Statistics & Probability Letters

1982 - 2025

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

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Volume 76, issue 18, 2006

Limit theorems for self-normalized linear processes pp. 1947-1953

Rafal Kulik

On the solvability of infinite horizon forward-backward stochastic differential equations with absorption coefficients pp. 1954-1960

Dongmei Guo, Shaolin Ji and Huaizhong Zhao

An example and transition function equicontinuity pp. 1961-1964

M. Rosenblatt

Limiting average availability of a system supported by several spares and several repair facilities pp. 1965-1974

Jyotirmoy Sarkar and Fang Li

A local invariance principle for Gibbsian fields pp. 1975-1982

Emmanuel Nowak and Emmanuel Thilly

Asian options with jumps pp. 1983-1993

Ching-Sung Chou and Hsien-Jen Lin

Moment inequalities for sums of products of independent random variables pp. 1994-2000

Yang Shanchao

Almost sure convergence of Titterington's recursive estimator for mixture models pp. 2001-2006

Shaojun Wang and Yunxin Zhao

Nonparametric estimation of volatility models with serially dependent innovations pp. 2007-2016

Christian Dahl and Michael Levine

A class of random deviation theorems for sums of nonnegative stochastic sequence and strong law of large numbers pp. 2017-2026

Zhong-zhi Wang

On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays pp. 2027-2035

Enkelejd Hashorva

Volume 76, issue 17, 2006

Portmanteau theorem for unbounded measures pp. 1831-1835

Mátyás Barczy and Gyula Pap

On convergence of empirical point processes pp. 1836-1844

Youri Davydov and Vladimir Egorov

The variance of partial sums of strong near-epoch dependent variables pp. 1845-1854

Jin Qiu and Zhengyan Lin

Lorenz ordering of order statistics pp. 1855-1860

Subhash Kochar

Fast approximately balanced bootstrap without construction pp. 1861-1872

C. Devon Lin, Wilson W. Lu and R.R. Sitter

Small ball probabilities for jump Lévy processes from the Wiener domain of attraction pp. 1873-1881

Elena Shmileva

Conditional natural exponential families pp. 1882-1888

Afif Masmoudi

An efficient method for identifying clear effects in blocked fractional factorial designs pp. 1889-1894

Mingyao Ai and Shuyuan He

A note on g-expectation with comonotonic additivity pp. 1895-1903

Long Jiang

Convergence in variation of the joint laws of multiple Wiener-Itô integrals pp. 1904-1913

Jean-Christophe Breton

Superposition of renewal processes and an application to multi-server queues pp. 1914-1924

Offer Kella and Wolfgang Stadje

Asymptotic properties of estimators in age-period-cohort analysis pp. 1925-1929

Wenjiang J. Fu and Peter Hall

Notes on Pearson residuals and weighted likelihood estimating equations pp. 1930-1934

Claudio Agostinelli

Gnedenko-Raikov's theorem, central limit theory, and the weak law of large numbers pp. 1935-1939

Allan Gut

An adaptive design for clinical trials with non-dichotomous response and prognostic factors pp. 1940-1946

José A. Moler, Fernando Plo and Miguel San Miguel

Volume 76, issue 16, 2006

Information loss from censoring in rank-based procedures pp. 1705-1713

Johan Lim, Sungim Lee and Hyungwon Choi

Convergence rates for the law of large numbers for arrays pp. 1714-1722

Víctor Hernández and Henar Urmeneta

Seat excess variances of apportionment methods for proportional representation pp. 1723-1730

Udo Schwingenschlögl and Mathias Drton

The p-values of the hypothesis testing about relative risks pp. 1731-1734

Baibing Li

Robust prediction limits based on M-estimators pp. 1735-1740

F. Giummolè and L. Ventura

Robust estimation in the simple errors-in-variables model pp. 1741-1747

M. Fekri and Anne Ruiz-Gazen

A note on the distance in random recursive trees pp. 1748-1755

Chun Su, Jie Liu and Qunqiang Feng

Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes pp. 1756-1760

Anton Schick and Wolfgang Wefelmeyer

A generalized Dirichlet model pp. 1761-1767

Seemon Thomas and Joy Jacob

On some efficient partial diallel cross designs pp. 1768-1774

Himadri Ghosh, Ashish Das and C.K. Midha

On probabilistic properties of conditional medians and quantiles pp. 1775-1780

Yashowanto N. Ghosh and Bhramar Mukherjee

The limit process of the difference between the empirical distribution function and its concave majorant pp. 1781-1786

Vladimir N. Kulikov and Hendrik P. Lopuhaä

Precise asymptotics for a new kind of complete moment convergence pp. 1787-1799

Weidong Liu and Zhengyan Lin

Masking effects on linear regression in multi-class classification pp. 1800-1807

Chunming Zhang and Haoda Fu

Reflecting thoughts pp. 1808-1811

Offer Kella

Finite time ruin probability with heavy-tailed insurance and financial risks pp. 1812-1820

Yu Chen and Chun Su

Empirical Bayes estimation of the guarantee lifetime in a two-parameter exponential distribution pp. 1821-1829

Wen-Tao Huang and Hui-Hsin Huang

Volume 76, issue 15, 2006

A new class of scale free random graphs pp. 1587-1593

Zsolt Katona and Tamás F. Móri

On optimal kernel choice for deconvolution pp. 1594-1602

Aurore Delaigle and Peter Hall

Every random variable satisfies a certain nontrivial integrability condition pp. 1603-1606

José A. Adell and Alberto Lekuona

Stationary distributions in the atom-on-demand problem pp. 1607-1616

Ionut Bebu and Andrew L. Rukhin

A class of distribution functions with less bias in extreme value estimation pp. 1617-1624

Laurens de Haan and Luisa Canto e Castro

On the almost sure convergence of Syracuse sequences pp. 1625-1630

Alain Slakmon and Luc Macot

On complete convergence for arrays pp. 1631-1640

Victor M. Kruglov, Andrei I. Volodin and Tien-Chung Hu

Some properties of misspecified additive hazards models pp. 1641-1646

Satoshi Hattori

A small-sample criterion based on Kullback's symmetric divergence for vector autoregressive modeling pp. 1647-1654

Bezza Hafidi

Asymptotic distribution of the Yule-Walker estimator for INAR(p) processes pp. 1655-1663

Isabel Silva and M. Eduarda Silva

The classical bi-Poisson process: An invertible quadratic harness pp. 1664-1674

Wlodzimierz Bryc and Jacek Wesolowski

Nonparametric predictive subset selection for proportions pp. 1675-1684

F.P.A. Coolen and P. Coolen-Schrijner

Proportional hazards models for survival data with long-term survivors pp. 1685-1693

Xiaobing Zhao and Xian Zhou

Exact moments and probabilities for Wei's urn randomization model pp. 1694-1700

Neal L. Oden and Matthew J. McIntosh

Lack-of-fit-efficiently optimal designs to estimate the highest coefficient of a polynomial with large degree pp. 1701-1704

Wolfgang Bischoff and Frank Miller

Volume 76, issue 14, 2006

On the regular variation of elliptical random vectors pp. 1427-1434

Enkelejd Hashorva

Max-semi-selfdecomposable laws and related processes pp. 1435-1440

S. Satheesh and E. Sandhya

Adaptive minimax estimation of a fractional derivative pp. 1441-1448

Farida Enikeeva

A note on large deviations for weak records pp. 1449-1453

Ismihan Bairamov and Alexei Stepanov

Limit theorems for the ratio of weak records pp. 1454-1464

A. Dembinska and A. Stepanov

Continuity corrections for integer-valued saddlepoint approximations pp. 1465-1469

Thomas Fung and John Robinson

On the extremal dependence coefficient of multivariate distributions pp. 1470-1481

Gabriel Frahm

A weighted central limit theorem pp. 1482-1487

Michel Weber

A new class of skew-Cauchy distributions pp. 1488-1493

J. Behboodian, A. Jamalizadeh and N. Balakrishnan

The Bickel-Rosenblatt test for diffusion processes pp. 1494-1502

Sangyeol Lee

A sufficient condition for the CLT in the space of nuclear operators--Application to covariance of random functions pp. 1503-1509

André Mas

A convexity property of the median of the gamma distribution pp. 1510-1513

Horst Alzer

Compensator and exponential inequalities for some suprema of counting processes pp. 1514-1521

P. Reynaud-Bouret

On the monotonicity of a function related to the local time of a symmetric Lévy process pp. 1522-1528

Renming Song and Zoran Vondracek

Graphical comparison of multivariate nonparametric location tests for restricted alternatives pp. 1529-1535

Michael Vock

Estimation of the stationary distribution of semi-Markov processes with Borel state space pp. 1536-1542

N. Limnios

Multivariate partially linear models pp. 1543-1549

Beatriz Pateiro-López and Wenceslao González-Manteiga

The strong law under a semiparametric model for truncated and censored data pp. 1550-1558

Liuquan Sun

Existence of the solutions of backward-forward SDE's with continuous monotone coefficients pp. 1559-1569

Fabio Antonelli and Hamadène, SaI¨d

Allocating factors to the columns of an orthogonal array when certain interactions are important pp. 1570-1577

Ashish Das, Aloke Dey and Chand K. Midha

Karhunen-Loeve expansion of spherical fractional Brownian motions pp. 1578-1583

Jacques Istas

Volume 76, issue 13, 2006

Precise asymptotics in complete moment convergence of moving-average processes pp. 1305-1315

Li Yun-Xia

Maximum scan score-type statistics pp. 1316-1322

Joseph Glaz and Zhenkui Zhang

On the tail behaviors of Box-Cox transformed threshold GARCH(1,1) process pp. 1323-1330

Ji-Chun Liu

Fitting MA(q) models in the closed invertible region pp. 1331-1334

Y. Zhang and A.I. McLeod

Robust estimators of high order derivatives of regression functions pp. 1335-1344

Graciela Boente and Daniela Rodriguez

A new method for hypotheses testing using spacings pp. 1345-1347

Hamzeh Torabi

Identifying influential observations in logistic discriminant analysis pp. 1348-1355

Wai-Yin Poon

Probabilistic analysis of maximal gap and total accumulated length in interval division pp. 1356-1363

Yoshiaki Itoh, Hosam Mahmoud and Robert Smythe

On Lévy measures for infinitely divisible natural exponential families pp. 1364-1368

Célestin C. Kokonendji and Mohamed Khoudar

Optimum designs for optimum mixtures pp. 1369-1379

Manisha Pal and Nripes K. Mandal

Testing for cointegration in the presence of mis-specified structural change pp. 1380-1384

Steven Cook

Model checks of higher order time series pp. 1385-1396

W. Stute, M. Presedo Quindimil, W. González Manteiga and H.L. Koul

Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process pp. 1397-1409

Jaya P.N. Bishwal

On the correlation order pp. 1410-1416

Zhang Yi and Chengguo Weng

A note on optimal stopping for possible change in the intensity of an ordinary Poisson process pp. 1417-1425

Marlo Brown and Shelemyahu Zacks

Volume 76, issue 12, 2006

Berry-Esséen bound for high dimensional asymptotic approximation of Wilks' Lambda distribution pp. 1191-1200

Vladimir V. Ulyanov, Hirofumi Wakaki and Yasunori Fujikoshi

Asymptotic fluctuations of mutagrams pp. 1201-1210

Hans-Georg Müller and Newton Wai

The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate pp. 1211-1218

H.Y. Zhang, Ming Zhou and J.Y. Guo

Extended constructions of stationary autoregressive processes pp. 1219-1224

Michael K. Pitt and Stephen G. Walker

On nonparametric maximum likelihood for a class of stochastic inverse problems pp. 1225-1237

ChafaI¨, Djalil and Jean-Michel Loubes

The Bahadur representation for sample quantiles under weak dependence pp. 1238-1244

Shuxia Sun

Incomplete split-plot designs generated from [alpha]-resolvable designs pp. 1245-1254

Kazuhiro Ozawa and Shinji Kuriki

Product formula and independence criterion for multiple Huang-Cambanis integrals pp. 1255-1260

Sébastien Chivoret and Anna Amirdjanova

On convergence rate of the Shannon entropy rate of ergodic Markov chains via sample-path simulation pp. 1261-1264

Hyeong Soo Chang

On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model pp. 1265-1272

Yongge Tian and Douglas P. Wiens

Cumulative distribution functions and moments of lattice polynomials pp. 1273-1279

Jean-Luc Marichal

On the sum of t and Gaussian random variables pp. 1280-1286

Guy P. Nason

Bootstrapping MM-estimators for linear regression with fixed designs pp. 1287-1297

Matias Salibian-Barrera

On minimum Kantorovich distance estimators pp. 1298-1302

Federico Bassetti, Antonella Bodini and Eugenio Regazzini

Local approximation of variograms by covariance functions pp. 1303-1304

Martin Schlather and Tilmann Gneiting

Volume 76, issue 11, 2006

On the dual reliability systems of (n,f,k) and pp. 1081-1088

Lirong Cui, Way Kuo, Jinlin Li and Min Xie

On the irregular behavior of LS estimators for asymptotically singular designs pp. 1089-1096

Andrej Pázman and Luc Pronzato

A link between the Matsumoto-Yor property and an independence property on trees pp. 1097-1101

Angelo Efoévi Koudou

Semi-functional partial linear regression pp. 1102-1110

Germán Aneiros-Pérez and Philippe Vieu

When does E(Xk·Yl)=E(Xk)·E(Yl) imply independence? pp. 1111-1116

Torben Maack Bisgaard and Zoltán Sasvári

Nonparametric estimation of the maximum hazard under dependence conditions pp. 1117-1124

A. Quintela-del-Río

Asymptotic normality for U-statistics of negatively associated random variables pp. 1125-1131

Wei Huang and Lin-Xi Zhang

On a problem of Simons and Johnson pp. 1132-1136

Tapas Kumar Chandra

Consistency and asymptotic normality of the maximum likelihood estimates in reproductive dispersion linear models pp. 1137-1146

Tian Xia, Nian-Sheng Tang and Xue-Ren Wang

Association in time of a vector valued process pp. 1147-1155

A.D. Dharamadhikari and Isha Dewan

Nonparametric estimation for quadratic regression pp. 1156-1163

Samprit Chatterjee and Ingram Olkin

An asymptotic estimate for Brownian motion with drift pp. 1164-1169

Paul McGill

On the conservativeness of posterior predictive p-values pp. 1170-1174

Fredrik Andreas Dahl

Almost sure max-limits for nonstationary Gaussian sequence pp. 1175-1184

Shouquan Chen and Zhengyan Lin

A note on moment generating functions pp. 1185-1189

A. Mukherjea, M. Rao and S. Suen

Volume 76, issue 10, 2006

On the maximum of randomly weighted sums with regularly varying tails pp. 971-975

Yiqing Chen, Kai W. Ng and Xiangsheng Xie

Unbiasedness on rays of the tests of locations of homogeneous means in isotonic regression pp. 976-980

Xiaomi Hu

Laws of large numbers for D[0,1] pp. 981-985

Paul H. Bezandry

A sign test for unit roots in a momentum threshold autoregressive process pp. 986-990

Soo Jung Park and Dong Wan Shin

Likelihood-look-ahead inference on the equilibrium distribution of Markov chains pp. 991-1000

Gilda Garibotti, John V. Tsimikas and Joseph Horowitz

Computing the covariance matrix of QML estimators for a state space model pp. 1001-1006

Demetrios Papanastassiou

A note on minimum aberration and clear criteria pp. 1007-1011

Peng-Fei Li, Bao-Jiang Chen, Min-Qian Liu and Run-Chu Zhang

On the generalization of Stein's Lemma for elliptical class of distributions pp. 1012-1016

Zinoviy Landsman

A new test for stochastic order of k[greater-or-equal, slanted]3 ordered multinomial populations pp. 1017-1024

Arthur Cohen, John Kolassa and H.B. Sackrowitz

A note on recurrent random walks pp. 1025-1031

Dimitrios Cheliotis

On optimal schemes in progressive censoring pp. 1032-1036

M. Burkschat, E. Cramer and U. Kamps

Nonparametric regression under alternative data environments pp. 1037-1046

Abdoul G. Sam and Alan Ker

A novel class of bivariate max-stable distributions pp. 1047-1055

Enkelejd Hashorva

Moderate deviations of maximum likelihood estimator for independent not identically distributed case pp. 1056-1064

Zhihong Xiao and Luqin Liu

On the joint distribution of runs in the sequence of Markov-dependent multi-state trials pp. 1065-1074

R.L. Shinde and K.S. Kotwal

A note on unit root tests with heavy-tailed GARCH errors pp. 1075-1079

Gaowen Wang

Volume 76, issue 9, 2006

Tail asymptotics of the nth convolution of super-exponential distributions pp. 861-870

A. Nagaev and G. Tsitsiashvili

Quadratic forms of multivariate skew normal-symmetric distributions pp. 871-879

Wen-Jang Huang and Yan-Hau Chen

Properties of proportional mean residual life model pp. 880-890

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

A note on the simple random walk on: Probability of exiting sequences of sets pp. 891-897

Stanislav Volkov

PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables pp. 898-906

Akio Namba and Kazuhiro Ohtani

On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion pp. 907-912

Ivan Nourdin and Thomas Simon

An optimal completion of the product limit estimator pp. 913-919

Zhiqiang Chen and Eswar Phadia

Weighted least squares estimation of the extreme value index pp. 920-930

Jürg Hüsler, Deyuan Li and Samuel Müller

On the non-negative first-order exponential bilinear time series model pp. 931-938

I. Pereira and M.G. Scotto

On relative ordering of mean residual lifetime functions pp. 939-944

Maxim Finkelstein

An inverse problem for a class of continuous distributions with skewness pp. 945-951

G.G. Hamedani and H. Volkmer

Semi-parametric estimation for a semi-Markov process with left-truncated and right-censored observations pp. 952-958

Odile Pons

Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors pp. 959-969

G. Jogesh Babu and Yogendra P. Chaubey

Volume 76, issue 8, 2006

When transition count for a Markov chains is a complete sufficient statistic pp. 757-763

Adam Paszkiewicz

Inverse Box-Cox: The power-normal distribution pp. 764-772

Jade Freeman and Reza Modarres

On estimation with weighted balanced-type loss function pp. 773-780

Mohammad Jafari Jozani, Éric Marchand and Ahmad Parsian

On the Whittle estimators for some classes of continuous-parameter random processes and fields pp. 781-795

N.N. Leonenko and L.M. Sakhno

Invariant measures for jump-type Fleming-Viot processes pp. 796-802

Telles T. da Silva and Marcelo D. Fragoso

Halton and Hammersley sequences in multivariate nonparametric regression pp. 803-812

Ewaryst Rafajlowicz and Rainer Schwabe

A note on the generalized maximum likelihood estimator in partial Koziol-Green model pp. 813-820

Haimeng Zhang and M. Bhaskara Rao

A note on jump-type Fleming-Viot processes pp. 821-830

Telles T. da Silva and Marcelo D. Fragoso

The moment index of minima (II) pp. 831-837

D.J. Daley and Charles M. Goldie

Probability matching property of adjusted likelihoods pp. 838-842

In Hong Chang and Rahul Mukerjee

A general approach rate to the strong law of large numbers pp. 843-851

Hu Shuhe and Hu Ming

Asymptotically efficient estimates for nonparametric regression models pp. 852-860

L. Galtchouk and Sergey Pergamenshchikov

Volume 76, issue 7, 2006

A-optimal chemical balance weighing design with nonhomogeneity of variances of errors pp. 653-665

Bronislaw Ceranka, Malgorzata Graczyk and Krystyna Katulska

Distributions in the Ehrenfest process pp. 666-674

Srinivasan Balaji, Hosam M. Mahmoud and Osamu Watanabe

Operator semi-self-similar processes and their space-scaling matrices pp. 675-681

Tatsuhiko Saigo and Yozo Tamura

A function arising in the estimation of unobserved probability pp. 682-688

H. Radjavi and C.C.A. Sastri

Consistency of the reduced bootstrap for sample means pp. 689-697

M.D. Jiménez-Gamero, J. Muñoz-García and M.D. Cubiles-de-la-Vega

On a connection between the Bradley-Terry model and the Cox proportional hazards model pp. 698-702

Yuhua Su and Mai Zhou

Extreme values and entire functions of finite order pp. 703-708

Slavko Simic

Goodness-of-fit testing in interval censoring case 1 pp. 709-718

Hira L. Koul and Tingting Yi

Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring pp. 719-728

John W. Lau

Limiting availability of system with non-identical lifetime distributions and non-identical repair time distributions pp. 729-736

Jie Mi

Negative ageing property of random sum pp. 737-742

Gang Li, Kan Cheng and Xiaoyue Jiang

On the distribution of a statistic arising in exact simultaneous confidence bands pp. 743-747

Xiaojing Lu

A supplement to the complete convergence pp. 748-754

Liu Weidong and Lin Zhengyan

Volume 76, issue 6, 2006

Minimax estimation of a bounded parameter of a discrete distribution pp. 547-554

Éric Marchand and Ahmad Parsian

Superposition of renewal processes with heavy-tailed interarrival times pp. 555-561

Kosto V. Mitov and Nikolay M. Yanev

Blockwise bootstrap testing for stationarity pp. 562-570

Zacharias Psaradakis

Approximation of the principal components analysis of a stationary function pp. 571-578

Alain Boudou

A strong uniform convergence rate of kernel conditional quantile estimator under random censorship pp. 579-586

Ould-SaI¨d, Elias

Preservation of classes of life distributions and stochastic orders under weighting pp. 587-596

Jaroslaw Bartoszewicz and Magdalena Skolimowska

Balanced residual treatment effects designs of first and second order pp. 597-600

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

An optimal stopping problem in a diffusion-type model with delay pp. 601-608

Pavel V. Gapeev and Markus Reiss

Mixture periodic autoregressive time series models pp. 609-618

Q. Shao

The modes of a negative multinomial distribution pp. 619-624

Françoise Le Gall

The moments of SETARMA models pp. 625-633

Alessandra Amendola, Marcella Niglio and Cosimo Damiano Vitale

Minimum projection uniformity criterion and its application pp. 634-640

Shangli Zhang and Hong Qin

Unit roots: Periodogram ordinate pp. 641-651

B.B. Bhattacharyya, G.D. Richardson and P.V. Flores

Volume 76, issue 5, 2006

Stationary bivariate minification processes pp. 439-445

Miroslav M. Ristic

General Harris regularity criterion for non-linear Markov branching processes pp. 446-452

Anyue Chen, Junping Li and N.I. Ramesh

Stochastic structure of asymptotic quantization errors pp. 453-464

Mykola Shykula and Oleg Seleznjev

On the concentration phenomenon for [phi]-subgaussian random elements pp. 465-469

Rita Giuliano Antonini, Tien-Chung Hu and Andrei Volodin

Model misspecification effects in clustered count data analysis pp. 470-478

Vandna Jowaheer

Expressions for the normal distribution and repeated normal integrals pp. 479-487

C.S. Withers and P.N. McGavin

Stochastic ordering of bivariate elliptical distributions pp. 488-494

Zinoviy Landsman and Andreas Tsanakas

A stochastic equation for the law of the random Dirichlet variance pp. 495-502

I. Epifani, A. Guglielmi and E. Melilli

A converse to precise asymptotic results pp. 503-506

Deli Li and Aurel Spataru

Some moment relationships for skew-symmetric distributions pp. 507-512

Dale Umbach

A new method for estimating variance from data imputed with ratio method of imputation pp. 513-519

Raghunath Arnab and Sarjinder Singh

Consistent linear model selection pp. 520-530

Meng Zhao and K.B. Kulasekera

Almost sure convergence of stochastic gradient processes with matrix step sizes pp. 531-536

Jean-Marie Monnez

On the Fisher information in record data pp. 537-545

N. Balakrishnan and A. Stepanov

Volume 76, issue 4, 2006

Width-scaled confidence bands for survival functions pp. 327-339

Ian W. McKeague and Yichuan Zhao

Wild bootstrap estimation in partially linear models with heteroscedasticity pp. 340-348

Jinhong You and Gemai Chen

On sampling stationary autoregressive model parameters uniformly in r2 value pp. 349-352

L.J. Fitzgibbon

A non-linear conditional probability model for generating correlated binary data pp. 353-361

Patrick J. Farrell and Brajendra C. Sutradhar

Continuous time Markov chains observed on an alternating renewal process with exponentially distributed durations pp. 362-368

Wenyaw Chan and Nan Fu Peng

An inequality involving correlations pp. 369-372

A.R. Nematollahi and A.R. Soltani

Modified balanced circular systematic sampling pp. 373-383

Ching-Ho Leu and Fei-Fei Kao

Confidence regions for the ratio of percentiles pp. 384-392

Li-Fei Huang and Richard A. Johnson

Dimension reduction via marginal high moments in regression pp. 393-400

Xiangrong Yin and R. Dennis Cook

Fluctuation limit theorems of immigration superprocesses with small branching pp. 401-411

Zenghu Li and Mei Zhang

Empirical likelihood for semiparametric varying-coefficient partially linear regression models pp. 412-422

Jinhong You and Yong Zhou

Three random variable transformations giving Heisenberg-type uncertainty relations pp. 423-430

Roberto D'Angiò

On the consistency of kernel density estimates under modality constraints pp. 431-437

A. Futschik and E. Isogai

Volume 76, issue 3, 2006

Rates of convergence of an adaptive kernel density estimator for finite mixture models pp. 221-230

R.J. Karunamuni, T.N. Sriram and JunJie Wu

On risk dependence and mrl ordering pp. 231-243

Esther Frostig

Penalized likelihood hazard estimation: Efficient approximation and Bayesian confidence intervals pp. 244-254

Pang Du and Chong Gu

An improved likelihood ratio test for varying dispersion in exponential family nonlinear models pp. 255-265

Audrey H.M.A. Cysneiros and Silvia L.P. Ferrari

On the use of three level orthogonal arrays in robust parameter design pp. 266-273

E. Kolaiti and C. Koukouvinos

Non-isomorphic orthogonal arrays obtained by juxtaposition pp. 274-279

H. Evangelaras, E. Kolaiti and C. Koukouvinos

Almost sure versions of the Darling-Erdös theorem pp. 280-290

István Berkes and Michel Weber

On the performance of the DHF tests against nonstationary alternatives pp. 291-297

Tomás del Barrio Castro

Approximation of distributions pp. 298-303

Nacereddine Belili and Henri Heinich

Resolving the tail instability in weighted log-rank statistics for clustered survival data pp. 304-309

Michael R. Kosorok and Ronald E. Gangnon

Least squares estimation for critical random coefficient first-order autoregressive processes pp. 310-317

S.Y. Hwang, I.V. Basawa and Tae Yoon Kim

Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals pp. 318-326

V. Seetha Lekshmi and K.K. Jose

Volume 76, issue 2, 2006

A note on quantile estimation for long-range dependent stochastic processes pp. 109-116

É. Youndjé and P. Vieu

Prediction of kth records pp. 117-127

Monika Klimczak

Prediction for some processes related to a fractional Brownian motion pp. 128-134

T.E. Duncan

A note on the extremes of a particular moving average count data model pp. 135-141

Andreia Hall and Orlando Moreira

Goodness-of-fit methods for the bipolar Watson distribution defined on the hypersphere pp. 142-152

Adelaide Figueiredo and Paolo Gomes

Empirical likelihood for NA series pp. 153-160

Junjian Zhang

Orthogonal multiple contrast test for testing monotone on the average pp. 161-168

J. Peng, C.I.C. Lee, L. Liu and J. Jiang

Empirical likelihood for the difference of two survival functions under right censorship pp. 169-181

Junshan Shen and Shuyuan He

Estimation in a change-point hazard regression model pp. 182-190

Jean-François Dupuy

An extension of almost sure central limit theory pp. 191-202

Siegfried Hörmann

Sufficient and necessary condition for the convergence of stochastic approximation algorithms pp. 203-210

Neiping Chen, Wenbin Liu and Jianfeng Feng

Asymptotic normality of an adaptive kernel density estimator for finite mixture models pp. 211-220

R.J. Karunamuni, T.N. Sriram and JunJie Wu

Volume 76, issue 1, 2006

An occupancy distribution arising in a limiting dilution assay for HIV-1 pp. 1-9

Daniel Zelterman

On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model pp. 10-18

Christian Genest, Jean-François Quessy and Bruno Remillard

Exact likelihood ratio scale and homogeneity testing of some loss processes pp. 19-26

Milan Stehlík

Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression pp. 27-34

Dimitrios Vougas

Comments on the rate of convergence to asymptotic independence between order statistics pp. 35-38

H.M. Barakat

Approximation of the posterior density for diffusion processes pp. 39-44

J.A. Cano, M. Kessler and D. Salmerón

Heavy points of a d-dimensional simple random walk pp. 45-57

Endre Csáki, Antónia Földes and Pál Révész

On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications pp. 58-68

Chafik Bouhaddioui and Roch Roy

Some new tests for normality based on U-processes pp. 69-82

Miguel A. Arcones and Yishi Wang

Minimax regret comparison of hard and soft thresholding for estimating a bounded normal mean pp. 83-92

Bernd Droge

Sieves estimator of the operator of a functional autoregressive process pp. 93-108

Tahar Mourid and Nawel Bensmain