Vol.56 Contents (2004)

[ No1 | No2 | No3 | No4 ]

No.1 March 2004

Contingency table
Some characterizations of minimal Markov basis for sampling from discrete conditional distributions
.......... Akimichi Takemura and Satoshi Aoki (56, 1-17)
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Bootstrap
Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
.......... A. Delaigle and I. Gijbels (56, 19-47)
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Nonparametric regression
Nonparametric regression with current status data
.......... Toshio Honda (56, 49-72)
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Nonparametric regression under dependent errors with infinite variance
.......... Liang Peng and Qiwei Yao (56, 73-86)
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Estimation
Smoothing estimation of rate function for recurrent event data with informative censoring
.......... Chin-Tsang Chiang and Mei-Cheng Wang (56, 87-100)
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Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution
.......... Yo Sheena, A.K. Gupta and Y. Fujikoshi (56, 101-125)
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Bias of estimator of change point detected by a CUSUM procedure
.......... Yanhong Wu (56, 127-142)
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Distribution
Joint distributions associated with patterns, successes and failures in a sequence of multi-state trials
.......... Kiyoshi Inoue (56, 143-168)
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Waiting time problems for a two-dimensional pattern
.......... Sigeo Aki and Katuomi Hirano (56, 169-182)
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Unimodality of uniform generalized order statistics, with applications to mean bounds
.......... Erhard Cramer, Udo Kamps and Tomasz Rychlik (56, 183-192)
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Software reliability
A sequential software release policy
.......... Yen-Chang Chang (56, 193-204)
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No.2 June 2004

Wavelet
Analysis of blockwise shrinkage wavelet estimates via lower bounds for no-signal setting
.......... Sam Efromovich (56, 205-223)
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Regression
Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs
.......... S. N. Lahiri and Kanchan Mukherjee (56, 225-250)
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Asymptotics of estimates in constrained nonlinear regression with long-range dependent innovations
.......... Lihong Wang (56, 251-264)
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Multivariate analysis
Dependence and the dimensionality reduction principle
.......... Yannis Yatracos (56, 265-277)
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Linear relative canonical analysis of Euclidean random variables, asymptotic study and some applications
.......... Jacques Dauxois, Guy Martial Nkiet and Yves Romain (56, 279-304)
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Distribution
A class of multivariate skew-normal models
.......... Arjun K. Gupta and John T. Chen (56, 305-315)
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Waiting time distributions of runs in higher order Markov chains
.......... Anish Sarkar, Kanwar Sen and Anuradha (56, 317-349)
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Characterization
Characterization of the skew-normal distribution
.......... Arjun K. Gupta, Truc T. Nguyen and Jose Almer T. Sanqui (56, 351-360)
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A characterization of the multivariate normal distribution by using the hazard gradient
.......... Jorge Navarro and Jose M. Ruiz (56, 361-367)
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On the characterisation of paired monotone metrics
.......... Paolo Gibilisco and Tommaso Isola (56, 369-381)
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Record value
Fisher information in k-records
.......... Glenn Hofmann and N. Balakrishnan (56, 383-396)
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Stochastic geometry
When does the union of random spherical caps become connected?
.......... H. Maehara (56, 397-402)
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No.3 September 2004

Missing
Likelihood-based imputation inference for mean functionals in the presence of missing responses
.......... Qi-Hua Wang (56, 403-414)
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Outlier detection
Detecting stage-wise outliers in hierarchical Bayesian linear models of repeated measures data
.......... Mario Peruggia, Thomas J. Santner and Yu-Yun Ho (56, 415-433)
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Survival analysis
Indirect assessment of the bivariate survival function
.......... Nader Ebrahimi (56, 435-448)
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Regression
A new algorithm for fixed design regression and denoising
.......... F. Comte and Y. Rozenholc (56, 449-473)
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Nonparametric method
Confidence bands in nonparametric regression with length biased data
.......... J.A. Cristóbal, J.L. Ojeda and J.T. Alcalá (56, 475-496)
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Distribution
Discrete semi-stable distributions
.......... Nadjib Bouzar (56, 497-510)
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Asymptotic theory
Tensors and likelihood expansions in the presence of nuisance parameters
.......... Luigi Pace and Alessandra Salvan (56, 511-528)
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Asymptotic properties of the least squares estimators of the parameters of the chirp signals
.......... Swagata Nandi and Debasis Kundu (56, 529-544)
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Asymptotic expansion formulas for functionals of \epsilon-Markov processes with a mixing property
.......... Yuji Sakamoto and Nakahiro Yoshida (56, 545-597)
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No.4 December 2004

Seismic data analysis
A Bayesian analysis for the seismic data on Taiwan
.......... Tsai-Hung Fan and Eng-Nan Kuo (56, 599-609)
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Time series
Spectral density estimation with amplitude modulation and outlier detection
.......... Jiancheng Jiang and Y.V. Hui (56, 611-630)
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Mixture model
Types of likelihood maxima in mixture models and their implication on the performance of tests
.......... Wilfried Seidel and Hana Sevcíková (56, 631-654)
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Multivariate analysis
Canonical correlations in multi-way layout
.......... Maria Adam and John Maroulas (56, 655-666)
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Censoring
Nonparametric estimation under length-biased sampling and Type I censoring : A moment based approach
.......... Jacobo de Uña-Álvarez (56, 667-681)
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Asymptotics for a weighted least squares estimator of the disease onset distribution function for a survival-sacrifice model
.......... Antonio Eduardo Gomes (56, 683-700)
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Order restricted inference
Order restricted randomized designs for control versus treatment comparison
.......... Omer Ozturk and Steven N. MacEachern (56, 701-720)
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Distribution
Some characterization results based on the conditional expectation of a function of non-adjacent order statistic (record value)
.......... Ramesh C. Gupta and Mohammad Ahsanullah (56, 721-732)
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The Möbius distribution on the disc
.......... M.C. Jones (56, 733-742)
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Estimation
Decompounding Poisson random sums : Recursively truncated estimates in the discrete case
.......... Boris Buchmann and Rudolf Grübel (56, 743-756)
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New estimators of discriminant coefficients as the gradient of log-odds
.......... Yo Sheena and Arjun K. Gupta (56, 757-770)
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Another approach to asymptotics and bootstrap of randomly trimmed means
.......... Zhiqiang Chen and Evarist Giné (56, 771-790)
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Universal consistency of delta estimators
.......... Jose M. Vidal-Sanz and Miguel A. Delgado (56, 791-818)
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Universally consistent conditional U-statistics for absolutely regular processes and its applications for hidden Markov models
.......... Michel Harel and Madan L. Puri (56, 819-832)
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