals Based on Ordered Ranked Set Samples
by N. Balakrishnan & T. Li - 779-807 Wavelet-Based Estimation for Univariate Stable Laws
by Anestis Antoniadis & Andrey Feuerverger & Paulo Gonçalves - 809-809 Testing homogeneity in Weibull error in variables models
by Dione Valença & Heleno Bolfarine - 811-811 Optimality of AIC in inference about Brownian motion
by Arijit Chakrabarti & Jayanta Ghosh - 813-813 Exact and limiting distributions in diagonal Pólya processes
by Srinivasan Balaji & Hosam Mahmoud - 815-815 Compound binomial approximations
by Vydas Čekanavičius & Bero Roos
September 2006, Volume 58, Issue 3
- 427-440 Asymptotic Results on a General Class of Empirical Statistics: Power and Confidence Interval Properties
by In Chang & Rahul Mukerjee - 441-456 Confidence estimation for tolerance intervals
by C. Tsao & Yu-Ling Tseng - 457-473 Likelihood-based Inference for the Ratios of Regression Coefficients in Linear Models
by Malay Ghosh & Gauri Datta & Dalho Kim & Trevor Sweeting - 475-497 On the Effect of Misspecifying the Density Ratio Model
by Konstantinos Fokianos & Irene Kaimi - 499-509 An Information-theoretic Approach to the Effective Usage of Auxiliary Information from Survey Data
by Changchun Wu & Runchu Zhang - 511-526 Adaptive penalized M-estimation with current status data
by Shuangge Ma & Michael Kosorok - 527-535 On Continuity of the Pearson Statistic and Sample Quantiles
by R. Al-Jarallah & A. Soltani & N. Al-Kandari - 537-554 Joint distributions of runs in a sequence of higher-order two-state Markov trials
by K. Kotwal & R. Shinde - 555-571 A Skew Laplace Distribution on Integers
by Tomasz Kozubowski & Seidu Inusah - 573-593 Statistical Problems Related to Irrational Rotations
by Teturo Kamae & Hayato Takahashi - 595-608 Classification of Three-word Indicator Functions of Two-level Factorial Designs
by N. Balakrishnan & Po Yang - 609-618 Connections Between the Resolutions of General Two-level Factorial Designs
by N. Balakrishnan & Po Yang - 619-633 On the Kernel Rule for Function Classification
by C. Abraham & G. Biau & B. Cadre - 635-646 Sampling Properties of U-statistics for a Class of Stationary Nonlinear Processes
by Kamal Chanda
June 2006, Volume 58, Issue 2
- 211-222 Test for Parameter Change in Diffusion Processes by Cusum Statistics Based on One-step Estimators
by Sangyeol Lee & Yoichi Nishiyama & Nakahiro Yoshida - 223-233 On Non-simple Marked Point Processes
by Frederic Schoenberg - 235-259 A J-Function for Marked Point Patterns
by M. Lieshout - 261-290 Testing for Tail Independence in Extreme Value models
by Michael Falk & René Michel - 291-310 Waiting Time Distributions of Simple and Compound Patterns in a Sequence of r-th Order Markov Dependent Multi-state Trials
by James Fu & W. Lou - 311-326 Multiplicative Correlations
by Kunihiro Baba & Ritei Shibata - 327-340 Estimation of Kullback–Leibler Divergence by Local Likelihood
by Young Lee & Byeong Park - 341-355 Robust and Efficient Parametric Estimation for Censored Survival Data
by Srabashi Basu & Ayanendranath Basu & M. Jones - 357-378 Asymptotic Properties of a Nonparametric Regression Function Estimator with Randomly Truncated Data
by Elias Ould-Saïd & Mohamed Lemdani - 379-387 On Consistent Statistical Procedures in Regression
by Yannis Yatracos - 389-406 A Note on the Use of V and U Statistics in Nonparametric Models of Regression
by Carlos Martins-Filho & Feng Yao - 407-426 Local c- and E-optimal Designs for Exponential Regression Models
by Holger Dette & Viatcheslav Melas & Andrey Pepelyshev
March 2006, Volume 58, Issue 1
- 1-20 Optimality of AIC in Inference About Brownian Motion
by Arijit Chakrabarti & Jayanta Ghosh - 21-52 Large deviations for M-estimators
by Miguel Arcones - 53-71 On Estimating the Cumulant Generating Function of Linear Processes
by Sucharita Ghosh & Jan Beran - 73-92 Estimation of a Location Parameter with Restrictions or “vague information” for Spherically Symmetric Distributions
by Dominique Fourdrinier & William Strawderman & Martin Wells - 93-100 Biased and Unbiased Two-sided Wilcoxon Tests for Equal Sample Sizes
by Nariaki Sugiura & Hidetoshi Murakami & Seong Lee & Yasutomo Maeda - 101-114 On Some Tests of the Covariance Matrix Under General Conditions
by Arjun Gupta & Jin Xu - 115-129 Testing Homogeneity in Weibull Error in Variables Models
by Dione Valença & Heleno Bolfarine - 131-151 Nonasymptotic Bounds on the L 2 Error of Neural Network Regression Estimates
by Michael Hamers & Michael Kohler - 153-169 A Flexible Model for Generalized Linear Regression with Measurement Error
by Surupa Roy & Tathagata Banerjee - 171-185 Exact and Limiting Distributions in Diagonal Pólya Processes
by Srinivasan Balaji & Hosam Mahmoud - 187-210 Compound Binomial Approximations
by Vydas Čekanavičius & Bero Roos
December 2005, Volume 57, Issue 4
- 617-635 Nonlinear regression modeling using regularized local likelihood method
by Yoshisuke Nonaka & Sadanori Konishi - 637-653 Comparisons between simultaneous and componentwise splines for varying coefficient models
by Chin-Tsang Chiang - 655-664 Estimation of the number of components of finite mixtures of multivariate distributions
by Jogi Henna - 665-685 Strong universal consistency of smooth kernel regression estimates
by Harro Walk - 687-701 Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints
by Xiaogang Wang & James Zidek - 703-732 Non-standard asymptotics in an inhomogeneous gamma process
by Nibedita Bandyopadhyay & Ananda Sen - 733-745 A new instrumental variable estimation for diffusion processes
by Beong So - 747-765 The empirical distribution function and partial sum process of residuals from a stationary arch with drift process
by Janusz Kawczak & Reg Kulperger & Hao Yu - 767-780 Informative barycentres in statistics
by Bruno Pelletier - 781-788 Multivariate versions of Blomqvist’s beta and Spearman’s footrule
by Manuel Úbeda-Flores - 789-802 Inferences based on a bivariate distribution with von Mises marginals
by Grace Shieh & Richard Johnson - 803-815 On testing the dilation order and HNBUE alternatives
by F. Belzunce & J. Pinar & J. Ruiz - 817-831 On a functional equation generalizing the class of semistable distributions
by Mohamed Alaya & Thierry Huillet - 833-844 D-Optimal designs for weighted polynomial regression—A functional approach
by Fu-Chuen Chang
September 2005, Volume 57, Issue 3
- 403-423 Estimation in additive cox models by marginal integration
by Toshio Honda - 425-442 Central limit theorem for asymmetric kernel functionals
by Marcelo Fernandes & Paulo Monteiro - 443-453 Kernel estimation for stationary density of Markov chains with general state space
by Viviane Campos & Chang Dorea - 455-484 Estimation of the multivariate normal precision and covariance matrices in a star-shape model
by Dongchu Sun & Xiaoqian Sun - 485-505 Profile empirical likelihood for parametric and semiparametric models
by Lu Lin & Lixing Zhu & K. Yuen - 507-529 Resampling student'st-type statistics
by Arnold Janssen - 531-552 Comparison of the cuscore, GLRT and cusum control charts for detecting a dynamic mean change
by Dong Han & Fugee Tsung - 553-573 Test for parameter change based on the estimator minimizing density-based divergence measures
by Sangyeol Lee & Okyoung Na - 575-595 Testing for serial correlation of unknown form in cointegrated time series models
by Pierre Duchesne - 597-616 Unordered and ordered sample from dirichlet distribution
by Thierry Huillet
June 2005, Volume 57, Issue 2
- 201-220 ASP fits to multi-way layouts
by Rodolf Beran - 221-233 Semiparametric spatio-temporal covariance models with the ARMA temporal margin
by Chunsheng Ma - 235-253 Estimation of nonlinear autoregressive models using design-adapted wavelets
by Véronique Delouille & Rainer Sachs - 255-277 Functional inference in semiparametric models using the piggyback bootstrap
by John Dixon & Michael Kosorok & Bee Lee - 279-290 Variance estimation for sample quantiles using them out ofn bootstrap
by K. Cheung & Stephen Lee - 291-313 Strong convergence of estimators as ε n -minimisers of optimisation problemsof optimisation problems
by Petr Lachout & Eckhard Liebscher & Silvia Vogel - 315-351 On the posterior median estimators of possibly sparse sequences
by Natalia Bochkina & Theofanis Sapatinas - 353-368 Joint distributions of numbers of success runs of specified lengths in linear and circular sequences
by Kiyoshi Inoue & Sigeo Aki - 369-387 Engen's extended negative binomial model revisited
by Nobuaki Hoshino - 389-401 Generalized skew-elliptical distributions and their quadratic forms
by Marc Genton & Nicola Loperfido
March 2005, Volume 57, Issue 1
- 1-19 Strong consistency of MLE for finite uniform mixtures when the scale parameters are exponentially small
by Kentaro Tanaka & Akimichi Takemura - 21-37 A martingale approach to scan statistics
by Vladimir Pozdnyakov & Joseph Glaz & Martin Kulldorff & J. Steele - 39-47 Regressions for sums of squares of spacings
by S. Kirmani & J. Wesolowski - 49-59 A generalized Pólya urn model and related multivariate distributions
by Kiyoshi Inoue & Sigeo Aki - 61-69 Quantile process for left truncated and right censored data
by Szeman Tse - 71-81 Optimisation of linear unbiased intensity estimators for point processes
by Tomáš Mrkvička & Ilya Molchanov - 83-103 Joint modeling of cointegration and conditional heteroscedasticity with applications
by Heung Wong & W. Li & Shiqing Ling - 105-127 A test for independence of two stationary infinite order autoregressive processes
by Eunhee Kim & Sangyeol Lee - 129-143 Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval
by Éric Marchand & William Strawderman - 145-156 Sensitivity of minimaxity and admissibility in the estimation of a positive normal mean
by Yuzo Maruyama & Katsunori Iwasaki - 157-165 Necessary conditions for dominating the James-Stein estimator
by Yuzo Maruyama & William Strawderman - 167-182 Minimax confidence bound of the normal mean under an asymmetric loss function
by Yushan Xiao & Yoshikazu Takada & Ningzhong Shi - 183-199 Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE
by Muneya Matsui & Akimichi Takemura
December 2004, Volume 56, Issue 4
- 599-609 A Bayesian analysis for the seismic data on Taiwan
by Tsai-Hung Fan & Eng-Nan Kuo - 611-630 Spectral density estimation with amplitude modulation and outlier detection
by Jiancheng Jiang & Y. Hui - 631-654 Types of likelihood maxima in mixture models and their implication on the performance of tests
by Wilfried Seidel & Hana Ševčíková - 655-666 Canonical correlations in multi-way layout
by Maria Adam & John Maroulas - 667-681 Nonparametric estimation under length-biased sampling and Type I censoring: A moment based approach
by Jacobo Uña-álvarez - 683-700 Asymptotics for a weighted least squares estimator of the disease onset distribution function for a survival-sacrifice model
by Antonio Gomes - 701-720 Order restricted randomized designs for control versus treatment comparison
by Omer Ozturk & Steven MacEachern - 721-732 Some characterization results based on the conditional expectation of a function of non-adjacent order statistic (record value)
by Ramesh Gupta & Mohammad Ahsanullah - 733-742 The Möbius distribution on the disc
by M. Jones - 743-756 Decompounding poisson random sums: Recursively truncated estimates in the discrete case
by Boris Buchmann & Rudolf Grübel - 757-770 New estimators of discriminant coefficients as the gradient of log-odds
by Yo Sheena & Arjun Gupta - 771-790 Another approach to asymptotics and bootstrap of randomly trimmed means
by Zhiqiang Chen & Evarist Giné - 791-818 Universal consistency of delta estimators
by Jose Vidal-Sanz & Miguel Delgado - 819-832 Universally consistent conditionalU-statistics for absolutely regular processes and its applications for hidden Markov models
by Michel Harel & Madan Puri
September 2004, Volume 56, Issue 3
- 403-414 Likelihood-based imputation inference for mean functionals in the presence of missing responses
by Qi-Hua Wang - 415-433 Detecting stage-wise outliers in hierarchical Bayesian linear models of repeated measures data
by Mario Peruggia & Thomas Santner & Yu-Yun Ho - 435-448 Indirect assessment of the bivariate survival function
by Nader Ebrahimi - 449-473 A new algorithm for fixed design regression and denoising
by F. Comte & Y. Rozenholc - 475-496 Confidence bands in nonparametric regression with length biased data
by J. Cristóbal & J. Ojeda & J. Alcalá - 497-510 Discrete semi-stable distributions
by Nadjib Bouzar - 511-528 Tensors and likelihood expansions in the presence of nuisance parameters
by Luigi Pace & Alessandra Salvan - 529-544 Asymptotic properties of the least squares estimators of the parameters of the chirp signals
by Swagata Nandi & Debasis Kundu - 545-597 Asymptotic expansion formulas for functionals of ε-Markov processes with a mixing property
by Yuji Sakamoto & Nakahiro Yoshida
June 2004, Volume 56, Issue 2
- 205-223 Analysis of blockwise shrinkage wavelet estimates via lower bounds for no-signal setting
by Sam Efromovich - 225-250 Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs
by S. Lahiri & Kanchan Mukherjee - 251-264 Asymptotics of estimates in constrained nonlinear regression with long-range dependent innovations
by Lihong Wang - 265-277 Dependence and the dimensionality reduction principle
by Yannis Yatracos - 279-304 Linear relative canonical analysis of Euclidean random variables, asymptotic study and some applications
by Jacques Dauxois & Guy Nkiet & Yves Romain - 305-315 A class of multivariate skew-normal models
by Arjun Gupta & John Chen - 317-349 Waiting time distributions of runs in higher order Markov chains
by Anish Sarkar & Kanwar Sen & Anuradha - 351-360 Characterization of the skew-normal distribution
by Arjun Gupta & Truc Nguyen & Jose Sanqui - 361-367 A characterization of the multivariate normal distribution by using the hazard gradient
by Jorge Navarro & Jose Ruiz - 369-381 On the characterisation of paired monotone metrics
by Paolo Gibilisco & Tommaso Isola - 383-396 Fisher information ink-records
by Glenn Hofmann & N. Balakrishnan - 397-402 When does the union of random spherical caps become connected?
by H. Maehara
March 2004, Volume 56, Issue 1
- 1-17 Some characterizations of minimal Markov basis for sampling from discrete conditional distributions
by Akimichi Takemura & Satoshi Aoki - 19-47 Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
by A. Delaigle & I. Gijbels - 49-72 Nonparametric regression with current status data
by Toshio Honda - 73-86 Nonparametric regression under dependent errors with infinite variance
by Liang Peng & Qiwei Yao - 87-100 Smoothing estimation of rate function for recurrent event data with informative censoring
by Chin-Tsang Chiang & Mei-Cheng Wang - 101-125 Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution
by Yo Sheena & A. Gupta & Y. Fujikoshi - 127-142 Bias of estimator of change point detected by a CUSUM procedure
by Yanhong Wu - 143-168 Joint distributions associated with patterns, successes and failures in a sequence of multi-state trials
by Kiyoshi Inoue - 169-182 Waiting time problems for a two-dimensional pattern
by Sigeo Aki & Katuomi Hirano - 183-192 Unimodality of uniform generalized order statistics, with applications to mean bounds
by Erhard Cramer & Udo Kamps & Tomasz Rychlik - 193-204 A sequential software release policy
by Yen-Chang Chang
December 2003, Volume 55, Issue 4
- 671-687 Selection of smoothing parameters inB-spline nonparametric regression models using information criteria
by Seiya Imoto & Sadanori Konishi - 689-703 Adjusted empirical likelihood method for quantiles
by Wang Zhou & Bing-Yi Jing - 705-736 Semiparametric estimation of the long-range parameter
by J. Hidalgo & Y. Yajima - 737-764 Forecasting non-stationary time series by wavelet process modelling
by Piotr Fryzlewicz & Sébastien Bellegem & Rainer Sachs - 765-796 Resampling time series using missing values techniques
by Andrés Alonso & Daniel Peña & Juan Romo - 797-802 A bivariate uniform autoregressive process
by Miroslav Ristić & Biljana Popović - 803-816 On Bayes and unbiased estimators of loss
by Dominique Fourdrinier & William Strawderman - 817-830 ML estimation for multivariate shock models via an EM algorithm
by Dimitris Karlis - 831-848 Improvements of goodness-of-fit statistics for sparse multinomials based on normalizing transformations
by Nobuhiro Taneichi & Yuri Sekiya & Hideyuki Imai - 849-864 Exact asymptotics for Boundary crossings of the brownian bridge with trend with application to the Kolmogorov test
by Wolfgang Bischoff & Enkelejd Hashorva & Jürg Hüsler & Frank Miller - 865-884 On the distribution of the total number of run lengths
by D. Antzoulakos & S. Bersimis & M. Koutras - 885-900 One-sided variations on binary search trees
by Hosam Mahmoud
September 2003, Volume 55, Issue 3
- 447-466 On estimation in multivariate linear calibration with elliptical errors
by Hisayuki Tsukuma - 467-485 On the cusum of squares test for variance change in nonstationary and nonparametric time series models
by Sangyeol Lee & Okyoung Na & Seongryong Na - 487-497 Characterization of the least concave majorant of brownian motion, conditional on a vertex point, with application to construction
by Chris Carolan & Richard Dykstra - 499-506 Characterizations of the exponential distribution by stochastic ordering properties of the geometric compound
by Chin-Yuan Hu & Gwo Lin - 507-522 On multivariate Gaussian tails
by Enkelejd Hashorva & Jürg Hüsler - 523-535 On discrete α-unimodality
by Emad-Eldin Aly & Nadjib Bouzar - 537-553 Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models
by Yasunori Fujikoshi & Takafumi Noguchi & Megu Ohtaki & Hirokazu Yanagihara - 555-561 Asymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statistics
by Alex Gottlieb - 563-583 On the asymptotic accuracy of the bootstrap under arbitrary resampling size
by Miguel Arcones - 585-595 Empirical likelihood for partial linear models
by Qi-Hua Wang & Bing-Yi Jing - 597-617 Edgeworth expansion in censored linear regression model
by Gensheng Qin & Bing-Yi Jing - 619-637 A central limit theorem for theL 2 error of positive wavelet density estimator
by J. Ghorai - 639-653 A new class of metric divergences on probability spaces and its applicability in statistics
by Ferdinand Österreicher & Igor Vajda - 655-670 Optimal volume-corrected laplace-metropolis method
by Su-Yun Huang & Chuhsing Hsiao & Ching-Wei Chang