Statistics & Probability Letters

1982 - 2025

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

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Volume 81, issue 12, 2011

Representation of Downton’s bivariate exponential random vector and its applications pp. 1743-1750

Bara Kim and Jeongsim Kim

Simultaneous estimation of negative binomial dispersion parameters pp. 1751-1755

Nels Grevstad

Correction in Bayesian nonparametric estimation in a series system or a competing-risk model pp. 1756-1759

A. Polpo and D. Sinha

Generalization of ℓ1 constraints for high dimensional regression problems pp. 1760-1765

Pierre Alquier and Mohamed Hebiri

Hidden Markov partition models pp. 1766-1770

Alessio Farcomeni

On the number of groups in clustering pp. 1771-1781

Aurélie Fischer

A class of probability distribution functions preserving the packing dimension pp. 1782-1791

Jinjun Li

A lack-of-fit test in Tobit errors-in-variables regression models pp. 1792-1801

Weixing Song and Weixin Yao

Nonparametric estimation of the log odds ratio for sparse data by kernel smoothing pp. 1802-1807

Ziqi Chen, Ning-Zhong Shi and Wei Gao

A remark on the law of the logarithm for weighted sums of random variables with multidimensional indices pp. 1808-1812

Pingyan Chen and Chunyan Hao

On a generalized mixture of standard normal and skew normal distributions pp. 1813-1821

C.satheesh Kumar and M.R. Anusree

Acknowledgement of priority to: “Universal residuals: A multivariate transformation. Statistics & Probability Letters 27, 2007, 1473–1478” pp. 1822-1822

A.E. Brockwell

A note on two measures of dependence pp. 1823-1826

Richard C. Bradley

Limiting behavior of the search cost distribution for the move-to-front rule in the stable case pp. 1827-1832

Fabrizio Leisen, Antonio Lijoi and Christian Paroissin

Distribution-free monitoring of univariate processes pp. 1833-1840

Peihua Qiu and Zhonghua Li

Optimality of the threshold dividend strategy for the compound Poisson model pp. 1841-1846

Chuancun Yin and Kam Chuen Yuen

Weak consistency of the Support Vector Machine Quantile Regression approach when covariates are functions pp. 1847-1858

Christophe Crambes, Ali Gannoun and Yousri Henchiri

Convergence in distribution of point processes on Polish spaces to a simple limit pp. 1859-1861

Lisa D. Peterson

Portfolio separation properties of the skew-elliptical distributions, with generalizations pp. 1862-1866

Nils Framstad

A conservative estimator for the proportion of false nulls based on Dvoretzky, Kiefer and Wolfowitz inequality pp. 1867-1870

Alessio Farcomeni and Simona Pacillo

Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence pp. 1871-1875

Justin Rory Wishart

The tail probability of the product of dependent random variables from max-domains of attraction pp. 1876-1882

Yingying Yang, Shuhe Hu and Tao Wu

The strong law of large numbers and the Shannon–McMillan theorem for nonhomogeneous Markov chains indexed by a Cayley tree pp. 1883-1890

Yan Dong, Weiguo Yang and Jianfang Bai

The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails pp. 1891-1898

Xiaodong Bai and Lixin Song

Time-changed Poisson processes pp. 1899-1910

A. Kumar, Erkan Nane and P. Vellaisamy

Lower and upper bounds of large deviation for sums of subexponential claims in a multi-risk model pp. 1911-1919

Dawei Lu

Consistency of spike and slab regression pp. 1920-1928

Hemant Ishwaran and J. Sunil Rao

On the fractional counterpart of the higher-order equations pp. 1929-1939

D’Ovidio, Mirko

Deviations of discrete distributions and a question of Móri pp. 1940-1944

Kenneth S. Berenhaut, John V. Baxley and Robert G. Lyday

Sharp maximal inequality for nonnegative martingales pp. 1945-1952

Adam Osȩkowski

Analytic and numerical analysis of some statistical features of fragmentation processes pp. 1953-1960

M. Ghorbel

Parameter estimation for first-order bifurcating autoregressive processes with Weibull innovations pp. 1961-1969

Chenhua Zhang

Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps pp. 1970-1977

Jing Cui, Litan Yan and Xichao Sun

Asymptotic limit properties of the occupation measure for a transient Brownian sheet pp. 1978-1985

Huonan Lin and Jian Wang

Robust estimation for nonparametric generalized regression pp. 1986-1994

Ana M. Bianco, Graciela Boente and Susana Sombielle

Invariant dependence structures and Archimedean copulas pp. 1995-2003

Fabrizio Durante, Piotr Jaworski and Radko Mesiar

Spurious regression and lurking variables pp. 2004-2010

Lizeth García-Belmonte and Daniel Ventosa-Santaulària

Some inequalities for absolute moments pp. 2011-2015

N.G. Ushakov

Ageing concepts: An approach based on quantile function pp. 2016-2025

N. Unnikrishnan Nair and B. Vineshkumar

A note on eigenvalues of random block Toeplitz matrices with slowly growing bandwidth pp. 2026-2029

Yi-Ting Li, Dang-Zheng Liu, Xin Sun and Zheng-Dong Wang

Volume 81, issue 11, 2011

Large deviations for the radial processes of the Brownian motions on hyperbolic spaces pp. 1561-1564

Masatake Hirao

Concentration of measure for the number of isolated vertices in the Erdos-Rényi random graph by size bias couplings pp. 1565-1570

Subhankar Ghosh, Larry Goldstein and Martin Raic

A uniform asymptotic expansion for weighted sums of exponentials pp. 1571-1579

J.S.H. van Leeuwaarden and N.M. Temme

Preliminary test estimation for spectra pp. 1580-1587

Yusuke Maeyama, Kenichiro Tamaki and Masanobu Taniguchi

Least squares estimators of the regression function with twice censored data pp. 1588-1593

K. Kebabi, I. Laroussi and F. Messaci

Characterizations of bivariate models using dynamic Kullback-Leibler discrimination measures pp. 1594-1598

J. Navarro, S.M. Sunoj and M.N. Linu

Likelihood ratio tests for continuous monotone hazards with an unknown change point pp. 1599-1603

M.R. Williams and D. Kim

Fluctuation limits of site-dependent branching systems in critical and large dimensions pp. 1604-1611

Yuqiang Li

Estimation for a class of nonstationary processes pp. 1612-1622

Keh-Shin Lii and Murray Rosenblatt

A Central Limit Theorem for linear random fields pp. 1623-1626

Atul Mallik and Michael Woodroofe

On periodically isotonic climate change pp. 1627-1634

Gang Shen

Estimates of low bias for the multivariate normal pp. 1635-1647

Christopher S. Withers and Saralees Nadarajah

On infinitely divisible distributions with light tails of Lévy measures pp. 1648-1653

Michael Braverman

Uniform convergence of nonparametric regressions in competing risk models with right censoring pp. 1654-1663

Laurent Bordes and Kossi Essona Gneyou

Selfdecomposability of moving average fractional Lévy processes pp. 1664-1669

Serge Cohen and Makoto Maejima

The bivariate normal copula function is regularly varying pp. 1670-1676

Thomas Fung and Eugene Seneta

Some new results on unimodality of generalized order statistics and their spacings pp. 1677-1682

Mahdi Alimohammadi and Mohammad Hossein Alamatsaz

The packing indices for some Lévy processes pp. 1683-1689

Jing Zheng, Zhengyan Lin and Changqing Tong

Khasminskii-type theorems for stochastic functional differential equations with infinite delay pp. 1690-1694

Fuke Wu and Shigeng Hu

Deriving and comparing the distribution for the number of false positives in single step methods to control k-FWER pp. 1695-1705

Jeffrey C. Miecznikowski, David Gold, Lori Shepherd and Song Liu

Circulant type matrices with heavy tailed entries pp. 1706-1716

Arup Bose, Suman Guha, Rajat Subhra Hazra and Koushik Saha

Robust Bayesian prediction and estimation under a squared log error loss function pp. 1717-1724

A. Kiapour and N. Nematollahi

Relative deficiency of quantile estimators for left truncated and right censored data pp. 1725-1732

Mu Zhao, Fangfang Bai and Yong Zhou

The exact null distribution of the generalized Hollander-Proschan type test for NBUE alternatives pp. 1733-1737

M.Z. Anis and Kinjal Basu

A note on Marcinkiewicz laws for strictly stationary [phi]-mixing sequences pp. 1738-1741

Zbigniew S. Szewczak

Volume 81, issue 10, 2011

Properties of graphical regression models for multidimensional categorical data pp. 1471-1475

Devin S. Johnson and Jennifer A. Hoeting

Direct consequences of the basic Ballot Theorem pp. 1476-1481

Tamás Lengyel

A new proof of convergence of MCMC via the ergodic theorem pp. 1482-1485

Søren Asmussen and Peter W. Glynn

An intermediate Baum-Katz theorem pp. 1486-1492

Allan Gut and Ulrich Stadtmüller

On Kendall-Ressel and related distributions pp. 1493-1501

Vladimir Vinogradov

A nonparametric version of Wilks' lambda--Asymptotic results and small sample approximations pp. 1502-1506

Chunxu Liu, Arne C. Bathke and Solomon W. Harrar

Simultaneous testing for the successive differences of exponential location parameters under heteroscedasticity pp. 1507-1517

Vishal Maurya, Anju Goyal and Amar Nath Gill

A note on active redundancy allocations in k-out-of-n systems pp. 1518-1523

Amit Kumar Misra and Neeraj Misra

A new kind of modified transportation cost inequalities and polynomial concentration inequalities pp. 1524-1534

Ying Ding and Xinsheng Zhang

Offline and online weighted least squares estimation of nonstationary power ARCH processes pp. 1535-1540

Abdelhakim Aknouche, Eid M. Al-Eid and Aboubakry M. Hmeid

A test for self-exciting clustering mechanism pp. 1541-1546

Yuchen Fama and Vladimir Pozdnyakov

Only the first term of some series counts pp. 1547-1551

Aurel Spataru

On the first passage time of a simple random walk on a tree pp. 1552-1558

R.B. Bapat

Corrigendum to: "Improved additive adjustments for the LR/ELR test statistics" [Statist. Probab. Lett. 81 (2011) 1245-1255] pp. 1559-1559

Yoshihide Kakizawa

Volume 81, issue 9, 2011

Combining empirical likelihood and generalized method of moments estimators: Asymptotics and higher order bias pp. 1339-1347

Roni Israelov and Steven Lugauer

Maximal inequalities for N-demimartingale and strong law of large numbers pp. 1348-1353

Xuejun Wang, Shuhe Hu, B.L.S. Prakasa Rao and Wenzhi Yang

Marginal density estimation for linear processes with cyclical long memory pp. 1354-1364

Mohamedou Ould Haye and Anne Philippe

Multivariate copulas, quasi-copulas and lattices pp. 1365-1369

Juan Fernández-Sánchez, Roger B. Nelsen and Manuel Úbeda-Flores

A multivariate semi-logistic autoregressive process and its characterization pp. 1370-1379

Hsiaw-Chan Yeh

Lévy area for Gaussian processes: A double Wiener-Itô integral approach pp. 1380-1391

Albert Ferreiro-Castilla and Frederic Utzet

Simulating tail asymptotics of a Markov chain pp. 1392-1397

Aziz Khanchi and Gilles Lamothe

Bayesian estimation of regression parameters in elliptical measurement error models pp. 1398-1406

Ignacio Vidal and Heleno Bolfarini

The dispersive effect of cross-aging with archimedean copulas pp. 1407-1418

Michel M. Denuit and Mhamed Mesfioui

Local asymptotics for the time of first return to the origin of transient random walk pp. 1419-1424

R.A. Doney and D.A. Korshunov

Asymptotic behaviors of the Lorenz curve and Gini index in sampling from a length-biased distribution pp. 1425-1435

V. Fakoor, M. Bolbolian Ghalibaf and H.A. Azarnoosh

Harnack inequalities for Ornstein-Uhlenbeck processes driven by Lévy processes pp. 1436-1444

Jian Wang

Invariance of statistical causality under convergence pp. 1445-1448

Ljiljana Petrovic and Sladjana Dimitrijevic

Consistent estimation of species abundance from a presence-absence map pp. 1449-1457

Christine H. Müller, Richard Huggins and Wen-Han Hwang

An elementary proof of the L1 log-Sobolev inequality for Poisson point processes pp. 1458-1462

Chang-Song Deng and Yan-Hong Song

A correction on approximation of smoothing probabilities for hidden Markov models pp. 1463-1464

Jüri Lember

The Mantel-Haenszel estimator adapted for complex survey designs is not dually consistent pp. 1465-1470

Babette A. Brumback and Zhulin He

Volume 81, issue 8, 2011

A simple characterization of Student's distributions and normal distributions pp. 903-906

Jiantian Wang

Estimation of the offspring mean in a supercritical branching process with non-stationary immigration pp. 907-914

I. Rahimov

On simulated annealing with temperature-dependent energy and temperature-dependent communication pp. 915-920

Marc C. Robini and Pierre-Jean Reissman

Berry-Esseen bound for parameter estimation in some time inhomogeneous diffusions and applications pp. 921-929

Baobin Wang, Hui Jiang and Jinyou Yu

A robust alternative to the ratio estimator under non-normality pp. 930-936

Evrim Oral and Ece Oral

On stochastic orderings of the Wilcoxon Rank Sum test statistic--With applications to reproducibility probability estimation testing pp. 937-946

L. De Capitani and D. De Martini

An empirical likelihood approach to data analysis under two-stage sampling designs pp. 947-956

Ming Zheng and Wen Yu

The product of two dependent random variables with regularly varying or rapidly varying tails pp. 957-961

Jun Jiang and Qihe Tang

Power variation of fractional integral processes with jumps pp. 962-972

Guangying Liu and Xinsheng Zhang

The beta Laplace distribution pp. 973-982

Gauss M. Cordeiro and Artur J. Lemonte

A nonparametric test for a two-sample scale problem based on subsample medians pp. 983-988

Kalpana K. Mahajan, Anil Gaur and Sangeeta Arora

Tempered stable laws as random walk limits pp. 989-997

Arijit Chakrabarty and Mark M. Meerschaert

On the Hougaard subordinated Gaussian Lévy processes pp. 998-1002

Bronius Grigelionis

Remarks on the intersection local time of fractional Brownian motions pp. 1003-1012

Chao Chen and Litan Yan

A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter pp. 1013-1020

Mamadou Abdoul Diop and Youssef Ouknine

Goal achieving probabilities of constrained mean-variance strategies pp. 1021-1026

Alexandre Scott and François Watier

Small Box-Behnken design pp. 1027-1033

Tian-Fang Zhang, Jian-Feng Yang and Dennis K.J. Lin

A limit result for the prior predictive applied to checking for prior-data conflict pp. 1034-1038

Michael Evans and Gun Ho Jang

The estimation of the correlation coefficient of bivariate data under dependence: Convergence analysis pp. 1039-1045

Elias Masry

Frame theory in directional statistics pp. 1046-1051

Martin Ehler and Jennifer Galanis

Importance sampling as a variational approximation pp. 1052-1055

David J. Nott, Jialiang Li and Mark Fielding

Sparse variational analysis of linear mixed models for large data sets pp. 1056-1062

Artin Armagan and David Dunson

Multivariate causality tests with simulation and application pp. 1063-1071

Zhidong Bai, Heng Li, Wing-Keung Wong and Bingzhi Zhang

Some characterization results on generalized cumulative residual entropy measure pp. 1072-1077

Vikas Kumar and H.C. Taneja

The mean-variance ratio test--A complement to the coefficient of variation test and the Sharpe ratio test pp. 1078-1085

Zhidong Bai, Keyan Wang and Wing-Keung Wong

Martingale transforms between Hardy-Orlicz spaces and of martingales pp. 1086-1093

Lin Yu

Relaxation time is monotone in temperature in the mean-field Ising model pp. 1094-1097

Vladislav Kargin

The generalized Cantor distribution and its corresponding inverse distribution pp. 1098-1103

Barry C. Arnold

Estimation for discretely observed continuous state branching processes with immigration pp. 1104-1111

Jianhui Huang, Chunhua Ma and Cai Zhu

On the Kolmogorov inequalities for quadratic forms of dependent uniformly bounded random variables pp. 1112-1120

N. Eghbal, M. Amini and A. Bozorgnia

Godambe estimating functions and asymptotic optimal inference pp. 1121-1127

S.Y. Hwang and I.V. Basawa

Martingale limit theorems of divisible statistics in a multinomial scheme with mixed frequencies pp. 1128-1135

Haizhen Wu and Giorgi Kvizhinadze

High-dimensional generation of Bernoulli random vectors pp. 1136-1142

Reza Modarres

A Laplace transform method for order statistics from nonidentical random variables and its application in Phase-type distribution pp. 1143-1149

Yousry H. Abdelkader

An equivalent representation of the Brown-Resnick process pp. 1150-1154

S. Engelke, Z. Kabluchko and M. Schlather

Optimal response-adaptive allocation designs in phase III clinical trials: Incorporating ethics in optimality pp. 1155-1160

Atanu Biswas and Rahul Bhattacharya

On the solution process for a stochastic fractional partial differential equation driven by space-time white noise pp. 1161-1172

Dongsheng Wu

Applying Brownian motion to the study of birth-death chains pp. 1173-1178

Greg Markowsky

The p-folded cumulative distribution function and the mean absolute deviation from the p-quantile pp. 1179-1182

Jing-Hao Xue and D. Michael Titterington

Mean first passage times of two-dimensional processes with jumps pp. 1183-1189

Lijun Bo and Mario Lefebvre

The mixing advantage for bounded random variables pp. 1190-1195

K. Hamza and A.W. Sudbury

Pricing basket default swaps in a tractable shot noise model pp. 1196-1207

Alexander Herbertsson, Jiwook Jang and Thorsten Schmidt

Heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions pp. 1208-1217

Victor H. Lachos, Dipankar Bandyopadhyay and Aldo M. Garay

General Freidlin-Wentzell Large Deviations and positive diffusions pp. 1218-1229

P. Baldi and L. Caramellino

Large-time asymptotics for an uncorrelated stochastic volatility model pp. 1230-1232

Martin Forde

A general Isserlis theorem for mixed-Gaussian random variables pp. 1233-1240

J.V. Michalowicz, J.M. Nichols, F. Bucholtz and C.C. Olson

A law of the iterated logarithm for the product limit estimator with doubly censored data pp. 1241-1244

Fatiha Messaci and Nahima Nemouchi

Improved additive adjustments for the LR/ELR test statistics pp. 1245-1255

Yoshihide Kakizawa

On the visibility in well-behaved random sets in Euclidean space pp. 1256-1259

Johan Tykesson

A sharp inequality for martingales and its applications pp. 1260-1266

Bainian Li, Kongsheng Zhang and Libin Wu

A general criterion to determine the number of change-points pp. 1267-1275

Gabriela Ciuperca

Deterministic and stochastic stability of a mathematical model of smoking pp. 1276-1284

A. Lahrouz, L. Omari, D. Kiouach and A. Belmaâti

Efficiency of the OLS estimator in the vicinity of a spatial unit root pp. 1285-1291

Federico Martellosio

Renewal theory with a trend pp. 1292-1299

Allan Gut

On a stochastic interacting model with stepping-stone noises pp. 1300-1305

Lijun Bo and Yongjin Wang

The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data pp. 1306-1310

M. Ajami, V. Fakoor and S. Jomhoori

Finite-sample density and its small sample asymptotic approximation pp. 1311-1318

Jana Jurecková and Radka Sabolová

The behavior of warm standby components with respect to a coherent system pp. 1319-1325

Serkan Eryilmaz

Uniform Hölder exponent of a stationary increments Gaussian process: Estimation starting from average values pp. 1326-1335

Qidi Peng

Corrigendum to "Prediction for some processes related to a fractional Brownian motion" pp. 1336-1337

Tyrone E. Duncan and Holger Fink

Volume 81, issue 7, 2011

Statistics in biological and medical sciences pp. 715-716

Somnath Datta and Hans C. van Houwelingen

Testing for constant nonparametric effects in general semiparametric regression models with interactions pp. 717-723

Jiawei Wei, Raymond J. Carroll and Arnab Maity

Accelerated failure time regression for backward recurrence times and current durations pp. 724-729

Niels Keiding, Jason P. Fine, Oluf H. Hansen and Rémy Slama

A hidden Markov model for informative dropout in longitudinal response data with crisis states pp. 730-738

Alessandra Spagnoli, Robin Henderson, Richard J. Boys and Jeanine J. Houwing-Duistermaat

Asymptotics of Bonferroni for dependent normal test statistics pp. 739-748

Michael A. Proschan and Pamela A. Shaw

Bias-corrected Pearson estimating functions for Taylor's power law applied to benthic macrofauna data pp. 749-758

Bent Jørgensen, Clarice G.B. Demétrio, Erik Kristensen, Gary T. Banta, Hans Christian Petersen and Matthieu Delefosse

On the use of double cross-validation for the combination of proteomic mass spectral data for enhanced diagnosis and prediction pp. 759-766

B.J.A. Mertens, Y.E.M. van der Burgt, B. Velstra, W.E. Mesker, R.A.E.M. Tollenaar and A.M. Deelder

Using randomization tests to preserve type I error with response adaptive and covariate adaptive randomization pp. 767-772

Richard Simon and Noah Robin Simon

A very fast algorithm for matrix factorization pp. 773-782

Vladimir Nikulin, Tian-Hsiang Huang, Shu-Kay Ng, Suren I. Rathnayake and Geoffrey J. McLachlan

The use of ROC for defining the validity of the prognostic index in censored data pp. 783-791

Petra Wolf, Georg Schmidt and Kurt Ulm

Finding quantitative trait loci genes with collaborative targeted maximum likelihood learning pp. 792-796

Hui Wang, Sherri Rose and Mark J. van der Laan

Presmoothing the transition probabilities in the illness-death model pp. 797-806

Ana Paula Amorim, Jacobo de Uña-Álvarez and Luís Meira-Machado

Variance computations for functionals of absolute risk estimates pp. 807-812

R.M. Pfeiffer and E. Petracci

Propensity score modelling in observational studies using dimension reduction methods pp. 813-820

Debashis Ghosh

Higher order inference on a treatment effect under low regularity conditions pp. 821-828

Lingling Li, Eric Tchetgen Tchetgen, Aad van der Vaart and James M. Robins

On the maximum total sample size of a group sequential test about bivariate binomial proportions pp. 829-835

Jihnhee Yu and James L. Kepner

Bayes factors in the presence of population stratification pp. 836-841

Linglu Wang, Qizhai Li, Zhaohai Li and Gang Zheng

Creating a suite of macros for meta-analysis in SAS®: A case study in collaboration pp. 842-851

Stephen Senn, James Weir, Tsushung A. Hua, Conny Berlin, Michael Branson and Ekkehard Glimm

Power, sample size and sampling costs for clustered data pp. 852-860

K. Tokola, D. Larocque, J. Nevalainen and H. Oja

Effect partitioning under interference in two-stage randomized vaccine trials pp. 861-869

Tyler J. VanderWeele and Eric J. Tchetgen Tchetgen

Sample size calculation for a regularized t-statistic in microarray experiments pp. 870-875

Akihiro Hirakawa, Chikuma Hamada and Isao Yoshimura

A Bayesian approach for analyzing case 2 interval-censored data under the semiparametric proportional odds model pp. 876-883

Lianming Wang and Xiaoyan Lin

The two-dimensional beta binomial distribution pp. 884-891

Bo Martin Bibby and Michael Væth

Pseudo-likelihood methodology for partitioned large and complex samples pp. 892-901

Geert Molenberghs, Geert Verbeke and Samuel Iddi

Volume 81, issue 6, 2011

Algebraic polynomials and moments of stochastic integrals pp. 627-631

Mikhail Langovoy

Stochastic orderings, folded beta distributions and fairness in coin flips pp. 632-638

Kenneth S. Berenhaut and Lauren D. Bergen

A note on Left-Spherically Distributed test with covariates pp. 639-641

Livio Finos

Functional central limit theorem for the volume of excursion sets generated by associated random fields pp. 642-646

D. Meschenmoser and A. Shashkin

Shape restriction of the multi-dimensional Bernstein prior for density functions pp. 647-651

Yanbing Zheng

Bootstrap with larger resample size for root-n consistent density estimation with time series data pp. 652-661

Christopher C. Chang and Dimitris N. Politis

Almost sure limit theorems for stable distributions pp. 662-672

Qunying Wu

On the degree evolution of a fixed vertex in some growing networks pp. 673-677

Mathias Lindholm and Thomas Vallier

Marcinkiewicz-Zygmund inequality for nonnegative N-demimartingales and related results pp. 678-684

Milto Hadjikyriakou

Estimation of the essential supremum of a regression function pp. 685-693

Michael Kohler, Adam Krzyzak and Harro Walk

NM-QELE for ARMA-GARCH models with non-Gaussian innovations pp. 694-703

Jeongcheol Ha and Taewook Lee

On the weighted multivariate Wilcoxon rank regression estimate pp. 704-713

Weihua Zhou and Jin Wang

Volume 81, issue 5, 2011

Central limit theorems for a supercritical branching process in a random environment pp. 539-547

Hesong Wang, Zhiqiang Gao and Quansheng Liu

The L1 strong consistency of ARCH innovation density estimator pp. 548-551

Fuxia Cheng and Miin-Jye Wen

Log-likelihood ratio test for detecting transient change pp. 552-559

Daniela Jarusková and Vladimir Piterbarg

Moment explosion in the LIBOR market model pp. 560-562

Stefan Gerhold

On efficient estimators of two seemingly unrelated regressions pp. 563-570

Lichun Wang, Heng Lian and Radhey S. Singh

Kernel adjusted density estimation pp. 571-579

Ramidha Srihera and Winfried Stute

A note on the stochastic differential equations driven by G-Brownian motion pp. 580-585

Yong Ren and Lanying Hu

Dependence between two multivariate extremes pp. 586-591

H. Ferreira

Spectral convergence for a general class of random matrices pp. 592-602

Francisco Rubio and Xavier Mestre

Empirical likelihood inference for the accelerated failure time model pp. 603-610

Yichuan Zhao

Poisson distributions: Identification of parameters from the distribution of the maximum and a conjecture on the partial sums of the power series for exp(x) pp. 611-613

L. Bi and A. Mukherjea

One characterization of symmetry pp. 614-617

N.G. Ushakov

Stability of L-statistics from weakly dependent observations pp. 618-625

Marek Kaluszka and Andrzej Okolewski

Volume 81, issue 4, 2011

Mixed effects regression trees for clustered data pp. 451-459

Ahlem Hajjem, François Bellavance and Denis Larocque

On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling pp. 460-469

Reiichiro Kawai and Hiroki Masuda

An Osgood criterion for integral equations with applications to stochastic differential equations with an additive noise pp. 470-477

Jorge A. León and José Villa

The multifractal structure of the product of two stable occupation measures pp. 478-488

Dan Shen and Xiaoyu Hu

On the expected discounted penalty function for risk process with tax pp. 489-501

Wenyuan Wang, Ruixing Ming and Yijun Hu

On convergence of moment generating functions pp. 502-505

N.G. Ushakov and V.G. Ushakov

The exponentiated generalized inverse Gaussian distribution pp. 506-517

Artur J. Lemonte and Gauss M. Cordeiro

Some correlations in intersection-union tests and their relationship with complete power pp. 518-523

Fang Liu

Stochastic ordering of folded normal random variables pp. 524-528

Bing Wang and Min Wang

A matrix formula for the skewness of maximum likelihood estimators pp. 529-537

Alexandre G. Patriota and Gauss M. Cordeiro

Volume 81, issue 3, 2011

A pseudo-empirical log-likelihood estimator using scrambled responses pp. 345-351

Sarjinder Singh and Jong-Min Kim

Admissibility of the usual confidence interval for the normal mean pp. 352-359

Paul Kabaila

Point prediction of future order statistics from an exponential distribution pp. 360-370

S.M.T.K. MirMostafaee and Jafar Ahmadi

A generalization of Bartlett's decomposition pp. 371-381

P. Barone

Bounds for some general sums of random variables pp. 382-391

Zinoviy Landsman and Steven Vanduffel

Empirical likelihood for the contrast of two hazard functions with right censoring pp. 392-401

Yichuan Zhao and Meng Zhao

Minimum and maximum distances between failures in binary sequences pp. 402-410

Frosso S. Makri

A geometric approach to a class of optimization problems concerning exchangeable binary variables pp. 411-416

Davide Di Cecco

Truncation functions and Laplace transform pp. 417-419

Ju-Yi Yen and Marc Yor

Maintaining tail dependence in data shuffling using t copula pp. 420-428

Mario Trottini, Krish Muralidhar and Rathindra Sarathy

Multivariate Cramér-Rao inequality for prediction and efficient predictors pp. 429-437

Emmanuel Onzon

A note on improving quadratic inference functions using a linear shrinkage approach pp. 438-445

Peisong Han and Peter X.-K. Song

Comparison of two repairable systems pp. 446-450

Asok K. Nanda and Amarjit Kundu

Volume 81, issue 2, 2011

Lower bound for the oracle projection posterior convergence rate pp. 175-180

Alexandra Babenko and Eduard Belitser

The shape of the hazard rate for finite continuous-time birth-death processes pp. 181-187

Richard J. Crossman, Pauline Coolen-Schrijner and Frank P.A. Coolen

On weighted interval entropy pp. 188-194

F. Misagh and G.H. Yari

Limit theorem for derivative martingale at criticality w.r.t branching Brownian motion pp. 195-200

Ting Yang and Yan-Xia Ren

On the hazard rate and reversed hazard rate orderings in two-component series systems with active redundancies pp. 201-206

Gerandy Brito, Romulo I. Zequeira and José E. Valdés

A revision of Kimberling's results -- With an application to max-infinite divisibility of some Archimedean copulas pp. 207-211

Paul Ressel

Empirical likelihood for LAD estimators in infinite variance ARMA models pp. 212-219

Jinyu Li, Wei Liang and Shuyuan He

A Gaussian mixed model for learning discrete Bayesian networks pp. 220-230

Nikolay Balov

Formula for the supremum distribution of a spectrally positive [alpha]-stable Lévy process pp. 231-235

Zbigniew Michna

On the polygon generated by n random points on a circle pp. 236-242

Claude Bélisle

Drift parameter estimation in fractional diffusions driven by perturbed random walks pp. 243-249

Karine Bertin, Soledad Torres and Ciprian A. Tudor

Some inequalities for strong mixing random variables with applications to density estimation pp. 250-258

Yongming Li, Shanchao Yang and Chengdong Wei

A-optimal designs for an additive cubic model pp. 259-266

Manohar Aggrawal, Poonam Singh and Mahesh Kumar Panda

Smooth estimation of survival and density functions for a stationary associated process using Poisson weights pp. 267-276

Yogendra P. Chaubey, Isha Dewan and Jun Li

Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution pp. 277-282

Priscilla E. Greenwood, Anton Schick and Wolfgang Wefelmeyer

Bayesian variable selection via particle stochastic search pp. 283-291

Minghui Shi and David B. Dunson

A longitudinal model for repeated interval-observed data with informative dropouts pp. 292-297

Huichao Chen and Amita K. Manatunga

A converse comparison theorem for backward stochastic differential equations with jumps pp. 298-301

Xavier De Scheemaekere

Finite size percolation in regular trees pp. 302-309

Ery Arias-Castro

On approximation of smoothing probabilities for hidden Markov models pp. 310-316

Jüri Lember

Shrinkage strategy in stratified random sample subject to measurement error pp. 317-325

Sévérien Nkurunziza

The asymptotic behavior of linear placement statistics pp. 326-336

Dongjae Kim, Sungchul Lee and Wensheng Wang

Tests for normality based on density estimators of convolutions pp. 337-343

Anton Schick, Yishi Wang and Wolfgang Wefelmeyer

Volume 81, issue 1, 2011

Moment-recovered approximations of multivariate distributions: The Laplace transform inversion pp. 1-7

Robert M. Mnatsakanov

Recursive equations for the predictive distributions of some determinantal processes pp. 8-15

D.M. Cifarelli and S. Fortini

Large deviations for estimators of unknown probabilities, with applications in risk theory pp. 16-24

Claudio Macci

Extreme shock models: An alternative perspective pp. 25-30

Pasquale Cirillo and Jürg Hüsler

Convergence of multi-class systems of fixed possibly infinite sizes pp. 31-35

Carl Graham

New results on comparisons of parallel systems with heterogeneous gamma components pp. 36-44

Peng Zhao and N. Balakrishnan

A note on the conditional density estimate in the single functional index model pp. 45-53

Said Attaoui, Ali Laksaci and Elias Ould Said

Limit theorems for runs based on 'small spacings' pp. 54-61

A. Stepanov

Quantile regression with an epsilon-insensitive loss in a reproducing kernel Hilbert space pp. 62-70

Jinho Park and Jeankyung Kim

Nonparametric multi-step prediction in nonlinear state space dynamic systems pp. 71-76

Jean-Pierre Vila

Renewal theory for random variables with a heavy tailed distribution and finite variance pp. 77-82

J.L. Geluk and J.B.G. Frenk

The asymptotic behavior of the R/S statistic for fractional Brownian motion pp. 83-91

Wen Li, Cindy Yu, Alicia Carriquiry and Wolfgang Kliemann

Some limit behaviors for the LS estimator in simple linear EV regression models pp. 92-102

Yu Miao, Ke Wang and Fangfang Zhao

Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors pp. 103-110

Yongming Li, Chengdong Wei and Guodong Xing

On the false discovery proportion convergence under Gaussian equi-correlation pp. 111-115

S. Delattre and E. Roquain

On the D-optimality of orthogonal and nonorthogonal blocked main effects plans pp. 116-120

Mike Jacroux

Assessing log-concavity of multivariate densities pp. 121-125

Martin L. Hazelton

A generalized Hollander-Proschan type test for NBUE alternatives pp. 126-132

M.Z. Anis and M. Mitra

On the Gini measure decomposition pp. 133-139

Paolo Giudici and Emanuela Raffinetti

Test to distinguish a Brownian motion from a Brownian bridge using Polya tree process pp. 140-145

Karthik Bharath and Dipak K. Dey

Fractional normal inverse Gaussian diffusion pp. 146-152

A. Kumar, Mark M. Meerschaert and P. Vellaisamy

A note on variance bounding for continuous time Markov Chains pp. 153-156

Fabrizio Leisen and Cecilia Prosdocimi

Insuring against loss of evidence in game-theoretic probability pp. 157-162

A. Philip Dawid, Steven de Rooij, Glenn Shafer, Alexander Shen, Nikolai Vereshchagin and Vladimir Vovk

Joint distribution of run statistics in partially exchangeable processes pp. 163-168

Serkan EryIlmaz

A note on the de La Vallée Poussin criterion for uniform integrability pp. 169-174

Tien-Chung Hu and Andrew Rosalsky