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Journal of Probability and Statistics

2009 - 2025

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Bibliographic data for series maintained by Mohamed Abdelhakeem ().

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Volume 2011, month December, 2011

Fixed-Effects Modeling of Cohen's Weighted Kappa for Bivariate Multinomial Data: A Perspective of Generalized Inverse pp. 1-14 Downloads
Jingyun Yang and Vernon M. Chinchilli
Bayesian Inference on the Shape Parameter and Future Observation of Exponentiated Family of Distributions pp. 1-17 Downloads
Sanku Dey and Sudhansu S. Maiti
Weighted Strong Law of Large Numbers for Random Variables Indexed by a Sector pp. 1-16 Downloads
Przemysław Matuła and Michał Seweryn
Power Prior Elicitation in Bayesian Quantile Regression pp. 1-16 Downloads
Rahim Alhamzawi and Keming Yu
Some Recent Developments in Efficiency Measurement in Stochastic Frontier Models pp. 1-25 Downloads
Subal Kumbhakar and Mike Tsionas
Optimal Hedging and Pricing of Equity-Linked Life Insurance Contracts in a Discrete-Time Incomplete Market pp. 1-23 Downloads
Norman Josephy, Lucia Kimball and Victoria Steblovskaya
Gaussian Covariance Faithful Markov Trees pp. 1-10 Downloads
Dhafer Malouche and Bala Rajaratnam
Strong Laws of Large Numbers for Arrays of Rowwise NA and LNQD Random Variables pp. 1-10 Downloads
Jiangfeng Wang and Qunying Wu
The Beta-Half-Cauchy Distribution pp. 1-18 Downloads
Gauss M. Cordeiro and Artur J. Lemonte

Volume 2011, month November, 2011

Convergence of Locally Square Integrable Martingales to a Continuous Local Martingale pp. 1-34 Downloads
Andriy Yurachkivsky
A Bayes Formula for Nonlinear Filtering with Gaussian and Cox Noise pp. 1-15 Downloads
Vidyadhar Mandrekar, Thilo Meyer-Brandis and Frank Proske
Estimation of Stochastic Frontier Models with Fixed Effects through Monte Carlo Maximum Likelihood pp. 1-13 Downloads
Grigorios Emvalomatis, Spiro Stefanou and Alfons Oude Lansink
Simulating the Emergence and Survival of Mutations Using a Self Regulating Multitype Branching Processes pp. 1-39 Downloads
Charles J. Mode, Towfique Raj and Candace K. Sleeman
A Simple Normal Approximation for Weibull Distribution with Application to Estimation of Upper Prediction Limit pp. 1-10 Downloads
H. V. Kulkarni and S. K. Powar

Volume 2011, month October, 2011

Simultaneous Inference on All Linear Combinations of Means with Heteroscedastic Errors pp. 1-10 Downloads
Xin Yan and Xiaogang Su
On the One Dimensional Poisson Random Geometric Graph pp. 1-21 Downloads
L. Decreusefond and Eduardo Ferraz Castelo Branco Ferreira
Nonparametric Estimation of ATE and QTE: An Application of Fractile Graphical Analysis pp. 1-23 Downloads
Gabriel Montes-Rojas
A Limit Theorem for Random Products of Trimmed Sums of i.i.d. Random Variables pp. 1-13 Downloads
Fa-mei Zheng
Determinant Efficiencies in Ill-Conditioned Models pp. 1-15 Downloads
D. R. Jensen
Equivariance and Generalized Inference in Two-Sample Location-Scale Families pp. 1-16 Downloads
Sévérien Nkurunziza and Fuqi Chen
Panel Unit Root Tests by Combining Dependent 𠑃 Values: A Comparative Study pp. 1-17 Downloads
Xuguang Simon Sheng and Jingyun Yang
Joint Behaviour of Semirecursive Kernel Estimators of the Location and of the Size of the Mode of a Probability Density Function pp. 1-27 Downloads
Abdelkader Mokkadem, Mariane Pelletier and Baba Thiam

Volume 2011, month September, 2011

Estimation and Properties of a Time-Varying GQARCH(1,1)-M Model pp. 1-39 Downloads
Sofia Anyfantaki and Antonis Demos
Classification and Regression Trees on Aggregate Data Modeling: An Application in Acute Myocardial Infarction pp. 1-19 Downloads
C. Quantin, L. Billard, M. Touati, N. Andreu, Y. Cottin, M. Zeller, F. Afonso, G. Battaglia, D. Seck, G. Le Teuff and E. Diday
Large Deviations in Testing Squared Radial Ornstein-Uhleneck Model pp. 1-11 Downloads
Shoujiang Zhao and Qiaojing Liu

Volume 2011, month August, 2011

Semi- and Nonparametric ARCH Processes pp. 1-17 Downloads
Oliver Linton and Yang Yan
A Comparative Analysis of the Value of Information in a Continuous Time Market Model with Partial Information: The Cases of Log-Utility and CRRA pp. 1-23 Downloads
Zhaojun Yang, Christian-Oliver Ewald and Wen-Kai Wang
Drift and the Risk-Free Rate pp. 1-19 Downloads
Anda Gadidov and M. C. Spruill
Similarity Solutions of Partial Differential Equations in Probability pp. 1-13 Downloads
Mario Lefebvre
Nonlinear Autoregressive Conditional Duration Models for Traffic Congestion Estimation pp. 1-13 Downloads
Eleni I. Vlahogianni, Matthew G. Karlaftis and Konstantinos Kepaptsoglou
The CSS and The Two-Staged Methods for Parameter Estimation in SARFIMA Models pp. 1-11 Downloads
Erol Egrioglu, Cagdas Hakan Aladag and Cem Kadilar
Missing-Values Adjustment for Mixed-Type Data pp. 1-20 Downloads
Agostino Tarsitano and Marianna Falcone
A Multivariate Stochastic Hybrid Model with Switching Coefficients and Jumps: Solution and Distribution pp. 1-20 Downloads
D. P. Siu and G. S. Ladde

Volume 2011, month July, 2011

Joint Estimation Using Quadratic Estimating Function pp. 1-14 Downloads
Y. Liang, A. Thavaneswaran and B. Abraham
On a Batch Arrival Queuing System Equipped with a Stand-by Server during Vacation Periods or the Repairs Times of the Main Server pp. 1-11 Downloads
Rehab F. Khalaf, Kailash C. Madan and Cormac A. Lukas

Volume 2011, month June, 2011

Gamma Kernel Estimators for Density and Hazard Rate of Right-Censored Data pp. 1-16 Downloads
T. Bouezmarni, A. El Ghouch and M. Mesfioui

Volume 2011, month April, 2011

A Characterization of Power Method Transformations through L -Moments pp. 1-22 Downloads
Todd C. Headrick

Volume 2011, month March, 2011

The Failure of Orthogonality under Nonstationarity: Should We Care About It? pp. 1-15 Downloads
Jose A. Campillo-García and Daniel Ventosa-Santaulària
Complete Convergence for Weighted Sums of Sequences of Negatively Dependent Random Variables pp. 1-16 Downloads
Qunying Wu

Volume 2011, month February, 2011

Advances in Applied Econometrics pp. 1-2 Downloads
Mike Tsionas, William Greene and Kajal Lahiri
Lower Confidence Bounds for the Probabilities of Correct Selection pp. 1-11 Downloads
Radhey S. Singh and Narinder Kumar

Volume 2010, month December, 2010

Optimal Estimators for Threshold-Based Quality Measures pp. 1-15 Downloads
Aaron Abrams, Sandy Ganzell, Henry Landau, Zeph Landau, James Pommersheim and Eric Zaslow
Estimation of Log-Linear-Binomial Distribution with Applications pp. 1-13 Downloads
Elsayed Ali Habib
Spiked Dirichlet Process Priors for Gaussian Process Models pp. 1-14 Downloads
Terrance Savitsky and Marina Vannucci

Volume 2010, month October, 2010

New Technique to Estimate the Asymmetric Trimming Mean pp. 1-9 Downloads
A. M. H. Alkhazaleh and A. M. Razali
Constant Rate Distributions on Partially Ordered Sets pp. 1-21 Downloads
Kyle Siegrist

Volume 2010, month September, 2010

A Note on Confidence Interval for the Power of the One Sample ð ‘¡ Test pp. 1-9 Downloads
A. Wong

Volume 2010, month August, 2010

Actuarial and Financial Risks: Models, Statistical Inference, and Case Studies pp. 1-3 Downloads
Ričardas Zitikis, Edward Furman, Abdelhakim Necir, Johanna Nešlehová and Madan L. Puri
On Discrete-Time Multiallelic Evolutionary Dynamics Driven by Selection pp. 1-27 Downloads
Thierry E. Huillet
Spatial Scan Statistics Adjusted for Multiple Clusters pp. 1-11 Downloads
Zhenkui Zhang, Renato Assunção and Martin Kulldorff
Viscosity Solutions and American Option Pricing in a Stochastic Volatility Model of the Ornstein-Uhlenbeck Type pp. 1-18 Downloads
Alexandre F. Roch
Some Comments on Quasi-Birth-and-Death Processes and Matrix Measures pp. 1-23 Downloads
Holger Dette and Bettina Reuther
Asteroids: Assessing Catastrophic Risks pp. 1-15 Downloads
Graciela Chichilnisky and Peter Eisenberger

Volume 2010, month July, 2010

Forest Fire Risk Assessment: An Illustrative Example from Ontario, Canada pp. 1-26 Downloads
W. John Braun, Bruce L. Jones, Jonathan S. W. Lee, Douglas G. Woolford and B. Mike Wotton
Universal and Nonuniversal Dynamical Conductivity in Small Metallic Grains: An Ambivalent Role of T-Invariance at Finite Frequency pp. 1-12 Downloads
Nobuhiko Taniguchi
Peirce's and Cohen's for Measures of Rater Reliability pp. 1-10 Downloads
Beau Abar and Eric Loken
An Explicit Representation of the Extended Skorokhod Map with Two Time-Dependent Boundaries pp. 1-18 Downloads
Marek Slaby

Volume 2010, month June, 2010

Comparing Estimation Methods for the FPLD pp. 1-16 Downloads
Agostino Tarsitano
An Effective Method of Monitoring the Large-Scale Traffic Pattern Based on RMT and PCA pp. 1-16 Downloads
Jia Liu, Peng Gao, Jian Yuan and Xuetao Du
Local Likelihood Density Estimation and Value-at-Risk pp. 1-26 Downloads
Christian Gourieroux and Joann Jasiak
Multifractal Analysis of Infinite Products of Stationary Jump Processes pp. 1-26 Downloads
Petteri Mannersalo, Ilkka Norros and Rudolf H. Riedi
Continuous Time Portfolio Selection under Conditional Capital at Risk pp. 1-26 Downloads
Gordana Dmitrasinovic-Vidovic, Ali Lari-Lavassani, Xun Li and Antony Ware
A Mathematical Analysis of the Card Game of Betweenies through Kelly's Criterion pp. 1-19 Downloads
Konstantinos Drakakis
On Some Layer-Based Risk Measures with Applications to Exponential Dispersion Models pp. 1-19 Downloads
Olga Furman and Edward Furman
Risk Navigator SRM: An Applied Risk Management Tool pp. 1-17 Downloads
Dana L. K. Hoag and Jay Parsons
Complete Convergence for Maximal Sums of Negatively Associated Random Variables pp. 1-17 Downloads
Victor M. Kruglov

Volume 2010, month May, 2010

A Winner's Mean Earnings in Lottery and Inverse Moments of the Binomial Distribution pp. 1-16 Downloads
Konstantinos Drakakis
An Analysis of the Influence of Fundamental Values' Estimation Accuracy on Financial Markets pp. 1-17 Downloads
Hiroshi Takahashi
Pricing Equity-Indexed Annuities under Stochastic Interest Rates Using Copulas pp. 1-29 Downloads
Patrice Gaillardetz
POT-Based Estimation of the Renewal Function of Interoccurrence Times of Heavy-Tailed Risks pp. 1-14 Downloads
Abdelhakim Necir, Abdelaziz Rassoul and Djamel Meraghni

Volume 2010, month April, 2010

Estimating the Conditional Tail Expectation in the Case of Heavy-Tailed Losses pp. 1-17 Downloads
Abdelhakim Necir, Abdelaziz Rassoul and Ričardas Zitikis
Zenga's New Index of Economic Inequality, Its Estimation, and an Analysis of Incomes in Italy pp. 1-26 Downloads
Francesca Greselin, Leo Pasquazzi and Ričardas Zitikis
An Investigation of Value Updating Bidders in Simultaneous Online Art Auctions pp. 1-18 Downloads
Mayukh Dass, Lynne Seymour and Srinivas K. Reddy
Crossings of Second-Order Response Processes Subjected to LMA Loadings pp. 1-22 Downloads
Thomas Galtier, Sayan Gupta and Igor Rychlik

Volume 2010, month March, 2010

Individual Property Risk Management pp. 1-11 Downloads
Michael S. Finke, Eric Belasco and Sandra J. Huston
The Foundations of Probability with Black Swans pp. 1-11 Downloads
Graciela Chichilnisky
Estimating ð ¿ -Functionals for Heavy-Tailed Distributions and Application pp. 1-34 Downloads
Abdelhakim Necir and Djamel Meraghni

Volume 2010, month January, 2010

Central Limit Theorem for Coloured Hard Dimers pp. 1-13 Downloads
Maria Simonetta Bernabei and Horst Thaler
Investigating Mortality Uncertainty Using the Block Bootstrap pp. 1-15 Downloads
Xiaoming Liu and W. John Braun
VaR: Exchange Rate Risk and Jump Risk pp. 1-18 Downloads
Fen-Ying Chen
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