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Content
August 2009, Volume 18, Issue 2
- 260-264 Comments on: Goodness-of-fit tests in mixed modes
by Olivier Thas - 265-270 Rejoinder on: Goodness-of-fit tests in mixed models
by Gerda Claeskens & Jeffrey Hart - 271-282 Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability
by Rahul Mukerjee & Ling-Yau Chan - 283-301 On the low intensity bootstrap for triangular arrays of independent identically distributed random variables
by Eustasio del Barrio & Arnold Janssen & Carlos Matrán - 302-315 Limit theorems for sequences of random trees
by David Balding & Pablo Ferrari & Ricardo Fraiman & Mariela Sued - 316-341 Minimum density power divergence estimator for GARCH models
by Sangyeol Lee & Junmo Song - 342-364 Benchmarked estimates in small areas using linear mixed models with restrictions
by M. Ugarte & A. Militino & T. Goicoa - 365-380 Pseudo maximum likelihood estimates using ranked set sampling with applications to estimating correlation
by Terrence Hui & Reza Modarres & Gang Zheng - 381-391 RESET for quantile regression
by Taisuke Otsu - 392-413 Semi-parametric second-order reduced-bias high quantile estimation
by Frederico Caeiro & M. Gomes
May 2009, Volume 18, Issue 1
- 1-43 Missing data methods in longitudinal studies: a review
by Joseph Ibrahim & Geert Molenberghs - 44-46 Comments on: Missing data methods in longitudinal studies: a review
by M. Ugarte - 47-50 Comments on: Missing data methods in longitudinal studies: a review
by Roderick Little - 51-58 Comments on: Missing data methods in longitudinal studies: a review
by Michael Daniels & Chenguang Wang - 59-64 Comments on: Missing data methods in longitudinal studies: a review
by Joseph Hogan - 65-67 Comments on: Missing data methods in longitudinal studies: a review
by Michael Kenward & James Carpenter - 68-75 Rejoinder on: Missing data methods in longitudinal studies: a review
by Joseph Ibrahim & Geert Molenberghs - 76-95 Strong approximations for dependent competing risks with independent censoring
by Ségolen Geffray - 96-114 Automatic spectral density estimation for random fields on a lattice via bootstrap
by Jose Vidal-Sanz - 115-135 Optimum plan for step-stress model with progressive type-II censoring
by Bing Wang & Keming Yu - 136-155 Independent component analysis by wavelets
by Pascal Barbedor - 156-165 A study of the quantile correlation test for normality
by Éva Krauczi - 166-194 Nonparametric density estimation in presence of bias and censoring
by E. Brunel & F. Comte & A. Guilloux - 195-212 Another look at the disjoint blocks bootstrap
by Dragan Radulović
November 2008, Volume 17, Issue 3
- 417-442 Control of the false discovery rate under dependence using the bootstrap and subsampling
by Joseph Romano & Azeem Shaikh & Michael Wolf - 443-445 Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling
by José Ferreira & Mark Wiel - 446-449 Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling
by Wenge Guo - 450-455 Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling
by Sanat Sarkar & Ruth Heller - 456-457 Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling
by James Troendle - 458-460 Comments on: Control of the false discovery rate under dependence using the bootstrap and subsampling
by Daniel Yekutieli - 461-471 Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling
by Joseph Romano & Azeem Shaikh & Michael Wolf - 472-490 Comparison of Bayesian objective procedures for variable selection in linear regression
by Elías Moreno & F. Girón - 491-492 Comparison of Bayesian objective procedures for variable selection in linear regression
by Elías Moreno & F. Girón - 493-504 Integral equation solutions as prior distributions for Bayesian model selection
by J. Cano & D. Salmerón & C. Robert - 505-514 On the equivalence of Aumann and Herer expectations of random sets
by Pedro Terán - 515-530 Monitoring shifts in mean: Asymptotic normality of stopping times
by Alexander Aue & Lajos Horváth & Piotr Kokoszka & Josef Steinebach - 531-545 Strongly consistent model selection for densities
by Gérard Biau & Benoît Cadre & Luc Devroye & László Györfi - 546-566 Goodness-of-fit tests for symmetric stable distributions—Empirical characteristic function approach
by Muneya Matsui & Akimichi Takemura - 567-584 Partial sums of lagged cross-products of AR residuals and a test for white noise
by Jan Gooijer - 585-605 Compatible priors for Bayesian model comparison with an application to the Hardy–Weinberg equilibrium model
by Guido Consonni & Eduardo Gutiérrez-Peña & Piero Veronese - 606-627 A Bayesian approach to relaxing parameter restrictions in multivariate GARCH models
by Brent Hudson & Richard Gerlach
August 2008, Volume 17, Issue 2
- 211-235 Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
by Tilmann Gneiting & Larissa Stanberry & Eric Grimit & Leonhard Held & Nicholas Johnson - 236-237 Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
by José Angulo & María Ruiz-Medina - 238-239 Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
by Peter Bickel - 240-242 Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
by William Briggs - 243-244 Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
by A. Dawid - 245-248 Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
by Montserrat Fuentes - 249-250 Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
by Ian Jolliffe - 251-255 Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
by Robert Winkler & Victor Jose - 256-264 Rejoinder on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
by Tilmann Gneiting & Larissa Stanberry & Eric Grimit & Leonhard Held & Nicholas Johnson - 265-281 Bisexual branching processes with offspring and mating depending on the number of couples in the population
by Manuel Molina & Christine Jacob & Alfonso Ramos - 282-296 Short-tailed distributions and inliers
by Ayşen Akkaya & Moti Tiku - 297-310 Generalized orderings of excess lifetimes of renewal processes
by Félix Belzunce & Asok Nanda & Eva-María Ortega & José Ruiz - 311-331 Bias-reduced estimators of the Weibull tail-coefficient
by Jean Diebolt & Laurent Gardes & Stéphane Girard & Armelle Guillou - 332-349 Maxisets for μ-thresholding rules
by Florent Autin - 350-369 Approximations for F-tests which are ratios of sums of squares of independent variables with a model close to the normal
by Alfonso García-Pérez - 370-380 Modeling maxima of longitudinal contralateral observations
by Nicola Loperfido - 381-400 A statistical view of iterative methods for linear inverse problems
by Ana Fermín & C. Ludeña - 401-415 Goodness-of-fit tests in parametric regression based on the estimation of the error distribution
by Ingrid Keilegom & Wenceslao González Manteiga & César Sánchez Sellero
May 2008, Volume 17, Issue 1
- 1-18 Augmenting the bootstrap to analyze high dimensional genomic data
by Svitlana Tyekucheva & Francesca Chiaromonte - 19-21 Comments on: Augmenting the bootstrap to analyze high dimensional genomic data
by Bing Li - 22-24 Comments on: Augmenting the bootstrap to analyze high dimensional genomic data
by Lexin Li - 25-27 Comments on: Augmenting the bootstrap to analyze high dimensional genomic data
by Korbinian Strimmer - 28-30 Comments on: Augmenting the bootstrap to analyze high dimensional genomic data
by Juliane Schäfer - 31-35 Comments on: Augmenting the bootstrap to analyze high dimensional genomic data
by Anne-Laure Boulesteix & Athanassios Kondylis & Nicole Krämer - 36-39 Comments on: Augmenting the bootstrap to analyze high dimensional genomic data
by Sündüz Keleş & Hyonho Chun - 40-42 Comments on: Augmenting the bootstrap to analyze high dimensional genomic data
by Wenceslao González-Manteiga & Rosa Crujeiras - 43-46 Comments on: Augmenting the bootstrap to analyze high dimensional genomic data
by Geoffrey McLachlan & K. Wang & S. Ng - 47-55 Rejoinder on: Augmenting the bootstrap to analyze high dimensional genomic data
by Svitlana Tyekucheva & Francesca Chiaromonte - 56-68 Optimal allocation of bioassays in the case of parametrized covariance functions: an application to Lung’s retention of radioactive particles
by Milan Stehlík & Juan Rodríguez-Díaz & Werner Müller & Jesús López-Fidalgo - 69-82 One-sided tests in shared frailty models
by Gerda Claeskens & Rosemary Nguti & Paul Janssen - 83-100 Decision theory classification of high-dimensional vectors based on small samples
by David Bradshaw & Marianna Pensky - 101-119 Inferences for odds ratio with dependent pairs
by Yinshan Zhao & Harry Joe - 120-137 MANOVA for large hypothesis degrees of freedom under non-normality
by Arjun Gupta & Solomon Harrar & Yasunori Fujikoshi - 138-162 Optimal bandwidth selection for multivariate kernel deconvolution density estimation
by Élie Youndjé & Martin Wells - 163-178 ε-Contaminated priors in contingency tables
by Miguel Gómez-Villegas & Beatriz González-Pérez - 179-196 Bayesian estimation in the class of bisexual branching processes with population-size dependent mating
by Manuel Molina & Manuel Mota & Alfonso Ramos - 197-210 Analyzing skewed data by power normal model
by Rameshwar Gupta & Ramesh Gupta
December 2007, Volume 16, Issue 3
- 409-444 Nonparametric inference with generalized likelihood ratio tests
by Jianqing Fan & Jiancheng Jiang - 445-447 Comments on: Nonparametric inference with generalized likelihood ratio tests
by Peter Bickel - 448-449 Comments on: Nonparametric inference with generalized likelihood ratio tests
by Peter Hall - 450-452 Comments on: Nonparametric inference with generalized likelihood ratio tests
by Hans-Georg Müller - 453-455 Comments on: Nonparametric inference with generalized likelihood ratio tests
by John Lafferty & Larry Wasserman - 456-458 Comments on: Nonparametric inference with generalized likelihood ratio tests
by Raymond Carroll & Arnab Maity - 459-461 Comments on: Nonparametric inference with generalized likelihood ratio tests
by Joel Horowitz - 462-464 Comments on: Nonparametric inference with generalized likelihood ratio tests
by Enno Mammen - 465-467 Comments on: Nonparametric inference with generalized likelihood ratio tests
by Sam Efromovich - 468-470 Comments on: Nonparametric inference with generalized likelihood ratio tests
by Ricardo Cao - 471-478 Rejoinder on: Nonparametric inference with generalized likelihood ratio tests
by Jianqing Fan & Jiancheng Jiang - 479-503 Asymptotic normality of the Nadaraya–Watson semivariogram estimators
by Pilar García-Soidán - 504-522 Alternative Bayes factors: Sample size determination and discriminatory power assessment
by Fulvio Santis - 523-546 A maxiset approach of a Gaussian noise model
by Christophe Chesneau - 547-564 Score tests for independence in parametric competing risks models
by Mériem Saïd & Nadia Ghazzali & Louis-Paul Rivest - 565-597 Family of estimators of mean, ratio and product of a finite population using random nonresponse
by H. Singh & P. Chandra & Anwar Joarder & Sarjinder Singh - 598-612 Bayesian tolerance intervals for the balanced two-factor nested random effects model
by Abrie Merwe & Johan Hugo
August 2007, Volume 16, Issue 2
- 211-259 Progressive censoring methodology: an appraisal
by N. Balakrishnan - 260-261 Comments on: Progressive censoring methodology: an appraisal
by Haikady Nagaraja - 262-264 Comments on: Progressive censoring methodology: an appraisal
by Anna Dembińska - 265-267 Comments on: Progressive censoring methodology: an appraisal
by Enrique Castillo & José Sarabia - 268-270 Comments on: Progressive censoring methodology: an appraisal
by Barry Arnold - 271-275 Comments on: Progressive censoring methodology: an appraisal
by Udo Kamps & Erhard Cramer - 276-278 Comments on: Progressive censoring methodology: an appraisal
by Debasis Kundu - 279-281 Comments on: Progressive censoring methodology: an appraisal
by Olivier Guilbaud - 282-283 Comments on: Progressive censoring methodology: an appraisal
by Prakash Joshi - 284-286 Comments on: Progressive censoring methodology: an appraisal
by Uditha Balasooriya & C.-K. Low - 287-289 Comments on: Progressive censoring methodology: an appraisal
by Hon Ng & Ping-Shing Chan - 290-296 Rejoinder on: Progressive censoring methodology: an appraisal
by N. Balakrishnan - 297-313 Semi-parametric approach to the Hasofer–Wang and Greenwood statistics in extremes
by Cláudia Neves & M. Fraga Alves - 314-332 On invariance in canonical analysis with applications to covariate discriminant analysis
by Jacques Dauxois & Guy Nkiet & Yves Romain - 333-345 Independence of thinned processes characterizes the Poisson process: An elementary proof and a statistical application
by R. Assunção & P. Ferrari - 346-354 Optional randomized response in stratified unequal probability sampling—A simulation based numerical study with Kuk’s method
by Amitava Saha - 355-382 Product-type and presmoothed hazard rate estimators with censored data
by Ricardo Cao & Ignacio López-de-Ullibarri - 383-407 Estimation of parameters of a multifractal process
by Fabrice Gamboa & Jean-Michel Loubes
May 2007, Volume 16, Issue 1
- 1-22 Panel data analysis—advantages and challenges
by Cheng Hsiao - 23-27 Comments on: Panel data analysis—advantages and challenges
by Manuel Arellano - 28-30 Comments on: Panel data analysis—advantages and challenges
by Badi Baltagi - 31-32 Comments on: Panel data analysis—advantages and challenges
by Robin Sickles - 33-36 Comments on: Panel data analysis—advantages and challenges
by Tom Wansbeek & Erik Meijer - 37-41 Comments on: Panel data analysis—advantages and challenges
by Jacques Mairesse - 42-46 Comments on: Panel data analysis—advantages and challenges
by Marc Nerlove - 47-51 Comments on: Panel data analysis—advantages and challenges
by Byeong Park & Seuck Song - 52-55 Comments on: Panel data analysis—advantages and challenges
by Yongcheol Shin - 56-57 Rejoinder on: Panel data analysis—advantages and challenges
by Cheng Hsiao - 58-75 A unified approach on residuals, leverages and outliers in the linear mixed model
by Temesgen Zewotir & Jacky Galpin - 76-89 A third-order bias corrected estimate in generalized linear models
by Gauss Cordeiro & Lúcia Barroso - 90-108 Consistency results on nonparametric Bayesian estimation of level sets using spatial priors
by Ghislaine Gayraud & Judith Rousseau - 109-122 Second-order properties of regeneration-based bootstrap for atomic Markov chains
by Patrice Bertail & Stéphan Clémençon - 123-144 Bootstrap tests for nonparametric comparison of regression curves with dependent errors
by J. Vilar-Fernández & J. Vilar-Fernández & W. González-Manteiga - 145-171 Change-point diagnostics in competing risks models: Two posterior predictive p-value approaches
by Chen-Pin Wang & Malay Ghosh - 172-187 Influence diagnostics in multiple discriminant analysis
by D. Moreno-Roldán & J. Muñoz-Pichardo & A. Enguix-González - 188-197 Bayesian parametric inference in a nonparametric framework
by Stephen Walker & Eduardo Gutiérrez-Peña - 198-209 A note on inclusion probability in ranked set sampling and some of its variations
by M. Al-Saleh & H. Samawi
September 2006, Volume 15, Issue 2
- 271-344 Regularization in statistics
by Peter Bickel & Bo Li & Alexandre Tsybakov & Sara Geer & Bin Yu & Teófilo Valdés & Carlos Rivero & Jianqing Fan & Aad Vaart - 345-359 A note on computing bonus-malus insurance premiums using a hierarchical bayesian framework
by E. Gómez-Déniz & F. Vázquez-Polo & J. Pérez - 361-374 A generalized planck distribution
by Saralees Nadarajah & Samuel Kotz - 375-396 Bias reduction in risk modelling: Semi-parametric quantile estimation
by M. Gomes & Fernanda Figueiredo - 397-421 Estimating mixtures of truncated exponentials in hybrid bayesian networks
by Rafael Rumí & Antonio Salmerón & Serafín Moral - 423-432 A bayesian choice between poisson, binomial and negative binomial models
by Jean-Yves Dauxois & Pierre Druilhet & Denys Pommeret - 433-469 Integrals of random fuzzy sets
by Volker Krätschmer - 471-484 Reliability properties of systems with exchangeable components and exponential conditional distributions
by Jorge Navarro & José Ruiz & Carlos Sandoval - 485-504 Comparison of designs in presence of a possible correlation in observations
by Subir Ghosh & Yun Shen - 505-524 The random intrinsic fast initial response of two-sided CUSUM charts
by Alberto Luceno & Antonio Cofiño
June 2006, Volume 15, Issue 1
- 1-96 Mixed model prediction and small area estimation
by Jiming Jiang & P. Lahiri - 97-123 Item response theory for longitudinal data: Item and population ability parameters estimation
by Heliton Tavares & Dalton Andrade - 125-139 A note on Lindley's paradox
by C. Tsao - 141-150 The null distribution of the likelihood-ratio test for one or two outliers in a normal sample
by Jin Zhang & Keming Yu - 151-177 Empirical depth processes
by Miguel Arcones & Hengjian Cui & Yijun Zuo - 179-208 Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test
by Miguel Arranz & Alvaro Escribano - 209-226 Postgrouped sampling method of estimation
by M. Ruiz Espejo & M. Delgado Pineda & H. Singh - 227-255 A Bayesian analysis of beta testing
by Michael Wiper & Simon Wilson - 257-269 Bootstrapping extremes of random variables under power normalization
by E. Nigm
December 2005, Volume 14, Issue 2
- 317-384 Intrinsic credible regions: An objective Bayesian approach to interval estimation
by José Bernardo - 385-396 Estimation of regression coefficients subject to exact linear restrictions when some observations are missing and quadratic error balanced loss function is used
by H. Toutenburg & Shalabh - 397-415 Distribution of a sum of weighted noncentral chi-square variables
by Antonia Castaño-Martínez & Fernando López-Blázquez - 417-431 Using the empirical moment generating function in testing for the Weibull and the type I extreme value distributions
by Alejandra Cabaña & Adolfo Quiroz - 433-448 The multivariate extremal index and the dependence structure of a multivariate extreme value distribution
by A. Martins & H. Ferreira - 449-473 On the asymptotic distribution of residual autocovariances in VARX models with applications
by Pierre Duchesne - 475-487 Functions of singular random matrices with applications
by José Díaz-García & Ramón Gutiérrez-Jáimez - 489-514 Semiparametric censorship model with covariates
by Ming Yuan - 515-542 Influence diagnostics in regression with complex designs through conditional bias
by M. Jiménez-Gamero & Juan Moreno-Rebollo & Juan Muñoz-Pichardo & Ana Muñoz-Reyes - 543-565 Tests for exponentiality against theM andLM-Classes of life distributions
by Bernhard Klar - 567-580 On limiting posterior distributions
by Hyungtae Hwang & Beongsoo So & Yongdai Kim
June 2005, Volume 14, Issue 1
- 1-73 The analysis of ordered categorical data: An overview and a survey of recent developments
by Ivy Liu & Alan Agresti - 75-98 UniformL 1 -distance large deviations in nonparametric density estimation
by Djamal Louani - 99-128 On the validity condition of the chi-squared test in 2×2 tables
by A. Andrés & M. Sánchez Quevedo & J. Tapia García & A. Silva-Mato - 129-150 Robust estimation and hypothesis testing under short-tailedness and inliers
by Ayşen Akkaya & Moti Tiku - 151-179 On convergence of fisher informations in continuous models with quantized observations
by Tomáš Hobza & Isabel Molina & Igor Vajda - 181-198 Objective Bayesian methods for one-sided testing
by Elías Moreno - 199-213 Estimation of the variance for a controlled branching process
by Miguel González & Rodrigo Martínez & Iné Puerto - 215-237 Central limit theorem for the estimator of the value of an optimal stopping problem
by Tomás Prieto-Rumeau - 239-255 Multi-armed Bandit processes with optimal selection of the operating times
by Pilar Ibarrola & Ricardo Vélez - 257-280 Relative hazard rate estimation for right censored and left truncated data
by Ricardo Cao & Paul Janssen & Noël Veraverbeke - 281-315 Convergence of the optimal M-estimator over a parametric family of M-estimators
by Miguel Arcones
December 2004, Volume 13, Issue 2
- 263-312 Nonstationary multivariate process modeling through spatially varying coregionalization
by Alan Gelfand & Alexandra Schmidt & Sudipto Banerjee & C. Sirmans - 313-334 Some multiple comparisons using sample quasi ranges on censored data
by Parminder Singh & A. Gill - 335-369 Test of independence and randomness based on the empirical copula process
by Christian Genest & Bruno Rémillard - 371-402 Effect of outliers on forecasting temporally aggregated flow variables
by Luiz Hotta & Pedro Pereira & Rissa Ota - 403-416 One- and two-sample prediction based on doubly censored exponential data and prior information
by Arturo Fernández - 417-444 Wavelet-based functional reconstruction and extrapolation of fractional random fields
by Rosaura Fernández-Pascual & María Ruiz-Medina & Jose Angulo - 445-463 On intrinsic priors for nonnested models
by Juan Cano & Mathieu Kessler & Elías Moreno - 465-479 Nonparametric estimation of the offspring distribution and the mean for a controlled branching process
by Miguel González & Rodrigo Martínez & Inés Puerto - 481-499 Limiting behaviour for superadditive bisexual Galton-Watson processes in varying environments
by Manuel Molina & Manuel Mota & Alfonso Ramos - 501-524 Generalized skew normal model
by Ramesh Gupta & Rameshwar Gupta - 525-542 Intermittent estimation of stationary time series
by Gusztáv Morvai & Benjamin Weiss
June 2004, Volume 13, Issue 1
- 1-43 Families of distributions arising from distributions of order statistics
by M. Jones - 45-64 Bayesian prediction in threshold autoregressive models with exponential white noise
by Isabel Pereira & M. Antonia Amaral-Turkman - 65-83 A maximum entropy characterization of symmetric Kotz type and Burr multivariate distributions
by G. Aulogiaris & K. Zografos - 85-111 On the association between a random parameter and an observable
by Angelika Linde - 113-128 Averages of Hill estimators
by M. João Martins & M. Ivette Gopmes & M. Manuela Neves - 129-145 Bin width selection in multivariate histograms by the combinatorial method
by Luc Devroye & Gábor Lugosi - 147-192 Renewal type bootstrap for Markov chains
by Dragan Radulović - 193-211 Bayesian inference in repeated English auctions
by Gian Albano & Frédéric Jouneau-Sion - 213-246 Thresholding procedure with priors based on Pareto distributions
by Vincent Rivoirard - 247-262 A procedure for outlier identification in data sets from continuous distributions
by N. Balakrishnan & A. Quiroz
December 2003, Volume 12, Issue 2
- 281-345 Statistics and causal inference: A review
by Judea Pearl - 347-363 A bayesian semiparametric analysis for additive Hazard models with censored observations
by Eduardo Beamonte & José Bermúdez - 365-384 Sufficiency in sequentially planned decision procedures
by M. Mar Fenoy & Pilar Ibarrola - 385-411 Von mises approximation of the critical value of a test
by Alfonso García-Pérez