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Volume 80, issue 23-24, 2010

Multivariate skewing mechanisms: A unified perspective based on the transformation approach pp. 1685-1694 Downloads
Christophe Ley and Davy Paindaveine
A note on marginal and conditional independence pp. 1695-1699 Downloads
Nicola Loperfido
Characterizations based on certain regression assumptions of adjacent order statistics pp. 1700-1704 Downloads
Wen-Jang Huang and Nan-Cheng Su
Subset selection for vector autoregressive processes via adaptive Lasso pp. 1705-1712 Downloads
Yunwen Ren and Xinsheng Zhang
Sufficient conditions for Benford's law pp. 1713-1719 Downloads
Eugenio P. Balanzario and Jorge Sánchez-Ortiz
A note on max-sum equivalence pp. 1720-1723 Downloads
Jinzhu Li and Qihe Tang
Relation between unit operators proximity and their associated spectral measures pp. 1724-1732 Downloads
Alain Boudou and Sylvie Viguier-Pla
On closure methods in nonlinear stochastic dynamics pp. 1733-1738 Downloads
Roman V. Bobryk
On a characterization of variance and covariance pp. 1739-1743 Downloads
Norbert Poschadel
Approximations for the distributions of bounded variation Lévy processes pp. 1744-1757 Downloads
José E. Figueroa-López
Tail behaviour of [beta]-TARCH models pp. 1758-1763 Downloads
Péter Elek and László Márkus
Uncertainty and the conditional variance pp. 1764-1770 Downloads
Jiahua Chen, Constance van Eeden and James Zidek
INARCH(1) processes: Higher-order moments and jumps pp. 1771-1780 Downloads
Christian H. Weiß
Modeling heterogeneity for bivariate survival data by the compound Poisson distribution with random scale pp. 1781-1790 Downloads
David D. Hanagal
Highest posterior density regions with approximate frequentist validity: The role of data-dependent priors pp. 1791-1797 Downloads
In Hong Chang and Rahul Mukerjee
On waiting time distributions for patterns in a sequence of multistate trials pp. 1798-1805 Downloads
P.G. Sankaran and N.N. Midhu
Improved penalization for determining the number of factors in approximate factor models pp. 1806-1813 Downloads
Lucia Alessi, Matteo Barigozzi and Marco Capasso
On limiting cluster size distributions for processes of exceedances for stationary sequences pp. 1814-1818 Downloads
Konstantin Borovkov and Serguei Novak
Identification of parameters and the distribution of the minimum of the tri-variate normal pp. 1819-1826 Downloads
L. Bi and A. Mukherjea
Multivariate shuffles and approximation of copulas pp. 1827-1834 Downloads
Fabrizio Durante and Juan Fernández-Sánchez
Consistent estimation of the tail index for dependent data pp. 1835-1843 Downloads
Margarida Brito and Ana Cristina Moreira Freitas
Characteristics of multivariate distributions and the invariant coordinate system pp. 1844-1853 Downloads
Pauliina Ilmonen, Jaakko Nevalainen and Hannu Oja
Global exponential stability of impulsive stochastic functional differential systems pp. 1854-1862 Downloads
Pei Cheng and Feiqi Deng
A principal subspace theorem for 2-principal points of general location mixtures of spherically symmetric distributions pp. 1863-1869 Downloads
Shun Matsuura and Hiroshi Kurata
The limiting behavior of some infinitely divisible exponential dispersion models pp. 1870-1874 Downloads
Shaul K. Bar-Lev and Gérard Letac
Edgeworth expansions and rates of convergence for normalized sums: Chung's 1946 method revisited pp. 1875-1880 Downloads
Helmut Finner and Thorsten Dickhaus
Fisher information of scale pp. 1881-1885 Downloads
Peter Ruckdeschel and Helmut Rieder
Chung's law of the iterated logarithm for anisotropic Gaussian random fields pp. 1886-1895 Downloads
Nana Luan and Yimin Xiao
On a coloured tree with non i.i.d. random labels pp. 1896-1903 Downloads
Skevi Michael and Stanislav Volkov
Order selection for heteroscedastic autoregression: A study on concentration pp. 1904-1910 Downloads
Gabriel Chandler
A new piecewise exponential estimator of a survival function pp. 1911-1917 Downloads
Ganesh Malla and Hari Mukerjee
Model selection using modified AIC and BIC in joint modeling of paired functional data pp. 1918-1924 Downloads
Jiawei Wei and Lan Zhou
A note on bootstrap approximations for the empirical copula process pp. 1925-1932 Downloads
Axel Bücher and Holger Dette
Estimation of moments for linear panel data models with potential existence of time effects pp. 1933-1939 Downloads
Jianhong Wu and Weihua Su
Finite-sample distribution of regression quantiles pp. 1940-1946 Downloads
Jana Jurecková
An adaptive nonparametric method in benchmark analysis for bioassay and environmental studies pp. 1947-1953 Downloads
Rabi Bhattacharya and Lizhen Lin
Edgeworth expansions for the product of two complex random matrices each with IID components pp. 1954-1961 Downloads
Christopher S. Withers and Saralees Nadarajah
On the dynamic survival entropy pp. 1962-1971 Downloads
M. Abbasnejad, N.R. Arghami, S. Morgenthaler and G.R. Mohtashami Borzadaran
How close are alternative bootstrap P-values? pp. 1972-1976 Downloads
Chris J. Lloyd
A note on explicit bounds for a stopped Feynman-Kac functional pp. 1977-1979 Downloads
Cloud Makasu
A convolution identity and more with illustrations pp. 1980-1984 Downloads
Nitis Mukhopadhyay
Inference in binomial models pp. 1985-1990 Downloads
Yunwei Cui and Robert Lund
A note on a bivariate gamma distribution pp. 1991-1994 Downloads
Makoto Maejima and Yohei Ueda
A note on comparing several variances with a control variance pp. 1995-2002 Downloads
Parminder Singh, Anju Goyal and A.N. Gill
Limiting mixture distributions for AR(1) model indexed by a branching process pp. 2003-2008 Downloads
S.Y. Hwang and J.S. Baek
Weak type inequalities for conditionally symmetric martingales pp. 2009-2013 Downloads
Ose[combining cedilla]kowski, Adam
Regularization and integral representations of Hermite processes pp. 2014-2023 Downloads
Vladas Pipiras and Murad S. Taqqu
A class of BSDE with integrable parameters pp. 2024-2031 Downloads
ShengJun Fan and DeQun Liu
A characterization of the Poisson distribution pp. 2032-2034 Downloads
Victor M. Kruglov

Volume 80, issue 21-22, 2010

Reflected forward-backward stochastic differential equations with continuous monotone coefficients pp. 1569-1576 Downloads
Zongyuan Huang, Jean-Pierre Lepeltier and Zhen Wu
Pitman closeness of current records for location-scale families pp. 1577-1583 Downloads
Jafar Ahmadi and N. Balakrishnan
Bridge estimation for generalized linear models with a diverging number of parameters pp. 1584-1596 Downloads
Mingqiu Wang, Lixin Song and Xiaoguang Wang
Random linear recursions with dependent coefficients pp. 1597-1605 Downloads
Arka P. Ghosh, Diana Hay, Vivek Hirpara, Reza Rastegar, Alexander Roitershtein, Ashley Schulteis and Jiyeon Suh
Random self-decomposability and autoregressive processes pp. 1606-1611 Downloads
Tomasz J. Kozubowski and Krzysztof Podgórski
Lp-error estimates for numerical schemes for solving certain kinds of backward stochastic differential equations pp. 1612-1617 Downloads
Yang Li and Weidong Zhao
Small deviation of Brownian motion with large drift pp. 1618-1622 Downloads
Vitalii Gasanenko
Lévy density estimation via information projection onto wavelet subspaces pp. 1623-1632 Downloads
Seongjoo Song
Parameter estimation in a condition-based maintenance model pp. 1633-1639 Downloads
Michael Jong Kim, Viliam Makis and Rui Jiang
Spurious spatial regression with equal weights pp. 1640-1642 Downloads
Badi Baltagi and Long Liu
Penalized maximum likelihood estimation of a stochastic multivariate regression model pp. 1643-1649 Downloads
Elizabeth Hansen and Kung-Sik Chan
Adjusting for confounding by cluster using generalized linear mixed models pp. 1650-1654 Downloads
Babette A. Brumback, Amy B. Dailey, Lyndia C. Brumback, Melvin D. Livingston and Zhulin He
Extensions of discrete triangular distributions and boundary bias in kernel estimation for discrete functions pp. 1655-1662 Downloads
Célestin C. Kokonendji and Silvio S. Zocchi
Nonparametric prediction intervals for future record intervals based on order statistics pp. 1663-1672 Downloads
Jafar Ahmadi, S.M.T.K. MirMostafaee and N. Balakrishnan
A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields pp. 1673-1679 Downloads
Lionel Truquet
A CLT for renewal processes with a finite set of interarrival distributions pp. 1680-1683 Downloads
Aurel Spataru

Volume 80, issue 19-20, 2010

A study on design uniformity under errors in the level values pp. 1467-1471 Downloads
Jianfeng Yang, Fasheng Sun, Dennis K.J. Lin and Min-Qian Liu
Bootstrap procedures for the pseudo empirical likelihood method in sample surveys pp. 1472-1478 Downloads
Changbao Wu and J.N.K. Rao
Cox limit theorem for large excursions of a norm of a Gaussian vector process pp. 1479-1485 Downloads
Biljana Stamatovic and Sinisa Stamatovic
A new generalized p-value approach for testing the homogeneity of variances pp. 1486-1491 Downloads
Xuhua Liu and Xingzhong Xu
On Bayesian inference for generalized multivariate gamma distribution pp. 1492-1499 Downloads
Sourish Das and Dipak K. Dey
On the second-order correlation of characteristic polynomials of Hermite [beta] ensembles pp. 1500-1507 Downloads
Zhonggen Su
Local averaging estimates of the regression function with twice censored data pp. 1508-1511 Downloads
Fatiha Messaci
[beta]-entropy for Pareto-type distributions and related weighted distributions pp. 1512-1519 Downloads
Mehdi Yaghoobi Avval Riabi, G.R. Mohtashami Borzadaran and G.H. Yari
Monitoring change in persistence in linear time series pp. 1520-1527 Downloads
Zhanshou Chen, Zheng Tian and Yuesong Wei
A note on "Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises" pp. 1528-1531 Downloads
Chunhua Ma
Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models pp. 1532-1542 Downloads
Abdelouahab Bibi and Ines Lescheb
When does fractional Brownian motion not behave as a continuous function with bounded variation? pp. 1543-1550 Downloads
Ehsan Azmoodeh, Heikki Tikanmäki and Esko Valkeila
On mixed AR(1) time series model with approximated beta marginal pp. 1551-1558 Downloads
Bozidar V. Popovic, Tibor K. Pogány and Saralees Nadarajah
Local precise large deviations for sums of random variables with O-regularly varying densities pp. 1559-1567 Downloads
Yang Yang, Remigijus Leipus and Jonas Siaulys

Volume 80, issue 17-18, 2010

On the strong law of large numbers for identically distributed random variables irrespective of their joint distributions pp. 1265-1270 Downloads
Andrew Rosalsky and George Stoica
Sieve least squares estimation for partially nonlinear models pp. 1271-1283 Downloads
Lixin Song, Yue Zhao and Xiaoguang Wang
Maximum likelihood estimation of the mean of a multivariate normal population with monotone incomplete data pp. 1284-1288 Downloads
Megan M. Romer and Donald St. P. Richards
On the quadratic moment of self-normalized sums pp. 1289-1296 Downloads
Fredrik Jonsson
Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps pp. 1297-1305 Downloads
Jiang Hui
Characterization of the law of a finite exchangeable sequence through the finite-dimensional distributions of the empirical measure pp. 1306-1312 Downloads
Pier Giovanni Bissiri
An integrative pathway-based clinical-genomic model for cancer survival prediction pp. 1313-1319 Downloads
Xi Chen, Lily Wang and Hemant Ishwaran
Fixed points of mappings of infinitely divisible distributions on pp. 1320-1328 Downloads
Ken Ichifuji, Makoto Maejima and Yohei Ueda
A remark on LSL for weighted sums of i.i.d random elements pp. 1329-1334 Downloads
Pingyan Chen and Ran Chen
Approximation for the ruin probabilities in a discrete time risk model with dependent risks pp. 1335-1342 Downloads
Yinfeng Wang and Chuancun Yin
A spatial covariance model with a single wave effect and a finite range pp. 1343-1347 Downloads
Edwige Bellier and Pascal Monestiez
The asymptotic efficiency of improved prediction intervals pp. 1348-1353 Downloads
Paul Kabaila and Khreshna Syuhada
A note on the parameterized EM method pp. 1354-1357 Downloads
Christophe Roland
Subsampling p-values pp. 1358-1364 Downloads
Arthur Berg, Timothy L. McMurry and Dimitris N. Politis
Adjusted R-squared type measure for exponential dispersion models pp. 1365-1368 Downloads
Lila Ricci
An approximation result for a quasi-linear stochastic heat equation pp. 1369-1377 Downloads
Brahim Boufoussi and Salah Hajji
Distribution-free lack-of-fit tests in balanced mixed models pp. 1378-1387 Downloads
Weixing Song and Juan Du
Probabilistic representation and approximation for coupled systems of variational inequalities pp. 1388-1396 Downloads
Romuald Elie and Idris Kharroubi
A note on the properties of the reproductive dispersion model pp. 1397-1404 Downloads
Tian Xia and Yuebao Wang
Sharp maximal bound for continuous martingales pp. 1405-1408 Downloads
Ose[combining cedilla]kowski, Adam
A note on multivariate location and scatter statistics for sparse data sets pp. 1409-1413 Downloads
David E. Tyler
A note on the universal consistency of the kernel distribution function estimator pp. 1414-1419 Downloads
José E. Chacón and Alberto Rodríguez-Casal
Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models pp. 1420-1430 Downloads
Jinyu Li, Wei Liang, Shuyuan He and Xianbin Wu
A note on pooling of labels in random fields pp. 1431-1436 Downloads
M.N.M. Van Lieshout and R.S. Stoica
The uniform laws of large numbers for the tent map pp. 1437-1441 Downloads
Jongsig Bae, Changha Hwang and Doobae Jun
The almost-sure population growth rate in branching Brownian motion with a quadratic breeding potential pp. 1442-1446 Downloads
J. Berestycki, É. Brunet, J.W. Harris and S.C. Harris
Robust quantile estimation and prediction for spatial processes pp. 1447-1458 Downloads
Sophie Dabo-Niang and Baba Thiam
A class of semiparametric rank-based tests for right-truncated data pp. 1459-1466 Downloads
Pao-sheng Shen

Volume 80, issue 15-16, 2010

Strong consistency of kernel estimates of regression function under dependence pp. 1147-1156 Downloads
Harro Walk
Patterns generated by -order Markov chains pp. 1157-1166 Downloads
Evan Fisher and Shiliang Cui
The convergence of the Rényi entropy of the normalized sums of IID random variables pp. 1167-1173 Downloads
Hongfei Cui and Yiming Ding
About conditional masking probability models pp. 1174-1179 Downloads
Qiqing Yu, Hao Qin and Jiaping Wang
The central limit theorem and ergodicity pp. 1180-1184 Downloads
Yingxuan Niu and Yi Wang
On a robust local estimator for the scale function in heteroscedastic nonparametric regression pp. 1185-1195 Downloads
Graciela Boente, Marcelo Ruiz and Ruben H. Zamar
Gluing and coupling pp. 1196-1199 Downloads
Shun-Xiang Ouyang
Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions pp. 1200-1209 Downloads
Gabriele Stabile and Giovanni Luca Torrisi
Testing for lack of dependence between functional variables pp. 1210-1217 Downloads
Jean Gérard Aghoukeng Jiofack and Guy Martial Nkiet
Controlling a stopped diffusion process to reach a goal pp. 1218-1222 Downloads
Cloud Makasu
Some limit properties for the mth-order nonhomogeneous Markov chains indexed by an m rooted Cayley tree pp. 1223-1233 Downloads
Zhiyan Shi and Weiguo Yang
A note on some algorithms for the Gibbs posterior pp. 1234-1241 Downloads
Kun Chen, Wenxin Jiang and Martin A. Tanner
Marginal longitudinal semiparametric regression via penalized splines pp. 1242-1252 Downloads
M. Al Kadiri, R.J. Carroll and M.P. Wand
Hybrid bootstrap for mapping quantitative trait loci pp. 1253-1259 Downloads
Hokeun Sun, Robert W. Keener and Dong-Yun Kim
A note on asymptotic approximations of inverse moments of nonnegative random variables pp. 1260-1264 Downloads
Xiaoping Shi, Yuehua Wu and Yu Liu

Volume 80, issue 13-14, 2010

On the density of the sum of two independent Student t-random vectors pp. 1043-1055 Downloads
C. Berg and C. Vignat
Consistency of random survival forests pp. 1056-1064 Downloads
Hemant Ishwaran and Udaya B. Kogalur
A method for resolving ties in asymptotic relative efficiency pp. 1065-1069 Downloads
Travis A. Gerke and Ronald H. Randles
On the residual dependence index of elliptical distributions pp. 1070-1078 Downloads
Enkelejd Hashorva
Exact bounds on the probability of at least k successes in n exchangeable Bernoulli trials as a function of correlation coefficients pp. 1079-1084 Downloads
Alexander Zaigraev and Serguei Kaniovski
Some criteria on pth moment stability of impulsive stochastic functional differential equations pp. 1085-1092 Downloads
Shiguo Peng and Baoguo Jia
The distribution and quantiles of functionals of weighted empirical distributions when observations have different distributions pp. 1093-1102 Downloads
Christopher S. Withers and Saralees Nadarajah
Diversity analysis in multiple-choice questionnaires pp. 1103-1110 Downloads
Haizhen Wu and Giorgi Kvizhinadze
Lower limits and upper limits for tails of random sums supported on pp. 1111-1120 Downloads
Changjun Yu, Yuebao Wang and Zhaolei Cui
Diffusion approximation of birth-death processes: Comparison in terms of large deviations and exit points pp. 1121-1127 Downloads
Khashayar Pakdaman, Michèle Thieullen and Gilles Wainrib
Weak type inequalities for vector-valued martingales pp. 1128-1135 Downloads
Yong Jiao and Lihua Peng
Generalizing a theorem of Katz pp. 1136-1140 Downloads
Aurel Spataru
A note on stochastic integrals as L2-curves pp. 1141-1145 Downloads
Stefan Tappe

Volume 80, issue 11-12, 2010

Identifiability conditions for covariate effects model on survival times under informative censoring pp. 911-915 Downloads
A. Adam Ding
On the supremum of certain families of stochastic processes pp. 916-921 Downloads
Wenbo V. Li, Natesh S. Pillai and Robert L. Wolpert
On asymptotic convergence of the block-iterative Fisher scoring algorithm pp. 922-925 Downloads
Malcolm Hudson and Jun Ma
Two-level fractional factorial designs in blocks of size two for the orthogonal estimation of all main effects and two-factor interactions pp. 926-931 Downloads
Mike Jacroux
The distribution of partially exchangeable random variables pp. 932-938 Downloads
Hanxiang Peng, Xin Dang and Xueqin Wang
Characterization of multinomial exponential families by generalized variance pp. 939-944 Downloads
Abdelaziz Ghribi and Afif Masmoudi
Some stochastic comparisons in series systems with active redundancy pp. 945-949 Downloads
José E. Valdés, Gerardo Arango, Romulo I. Zequeira and Gerandy Brito
Examples of optimal prediction in the infinite horizon case pp. 950-957 Downloads
Albert Cohen
Estimating the principal stratum direct effect when the total effects are consistent between two standard populations pp. 958-961 Downloads
Yasutaka Chiba
Finite and infinite time interval BSDEs with non-Lipschitz coefficients pp. 962-968 Downloads
ShengJun Fan and Long Jiang
Ordering properties of convolutions of heterogeneous Erlang and Pascal random variables pp. 969-974 Downloads
Peng Zhao and N. Balakrishnan
Functional limit theorems for linear processes in the domain of attraction of stable laws pp. 975-981 Downloads
Marta Tyran-Kaminska
Descriptive measures for nominal categorical variables pp. 982-989 Downloads
Atanu Biswas and Saumen Mandal
A penalised data-driven block shrinkage approach to empirical Bayes wavelet estimation pp. 990-996 Downloads
Xue Wang and Stephen G. Walker
A modification of profile empirical likelihood for the exponential-tilt model pp. 997-1004 Downloads
Kazuhisa Inagaki and Fumiyasu Komaki
The generalized linear exponential distribution pp. 1005-1014 Downloads
M.A.W. Mahmoud and Farouq Mohammad A. Alam
On an asymptotic distribution of dependent random variables on a 3-dimensional lattice pp. 1015-1021 Downloads
Danielle J. Harvey, Qian Weng and Laurel A. Beckett
Empirical likelihood method for intermediate quantiles pp. 1022-1029 Downloads
Zhouping Li, Yun Gong and Liang Peng
Parameter estimation for fractional Ornstein-Uhlenbeck processes pp. 1030-1038 Downloads
Yaozhong Hu and David Nualart
Chebyshev's inequality for Hilbert-space-valued random elements pp. 1039-1042 Downloads
B.L.S. Prakasa Rao

Volume 80, issue 9-10, 2010

A limit theorem for random sums modulo 1 pp. 747-751 Downloads
Zbigniew S. Szewczak
Characterization of distributions through failure rate and mean residual life functions pp. 752-755 Downloads
Asok K. Nanda
Strong laws of large numbers for random fields in martingale type p Banach spaces pp. 756-763 Downloads
Le Van Dung and Nguyen Duy Tien
On the behavior of the log Laplace transform of series of weighted non-negative random variables at infinity pp. 764-770 Downloads
Leonid Rozovsky
Limit theorems for projections of random walk on a hypersphere pp. 771-778 Downloads
Max Skipper
An extension of cusp estimation problem in ergodic diffusion processes pp. 779-783 Downloads
Takayuki Fujii
Tail dependence for two skew t distributions pp. 784-791 Downloads
Thomas Fung and Eugene Seneta
A new proof that the product of three or more exponential random variables is moment-indeterminate pp. 792-796 Downloads
Sofiya Ostrovska and Jordan Stoyanov
On generalized mean residual life of record values pp. 797-806 Downloads
Chanchal Kundu and Asok K. Nanda
The Kullback information criterion for mixture regression models pp. 807-815 Downloads
Bezza Hafidi and Abdallah Mkhadri
A clustering-based discretization for supervised learning pp. 816-824 Downloads
Ankit Gupta, Kishan G. Mehrotra and Chilukuri Mohan
Comparison of length-intensity estimators for segment processes pp. 825-833 Downloads
Zbynek Pawlas and Ondrej Honzl
On system reliability in stress-strength setup pp. 834-839 Downloads
Serkan EryIlmaz
Polar sets for anisotropic Gaussian random fields pp. 840-847 Downloads
Jakob Söhl
Some properties of the residual lifetime of progressively Type-II right censored order statistics pp. 848-859 Downloads
Marzieh Hashemi, Mahdi Tavangar and Majid Asadi
On the equivalence of limit distributions of a sum and of a maximum sum of independent random variables pp. 860-863 Downloads
M. Sreehari
On L[infinity] convergence of Neumann series approximation in missing data problems pp. 864-873 Downloads
Hua Yun Chen
On the conditional and unconditional distributions of the number of success runs on a circle with applications pp. 874-885 Downloads
Kiyoshi Inoue and Sigeo Aki
A quantile based test for comparing cumulative incidence functions of competing risks models pp. 886-891 Downloads
P.G. Sankaran, N. Unnikrishnan Nair and E.P. Sreedevi
Asymptotic skewness in Birnbaum-Saunders nonlinear regression models pp. 892-898 Downloads
Artur J. Lemonte and Gauss M. Cordeiro
On the Kolmogorov-Feller law for exchangeable random variables pp. 899-902 Downloads
George Stoica and Deli Li
On the existence of solutions to BSDEs with generalized uniformly continuous generators pp. 903-909 Downloads
Dejian Tian, Long Jiang and Matt Davison
Corrigendum to: "On matricial measures of dependence in vector ARCH models with applications to diagnostic checking" [Statist. Probab. Lett. 68 (2004) 149-160] pp. 910-910 Downloads
Pierre Duchesne

Volume 80, issue 7-8, 2010

A note on assessing agreement for frailty models pp. 527-533 Downloads
Ying Guo and Amita K. Manatunga
Distribution of extremal order statistics from large subsets of concomitants pp. 534-539 Downloads
Ke Wang and H.N. Nagaraja
Local adaptive smoothing in kernel regression estimation pp. 540-547 Downloads
Qi Zheng, K.B. Kulasekera and Colin Gallagher
A note on the performance of the gamma kernel estimators at the boundary pp. 548-557 Downloads
Shunpu Zhang
Asymptotics for increments of stopped renewal processes pp. 558-565 Downloads
Allan Gut and Josef Steinebach
Continuity in the Hurst parameter of the law of the Wiener integral with respect to the fractional Brownian motion pp. 566-572 Downloads
Maria Jolis and Noèlia Viles
On the structure of generalized threshold arch processes pp. 573-580 Downloads
E. Gonçalves and N. Mendes-Lopes
Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing pp. 581-586 Downloads
M. Bolbolian Ghalibaf, V. Fakoor and H.A. Azarnoosh
Some maximal inequalities for quadratic forms of negative superadditive dependence random variables pp. 587-591 Downloads
N. Eghbal, M. Amini and A. Bozorgnia
Further comments on the representation problem for stationary processes pp. 592-596 Downloads
Stéphane Laurent
A generalized penalty function in the Sparre-Andersen risk model with two-sided jumps pp. 597-607 Downloads
Zhimin Zhang and Hu Yang
On the non-equilibrium density of geometric mean reversion pp. 608-611 Downloads
Zhaojun Yang and Christian-Oliver Ewald
An asymptotic expansion for the tail of compound sums of Burr distributed random variables pp. 612-620 Downloads
Dominik Kortschak and Hansjörg Albrecher
Doubly robust semiparametric estimation for the missing censoring indicator model pp. 621-630 Downloads
Sundarraman Subramanian and Dipankar Bandyopadhyay
A note on the geometric ergodicity of a nonlinear AR-ARCH model pp. 631-638 Downloads
Mika Meitz and Pentti Saikkonen
The AU algorithm for estimating equations in the presence of missing data pp. 639-647 Downloads
Huixiu Zhao, Wen-Qing Ma and Jianhua Guo
Minimum-norm estimation for a bi-exponential survival model pp. 648-653 Downloads
Yuval Nov and Ori Davidov
On reversed hazard rate in general mixture models pp. 654-661 Downloads
Xiaohu Li, Gaofeng Da and Peng Zhao
Ruin probability in a one-sided linear model with constant interest rate pp. 662-669 Downloads
Jiangyan Peng and Jin Huang
Compatibility of conditionally specified models pp. 670-677 Downloads
Hua Yun Chen
Logarithmic estimates for nonsymmetric martingale transforms pp. 678-682 Downloads
Ose[combining cedilla]kowski, Adam
Dominated concentration pp. 683-689 Downloads
Andreas Maurer
A note on the doubly reflected backward stochastic differential equations driven by a Lévy process pp. 690-696 Downloads
Xiliang Fan, Yong Ren and Dongjin Zhu
Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes pp. 697-705 Downloads
Mark Veillette and Murad S. Taqqu
Generalized incomplete Trojan-type designs pp. 706-710 Downloads
Seema Jaggi, Cini Varghese, Eldho Varghese and V.K. Sharma
Ordered properties on the residual life and inactivity time of (n-k+1)-out-of-n systems under double monitoring pp. 711-717 Downloads
Zhengcheng Zhang and Yonghong Yang
Second-order asymptotic expressions for the covariance matrix of maximum likelihood estimators in dispersion models pp. 718-725 Downloads
Andréa V. Rocha, Alexandre B. Simas and Gauss M. Cordeiro
Robust inference strategy in the presence of measurement error pp. 726-732 Downloads
S. Ejaz Ahmed, Abdulkadir Hussein and Sévérien Nkurunziza
Coverage probabilities of simultaneous confidence bands and regions for log-location-scale distributions pp. 733-738 Downloads
Yili Hong, Luis A. Escobar and William Q. Meeker
Comparing extreme models when the sign of the extreme value index is known pp. 739-746 Downloads
Deyuan Li and Liang Peng

Volume 80, issue 5-6, 2010

A note on the path to extinction of critical Markov branching processes pp. 263-269 Downloads
Xiaowei Wu and Marek Kimmel
Uniform convergence of empirical characteristic functions in a complex domain with applications to option pricing pp. 270-276 Downloads
Karol Binkowski and Andrzej Kozek
On the first passage problem for correlated Brownian motion pp. 277-284 Downloads
Adam Metzler
Complete moment convergence of moving average processes under [phi]-mixing assumptions pp. 285-292 Downloads
Xingcai Zhou
A simple characterization of Student's t3 distribution pp. 293-295 Downloads
I. Akhundov and V.B. Nevzorov
On the collision local time of sub-fractional Brownian motions pp. 296-308 Downloads
Litan Yan and Guangjun Shen
On numbers of observations near randomly indexed order statistics pp. 309-317 Downloads
Anna Dembinska
Strong uniform consistency of kernel density estimators under a censored dependent model pp. 318-323 Downloads
V. Fakoor
Successive approximation of neutral functional stochastic differential equations with jumps pp. 324-332 Downloads
Brahim Boufoussi and Salah Hajji
Evaluations of the mean residual lifetime of an m-out-of-n system pp. 333-342 Downloads
Mohammad Z. Raqab
The discovery of mean square error consistency of a ridge estimator pp. 343-347 Downloads
June Luo
A weak limit theorem for generalized multifractional Brownian motion pp. 348-356 Downloads
Hongshuai Dai and Yuqiang Li
The Pickands representation of survival Marshall-Olkin copulas pp. 357-360 Downloads
Jan-Frederik Mai and Matthias Scherer
A note on the cross-covariance operator and on congruence relations for Hilbert space valued stochastic processes pp. 361-365 Downloads
David King
On a multi-threshold compound Poisson process perturbed by diffusion pp. 366-375 Downloads
Ilie-Radu Mitric, Kristina P. Sendova and Cary Chi-Liang Tsai
Consistency of multivariate log-concave density estimators pp. 376-380 Downloads
Dominic Schuhmacher and Lutz Dümbgen
On the optimal amount of experimentation in sequential decision problems pp. 381-385 Downloads
Dinah Rosenberg, Eilon Solan and Nicolas Vieille
A queuing system with time varying rates pp. 386-389 Downloads
Allen Flick and Ming Liao
Distribution-free tests for no effect of treatment in heteroscedastic functional data under both weak and long range dependence pp. 390-402 Downloads
Haiyan Wang, James Higgins and Dale Blasi
Shape-restricted inference for Lorenz curves using duality theory pp. 403-412 Downloads
Darinka Dentcheva and Spiridon Penev
Some remarks on Lp dispersion orderings pp. 413-420 Downloads
Miguel López-Díaz
Quasi-martingales with a linearly ordered index set pp. 421-426 Downloads
Gianluca Cassese
On the classical risk model with credit and debit interests under absolute ruin pp. 427-436 Downloads
Chunwei Wang, Chuancun Yin and Erqiang Li
Detecting finiteness in the right endpoint of light-tailed distributions pp. 437-444 Downloads
Cláudia Neves and António Pereira
Order statistics and linear combination of order statistics arising from a bivariate selection normal distribution pp. 445-451 Downloads
A. Jamalizadeh, N. Balakrishnan and Mehdi Salehi
Exponential inequalities and inverse moment for NOD sequence pp. 452-461 Downloads
Xuejun Wang, Shuhe Hu, Wenzhi Yang and Nengxiang Ling
The closure of the convolution equivalent distribution class under convolution roots with applications to random sums pp. 462-472 Downloads
Changjun Yu, Yuebao Wang and Yang Yang
On the relationships between copulas of order statistics and marginal distributions pp. 473-479 Downloads
Jorge Navarro and Fabio Spizzichino
On the association of sum- and max-stable processes pp. 480-488 Downloads
Yizao Wang and Stilian A. Stoev
Remarks on the SLLN for linear random fields pp. 489-496 Downloads
Povilas Banys, Youri Davydov and Vygantas Paulauskas
Empirical likelihood based inference for semiparametric varying coefficient partially linear models with error-prone linear covariates pp. 497-504 Downloads
Zhensheng Huang, Zhangong Zhou, Rong Jiang, Weimin Qian and Riquan Zhang
Sanov's theorem in the Wasserstein distance: A necessary and sufficient condition pp. 505-512 Downloads
Ran Wang, Xinyu Wang and Liming Wu
Sufficient conditions for stochastic equality of two distributions under some partial orders pp. 513-518 Downloads
B.L.S. Prakasa Rao and Harshinder Singh
Dynkin's formula under the G-expectation pp. 519-526 Downloads
Xiaoyan Chen

Volume 80, issue 3-4, 2010

Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims pp. 143-154 Downloads
Yang Yang and Yuebao Wang
Sharpened versions of a Kolmogorov's inequality pp. 155-160 Downloads
Sergei N. Antonov and Victor M. Kruglov
Semiparametric estimation of survival function when data are subject to dependent censoring and left truncation pp. 161-168 Downloads
Pao-sheng Shen
Moderate deviations for deconvolution kernel density estimators with ordinary smooth measurement errors pp. 169-176 Downloads
Weixing Song
An optimal response-adaptive design with dual constraints pp. 177-185 Downloads
Atanu Biswas and Rahul Bhattacharya
A note on adiabatic theorem for Markov chains pp. 186-190 Downloads
Yevgeniy Kovchegov
Generalized Peng's g-expectations and related properties pp. 191-195 Downloads
Feng Hu and Zengjing Chen
Numbers of near-maxima for the bivariate case pp. 196-205 Downloads
I. Bairamov and A. Stepanov
Hypothesis testing for two discrete populations based on the Hellinger distance pp. 206-214 Downloads
A. Basu, A. Mandal and L. Pardo
Shrinkage minimax estimation and positive-part rule for a mean matrix in an elliptically contoured distribution pp. 215-220 Downloads
Hisayuki Tsukuma
No-information secretary problems with cardinal payoffs and Poisson arrivals pp. 221-227 Downloads
Elzbieta Z. Ferenstein and Anna Krasnosielska
On the asymptotic behavior of general projection-pursuit estimators under the common principal components model pp. 228-235 Downloads
Graciela Boente, Julieta Molina and Mariela Sued
Consistent density deconvolution under partially known error distribution pp. 236-241 Downloads
Maik Schwarz and Sebastien Van Bellegem
Simulating the Dickman distribution pp. 242-247 Downloads
Luc Devroye and Omar Fawzi
Generalized continuous isotonic regression pp. 248-253 Downloads
Piet Groeneboom and Geurt Jongbloed
Least squares approximation with a diverging number of parameters pp. 254-261 Downloads
Chenlei Leng and Bo Li

Volume 80, issue 2, 2010

A sharp minimax lower bound for the nonparametric estimation of Sobolev densities of order pp. 77-81 Downloads
Sam Efromovich
Stigler's approach to recovering the distribution of first significant digits in natural data sets pp. 82-88 Downloads
Joanne Lee, Wendy K. Tam Cho and George Judge
A generalized regression model for a binary response pp. 89-95 Downloads
Maria Kateri and Alan Agresti
Centered and non-centered principal component analyses in the frequency domain pp. 96-103 Downloads
A. Boudou, E.N. Cabral and Y. Romain
Occupation times and Bessel densities pp. 104-110 Downloads
Yevgeniy Kovchegov, Nick Meredith and Eyal Nir
Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data pp. 111-121 Downloads
Hu Yang and Tingting Li
Minimum distance parameter estimation for Ornstein-Uhlenbeck processes driven by Lévy process pp. 122-127 Downloads
Aliou Diop and Armel Fabrice Yode
Marcus-Talpaz simultaneous lower confidence bounds for contrasts between treatment and control means pp. 128-133 Downloads
Kane Nashimoto and F.T. Wright
On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring pp. 134-142 Downloads
C.Y. Robert

Volume 80, issue 1, 2010

Tests for normality in classes of skew-t alternatives pp. 1-8 Downloads
Cinzia Carota
A method for obtaining Laplace transforms of order statistics of Erlang random variables pp. 9-18 Downloads
M. Hlynka, P.H. Brill and W. Horn
Some applications of indicator function in two-level factorial designs pp. 19-25 Downloads
Zujun Ou and Hong Qin
Explosive volatilities for threshold-GARCH processes generated by asymmetric innovations pp. 26-33 Downloads
S.Y. Hwang, J.S. Baek, J.A. Park and M.S. Choi
Large deviations in testing Jacobi model pp. 34-41 Downloads
Shoujiang Zhao and Fuqing Gao
Sensitivity analysis for averaged asset price dynamics with gamma processes pp. 42-49 Downloads
Reiichiro Kawai and Atsushi Takeuchi
Impulsive-integral inequality and exponential stability for stochastic partial differential equations with delays pp. 50-56 Downloads
Huabin Chen
A note on the existence of the posteriors for one-way random effect probit models pp. 57-62 Downloads
Xiaoyan Lin and Dongchu Sun
A fast and simple algorithm for finding the modes of a multinomial distribution pp. 63-68 Downloads
W.T.J. White and M.D. Hendy
Testing independence of two autocorrelated binary time series pp. 69-75 Downloads
Cheng Chou and Chia-Shang J. Chu
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