Vol.51 Contents (1999)

[ No1 | No2 | No3 | No4 ]

No.1 March 1999

Distribution
Distributions of runs and consecutive systems on directed trees
.......... Sigeo Aki (51, 1-15)
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Sooner and later waiting time problems for runs in Markov dependent bivariate trials
.......... Sigeo Aki and Katuomi Hirano (51, 17-29)
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Estimation
Strong consistency of the maximum product of spacings estimates with applications in nonparametrics and in estimation of unimodal densities
.......... Yongzhao Shao and Marjorie G. Hahn (51, 31-49)
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Bandwidth selection in density estimation with truncated and censored data
.......... C. Sánchez-Sellero, W. González-Manteiga and R. Cao (51, 51-70)
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Non-parametric estimation for the M/G/\infty queue
.......... N.H. Bingham and Susan M. Pitts (51, 71-97)
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Decision theory
Parametrization invariance with respect to second order admissibility under mean squared error
.......... Yoshiji Takagi (51, 99-110)
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Linear versus nonlinear rules for mixture normal priors
.......... Brani Vidakovic (51, 111-124)
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Test
Goodness of fit tests in random coefficient regression models
.......... Pedro Delicado and Juan Romo (51, 125-148)
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On testing for the number of components in a mixed Poisson model
.......... Dimitris Karlis and Evdokia Xekalaki (51, 149-162)
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Asymptotics
Asymptotics of the expected posterior
.......... Bertrand Clarke and Dongchu Sun (51, 163-185)
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Random walk
Second order expansions for the moments of minimum point of an unbalanced two-sided normal random walk
.......... Yanhong Wu (51, 187-200)
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No.2 June 1999

Estimation
Linear Bayes and optimal estimation
.......... V.P. Godambe (51, 201-215)
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Conservatism of the z confidence interval under symmetric and asymmetric departures from normality
.......... Sanjib Basu (51, 217-230)
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On the estimation of jump points in smooth curves
.......... Irene Gijbels, Peter Hall and Aloïs Kneip (51, 231-251)
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Moment estimation for multivariate extreme value distribution in a nested logistic model
.......... Daoji Shi and Shengsheng Zhou (51, 253-264)
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On estimation of Poisson intensity functions
.......... Roelof Helmers and Ricardas Zitikis (51, 265-280)
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Decision theory
Empirical Bayes procedures for selecting the best population with multiple criteria
.......... Wen-Tao Huang and Yao-Tsung Lai (51, 281-299)
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Distribution
On the distribution of the extremes of unequally correlated normal variables with applications to antedependent cluster data
.......... Krishna K. Saha and B.C. Sutradhar (51, 301-322)
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On waiting time problems associated with runs in Markov dependent trials
.......... Demetrios L. Antzoulakos (51, 323-330)
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Bivariate distributions with Pearson Type VII conditionals
.......... Athanasios Kottas, Konstantinos Adamidis and Sotirios Loukas (51, 331-344)
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Equality in distribution in a convex ordering family
.......... J.S. Huang and G.D. Lin (51, 345-349)
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Order statistics
On moments of bivariate order statistics
.......... H.M. Barakat (51, 351-358)
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Time series
On the first entry time of a Z+-valued AR(1) process
.......... Emad-Eldin A.A. Aly and Nadjib Bouzar (51, 359-367)
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Random walk
Limit theorems for stopped functionals of Markov renewal processes
.......... Gerold Alsmeyer and Allan Gut (51, 369-382)
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Generalized linear model
Covariate transformation diagnostics for generalized linear models
.......... Andy H. Lee and John S. Yick (51, 383-398)
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No.3 September 1999

Economic time series
Oil price shocks and long run price and import demand behavior
.......... Frank Kleibergen, Herman K. van Dijk and Jean-Pierre Urbain (51, 399-417)
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Distribution
Joint distributions of runs in a sequence of multi-state trials
.......... Qing Han and Sigeo Aki (51, 419-447)
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Certain probabilistic aspects of semistable laws
.......... Makoto Maejima and Gennady Samorodnitsky (51, 449-462)
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Approximation
Some properties and improvements of the saddlepoint approximation in nonlinear regression
.......... Andrej Pázman (51, 463-478)
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Approximation of the posterior distribution in a change-point problem
.......... Subhashis Ghosal, Jayanta K. Ghosh and Tapas Samanta (51, 479-497)
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Sensitivity analysis
Posterior sensitivity to the sampling distribution and the prior : More than one observation
.......... Sanjib Basu (51, 499-513)
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Bootstrap method
Bootstrapping pseudolikelihood models for clustered binary data
.......... Marc Aerts and Gerda Claeskens (51, 515-530)
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Optimal design
When is an equally-weighted design D-optimal?
.......... Ramón Ardanuy, J. López-Fidalgo, Patrick J. Laycock and Weng Kee Wong (51, 531-540)
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Estimation
Counting bumps
.......... Ricardo Fraiman and Jean Meloche (51, 541-569)
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Point and interval estimation of P(X \lt Y): The normal case with common coefficient of variation
.......... Ramesh C. Gupta, S. Ramakrishnan and Xingwang Zhou (51, 571-584)
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Test
A method for testing nested point null hypotheses using multiple Bayes factor
.......... Hea-Jung Kim (51, 585-602)
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No.4 December 1999

Estimation
Nonconservative estimating functions and approximate quasi-likelihoods
.......... Jinfang Wang (51, 603-619)
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On a two-stage procedure having second-order properties with applications
.......... Nitis Mukhopadhyay and William Duggan (51, 621-636)
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Bayesian method
Existence of Bayesian estimates for the polychotomous quantal response models
.......... Ming-Hui Chen and Qi-Man Shao (51, 637-656)
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Robustness
Robustness for inhomogeneous Poisson point processes
.......... Renato Assunção and Peter Guttorp (51, 657-678)
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Regression analysis
On adaptive combination of regression estimators
.......... Helge Blaker (51, 679-689)
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Multivariate local polynomial fitting for martingale nonlinear regression models
.......... Zhan-Qian Lu (51, 691-706)
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Growth curve model with hierarchical within-individuals design matrices
.......... Yasunori Fujikoshi, Takashi Kanda and Megu Ohtaki (51, 707-721)
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Design
Efficiency bounds for product designs in linear models
.......... Rainer Schwabe and Weng Kee Wong (51, 723-730)
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Distribution
Error bounds for asymptotic expansion of the conditional variance of the scale mixtures of the multivariate normal distribution
.......... Stergios B. Fotopoulos and Lijian He (51, 731-747)
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On a characterization of the gamma distribution : The independence of the sample mean and the sample coefficient of variation
.......... Tea-Yuan Hwang and Chin-Yuan Hu (51, 749-753)
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Rate of convergence
On rates and limit distributions
.......... J. Pfanzagl (51, 755-778)
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Stochastic dynamical system
Conserved quantities and symmetries related to stochastic dynamical systems
.......... Tetsuya Misawa (51, 779-802)
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