Journal of Probability and Statistics

2009 - 2025

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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

Jingyun Yang and Vernon M. Chinchilli

Gaussian Covariance Faithful Markov Trees pp. 1-10

Dhafer Malouche and Bala Rajaratnam

Strong Laws of Large Numbers for Arrays of Rowwise NA and LNQD Random Variables pp. 1-10

Jiangfeng Wang and Qunying Wu

The Beta-Half-Cauchy Distribution pp. 1-18

Gauss M. Cordeiro and Artur J. Lemonte

Weighted Strong Law of Large Numbers for Random Variables Indexed by a Sector pp. 1-16

Przemysław Matuła and Michał Seweryn

Power Prior Elicitation in Bayesian Quantile Regression pp. 1-16

Rahim Alhamzawi and Keming Yu

Bayesian Inference on the Shape Parameter and Future Observation of Exponentiated Family of Distributions pp. 1-17

Sanku Dey and Sudhansu S. Maiti

Optimal Hedging and Pricing of Equity-Linked Life Insurance Contracts in a Discrete-Time Incomplete Market pp. 1-23

Norman Josephy, Lucia Kimball and Victoria Steblovskaya

Some Recent Developments in Efficiency Measurement in Stochastic Frontier Models pp. 1-25

Subal Kumbhakar and Mike Tsionas

Volume 2011, month November, 2011

Simulating the Emergence and Survival of Mutations Using a Self Regulating Multitype Branching Processes pp. 1-39

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

H. V. Kulkarni and S. K. Powar

Convergence of Locally Square Integrable Martingales to a Continuous Local Martingale pp. 1-34

Andriy Yurachkivsky

Estimation of Stochastic Frontier Models with Fixed Effects through Monte Carlo Maximum Likelihood pp. 1-13

Grigorios Emvalomatis, Spiro Stefanou and Alfons Oude Lansink

A Bayes Formula for Nonlinear Filtering with Gaussian and Cox Noise pp. 1-15

Vidyadhar Mandrekar, Thilo Meyer-Brandis and Frank Proske

Volume 2011, month October, 2011

Nonparametric Estimation of ATE and QTE: An Application of Fractile Graphical Analysis pp. 1-23

Gabriel Montes-Rojas

Joint Behaviour of Semirecursive Kernel Estimators of the Location and of the Size of the Mode of a Probability Density Function pp. 1-27

Abdelkader Mokkadem, Mariane Pelletier and Baba Thiam

A Limit Theorem for Random Products of Trimmed Sums of i.i.d. Random Variables pp. 1-13

Fa-mei Zheng

Determinant Efficiencies in Ill-Conditioned Models pp. 1-15

D. R. Jensen

Panel Unit Root Tests by Combining Dependent 𠑃 Values: A Comparative Study pp. 1-17

Xuguang Simon Sheng and Jingyun Yang

On the One Dimensional Poisson Random Geometric Graph pp. 1-21

L. Decreusefond and Eduardo Ferraz Castelo Branco Ferreira

Simultaneous Inference on All Linear Combinations of Means with Heteroscedastic Errors pp. 1-10

Xin Yan and Xiaogang Su

Equivariance and Generalized Inference in Two-Sample Location-Scale Families pp. 1-16

Sévérien Nkurunziza and Fuqi Chen

Volume 2011, month September, 2011

Classification and Regression Trees on Aggregate Data Modeling: An Application in Acute Myocardial Infarction pp. 1-19

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

Shoujiang Zhao and Qiaojing Liu

Estimation and Properties of a Time-Varying GQARCH(1,1)-M Model pp. 1-39

Sofia Anyfantaki and Antonis Demos

Volume 2011, month August, 2011

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

Zhaojun Yang, Christian-Oliver Ewald and Wen-Kai Wang

The CSS and The Two-Staged Methods for Parameter Estimation in SARFIMA Models pp. 1-11

Erol Egrioglu, Cagdas Hakan Aladag and Cem Kadilar

Similarity Solutions of Partial Differential Equations in Probability pp. 1-13

Mario Lefebvre

Nonlinear Autoregressive Conditional Duration Models for Traffic Congestion Estimation pp. 1-13

Eleni I. Vlahogianni, Matthew G. Karlaftis and Konstantinos Kepaptsoglou

Drift and the Risk-Free Rate pp. 1-19

Anda Gadidov and M. C. Spruill

Semi- and Nonparametric ARCH Processes pp. 1-17

Oliver Linton and Yang Yan

Missing-Values Adjustment for Mixed-Type Data pp. 1-20

Agostino Tarsitano and Marianna Falcone

A Multivariate Stochastic Hybrid Model with Switching Coefficients and Jumps: Solution and Distribution pp. 1-20

D. P. Siu and G. S. Ladde

Volume 2011, month July, 2011

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

Rehab F. Khalaf, Kailash C. Madan and Cormac A. Lukas

Joint Estimation Using Quadratic Estimating Function pp. 1-14

Y. Liang, A. Thavaneswaran and B. Abraham

Volume 2011, month June, 2011

Gamma Kernel Estimators for Density and Hazard Rate of Right-Censored Data pp. 1-16

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

Todd C. Headrick

Volume 2011, month March, 2011

The Failure of Orthogonality under Nonstationarity: Should We Care About It? pp. 1-15

Jose A. Campillo-García and Daniel Ventosa-Santaulària

Complete Convergence for Weighted Sums of Sequences of Negatively Dependent Random Variables pp. 1-16

Qunying Wu

Volume 2011, month February, 2011

Lower Confidence Bounds for the Probabilities of Correct Selection pp. 1-11

Radhey S. Singh and Narinder Kumar

Advances in Applied Econometrics pp. 1-2

Mike Tsionas, William Greene and Kajal Lahiri

Volume 2010, month December, 2010

Estimation of Log-Linear-Binomial Distribution with Applications pp. 1-13

Elsayed Ali Habib

Spiked Dirichlet Process Priors for Gaussian Process Models pp. 1-14

Terrance Savitsky and Marina Vannucci

Optimal Estimators for Threshold-Based Quality Measures pp. 1-15

Aaron Abrams, Sandy Ganzell, Henry Landau, Zeph Landau, James Pommersheim and Eric Zaslow

Volume 2010, month October, 2010

Constant Rate Distributions on Partially Ordered Sets pp. 1-21

Kyle Siegrist

New Technique to Estimate the Asymmetric Trimming Mean pp. 1-9

A. M. H. Alkhazaleh and A. M. Razali

Volume 2010, month September, 2010

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

A. Wong

Volume 2010, month August, 2010

Viscosity Solutions and American Option Pricing in a Stochastic Volatility Model of the Ornstein-Uhlenbeck Type pp. 1-18

Alexandre F. Roch

Some Comments on Quasi-Birth-and-Death Processes and Matrix Measures pp. 1-23

Holger Dette and Bettina Reuther

On Discrete-Time Multiallelic Evolutionary Dynamics Driven by Selection pp. 1-27

Thierry E. Huillet

Spatial Scan Statistics Adjusted for Multiple Clusters pp. 1-11

Zhenkui Zhang, Renato Assunção and Martin Kulldorff

Actuarial and Financial Risks: Models, Statistical Inference, and Case Studies pp. 1-3

Ričardas Zitikis, Edward Furman, Abdelhakim Necir, Johanna Nešlehová and Madan L. Puri

Asteroids: Assessing Catastrophic Risks pp. 1-15

Graciela Chichilnisky and Peter Eisenberger

Volume 2010, month July, 2010

Peirce's and Cohen's for Measures of Rater Reliability pp. 1-10

Beau Abar and Eric Loken

An Explicit Representation of the Extended Skorokhod Map with Two Time-Dependent Boundaries pp. 1-18

Marek Slaby

Universal and Nonuniversal Dynamical Conductivity in Small Metallic Grains: An Ambivalent Role of T-Invariance at Finite Frequency pp. 1-12

Nobuhiko Taniguchi

Forest Fire Risk Assessment: An Illustrative Example from Ontario, Canada pp. 1-26

W. John Braun, Bruce L. Jones, Jonathan S. W. Lee, Douglas G. Woolford and B. Mike Wotton

Volume 2010, month June, 2010

Local Likelihood Density Estimation and Value-at-Risk pp. 1-26

Christian Gourieroux and Joann Jasiak

Multifractal Analysis of Infinite Products of Stationary Jump Processes pp. 1-26

Petteri Mannersalo, Ilkka Norros and Rudolf H. Riedi

Continuous Time Portfolio Selection under Conditional Capital at Risk pp. 1-26

Gordana Dmitrasinovic-Vidovic, Ali Lari-Lavassani, Xun Li and Antony Ware

Comparing Estimation Methods for the FPLD pp. 1-16

Agostino Tarsitano

An Effective Method of Monitoring the Large-Scale Traffic Pattern Based on RMT and PCA pp. 1-16

Jia Liu, Peng Gao, Jian Yuan and Xuetao Du

A Mathematical Analysis of the Card Game of Betweenies through Kelly's Criterion pp. 1-19

Konstantinos Drakakis

On Some Layer-Based Risk Measures with Applications to Exponential Dispersion Models pp. 1-19

Olga Furman and Edward Furman

Risk Navigator SRM: An Applied Risk Management Tool pp. 1-17

Dana L. K. Hoag and Jay Parsons

Complete Convergence for Maximal Sums of Negatively Associated Random Variables pp. 1-17

Victor M. Kruglov

Volume 2010, month May, 2010

An Analysis of the Influence of Fundamental Values' Estimation Accuracy on Financial Markets pp. 1-17

Hiroshi Takahashi

A Winner's Mean Earnings in Lottery and Inverse Moments of the Binomial Distribution pp. 1-16

Konstantinos Drakakis

POT-Based Estimation of the Renewal Function of Interoccurrence Times of Heavy-Tailed Risks pp. 1-14

Abdelhakim Necir, Abdelaziz Rassoul and Djamel Meraghni

Pricing Equity-Indexed Annuities under Stochastic Interest Rates Using Copulas pp. 1-29

Patrice Gaillardetz

Volume 2010, month April, 2010

Zenga's New Index of Economic Inequality, Its Estimation, and an Analysis of Incomes in Italy pp. 1-26

Francesca Greselin, Leo Pasquazzi and Ričardas Zitikis

Crossings of Second-Order Response Processes Subjected to LMA Loadings pp. 1-22

Thomas Galtier, Sayan Gupta and Igor Rychlik

An Investigation of Value Updating Bidders in Simultaneous Online Art Auctions pp. 1-18

Mayukh Dass, Lynne Seymour and Srinivas K. Reddy

Estimating the Conditional Tail Expectation in the Case of Heavy-Tailed Losses pp. 1-17

Abdelhakim Necir, Abdelaziz Rassoul and Ričardas Zitikis

Volume 2010, month March, 2010

Individual Property Risk Management pp. 1-11

Michael S. Finke, Eric Belasco and Sandra J. Huston

The Foundations of Probability with Black Swans pp. 1-11

Graciela Chichilnisky

Estimating ð ¿ -Functionals for Heavy-Tailed Distributions and Application pp. 1-34

Abdelhakim Necir and Djamel Meraghni

Volume 2010, month January, 2010

Investigating Mortality Uncertainty Using the Block Bootstrap pp. 1-15

Xiaoming Liu and W. John Braun

Central Limit Theorem for Coloured Hard Dimers pp. 1-13

Maria Simonetta Bernabei and Horst Thaler

VaR: Exchange Rate Risk and Jump Risk pp. 1-18

Fen-Ying Chen