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1982 - 2021

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Volume 81, issue 12, 2011

Representation of Downton’s bivariate exponential random vector and its applications pp. 1743-1750 Downloads
Bara Kim and Jeongsim Kim
Simultaneous estimation of negative binomial dispersion parameters pp. 1751-1755 Downloads
Nels Grevstad
Correction in Bayesian nonparametric estimation in a series system or a competing-risk model pp. 1756-1759 Downloads
A. Polpo and D. Sinha
Generalization of ℓ1 constraints for high dimensional regression problems pp. 1760-1765 Downloads
Pierre Alquier and Mohamed Hebiri
Hidden Markov partition models pp. 1766-1770 Downloads
Alessio Farcomeni
On the number of groups in clustering pp. 1771-1781 Downloads
Aurélie Fischer
A class of probability distribution functions preserving the packing dimension pp. 1782-1791 Downloads
Jinjun Li
A lack-of-fit test in Tobit errors-in-variables regression models pp. 1792-1801 Downloads
Weixing Song and Weixin Yao
Nonparametric estimation of the log odds ratio for sparse data by kernel smoothing pp. 1802-1807 Downloads
Ziqi Chen, Ning-Zhong Shi and Wei Gao
A remark on the law of the logarithm for weighted sums of random variables with multidimensional indices pp. 1808-1812 Downloads
Pingyan Chen and Chunyan Hao
On a generalized mixture of standard normal and skew normal distributions pp. 1813-1821 Downloads
C.satheesh Kumar and M.R. Anusree
Acknowledgement of priority to: “Universal residuals: A multivariate transformation. Statistics & Probability Letters 27, 2007, 1473–1478” pp. 1822-1822 Downloads
A.E. Brockwell
A note on two measures of dependence pp. 1823-1826 Downloads
Richard C. Bradley
Limiting behavior of the search cost distribution for the move-to-front rule in the stable case pp. 1827-1832 Downloads
Fabrizio Leisen, Antonio Lijoi and Christian Paroissin
Distribution-free monitoring of univariate processes pp. 1833-1840 Downloads
Peihua Qiu and Zhonghua Li
Optimality of the threshold dividend strategy for the compound Poisson model pp. 1841-1846 Downloads
Chuancun Yin and Kam Chuen Yuen
Weak consistency of the Support Vector Machine Quantile Regression approach when covariates are functions pp. 1847-1858 Downloads
Christophe Crambes, Ali Gannoun and Yousri Henchiri
Convergence in distribution of point processes on Polish spaces to a simple limit pp. 1859-1861 Downloads
Lisa D. Peterson
Portfolio separation properties of the skew-elliptical distributions, with generalizations pp. 1862-1866 Downloads
Nils Framstad
A conservative estimator for the proportion of false nulls based on Dvoretzky, Kiefer and Wolfowitz inequality pp. 1867-1870 Downloads
Alessio Farcomeni and Simona Pacillo
Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence pp. 1871-1875 Downloads
Justin Rory Wishart
The tail probability of the product of dependent random variables from max-domains of attraction pp. 1876-1882 Downloads
Yingying Yang, Shuhe Hu and Tao Wu
The strong law of large numbers and the Shannon–McMillan theorem for nonhomogeneous Markov chains indexed by a Cayley tree pp. 1883-1890 Downloads
Yan Dong, Weiguo Yang and Jianfang Bai
The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails pp. 1891-1898 Downloads
Xiaodong Bai and Lixin Song
Time-changed Poisson processes pp. 1899-1910 Downloads
A. Kumar, Erkan Nane and P. Vellaisamy
Lower and upper bounds of large deviation for sums of subexponential claims in a multi-risk model pp. 1911-1919 Downloads
Dawei Lu
Consistency of spike and slab regression pp. 1920-1928 Downloads
Hemant Ishwaran and J. Sunil Rao
On the fractional counterpart of the higher-order equations pp. 1929-1939 Downloads
D’Ovidio, Mirko
Deviations of discrete distributions and a question of Móri pp. 1940-1944 Downloads
Kenneth S. Berenhaut, John V. Baxley and Robert G. Lyday
Sharp maximal inequality for nonnegative martingales pp. 1945-1952 Downloads
Adam Osȩkowski
Analytic and numerical analysis of some statistical features of fragmentation processes pp. 1953-1960 Downloads
M. Ghorbel
Parameter estimation for first-order bifurcating autoregressive processes with Weibull innovations pp. 1961-1969 Downloads
Chenhua Zhang
Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps pp. 1970-1977 Downloads
Jing Cui, Litan Yan and Xichao Sun
Asymptotic limit properties of the occupation measure for a transient Brownian sheet pp. 1978-1985 Downloads
Huonan Lin and Jian Wang
Robust estimation for nonparametric generalized regression pp. 1986-1994 Downloads
Ana M. Bianco, Graciela Boente and Susana Sombielle
Invariant dependence structures and Archimedean copulas pp. 1995-2003 Downloads
Fabrizio Durante, Piotr Jaworski and Radko Mesiar
Spurious regression and lurking variables pp. 2004-2010 Downloads
Lizeth García-Belmonte and Daniel Ventosa-Santaulària
Some inequalities for absolute moments pp. 2011-2015 Downloads
N.G. Ushakov
Ageing concepts: An approach based on quantile function pp. 2016-2025 Downloads
N. Unnikrishnan Nair and B. Vineshkumar
A note on eigenvalues of random block Toeplitz matrices with slowly growing bandwidth pp. 2026-2029 Downloads
Yi-Ting Li, Dang-Zheng Liu, Xin Sun and Zheng-Dong Wang

Volume 81, issue 11, 2011

Large deviations for the radial processes of the Brownian motions on hyperbolic spaces pp. 1561-1564 Downloads
Masatake Hirao
Concentration of measure for the number of isolated vertices in the Erdos-Rényi random graph by size bias couplings pp. 1565-1570 Downloads
Subhankar Ghosh, Larry Goldstein and Martin Raic
A uniform asymptotic expansion for weighted sums of exponentials pp. 1571-1579 Downloads
J.S.H. van Leeuwaarden and N.M. Temme
Preliminary test estimation for spectra pp. 1580-1587 Downloads
Yusuke Maeyama, Kenichiro Tamaki and Masanobu Taniguchi
Least squares estimators of the regression function with twice censored data pp. 1588-1593 Downloads
K. Kebabi, I. Laroussi and F. Messaci
Characterizations of bivariate models using dynamic Kullback-Leibler discrimination measures pp. 1594-1598 Downloads
J. Navarro, S.M. Sunoj and M.N. Linu
Likelihood ratio tests for continuous monotone hazards with an unknown change point pp. 1599-1603 Downloads
M.R. Williams and D. Kim
Fluctuation limits of site-dependent branching systems in critical and large dimensions pp. 1604-1611 Downloads
Yuqiang Li
Estimation for a class of nonstationary processes pp. 1612-1622 Downloads
Keh-Shin Lii and Murray Rosenblatt
A Central Limit Theorem for linear random fields pp. 1623-1626 Downloads
Atul Mallik and Michael Woodroofe
On periodically isotonic climate change pp. 1627-1634 Downloads
Gang Shen
Estimates of low bias for the multivariate normal pp. 1635-1647 Downloads
Christopher S. Withers and Saralees Nadarajah
On infinitely divisible distributions with light tails of Lévy measures pp. 1648-1653 Downloads
Michael Braverman
Uniform convergence of nonparametric regressions in competing risk models with right censoring pp. 1654-1663 Downloads
Laurent Bordes and Kossi Essona Gneyou
Selfdecomposability of moving average fractional Lévy processes pp. 1664-1669 Downloads
Serge Cohen and Makoto Maejima
The bivariate normal copula function is regularly varying pp. 1670-1676 Downloads
Thomas Fung and Eugene Seneta
Some new results on unimodality of generalized order statistics and their spacings pp. 1677-1682 Downloads
Mahdi Alimohammadi and Mohammad Hossein Alamatsaz
The packing indices for some Lévy processes pp. 1683-1689 Downloads
Jing Zheng, Zhengyan Lin and Changqing Tong
Khasminskii-type theorems for stochastic functional differential equations with infinite delay pp. 1690-1694 Downloads
Fuke Wu and Shigeng Hu
Deriving and comparing the distribution for the number of false positives in single step methods to control k-FWER pp. 1695-1705 Downloads
Jeffrey C. Miecznikowski, David Gold, Lori Shepherd and Song Liu
Circulant type matrices with heavy tailed entries pp. 1706-1716 Downloads
Arup Bose, Suman Guha, Rajat Subhra Hazra and Koushik Saha
Robust Bayesian prediction and estimation under a squared log error loss function pp. 1717-1724 Downloads
A. Kiapour and N. Nematollahi
Relative deficiency of quantile estimators for left truncated and right censored data pp. 1725-1732 Downloads
Mu Zhao, Fangfang Bai and Yong Zhou
The exact null distribution of the generalized Hollander-Proschan type test for NBUE alternatives pp. 1733-1737 Downloads
M.Z. Anis and Kinjal Basu
A note on Marcinkiewicz laws for strictly stationary [phi]-mixing sequences pp. 1738-1741 Downloads
Zbigniew S. Szewczak

Volume 81, issue 10, 2011

Properties of graphical regression models for multidimensional categorical data pp. 1471-1475 Downloads
Devin S. Johnson and Jennifer A. Hoeting
Direct consequences of the basic Ballot Theorem pp. 1476-1481 Downloads
Tamás Lengyel
A new proof of convergence of MCMC via the ergodic theorem pp. 1482-1485 Downloads
Søren Asmussen and Peter W. Glynn
An intermediate Baum-Katz theorem pp. 1486-1492 Downloads
Allan Gut and Ulrich Stadtmüller
On Kendall-Ressel and related distributions pp. 1493-1501 Downloads
Vladimir Vinogradov
A nonparametric version of Wilks' lambda--Asymptotic results and small sample approximations pp. 1502-1506 Downloads
Chunxu Liu, Arne C. Bathke and Solomon W. Harrar
Simultaneous testing for the successive differences of exponential location parameters under heteroscedasticity pp. 1507-1517 Downloads
Vishal Maurya, Anju Goyal and Amar Nath Gill
A note on active redundancy allocations in k-out-of-n systems pp. 1518-1523 Downloads
Amit Kumar Misra and Neeraj Misra
A new kind of modified transportation cost inequalities and polynomial concentration inequalities pp. 1524-1534 Downloads
Ying Ding and Xinsheng Zhang
Offline and online weighted least squares estimation of nonstationary power ARCH processes pp. 1535-1540 Downloads
Abdelhakim Aknouche, Eid M. Al-Eid and Aboubakry M. Hmeid
A test for self-exciting clustering mechanism pp. 1541-1546 Downloads
Yuchen Fama and Vladimir Pozdnyakov
Only the first term of some series counts pp. 1547-1551 Downloads
Aurel Spataru
On the first passage time of a simple random walk on a tree pp. 1552-1558 Downloads
R.B. Bapat
Corrigendum to: "Improved additive adjustments for the LR/ELR test statistics" [Statist. Probab. Lett. 81 (2011) 1245-1255] pp. 1559-1559 Downloads
Yoshihide Kakizawa

Volume 81, issue 9, 2011

Combining empirical likelihood and generalized method of moments estimators: Asymptotics and higher order bias pp. 1339-1347 Downloads
Roni Israelov and Steven Lugauer
Maximal inequalities for N-demimartingale and strong law of large numbers pp. 1348-1353 Downloads
Xuejun Wang, Shuhe Hu, B.L.S. Prakasa Rao and Wenzhi Yang
Marginal density estimation for linear processes with cyclical long memory pp. 1354-1364 Downloads
Mohamedou Ould Haye and Anne Philippe
Multivariate copulas, quasi-copulas and lattices pp. 1365-1369 Downloads
Juan Fernández-Sánchez, Roger B. Nelsen and Manuel Úbeda-Flores
A multivariate semi-logistic autoregressive process and its characterization pp. 1370-1379 Downloads
Hsiaw-Chan Yeh
Lévy area for Gaussian processes: A double Wiener-Itô integral approach pp. 1380-1391 Downloads
Albert Ferreiro-Castilla and Frederic Utzet
Simulating tail asymptotics of a Markov chain pp. 1392-1397 Downloads
Aziz Khanchi and Gilles Lamothe
Bayesian estimation of regression parameters in elliptical measurement error models pp. 1398-1406 Downloads
Ignacio Vidal and Heleno Bolfarini
The dispersive effect of cross-aging with archimedean copulas pp. 1407-1418 Downloads
Michel M. Denuit and Mhamed Mesfioui
Local asymptotics for the time of first return to the origin of transient random walk pp. 1419-1424 Downloads
R.A. Doney and D.A. Korshunov
Asymptotic behaviors of the Lorenz curve and Gini index in sampling from a length-biased distribution pp. 1425-1435 Downloads
V. Fakoor, M. Bolbolian Ghalibaf and H.A. Azarnoosh
Harnack inequalities for Ornstein-Uhlenbeck processes driven by Lévy processes pp. 1436-1444 Downloads
Jian Wang
Invariance of statistical causality under convergence pp. 1445-1448 Downloads
Ljiljana Petrovic and Sladjana Dimitrijevic
Consistent estimation of species abundance from a presence-absence map pp. 1449-1457 Downloads
Christine H. Müller, Richard Huggins and Wen-Han Hwang
An elementary proof of the L1 log-Sobolev inequality for Poisson point processes pp. 1458-1462 Downloads
Chang-Song Deng and Yan-Hong Song
A correction on approximation of smoothing probabilities for hidden Markov models pp. 1463-1464 Downloads
Jüri Lember
The Mantel-Haenszel estimator adapted for complex survey designs is not dually consistent pp. 1465-1470 Downloads
Babette A. Brumback and Zhulin He

Volume 81, issue 8, 2011

A simple characterization of Student's distributions and normal distributions pp. 903-906 Downloads
Jiantian Wang
Estimation of the offspring mean in a supercritical branching process with non-stationary immigration pp. 907-914 Downloads
I. Rahimov
On simulated annealing with temperature-dependent energy and temperature-dependent communication pp. 915-920 Downloads
Marc C. Robini and Pierre-Jean Reissman
Berry-Esseen bound for parameter estimation in some time inhomogeneous diffusions and applications pp. 921-929 Downloads
Baobin Wang, Hui Jiang and Jinyou Yu
A robust alternative to the ratio estimator under non-normality pp. 930-936 Downloads
Evrim Oral and Ece Oral
On stochastic orderings of the Wilcoxon Rank Sum test statistic--With applications to reproducibility probability estimation testing pp. 937-946 Downloads
L. De Capitani and D. De Martini
An empirical likelihood approach to data analysis under two-stage sampling designs pp. 947-956 Downloads
Ming Zheng and Wen Yu
The product of two dependent random variables with regularly varying or rapidly varying tails pp. 957-961 Downloads
Jun Jiang and Qihe Tang
Power variation of fractional integral processes with jumps pp. 962-972 Downloads
Guangying Liu and Xinsheng Zhang
The beta Laplace distribution pp. 973-982 Downloads
Gauss M. Cordeiro and Artur J. Lemonte
A nonparametric test for a two-sample scale problem based on subsample medians pp. 983-988 Downloads
Kalpana K. Mahajan, Anil Gaur and Sangeeta Arora
Tempered stable laws as random walk limits pp. 989-997 Downloads
Arijit Chakrabarty and Mark M. Meerschaert
On the Hougaard subordinated Gaussian Lévy processes pp. 998-1002 Downloads
Bronius Grigelionis
Remarks on the intersection local time of fractional Brownian motions pp. 1003-1012 Downloads
Chao Chen and Litan Yan
A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter pp. 1013-1020 Downloads
Mamadou Abdoul Diop and Youssef Ouknine
Goal achieving probabilities of constrained mean-variance strategies pp. 1021-1026 Downloads
Alexandre Scott and François Watier
Small Box-Behnken design pp. 1027-1033 Downloads
Tian-Fang Zhang, Jian-Feng Yang and Dennis K.J. Lin
A limit result for the prior predictive applied to checking for prior-data conflict pp. 1034-1038 Downloads
Michael Evans and Gun Ho Jang
The estimation of the correlation coefficient of bivariate data under dependence: Convergence analysis pp. 1039-1045 Downloads
Elias Masry
Frame theory in directional statistics pp. 1046-1051 Downloads
Martin Ehler and Jennifer Galanis
Importance sampling as a variational approximation pp. 1052-1055 Downloads
David J. Nott, Jialiang Li and Mark Fielding
Sparse variational analysis of linear mixed models for large data sets pp. 1056-1062 Downloads
Artin Armagan and David Dunson
Multivariate causality tests with simulation and application pp. 1063-1071 Downloads
Zhidong Bai, Heng Li, Wing-Keung Wong and Bingzhi Zhang
Some characterization results on generalized cumulative residual entropy measure pp. 1072-1077 Downloads
Vikas Kumar and H.C. Taneja
The mean-variance ratio test--A complement to the coefficient of variation test and the Sharpe ratio test pp. 1078-1085 Downloads
Zhidong Bai, Keyan Wang and Wing-Keung Wong
Martingale transforms between Hardy-Orlicz spaces and of martingales pp. 1086-1093 Downloads
Lin Yu
Relaxation time is monotone in temperature in the mean-field Ising model pp. 1094-1097 Downloads
Vladislav Kargin
The generalized Cantor distribution and its corresponding inverse distribution pp. 1098-1103 Downloads
Barry C. Arnold
Estimation for discretely observed continuous state branching processes with immigration pp. 1104-1111 Downloads
Jianhui Huang, Chunhua Ma and Cai Zhu
On the Kolmogorov inequalities for quadratic forms of dependent uniformly bounded random variables pp. 1112-1120 Downloads
N. Eghbal, M. Amini and A. Bozorgnia
Godambe estimating functions and asymptotic optimal inference pp. 1121-1127 Downloads
S.Y. Hwang and I.V. Basawa
Martingale limit theorems of divisible statistics in a multinomial scheme with mixed frequencies pp. 1128-1135 Downloads
Haizhen Wu and Giorgi Kvizhinadze
High-dimensional generation of Bernoulli random vectors pp. 1136-1142 Downloads
Reza Modarres
A Laplace transform method for order statistics from nonidentical random variables and its application in Phase-type distribution pp. 1143-1149 Downloads
Yousry H. Abdelkader
An equivalent representation of the Brown-Resnick process pp. 1150-1154 Downloads
S. Engelke, Z. Kabluchko and M. Schlather
Optimal response-adaptive allocation designs in phase III clinical trials: Incorporating ethics in optimality pp. 1155-1160 Downloads
Atanu Biswas and Rahul Bhattacharya
On the solution process for a stochastic fractional partial differential equation driven by space-time white noise pp. 1161-1172 Downloads
Dongsheng Wu
Applying Brownian motion to the study of birth-death chains pp. 1173-1178 Downloads
Greg Markowsky
The p-folded cumulative distribution function and the mean absolute deviation from the p-quantile pp. 1179-1182 Downloads
Jing-Hao Xue and D. Michael Titterington
Mean first passage times of two-dimensional processes with jumps pp. 1183-1189 Downloads
Lijun Bo and Mario Lefebvre
The mixing advantage for bounded random variables pp. 1190-1195 Downloads
K. Hamza and A.W. Sudbury
Pricing basket default swaps in a tractable shot noise model pp. 1196-1207 Downloads
Alexander Herbertsson, Jiwook Jang and Thorsten Schmidt
Heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions pp. 1208-1217 Downloads
Victor H. Lachos, Dipankar Bandyopadhyay and Aldo M. Garay
General Freidlin-Wentzell Large Deviations and positive diffusions pp. 1218-1229 Downloads
P. Baldi and L. Caramellino
Large-time asymptotics for an uncorrelated stochastic volatility model pp. 1230-1232 Downloads
Martin Forde
A general Isserlis theorem for mixed-Gaussian random variables pp. 1233-1240 Downloads
J.V. Michalowicz, J.M. Nichols, F. Bucholtz and C.C. Olson
A law of the iterated logarithm for the product limit estimator with doubly censored data pp. 1241-1244 Downloads
Fatiha Messaci and Nahima Nemouchi
Improved additive adjustments for the LR/ELR test statistics pp. 1245-1255 Downloads
Yoshihide Kakizawa
On the visibility in well-behaved random sets in Euclidean space pp. 1256-1259 Downloads
Johan Tykesson
A sharp inequality for martingales and its applications pp. 1260-1266 Downloads
Bainian Li, Kongsheng Zhang and Libin Wu
A general criterion to determine the number of change-points pp. 1267-1275 Downloads
Gabriela Ciuperca
Deterministic and stochastic stability of a mathematical model of smoking pp. 1276-1284 Downloads
A. Lahrouz, L. Omari, D. Kiouach and A. Belmaâti
Efficiency of the OLS estimator in the vicinity of a spatial unit root pp. 1285-1291 Downloads
Federico Martellosio
Renewal theory with a trend pp. 1292-1299 Downloads
Allan Gut
On a stochastic interacting model with stepping-stone noises pp. 1300-1305 Downloads
Lijun Bo and Yongjin Wang
The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data pp. 1306-1310 Downloads
M. Ajami, V. Fakoor and S. Jomhoori
Finite-sample density and its small sample asymptotic approximation pp. 1311-1318 Downloads
Jana Jurecková and Radka Sabolová
The behavior of warm standby components with respect to a coherent system pp. 1319-1325 Downloads
Serkan Eryilmaz
Uniform Hölder exponent of a stationary increments Gaussian process: Estimation starting from average values pp. 1326-1335 Downloads
Qidi Peng
Corrigendum to "Prediction for some processes related to a fractional Brownian motion" pp. 1336-1337 Downloads
Tyrone E. Duncan and Holger Fink

Volume 81, issue 7, 2011

Statistics in biological and medical sciences pp. 715-716 Downloads
Somnath Datta and Hans C. van Houwelingen
Testing for constant nonparametric effects in general semiparametric regression models with interactions pp. 717-723 Downloads
Jiawei Wei, Raymond J. Carroll and Arnab Maity
Accelerated failure time regression for backward recurrence times and current durations pp. 724-729 Downloads
Niels Keiding, Jason P. Fine, Oluf H. Hansen and Rémy Slama
A hidden Markov model for informative dropout in longitudinal response data with crisis states pp. 730-738 Downloads
Alessandra Spagnoli, Robin Henderson, Richard J. Boys and Jeanine J. Houwing-Duistermaat
Asymptotics of Bonferroni for dependent normal test statistics pp. 739-748 Downloads
Michael A. Proschan and Pamela A. Shaw
Bias-corrected Pearson estimating functions for Taylor's power law applied to benthic macrofauna data pp. 749-758 Downloads
Bent Jørgensen, Clarice G.B. Demétrio, Erik Kristensen, Gary T. Banta, Hans Christian Petersen and Matthieu Delefosse
On the use of double cross-validation for the combination of proteomic mass spectral data for enhanced diagnosis and prediction pp. 759-766 Downloads
B.J.A. Mertens, Y.E.M. van der Burgt, B. Velstra, W.E. Mesker, R.A.E.M. Tollenaar and A.M. Deelder
Using randomization tests to preserve type I error with response adaptive and covariate adaptive randomization pp. 767-772 Downloads
Richard Simon and Noah Robin Simon
A very fast algorithm for matrix factorization pp. 773-782 Downloads
Vladimir Nikulin, Tian-Hsiang Huang, Shu-Kay Ng, Suren I. Rathnayake and Geoffrey J. McLachlan
The use of ROC for defining the validity of the prognostic index in censored data pp. 783-791 Downloads
Petra Wolf, Georg Schmidt and Kurt Ulm
Finding quantitative trait loci genes with collaborative targeted maximum likelihood learning pp. 792-796 Downloads
Hui Wang, Sherri Rose and Mark J. van der Laan
Presmoothing the transition probabilities in the illness-death model pp. 797-806 Downloads
Ana Paula Amorim, Jacobo de Uña-Álvarez and Luís Meira-Machado
Variance computations for functionals of absolute risk estimates pp. 807-812 Downloads
R.M. Pfeiffer and E. Petracci
Propensity score modelling in observational studies using dimension reduction methods pp. 813-820 Downloads
Debashis Ghosh
Higher order inference on a treatment effect under low regularity conditions pp. 821-828 Downloads
Lingling Li, Eric Tchetgen Tchetgen, Aad van der Vaart and James M. Robins
On the maximum total sample size of a group sequential test about bivariate binomial proportions pp. 829-835 Downloads
Jihnhee Yu and James L. Kepner
Bayes factors in the presence of population stratification pp. 836-841 Downloads
Linglu Wang, Qizhai Li, Zhaohai Li and Gang Zheng
Creating a suite of macros for meta-analysis in SAS®: A case study in collaboration pp. 842-851 Downloads
Stephen Senn, James Weir, Tsushung A. Hua, Conny Berlin, Michael Branson and Ekkehard Glimm
Power, sample size and sampling costs for clustered data pp. 852-860 Downloads
K. Tokola, D. Larocque, J. Nevalainen and H. Oja
Effect partitioning under interference in two-stage randomized vaccine trials pp. 861-869 Downloads
Tyler J. VanderWeele and Eric J. Tchetgen Tchetgen
Sample size calculation for a regularized t-statistic in microarray experiments pp. 870-875 Downloads
Akihiro Hirakawa, Chikuma Hamada and Isao Yoshimura
A Bayesian approach for analyzing case 2 interval-censored data under the semiparametric proportional odds model pp. 876-883 Downloads
Lianming Wang and Xiaoyan Lin
The two-dimensional beta binomial distribution pp. 884-891 Downloads
Bo Martin Bibby and Michael Væth
Pseudo-likelihood methodology for partitioned large and complex samples pp. 892-901 Downloads
Geert Molenberghs, Geert Verbeke and Samuel Iddi

Volume 81, issue 6, 2011

Algebraic polynomials and moments of stochastic integrals pp. 627-631 Downloads
Mikhail Langovoy
Stochastic orderings, folded beta distributions and fairness in coin flips pp. 632-638 Downloads
Kenneth S. Berenhaut and Lauren D. Bergen
A note on Left-Spherically Distributed test with covariates pp. 639-641 Downloads
Livio Finos
Functional central limit theorem for the volume of excursion sets generated by associated random fields pp. 642-646 Downloads
D. Meschenmoser and A. Shashkin
Shape restriction of the multi-dimensional Bernstein prior for density functions pp. 647-651 Downloads
Yanbing Zheng
Bootstrap with larger resample size for root-n consistent density estimation with time series data pp. 652-661 Downloads
Christopher C. Chang and Dimitris N. Politis
Almost sure limit theorems for stable distributions pp. 662-672 Downloads
Qunying Wu
On the degree evolution of a fixed vertex in some growing networks pp. 673-677 Downloads
Mathias Lindholm and Thomas Vallier
Marcinkiewicz-Zygmund inequality for nonnegative N-demimartingales and related results pp. 678-684 Downloads
Milto Hadjikyriakou
Estimation of the essential supremum of a regression function pp. 685-693 Downloads
Michael Kohler, Adam Krzyzak and Harro Walk
NM-QELE for ARMA-GARCH models with non-Gaussian innovations pp. 694-703 Downloads
Jeongcheol Ha and Taewook Lee
On the weighted multivariate Wilcoxon rank regression estimate pp. 704-713 Downloads
Weihua Zhou and Jin Wang

Volume 81, issue 5, 2011

Central limit theorems for a supercritical branching process in a random environment pp. 539-547 Downloads
Hesong Wang, Zhiqiang Gao and Quansheng Liu
The L1 strong consistency of ARCH innovation density estimator pp. 548-551 Downloads
Fuxia Cheng and Miin-Jye Wen
Log-likelihood ratio test for detecting transient change pp. 552-559 Downloads
Daniela Jarusková and Vladimir I. Piterbarg
Moment explosion in the LIBOR market model pp. 560-562 Downloads
Stefan Gerhold
On efficient estimators of two seemingly unrelated regressions pp. 563-570 Downloads
Lichun Wang, Heng Lian and Radhey S. Singh
Kernel adjusted density estimation pp. 571-579 Downloads
Ramidha Srihera and Winfried Stute
A note on the stochastic differential equations driven by G-Brownian motion pp. 580-585 Downloads
Yong Ren and Lanying Hu
Dependence between two multivariate extremes pp. 586-591 Downloads
H. Ferreira
Spectral convergence for a general class of random matrices pp. 592-602 Downloads
Francisco Rubio and Xavier Mestre
Empirical likelihood inference for the accelerated failure time model pp. 603-610 Downloads
Yichuan Zhao
Poisson distributions: Identification of parameters from the distribution of the maximum and a conjecture on the partial sums of the power series for exp(x) pp. 611-613 Downloads
L. Bi and A. Mukherjea
One characterization of symmetry pp. 614-617 Downloads
N.G. Ushakov
Stability of L-statistics from weakly dependent observations pp. 618-625 Downloads
Marek Kaluszka and Andrzej Okolewski

Volume 81, issue 4, 2011

Mixed effects regression trees for clustered data pp. 451-459 Downloads
Ahlem Hajjem, François Bellavance and Denis Larocque
On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling pp. 460-469 Downloads
Reiichiro Kawai and Hiroki Masuda
An Osgood criterion for integral equations with applications to stochastic differential equations with an additive noise pp. 470-477 Downloads
Jorge A. León and José Villa
The multifractal structure of the product of two stable occupation measures pp. 478-488 Downloads
Dan Shen and Xiaoyu Hu
On the expected discounted penalty function for risk process with tax pp. 489-501 Downloads
Wenyuan Wang, Ruixing Ming and Yijun Hu
On convergence of moment generating functions pp. 502-505 Downloads
N.G. Ushakov and V.G. Ushakov
The exponentiated generalized inverse Gaussian distribution pp. 506-517 Downloads
Artur J. Lemonte and Gauss M. Cordeiro
Some correlations in intersection-union tests and their relationship with complete power pp. 518-523 Downloads
Fang Liu
Stochastic ordering of folded normal random variables pp. 524-528 Downloads
Bing Wang and Min Wang
A matrix formula for the skewness of maximum likelihood estimators pp. 529-537 Downloads
Alexandre G. Patriota and Gauss M. Cordeiro

Volume 81, issue 3, 2011

A pseudo-empirical log-likelihood estimator using scrambled responses pp. 345-351 Downloads
Sarjinder Singh and Jong-Min Kim
Admissibility of the usual confidence interval for the normal mean pp. 352-359 Downloads
Paul Kabaila
Point prediction of future order statistics from an exponential distribution pp. 360-370 Downloads
S.M.T.K. MirMostafaee and Jafar Ahmadi
A generalization of Bartlett's decomposition pp. 371-381 Downloads
P. Barone
Bounds for some general sums of random variables pp. 382-391 Downloads
Zinoviy Landsman and Steven Vanduffel
Empirical likelihood for the contrast of two hazard functions with right censoring pp. 392-401 Downloads
Yichuan Zhao and Meng Zhao
Minimum and maximum distances between failures in binary sequences pp. 402-410 Downloads
Frosso S. Makri
A geometric approach to a class of optimization problems concerning exchangeable binary variables pp. 411-416 Downloads
Davide Di Cecco
Truncation functions and Laplace transform pp. 417-419 Downloads
Ju-Yi Yen and Marc Yor
Maintaining tail dependence in data shuffling using t copula pp. 420-428 Downloads
Mario Trottini, Krish Muralidhar and Rathindra Sarathy
Multivariate Cramér-Rao inequality for prediction and efficient predictors pp. 429-437 Downloads
Emmanuel Onzon
A note on improving quadratic inference functions using a linear shrinkage approach pp. 438-445 Downloads
Peisong Han and Peter X.-K. Song
Comparison of two repairable systems pp. 446-450 Downloads
Asok K. Nanda and Amarjit Kundu

Volume 81, issue 2, 2011

Lower bound for the oracle projection posterior convergence rate pp. 175-180 Downloads
Alexandra Babenko and Eduard Belitser
The shape of the hazard rate for finite continuous-time birth-death processes pp. 181-187 Downloads
Richard J. Crossman, Pauline Coolen-Schrijner and Frank P.A. Coolen
On weighted interval entropy pp. 188-194 Downloads
F. Misagh and G.H. Yari
Limit theorem for derivative martingale at criticality w.r.t branching Brownian motion pp. 195-200 Downloads
Ting Yang and Yan-Xia Ren
On the hazard rate and reversed hazard rate orderings in two-component series systems with active redundancies pp. 201-206 Downloads
Gerandy Brito, Romulo I. Zequeira and José E. Valdés
A revision of Kimberling's results -- With an application to max-infinite divisibility of some Archimedean copulas pp. 207-211 Downloads
Paul Ressel
Empirical likelihood for LAD estimators in infinite variance ARMA models pp. 212-219 Downloads
Jinyu Li, Wei Liang and Shuyuan He
A Gaussian mixed model for learning discrete Bayesian networks pp. 220-230 Downloads
Nikolay Balov
Formula for the supremum distribution of a spectrally positive [alpha]-stable Lévy process pp. 231-235 Downloads
Zbigniew Michna
On the polygon generated by n random points on a circle pp. 236-242 Downloads
Claude Bélisle
Drift parameter estimation in fractional diffusions driven by perturbed random walks pp. 243-249 Downloads
Karine Bertin, Soledad Torres and Ciprian A. Tudor
Some inequalities for strong mixing random variables with applications to density estimation pp. 250-258 Downloads
Yongming Li, Shanchao Yang and Chengdong Wei
A-optimal designs for an additive cubic model pp. 259-266 Downloads
Manohar Aggrawal, Poonam Singh and Mahesh Kumar Panda
Smooth estimation of survival and density functions for a stationary associated process using Poisson weights pp. 267-276 Downloads
Yogendra P. Chaubey, Isha Dewan and Jun Li
Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution pp. 277-282 Downloads
Priscilla E. Greenwood, Anton Schick and Wolfgang Wefelmeyer
Bayesian variable selection via particle stochastic search pp. 283-291 Downloads
Minghui Shi and David B. Dunson
A longitudinal model for repeated interval-observed data with informative dropouts pp. 292-297 Downloads
Huichao Chen and Amita K. Manatunga
A converse comparison theorem for backward stochastic differential equations with jumps pp. 298-301 Downloads
Xavier De Scheemaekere
Finite size percolation in regular trees pp. 302-309 Downloads
Ery Arias-Castro
On approximation of smoothing probabilities for hidden Markov models pp. 310-316 Downloads
Jüri Lember
Shrinkage strategy in stratified random sample subject to measurement error pp. 317-325 Downloads
Sévérien Nkurunziza
The asymptotic behavior of linear placement statistics pp. 326-336 Downloads
Dongjae Kim, Sungchul Lee and Wensheng Wang
Tests for normality based on density estimators of convolutions pp. 337-343 Downloads
Anton Schick, Yishi Wang and Wolfgang Wefelmeyer

Volume 81, issue 1, 2011

Moment-recovered approximations of multivariate distributions: The Laplace transform inversion pp. 1-7 Downloads
Robert M. Mnatsakanov
Recursive equations for the predictive distributions of some determinantal processes pp. 8-15 Downloads
D.M. Cifarelli and S. Fortini
Large deviations for estimators of unknown probabilities, with applications in risk theory pp. 16-24 Downloads
Claudio Macci
Extreme shock models: An alternative perspective pp. 25-30 Downloads
Pasquale Cirillo and Jürg Hüsler
Convergence of multi-class systems of fixed possibly infinite sizes pp. 31-35 Downloads
Carl Graham
New results on comparisons of parallel systems with heterogeneous gamma components pp. 36-44 Downloads
Peng Zhao and N. Balakrishnan
A note on the conditional density estimate in the single functional index model pp. 45-53 Downloads
Said Attaoui, Ali Laksaci and Elias Ould Said
Limit theorems for runs based on 'small spacings' pp. 54-61 Downloads
A. Stepanov
Quantile regression with an epsilon-insensitive loss in a reproducing kernel Hilbert space pp. 62-70 Downloads
Jinho Park and Jeankyung Kim
Nonparametric multi-step prediction in nonlinear state space dynamic systems pp. 71-76 Downloads
Jean-Pierre Vila
Renewal theory for random variables with a heavy tailed distribution and finite variance pp. 77-82 Downloads
J.L. Geluk and J.B.G. Frenk
The asymptotic behavior of the R/S statistic for fractional Brownian motion pp. 83-91 Downloads
Wen Li, Cindy Yu, Alicia Carriquiry and Wolfgang Kliemann
Some limit behaviors for the LS estimator in simple linear EV regression models pp. 92-102 Downloads
Yu Miao, Ke Wang and Fangfang Zhao
Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors pp. 103-110 Downloads
Yongming Li, Chengdong Wei and Guodong Xing
On the false discovery proportion convergence under Gaussian equi-correlation pp. 111-115 Downloads
S. Delattre and E. Roquain
On the D-optimality of orthogonal and nonorthogonal blocked main effects plans pp. 116-120 Downloads
Mike Jacroux
Assessing log-concavity of multivariate densities pp. 121-125 Downloads
Martin L. Hazelton
A generalized Hollander-Proschan type test for NBUE alternatives pp. 126-132 Downloads
M.Z. Anis and M. Mitra
On the Gini measure decomposition pp. 133-139 Downloads
Paolo Giudici and Emanuela Raffinetti
Test to distinguish a Brownian motion from a Brownian bridge using Polya tree process pp. 140-145 Downloads
Karthik Bharath and Dipak K. Dey
Fractional normal inverse Gaussian diffusion pp. 146-152 Downloads
A. Kumar, Mark M. Meerschaert and P. Vellaisamy
A note on variance bounding for continuous time Markov Chains pp. 153-156 Downloads
Fabrizio Leisen and Cecilia Prosdocimi
Insuring against loss of evidence in game-theoretic probability pp. 157-162 Downloads
A. Philip Dawid, Steven de Rooij, Glenn Shafer, Alexander Shen, Nikolai Vereshchagin and Vladimir Vovk
Joint distribution of run statistics in partially exchangeable processes pp. 163-168 Downloads
Serkan EryIlmaz
A note on the de La Vallée Poussin criterion for uniform integrability pp. 169-174 Downloads
Tien-Chung Hu and Andrew Rosalsky
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