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Statistics & Probability Letters

1982 - 2021

Current editor(s): Somnath Datta and Hira L. Koul

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Volume 82, issue 12, 2012

The optimal number of items in a group for group testing pp. 2083-2085 Downloads
Andrey L. Gusev
Inference for random coefficient volatility models pp. 2086-2090 Downloads
A. Thavaneswaran, You Liang and Julieta Frank
Almost sure asymptotic for Ornstein–Uhlenbeck processes of Poisson potential pp. 2091-2102 Downloads
Fei Xing
The connectivity threshold of random geometric graphs with Cantor distributed vertices pp. 2103-2107 Downloads
Antar Bandyopadhyay and Farkhondeh Sajadi
Asymptotic properties of sieve bootstrap prediction intervals for FARIMA processes pp. 2108-2114 Downloads
Maduka Rupasinghe and V.A. Samaranayake
The two-parameter Volterra multifractional process pp. 2115-2124 Downloads
Ibrahima Mendy
Objective Bayesian analysis for a truncated model pp. 2125-2135 Downloads
Haiying Wang and Dongchu Sun
Estimating an endpoint with high order moments in the Weibull domain of attraction pp. 2136-2144 Downloads
Stéphane Girard, Armelle Guillou and Gilles Stupfler
A note on spatial–temporal lattice modeling and maximum likelihood estimation pp. 2145-2155 Downloads
Xiang Zhang and Yanbing Zheng
On the number of failed components in a coherent operating system pp. 2156-2163 Downloads
Majid Asadi and Alexandre Berred
A Generalized Hyperbolic model for a risky asset with dependence pp. 2164-2169 Downloads
Richard Finlay and Eugene Seneta
Shrinkage estimation strategy in quasi-likelihood models pp. 2170-2179 Downloads
S. Ejaz Ahmed and Saber Fallahpour
Efficiency factors for natural contrasts in partially confounded factorial designs pp. 2180-2188 Downloads
Aloke Dey and Rahul Mukerjee
Bounds for probabilities of unions of events and the Borel–Cantelli lemma pp. 2189-2197 Downloads
Andrei N. Frolov
Normal reference bandwidths for the general order, multivariate kernel density derivative estimator pp. 2198-2205 Downloads
Daniel Henderson and Christopher Parmeter
Estimating frequencies of frequencies in finite populations pp. 2206-2212 Downloads
C.J. Skinner and N. Shlomo
Permutation-based tests of perfect ranking pp. 2213-2220 Downloads
Ehsan Zamanzade, Nasser Reza Arghami and Michael Vock
A note on improving the efficiency of inverse probability weighted estimator using the augmentation term pp. 2221-2228 Downloads
Peisong Han
Time changes that result in multiple points in continuous-time Markov counting processes pp. 2229-2234 Downloads
Carles Bretó
Asymptotic normality of conditional density estimation in the single index model for functional time series data pp. 2235-2243 Downloads
Nengxiang Ling and Qian Xu
Multivariate inverse Gaussian and skew-normal densities pp. 2244-2251 Downloads
Harry Joe, Vanamamalai Seshadri and Barry C. Arnold
Estimating the parameters of a Poisson process model for predator–prey interactions pp. 2252-2259 Downloads
Sorana Froda and René Ferland
Pitman closeness results concerning ranked set sampling pp. 2260-2269 Downloads
Mohammad Jafari Jozani, Katherine F. Davies and Narayanaswamy Balakrishnan
Invariance principles for a multivariate Student process in the generalized domain of attraction of the multivariate normal law pp. 2270-2277 Downloads
Yuliya V. Martsynyuk
On the uniqueness of distance covariance pp. 2278-2282 Downloads
Gábor J. Székely and Maria L. Rizzo

Volume 82, issue 11, 2012

Statistical properties of a blind source separation estimator for stationary time series pp. 1865-1873 Downloads
Jari Miettinen, Klaus Nordhausen, Hannu Oja and Sara Taskinen
Large deviation principles for telegraph processes pp. 1874-1882 Downloads
Alessandro De Gregorio and Claudio Macci
Ratio estimation of the population mean using auxiliary information in simple random sampling and median ranked set sampling pp. 1883-1890 Downloads
Amer Ibrahim Al-Omari
On unbiased optimal L-statistics quantile estimators pp. 1891-1897 Downloads
Ling-Wei Li, Loo-Hay Lee, Chun-Hung Chen and Bo Guo
A causal framework for surrogate endpoints with semi-competing risks data pp. 1898-1902 Downloads
Debashis Ghosh
A Matsumoto–Yor property for Kummer and Wishart random matrices pp. 1903-1907 Downloads
Angelo Efoevi Koudou
Rate of the almost complete convergence of a kernel regression estimate with twice censored data pp. 1908-1913 Downloads
Khedidja Kebabi and Fatiha Messaci
A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error’s structure pp. 1914-1922 Downloads
Xing-cai Zhou and Jin-guan Lin
Strongly consistent density estimation of the regression residual pp. 1923-1929 Downloads
László Györfi and Harro Walk
Second order branching process with continuous state space pp. 1930-1934 Downloads
Akanksha S. Kashikar and S.R. Deshmukh
Partial monotonicity of entropy measures pp. 1935-1940 Downloads
Dhruv Shangari and Jiahua Chen
On weak dependence conditions: The case of discrete valued processes pp. 1941-1948 Downloads
Paul Doukhan, Konstantinos Fokianos and Xiaoyin Li
A note on one-factor analysis pp. 1949-1952 Downloads
Benchong Li and Jianhua Guo
Confidence intervals in regression centred on the SCAD estimator pp. 1953-1960 Downloads
Davide Farchione and Paul Kabaila
Mean-field reflected backward stochastic differential equations pp. 1961-1968 Downloads
Zhi Li and Jiaowan Luo
Generalized logistic frailty model pp. 1969-1977 Downloads
Chin-Diew Lai and Muhyiddin Izadi
Rate of complete convergence for maximums of moving average sums of martingale difference fields in Banach spaces pp. 1978-1985 Downloads
Ta Cong Son, Dang Hung Thang and Le Van Dung
Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates pp. 1986-1989 Downloads
Mike Tsionas
On closeness of the Mantel–Haenszel estimator and the profile likelihood based estimator of the common odds ratio from multiple 2×2 tables pp. 1990-1993 Downloads
Buddhananda Banerjee and Atanu Biswas
A note on the Lynden-Bell estimator under association pp. 1994-2000 Downloads
Zohra Guessoum, Elias Ould Saïd, Ourida Sadki and Abdelkader Tatachak
A novel Univariate Marginal Distribution Algorithm based discretization algorithm pp. 2001-2007 Downloads
Jing Zhao, ChongZhao Han, Bin Wei and DeQiang Han
Generalized Cordeiro–Ferrari Bartlett-type adjustment pp. 2008-2016 Downloads
Yoshihide Kakizawa
Isotonicity properties of generalized quantiles pp. 2017-2024 Downloads
Fabio Bellini
On cumulative residual Kullback–Leibler information pp. 2025-2032 Downloads
Sangun Park, Murali Rao and Dong Wan Shin
Mean squared error of James–Stein estimators for measurement error models pp. 2033-2043 Downloads
Meixi Guo and Malay Ghosh
On the distribution of functionals of discrete ordinal variables pp. 2044-2049 Downloads
Paola Cerchiello and Paolo Giudici
Using OLS to test for normality pp. 2050-2058 Downloads
Haim Shalit
Comparisons of concordance in additive models pp. 2059-2067 Downloads
Franco Pellerey, Moshe Shaked and Salimeh Yasaei Sekeh
On bounded redundancy of universal codes pp. 2068-2071 Downloads
Łukasz Dębowski
Expected earnings of invested overflow strategies for M/M/1 queue with constrained workload pp. 2072-2081 Downloads
Kimberly K.J. Kinateder

Volume 82, issue 10, 2012

Testing the homogeneity of inverse Gaussian scale-like parameters pp. 1755-1760 Downloads
Ming Chang, Xuqun You and Muqing Wen
On the approximation of copulas via shuffles of Min pp. 1761-1767 Downloads
Fabrizio Durante and Juan Fernández Sánchez
Kac’s rescaling for jump-telegraph processes pp. 1768-1776 Downloads
Oscar López and Nikita Ratanov
Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility pp. 1777-1785 Downloads
Xiaonan Su, Wensheng Wang and Kyo-Shin Hwang
An optimal k-nearest neighbor for density estimation pp. 1786-1791 Downloads
Yi-Hung Kung, Pei-Sheng Lin and Cheng-Hsiung Kao
One-dimensional BSDEs with left-continuous, lower semi-continuous and linear-growth generators pp. 1792-1798 Downloads
ShengJun Fan and Long Jiang
Majorization bounds for distribution functions pp. 1799-1806 Downloads
Ismihan Bairamov
Partially linear varying coefficient models stratified by a functional covariate pp. 1807-1814 Downloads
Arnab Maity and Jianhua Z. Huang
Local Walsh-average regression for semiparametric varying-coefficient models pp. 1815-1822 Downloads
Suoping Shang, Changliang Zou and Zhaojun Wang
How close are pairwise and mutual independence? pp. 1823-1828 Downloads
Roger B. Nelsen and Manuel Úbeda-Flores
Objective Bayesian analysis of Pareto distribution under progressive Type-II censoring pp. 1829-1836 Downloads
Jiayu Fu, Ancha Xu and Yincai Tang
Characterization properties of the log-normal distribution obtained with the help of divergence measures pp. 1837-1840 Downloads
George Tzavelas and Polychronis Economou
One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients pp. 1841-1848 Downloads
Zhi Li and Jiaowan Luo
Asymptotic equidistribution of congruence classes with respect to the convolution iterates of a probability vector pp. 1849-1852 Downloads
Gilles Gnacadja
An optimal L-statistics quantile estimator for a set of location–scale populations pp. 1853-1858 Downloads
Ling-Wei Li, Loo-Hay Lee, Chun-Hung Chen, Bo Guo and Ya-Jie Liu
Weighted Frechet means as convex combinations in metric spaces: Properties and generalized median inequalities pp. 1859-1863 Downloads
Cedric E. Ginestet, Andrew Simmons and Eric D. Kolaczyk

Volume 82, issue 9, 2012

A note on maximum likelihood estimation for covariance reducing models pp. 1629-1631 Downloads
James R. Schott
The perils of inferring serial dependence from sample autocorrelations of moving average series pp. 1632-1636 Downloads
Tucker McElroy
On efficient estimation of densities for sums of squared observations pp. 1637-1640 Downloads
Anton Schick and Wolfgang Wefelmeyer
The application of order statistics to multiple integration over a canonical simplex pp. 1641-1647 Downloads
Sun Ping
The Gerber–Shiu discounted penalty function in a delayed renewal risk model with multi-layer dividend strategy pp. 1648-1656 Downloads
Chao Deng, Jieming Zhou and Yingchun Deng
Maximum deviation of error density estimators in censored linear regression pp. 1657-1664 Downloads
Fuxia Cheng
Generalized Fibonacci numbers and Blackwell’s renewal theorem pp. 1665-1668 Downloads
Sören Christensen
Almost sure exponential stability of the θ-method for stochastic differential equations pp. 1669-1676 Downloads
Lin Chen and Fuke Wu
The quadratic variation of Brownian motion on a time scale pp. 1677-1680 Downloads
David Grow and Suman Sanyal
New nonparametric tests for testing homogeneity of scale parameters against umbrella alternative pp. 1681-1689 Downloads
Anil Gaur, Kalpana K. Mahajan and Sangeeta Arora
Diagnostic analysis for heterogeneous log-Birnbaum–Saunders regression models pp. 1690-1698 Downloads
Ai-Ping Li, Zhao-Xia Chen and Feng-Chang Xie
Global attracting set and stability of stochastic neutral partial functional differential equations with impulses pp. 1699-1709 Downloads
Shujun Long, Lingying Teng and Daoyi Xu
Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters pp. 1710-1717 Downloads
Sangin Lee, Yongdai Kim and Sunghoon Kwon
Asymptotic behavior of random time absolute ruin probability with D∩L tailed and conditionally independent claim sizes pp. 1718-1726 Downloads
Xiaodong Bai and Lixin Song
Tail probability of randomly weighted sums of subexponential random variables under a dependence structure pp. 1727-1736 Downloads
Yang Yang, Remigijus Leipus and Jonas Šiaulys
Relationships between distributions with certain symmetries pp. 1737-1744 Downloads
M.C. Jones
The uniform law for sojourn measures of random fields pp. 1745-1749 Downloads
Konstantin Borovkov and Shaun McKinlay
Variance of the game duration in the gambler’s ruin problem pp. 1750-1754 Downloads
Jiří Anděl and Šárka Hudecová

Volume 82, issue 8, 2012

Multivariate maxima of moving multivariate maxima pp. 1489-1496 Downloads
Helena Ferreira
Embedded Markov chain analysis of the superposition of renewal processes pp. 1497-1503 Downloads
Wolfgang Stadje
On the Amato inequality index pp. 1504-1506 Downloads
Barry C. Arnold
A sharp upper bound for the expected number of false rejections pp. 1507-1514 Downloads
Alexander Y. Gordon
Randomly weighted averages with beta random proportions pp. 1515-1520 Downloads
H. Homei
Hierarchical reinforced urn processes pp. 1521-1529 Downloads
S. Fortini and S. Petrone
Product autoregressive models for non-negative variables pp. 1530-1537 Downloads
B. Abraham and N. Balakrishna
Asymptotics related to a series of T.L. Lai pp. 1538-1548 Downloads
Deli Li and Aurel Spătaru
Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space pp. 1549-1558 Downloads
Brahim Boufoussi and Salah Hajji
A general measure of skewness pp. 1559-1568 Downloads
Magnus Ekström and Sreenivasa Rao Jammalamadaka
Linear fractional stable motion: A wavelet estimator of the α parameter pp. 1569-1575 Downloads
Antoine Ayache and Julien Hamonier
Rate of convergence in a theorem of Heyde pp. 1576-1582 Downloads
Tingfan Xie and Jianjun He
Markov processes on the adeles and Dedekind’s zeta function pp. 1583-1589 Downloads
Roman Urban
Precise asymptotics in the law of iterated logarithm for the first moment convergence of i.i.d. random variables pp. 1590-1596 Downloads
Xiaoyong Xiao and Hongwei Yin
On the probabilistic structure of power threshold generalized arch stochastic processes pp. 1597-1609 Downloads
E. Gonçalves, J. Leite and N. Mendes-Lopes
Deviation probability bounds for fractional martingales and related remarks pp. 1610-1618 Downloads
Bruno Saussereau
Improved power of one-sided tests pp. 1619-1622 Downloads
Mary C. Meyer and Jianqiang C. Wang
An inductive order construction for the difference of two dependent proportions pp. 1623-1628 Downloads
Weizhen Wang

Volume 82, issue 7, 2012

Causality with finite horizon of the past in continuous time pp. 1219-1223 Downloads
Ljiljana Petrović and Sladjana Dimitrijević
A note on the consistency of Schwarz’s criterion in linear quantile regression with the SCAD penalty pp. 1224-1228 Downloads
Heng Lian
The local time of the Markov processes of Ornstein–Uhlenbeck type pp. 1229-1234 Downloads
Changqing Tong, Zhengyan Lin and Jing Zheng
Karhunen–Loeve expansions for the detrended Brownian motion pp. 1235-1241 Downloads
Xiaohui Ai, Wenbo V. Li and Guoqing Liu
Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model pp. 1242-1250 Downloads
Dawei Lu
Optimal surrender strategies for equity-indexed annuity investors with partial information pp. 1251-1258 Downloads
Jiaqin Wei, Rongming Wang and Hailiang Yang
On latent process models in multi-dimensional space pp. 1259-1266 Downloads
Zuofeng Shang
An exponential bound for Cox regression pp. 1267-1272 Downloads
Y. Goldberg and M.R. Kosorok
Local M-estimation for jump-diffusion processes pp. 1273-1284 Downloads
Yunyan Wang, Lixin Zhang and Mingtian Tang
On interval and point estimators based on a penalization of the modified profile likelihood pp. 1285-1289 Downloads
Laura Ventura and Walter Racugno
Some recursive formulas related to inverse moments of the random variables with binomial-type distributions pp. 1290-1296 Downloads
Feng-Zhen Zhao
A practical ad hoc adjustment to the Simes P-value pp. 1297-1302 Downloads
Chris J. Lloyd
A note on exponential state feedback stabilizability by a Razumikhin type theorem of mild solutions of SDEs with delay pp. 1303-1309 Downloads
T.E. Govindan and N.U. Ahmed
Bayesian estimation of parameters for the bivariate Gompertz regression model with shared gamma frailty under random censoring pp. 1310-1317 Downloads
David D. Hanagal and Richa Sharma
Estimating common mean and heterogeneity variance in two study case meta-analysis pp. 1318-1325 Downloads
Andrew L. Rukhin
Statistical causality and orthogonality of local martingales pp. 1326-1330 Downloads
Dragana Valjarević and Ljiljana Petrović
The compound Pascal model with dividends paid under random interest pp. 1331-1336 Downloads
Xianmin Geng and Ying Wang
Varying kernel density estimation on R+ pp. 1337-1345 Downloads
Robert Mnatsakanov and Khachatur Sarkisian
A simplified representation of the covariance structure of axially symmetric processes on the sphere pp. 1346-1351 Downloads
Chunfeng Huang, Haimeng Zhang and Scott M. Robeson
Bounds on the complier average causal effect in randomized trials with noncompliance pp. 1352-1357 Downloads
Yasutaka Chiba
The discounted penalty function with multi-layer dividend strategy in the phase-type risk model pp. 1358-1366 Downloads
Wuyuan Jiang, Zhaojun Yang and Xinping Li
Some new lower bounds to centered and wrap-round L2-discrepancies pp. 1367-1373 Downloads
Kashinath Chatterjee, Zhaohai Li and Hong Qin
Sequential maximum likelihood estimation for reflected generalized Ornstein–Uhlenbeck processes pp. 1374-1382 Downloads
Lijun Bo and Xuewei Yang
Canonical higher-order kernels for density derivative estimation pp. 1383-1387 Downloads
Daniel Henderson and Christopher Parmeter
Remarks on maximal inequalities for non-negative demisubmartingales pp. 1388-1390 Downloads
B.L.S. Prakasa Rao
Estimation with left-truncated and right censored data: A comparison study pp. 1391-1400 Downloads
Jafar Ahmadi, Mahdi Doostparast and Ahmad Parsian
The Hausman–Taylor panel data model with serial correlation pp. 1401-1406 Downloads
Badi Baltagi and Long Liu
Conditional dependence diagnostic in the latent class model: A simulation study pp. 1407-1412 Downloads
Ana Subtil, M. Rosário de Oliveira and Luzia Gonçalves
On spatial conditional mode estimation for a functional regressor pp. 1413-1421 Downloads
Sophie Dabo-Niang, Zoulikha Kaid and Ali Laksaci
A note on bounds for the causal infectiousness effect in vaccine trials pp. 1422-1429 Downloads
Yasutaka Chiba
Limiting spectral distribution of block matrices with Toeplitz block structure pp. 1430-1438 Downloads
Riddhipratim Basu, Arup Bose, Shirshendu Ganguly and Rajat Subhra Hazra
Asymmetry tests for bifurcating auto-regressive processes with missing data pp. 1439-1444 Downloads
Benoîte de Saporta, Anne Gégout-Petit and Laurence Marsalle
A multi-point Metropolis scheme with generic weight functions pp. 1445-1453 Downloads
Luca Martino, Victor Pascual Del Olmo and Jesse Read
Additive hazards models for gap time data with multiple causes pp. 1454-1462 Downloads
P.G. Sankaran and P. Anisha
An empirical likelihood confidence interval for the volume under ROC surface pp. 1463-1467 Downloads
Shuwen Wan
Structure of a double autoregressive process driven by a hidden Markov chain pp. 1468-1473 Downloads
Ji-Chun Liu
Constraints placed on random sequences by their compressibility pp. 1474-1478 Downloads
George Davie
Invertibility of random submatrices via tail-decoupling and a matrix Chernoff inequality pp. 1479-1487 Downloads
Stéphane Chrétien and Sébastien Darses

Volume 82, issue 6, 2012

Set valued probability and its connection with set valued measure pp. 1043-1048 Downloads
Mila Stojaković
Quantile based entropy function pp. 1049-1053 Downloads
S.M. Sunoj and P.G. Sankaran
A Dubins type solution to the Skorokhod embedding problem pp. 1054-1058 Downloads
David M. Baker
An EPPF from independent sequences of geometric random variables pp. 1059-1066 Downloads
Ramsés H. Mena and Stephen G. Walker
An exponentiated exponential binomial distribution with application pp. 1067-1081 Downloads
Hassan S. Bakouch, Miroslav M. Ristić, A. Asgharzadeh, L. Esmaily and Bander M. Al-Zahrani
A martingale transformation for superprocesses pp. 1082-1087 Downloads
Hui He and Nana Luan
Pseudo-Bayesian A-optimal designs for estimating the point of maximum in component-amount Darroch–Waller mixture model pp. 1088-1094 Downloads
N.K. Mandal, Manisha Pal and M.L. Aggarwal
D-optimal designs for quadratic mixture canonical polynomials with spline pp. 1095-1101 Downloads
Chongqi Zhang and Heng Peng
The missing mass problem pp. 1102-1110 Downloads
Daniel Berend and Aryeh Kontorovich
Regression quantiles and their two-step modifications pp. 1111-1115 Downloads
Jana Jurečková and Jan Picek
Is the p-value a good measure of evidence? Asymptotic consistency criteria pp. 1116-1119 Downloads
Marian Grendar
Bounds on exponential moments of hitting times for reflected processes on the positive orthant pp. 1120-1128 Downloads
Chihoon Lee
Some aspects of minimum variance unbiased estimation in presence of ancillary statistics pp. 1129-1135 Downloads
Tapan K. Nayak and Bimal Sinha
Numerical issues in estimation of integral curves from noisy diffusion tensor data pp. 1136-1144 Downloads
Lyudmila Sakhanenko
Strongly consistent nonparametric tests of conditional independence pp. 1145-1150 Downloads
László Györfi and Harro Walk
Exponential stability in terms of two measures of impulsive stochastic functional differential systems via comparison principle pp. 1151-1159 Downloads
Fengqi Yao and Feiqi Deng
A note on the domination inequalities and their applications pp. 1160-1168 Downloads
Yaofeng Ren and Jing Shen
Analytic calculations for the EM algorithm for multivariate skew-t mixture models pp. 1169-1174 Downloads
I. Vrbik and P.D. McNicholas
Moderate deviations for some nonparametric estimators with errors in variables pp. 1175-1184 Downloads
Shoujiang Zhao and Qiaojing Liu
Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier pp. 1185-1192 Downloads
Xiaoming Xu
A simple variance inequality for U-statistics of a Markov chain with applications pp. 1193-1201 Downloads
G. Fort, E. Moulines, P. Priouret and P. Vandekerkhove
On Dobrushin’s inequality pp. 1202-1207 Downloads
Zbigniew S. Szewczak
Strong law of large numbers for weighted U-statistics: Application to incomplete U-statistics pp. 1208-1217 Downloads
Masoud M. Nasari

Volume 82, issue 5, 2012

A note on the construction of locally D- and DS-optimal designs for the binary logistic model with several explanatory variables pp. 865-870 Downloads
M. Gaëtan Kabera, Linda M. Haines and Principal Ndlovu
A note on the bilateral inequality for a sequence of random variables pp. 871-875 Downloads
Jicheng Liu
Two sample distribution-free inference based on partially rank-ordered set samples pp. 876-884 Downloads
Jinguo Gao and Omer Ozturk
Best constants in the weak type inequalities for a martingale conditional square function pp. 885-893 Downloads
Adam Osȩkowski
Strong convergence of ESD for the generalized sample covariance matrices when p/n→0 pp. 894-901 Downloads
Zhigang Bao
A note on the robustness of the continual reassessment method pp. 902-906 Downloads
David Azriel
On parametrization, robustness and sensitivity analysis in a marginal structural Cox proportional hazards model for point exposure pp. 907-915 Downloads
Eric J. Tchetgen Tchetgen and James Robins
On a rapid simulation of the Dirichlet process pp. 916-924 Downloads
Mahmoud Zarepour and Luai Al Labadi
Chebyshev’s inequality for Banach-space-valued random elements pp. 925-931 Downloads
Ling Zhou and Ze-Chun Hu
Nonparametric estimation of density under bias and multiplicative censoring via wavelet methods pp. 932-941 Downloads
Mohammad Abbaszadeh, Christophe Chesneau and Hassan Doosti
On weak dependence conditions for Poisson autoregressions pp. 942-948 Downloads
Paul Doukhan, Konstantinos Fokianos and Dag Tjøstheim
On tail index estimation using a sample with missing observations pp. 949-958 Downloads
Ivana Ilić
Semicircle law of Tyler’s M-estimator for scatter pp. 959-964 Downloads
Gabriel Frahm and Konstantin Glombek
A law of the single logarithm for weighted sums of arrays applied to bootstrap model selection in regression pp. 965-971 Downloads
Pierre Lafaye de Micheaux and Christian Léger
Approximate maximum entropy on the mean for instrumental variable regression pp. 972-978 Downloads
Jean-Michel Loubes and Paul Rochet
Reflected backward stochastic differential equations with time delayed generators pp. 979-990 Downloads
Qing Zhou and Yong Ren
Objective priors for generative star-shape models pp. 991-997 Downloads
Ye Liang and Dongchu Sun
Fitting birth-and-death queueing models to data pp. 998-1004 Downloads
Ward Whitt
A functional linear model for time series prediction with exogenous variables pp. 1005-1011 Downloads
Aldo Goia
On distribution of randomly ordered uniform incremental weighted averages: Divided difference approach pp. 1012-1020 Downloads
Ahmad Reza Soltani and Rasool Roozegar
The uniform central limit theorem for the tent map pp. 1021-1027 Downloads
Jongsig Bae, Changha Hwang and Doobae Jun
On the smoothness of conditional expectation functionals pp. 1028-1034 Downloads
Kyungchul Song
A note on generating random variables with log-concave densities pp. 1035-1039 Downloads
Luc Devroye

Volume 82, issue 4, 2012

A note on a dependent risk model with constant interest rate pp. 707-712 Downloads
Xijun Liu, Qingwu Gao and Yuebao Wang
Limit distribution of a roundoff error pp. 713-719 Downloads
Takaaki Shimura
On the infinitesimal dispersion of multivariate Markov counting systems pp. 720-725 Downloads
Carles Bretó
On the robustness of two-stage estimators pp. 726-732 Downloads
Mikhail Zhelonkin, Marc G. Genton and Elvezio Ronchetti
On areas of random triangles pp. 733-738 Downloads
Ludwig Baringhaus
A note on the structure of the quadratic subspace in discriminant analysis pp. 739-747 Downloads
Santiago Velilla
An approximation to the Rosenblatt process using martingale differences pp. 748-757 Downloads
Chao Chen, Liya Sun and Litan Yan
Crossing points of distributions and a theorem that relates them to second order stochastic dominance pp. 758-764 Downloads
Edgar Elias Osuna
Robustifying principal component analysis with spatial sign vectors pp. 765-774 Downloads
Sara Taskinen, Inge Koch and Hannu Oja
Step-up procedure controlling generalized family-wise error rate pp. 775-782 Downloads
Li Wang and Xingzhong Xu
On partial sums of hitting times pp. 783-785 Downloads
José Luis Palacios and José M. Renom
Enhanced consistency of the Resampled Convolution Particle Filter pp. 786-797 Downloads
Jean-Pierre Vila
Characterizations of symmetric distributions based on Rényi entropy pp. 798-804 Downloads
M. Fashandi and Jafar Ahmadi
Some geometric mixed integer-valued autoregressive (INAR) models pp. 805-811 Downloads
Aleksandar S. Nastić and Miroslav M. Ristić
V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model pp. 812-817 Downloads
Oesook Lee
Constructing archimedean copulas from diagonal sections pp. 818-826 Downloads
Włodzimierz Wysocki
A note on fuzzy set-valued Brownian motion pp. 827-832 Downloads
Enea G. Bongiorno
On standardizing the signed root log likelihood ratio statistic pp. 833-839 Downloads
L. Jiang and A.C.M. Wong
A note on conflict of information and subexponential densities pp. 840-842 Downloads
L.R. Rifo and J.D. Santos
Nonparametric estimation of the regression function having a change point in generalized linear models pp. 843-851 Downloads
Jib Huh
The space-fractional Poisson process pp. 852-858 Downloads
Enzo Orsingher and Federico Polito
Classification loss function for parameter ensembles in Bayesian hierarchical models pp. 859-863 Downloads
Cedric E. Ginestet, Nicky G. Best and Sylvia Richardson

Volume 82, issue 3, 2012

Weak norm inequalities for martingales and geometry of Banach spaces pp. 411-418 Downloads
Adam Osȩkowski
Asymmetric GARCH processes featuring both threshold effect and bilinear structure pp. 419-426 Downloads
M.S. Choi, J.A. Park and S.Y. Hwang
New examples of heavy-tailed O-subexponential distributions and related closure properties pp. 427-432 Downloads
Jianxi Lin and Yuebao Wang
A characterization of the bivariate negative binomial distribution via α-monotonicity pp. 433-437 Downloads
M. Sreehari
Prior influence in linear regression when the number of covariates increases to infinity pp. 438-445 Downloads
Luis Leon-Novelo and George Casella
On extensions of Hoeffding’s inequality for panel data pp. 446-454 Downloads
Lili Yao and Wenxin Jiang
Asymptotics for dependent Bernoulli random variables pp. 455-463 Downloads
Lan Wu, Yongcheng Qi and Jingping Yang
Strong approximations and sequential change-point analysis for diffusion processes pp. 464-472 Downloads
Stefan Mihalache
A theory for the multiset sampler pp. 473-477 Downloads
Yuguo Chen
An estimate of the remainder of a limit theorem pp. 478-487 Downloads
Jianjun He
Strong consistency of the stationary bootstrap under ψ-weak dependence pp. 488-495 Downloads
Eunju Hwang and Dong Wan Shin
On the Gerber–Shiu function for a risk model with multi-layer dividend strategy pp. 496-504 Downloads
Mykola Bratiichuk
Spline estimators for semi-functional linear model pp. 505-513 Downloads
Jianjun Zhou and Min Chen
Some optimal bounds in the central limit theorem using zero biasing pp. 514-518 Downloads
I.S. Tyurin
A note on the modified two-way MANOVA tests pp. 519-527 Downloads
Jin-Ting Zhang and Shengning Xiao
A rough margin-based linear ν support vector regression pp. 528-534 Downloads
Yitian Xu
Rank-based inference for the single-index model pp. 535-541 Downloads
Long Feng, Changliang Zou and Zhaojun Wang
Complementary design theory for sliced equidistance designs pp. 542-547 Downloads
Yuanzhen He and Mingyao Ai
Optimal rates of convergence in the Weibull model based on kernel-type estimators pp. 548-556 Downloads
Cécile Mercadier and Philippe Soulier
Absolutely continuous measure for a jump-type Fleming–Viot process pp. 557-564 Downloads
Telles Timóteo da Silva and Marcelo Dutra Fragoso
Asymptotically unbiased estimation of the second order tail parameter pp. 565-573 Downloads
Tertius de Wet, Yuri Goegebeur and Maria Reimert Munch
Preservation properties of a homogeneous Poisson process stopped at an independent random time pp. 574-585 Downloads
E.T. Salehi, F.G. Badía and M. Asadi
A note on transition density for the reflected Ornstein–Uhlenbeck process pp. 586-591 Downloads
Xiaoyu Xing, Yongsheng Xing and Xuewei Yang
Universally optimal designs under an interference model with equal left- and right-neighbor effects pp. 592-598 Downloads
Katarzyna Filipiak
A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in Rn pp. 599-605 Downloads
S. Vakeroudis and M. Yor
Testing the covariance function of stationary Gaussian random fields pp. 606-613 Downloads
Ali Reza Taheriyoun
Asymptotic behavior of the solution of heat equation driven by fractional white noise pp. 614-620 Downloads
Jian Song
On the nonidentifiability property of Archimedean copula models under dependent censoring pp. 621-625 Downloads
Antai Wang
Model-based likelihood ratio confidence intervals for survival functions pp. 626-635 Downloads
Sundarraman Subramanian
Two-sample Dvoretzky–Kiefer–Wolfowitz inequalities pp. 636-644 Downloads
Fan Wei and Richard M. Dudley
Exact asymptotics of supremum of a stationary Gaussian process over a random interval pp. 645-652 Downloads
Marek Arendarczyk and Krzysztof Dȩbicki
Weighted composite quantile estimation and variable selection method for censored regression model pp. 653-663 Downloads
Linjun Tang, Zhangong Zhou and Changchun Wu
Atomic decompositions of Banach lattice-valued martingales pp. 664-671 Downloads
Xueying Zhang and Chuanzhou Zhang
Anticipated backward stochastic differential equations with non-Lipschitz coefficients pp. 672-682 Downloads
Hao Wu, Wenyuan Wang and Jie Ren
Maximal and moment inequalities for demimartingales and N-demimartingales pp. 683-691 Downloads
Tasos C. Christofides and Milto Hadjikyriakou
Asymptotic power comparison of three tests in GMANOVA when the number of observed points is large pp. 692-698 Downloads
Takayuki Yamada and Tetsuro Sakurai
Heat equation with a general stochastic measure on nested fractals pp. 699-704 Downloads
Vadym Radchenko and Martina Zähle

Volume 82, issue 2, 2012

Approximation of the variance gamma model with a finite mixture of normals pp. 217-224 Downloads
Angela Loregian, Lorenzo Mercuri and Edit Rroji
Shrinkage estimation for identification of linear components in additive models pp. 225-231 Downloads
Heng Lian
Some inequalities for demimartingales and N-demimartingales pp. 232-239 Downloads
Shuhe Hu, Xinghui Wang, Wenzhi Yang and Xuejun Wang
Stochastic integration with respect to the sub-fractional Brownian motion with H∈(0,12) pp. 240-251 Downloads
Guangjun Shen and Chao Chen
A two-parameter of weighted exponential distributions pp. 252-261 Downloads
M.K. Shakhatreh
An order-theoretic mixing condition for monotone Markov chains pp. 262-267 Downloads
Takashi Kamihigashi and John Stachurski
A short note on the GI/Geo/1 queueing system pp. 268-273 Downloads
A. Pacheco, S.K. Samanta and M.L. Chaudhry
A bias corrected nonparametric regression estimator pp. 274-282 Downloads
Weixin Yao
New results on stochastic comparisons of two-component series and parallel systems pp. 283-290 Downloads
Neeraj Misra and Amit Kumar Misra
An elementary proof of the lower bound of Cramér’s Theorem in Rd pp. 291-294 Downloads
Xiangfeng Yang
Stochastic orders of the Marshall–Olkin extended distribution pp. 295-302 Downloads
Asok K. Nanda and Suchismita Das
Continuous inspection with memory pp. 303-307 Downloads
Andrey L. Gusev
Variable selection and coefficient estimation via composite quantile regression with randomly censored data pp. 308-317 Downloads
Rong Jiang, Weimin Qian and Zhangong Zhou
Weighted-mean regions of a probability distribution pp. 318-325 Downloads
Rainer Dyckerhoff and Karl Mosler
Generalized δ-shock model via runs pp. 326-331 Downloads
Serkan Eryılmaz
Prediction with measurement errors in finite populations pp. 332-339 Downloads
Julio M. Singer, Edward J. Stanek, Viviana B. Lencina, Luz Mery González, Wenjun Li and Silvina San Martino
Asymptotic behavior and the moderate deviation principle for the maximum of a Dyck path pp. 340-347 Downloads
Termeh Kousha
A simple extension of boosting for asymmetric mislabeled data pp. 348-356 Downloads
Kenichi Hayashi
Sufficient statistic likelihood construction for age- and time-dependent multi-state joint recapture and recovery data pp. 357-359 Downloads
R.S. McCrea
On the asymptotic distribution of a unit root test against ESTAR alternatives pp. 360-364 Downloads
Christoph Hanck
On equivalencies between design-based and regression-based variance estimators for randomized experiments pp. 365-370 Downloads
Cyrus Samii and Peter M. Aronow
Testing the no-treatment effect based on a possibly misspecified accelerated failure time model pp. 371-377 Downloads
Satoshi Hattori
Convergence rate for predictive recursion estimation of finite mixtures pp. 378-384 Downloads
Ryan Martin
Rates of convergence of extreme for general error distribution under power normalization pp. 385-395 Downloads
Shouquan Chen, Chao Wang and Geng Zhang
Missing information and an optimal one-step plan in a Type II progressive censoring scheme pp. 396-402 Downloads
Sangun Park and Hon Keung Tony Ng
An explicit representation of Verblunsky coefficients pp. 403-410 Downloads
N.H. Bingham, Akihiko Inoue and Yukio Kasahara

Volume 82, issue 1, 2012

Bootstrap confidence interval for a correlation curve pp. 1-6 Downloads
William Nilsson and Tomás del Barrio Castro
An inverse first-passage problem for one-dimensional diffusions with random starting point pp. 7-14 Downloads
Mario Abundo
On the estimation of the shape parameter of the gamma distribution in second-order asymptotics pp. 15-21 Downloads
Yoshiji Takagi
A note on a Marčenko–Pastur type theorem for time series pp. 22-28 Downloads
Jianfeng Yao
An empirical likelihood approach to quantile regression with auxiliary information pp. 29-36 Downloads
Cheng Yong Tang and Chenlei Leng
On convex hull of d-dimensional fractional Brownian motion pp. 37-39 Downloads
Yu. Davydov
The first-passage times of phase semi-Markov processes pp. 40-48 Downloads
Xuan Zhang and Zhenting Hou
The class of tenable zero-balanced Pólya urns with an initially dominant subset of colors pp. 49-57 Downloads
Sanaa Kholfi and Hosam M. Mahmoud
Asymptotic efficiency of ridge estimator in linear and semiparametric linear models pp. 58-62 Downloads
June Luo
Empirical likelihood for the parametric part in partially linear errors-in-function models pp. 63-66 Downloads
Zhensheng Huang
A generalized Isserlis theorem for location mixtures of Gaussian random vectors pp. 67-71 Downloads
C. Vignat
Superlarge deviation probabilities for sums of independent lattice random variables with exponential decreasing tails pp. 72-76 Downloads
Leonid Rozovsky
Wrapped weighted exponential distributions pp. 77-83 Downloads
Shongkour Roy and Mian Arif Shams Adnan
A new family of convex weakly compact valued random variables in Banach space and applications to laws of large numbers pp. 84-95 Downloads
Charles Castaing, Nguyen Van Quang and Nguyen Tran Thuan
A new generalized p-value for testing equality of inverse Gaussian means under heterogeneity pp. 96-102 Downloads
Jian-Hong Shi and Jiang-Long Lv
Spectral analytic comparisons for data augmentation pp. 103-108 Downloads
Vivekananda Roy
A normal inverse Gaussian model for a risky asset with dependence pp. 109-115 Downloads
N.N. Leonenko, S. Petherick and A. Sikorskii
Moderate deviations for a risk model based on the customer-arrival process pp. 116-122 Downloads
Xinmei Shen and Yi Zhang
A law of large numbers result for a bifurcating process with an infinite moving average representation pp. 123-129 Downloads
Jeff T. Terpstra and Tamer Elbayoumi
Ruin probabilities of a bidimensional risk model with investment pp. 130-138 Downloads
Yuanyuan Zhang and Wensheng Wang
Backbone decomposition for continuous-state branching processes with immigration pp. 139-144 Downloads
A.E. Kyprianou and Y.-X. Ren
On the convergence of LePage series in Skorokhod space pp. 145-150 Downloads
Youri Davydov and Clément Dombry
On the orthogonal component of BSDEs in a Markovian setting pp. 151-157 Downloads
Anthony Réveillac
A note on using periodogram-based distances for comparing spectral densities pp. 158-164 Downloads
Carsten Jentsch and Markus Pauly
A note on first-passage times of continuously time-changed Brownian motion pp. 165-172 Downloads
Peter Hieber and Matthias Scherer
L1-consistent estimation of the density of residuals in random design regression models pp. 173-179 Downloads
Luc Devroye, Tina Felber, Michael Kohler and Adam Krzyżak
Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information pp. 180-185 Downloads
Zongwu Cai, Ying Fang and Jia Su
Inequalities for martingale transforms and related characterizations of Hilbert spaces pp. 186-190 Downloads
Adam Osȩkowski
The diminishing segment process pp. 191-195 Downloads
Gergely Ambrus, Péter Kevei and Viktor Vígh
A note on Gaussian correlation inequalities for nonsymmetric sets pp. 196-202 Downloads
Adrian P.C. Lim and Dejun Luo
The K-level crossings of a random algebraic polynomial with dependent coefficients pp. 203-211 Downloads
Jeffrey Matayoshi
Almost surely convergent summands of a random sum pp. 212-216 Downloads
S. Chobanyan, S. Levental and V. Mandrekar
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