Vol.55 Contents (2003)

[ No1 | No2 | No3 | No4 ]

No.1 March 2003

Bayesian approach
Probability matching priors for predicting a dependent variable with application to regression models
.......... Gauri Sankar Datta and Rahul Mukerjee (55, 1-6)
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Bayesian estimation of system reliability in Brownian stress-strength models
.......... Sanjib Basu and Rama T. Lingham (55, 7-19)
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Estimation
Estimation of partial linear error-in-response models with validation data
.......... Qi-Hua Wang (55, 21-39)
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Consistent and asymptotically normal estimators for cyclically time-dependent linear models
.......... Abdelouahab Bibi and Christian Francq (55, 41-68)
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Density estimation
Density estimation for a class of stationary nonlinear processes
.......... Kamal C. Chanda (55, 69-82)
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Edgeworth expansion
Edgeworth expansions for compound Poisson processes and the bootstrap
.......... Gutti Jogesh Babu, Kesar Singh and Yaning Yang (55, 83-94)
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Asymptotics
Asymptotic bounds for estimators without limit distribution
.......... J. Pfanzagl (55, 95-110)
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Test
Mann-Whitney test for associated sequences
.......... Isha Dewan and B.L.S.Prakasa Rao (55, 111-119)
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Testing for increasing convex order in several populations
.......... Xinsheng Liu and Jinde Wang (55, 121-136)
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Tests of fit for the Rayleigh distribution based on the empirical Laplace transform
.......... Simos Meintanis and George Iliopoulos (55, 137-151)
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Distribution
Generalized binomial and negative binomial distributions of order k by the l-overlapping enumeration scheme
.......... Kiyoshi Inoue and Sigeo Aki (55, 153-167)
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Generalized linear model
Prediction and calibration in generalized linear models
.......... Paolo Vidoni (55, 169-185)
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Regression model
A note on likelihood asymptotics in normal linear regression
.......... N. Sartori (55, 187-195)
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Interpolation
L1 linear interpolator for missing values in time series
.......... Zudi Lu and Y.V. Hui (55, 197-216)
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Survival analysis
Limiting behaviour of the mean residual life
.......... David M. Bradley and Ramesh C. Gupta (55, 217-226)
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No.2 June 2003

Shape analysis
A continuous parametric shape model
.......... Asger Hobolth, Jan Pedersen and Eva B. Vedel Jensen (55, 227-242)
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Confidence band
Exact one-sided simultaneous confidence bands via Uusipaikka's method
.......... Wei Pan, Walter W. Piegorsch and R. Webster West (55, 243-250)
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Order restricted inference
I-projection onto isotonic cones and its applications to maximum likelihood estimation for log-linear models
.......... Wei Gao and Ning-Zhong Shi (55, 251-263)
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Estimation
Bounded influence regression using high breakdown scatter matrices
.......... Christophe Croux, Stefan Van Aelst and Catherine Dehon (55, 265-285)
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Strong consistency of automatic kernel regression estimates
.......... Michael Kohler, Adam Krzyzak and Harro Walk (55, 287-308)
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Distribution
On a family of distributions attaining the Bhattacharyya bound
.......... Hidekazu Tanaka and Masafumi Akahira (55, 309-317)
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Censoring
Exact likelihood inference based on Type-I and Type-II hybrid censored samples from the exponential distribution
.......... A. Childs, B. Chandrasekar, N. Balakrishnan and D. Kundu (55, 319-330)
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Bootstrap for the conditional distribution function with truncated and censored data
.......... M.C. Iglesias Pérez and W. González Manteiga (55, 331-357)
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Bezier curve smoothing of the Kaplan-Meier estimator
.......... Choongrak Kim, Byeong U. Park, Woochul Kim and Chiyon Lim (55, 359-367)
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Special section on New trends in statistical information processing
Preface
.......... Kenji Fukumizu, Yukito Iba, Takashi Tsuchiya and Koji Tsuda (55, 369-370)
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New approaches to statistical learning theory
.......... Olivier Bousquet (55, 371-389)
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Dealing with large diagonals in kernel matrices
.......... Jason Weston, Bernhard Schölkopf, Eleazar Eskin, Christina Leslie and William Stafford Noble (55, 391-408)
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Parameter estimation in general state-space models using particle methods
.......... Arnaud Doucet and Vladislav B. Tadic (55, 409-422)
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Nonparametric adaptive detection in fading channels based on sequential Monte Carlo and Bayesian model averaging
.......... Dong Guo, Xiaodong Wang and Rong Chen (55, 423-436)
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Stability of Markovian structure observed in high frequency foreign exchange data
.......... Mieko Tanaka-Yamawaki (55, 437-446)
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No.3 September 2003

Estimation
On estimation in multivariate linear calibration with elliptical errors
.......... Hisayuki Tsukuma (55, 447-466)
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Change point
On the cusum of squares test for variance change in nonstationary and nonparametric time series models
.......... Sangyeol Lee, Okyoung Na and Seongryong Na (55, 467-485)
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Characterization
Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to construction
.......... Chris Carolan and Richard Dykstra (55, 487-497)
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Characterizations of the exponential distribution by stochastic ordering properties of the geometric compound
.......... Chin-Yuan Hu and Gwo Dong Lin (55, 499-506)
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Distribution
On multivariate Gaussian tails
.......... Enkelejd Hashorva and Jürg Hüsler (55, 507-522)
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On discrete \alpha-unimodality
.......... Emad-Eldin A.A. Aly and Nadjib Bouzar (55, 523-535)
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Cross-validation
Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models
.......... Yasunori Fujikoshi, Takafumi Noguchi, Megu Ohtaki and Hirokazu Yanagihara (55, 537-553)
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Asymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statistics
.......... Alex D. Gottlieb (55, 555-561)
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Bootstrap
On the asymptotic accuracy of the bootstrap under arbitrary resampling size
.......... Miguel A. Arcones (55, 563-583)
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Empirical likelihood
Empirical likelihood for partial linear models
.......... Qi-Hua Wang and Bing-Yi Jing (55, 585-595)
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Edgeworth expansion
Edgeworth expansion in censored linear regression model
.......... Gengsheng Qin and Bing-Yi Jing (55, 597-617)
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Wavelet
A central limit theorem for the L2 error of positive wavelet density estimator
.......... J.K. Ghorai (55, 619-637)
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divergence
A new class of metric divergences on probability spaces and its applicability in statistics
.......... Ferdinand Österreicher and Igor Vajda (55, 639-653)
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MCMC
Optimal volume-corrected Laplace-Metropolis method
.......... Su-Yun Huang, Chuhsing Kate Hsiao and Ching-Wei Chang (55, 655-670)
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No.4 December 2003

Model selection
Selection of smoothing parameters in B-spline nonparametric regression models using information criteria
.......... Seiya Imoto and Sadanori Konishi (55, 671-687)
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Empirical likelihood
Adjusted empirical likelihood method for quantiles
.......... Wang Zhou and Bing-Yi Jing (55, 689-703)
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Time series
Semiparametric estimation of the long-range parameter
.......... J. Hidalgo and Y. Yajima (55, 705-736)
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Forecasting non-stationary time series by wavelet process modelling
.......... Piotr Fryzlewicz, Sébastien Van Bellegem and Rainer von Sachs (55, 737-764)
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Resampling time series using missing values techniques
.......... Andrés M. Alonso, Daniel Pena and Juan Romo (55, 765-796)
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A bivariate uniform autoregressive process
.......... Miroslav M. Ristic and Biljana C. Popovic (55, 797-802)
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Estimation
On Bayes and unbiased estimators of loss
.......... Dominique Fourdrinier and William E. Strawderman (55, 803-816)
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ML estimation for multivariate shock models via an EM algorithm
.......... Dimitris Karlis (55, 817-830)
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Test
Improvements of goodness-of-fit statistics for sparse multinomials based on normalizing transformations
.......... Nobuhiro Taneichi, Yuri Sekiya and Hideyuki Imai (55, 831-848)
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Brownian motion
Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test
.......... Wolfgang Bischoff, Enkelejd Hashorva, Jürg Hüsler and Frank Miller (55, 849-864)
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Distribution
On the distribution of the total number of run lengths
.......... D.L. Antzoulakos, S. Bersimis and M.V. Koutras (55, 865-884)
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Random graph
One-sided variations on binary search trees
.......... Hosam M. Mahmoud (55, 885-900)
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