Vol.49 Contents (1997)

[ No1 | No2 | No3 | No4 ]

No.1 March 1997

Bootstrap method
Diagnosing bootstrap success
.......... Rudolf Beran (49, 1-24)
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Von Mises \omega2-statistic and the generalized Bayesian bootstraps
.......... Albert Y. Lo and V.V. Sazonov (49, 25-34)
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Quantile processes in the presence of auxiliary information
.......... Biao Zhang (49, 35-55)
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Estimation
Bounding the L1 distance in nonparametric density estimation
.......... Subrata Kundu and Adam T. Martinsek (49, 57-78)
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Local polynomial regression : Optimal kernels and asymptotic minimax efficiency
.......... Jianqing Fan, Theo Gasser, Irène Gijbels, Michael Brockmann and Joachim Engel (49, 79-99)
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Some methods for estimation in a negative-binomial model
.......... Eiji Nakashima (49, 101-115)
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Order statistics
A note on maximum variance of order statistics from symmetric populations
.......... Nickos Papadatos (49, 117-121)
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Distribution
Waiting time distributions associated with runs of fixed length in two-state Markov chains
.......... M.V. Koutras (49, 123-139)
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Formulae and recursions for the joint distribution of success runs of several lengths
.......... Anant P. Godbole, Stavros G. Papastavridis and Robert S. Weishaar (49, 141-153)
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Start-up demonstration tests under Markov dependence model with corrective actions
.......... N. Balakrishnan, S.G. Mohanty and S. Aki (49, 155-169)
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Uniform mixtures via posterior means
.......... Arjun K. Gupta and Jacek Wesolowski (49, 171-180)
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Asymptotic expansions of posterior distributions in nonregular cases
.......... Subhashis Ghosal and Tapas Samanta (49, 181-197)
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No.2 June 1997

Estimation
The convergence rate of fixed-width sequential confidence intervals for a parameter of an exponential distribution
.......... Keiichi Hirose, Eiichi Isogai and Chikara Uno (49, 199-209)
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Estimation in a discrete reliability growth model under an inverse sampling scheme
.......... Ananda Sen and Arthur Fries (49, 211-229)
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A note on the best invariant estimator of a distribution function under the Kolmogorov-Smirnov loss
.......... Zhiqiang Chen and Eswar Phadia (49, 231-235)
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Test
On tests of symmetry against one-sided alternatives
.......... Bhaskar Bhattacharya (49, 237-254)
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Testing departures from Gamma, Rayleigh and truncated normal distributions
.......... Joan del Castillo and Pedro Puig (49, 255-269)
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Detection of changes in linear sequences
.......... Lajos Horváth (49, 271-283)
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Distribution
Sharp error bounds for asymptotic expansions of the distribution functions for scale mixtures
.......... Ryoichi Shimizu and Yasunori Fujikoshi (49, 285-297)
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On geometric-stable laws, a related property of stable processes, and stable densities of exponent one
.......... B. Ramachandran (49, 299-313)
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Regressional characterization of the generalized inverse Gaussian population
.......... J. Pusz (49, 315-319)
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Model selection
Linear model selection based on risk estimation
.......... J.H. Venter and J.L.J. Snyman (49, 321-340)
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Random field
Aliasing effects and sampling theorems of spherical random fields when sampled on a finite grid
.......... Ta-Hsin Li and Gerald R. North (49, 341-354)
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Bootstrap method
Differentiable functionals and smoothed bootstrap
.......... Antonio Cuevas and Juan Romo (49, 355-370)
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Discrete multivariate analysis
Convex models of high dimensional discrete data
.......... Max A. Woodbury, Kenneth G. Manton and H. Dennis Tolley (49, 371-393)
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No.3 September 1997

Model selection
Assessing the error probability of the model selection test
.......... Hidetoshi Shimodaira (49, 395-410)
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Bootstrapping log likelihood and EIC, an extension of AIC
.......... Makio Ishiguro, Yosiyuki Sakamoto and Genshiro Kitagawa (49, 411-434)
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Algorithm
A Fenchel duality aspect of iterative I-projection procedures
.......... Bhaskar Bhattacharya and Richard L. Dykstra (49, 435-446)
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Estimation
Empirical likelihood type confidence intervals under random censorship
.......... Gianfranco Adimari (49, 447-466)
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Estimation and bootstrap with censored data in fixed design nonparametric regression
.......... Ingrid Van Keilegom and Noël Veraverbeke (49, 467-491)
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Statistical inference in single-index and partially nonlinear models
.......... Jiti Gao and Hua Liang (49, 493-517)
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Distribution
Joint distributions of numbers of success-runs and failures until the first consecutive k successes in a binary sequence
.......... N. Balakrishnan (49, 519-529)
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Probability distribution functions of succession quotas in the case of Markov dependent trials
.......... Demetrios L. Antzoulakos and Andreas N. Philippou (49, 531-539)
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Distributions minimizing Fisher information for location in Kolmogorov neighbourhoods.
.......... Eden K.H. Wu and P.S. Chan (49, 541-554)
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Characterization
On a class of characterization problems for random convex combinations
.......... Ludwig Baringhaus and Rudolf Grübel (49, 555-567)
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Statistical experiment
Comparison of normal linear experiments by quadratic forms
.......... Czeslaw Stepniak (49, 569-584)
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Time series
On the asymptotic expectations of some unit root tests in a first order autoregressive process in the presence of trend
.......... Rolf Larsson (49, 585-599)
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No.4 December 1997

Estimation
Fitting a normal distribution when the model is wrong
.......... J.B. Copas and C.B. Stride (49, 601-614)
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On MAD and comedians
.......... Michael Falk (49, 615-644)
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Local asymptotic normality in extreme value index estimation
.......... Frank Marohn (49, 645-666)
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Estimating diffusion coefficients from count data : Einstein-Smoluchowski theory revisited
.......... N.H. Bingham and Bruce Dunham (49, 667-679)
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Controlling type II error while constructing triple sampling fixed precision confidence intervals for the normal mean
.......... M.S. Son, L.D. Haugh, H.I. Hamdy and M.C. Costanza (49, 681-692)
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Test
Testing hypotheses about the power law process under failure truncation using intrinsic Bayes factors
.......... Rama T. Lingham and S. Sivaganesan (49, 693-710)
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Relationships between post-data accuracy measures
.......... Constantinos Goutis and George Casella (49, 711-726)
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Distribution
Exact bounds for the expectations of order statistics from non-negative populations
.......... Nickos Papadatos (49, 727-736)
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Moments of limits of lightly trimmed sums of random vectors in the generalized domain of normal attraction of non-Gaussian operator-stable laws
.......... Makoto Maejima (49, 737-747)
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Probability distribution
Replenishment-depletion urn in equilibrium
.......... L.R. Shenton and K.O. Bowman (49, 749-760)
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Model selection
Choosing a linear model with a random number of change-points and outliers
.......... Henri Caussinus and Faouzi Lyazrhi (49, 761-775)
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Time series
A Berry-Esséen theorem for serial rank statistics
.......... Marc Hallin and Khalid Rifi (49, 777-799)
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