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Statistics & Probability Letters

1982 - 2021

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

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Volume 76, issue 18, 2006

Limit theorems for self-normalized linear processes pp. 1947-1953 Downloads
Rafal Kulik
On the solvability of infinite horizon forward-backward stochastic differential equations with absorption coefficients pp. 1954-1960 Downloads
Dongmei Guo, Shaolin Ji and Huaizhong Zhao
An example and transition function equicontinuity pp. 1961-1964 Downloads
M. Rosenblatt
Limiting average availability of a system supported by several spares and several repair facilities pp. 1965-1974 Downloads
Jyotirmoy Sarkar and Fang Li
A local invariance principle for Gibbsian fields pp. 1975-1982 Downloads
Emmanuel Nowak and Emmanuel Thilly
Asian options with jumps pp. 1983-1993 Downloads
Ching-Sung Chou and Hsien-Jen Lin
Moment inequalities for sums of products of independent random variables pp. 1994-2000 Downloads
Yang Shanchao
Almost sure convergence of Titterington's recursive estimator for mixture models pp. 2001-2006 Downloads
Shaojun Wang and Yunxin Zhao
Nonparametric estimation of volatility models with serially dependent innovations pp. 2007-2016 Downloads
Christian Dahl and Michael Levine
A class of random deviation theorems for sums of nonnegative stochastic sequence and strong law of large numbers pp. 2017-2026 Downloads
Zhong-zhi Wang
On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays pp. 2027-2035 Downloads
Enkelejd Hashorva

Volume 76, issue 17, 2006

Portmanteau theorem for unbounded measures pp. 1831-1835 Downloads
Mátyás Barczy and Gyula Pap
On convergence of empirical point processes pp. 1836-1844 Downloads
Youri Davydov and Vladimir Egorov
The variance of partial sums of strong near-epoch dependent variables pp. 1845-1854 Downloads
Jin Qiu and Zhengyan Lin
Lorenz ordering of order statistics pp. 1855-1860 Downloads
Subhash Kochar
Fast approximately balanced bootstrap without construction pp. 1861-1872 Downloads
C. Devon Lin, Wilson W. Lu and R.R. Sitter
Small ball probabilities for jump Lévy processes from the Wiener domain of attraction pp. 1873-1881 Downloads
Elena Shmileva
Conditional natural exponential families pp. 1882-1888 Downloads
Afif Masmoudi
An efficient method for identifying clear effects in blocked fractional factorial designs pp. 1889-1894 Downloads
Mingyao Ai and Shuyuan He
A note on g-expectation with comonotonic additivity pp. 1895-1903 Downloads
Long Jiang
Convergence in variation of the joint laws of multiple Wiener-Itô integrals pp. 1904-1913 Downloads
Jean-Christophe Breton
Superposition of renewal processes and an application to multi-server queues pp. 1914-1924 Downloads
Offer Kella and Wolfgang Stadje
Asymptotic properties of estimators in age-period-cohort analysis pp. 1925-1929 Downloads
Wenjiang J. Fu and Peter Hall
Notes on Pearson residuals and weighted likelihood estimating equations pp. 1930-1934 Downloads
Claudio Agostinelli
Gnedenko-Raikov's theorem, central limit theory, and the weak law of large numbers pp. 1935-1939 Downloads
Allan Gut
An adaptive design for clinical trials with non-dichotomous response and prognostic factors pp. 1940-1946 Downloads
José A. Moler, Fernando Plo and Miguel San Miguel

Volume 76, issue 16, 2006

Information loss from censoring in rank-based procedures pp. 1705-1713 Downloads
Johan Lim, Sungim Lee and Hyungwon Choi
Convergence rates for the law of large numbers for arrays pp. 1714-1722 Downloads
Víctor Hernández and Henar Urmeneta
Seat excess variances of apportionment methods for proportional representation pp. 1723-1730 Downloads
Udo Schwingenschlögl and Mathias Drton
The p-values of the hypothesis testing about relative risks pp. 1731-1734 Downloads
Baibing Li
Robust prediction limits based on M-estimators pp. 1735-1740 Downloads
F. Giummolè and L. Ventura
Robust estimation in the simple errors-in-variables model pp. 1741-1747 Downloads
M. Fekri and Anne Ruiz-Gazen
A note on the distance in random recursive trees pp. 1748-1755 Downloads
Chun Su, Jie Liu and Qunqiang Feng
Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes pp. 1756-1760 Downloads
Anton Schick and Wolfgang Wefelmeyer
A generalized Dirichlet model pp. 1761-1767 Downloads
Seemon Thomas and Joy Jacob
On some efficient partial diallel cross designs pp. 1768-1774 Downloads
Himadri Ghosh, Ashish Das and C.K. Midha
On probabilistic properties of conditional medians and quantiles pp. 1775-1780 Downloads
Yashowanto N. Ghosh and Bhramar Mukherjee
The limit process of the difference between the empirical distribution function and its concave majorant pp. 1781-1786 Downloads
Vladimir N. Kulikov and Hendrik P. Lopuhaä
Precise asymptotics for a new kind of complete moment convergence pp. 1787-1799 Downloads
Weidong Liu and Zhengyan Lin
Masking effects on linear regression in multi-class classification pp. 1800-1807 Downloads
Chunming Zhang and Haoda Fu
Reflecting thoughts pp. 1808-1811 Downloads
Offer Kella
Finite time ruin probability with heavy-tailed insurance and financial risks pp. 1812-1820 Downloads
Yu Chen and Chun Su
Empirical Bayes estimation of the guarantee lifetime in a two-parameter exponential distribution pp. 1821-1829 Downloads
Wen-Tao Huang and Hui-Hsin Huang

Volume 76, issue 15, 2006

A new class of scale free random graphs pp. 1587-1593 Downloads
Zsolt Katona and Tamás F. Móri
On optimal kernel choice for deconvolution pp. 1594-1602 Downloads
Aurore Delaigle and Peter Hall
Every random variable satisfies a certain nontrivial integrability condition pp. 1603-1606 Downloads
José A. Adell and Alberto Lekuona
Stationary distributions in the atom-on-demand problem pp. 1607-1616 Downloads
Ionut Bebu and Andrew L. Rukhin
A class of distribution functions with less bias in extreme value estimation pp. 1617-1624 Downloads
Laurens de Haan and Luisa Canto e Castro
On the almost sure convergence of Syracuse sequences pp. 1625-1630 Downloads
Alain Slakmon and Luc Macot
On complete convergence for arrays pp. 1631-1640 Downloads
Victor M. Kruglov, Andrei I. Volodin and Tien-Chung Hu
Some properties of misspecified additive hazards models pp. 1641-1646 Downloads
Satoshi Hattori
A small-sample criterion based on Kullback's symmetric divergence for vector autoregressive modeling pp. 1647-1654 Downloads
Bezza Hafidi
Asymptotic distribution of the Yule-Walker estimator for INAR(p) processes pp. 1655-1663 Downloads
Isabel Silva and M. Eduarda Silva
The classical bi-Poisson process: An invertible quadratic harness pp. 1664-1674 Downloads
Wlodzimierz Bryc and Jacek Wesolowski
Nonparametric predictive subset selection for proportions pp. 1675-1684 Downloads
F.P.A. Coolen and P. Coolen-Schrijner
Proportional hazards models for survival data with long-term survivors pp. 1685-1693 Downloads
Xiaobing Zhao and Xian Zhou
Exact moments and probabilities for Wei's urn randomization model pp. 1694-1700 Downloads
Neal L. Oden and Matthew J. McIntosh
Lack-of-fit-efficiently optimal designs to estimate the highest coefficient of a polynomial with large degree pp. 1701-1704 Downloads
Wolfgang Bischoff and Frank Miller

Volume 76, issue 14, 2006

On the regular variation of elliptical random vectors pp. 1427-1434 Downloads
Enkelejd Hashorva
Max-semi-selfdecomposable laws and related processes pp. 1435-1440 Downloads
S. Satheesh and E. Sandhya
Adaptive minimax estimation of a fractional derivative pp. 1441-1448 Downloads
Farida Enikeeva
A note on large deviations for weak records pp. 1449-1453 Downloads
Ismihan Bairamov and Alexei Stepanov
Limit theorems for the ratio of weak records pp. 1454-1464 Downloads
A. Dembinska and A. Stepanov
Continuity corrections for integer-valued saddlepoint approximations pp. 1465-1469 Downloads
Thomas Fung and John Robinson
On the extremal dependence coefficient of multivariate distributions pp. 1470-1481 Downloads
Gabriel Frahm
A weighted central limit theorem pp. 1482-1487 Downloads
Michel Weber
A new class of skew-Cauchy distributions pp. 1488-1493 Downloads
J. Behboodian, A. Jamalizadeh and N. Balakrishnan
The Bickel-Rosenblatt test for diffusion processes pp. 1494-1502 Downloads
Sangyeol Lee
A sufficient condition for the CLT in the space of nuclear operators--Application to covariance of random functions pp. 1503-1509 Downloads
André Mas
A convexity property of the median of the gamma distribution pp. 1510-1513 Downloads
Horst Alzer
Compensator and exponential inequalities for some suprema of counting processes pp. 1514-1521 Downloads
P. Reynaud-Bouret
On the monotonicity of a function related to the local time of a symmetric Lévy process pp. 1522-1528 Downloads
Renming Song and Zoran Vondracek
Graphical comparison of multivariate nonparametric location tests for restricted alternatives pp. 1529-1535 Downloads
Michael Vock
Estimation of the stationary distribution of semi-Markov processes with Borel state space pp. 1536-1542 Downloads
N. Limnios
Multivariate partially linear models pp. 1543-1549 Downloads
Beatriz Pateiro-López and Wenceslao González-Manteiga
The strong law under a semiparametric model for truncated and censored data pp. 1550-1558 Downloads
Liuquan Sun
Existence of the solutions of backward-forward SDE's with continuous monotone coefficients pp. 1559-1569 Downloads
Fabio Antonelli and Hamadène, SaI¨d
Allocating factors to the columns of an orthogonal array when certain interactions are important pp. 1570-1577 Downloads
Ashish Das, Aloke Dey and Chand K. Midha
Karhunen-Loeve expansion of spherical fractional Brownian motions pp. 1578-1583 Downloads
Jacques Istas

Volume 76, issue 13, 2006

Precise asymptotics in complete moment convergence of moving-average processes pp. 1305-1315 Downloads
Li Yun-Xia
Maximum scan score-type statistics pp. 1316-1322 Downloads
Joseph Glaz and Zhenkui Zhang
On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process pp. 1323-1330 Downloads
Ji-Chun Liu
Fitting MA(q) models in the closed invertible region pp. 1331-1334 Downloads
Y. Zhang and A.I. McLeod
Robust estimators of high order derivatives of regression functions pp. 1335-1344 Downloads
Graciela Boente and Daniela Rodriguez
A new method for hypotheses testing using spacings pp. 1345-1347 Downloads
Hamzeh Torabi
Identifying influential observations in logistic discriminant analysis pp. 1348-1355 Downloads
Wai-Yin Poon
Probabilistic analysis of maximal gap and total accumulated length in interval division pp. 1356-1363 Downloads
Yoshiaki Itoh, Hosam Mahmoud and Robert Smythe
On Lévy measures for infinitely divisible natural exponential families pp. 1364-1368 Downloads
Célestin C. Kokonendji and Mohamed Khoudar
Optimum designs for optimum mixtures pp. 1369-1379 Downloads
Manisha Pal and Nripes K. Mandal
Testing for cointegration in the presence of mis-specified structural change pp. 1380-1384 Downloads
Steven Cook
Model checks of higher order time series pp. 1385-1396 Downloads
W. Stute, M. Presedo Quindimil, W. González Manteiga and H.L. Koul
Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process pp. 1397-1409 Downloads
Jaya P.N. Bishwal
On the correlation order pp. 1410-1416 Downloads
Zhang Yi and Chengguo Weng
A note on optimal stopping for possible change in the intensity of an ordinary Poisson process pp. 1417-1425 Downloads
Marlo Brown and Shelemyahu Zacks

Volume 76, issue 12, 2006

Berry-Esséen bound for high dimensional asymptotic approximation of Wilks' Lambda distribution pp. 1191-1200 Downloads
Vladimir V. Ulyanov, Hirofumi Wakaki and Yasunori Fujikoshi
Asymptotic fluctuations of mutagrams pp. 1201-1210 Downloads
Hans-Georg Müller and Newton Wai
The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate pp. 1211-1218 Downloads
H.Y. Zhang, Ming Zhou and J.Y. Guo
Extended constructions of stationary autoregressive processes pp. 1219-1224 Downloads
Michael K. Pitt and Stephen G. Walker
On nonparametric maximum likelihood for a class of stochastic inverse problems pp. 1225-1237 Downloads
ChafaI¨, Djalil and Jean-Michel Loubes
The Bahadur representation for sample quantiles under weak dependence pp. 1238-1244 Downloads
Shuxia Sun
Incomplete split-plot designs generated from [alpha]-resolvable designs pp. 1245-1254 Downloads
Kazuhiro Ozawa and Shinji Kuriki
Product formula and independence criterion for multiple Huang-Cambanis integrals pp. 1255-1260 Downloads
Sébastien Chivoret and Anna Amirdjanova
On convergence rate of the Shannon entropy rate of ergodic Markov chains via sample-path simulation pp. 1261-1264 Downloads
Hyeong Soo Chang
On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model pp. 1265-1272 Downloads
Yongge Tian and Douglas P. Wiens
Cumulative distribution functions and moments of lattice polynomials pp. 1273-1279 Downloads
Jean-Luc Marichal
On the sum of t and Gaussian random variables pp. 1280-1286 Downloads
Guy P. Nason
Bootstrapping MM-estimators for linear regression with fixed designs pp. 1287-1297 Downloads
Matias Salibian-Barrera
On minimum Kantorovich distance estimators pp. 1298-1302 Downloads
Federico Bassetti, Antonella Bodini and Eugenio Regazzini
Local approximation of variograms by covariance functions pp. 1303-1304 Downloads
Martin Schlather and Tilmann Gneiting

Volume 76, issue 11, 2006

On the dual reliability systems of (n,f,k) and pp. 1081-1088 Downloads
Lirong Cui, Way Kuo, Jinlin Li and Min Xie
On the irregular behavior of LS estimators for asymptotically singular designs pp. 1089-1096 Downloads
Andrej Pázman and Luc Pronzato
A link between the Matsumoto-Yor property and an independence property on trees pp. 1097-1101 Downloads
Angelo Efoévi Koudou
Semi-functional partial linear regression pp. 1102-1110 Downloads
Germán Aneiros-Pérez and Philippe Vieu
When does E(Xk·Yl)=E(Xk)·E(Yl) imply independence? pp. 1111-1116 Downloads
Torben Maack Bisgaard and Zoltán Sasvári
Nonparametric estimation of the maximum hazard under dependence conditions pp. 1117-1124 Downloads
A. Quintela-del-Río
Asymptotic normality for U-statistics of negatively associated random variables pp. 1125-1131 Downloads
Wei Huang and Lin-Xi Zhang
On a problem of Simons and Johnson pp. 1132-1136 Downloads
Tapas Kumar Chandra
Consistency and asymptotic normality of the maximum likelihood estimates in reproductive dispersion linear models pp. 1137-1146 Downloads
Tian Xia, Nian-Sheng Tang and Xue-Ren Wang
Association in time of a vector valued process pp. 1147-1155 Downloads
A.D. Dharamadhikari and Isha Dewan
Nonparametric estimation for quadratic regression pp. 1156-1163 Downloads
Samprit Chatterjee and Ingram Olkin
An asymptotic estimate for Brownian motion with drift pp. 1164-1169 Downloads
Paul McGill
On the conservativeness of posterior predictive p-values pp. 1170-1174 Downloads
Fredrik Andreas Dahl
Almost sure max-limits for nonstationary Gaussian sequence pp. 1175-1184 Downloads
Shouquan Chen and Zhengyan Lin
A note on moment generating functions pp. 1185-1189 Downloads
A. Mukherjea, M. Rao and S. Suen

Volume 76, issue 10, 2006

On the maximum of randomly weighted sums with regularly varying tails pp. 971-975 Downloads
Yiqing Chen, Kai W. Ng and Xiangsheng Xie
Unbiasedness on rays of the tests of locations of homogeneous means in isotonic regression pp. 976-980 Downloads
Xiaomi Hu
Laws of large numbers for D[0,1] pp. 981-985 Downloads
Paul H. Bezandry
A sign test for unit roots in a momentum threshold autoregressive process pp. 986-990 Downloads
Soo Jung Park and Dong Wan Shin
Likelihood-look-ahead inference on the equilibrium distribution of Markov chains pp. 991-1000 Downloads
Gilda Garibotti, John V. Tsimikas and Joseph Horowitz
Computing the covariance matrix of QML estimators for a state space model pp. 1001-1006 Downloads
Demetrios Papanastassiou
A note on minimum aberration and clear criteria pp. 1007-1011 Downloads
Peng-Fei Li, Bao-Jiang Chen, Min-Qian Liu and Run-Chu Zhang
On the generalization of Stein's Lemma for elliptical class of distributions pp. 1012-1016 Downloads
Zinoviy Landsman
A new test for stochastic order of k[greater-or-equal, slanted]3 ordered multinomial populations pp. 1017-1024 Downloads
Arthur Cohen, John Kolassa and H.B. Sackrowitz
A note on recurrent random walks pp. 1025-1031 Downloads
Dimitrios Cheliotis
On optimal schemes in progressive censoring pp. 1032-1036 Downloads
M. Burkschat, E. Cramer and U. Kamps
Nonparametric regression under alternative data environments pp. 1037-1046 Downloads
Abdoul G. Sam and Alan Ker
A novel class of bivariate max-stable distributions pp. 1047-1055 Downloads
Enkelejd Hashorva
Moderate deviations of maximum likelihood estimator for independent not identically distributed case pp. 1056-1064 Downloads
Zhihong Xiao and Luqin Liu
On the joint distribution of runs in the sequence of Markov-dependent multi-state trials pp. 1065-1074 Downloads
R.L. Shinde and K.S. Kotwal
A note on unit root tests with heavy-tailed GARCH errors pp. 1075-1079 Downloads
Gaowen Wang

Volume 76, issue 9, 2006

Tail asymptotics of the nth convolution of super-exponential distributions pp. 861-870 Downloads
A. Nagaev and G. Tsitsiashvili
Quadratic forms of multivariate skew normal-symmetric distributions pp. 871-879 Downloads
Wen-Jang Huang and Yan-Hau Chen
Properties of proportional mean residual life model pp. 880-890 Downloads
Asok K. Nanda, Subarna Bhattacharjee and S.S. Alam
A note on the simple random walk on: Probability of exiting sequences of sets pp. 891-897 Downloads
Stanislav Volkov
PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables pp. 898-906 Downloads
Akio Namba and Kazuhiro Ohtani
On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion pp. 907-912 Downloads
Ivan Nourdin and Thomas Simon
An optimal completion of the product limit estimator pp. 913-919 Downloads
Zhiqiang Chen and Eswar Phadia
Weighted least squares estimation of the extreme value index pp. 920-930 Downloads
Jürg Hüsler, Deyuan Li and Samuel Müller
On the non-negative first-order exponential bilinear time series model pp. 931-938 Downloads
I. Pereira and M.G. Scotto
On relative ordering of mean residual lifetime functions pp. 939-944 Downloads
Maxim Finkelstein
An inverse problem for a class of continuous distributions with skewness pp. 945-951 Downloads
G.G. Hamedani and H. Volkmer
Semi-parametric estimation for a semi-Markov process with left-truncated and right-censored observations pp. 952-958 Downloads
Odile Pons
Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors pp. 959-969 Downloads
G. Jogesh Babu and Yogendra P. Chaubey

Volume 76, issue 8, 2006

When transition count for a Markov chains is a complete sufficient statistic pp. 757-763 Downloads
Adam Paszkiewicz
Inverse Box-Cox: The power-normal distribution pp. 764-772 Downloads
Jade Freeman and Reza Modarres
On estimation with weighted balanced-type loss function pp. 773-780 Downloads
Mohammad Jafari Jozani, Éric Marchand and Ahmad Parsian
On the Whittle estimators for some classes of continuous-parameter random processes and fields pp. 781-795 Downloads
N.N. Leonenko and L.M. Sakhno
Invariant measures for jump-type Fleming-Viot processes pp. 796-802 Downloads
Telles T. da Silva and Marcelo D. Fragoso
Halton and Hammersley sequences in multivariate nonparametric regression pp. 803-812 Downloads
Ewaryst Rafajlowicz and Rainer Schwabe
A note on the generalized maximum likelihood estimator in partial Koziol-Green model pp. 813-820 Downloads
Haimeng Zhang and M. Bhaskara Rao
A note on jump-type Fleming-Viot processes pp. 821-830 Downloads
Telles T. da Silva and Marcelo D. Fragoso
The moment index of minima (II) pp. 831-837 Downloads
D.J. Daley and Charles M. Goldie
Probability matching property of adjusted likelihoods pp. 838-842 Downloads
In Hong Chang and Rahul Mukerjee
A general approach rate to the strong law of large numbers pp. 843-851 Downloads
Hu Shuhe and Hu Ming
Asymptotically efficient estimates for nonparametric regression models pp. 852-860 Downloads
L. Galtchouk and Sergey Pergamenshchikov

Volume 76, issue 7, 2006

A-optimal chemical balance weighing design with nonhomogeneity of variances of errors pp. 653-665 Downloads
Bronislaw Ceranka, Malgorzata Graczyk and Krystyna Katulska
Distributions in the Ehrenfest process pp. 666-674 Downloads
Srinivasan Balaji, Hosam M. Mahmoud and Osamu Watanabe
Operator semi-self-similar processes and their space-scaling matrices pp. 675-681 Downloads
Tatsuhiko Saigo and Yozo Tamura
A function arising in the estimation of unobserved probability pp. 682-688 Downloads
H. Radjavi and C.C.A. Sastri
Consistency of the reduced bootstrap for sample means pp. 689-697 Downloads
M.D. Jiménez-Gamero, J. Muñoz-García and M.D. Cubiles-de-la-Vega
On a connection between the Bradley-Terry model and the Cox proportional hazards model pp. 698-702 Downloads
Yuhua Su and Mai Zhou
Extreme values and entire functions of finite order pp. 703-708 Downloads
Slavko Simic
Goodness-of-fit testing in interval censoring case 1 pp. 709-718 Downloads
Hira L. Koul and Tingting Yi
Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring pp. 719-728 Downloads
John W. Lau
Limiting availability of system with non-identical lifetime distributions and non-identical repair time distributions pp. 729-736 Downloads
Jie Mi
Negative ageing property of random sum pp. 737-742 Downloads
Gang Li, Kan Cheng and Xiaoyue Jiang
On the distribution of a statistic arising in exact simultaneous confidence bands pp. 743-747 Downloads
Xiaojing Lu
A supplement to the complete convergence pp. 748-754 Downloads
Liu Weidong and Lin Zhengyan

Volume 76, issue 6, 2006

Minimax estimation of a bounded parameter of a discrete distribution pp. 547-554 Downloads
Éric Marchand and Ahmad Parsian
Superposition of renewal processes with heavy-tailed interarrival times pp. 555-561 Downloads
Kosto V. Mitov and Nikolay M. Yanev
Blockwise bootstrap testing for stationarity pp. 562-570 Downloads
Zacharias Psaradakis
Approximation of the principal components analysis of a stationary function pp. 571-578 Downloads
Alain Boudou
A strong uniform convergence rate of kernel conditional quantile estimator under random censorship pp. 579-586 Downloads
Ould-SaI¨d, Elias
Preservation of classes of life distributions and stochastic orders under weighting pp. 587-596 Downloads
Jaroslaw Bartoszewicz and Magdalena Skolimowska
Balanced residual treatment effects designs of first and second order pp. 597-600 Downloads
M.L. Aggarwal, Lih-Yuan Deng and Mithilesh Kumar Jha
An optimal stopping problem in a diffusion-type model with delay pp. 601-608 Downloads
Pavel V. Gapeev and Markus Reiss
Mixture periodic autoregressive time series models pp. 609-618 Downloads
Q. Shao
The modes of a negative multinomial distribution pp. 619-624 Downloads
Françoise Le Gall
The moments of SETARMA models pp. 625-633 Downloads
Alessandra Amendola, Marcella Niglio and Cosimo Damiano Vitale
Minimum projection uniformity criterion and its application pp. 634-640 Downloads
Shangli Zhang and Hong Qin
Unit roots: Periodogram ordinate pp. 641-651 Downloads
B.B. Bhattacharyya, G.D. Richardson and P.V. Flores

Volume 76, issue 5, 2006

Stationary bivariate minification processes pp. 439-445 Downloads
Miroslav M. Ristic
General Harris regularity criterion for non-linear Markov branching processes pp. 446-452 Downloads
Anyue Chen, Junping Li and N.I. Ramesh
Stochastic structure of asymptotic quantization errors pp. 453-464 Downloads
Mykola Shykula and Oleg Seleznjev
On the concentration phenomenon for [phi]-subgaussian random elements pp. 465-469 Downloads
Rita Giuliano Antonini, Tien-Chung Hu and Andrei Volodin
Model misspecification effects in clustered count data analysis pp. 470-478 Downloads
Vandna Jowaheer
Expressions for the normal distribution and repeated normal integrals pp. 479-487 Downloads
C.S. Withers and P.N. McGavin
Stochastic ordering of bivariate elliptical distributions pp. 488-494 Downloads
Zinoviy Landsman and Andreas Tsanakas
A stochastic equation for the law of the random Dirichlet variance pp. 495-502 Downloads
I. Epifani, A. Guglielmi and E. Melilli
A converse to precise asymptotic results pp. 503-506 Downloads
Deli Li and Aurel Spataru
Some moment relationships for skew-symmetric distributions pp. 507-512 Downloads
Dale Umbach
A new method for estimating variance from data imputed with ratio method of imputation pp. 513-519 Downloads
Raghunath Arnab and Sarjinder Singh
Consistent linear model selection pp. 520-530 Downloads
Meng Zhao and K.B. Kulasekera
Almost sure convergence of stochastic gradient processes with matrix step sizes pp. 531-536 Downloads
Jean-Marie Monnez
On the Fisher information in record data pp. 537-545 Downloads
N. Balakrishnan and A. Stepanov

Volume 76, issue 4, 2006

Width-scaled confidence bands for survival functions pp. 327-339 Downloads
Ian W. McKeague and Yichuan Zhao
Wild bootstrap estimation in partially linear models with heteroscedasticity pp. 340-348 Downloads
Jinhong You and Gemai Chen
On sampling stationary autoregressive model parameters uniformly in r2 value pp. 349-352 Downloads
L.J. Fitzgibbon
A non-linear conditional probability model for generating correlated binary data pp. 353-361 Downloads
Patrick J. Farrell and Brajendra C. Sutradhar
Continuous time Markov chains observed on an alternating renewal process with exponentially distributed durations pp. 362-368 Downloads
Wenyaw Chan and Nan Fu Peng
An inequality involving correlations pp. 369-372 Downloads
A.R. Nematollahi and A.R. Soltani
Modified balanced circular systematic sampling pp. 373-383 Downloads
Ching-Ho Leu and Fei-Fei Kao
Confidence regions for the ratio of percentiles pp. 384-392 Downloads
Li-Fei Huang and Richard A. Johnson
Dimension reduction via marginal high moments in regression pp. 393-400 Downloads
Xiangrong Yin and R. Dennis Cook
Fluctuation limit theorems of immigration superprocesses with small branching pp. 401-411 Downloads
Zenghu Li and Mei Zhang
Empirical likelihood for semiparametric varying-coefficient partially linear regression models pp. 412-422 Downloads
Jinhong You and Yong Zhou
Three random variable transformations giving Heisenberg-type uncertainty relations pp. 423-430 Downloads
Roberto D'Angiò
On the consistency of kernel density estimates under modality constraints pp. 431-437 Downloads
A. Futschik and E. Isogai

Volume 76, issue 3, 2006

Rates of convergence of an adaptive kernel density estimator for finite mixture models pp. 221-230 Downloads
R.J. Karunamuni, T.N. Sriram and JunJie Wu
On risk dependence and mrl ordering pp. 231-243 Downloads
Esther Frostig
Penalized likelihood hazard estimation: Efficient approximation and Bayesian confidence intervals pp. 244-254 Downloads
Pang Du and Chong Gu
An improved likelihood ratio test for varying dispersion in exponential family nonlinear models pp. 255-265 Downloads
Audrey H.M.A. Cysneiros and Silvia L.P. Ferrari
On the use of three level orthogonal arrays in robust parameter design pp. 266-273 Downloads
E. Kolaiti and C. Koukouvinos
Non-isomorphic orthogonal arrays obtained by juxtaposition pp. 274-279 Downloads
H. Evangelaras, E. Kolaiti and C. Koukouvinos
Almost sure versions of the Darling-Erdös theorem pp. 280-290 Downloads
István Berkes and Michel Weber
On the performance of the DHF tests against nonstationary alternatives pp. 291-297 Downloads
Tomás del Barrio Castro
Approximation of distributions pp. 298-303 Downloads
Nacereddine Belili and Henri Heinich
Resolving the tail instability in weighted log-rank statistics for clustered survival data pp. 304-309 Downloads
Michael R. Kosorok and Ronald E. Gangnon
Least squares estimation for critical random coefficient first-order autoregressive processes pp. 310-317 Downloads
S.Y. Hwang, I.V. Basawa and Tae Yoon Kim
Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals pp. 318-326 Downloads
V. Seetha Lekshmi and K.K. Jose

Volume 76, issue 2, 2006

A note on quantile estimation for long-range dependent stochastic processes pp. 109-116 Downloads
É. Youndjé and P. Vieu
Prediction of kth records pp. 117-127 Downloads
Monika Klimczak
Prediction for some processes related to a fractional Brownian motion pp. 128-134 Downloads
T.E. Duncan
A note on the extremes of a particular moving average count data model pp. 135-141 Downloads
Andreia Hall and Orlando Moreira
Goodness-of-fit methods for the bipolar Watson distribution defined on the hypersphere pp. 142-152 Downloads
Adelaide Figueiredo and Paolo Gomes
Empirical likelihood for NA series pp. 153-160 Downloads
Junjian Zhang
Orthogonal multiple contrast test for testing monotone on the average pp. 161-168 Downloads
J. Peng, C.I.C. Lee, L. Liu and J. Jiang
Empirical likelihood for the difference of two survival functions under right censorship pp. 169-181 Downloads
Junshan Shen and Shuyuan He
Estimation in a change-point hazard regression model pp. 182-190 Downloads
Jean-François Dupuy
An extension of almost sure central limit theory pp. 191-202 Downloads
Siegfried Hörmann
Sufficient and necessary condition for the convergence of stochastic approximation algorithms pp. 203-210 Downloads
Neiping Chen, Wenbin Liu and Jianfeng Feng
Asymptotic normality of an adaptive kernel density estimator for finite mixture models pp. 211-220 Downloads
R.J. Karunamuni, T.N. Sriram and JunJie Wu

Volume 76, issue 1, 2006

An occupancy distribution arising in a limiting dilution assay for HIV-1 pp. 1-9 Downloads
Daniel Zelterman
On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model pp. 10-18 Downloads
Christian Genest, Jean-François Quessy and Bruno Remillard
Exact likelihood ratio scale and homogeneity testing of some loss processes pp. 19-26 Downloads
Milan Stehlík
Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression pp. 27-34 Downloads
Dimitrios Vougas
Comments on the rate of convergence to asymptotic independence between order statistics pp. 35-38 Downloads
H.M. Barakat
Approximation of the posterior density for diffusion processes pp. 39-44 Downloads
J.A. Cano, M. Kessler and D. Salmerón
Heavy points of a d-dimensional simple random walk pp. 45-57 Downloads
Endre Csáki, Antónia Földes and Pál Révész
On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications pp. 58-68 Downloads
Chafik Bouhaddioui and Roch Roy
Some new tests for normality based on U-processes pp. 69-82 Downloads
Miguel A. Arcones and Yishi Wang
Minimax regret comparison of hard and soft thresholding for estimating a bounded normal mean pp. 83-92 Downloads
Bernd Droge
Sieves estimator of the operator of a functional autoregressive process pp. 93-108 Downloads
Tahar Mourid and Nawel Bensmain
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