Statistics & Probability Letters

1982 - 2025

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

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Volume 77, issue 18, 2007

A note on Bayesian nonparametric priors derived from exponentially tilted Poisson-Kingman models pp. 1705-1711

Annalisa Cerquetti

The speed of a branching system of random walks in random environment pp. 1712-1721

Alexis Devulder

A least-squares cross-validation bandwidth selection approach in pair correlation function estimations pp. 1722-1729

Yongtao Guan

A note on the exponential inequality for associated random variables pp. 1730-1736

Soo Hak Sung

A class of controlled bisexual branching processes with mating depending on the number of progenitor couples pp. 1737-1743

Manuel Molina, Inés M. del Puerto and Alfonso Ramos

A result on the first-passage time of an Ornstein-Uhlenbeck process pp. 1744-1749

Susanne Ditlevsen

Limit laws for multidimensional extremes pp. 1750-1755

Marie-Francoise Barme-Delcroix and Ursula Gather

A Holm-type procedure controlling the false discovery rate pp. 1756-1762

Yongchao Ge, Stuart C. Sealfon, Chi-Hong Tseng and Terence P. Speed

Volume 77, issue 17, 2007

Central Limit Theorem by moments pp. 1647-1651

René Blacher

Interval estimation for the normal correlation coefficient pp. 1652-1661

Y. Sun and A.C.M. Wong

A connection between self-normalized products and stable laws pp. 1662-1665

Igor Melnykov and John T. Chen

Two-stage efficient estimation of longitudinal nonparametric additive models pp. 1666-1675

Jinhong You and Haibo Zhou

Forward-backward SDEs and the CIR model pp. 1676-1682

Cody Blaine Hyndman

A game version of the Cowan-Zabczyk-Bruss' problem pp. 1683-1689

Krzysztof Szajowski

Probabilities of majority and minority violation in proportional representation pp. 1690-1695

Udo Schwingenschlögl

The gamma coefficient revisited pp. 1696-1704

Valentin Rousson

Volume 77, issue 16, 2007

Limiting behavior of weighted sums of i.i.d. random variables pp. 1589-1599

Chen Pingyan and Gan Shixin

Some remarks on local time-space calculus pp. 1600-1607

Xiangfeng Yang and Litan Yan

Penalized wavelet monotone regression pp. 1608-1621

Anestis Antoniadis, Jéremie Bigot and Irène Gijbels

A note on the asymptotic distribution of the maximum likelihood estimator in a non-regular case pp. 1622-1627

Takayuki Fujii

On the exchange of iterated expectations of random upper semicontinuous functions pp. 1628-1635

Luis J. Rodríguez-Muñiz and Miguel López-Díaz

A time-series model using asymmetric Laplace distribution pp. 1636-1640

K. Jayakumar and A.P. Kuttykrishnan

A note on extreme magnitudes of characteristic functions pp. 1641-1643

Zhengmin Zhang

Volume 77, issue 15, 2007

A central limit theorem for self-normalized sums of a linear process pp. 1535-1541

Mindaugas Juodis and Alfredas Rackauskas

Posterior distribution for negative binomial parameter p using a group invariant prior pp. 1542-1548

B. Heller and M. Wang

Asymptotic normality associated with generalized occupancy problems pp. 1549-1558

Sherzod M. Mirakhmedov

Reflected backward stochastic differential equations driven by Lévy processes pp. 1559-1566

Yong Ren and Lanying Hu

Construction of fractional factorial split-plot designs with weak minimum aberration pp. 1567-1573

Jianfeng Yang, Runchu Zhang and Minqian Liu

The generating functions of hitting times for random walk on trees pp. 1574-1579

Haiyan Chen

Estimation of generalized partially linear models with measurement error using sufficiency scores pp. 1580-1588

Lian Liu

Volume 77, issue 14, 2007

Universal residuals: A multivariate transformation pp. 1473-1478

A.E. Brockwell

Gibbs and autoregressive Markov processes pp. 1479-1485

Luis E. Nieto-Barajas and Stephen G. Walker

Inequalities on the overshoot beyond a boundary for independent summands with differing distributions pp. 1486-1489

John L. Spouge

Identification of moving average process with infinite variance pp. 1490-1496

Dedi Rosadi

L1-rate of convergence of smoothed histogram pp. 1497-1504

T. Bouezmarni, M. Mesfioui and J.M. Rolin

The capacity of q-state Potts neural networks with parallel retrieval dynamics pp. 1505-1514

Matthias Löwe and Franck Vermet

Influence analysis of non-Gaussianity by applying projection pursuit pp. 1515-1521

Yufen Huang, Ching-Ren Cheng and Tai-Ho Wang

The impact on ruin probabilities of the association structure among financial risks pp. 1522-1525

Qihe Tang and Raluca Vernic

Rates of strong uniform consistency for local least squares kernel regression estimators pp. 1526-1534

David Blondin

Volume 77, issue 13, 2007

The supremum of random walk with negatively associated and heavy-tailed steps pp. 1403-1412

Dingcheng Wang, Pingyan Chen and Chun Su

Alternative ways of obtaining Hausman's test using artificial regressions pp. 1413-1417

Badi Baltagi and Long Liu

Stationarity domains for [delta]-power Garch process with heavy tails pp. 1418-1427

Fabio Bellini and Leonardo Bottolo

Stationarity for a Markov-switching Box-Cox transformed threshold GARCH process pp. 1428-1438

Ji-Chun Liu

Generalized least squares estimation for explosive AR(1) processes with conditionally heteroscedastic errors pp. 1439-1448

S.Y. Hwang, S. Kim, S.D. Lee and I.V. Basawa

On Hinkley's estimator: Inference about the change point pp. 1449-1458

Stergios Fotopoulos and V.K. Jandhyala

Fisher information matrix for a four-parameter kappa distribution pp. 1459-1466

Jeong-Soo Park and Tae Yoon Kim

On stochastic orderings between residual record values pp. 1467-1472

Baha-Eldin Khaledi and Roohollah Shojaei

Volume 77, issue 12, 2007

Rescaled range analysis in the presence of stochastic trend pp. 1165-1175

Alexander Aue, Lajos Horvath and Josef Steinebach

Optimal times for software release when repair is imperfect pp. 1176-1184

Philip J. Boland and Nóra Ní Chuív

St. Petersburg games with the largest gains withheld pp. 1185-1189

Sándor Csörgo and Gordon Simons

A Karhunen-Loeve expansion for a mean-centered Brownian bridge pp. 1190-1200

Paul Deheuvels

Thinking outside the box: Statistical inference based on Kullback-Leibler empirical projections pp. 1201-1213

Kjell Doksum, Akichika Ozeki, Jihoon Kim and Elias Chaibub Neto

On the convergence rate of fixed design regression estimators for negatively associated random variables pp. 1214-1224

Wentao Gu, George G. Roussas and Lanh T. Tran

Time series smoothing by penalized least squares pp. 1225-1234

Victor M. Guerrero

Inclusion and exclusion of data or parameters in the general linear model pp. 1235-1247

S. Rao Jammalamadaka and D. Sengupta

Brittle power: On Roman Emperors and exponential lengths of rule pp. 1248-1257

Estate Khmaladze, Ray Brownrigg and John Haywood

Extensions of the Markov chain marginal bootstrap pp. 1258-1268

Masha Kocherginsky and Xuming He

Test-based classification: A linkage between classification and statistical testing pp. 1269-1281

Shu-Min Liao and Michael Akritas

On exact Type I and Type II errors of Cochran's test pp. 1282-1287

W.Y. Wendy Lou and James C. Fu

Squeezing the last drop: Cluster-based classification algorithm pp. 1288-1299

Kishan G. Mehrotra, Necati E. Ozgencil and Nancy McCracken

Efficient Gibbs sampler for Bayesian analysis of a sample selection model pp. 1300-1311

Yasuhiro Omori

Normal order statistics and sums of geometric random variables in treatment allocation problems pp. 1312-1321

Andrew L. Rukhin

Prediction in invertible linear processes pp. 1322-1331

Anton Schick and Wolfgang Wefelmeyer

Shot-noise processes and the minimal martingale measure pp. 1332-1338

Thorsten Schmidt and Winfried Stute

Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications pp. 1339-1344

Moshe Shaked

A test based on quantile score for c-sample randomized block design pp. 1345-1353

Songyong Sim

Betting on residual life: The caveats of conditioning pp. 1354-1361

Nozer D. Singpurwalla

Simultaneous testing of multiple hypotheses using generalized p-values pp. 1362-1370

Kam-Wah Tsui and Shijie Tang

Rate of convergence of k-step Newton estimators to efficient likelihood estimators pp. 1371-1376

Steve Verrill

Orthogonality and D-optimality of the U-type design under general Fourier regression models pp. 1377-1384

Min-Yu Xie, Jian-Hui Ning and Kai-Tai Fang

Testing treatment effect by combining weighted log-rank tests and using empirical likelihood pp. 1385-1393

Song Yang and Yichuan Zhao

Generalized weighted additive models based on distribution functions pp. 1394-1402

In-Kwon Yeo

Volume 77, issue 11, 2007

Generalized n-Paul paradox pp. 1043-1049

Péter Kevei

On complete convergence for arrays of rowwise dependent random variables pp. 1050-1060

Anna Kuczmaszewska

Proof load designs for estimation of dependence in a bivariate Weibull model pp. 1061-1069

Richard A. Johnson and Wenqing Lu

The minimal entropy measure and an Esscher transform in an incomplete market model pp. 1070-1076

Michael Monoyios

Experimentation on heterogeneous experimental units pp. 1077-1083

Samaradasa Weerahandi and Martin A. Koschat

Heteroscedastic symmetrical linear models pp. 1084-1090

Francisco José A. Cysneiros, Gilberto A. Paula and Manuel Galea

Optimal convergence rates for density estimation from grouped data pp. 1091-1097

Alexander Meister

A note on absorption probabilities in one-dimensional random walk via complex-valued martingales pp. 1098-1105

Dennis Gilliland, Shlomo Levental and Yimin Xiao

Some strong limit theorems of weighted sums for negatively dependent generalized Gaussian random variables pp. 1106-1110

M. Amini, H. Zarei and A. Bozorgnia

Some measures for asymmetry of distributions pp. 1111-1116

Georgi N. Boshnakov

Kolmogorov inequalities for the partial sum of independent Bernoulli random variables pp. 1117-1122

Petroula M. Mavrikiou

Optimal Poisson quantisation pp. 1123-1132

Ilya Molchanov and Nikolay Tontchev

Random convex combinations of order statistics pp. 1133-1136

Eric Beutner and Udo Kamps

Generalized skew-Cauchy distribution pp. 1137-1147

Wen-Jang Huang and Yan-Hau Chen

A preorder relation for Markov reward processes pp. 1148-1157

David Daly, Peter Buchholz and William H. Sanders

The stationary seasonal hyperbolic asymmetric power ARCH model pp. 1158-1164

Abdou Ka Diongue and Dominique Guégan

Volume 77, issue 10, 2007

Consistency of minimum divergence estimators based on grouped data pp. 937-941

Federico Bassetti, Antonella Bodini and Eugenio Regazzini

The uniqueness of extremum estimation pp. 942-951

Volker Krätschmer

On complete convergence of triangular arrays of independent random variables pp. 952-963

István Berkes and Michel Weber

Fisher information in record values and their concomitants about dependence and correlation parameters pp. 964-972

Morteza Amini and J. Ahmadi

Optimal correction of an indefinite estimated MA spectral density matrix pp. 973-980

Petre Stoica, Luzhou Xu, Jian Li and Yao Xie

A note on proportional hazards and proportional odds models pp. 981-988

Shande Chen and Amita K. Manatunga

Lattice polynomials of random variables pp. 989-994

Alexander Dukhovny

The pair correlation function of spatial Hawkes processes pp. 995-1003

Jesper Møller and Giovanni Luca Torrisi

Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms pp. 1004-1013

Simos Meintanis and Jan Swanepoel

Goodness-of-fit test for response adaptive clinical trials pp. 1014-1020

Yanqing Yi and Xikui Wang

Asymptotic behavior of the moments of the ratio of the random sum of squares to the square of the random sum pp. 1021-1033

Sophie A. Ladoucette

A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model pp. 1034-1042

Lan Wang

Volume 77, issue 9, 2007

U-statistics based on the Green's function of the Laplacian on the circle and the sphere pp. 863-872

J.-R. Pycke

The distribution of the first [beta] point in the classical risk model with interest pp. 873-880

Zhigang Li, Rong Wu and Yonghong Du

Can any multivariate gaussian vector be interpreted as a sample from a stationary random process? pp. 881-884

Olivier Perrin and Martin Schlather

On sequential detection of parameter changes in linear regression pp. 885-895

Lajos Horvath, Piotr Kokoszka and Josef Steinebach

On the connection between model selection criteria and quadratic discrimination in ARMA time series models pp. 896-900

Pedro Galeano and Daniel Peña

Balanced residual treatment effects designs of first order for correlated observations pp. 901-906

M.L. Aggarwal, Lih-Yuan Deng and Mithilesh Kumar Jha

Bayesian nonparametric inference of stochastically ordered distributions, with Pólya trees and Bernstein polynomials pp. 907-913

George Karabatsos and Stephen G. Walker

Constrained estimators of treatment parameters in semiparametric models pp. 914-919

Marcin Przystalski and Pawel Krajewski

Shiga-Watanabe's time inversion property for self-similar diffusion processes pp. 920-924

Juha Vuolle-Apiala

Asymptotic properties of a double penalized maximum likelihood estimator in logistic regression pp. 925-930

Sujuan Gao and Jianzhao Shen

Variational form of the large deviation functional pp. 931-936

Henri Comman

Volume 77, issue 8, 2007

Ruin problems in risk models with dependent rates of interest pp. 761-768

Qi-bing Gao, Yao-hua Wu, Chun-hua Zhu and Guang-hua Wei

Sensor analytics: radioactive gas concentration estimation and error propagation pp. 769-773

Dale N. Anderson, Deborah K. Fagan, Rey Suarez, Jim C. Hayes and Justin I. McIntyre

Permutation and scale invariant one-sided approximate likelihood ratio tests pp. 774-781

Samruam Chongcharoen and F.T. Wright

Sharp estimation in sup norm with random design pp. 782-794

GaI¨ffas, Stéphane

Decomposition of supermartingales indexed by a linearly ordered set pp. 795-802

Gianluca Cassese

Estimation of regression coefficients of interest when other regression coefficients are of no interest: The case of non-normal errors pp. 803-810

Guohua Zou, Alan Wan, Xiaoyong Wu and Ti Chen

Difference-based estimation for error variances in repeated measurement regression models pp. 811-816

Qinfeng Xu and Jinhong You

A note on sufficient dimension reduction pp. 817-821

Xuerong Meggie Wen

Besov regularity of stochastic measures pp. 822-825

Vadym M. Radchenko

The optional sampling theorem for submartingales in the sequentially planned context pp. 826-831

M. Mar Fenoy and Pilar Ibarrola

On the derivatives of the normalising constant of the Bingham distribution pp. 832-837

A. Kume and Andrew T.A. Wood

A characterization of subclasses of semi-selfdecomposable distributions by stochastic integral representations pp. 838-842

Makoto Maejima and Manabu Miura

Adaptive deadband control of a drifting process with unknown parameters pp. 843-852

Zilong Lian and Enrique del Castillo

Conservative confidence intervals based on weighted means statistics pp. 853-861

Andrew L. Rukhin

Volume 77, issue 7, 2007

A Darling-Siegert formula relating some Bessel integrals and random walks pp. 667-680

A. De Gregorio and E. Orsingher

Unfair gambles in probability pp. 681-686

John Beam

Some properties of a multifractional Brownian motion pp. 687-692

Zhengyan Lin and Jing Zheng

A note on uniform consistency of monotone function estimators pp. 693-703

Natalie Neumeyer

Some efficient estimators of the domain parameters pp. 704-709

M.C. Agrawal and Chand K. Midha

Stability under products of sufficient, minimal sufficient and complete [sigma]-fields in the Bayesian case pp. 710-716

J.E. Chacón, J. Montanero, A.G. Nogales and P. Pérez

A new family of slash-distributions with elliptical contours pp. 717-725

Héctor W. Gómez, Fernando A. Quintana and Francisco J. Torres

Convergence of quadratic forms with nonvanishing diagonal pp. 726-734

R.J. Bhansali, Liudas Giraitis and P.S. Kokoszka

A note on the proportional hazards model with discontinuous data pp. 735-739

Qiqing Yu

An application of reinforced urn processes to determining maximum tolerated dose pp. 740-747

Maura Mezzetti, Pietro Muliere and Paolo Bulla

Moment representation of Bernoulli polynomial, Euler polynomial and Gegenbauer polynomials pp. 748-751

Ping Sun

On processes with summable partial autocorrelations pp. 752-759

Lukasz Debowski

Volume 77, issue 6, 2007

Life behavior of [delta]-shock model pp. 577-587

Zehui Li and Xinbing Kong

Entropy correlation coefficient for measuring predictive power of generalized linear models pp. 588-593

Nobuoki Eshima and Minoru Tabata

Ordering the dispersion of ordinary least squares under near-integration pp. 594-597

Ralph Bailey and Peter Burridge

A class of ordinal quasi-symmetry models for square contingency tables pp. 598-603

Maria Kateri and Alan Agresti

Generalization of Simmons' theorem pp. 604-606

Olivier Perrin and Edmond Redside

Efficient capital markets: A statistical definition and comments pp. 607-613

Alexandros E. Milionis

On stochastic ordering for diffusion with jumps and applications pp. 614-620

Xinsheng Zhang

Behavior of elemental sets in regression pp. 621-624

David J. Olive and Douglas M. Hawkins

Modified p-values for one-sided testing in restricted parameter spaces pp. 625-631

Hsiuying Wang

Self-normalized Wittmann's laws of iterated logarithm in Banach space pp. 632-643

Dianliang Deng

On the infinite divisibility of some skewed symmetric distributions pp. 644-648

J. Armando Domínguez-Molina and Alfonso Rocha-Arteaga

On the use of linear models in the estimation of the size of a population using capture-recapture data pp. 649-653

Richard Huggins

Perturbing the minimand resampling with Gamma(1,1) random variables as an extension of the Bayesian Bootstrap pp. 654-657

Michael Parzen and Stuart R. Lipsitz

A formula for transition density function under Girsanov transform pp. 658-666

Ruili Song and Jiangang Ying

Volume 77, issue 5, 2007

Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump pp. 475-482

Ching-Sung Chou and Hsien-Jen Lin

Quadratic prediction problems in finite populations pp. 483-489

Xu-Qing Liu and Jian-Ying Rong

Some characterizations of the spherical harmonics coefficients for isotropic random fields pp. 490-496

Paolo Baldi and Domenico Marinucci

Randomization in survival analysis pp. 497-502

Giacomo Aletti and Diane Saada

Age and residual lifetime distributions for branching processes pp. 503-513

A. Yakovlev and N. Yanev

Mitigating the effect of measurement errors in quantile estimation pp. 514-524

E. Schechtman and C. Spiegelman

Hierarchical structures associated with order functions pp. 525-529

Deli Li and Yongcheng Qi

Large deviations for random sums of negatively dependent random variables with consistently varying tails pp. 530-538

Yu Chen and Weiping Zhang

An example of a stationary, triplewise independent triangular array for which the CLT fails pp. 539-542

Miriam Ruth Kantorovitz

Quasi-sure p-variation of fractional Brownian motion pp. 543-548

Guilan Cao and Kai He

Empirical likelihood inference for the mean residual life under random censorship pp. 549-557

Gengsheng Qin and Yichuan Zhao

A reversion of the Chernoff bound pp. 558-565

Ted Theodosopoulos

Nonregular two-level designs of resolution IV or more containing clear two-factor interactions pp. 566-575

Guijun Yang and Neil A. Butler

Volume 77, issue 4, 2007

Characterization of the Dirichlet distribution on symmetric matrices pp. 357-364

Mohamed Ben Farah and Abdelhamid Hassairi

Properties of aging intensity function pp. 365-373

Asok K. Nanda, Subarna Bhattacharjee and S.S. Alam

Empirical likelihood ratio test for the change-point problem pp. 374-382

Changliang Zou, Yukun Liu, Peng Qin and Zhaojun Wang

Extension of runs to the continuous-valued sequences pp. 383-388

Serkan Eryilmaz

Stability of weighted averages of 2-exchangeable random variables pp. 389-395

N. Etemadi

Strongly monotone q-functions and a note on strong ergodicity of monotone q-functions pp. 396-400

Yangrong Li

An estimation procedure for a spatial-temporal model pp. 401-406

Ohmar Z. Landagan and Erniel Barrios

Multivariate extensions of Spearman's rho and related statistics pp. 407-416

Friedrich Schmid and Rafael Schmidt

Random integral representations for free-infinitely divisible and tempered stable distributions pp. 417-425

Zbigniew J. Jurek

Optimal designs in multivariate linear models pp. 426-430

A. Markiewicz and A. Szczepanska

A note on quasi-likelihood for exponential families pp. 431-437

David H. Annis

Superiority of the r-d class estimator over some estimators by the mean square error matrix criterion pp. 438-446

M. Revan Özkale and Selahattin KaçIranlar

Statistical interpretation of the importance of phase information in signal and image reconstruction pp. 447-454

Ni, Xuelei (Sherry) and Xiaoming Huo

Averaged estimation of functional-coefficient regression models with different smoothing variables pp. 455-461

Riquan Zhang and Guoying Li

A variable bandwidth selector in multivariate kernel density estimation pp. 462-467

Tiee-Jian Wu, Ching-Fu Chen and Huang-Yu Chen

Extensions of functional LIL w.r.t. (r, p)--Capacities on Wiener space pp. 468-473

Xiong Chen and N. Balakrishnan

Volume 77, issue 3, 2007

Applications of large deviations to optimal experimental designs pp. 231-238

Cyrille Joutard

Large deviation principles with respect to the [tau]-topology for exchangeable sequences: A necessary and sufficient condition pp. 239-246

Yutao Ma, Qiongxia Song and Liming Wu

A bootstrap method for assessing the dimension of a general regression problem pp. 247-255

M. Pilar Barrios and Santiago Velilla

Binary market models with memory pp. 256-264

Akihiko Inoue, Yumiharu Nakano and Vo Anh

Splitting variable selection for multivariate regression trees pp. 265-271

Wei-Cheng Hsiao and Yu-Shan Shih

On Sevast'yanov's theorem pp. 272-279

M. Denker and N. Kan

Sufficiency and efficiency in statistical prediction pp. 280-287

Denis Bosq

Exact power calculations for detecting hypotheses involving two correlated binary outcomes pp. 288-294

Jihnhee Yu, James L. Kepner and Brian N. Bundy

Chung LIL for integrated [alpha] stable process pp. 295-302

Rongmao Zhang and Zhengyan Lin

Complete convergence for weighted sums of random variables pp. 303-311

Soo Hak Sung

Chain graphs for multilevel models pp. 312-318

Anna Gottard and Carla Rampichini

Maximum likelihood estimation for joint mean-covariance models from unbalanced repeated-measures data pp. 319-328

Scott Holan and Christine Spinka

Comparison of tests of uniformity defined on the hypersphere pp. 329-334

Adelaide Figueiredo

On Srivastava's multivariate sample skewness and kurtosis under non-normality pp. 335-342

Yosihito Maruyama

A robust inverse regression estimator pp. 343-349

Liqiang Ni and R. Dennis Cook

Comparison of error distributions in nonparametric regression pp. 350-356

Juan Carlos Pardo-Fernández

Volume 77, issue 2, 2007

Unimprovability of the Bonferroni procedure in the class of general step-up multiple testing procedures pp. 117-122

Alexander Y. Gordon

Nontransitivity in a class of weighted logrank statistics under nonproportional hazards pp. 123-130

Daniel L. Gillen and Scott S. Emerson

Two-sample median test for order restricted randomized designs pp. 131-141

Omer Ozturk

Optimal main effect plans in blocks of small size pp. 142-147

Mausumi Bose and Sunanda Bagchi

A short proof of an identity for a Brownian Bridge due to Donati-Martin, Matsumoto and Yor pp. 148-150

David Hobson

Comparison of level-crossing times for Markov and semi-Markov processes pp. 151-157

Fátima Ferreira and António Pacheco

The overshoot of a random walk with negative drift pp. 158-165

Qihe Tang

A class of random matrices with infinitely divisible determinants pp. 166-168

Makoto Maejima and Víctor Pérez-Abreu

On the convolution of the negative binomial random variables pp. 169-172

Edward Furman

On the negative binomial distribution and its generalizations pp. 173-180

P. Vellaisamy and N.S. Upadhye

Precise large deviations for negatively associated random variables with consistently varying tails pp. 181-189

Yan Liu

Probability weighted moments properties for small samples pp. 190-195

Reinhard Furrer and Philippe Naveau

Statistical options: Crash resistant financial contracts based on robust estimation pp. 196-203

L. Ramprasath and Kesar Singh

On constrained estimation problems in time-use surveys pp. 204-210

F.J. Samaniego, E.M. Vestrup and D. Bhattacharya

Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps pp. 211-219

Shujin Wu and Dong Han

Maximum estimation capacity projection designs from Hadamard matrices with 32, 36 and 40 runs pp. 220-229

P. Angelopoulos and C. Koukouvinos

Volume 77, issue 1, 2007

Distributional properties for the generalized p-value for the Behrens-Fisher problem pp. 1-8

Shijie Tang and Kam-Wah Tsui

Asymptotic properties for partial sum processes of a Gaussian random field pp. 9-18

Hee-Jin Moon and Yong-Kab Choi

Consistency of Bayesian estimation of a step function pp. 19-24

Heng Lian

New two-variable full orthogonal designs and related experiments with linear regression models pp. 25-31

Stelios D. Georgiou

A direct method to obtain the joint distribution of successes, failures and patterns in enumeration problems pp. 32-39

Demetrios L. Antzoulakos and Michael V. Boutsikas

Regression with random design: A minimax study pp. 40-53

Christophe Chesneau

The linear minimax estimator of stochastic regression coefficients and parameters under quadratic loss function pp. 54-62

Sheng-Hua Yu

On the distribution of Dickey-Fuller unit root statistics when there is a break in the innovation variance pp. 63-68

Amit Sen

Bayesian local robustness under weighted squared-error loss function incorporating unimodality pp. 69-74

Enrique Calderín Ojeda, Emilio Gómez Déniz and Ignacio J. Cabrera Ortega

Asymptotic efficiency of the ordinary least-squares estimator for sur models with integrated regressors pp. 75-82

Dong Wan Shin, Han Joon Kim and Won-Chul Jhee

Modelling spatio-temporal data: A new variogram and covariance structure proposal pp. 83-89

E. Porcu, J. Mateu, A. Zini and R. Pini

Improvements on removing nonoptimal support points in D-optimum design algorithms pp. 90-94

Radoslav Harman and Luc Pronzato

A new characterization of the normal law pp. 95-98

S.Y. Novak

Calibration approach estimators in stratified sampling pp. 99-103

Jong-Min Kim, Engin A. Sungur and Tae-Young Heo

A penalized version of the empirical likelihood ratio for the population mean pp. 104-110

Francesco Bartolucci

On the construction and existence of a certain class of complete diallel cross designs pp. 111-115

Sudesh K. Srivastav and Arti Shankar