Statistics & Probability Letters

1982 - 2025

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

Rituparna Sen and Fushing Hsieh

A characterization of the arcsine distribution pp. 2451-2455

Karl Michael Schmidt and Anatoly Zhigljavsky

Surveys with negative questions for sensitive items pp. 2456-2461

Fernando Esponda and Victor M. Guerrero

Observation-driven generalized state space models for categorical time series pp. 2462-2468

X. Zhen and I.V. Basawa

Nested classes of C-semi-selfdecomposable distributions pp. 2469-2475

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

Daisuke Nagakura

On parameter estimation for switching diffusion process pp. 2484-2492

Anis Gassem

A generalization of the exponential-Poisson distribution pp. 2493-2500

Wagner Barreto-Souza and Francisco Cribari-Neto

Product of n independent uniform random variables pp. 2501-2503

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

Daniel V. Tokarev and Konstantin A. Borovkov

Spectral analysis for intrinsic time processes pp. 2389-2396

Takahide Ishioka, Shunsuke Kawamura, Tomoyuki Amano and Masanobu Taniguchi

Limit theorems of general functions of independent and identically distributed random variables pp. 2397-2404

K. Nidhin and C. Chandran

On the weak laws of large numbers for arrays of random variables pp. 2405-2414

Yanjiao Meng and Zhengyan Lin

Covariance function of vector self-similar processes pp. 2415-2421

Frédéric Lavancier, Anne Philippe and Donatas Surgailis

Randomization in the first hitting time problem pp. 2422-2428

Ken Jackson, Alexander Kreinin and Wanhe Zhang

A version of the Elfving problem with random starting time pp. 2429-2436

Anna Krasnosielska

Improving efficient marginal estimators in bivariate models with parametric marginals pp. 2437-2442

Hanxiang Peng and Anton Schick

Volume 79, issue 22, 2009

A test of homogeneity of several variances against tree ordered alternative pp. 2315-2320

Parminder Singh, Amar Nath Gill and Narendra Kumar

The optimal linear combination of multiple predictors under the generalized linear models pp. 2321-2327

Hua Jin and Ying Lu

Martingale transforms between and of martingale spaces pp. 2328-2333

Weiwei Meng and Lin Yu

On a moment inequality for laws on (-[infinity],+[infinity]) pp. 2334-2337

Slavko Simic

Lenglart domination inequalities for g-expectations pp. 2338-2342

Guoqing Zhao

Characterizing the variance improvement in linear Dirichlet random effects models pp. 2343-2350

Minjung Kyung, Jeff Gill and George Casella

A note on corrected scores for logistic regression pp. 2351-2358

Jeffrey S. Buzas

Construction of efficient unbalanced mixed-level supersaturated designs pp. 2359-2366

V.K. Gupta, Poonam Singh, Basudev Kole and Rajender Parsad

On existence and uniqueness of stochastic evolution equation with Poisson jumps pp. 2367-2373

Huiyan Zhao

Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance pp. 2374-2379

Kyo-Shin Hwang and Tian-Xiao Pang

Volume 79, issue 21, 2009

Concentration reversals in ridge regression pp. 2237-2241

D.R. Jensen and D.E. Ramirez

Accurate tests and intervals based on nonlinear cusum statistics pp. 2242-2250

Christopher S. Withers and Saralees Nadarajah

On exact simulation algorithms for some distributions related to Jacobi theta functions pp. 2251-2259

Luc Devroye

Stochastically bounded solutions and stationary solutions of stochastic differential equations in Hilbert spaces pp. 2260-2265

Jiaowan Luo and Guolie Lan

Best linear prediction for [alpha]-stable random processes pp. 2266-2272

Mohammad Mohammadi and Adel Mohammadpour

Bayesian nonparametric binary regression via random tessellations pp. 2273-2280

Lorenzo Trippa and Pietro Muliere

On the number of renewals in random time pp. 2281-2288

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

A. Jamalizadeh and N. Balakrishnan

Memory parameter estimation for long range dependent random fields pp. 2297-2306

Lihong Wang

Asymptotic properties of nonlinear estimates in stochastic models with finite design space pp. 2307-2313

Luc Pronzato

Volume 79, issue 20, 2009

Robust empirical likelihood inference for longitudinal data pp. 2101-2108

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

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

Lixin Song, Dawei Lu and Jinghai Feng

Crossing hazard functions in common survival models pp. 2124-2130

Jiajia Zhang and Yingwei Peng

A species of voter model driven by immigration pp. 2131-2137

J. Preater

On Papakonstantinou's extension of the cardioid distribution pp. 2138-2147

Toshihiro Abe, Arthur Pewsey and Kunio Shimizu

Variable selection for semiparametric varying coefficient partially linear models pp. 2148-2157

Peixin Zhao and Liugen Xue

Maximum likelihood parameter estimation for the multivariate skew-slash distribution pp. 2158-2165

Olcay Arslan

The asymptotic location of the maximum of a stationary random field pp. 2166-2169

L. Pereira

On induced dependent censoring for quality adjusted lifetime (QAL) data in a simple illness-death model pp. 2170-2176

Biswabrata Pradhan and Anup Dewanji

Ergodicity of a bounded Markov chain with attractiveness towards the centre pp. 2177-2181

Carlos G. Pacheco-González

The logit-stable distributions and latent utility scales in categorical data applications pp. 2182-2188

B.M. Brown

A note on the application of EC2SLS and EC3SLS estimators in panel data models pp. 2189-2192

Badi Baltagi and Long Liu

Parametric estimation for planar random flights pp. 2193-2199

Alessandro De Gregorio

Notes on drift estimation for certain non-recurrent diffusion processes from sampled data pp. 2200-2207

Yasutaka Shimizu

Comments on "Estimating the parameter of the population selected from discrete exponential family" pp. 2208-2211

TaChen Liang

Empirical Bayes estimation for Borel-Tanner distributions pp. 2212-2219

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

Nikolaos Halidias

A class of backward doubly stochastic differential equations with non-Lipschitz coefficients pp. 2223-2229

Qian Lin

On the speed of random walks on random trees pp. 2230-2236

Mokhtar H. Konsowa

Volume 79, issue 19, 2009

Estimating the closed skew-normal distribution parameters using weighted moments pp. 1977-1984

C. Flecher, P. Naveau and D. Allard

Bootstrap tests for structural change with infinite variance observations pp. 1985-1995

Hao Jin, Zheng Tian and Ruibing Qin

Inequalities between generalized familywise error rates of a multiple testing procedure pp. 1996-2004

Alexander Y. Gordon

p-values of a test on homogeneous means in a multivariate isotonic regression pp. 2005-2011

Xiaomi Hu

Jumps in binomial AR(1) processes pp. 2012-2019

Christian H. Weiß

Vertex degree of random geometric graph on exponentially distributed points pp. 2020-2027

Bhupendra Gupta

Marcinkiewicz-Zygmund strong laws for U-statistics of weakly dependent observations pp. 2028-2036

Herold G. Dehling and Olimjon Sh. Sharipov

Pitman closeness of record values to population quantiles pp. 2037-2044

Jafar Ahmadi and N. Balakrishnan

On multiplicative seasonal modelling for vector time series pp. 2045-2052

Eugen Ursu and Pierre Duchesne

Some characterization and ordering results based on entropies of current records pp. 2053-2059

Jafar Ahmadi and M. Fashandi

Exponential inequalities for N-demimartingales and negatively associated random variables pp. 2060-2065

Tasos C. Christofides and Milto Hadjikyriakou

Local polynomial regression for circular predictors pp. 2066-2075

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

Hongwei Long

On stochastic orders of absolute value of order statistics in symmetric distributions pp. 2086-2091

Yaakov Malinovsky and Yosef Rinott

A note on the sum of uniform random variables pp. 2092-2097

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

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

Nguyen Van Quang and Nguyen Van Huan

Efficient and robust scale estimation for trended time series pp. 1900-1905

Derya Caliskan, Christophe Croux and Sarah Gelper

The multiple imputations based Kaplan-Meier estimator pp. 1906-1914

Sundarraman Subramanian

Safe density ratio modeling pp. 1915-1920

Kjell Konis and Konstantinos Fokianos

Constructing the best linear combination of diagnostic markers via sequential sampling pp. 1921-1927

Yuan-chin Ivan Chang and Eunsik Park

GMM versus GQL inferences for panel count data pp. 1928-1934

Vandna Jowaheer and Brajendra Sutradhar

An asymptotic expansion of the distribution of Student's t type statistic under spherical distributions pp. 1935-1942

Toshiya Iwashita, Yoshihide Kakizawa, Tatsuki Inoue and Takashi Seo

Modeling and large sample estimation for multi-casting autoregression pp. 1943-1950

S.Y. Hwang and M.S. Choi

Moment bounds for truncated random variables pp. 1951-1956

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

Masahisa Magome and Tetsuo Nakagawa

On defining P-values pp. 1963-1971

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

Theodore Kypraios

Volume 79, issue 17, 2009

Asymptotic expansion for ISE of kernel density estimators under censored dependent model pp. 1809-1817

Vahid Fakoor, Sarah Jomhoori and Hasanali Azarnoosh

On the functional limits for partial sums under stable law pp. 1818-1822

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

S. Ejaz Ahmed, Andrei I. Volodin and Igor N. Volodin

Finitizing power series distributions pp. 1829-1832

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

Satoshi Hattori and Mai Kato

Estimation of R=P(Y pp. 1839-1846

Debasis Kundu and Mohammad Z. Raqab

Some results on order statistics generated by two simulation methods pp. 1847-1857

N. Balakrishnan, E. Cramer and K. Davies

Principal points and elliptical distributions from the multivariate setting to the functional case pp. 1858-1865

Juan Lucas Bali and Graciela Boente

A note on the convergence rate of the kernel density estimator of the mode pp. 1866-1871

Xiaoping Shi, Yuehua Wu and Baiqi Miao

Extinction of branching processes in varying environments pp. 1872-1877

Jinghu Yu and Jinli Pei

The "north pole problem" and random orthogonal matrices pp. 1878-1883

Morris L. Eaton and Robb J. Muirhead

Discrete-valued ARMA processes pp. 1884-1889

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

Athanasia Petsa and Theofanis Sapatinas

Volume 79, issue 16, 2009

Multivariate flexible Pareto model: Dependency structure, properties and characterizations pp. 1733-1743

Arthur Chiragiev and Zinoviy Landsman

Laws of the iterated logarithm for a class of iterated processes pp. 1744-1751

Erkan Nane

Cramér asymptotics for finite time first passage probabilities of general Lévy processes pp. 1752-1758

Zbigniew Palmowski and Martijn Pistorius

Pitman closeness of sample median to population median pp. 1759-1766

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

Robert Serfling and Satyaki Mazumder

Bahadur representations for the median absolute deviation and its modifications pp. 1774-1783

Satyaki Mazumder and Robert Serfling

Sharp norm comparison of the maxima of a sequence and its predictable projection pp. 1784-1788

Ose[combining cedilla]kowski, Adam

An inverse probability weighted estimator for the bivariate distribution function under right censoring pp. 1789-1797

Hongsheng Dai and Yanchun Bao

Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear models pp. 1798-1808

Zhensheng Huang and Riquan Zhang

Volume 79, issue 15, 2009

Bias correction in a multivariate normal regression model with general parameterization pp. 1655-1662

Alexandre G. Patriota and Artur J. Lemonte

Stability in distribution of neutral stochastic differential delay equations with Markovian switching pp. 1663-1673

Jianhai Bao, Zhenting Hou and Chenggui Yuan

Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes pp. 1674-1683

Markus Haas

A consistent local linear estimator of the covariate adjusted correlation coefficient pp. 1684-1689

Danh V. Nguyen and Damla Sentürk

On a representation of weighted distributions pp. 1690-1694

Jaroslaw Bartoszewicz

Modelling heavy-tailed count data using a generalised Poisson-inverse Gaussian family pp. 1695-1703

Rong Zhu and Harry Joe

Analytic expressions for predictive distributions in mixture autoregressive models pp. 1704-1709

Georgi N. Boshnakov

A limit theorem of two-type Galton-Watson branching processes with immigration pp. 1710-1716

Chunhua Ma

Likelihood ratio ordering of convolutions of heterogeneous exponential and geometric random variables pp. 1717-1723

Peng Zhao and N. Balakrishnan

Constraints for generalized mixtures of Weibull distributions with a common shape parameter pp. 1724-1730

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

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

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

Yuquan Xie

Weak type inequalities on Lorentz martingale spaces pp. 1581-1584

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

Nitis Mukhopadhyay

On the gambler's ruin problem for a finite Markov chain pp. 1590-1595

M.A. El-Shehawey

A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals pp. 1596-1601

Tomasz J. Kozubowski and Mark M. Meerschaert

Optimal investment for an insurer in the Lévy market: The martingale approach pp. 1602-1607

Qing Zhou

A class of discrete distributions induced by stable laws pp. 1608-1614

A.R. Soltani, A. Shirvani and F. Alqallaf

Generalized normal-Laplace AR process pp. 1615-1620

Lishamol Tomy and K.K. Jose

Variance stabilizing transformations of Poisson, binomial and negative binomial distributions pp. 1621-1629

Guan Yu

On an inequality by Kulikova and Prokhorov pp. 1630-1633

Lorenz Goenner

Expected gains in the MacQueen-Heyde model pp. 1634-1636

George Stoica and Deli Li

Duals of random vectors and processes with applications to prediction problems with missing values pp. 1637-1646

Yukio Kasahara, Mohsen Pourahmadi and Akihiko Inoue

Estimation of the drift of fractional Brownian motion pp. 1647-1653

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

Leonid Rozovsky

Remarks on a link between the Laplace transform and distribution function of a nonnegative random variable pp. 1501-1508

Leonid Rozovsky

A denormalized U-statistic which cannot be decoupled from some associated stopping times pp. 1509-1511

Michael J. Klass

Critical randomly indexed branching processes pp. 1512-1521

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

Kamil M. Kosinski

On weak approximations of U-statistics pp. 1528-1535

Masoud M. Nasari

On the best constant in the weak type inequality for the square function of a conditionally symmetric martingale pp. 1536-1538

Ose[combining cedilla]kowski, Adam

Maximal inequalities and laws of large numbers for Lq-mixingale arrays pp. 1539-1547

Yanjiao Meng and Zhengyan Lin

Minimal repair under a step-stress test pp. 1548-1558

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

Maria Teresa Giraudo

Minimax convergence rates under the Lp-risk in the functional deconvolution model pp. 1568-1576

Athanasia Petsa and Theofanis Sapatinas

Volume 79, issue 12, 2009

A maximal moment inequality for [alpha]-mixing sequences and its applications pp. 1429-1437

Guodong Xing, Shanchao Yang and Aiwu Chen

Backward stochastic differential equations with non-Lipschitz coefficients pp. 1438-1443

Ying Wang and Zhen Huang

On Stein's identity and its applications pp. 1444-1449

Sudheesh Kumar Kattumannil

Uniform limit theorems for functions of order statistics pp. 1450-1455

Nancy Wozabal

The central limit theorem for capacities pp. 1456-1462

Patrick Chareka

The rate of convergence for increments of a Brownian motion in Hölder norm pp. 1463-1472

Yonghong Liu, Luoqing Li and Chenggao Wan

Data depth, random simplices and multivariate dispersion pp. 1473-1479

Mario Romanazzi

Characterizations using the generalized reversed lack of memory property pp. 1480-1487

G. Asha and C. John Rejeesh

Tight evaluations for expectations of small order statistics from symmetric and symmetric unimodal populations pp. 1488-1493

Tomasz Rychlik

Volume 79, issue 11, 2009

Exit probability for an integrated geometric Brownian motion pp. 1363-1365

Cloud Makasu

Asymptotic approximation of inverse moments of nonnegative random variables pp. 1366-1371

Tiee-Jian Wu, Xiaoping Shi and Baiqi Miao

Reliability estimation of the selected exponential populations pp. 1372-1377

Somesh Kumar, Ajaya Kumar Mahapatra and P. Vellaisamy

Moderate deviations for squared radial Ornstein-Uhlenbeck process pp. 1378-1386

Fuqing Gao and Hui Jiang

A note on the complete convergence of moving average processes pp. 1387-1390

Soo Hak Sung

Empirical likelihood for linear regression models with missing responses pp. 1391-1396

Yongsong Qin, Ling Li and Qingzhu Lei

On a generalization of the Laplace approximation pp. 1397-1403

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

Xinmin Li

A geometric property of the sample mean and residuals pp. 1409-1413

Abram M. Kagan and Tinghui Yu

Maximum of a partial sample in the uniform AR(1) processes pp. 1414-1420

Pavle Mladenovic

Asymptotic behavior of an affine random recursion in defined by a matrix with an eigenvalue of size 1 pp. 1421-1428

Claudio Asci

Volume 79, issue 10, 2009

A connection between the double gamma model and Laplace sample mean pp. 1305-1310

Truc T. Nguyen and John T. Chen

On simple calculation of the Fisher information in hybrid censoring schemes pp. 1311-1319

Sangun Park and N. Balakrishnan

Total duration of negative surplus for the risk model with debit interest pp. 1320-1326

Jingmin He, Rong Wu and Huayue Zhang

An identity for multivariate elliptically contoured matrix distribution pp. 1327-1330

Taras Bodnar and Arjun K. Gupta

Categorical time series models for contingency tables pp. 1331-1336

X. Zhen and I.V. Basawa

Characterization of solutions to the Stieltjes-Wigert moment problem pp. 1337-1342

Marcos López-García

Cutoff time based on generalized divergence measure pp. 1343-1350

Alassane Diédhiou and Papa Ngom

A law of the single logarithm for weighted sums of i.i.d. random elements pp. 1351-1357

Soo Hak Sung

Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's Minimum Chi-Squared test pp. 1358-1362

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

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

F.C. Shu

Gene hunting with forests for multigroup time course data pp. 1146-1154

Ariadni Papana and Hemant Ishwaran

Minimum Message Length shrinkage estimation pp. 1155-1161

Enes Makalic and Daniel F. Schmidt

Analyzing longitudinal data with informative observation times under biased sampling pp. 1162-1168

Liuquan Sun and Xingwei Tong

Maximal inequalities for g-martingales pp. 1169-1174

Wei Wang

Asymptotic properties of covariate-adjusted regression with correlated errors pp. 1175-1180

Damla Sentürk and Danh V. Nguyen

A simple technique for constructing optimal complete diallel cross designs pp. 1181-1185

Jeffrey G. Shaffer and Sudesh K. Srivastav

Confidence intervals for the scaling function of multifractal random walks pp. 1186-1193

Carenne Ludeña

Correlated continuous time random walks pp. 1194-1202

Mark M. Meerschaert, Erkan Nane and Yimin Xiao

Argmax-stable marked empirical processes pp. 1203-1206

Dietmar Ferger

Semiparametric modeling of medical cost data containing zeros pp. 1207-1214

Xiaobing Zhao and Xian Zhou

Weighted averages with random proportions that are jointly uniformly distributed over the unit simplex pp. 1215-1218

A.R. Soltani and H. Homei

Asymptotic stability of nonlinear impulsive stochastic differential equations pp. 1219-1223

R. Sakthivel and J. Luo

Probability of correct model identification in supersaturated design pp. 1224-1230

Angshuman Sarkar, Dennis K.J. Lin and Kashinath Chatterjee

A note on convolutions of compound geometric distributions pp. 1231-1237

Georgios Psarrakos

Some Orlicz-norm inequalities for martingales pp. 1238-1241

Yanbo Ren

On a renewal function when the second moment is infinite pp. 1242-1245

M.S. Sgibnev

The distribution of total dividend payments in a Sparre Andersen model pp. 1246-1251

Shuanming Li and Yi Lu

Asymptotic theory of extreme dual generalized order statistics pp. 1252-1259

H.M. Barakat and Magdy E. El-Adll

A general definition of conditional information and its application to ergodic decomposition pp. 1260-1268

Lukasz Debowski

An inverse-probability-weighted approach to the estimation of distribution function with doubly censored data pp. 1269-1276

Pao-sheng Shen

Variance inequalities using first derivatives pp. 1277-1281

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

Jeffrey Pai and Nalini Ravishanker

Precise large deviations for dependent random variables with heavy tails pp. 1290-1298

Li Liu

On the stochastic ordering of folded binomials pp. 1299-1304

Giovanni C. Porzio and Giancarlo Ragozini

Volume 79, issue 8, 2009

Linear boundary kernels for bivariate density estimation pp. 999-1003

Martin L. Hazelton and Jonathan C. Marshall

Identities for negative moments of quadratic forms in normal variables pp. 1004-1007

Andrew L. Rukhin

Conditional independence of blocked ordered data pp. 1008-1015

G. Iliopoulos and N. Balakrishnan

An asymmetric Marcinkiewicz-Zygmund LLN for random fields pp. 1016-1020

Allan Gut and Ulrich Stadtmüller

Covariance matrices of self-affine measures pp. 1021-1024

Krzysztof Zajkowski

The extremes of a random scenery as seen by a random walk in a random environment pp. 1025-1030

Brice Franke and Tatsuhiko Saigo

Order statistics using fuzzy random variables pp. 1031-1037

M.gh. 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

Yun-Xia Li

Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models pp. 1044-1052

Xuemei Hu, Zhizhong Wang and Zhiwei Zhao

Asymptotics of a Theil-type estimate in multiple linear regression pp. 1053-1064

Gang Shen

A generalized L1-approach for a kernel estimator of conditional quantile with functional regressors: Consistency and asymptotic normality pp. 1065-1073

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

Ali Reza Taheriyoun, Khalil Shafie and Mohammad Jafari Jozani

Set indexed strong martingales and path independent variation pp. 1083-1088

Arthur Yosef

Deviation of discrete distributions--positive and negative results pp. 1089-1096

Tams F. Mri

Goodness-of-fit test for tail copulas modeled by elliptical copulas pp. 1097-1104

Deyuan Li and Liang Peng

A Hoeffding inequality for Markov chains using a generalized inverse pp. 1105-1107

Thomas R. Boucher

Some closure properties for subexponential distributions pp. 1108-1111

Jaap Geluk

A nonparametric dependent process for Bayesian regression pp. 1112-1119

Ruth Fuentes-García, Ramsés H. Mena and Stephen G. Walker

A new concept for count distributions pp. 1120-1124

Per-Erik Hagmark

A few remarks on the supremum of stable processes pp. 1125-1128

P. Patie

Measure changes with extinction pp. 1129-1133

S.C. Harris and M.I. Roberts

Volume 79, issue 7, 2009

Statistical signal extraction using stable processes pp. 851-856

N. Balakrishna and G. Hareesh

Almost sure convergence for non-stationary random sequences pp. 857-863

Zhongquan Tan and Zuoxiang Peng

The average position of the dth maximum in a sample of geometric random variables pp. 864-872

Margaret Archibald and Arnold Knopfmacher

Covariance matrix inequalities for functions of Beta random variables pp. 873-879

Zhengyuan Wei and Xinsheng Zhang

Explicit construction of stochastic exponentials with arbitrary expectation k[set membership, variant](0,1) pp. 880-883

Bernard Wong

The Hjek-Rnyi-type inequality for associated random variables pp. 884-888

Shuhe Hu, Xuejun Wang, Wenzhi Yang and Ting Zhao

Comments on the paper: A bilateral inequality on the Borel-Cantelli Lemma pp. 889-893

Shuhe Hu, Xuejun Wang, Xiaoqin Li and Yuanyuan Zhang

Completely random signed measures pp. 894-898

Gunnar Hellmund

Estimation of mean life and reliability for exponential life distribution using time censored sample data pp. 899-906

Samindra Nath Sengupta, Bikas K. Sinha and Srijib B. Bagchi

Persistent-threshold-GARCH processes: Model and application pp. 907-914

J.A. Park, J.S. Baek and S.Y. Hwang

Maximal rank minimum aberration and doubling pp. 915-919

Jianwei Hu and Runchu Zhang

Backward doubly stochastic differential equations with discontinuous coefficients pp. 920-926

Modeste N'zi and Jean-Marc Owo

Asymptotics for Kotz Type III elliptical distributions pp. 927-935

Enkelejd Hashorva

The ROC region of a regression tree pp. 936-942

Hua Jin and Ying Lu

Efficient estimation of adaptive varying-coefficient partially linear regression model pp. 943-952

Zhensheng Huang and Riquan Zhang

Limiting distribution of the continuity modulus for Gaussian processes with stationary increments pp. 953-956

Zakhar Kabluchko

Estimating the error distribution function in nonparametric regression with multivariate covariates pp. 957-964

Ursula U. Müller, Anton Schick and Wolfgang Wefelmeyer

Identification of a Markovian system with observations corrupted by a fractional Brownian motion pp. 965-968

V. Mandrekar and U.V. Naik-Nimbalkar

An urn approach to generalized extreme shock models pp. 969-976

Pasquale Cirillo and Jürg Hüsler

Prediction intervals for future records and order statistics coming from two parameter exponential distribution pp. 977-983

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

MMLEs are as good as M-estimators or better pp. 984-989

Moti L. Tiku and Baris Sürücü

Periodic stationarity of random coefficient periodic autoregressions pp. 990-996

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

Riccardo Gatto

Volume 79, issue 6, 2009

A new simple interpretation of an optimal design criterion pp. 707-710

Juli Atherton

The exact likelihood function of a vector autoregressive moving average process pp. 711-714

Jose L. Gallego

Improved estimation of the covariance matrix under Stein's loss pp. 715-721

Ren-Dao Ye and Song-Gui Wang

Consistency of the Tikhonov's regularization in an ill-posed problem with random data pp. 722-727

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

Yubin Tian

Bandwidth selection for functional time series prediction pp. 733-740

Anestis Antoniadis, Efstathios Paparoditis and Theofanis Sapatinas

On optimal design for a Poisson regression model with random intercept pp. 741-747

Mehrdad Niaparast

On selfdecomposable Stieltjes transforms pp. 748-752

Jerzy Szulga

On the unification of long-term survival models pp. 753-759

Josemar Rodrigues, Vicente G. Cancho, Mrio de Castro and Francisco Louzada-Neto

Repeated Poisson sampling pp. 760-764

Anton Grafström

Lack-of-fit testing in errors-in-variables regression model with validation data pp. 765-773

Weixing Song

Asymptotic results for heavy-tailed distributions using defective renewal equations pp. 774-779

Georgios Psarrakos

On the Fisher's Z transformation of correlation random fields pp. 780-788

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

Zhihong Xiao and Luqin Liu

On a discrete version of the Laugesen-Morpurgo conjecture pp. 797-806

M.N. Pascu and A. Nicolaie

A note on the consistency of a robust estimator for threshold autoregressive processes pp. 807-813

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

E. Strzalkowska-Kominiak and W. Stute

Homogeneity diagnostics for skew-normal nonlinear regression models pp. 821-827

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

Wei Ning, Sanguo Zhang and Chang Yu

Bounds for the transition density of time-homogeneous diffusion processes pp. 835-841

A.N. Downes

On Cantrell-Rosalsky's strong laws of large numbers pp. 842-847

Manuel Ordez Cabrera and Andrei Volodin

On asymptotic normality in nonlinear regression pp. 848-849

Harry Haupt and Walter Oberhofer

Volume 79, issue 5, 2009

An efficient algorithm for estimating a change-point pp. 559-565

Tsung-Lin Cheng

Stochastic comparison and monotonicity of inactive record values pp. 566-572

Peng Zhao and N. Balakrishnan

The M-estimation in a multi-phase random nonlinear model pp. 573-580

Gabriela Ciuperca

On the use of stochastic approximation Monte Carlo for Monte Carlo integration pp. 581-587

Faming Liang

Ruin probability and local ruin probability in the random multi-delayed renewal risk model pp. 588-596

Qingwu Gao and Yuebao Wang

Partial asymptotic stability in probability of stochastic differential equations pp. 597-601

Oleksiy Ignatyev

A mathematical approach to detect the Taylor property in TARCH processes pp. 602-610

Esmeralda Gonçalves, Joana Leite and Nazaré Mendes-Lopes

Laws of large numbers for residual Cesàro alpha-integrable sequences under dependence assumptions pp. 611-618

De Mei Yuan, Jun An and Bao Tao

A decomposition of the bifractional Brownian motion and some applications pp. 619-624

Pedro Lei and David Nualart

A simplified adaptive fence procedure pp. 625-629

Jiming Jiang, Thuan Nguyen and J. Sunil Rao

On a class of mathematical ecosystems with random jumps pp. 630-636

Jun Peng and Zaiming Liu

A generalization of Hoeffding's lemma, and a new class of covariance inequalities pp. 637-642

Brendan Beare

Iterated logarithm type behavior for weighted sums of i.i.d. random variables pp. 643-651

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

Paul Kabaila and Khageswor Giri

Building asymmetry into circular distributions pp. 659-663

Dale Umbach and S. Rao Jammalamadaka

Permutation test for non-inferiority of the linear to the optimal combination of multiple tests pp. 664-669

Hua Jin and Ying Lu

On the posterior pointwise convergence rate of a Gaussian signal under a conjugate prior pp. 670-675

Alexandra Babenko and Eduard Belitser

Waiting times of exceedances in random threshold models pp. 676-683

Ismihan Bairamov and Serkan EryIlmaz

Estimation of the generalized Pareto distribution pp. 684-688

Joan del Castillo and Jalila Daoudi

Accurate tests and intervals based on linear cusum statistics pp. 689-697

Christopher S. Withers and Saralees Nadarajah

Stochastic Lotka-Volterra model with infinite delay pp. 698-706

Li Wan and Qinghua Zhou

Volume 79, issue 4, 2009

Asymptotics for sums of a function of normalized independent sums pp. 415-419

Kamil Kosinski

The degree sequences of an asymmetrical growing network pp. 420-425

Huilin Huang

Comparison theorems for forward backward SDEs pp. 426-435

Zhen Wu and Mingyu Xu

Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients pp. 436-441

Guangyan Jia

Particle filtering approximations for a Gaussian-generalized inverse Gaussian model pp. 442-449

Marco Ferrante and Nadia Frigo

Partial moment-based sufficient dimension reduction pp. 450-456

Jae Keun Yoo

Hazards regression for length-biased and right-censored data pp. 457-465

Pao-sheng Shen

Sample size formula for randomized controlled trials with counts of recurrent events pp. 466-472

Toshiro Tango

Insurance control for classical risk model with fractional Brownian motion perturbation pp. 473-480

H.Y. Zhang, L.H. Bai and A.M. Zhou

Log-level comparison principle for small ball probabilities pp. 481-486

Alexander Nazarov

Dependence in failure times due to environmental factors pp. 487-495

Esther Frostig and Michel Denuit

A note on Lee discrepancy pp. 496-500

Na Zou, Ping Ren and Hong Qin

Random quantiles of the Dirichlet process pp. 501-507

Kenneth C. Lichtendahl

The relationship between risk measures and choquet expectations in the framework of g-expectations pp. 508-512

Kun He, Mingshang Hu and Zengjing Chen

Assessing global influential observations in modified ridge regression pp. 513-518

Aboobacker Jahufer and Chen Jianbao

Global rate results for the MLE in a class of deconvolution models pp. 519-524

Stefanie Donauer, Piet Groeneboom and Geurt Jongbloed

Multivariate extremes of generalized skew-normal distributions pp. 525-533

Natalia Lysenko, Parthanil Roy and Rolf Waeber

Unfolding the Skorohod reflection of a semimartingale pp. 534-536

Vilmos Prokaj

A note on using the estimated versus the known propensity score to estimate the average treatment effect pp. 537-542

Babette A. Brumback

On weak approximations of integrals with respect to fractional Brownian motion pp. 543-552

Leszek Slominski and Bartosz Ziemkiewicz

Concomitants of order statistics for dependent samples pp. 553-558

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

M. Debruyne and M. Hubert

The number of players tied for the record pp. 283-288

Bennett Eisenberg

Asymptotic distribution of density ratios pp. 289-294

Sabrina Antonelli and Giuliana Regoli

A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator pp. 295-303

M. Ivette Gomes, Dinis Pestana and Frederico Caeiro

Large deviations for heavy-tailed factor models pp. 304-311

Jens Svensson and Boualem Djehiche

On testing for local monotonicity in deconvolution problems pp. 312-319

Alexander Meister

Noncommutative Baum-Katz theorems pp. 320-323

George Stoica

A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model pp. 324-330

Jiandong Ren

An extension of the generalized Birnbaum-Saunders distribution pp. 331-338

Héctor W. Gómez, Juan F. Olivares-Pacheco and Heleno Bolfarine

Influence diagnostics for linear models with first-order autoregressive elliptical errors pp. 339-346

Gilberto A. Paula, Marcio Medeiros and Filidor E. Vilca-Labra

A comment on a conjecture of N. Wiener pp. 347-348

M. Rosenblatt

A note on pasting conditions for the American perpetual optimal stopping problem pp. 349-353

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

Amit Sen

Moments of the unbalanced non-central chi-square distribution pp. 361-367

Daniel Grau

Necessary and sufficient conditions for non-interaction of a pair of one-sided EWMA schemes with reflecting boundaries pp. 368-374

Zhonghua Li, Zhaojun Wang and Zhang Wu

Confidence intervals for limited moments and truncated moments in normal and lognormal models pp. 375-380

Ionut Bebu and Thomas Mathew

On the ruin probability for the Cox correlated risk model perturbed by diffusion pp. 381-389

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

Elisaveta Pancheva, Ivan K. Mitov and Kosto V. Mitov

Log-concavity of generalized order statistics pp. 396-399

Huaihou Chen, Hongmei Xie and Taizhong Hu

A new formula for the transient solution of the Erlang queueing model pp. 400-406

G.M. Leonenko

On some probabilistic properties of double periodic AR models pp. 407-413

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

Qiqing Yu

Volume 79, issue 2, 2009

The geometric convergence rate of the classical change-point estimate pp. 131-137

Stergios Fotopoulos

Approximation of the expected error rate in classification of the Gaussian random field observations pp. 138-144

Ducinskas, Ke[combining Cedilla]stutis

Branching on a Sierpinski graph pp. 145-154

Samantha Leorato and E. Orsingher

On the relationship of location-independent riskier order to the usual stochastic order pp. 155-157

Miguel A. Sordo

Limit theorems for generalized Jirina processes pp. 158-164

Yuqiang Li

Semiparametric estimation of regression functions in autoregressive models pp. 165-172

Zhuoxi Yu, Dehui Wang and Ningzhong Shi

Analysis of the virtual waiting time in multiphase queues pp. 173-176

S. Minkevicius

Stationary distribution of reflected O-U process with two-sided barriers pp. 177-181

Lidong Zhang and Chunmei Jiang

Strong uniqueness for a class of singular SDEs for catalytic branching diffusions pp. 182-187

Hui He

Central limit theorem for multiple integrals with respect to the empirical process pp. 188-195

Hélène Boistard and Eustasio del Barrio

A necessary and sufficient condition for probability measures dominated by g-expectation pp. 196-201

Long Jiang

A class of random deviation theorems and the approach of Laplace transform pp. 202-210

Gaorong Li, Shuang Chen and Junhua Zhang

On the connectedness of saturated square designs pp. 211-214

Xianggui Qu and Theophilus Ogunyemi

Uniform bounds in normal approximation under negatively associated random fields pp. 215-222

Guang-hui Cai and Jian-Feng Wang

A CLT for a one-dimensional class cover problem pp. 223-233

Pengfei Xiang and John C. Wierman

On hitting times of random walks on trees pp. 234-236

José Luis Palacios

Approximate inference for the multinomial logit model pp. 237-242

Marie Rekkas

Some Darling-Siegert relationships connected with random flights pp. 243-254

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

Claudio Macci

Further investigation into restricted Kalman filtering pp. 264-269

Adrian Pizzinga

Complete monotonicity of the entropy in the central limit theorem for gamma and inverse Gaussian distributions pp. 270-274

Yaming Yu

Volume 79, issue 1, 2009

Optimal robust M-estimators using divergences pp. 1-5

Aida Toma

Inference for mean change-point in infinite variance AR(p) process pp. 6-15

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

Mikel Aickin

Ruin problems in a discrete Markov risk model pp. 21-28

Hu Yang, Zhimin Zhang and Chunmei Lan

Current k-records and their use in distribution-free confidence intervals pp. 29-37

J. Ahmadi, M. Razmkhah and N. Balakrishnan

Estimation of the autoregressive operator by wavelet packets pp. 38-43

Algirdas Laukaitis, Olegas Vasilecas and Ricardas Laukaitis

BSDEs driven by Lévy process with enlarged filtration and applications in finance pp. 44-49

Mohamed El Otmani

A note on state space representations of locally stationary wavelet time series pp. 50-54

Kostas Triantafyllopoulos and G.P. Nason

First order p-variations and Besov spaces pp. 55-62

Mathieu Rosenbaum

Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier pp. 63-69

Wenquan Yang and Yijun Hu

The perturbed compound Poisson risk model with multi-layer dividend strategy pp. 70-78

Hu Yang and Zhimin Zhang

On stationarity and [beta]-mixing of periodic bilinear processes pp. 79-87

Abdelouahab Bibi and Radia Lessak

A packing dimension theorem for Gaussian random fields pp. 88-97

Yimin Xiao

On estimating the non-centrality parameter of a chi-squared distribution pp. 98-104

Qizhai Li, Junjian Zhang and Shuai Dai

Limiting behaviour of moving average processes under [phi]-mixing assumption pp. 105-111

Pingyan Chen, Tien-Chung Hu and Andrei Volodin

Cross-validation for comparing multiple density estimation procedures pp. 112-115

Heng Lian

On complete convergence for arrays of rowwise negatively associated random variables pp. 116-124

Anna Kuczmaszewska

Equivalent processes of total time on test, Lorenz and inverse Lorenz processes pp. 125-130

Janusz Kawczak, Reg Kulperger and Hao Yu