EconPapers    
Economics at your fingertips  
 

Statistics & Probability Letters

1982 - 2021

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

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


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
Page updated 2021-08-05