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Statistics & Probability Letters

1982 - 2021

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

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Volume 79, issue 24, 2009

A note on testing regime switching assumption based on recurrence times pp. 2443-2450 Downloads
Rituparna Sen and Fushing Hsieh
A characterization of the arcsine distribution pp. 2451-2455 Downloads
Karl Michael Schmidt and Anatoly Zhigljavsky
Surveys with negative questions for sensitive items pp. 2456-2461 Downloads
Fernando Esponda and Victor M. Guerrero
Observation-driven generalized state space models for categorical time series pp. 2462-2468 Downloads
X. Zhen and I.V. Basawa
Nested classes of C-semi-selfdecomposable distributions pp. 2469-2475 Downloads
Teresa Rajba
Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process pp. 2476-2483 Downloads
Daisuke Nagakura
On parameter estimation for switching diffusion process pp. 2484-2492 Downloads
Anis Gassem
A generalization of the exponential-Poisson distribution pp. 2493-2500 Downloads
Wagner Barreto-Souza and Francisco Cribari-Neto
Product of n independent uniform random variables pp. 2501-2503 Downloads
Carl P. Dettmann and Orestis Georgiou

Volume 79, issue 23, 2009

On the expectations of maxima of sets of independent random variables pp. 2381-2388 Downloads
Daniel V. Tokarev and Konstantin A. Borovkov
Spectral analysis for intrinsic time processes pp. 2389-2396 Downloads
Takahide Ishioka, Shunsuke Kawamura, Tomoyuki Amano and Masanobu Taniguchi
Limit theorems of general functions of independent and identically distributed random variables pp. 2397-2404 Downloads
K. Nidhin and C. Chandran
On the weak laws of large numbers for arrays of random variables pp. 2405-2414 Downloads
Yanjiao Meng and Zhengyan Lin
Covariance function of vector self-similar processes pp. 2415-2421 Downloads
Frédéric Lavancier, Anne Philippe and Donatas Surgailis
Randomization in the first hitting time problem pp. 2422-2428 Downloads
Ken Jackson, Alexander Kreinin and Wanhe Zhang
A version of the Elfving problem with random starting time pp. 2429-2436 Downloads
Anna Krasnosielska
Improving efficient marginal estimators in bivariate models with parametric marginals pp. 2437-2442 Downloads
Hanxiang Peng and Anton Schick

Volume 79, issue 22, 2009

A test of homogeneity of several variances against tree ordered alternative pp. 2315-2320 Downloads
Parminder Singh, Amar Nath Gill and Narendra Kumar
The optimal linear combination of multiple predictors under the generalized linear models pp. 2321-2327 Downloads
Hua Jin and Ying Lu
Martingale transforms between and of martingale spaces pp. 2328-2333 Downloads
Weiwei Meng and Lin Yu
On a moment inequality for laws on (-[infinity],+[infinity]) pp. 2334-2337 Downloads
Slavko Simic
Lenglart domination inequalities for g-expectations pp. 2338-2342 Downloads
Guoqing Zhao
Characterizing the variance improvement in linear Dirichlet random effects models pp. 2343-2350 Downloads
Minjung Kyung, Jeff Gill and George Casella
A note on corrected scores for logistic regression pp. 2351-2358 Downloads
Jeffrey S. Buzas
Construction of efficient unbalanced mixed-level supersaturated designs pp. 2359-2366 Downloads
V.K. Gupta, Poonam Singh, Basudev Kole and Rajender Parsad
On existence and uniqueness of stochastic evolution equation with Poisson jumps pp. 2367-2373 Downloads
Huiyan Zhao
Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance pp. 2374-2379 Downloads
Kyo-Shin Hwang and Tian-Xiao Pang

Volume 79, issue 21, 2009

Concentration reversals in ridge regression pp. 2237-2241 Downloads
D.R. Jensen and D.E. Ramirez
Accurate tests and intervals based on nonlinear cusum statistics pp. 2242-2250 Downloads
Christopher S. Withers and Saralees Nadarajah
On exact simulation algorithms for some distributions related to Jacobi theta functions pp. 2251-2259 Downloads
Luc Devroye
Stochastically bounded solutions and stationary solutions of stochastic differential equations in Hilbert spaces pp. 2260-2265 Downloads
Jiaowan Luo and Guolie Lan
Best linear prediction for [alpha]-stable random processes pp. 2266-2272 Downloads
Mohammad Mohammadi and Adel Mohammadpour
Bayesian nonparametric binary regression via random tessellations pp. 2273-2280 Downloads
Lorenzo Trippa and Pietro Muliere
On the number of renewals in random time pp. 2281-2288 Downloads
Edward Omey, Georgi K. Mitov and Kosto V. Mitov
Prediction in a trivariate normal distribution via a linear combination of order statistics pp. 2289-2296 Downloads
A. Jamalizadeh and N. Balakrishnan
Memory parameter estimation for long range dependent random fields pp. 2297-2306 Downloads
Lihong Wang
Asymptotic properties of nonlinear estimates in stochastic models with finite design space pp. 2307-2313 Downloads
Luc Pronzato

Volume 79, issue 20, 2009

Robust empirical likelihood inference for longitudinal data pp. 2101-2108 Downloads
Guoyou Qin, Yang Bai and Zhongyi Zhu
An OLS-based predictor test for a single-index model for predicting transcription rate from histone acetylation level pp. 2109-2114 Downloads
Jae Keun Yoo, Becky S. Patterson and Susmita Datta
The first exit time for a Bessel process from the minimum and maximum random domains pp. 2115-2123 Downloads
Lixin Song, Dawei Lu and Jinghai Feng
Crossing hazard functions in common survival models pp. 2124-2130 Downloads
Jiajia Zhang and Yingwei Peng
A species of voter model driven by immigration pp. 2131-2137 Downloads
J. Preater
On Papakonstantinou's extension of the cardioid distribution pp. 2138-2147 Downloads
Toshihiro Abe, Arthur Pewsey and Kunio Shimizu
Variable selection for semiparametric varying coefficient partially linear models pp. 2148-2157 Downloads
Peixin Zhao and Liugen Xue
Maximum likelihood parameter estimation for the multivariate skew-slash distribution pp. 2158-2165 Downloads
Olcay Arslan
The asymptotic location of the maximum of a stationary random field pp. 2166-2169 Downloads
L. Pereira
On induced dependent censoring for quality adjusted lifetime (QAL) data in a simple illness-death model pp. 2170-2176 Downloads
Biswabrata Pradhan and Anup Dewanji
Ergodicity of a bounded Markov chain with attractiveness towards the centre pp. 2177-2181 Downloads
Carlos G. Pacheco-González
The logit-stable distributions and latent utility scales in categorical data applications pp. 2182-2188 Downloads
B.M. Brown
A note on the application of EC2SLS and EC3SLS estimators in panel data models pp. 2189-2192 Downloads
Badi Baltagi and Long Liu
Parametric estimation for planar random flights pp. 2193-2199 Downloads
Alessandro De Gregorio
Notes on drift estimation for certain non-recurrent diffusion processes from sampled data pp. 2200-2207 Downloads
Yasutaka Shimizu
Comments on "Estimating the parameter of the population selected from discrete exponential family" pp. 2208-2211 Downloads
TaChen Liang
Empirical Bayes estimation for Borel-Tanner distributions pp. 2212-2219 Downloads
TaChen Liang
Remarks and corrections on "An existence theorem for stochastic functional differential equations with delays under weak assumptions, Statistics and Probability Letters 78, 2008" by N. Halidias and Y. Ren pp. 2220-2222 Downloads
Nikolaos Halidias
A class of backward doubly stochastic differential equations with non-Lipschitz coefficients pp. 2223-2229 Downloads
Qian Lin
On the speed of random walks on random trees pp. 2230-2236 Downloads
Mokhtar H. Konsowa

Volume 79, issue 19, 2009

Estimating the closed skew-normal distribution parameters using weighted moments pp. 1977-1984 Downloads
C. Flecher, P. Naveau and D. Allard
Bootstrap tests for structural change with infinite variance observations pp. 1985-1995 Downloads
Hao Jin, Zheng Tian and Ruibing Qin
Inequalities between generalized familywise error rates of a multiple testing procedure pp. 1996-2004 Downloads
Alexander Y. Gordon
p-values of a test on homogeneous means in a multivariate isotonic regression pp. 2005-2011 Downloads
Xiaomi Hu
Jumps in binomial AR(1) processes pp. 2012-2019 Downloads
Christian H. Weiß
Vertex degree of random geometric graph on exponentially distributed points pp. 2020-2027 Downloads
Bhupendra Gupta
Marcinkiewicz-Zygmund strong laws for U-statistics of weakly dependent observations pp. 2028-2036 Downloads
Herold G. Dehling and Olimjon Sh. Sharipov
Pitman closeness of record values to population quantiles pp. 2037-2044 Downloads
Jafar Ahmadi and N. Balakrishnan
On multiplicative seasonal modelling for vector time series pp. 2045-2052 Downloads
Eugen Ursu and Pierre Duchesne
Some characterization and ordering results based on entropies of current records pp. 2053-2059 Downloads
Jafar Ahmadi and M. Fashandi
Exponential inequalities for N-demimartingales and negatively associated random variables pp. 2060-2065 Downloads
Tasos C. Christofides and Milto Hadjikyriakou
Local polynomial regression for circular predictors pp. 2066-2075 Downloads
Marco Di Marzio, Agnese Panzera and Charles C. Taylor
Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises pp. 2076-2085 Downloads
Hongwei Long
On stochastic orders of absolute value of order statistics in symmetric distributions pp. 2086-2091 Downloads
Yaakov Malinovsky and Yosef Rinott
A note on the sum of uniform random variables pp. 2092-2097 Downloads
Aniello Buonocore, Enrica Pirozzi and Luigia Caputo
Corrigendum to: "Moments of random vectors with skew t distribution and their quadratic forms" [Statist. Probab. Lett. 63 (2003) 417-423] pp. 2098-2099 Downloads
Hyoung-Moon Kim and Bani K. Mallick

Volume 79, issue 18, 2009

On the strong law of large numbers and -convergence for double arrays of random elements in p-uniformly smooth Banach spaces pp. 1891-1899 Downloads
Nguyen Van Quang and Nguyen Van Huan
Efficient and robust scale estimation for trended time series pp. 1900-1905 Downloads
Derya Caliskan, Christophe Croux and Sarah Gelper
The multiple imputations based Kaplan-Meier estimator pp. 1906-1914 Downloads
Sundarraman Subramanian
Safe density ratio modeling pp. 1915-1920 Downloads
Kjell Konis and Konstantinos Fokianos
Constructing the best linear combination of diagnostic markers via sequential sampling pp. 1921-1927 Downloads
Yuan-chin Ivan Chang and Eunsik Park
GMM versus GQL inferences for panel count data pp. 1928-1934 Downloads
Vandna Jowaheer and Brajendra Sutradhar
An asymptotic expansion of the distribution of Student's t type statistic under spherical distributions pp. 1935-1942 Downloads
Toshiya Iwashita, Yoshihide Kakizawa, Tatsuki Inoue and Takashi Seo
Modeling and large sample estimation for multi-casting autoregression pp. 1943-1950 Downloads
S.Y. Hwang and M.S. Choi
Moment bounds for truncated random variables pp. 1951-1956 Downloads
Guoqing Liu and Wenbo V. Li
The asymptotic relative generation distribution of the closest common ancestor of the multitype Galton-Watson tree conditioned on non-extinction pp. 1957-1962 Downloads
Masahisa Magome and Tetsuo Nakagawa
On defining P-values pp. 1963-1971 Downloads
Govind S. Mudholkar and Yogendra P. Chaubey
A note on maximum likelihood estimation of the initial number of susceptibles in the general stochastic epidemic model pp. 1972-1976 Downloads
Theodore Kypraios

Volume 79, issue 17, 2009

Asymptotic expansion for ISE of kernel density estimators under censored dependent model pp. 1809-1817 Downloads
Vahid Fakoor, Sarah Jomhoori and Hasanali Azarnoosh
On the functional limits for partial sums under stable law pp. 1818-1822 Downloads
Khurelbaatar Gonchigdanzan and Kamil M. Kosinski
High order approximation for the coverage probability by a confident set centered at the positive-part James-Stein estimator pp. 1823-1828 Downloads
S. Ejaz Ahmed, Andrei I. Volodin and Igor N. Volodin
Finitizing power series distributions pp. 1829-1832 Downloads
Saeed Golnabi, Martin S. Levy and James J. Cochran
Approximate subject-deletion influence diagnostics for Inverse Probability of Censoring Weighted (IPCW) method pp. 1833-1838 Downloads
Satoshi Hattori and Mai Kato
Estimation of R=P(Y pp. 1839-1846 Downloads
Debasis Kundu and Mohammad Z. Raqab
Some results on order statistics generated by two simulation methods pp. 1847-1857 Downloads
N. Balakrishnan, E. Cramer and K. Davies
Principal points and elliptical distributions from the multivariate setting to the functional case pp. 1858-1865 Downloads
Juan Lucas Bali and Graciela Boente
A note on the convergence rate of the kernel density estimator of the mode pp. 1866-1871 Downloads
Xiaoping Shi, Yuehua Wu and Baiqi Miao
Extinction of branching processes in varying environments pp. 1872-1877 Downloads
Jinghu Yu and Jinli Pei
The "north pole problem" and random orthogonal matrices pp. 1878-1883 Downloads
Morris L. Eaton and Robb J. Muirhead
Discrete-valued ARMA processes pp. 1884-1889 Downloads
Atanu Biswas and Peter X.-K. Song
Erratum to: "Minimax convergence rates under the Lp-risk in the functional deconvolution model" [Statist. Probab. Lett. 79 (2009) 1568-1576] pp. 1890-1890 Downloads
Athanasia Petsa and Theofanis Sapatinas

Volume 79, issue 16, 2009

Multivariate flexible Pareto model: Dependency structure, properties and characterizations pp. 1733-1743 Downloads
Arthur Chiragiev and Zinoviy Landsman
Laws of the iterated logarithm for a class of iterated processes pp. 1744-1751 Downloads
Erkan Nane
Cramér asymptotics for finite time first passage probabilities of general Lévy processes pp. 1752-1758 Downloads
Zbigniew Palmowski and Martijn Pistorius
Pitman closeness of sample median to population median pp. 1759-1766 Downloads
N. Balakrishnan, G. Iliopoulos, J.P. Keating and R.L. Mason
Exponential probability inequality and convergence results for the median absolute deviation and its modifications pp. 1767-1773 Downloads
Robert Serfling and Satyaki Mazumder
Bahadur representations for the median absolute deviation and its modifications pp. 1774-1783 Downloads
Satyaki Mazumder and Robert Serfling
Sharp norm comparison of the maxima of a sequence and its predictable projection pp. 1784-1788 Downloads
Ose[combining cedilla]kowski, Adam
An inverse probability weighted estimator for the bivariate distribution function under right censoring pp. 1789-1797 Downloads
Hongsheng Dai and Yanchun Bao
Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear models pp. 1798-1808 Downloads
Zhensheng Huang and Riquan Zhang

Volume 79, issue 15, 2009

Bias correction in a multivariate normal regression model with general parameterization pp. 1655-1662 Downloads
Alexandre G. Patriota and Artur J. Lemonte
Stability in distribution of neutral stochastic differential delay equations with Markovian switching pp. 1663-1673 Downloads
Jianhai Bao, Zhenting Hou and Chenggui Yuan
Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes pp. 1674-1683 Downloads
Markus Haas
A consistent local linear estimator of the covariate adjusted correlation coefficient pp. 1684-1689 Downloads
Danh V. Nguyen and Damla Sentürk
On a representation of weighted distributions pp. 1690-1694 Downloads
Jaroslaw Bartoszewicz
Modelling heavy-tailed count data using a generalised Poisson-inverse Gaussian family pp. 1695-1703 Downloads
Rong Zhu and Harry Joe
Analytic expressions for predictive distributions in mixture autoregressive models pp. 1704-1709 Downloads
Georgi N. Boshnakov
A limit theorem of two-type Galton-Watson branching processes with immigration pp. 1710-1716 Downloads
Chunhua Ma
Likelihood ratio ordering of convolutions of heterogeneous exponential and geometric random variables pp. 1717-1723 Downloads
Peng Zhao and N. Balakrishnan
Constraints for generalized mixtures of Weibull distributions with a common shape parameter pp. 1724-1730 Downloads
Manuel Franco and Juana-Maria Vivo
Corrigendum to: "Tail dependence of skewed grouped t-distributions" [Statist. Probab. Lett. 78 (2008) 2388-2399] pp. 1731-1731 Downloads
Konrad Banachewicz and Aad van der Vaart
Acknowledgement of priority concerning "The Hàjek-Rènyi-type inequality for associated random variables" [Statist. Probab. Lett. 79 (2009) 884-888] pp. 1732-1732 Downloads
Shuhe Hu, Xuejun Wang, Wenzhi Yang and Ting Zhao

Volume 79, issue 14, 2009

A bilateral inequality on a nonnegative bounded random sequence pp. 1577-1580 Downloads
Yuquan Xie
Weak type inequalities on Lorentz martingale spaces pp. 1581-1584 Downloads
Yong Jiao, Lihua Peng and Peide Liu
On px1 dependent random variables having each (p-1)x1 sub-vector made up of IID observations with examples pp. 1585-1589 Downloads
Nitis Mukhopadhyay
On the gambler's ruin problem for a finite Markov chain pp. 1590-1595 Downloads
M.A. El-Shehawey
A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals pp. 1596-1601 Downloads
Tomasz J. Kozubowski and Mark M. Meerschaert
Optimal investment for an insurer in the Lévy market: The martingale approach pp. 1602-1607 Downloads
Qing Zhou
A class of discrete distributions induced by stable laws pp. 1608-1614 Downloads
A.R. Soltani, A. Shirvani and F. Alqallaf
Generalized normal-Laplace AR process pp. 1615-1620 Downloads
Lishamol Tomy and K.K. Jose
Variance stabilizing transformations of Poisson, binomial and negative binomial distributions pp. 1621-1629 Downloads
Guan Yu
On an inequality by Kulikova and Prokhorov pp. 1630-1633 Downloads
Lorenz Goenner
Expected gains in the MacQueen-Heyde model pp. 1634-1636 Downloads
George Stoica and Deli Li
Duals of random vectors and processes with applications to prediction problems with missing values pp. 1637-1646 Downloads
Yukio Kasahara, Mohsen Pourahmadi and Akihiko Inoue
Estimation of the drift of fractional Brownian motion pp. 1647-1653 Downloads
Khalifa Es-Sebaiy, Idir Ouassou and Youssef Ouknine

Volume 79, issue 13, 2009

Small deviations of series of weighted i.i.d. non-negative random variables with a positive mass at the origin pp. 1495-1500 Downloads
Leonid Rozovsky
Remarks on a link between the Laplace transform and distribution function of a nonnegative random variable pp. 1501-1508 Downloads
Leonid Rozovsky
A denormalized U-statistic which cannot be decoupled from some associated stopping times pp. 1509-1511 Downloads
Michael J. Klass
Critical randomly indexed branching processes pp. 1512-1521 Downloads
Georgi K. Mitov, Kosto V. Mitov and Nikolay M. Yanev
On the functional limits for sums of a function of partial sums pp. 1522-1527 Downloads
Kamil M. Kosinski
On weak approximations of U-statistics pp. 1528-1535 Downloads
Masoud M. Nasari
On the best constant in the weak type inequality for the square function of a conditionally symmetric martingale pp. 1536-1538 Downloads
Ose[combining cedilla]kowski, Adam
Maximal inequalities and laws of large numbers for Lq-mixingale arrays pp. 1539-1547 Downloads
Yanjiao Meng and Zhengyan Lin
Minimal repair under a step-stress test pp. 1548-1558 Downloads
N. Balakrishnan, U. Kamps and M. Kateri
An approximate formula for the first-crossing-time density of a Wiener process perturbed by random jumps pp. 1559-1567 Downloads
Maria Teresa Giraudo
Minimax convergence rates under the Lp-risk in the functional deconvolution model pp. 1568-1576 Downloads
Athanasia Petsa and Theofanis Sapatinas

Volume 79, issue 12, 2009

A maximal moment inequality for [alpha]-mixing sequences and its applications pp. 1429-1437 Downloads
Guodong Xing, Shanchao Yang and Aiwu Chen
Backward stochastic differential equations with non-Lipschitz coefficients pp. 1438-1443 Downloads
Ying Wang and Zhen Huang
On Stein's identity and its applications pp. 1444-1449 Downloads
Sudheesh Kumar Kattumannil
Uniform limit theorems for functions of order statistics pp. 1450-1455 Downloads
Nancy Wozabal
The central limit theorem for capacities pp. 1456-1462 Downloads
Patrick Chareka
The rate of convergence for increments of a Brownian motion in Hölder norm pp. 1463-1472 Downloads
Yonghong Liu, Luoqing Li and Chenggao Wan
Data depth, random simplices and multivariate dispersion pp. 1473-1479 Downloads
Mario Romanazzi
Characterizations using the generalized reversed lack of memory property pp. 1480-1487 Downloads
G. Asha and C. John Rejeesh
Tight evaluations for expectations of small order statistics from symmetric and symmetric unimodal populations pp. 1488-1493 Downloads
Tomasz Rychlik

Volume 79, issue 11, 2009

Exit probability for an integrated geometric Brownian motion pp. 1363-1365 Downloads
Cloud Makasu
Asymptotic approximation of inverse moments of nonnegative random variables pp. 1366-1371 Downloads
Tiee-Jian Wu, Xiaoping Shi and Baiqi Miao
Reliability estimation of the selected exponential populations pp. 1372-1377 Downloads
Somesh Kumar, Ajaya Kumar Mahapatra and P. Vellaisamy
Moderate deviations for squared radial Ornstein-Uhlenbeck process pp. 1378-1386 Downloads
Fuqing Gao and Hui Jiang
A note on the complete convergence of moving average processes pp. 1387-1390 Downloads
Soo Hak Sung
Empirical likelihood for linear regression models with missing responses pp. 1391-1396 Downloads
Yongsong Qin, Ling Li and Qingzhu Lei
On a generalization of the Laplace approximation pp. 1397-1403 Downloads
David J. Nott, Mark Fielding and Daniela Leonte
A generalized p-value approach for comparing the means of several log-normal populations pp. 1404-1408 Downloads
Xinmin Li
A geometric property of the sample mean and residuals pp. 1409-1413 Downloads
Abram M. Kagan and Tinghui Yu
Maximum of a partial sample in the uniform AR(1) processes pp. 1414-1420 Downloads
Pavle Mladenovic
Asymptotic behavior of an affine random recursion in defined by a matrix with an eigenvalue of size 1 pp. 1421-1428 Downloads
Claudio Asci

Volume 79, issue 10, 2009

A connection between the double gamma model and Laplace sample mean pp. 1305-1310 Downloads
Truc T. Nguyen and John T. Chen
On simple calculation of the Fisher information in hybrid censoring schemes pp. 1311-1319 Downloads
Sangun Park and N. Balakrishnan
Total duration of negative surplus for the risk model with debit interest pp. 1320-1326 Downloads
Jingmin He, Rong Wu and Huayue Zhang
An identity for multivariate elliptically contoured matrix distribution pp. 1327-1330 Downloads
Taras Bodnar and Arjun K. Gupta
Categorical time series models for contingency tables pp. 1331-1336 Downloads
X. Zhen and I.V. Basawa
Characterization of solutions to the Stieltjes-Wigert moment problem pp. 1337-1342 Downloads
Marcos López-García
Cutoff time based on generalized divergence measure pp. 1343-1350 Downloads
Alassane Diédhiou and Papa Ngom
A law of the single logarithm for weighted sums of i.i.d. random elements pp. 1351-1357 Downloads
Soo Hak Sung
Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's Minimum Chi-Squared test pp. 1358-1362 Downloads
Badi Baltagi, Georges Bresson and Alain Pirotte

Volume 79, issue 9, 2009

Estimation of the parameters in a two linear regression equations system with identical parameter vectors pp. 1135-1140 Downloads
Tiefeng Ma and Songgui Wang
A law of large numbers and central limit theorem for the logarithm of an autoregressive process with a stationary driving sequence pp. 1141-1145 Downloads
F.C. Shu
Gene hunting with forests for multigroup time course data pp. 1146-1154 Downloads
Ariadni Papana and Hemant Ishwaran
Minimum Message Length shrinkage estimation pp. 1155-1161 Downloads
Enes Makalic and Daniel F. Schmidt
Analyzing longitudinal data with informative observation times under biased sampling pp. 1162-1168 Downloads
Liuquan Sun and Xingwei Tong
Maximal inequalities for g-martingales pp. 1169-1174 Downloads
Wei Wang
Asymptotic properties of covariate-adjusted regression with correlated errors pp. 1175-1180 Downloads
Damla Sentürk and Danh V. Nguyen
A simple technique for constructing optimal complete diallel cross designs pp. 1181-1185 Downloads
Jeffrey G. Shaffer and Sudesh K. Srivastav
Confidence intervals for the scaling function of multifractal random walks pp. 1186-1193 Downloads
Carenne Ludeña
Correlated continuous time random walks pp. 1194-1202 Downloads
Mark M. Meerschaert, Erkan Nane and Yimin Xiao
Argmax-stable marked empirical processes pp. 1203-1206 Downloads
Dietmar Ferger
Semiparametric modeling of medical cost data containing zeros pp. 1207-1214 Downloads
Xiaobing Zhao and Xian Zhou
Weighted averages with random proportions that are jointly uniformly distributed over the unit simplex pp. 1215-1218 Downloads
A.R. Soltani and H. Homei
Asymptotic stability of nonlinear impulsive stochastic differential equations pp. 1219-1223 Downloads
R. Sakthivel and J. Luo
Probability of correct model identification in supersaturated design pp. 1224-1230 Downloads
Angshuman Sarkar, Dennis K.J. Lin and Kashinath Chatterjee
A note on convolutions of compound geometric distributions pp. 1231-1237 Downloads
Georgios Psarrakos
Some Orlicz-norm inequalities for martingales pp. 1238-1241 Downloads
Yanbo Ren
On a renewal function when the second moment is infinite pp. 1242-1245 Downloads
M.S. Sgibnev
The distribution of total dividend payments in a Sparre Andersen model pp. 1246-1251 Downloads
Shuanming Li and Yi Lu
Asymptotic theory of extreme dual generalized order statistics pp. 1252-1259 Downloads
H.M. Barakat and Magdy E. El-Adll
A general definition of conditional information and its application to ergodic decomposition pp. 1260-1268 Downloads
Lukasz Debowski
An inverse-probability-weighted approach to the estimation of distribution function with doubly censored data pp. 1269-1276 Downloads
Pao-sheng Shen
Variance inequalities using first derivatives pp. 1277-1281 Downloads
Hsiu-Khuern Tang and Chuen-Teck See
A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes pp. 1282-1289 Downloads
Jeffrey Pai and Nalini Ravishanker
Precise large deviations for dependent random variables with heavy tails pp. 1290-1298 Downloads
Li Liu
On the stochastic ordering of folded binomials pp. 1299-1304 Downloads
Giovanni C. Porzio and Giancarlo Ragozini

Volume 79, issue 8, 2009

Linear boundary kernels for bivariate density estimation pp. 999-1003 Downloads
Martin L. Hazelton and Jonathan C. Marshall
Identities for negative moments of quadratic forms in normal variables pp. 1004-1007 Downloads
Andrew L. Rukhin
Conditional independence of blocked ordered data pp. 1008-1015 Downloads
G. Iliopoulos and N. Balakrishnan
An asymmetric Marcinkiewicz-Zygmund LLN for random fields pp. 1016-1020 Downloads
Allan Gut and Ulrich Stadtmüller
Covariance matrices of self-affine measures pp. 1021-1024 Downloads
Krzysztof Zajkowski
The extremes of a random scenery as seen by a random walk in a random environment pp. 1025-1030 Downloads
Brice Franke and Tatsuhiko Saigo
Order statistics using fuzzy random variables pp. 1031-1037 Downloads Akbari and A.H. Rezaei
Convergence rates in the law of the iterated logarithm for negatively associated random variables with multidimensional indices pp. 1038-1043 Downloads
Yun-Xia Li
Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models pp. 1044-1052 Downloads
Xuemei Hu, Zhizhong Wang and Zhiwei Zhao
Asymptotics of a Theil-type estimate in multiple linear regression pp. 1053-1064 Downloads
Gang Shen
A generalized L1-approach for a kernel estimator of conditional quantile with functional regressors: Consistency and asymptotic normality pp. 1065-1073 Downloads
Ali Laksaci, Mohamed Lemdani and Elias Ould-Sad
A note on the higher moments of the Euler characteristic of the excursion sets of random fields pp. 1074-1082 Downloads
Ali Reza Taheriyoun, Khalil Shafie and Mohammad Jafari Jozani
Set indexed strong martingales and path independent variation pp. 1083-1088 Downloads
Arthur Yosef
Deviation of discrete distributions--positive and negative results pp. 1089-1096 Downloads
Tams F. Mri
Goodness-of-fit test for tail copulas modeled by elliptical copulas pp. 1097-1104 Downloads
Deyuan Li and Liang Peng
A Hoeffding inequality for Markov chains using a generalized inverse pp. 1105-1107 Downloads
Thomas R. Boucher
Some closure properties for subexponential distributions pp. 1108-1111 Downloads
Jaap Geluk
A nonparametric dependent process for Bayesian regression pp. 1112-1119 Downloads
Ruth Fuentes-García, Ramsés H. Mena and Stephen G. Walker
A new concept for count distributions pp. 1120-1124 Downloads
Per-Erik Hagmark
A few remarks on the supremum of stable processes pp. 1125-1128 Downloads
P. Patie
Measure changes with extinction pp. 1129-1133 Downloads
S.C. Harris and M.I. Roberts

Volume 79, issue 7, 2009

Statistical signal extraction using stable processes pp. 851-856 Downloads
N. Balakrishna and G. Hareesh
Almost sure convergence for non-stationary random sequences pp. 857-863 Downloads
Zhongquan Tan and Zuoxiang Peng
The average position of the dth maximum in a sample of geometric random variables pp. 864-872 Downloads
Margaret Archibald and Arnold Knopfmacher
Covariance matrix inequalities for functions of Beta random variables pp. 873-879 Downloads
Zhengyuan Wei and Xinsheng Zhang
Explicit construction of stochastic exponentials with arbitrary expectation k[set membership, variant](0,1) pp. 880-883 Downloads
Bernard Wong
The Hjek-Rnyi-type inequality for associated random variables pp. 884-888 Downloads
Shuhe Hu, Xuejun Wang, Wenzhi Yang and Ting Zhao
Comments on the paper: A bilateral inequality on the Borel-Cantelli Lemma pp. 889-893 Downloads
Shuhe Hu, Xuejun Wang, Xiaoqin Li and Yuanyuan Zhang
Completely random signed measures pp. 894-898 Downloads
Gunnar Hellmund
Estimation of mean life and reliability for exponential life distribution using time censored sample data pp. 899-906 Downloads
Samindra Nath Sengupta, Bikas K. Sinha and Srijib B. Bagchi
Persistent-threshold-GARCH processes: Model and application pp. 907-914 Downloads
J.A. Park, J.S. Baek and S.Y. Hwang
Maximal rank minimum aberration and doubling pp. 915-919 Downloads
Jianwei Hu and Runchu Zhang
Backward doubly stochastic differential equations with discontinuous coefficients pp. 920-926 Downloads
Modeste N'zi and Jean-Marc Owo
Asymptotics for Kotz Type III elliptical distributions pp. 927-935 Downloads
Enkelejd Hashorva
The ROC region of a regression tree pp. 936-942 Downloads
Hua Jin and Ying Lu
Efficient estimation of adaptive varying-coefficient partially linear regression model pp. 943-952 Downloads
Zhensheng Huang and Riquan Zhang
Limiting distribution of the continuity modulus for Gaussian processes with stationary increments pp. 953-956 Downloads
Zakhar Kabluchko
Estimating the error distribution function in nonparametric regression with multivariate covariates pp. 957-964 Downloads
Ursula U. Müller, Anton Schick and Wolfgang Wefelmeyer
Identification of a Markovian system with observations corrupted by a fractional Brownian motion pp. 965-968 Downloads
V. Mandrekar and U.V. Naik-Nimbalkar
An urn approach to generalized extreme shock models pp. 969-976 Downloads
Pasquale Cirillo and Jürg Hüsler
Prediction intervals for future records and order statistics coming from two parameter exponential distribution pp. 977-983 Downloads
J. Ahmadi and S.M.T.K. MirMostafaee
MMLEs are as good as M-estimators or better pp. 984-989 Downloads
Moti L. Tiku and Baris Sürücü
Periodic stationarity of random coefficient periodic autoregressions pp. 990-996 Downloads
Abdelhakim Aknouche and Hafida Guerbyenne
Erratum to: "A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion" [Statistics & Probability Letters 78 (2008) 1948-1954] pp. 997-998 Downloads
Riccardo Gatto

Volume 79, issue 6, 2009

A new simple interpretation of an optimal design criterion pp. 707-710 Downloads
Juli Atherton
The exact likelihood function of a vector autoregressive moving average process pp. 711-714 Downloads
Jose L. Gallego
Improved estimation of the covariance matrix under Stein's loss pp. 715-721 Downloads
Ren-Dao Ye and Song-Gui Wang
Consistency of the Tikhonov's regularization in an ill-posed problem with random data pp. 722-727 Downloads
Abdelnasser Dahmani, Ahmed Ait Saidi, Fatah Bouhmila and Mouloud Aissani
Consistency of the maximum likelihood estimator and Bayesian estimator based on sequential sensitivity experiments pp. 728-732 Downloads
Yubin Tian
Bandwidth selection for functional time series prediction pp. 733-740 Downloads
Anestis Antoniadis, Efstathios Paparoditis and Theofanis Sapatinas
On optimal design for a Poisson regression model with random intercept pp. 741-747 Downloads
Mehrdad Niaparast
On selfdecomposable Stieltjes transforms pp. 748-752 Downloads
Jerzy Szulga
On the unification of long-term survival models pp. 753-759 Downloads
Josemar Rodrigues, Vicente G. Cancho, Mrio de Castro and Francisco Louzada-Neto
Repeated Poisson sampling pp. 760-764 Downloads
Anton Grafström
Lack-of-fit testing in errors-in-variables regression model with validation data pp. 765-773 Downloads
Weixing Song
Asymptotic results for heavy-tailed distributions using defective renewal equations pp. 774-779 Downloads
Georgios Psarrakos
On the Fisher's Z transformation of correlation random fields pp. 780-788 Downloads
F. Carbonell, K.J. Worsley and N.J. Trujillo-Barreto
Laws of iterated logarithm for MLE of generalized linear model randomly censored with incomplete information pp. 789-796 Downloads
Zhihong Xiao and Luqin Liu
On a discrete version of the Laugesen-Morpurgo conjecture pp. 797-806 Downloads
M.N. Pascu and A. Nicolaie
A note on the consistency of a robust estimator for threshold autoregressive processes pp. 807-813 Downloads
Li-Xin Zhang, Wai-Sum Chan, Siu-Hung Cheung and King-Chi Hung
Martingale representations of the Lynden-Bell estimator with applications pp. 814-820 Downloads
E. Strzalkowska-Kominiak and W. Stute
Homogeneity diagnostics for skew-normal nonlinear regression models pp. 821-827 Downloads
Feng-Chang Xie, Bo-Cheng Wei and Jin-Guan Lin
A moment-based test for the homogeneity in mixture natural exponential family with quadratic variance functions pp. 828-834 Downloads
Wei Ning, Sanguo Zhang and Chang Yu
Bounds for the transition density of time-homogeneous diffusion processes pp. 835-841 Downloads
A.N. Downes
On Cantrell-Rosalsky's strong laws of large numbers pp. 842-847 Downloads
Manuel Ordez Cabrera and Andrei Volodin
On asymptotic normality in nonlinear regression pp. 848-849 Downloads
Harry Haupt and Walter Oberhofer

Volume 79, issue 5, 2009

An efficient algorithm for estimating a change-point pp. 559-565 Downloads
Tsung-Lin Cheng
Stochastic comparison and monotonicity of inactive record values pp. 566-572 Downloads
Peng Zhao and N. Balakrishnan
The M-estimation in a multi-phase random nonlinear model pp. 573-580 Downloads
Gabriela Ciuperca
On the use of stochastic approximation Monte Carlo for Monte Carlo integration pp. 581-587 Downloads
Faming Liang
Ruin probability and local ruin probability in the random multi-delayed renewal risk model pp. 588-596 Downloads
Qingwu Gao and Yuebao Wang
Partial asymptotic stability in probability of stochastic differential equations pp. 597-601 Downloads
Oleksiy Ignatyev
A mathematical approach to detect the Taylor property in TARCH processes pp. 602-610 Downloads
Esmeralda Gonçalves, Joana Leite and Nazaré Mendes-Lopes
Laws of large numbers for residual Cesàro alpha-integrable sequences under dependence assumptions pp. 611-618 Downloads
De Mei Yuan, Jun An and Bao Tao
A decomposition of the bifractional Brownian motion and some applications pp. 619-624 Downloads
Pedro Lei and David Nualart
A simplified adaptive fence procedure pp. 625-629 Downloads
Jiming Jiang, Thuan Nguyen and J. Sunil Rao
On a class of mathematical ecosystems with random jumps pp. 630-636 Downloads
Jun Peng and Zaiming Liu
A generalization of Hoeffding's lemma, and a new class of covariance inequalities pp. 637-642 Downloads
Brendan Beare
Iterated logarithm type behavior for weighted sums of i.i.d. random variables pp. 643-651 Downloads
Deli Li, Yongcheng Qi and Andrew Rosalsky
Large-sample confidence intervals for the treatment difference in a two-period crossover trial, utilizing prior information pp. 652-658 Downloads
Paul Kabaila and Khageswor Giri
Building asymmetry into circular distributions pp. 659-663 Downloads
Dale Umbach and S. Rao Jammalamadaka
Permutation test for non-inferiority of the linear to the optimal combination of multiple tests pp. 664-669 Downloads
Hua Jin and Ying Lu
On the posterior pointwise convergence rate of a Gaussian signal under a conjugate prior pp. 670-675 Downloads
Alexandra Babenko and Eduard Belitser
Waiting times of exceedances in random threshold models pp. 676-683 Downloads
Ismihan Bairamov and Serkan EryIlmaz
Estimation of the generalized Pareto distribution pp. 684-688 Downloads
Joan del Castillo and Jalila Daoudi
Accurate tests and intervals based on linear cusum statistics pp. 689-697 Downloads
Christopher S. Withers and Saralees Nadarajah
Stochastic Lotka-Volterra model with infinite delay pp. 698-706 Downloads
Li Wan and Qinghua Zhou

Volume 79, issue 4, 2009

Asymptotics for sums of a function of normalized independent sums pp. 415-419 Downloads
Kamil Kosinski
The degree sequences of an asymmetrical growing network pp. 420-425 Downloads
Huilin Huang
Comparison theorems for forward backward SDEs pp. 426-435 Downloads
Zhen Wu and Mingyu Xu
Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients pp. 436-441 Downloads
Guangyan Jia
Particle filtering approximations for a Gaussian-generalized inverse Gaussian model pp. 442-449 Downloads
Marco Ferrante and Nadia Frigo
Partial moment-based sufficient dimension reduction pp. 450-456 Downloads
Jae Keun Yoo
Hazards regression for length-biased and right-censored data pp. 457-465 Downloads
Pao-sheng Shen
Sample size formula for randomized controlled trials with counts of recurrent events pp. 466-472 Downloads
Toshiro Tango
Insurance control for classical risk model with fractional Brownian motion perturbation pp. 473-480 Downloads
H.Y. Zhang, L.H. Bai and A.M. Zhou
Log-level comparison principle for small ball probabilities pp. 481-486 Downloads
Alexander Nazarov
Dependence in failure times due to environmental factors pp. 487-495 Downloads
Esther Frostig and Michel Denuit
A note on Lee discrepancy pp. 496-500 Downloads
Na Zou, Ping Ren and Hong Qin
Random quantiles of the Dirichlet process pp. 501-507 Downloads
Kenneth C. Lichtendahl
The relationship between risk measures and choquet expectations in the framework of g-expectations pp. 508-512 Downloads
Kun He, Mingshang Hu and Zengjing Chen
Assessing global influential observations in modified ridge regression pp. 513-518 Downloads
Aboobacker Jahufer and Chen Jianbao
Global rate results for the MLE in a class of deconvolution models pp. 519-524 Downloads
Stefanie Donauer, Piet Groeneboom and Geurt Jongbloed
Multivariate extremes of generalized skew-normal distributions pp. 525-533 Downloads
Natalia Lysenko, Parthanil Roy and Rolf Waeber
Unfolding the Skorohod reflection of a semimartingale pp. 534-536 Downloads
Vilmos Prokaj
A note on using the estimated versus the known propensity score to estimate the average treatment effect pp. 537-542 Downloads
Babette A. Brumback
On weak approximations of integrals with respect to fractional Brownian motion pp. 543-552 Downloads
Leszek Slominski and Bartosz Ziemkiewicz
Concomitants of order statistics for dependent samples pp. 553-558 Downloads
Ke Wang and H.N. Nagaraja

Volume 79, issue 3, 2009

The influence function of the Stahel-Donoho covariance estimator of smallest outlyingness pp. 275-282 Downloads
M. Debruyne and M. Hubert
The number of players tied for the record pp. 283-288 Downloads
Bennett Eisenberg
Asymptotic distribution of density ratios pp. 289-294 Downloads
Sabrina Antonelli and Giuliana Regoli
A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator pp. 295-303 Downloads
M. Ivette Gomes, Dinis Pestana and Frederico Caeiro
Large deviations for heavy-tailed factor models pp. 304-311 Downloads
Jens Svensson and Boualem Djehiche
On testing for local monotonicity in deconvolution problems pp. 312-319 Downloads
Alexander Meister
Noncommutative Baum-Katz theorems pp. 320-323 Downloads
George Stoica
A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model pp. 324-330 Downloads
Jiandong Ren
An extension of the generalized Birnbaum-Saunders distribution pp. 331-338 Downloads
Héctor W. Gómez, Juan F. Olivares-Pacheco and Heleno Bolfarine
Influence diagnostics for linear models with first-order autoregressive elliptical errors pp. 339-346 Downloads
Gilberto A. Paula, Marcio Medeiros and Filidor E. Vilca-Labra
A comment on a conjecture of N. Wiener pp. 347-348 Downloads
M. Rosenblatt
A note on pasting conditions for the American perpetual optimal stopping problem pp. 349-353 Downloads
Sören Christensen and Albrecht Irle
Unit root tests in the presence of an innovation variance break that has power against the mean break stationary alternative pp. 354-360 Downloads
Amit Sen
Moments of the unbalanced non-central chi-square distribution pp. 361-367 Downloads
Daniel Grau
Necessary and sufficient conditions for non-interaction of a pair of one-sided EWMA schemes with reflecting boundaries pp. 368-374 Downloads
Zhonghua Li, Zhaojun Wang and Zhang Wu
Confidence intervals for limited moments and truncated moments in normal and lognormal models pp. 375-380 Downloads
Ionut Bebu and Thomas Mathew
On the ruin probability for the Cox correlated risk model perturbed by diffusion pp. 381-389 Downloads
Zhaoyang Lu, Wei Xu, Yan Zhang and Yingling Sun
Limit theorems for extremal processes generated by a point process with correlated time and space components pp. 390-395 Downloads
Elisaveta Pancheva, Ivan K. Mitov and Kosto V. Mitov
Log-concavity of generalized order statistics pp. 396-399 Downloads
Huaihou Chen, Hongmei Xie and Taizhong Hu
A new formula for the transient solution of the Erlang queueing model pp. 400-406 Downloads
G.M. Leonenko
On some probabilistic properties of double periodic AR models pp. 407-413 Downloads
Abdelhakim Aknouche and Hafida Guerbyenne
Erratum to: "A note on the proportional hazards model with discontinuous data" [Statist. Probab. Lett. 77 (2007) 735-739] pp. 414-414 Downloads
Qiqing Yu

Volume 79, issue 2, 2009

The geometric convergence rate of the classical change-point estimate pp. 131-137 Downloads
Stergios Fotopoulos
Approximation of the expected error rate in classification of the Gaussian random field observations pp. 138-144 Downloads
Ducinskas, Ke[combining Cedilla]stutis
Branching on a Sierpinski graph pp. 145-154 Downloads
S. Leorato and E. Orsingher
On the relationship of location-independent riskier order to the usual stochastic order pp. 155-157 Downloads
Miguel A. Sordo
Limit theorems for generalized Jirina processes pp. 158-164 Downloads
Yuqiang Li
Semiparametric estimation of regression functions in autoregressive models pp. 165-172 Downloads
Zhuoxi Yu, Dehui Wang and Ningzhong Shi
Analysis of the virtual waiting time in multiphase queues pp. 173-176 Downloads
S. Minkevicius
Stationary distribution of reflected O-U process with two-sided barriers pp. 177-181 Downloads
Lidong Zhang and Chunmei Jiang
Strong uniqueness for a class of singular SDEs for catalytic branching diffusions pp. 182-187 Downloads
Hui He
Central limit theorem for multiple integrals with respect to the empirical process pp. 188-195 Downloads
Hélène Boistard and Eustasio del Barrio
A necessary and sufficient condition for probability measures dominated by g-expectation pp. 196-201 Downloads
Long Jiang
A class of random deviation theorems and the approach of Laplace transform pp. 202-210 Downloads
Gaorong Li, Shuang Chen and Junhua Zhang
On the connectedness of saturated square designs pp. 211-214 Downloads
Xianggui Qu and Theophilus Ogunyemi
Uniform bounds in normal approximation under negatively associated random fields pp. 215-222 Downloads
Guang-hui Cai and Jian-Feng Wang
A CLT for a one-dimensional class cover problem pp. 223-233 Downloads
Pengfei Xiang and John C. Wierman
On hitting times of random walks on trees pp. 234-236 Downloads
José Luis Palacios
Approximate inference for the multinomial logit model pp. 237-242 Downloads
Marie Rekkas
Some Darling-Siegert relationships connected with random flights pp. 243-254 Downloads
V. Cammarota, A. Lachal and E. Orsingher
Convergence of large deviation rates based on a link between wave governed random motions and ruin processes pp. 255-263 Downloads
Claudio Macci
Further investigation into restricted Kalman filtering pp. 264-269 Downloads
Adrian Pizzinga
Complete monotonicity of the entropy in the central limit theorem for gamma and inverse Gaussian distributions pp. 270-274 Downloads
Yaming Yu

Volume 79, issue 1, 2009

Optimal robust M-estimators using divergences pp. 1-5 Downloads
Aida Toma
Inference for mean change-point in infinite variance AR(p) process pp. 6-15 Downloads
Jie Zhou and San Y. Liu
Effect of design-adaptive allocation on inference for a regression parameter: Two-group, single-covariate and double-covariate cases pp. 16-20 Downloads
Mikel Aickin
Ruin problems in a discrete Markov risk model pp. 21-28 Downloads
Hu Yang, Zhimin Zhang and Chunmei Lan
Current k-records and their use in distribution-free confidence intervals pp. 29-37 Downloads
J. Ahmadi, M. Razmkhah and N. Balakrishnan
Estimation of the autoregressive operator by wavelet packets pp. 38-43 Downloads
Algirdas Laukaitis, Olegas Vasilecas and Ricardas Laukaitis
BSDEs driven by Lévy process with enlarged filtration and applications in finance pp. 44-49 Downloads
Mohamed El Otmani
A note on state space representations of locally stationary wavelet time series pp. 50-54 Downloads
Kostas Triantafyllopoulos and G.P. Nason
First order p-variations and Besov spaces pp. 55-62 Downloads
Mathieu Rosenbaum
Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier pp. 63-69 Downloads
Wenquan Yang and Yijun Hu
The perturbed compound Poisson risk model with multi-layer dividend strategy pp. 70-78 Downloads
Hu Yang and Zhimin Zhang
On stationarity and [beta]-mixing of periodic bilinear processes pp. 79-87 Downloads
Abdelouahab Bibi and Radia Lessak
A packing dimension theorem for Gaussian random fields pp. 88-97 Downloads
Yimin Xiao
On estimating the non-centrality parameter of a chi-squared distribution pp. 98-104 Downloads
Qizhai Li, Junjian Zhang and Shuai Dai
Limiting behaviour of moving average processes under [phi]-mixing assumption pp. 105-111 Downloads
Pingyan Chen, Tien-Chung Hu and Andrei Volodin
Cross-validation for comparing multiple density estimation procedures pp. 112-115 Downloads
Heng Lian
On complete convergence for arrays of rowwise negatively associated random variables pp. 116-124 Downloads
Anna Kuczmaszewska
Equivalent processes of total time on test, Lorenz and inverse Lorenz processes pp. 125-130 Downloads
Janusz Kawczak, Reg Kulperger and Hao Yu
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