Vol.57 Contents (2005)

[ No1 | No2 | No3 | No4 ]

No.1 March 2005

Mixture model
Strong consistency of MLE for finite uniform mixtures when the scale parameters are exponentially small
.......... Kentaro Tanaka and Akimichi Takemura (57, 1-19)
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Scan statistics
A martingale approach to scan statistics
.......... Vladimir Pozdnyakov, Joseph Glaz, Martin Kulldorff and J. Michael Steele (57, 21-37)
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Record data
Regressions for sums of squares of spacings
.......... S. Kirmani and J. Wesolowski (57, 39-47)
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Distribution
A generalized Pólya urn model and related multivariate distributions
.......... Kiyoshi Inoue and Sigeo Aki (57, 49-59)
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Censoring
Quantile process for left truncated and right censored data
.......... SzeMan Tse (57, 61-69)
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Point process
Optimisation of linear unbiased intensity estimators for point processes
.......... Tomáš Mrkvicka and Ilya Molchanov (57, 71-81)
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Time series
Joint modeling of cointegration and conditional heteroscedasticity with applications
.......... Heung Wong, W.K. Li and Shiqing Ling (57, 83-103)
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A test for independence of two stationary infinite order autoregressive processes
.......... Eunhee Kim and Sangyeol Lee (57, 105-127)
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Estimation
Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval
.......... Éric Marchand and William E. Strawderman (57, 129-143)
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Sensitivity of minimaxity and admissibility in the estimation of a positive normal mean
.......... Yuzo Maruyama and Katsunori Iwasaki (57, 145-156)
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Necessary conditions for dominating the James-Stein estimator
.......... Yuzo Maruyama and William E. Strawderman (57, 157-165)
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Minimax confidence bound of the normal mean under an asymmetric loss function
.......... Yushan Xiao, Yoshikazu Takada and Ningzhong Shi (57, 167-182)
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Test
Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE
.......... Muneya Matsui and Akimichi Takemura (57, 183-199)
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No.2 June 2005

Multivariate analysis
ASP fits to multi-way layouts
.......... Rudolf Beran (57, 201-220)
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Spatio-temporal model
Semiparametric spatio-temporal covariance models with the ARMA temporal margin
.......... Chunsheng Ma (57, 221-233)
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Time series
Estimation of nonlinear autoregressive models using design-adapted wavelets
.......... Véronique Delouille and Rainer von Sachs (57, 235-253)
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Bootstrap
Functional inference in semiparametric models using the piggyback bootstrap
.......... John R. Dixon, Michael R. Kosorok and Bee Leng Lee (57, 255-277)
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Variance estimation for sample quantiles using the m out of n bootstrap
.......... K.Y. Cheung and Stephen M.S. Lee (57, 279-290)
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Estimation
Strong convergence of estimators as \epsilonn-minimisers of optimisation problems
.......... Petr Lachout, Eckhard Liebscher and Silvia Vogel (57, 291-313)
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On the posterior median estimators of possibly sparse sequences
.......... Natalia Bochkina and Theofanis Sapatinas (57, 315-351)
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Distribution
Joint distributions of numbers of success runs of specified lengths in linear and circular sequences
.......... Kiyoshi Inoue and Sigeo Aki (57, 353-368)
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Engen's extended negative binomial model revisited
.......... Nobuaki Hoshino (57, 369-387)
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Generalized skew-elliptical distributions and their quadratic forms
.......... Marc G. Genton and Nicola M.R. Loperfido (57, 389-401)
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No.3 September 2005

Censoring
Estimation in additive Cox models by marginal integration
.......... Toshio Honda (57, 403-423)
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Density estimation
Central limit theorem for asymmetric kernel functionals
.......... Marcelo Fernandes and Paulo Klinger Monteiro (57, 425-442)
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Kernel estimation for stationary density of Markov chains with general state space
.......... Viviane S.M. Campos and Chang C.Y. Dorea (57, 443-453)
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Estimation
Estimation of the multivariate normal precision and covariance matrices in a star-shape model
.......... Dongchu Sun and Xiaoqian Sun (57, 455-484)
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Likelihood approach
Profile empirical likelihood for parametric and semiparametric models
.......... Lu Lin, Lixing Zhu and K.C. Yuen (57, 485-505)
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Bootstrap
Resampling Student's t-type statistics
.......... Arnold Janssen (57, 507-529)
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Change point
Comparison of the Cuscore, GLRT and CUSUM control charts for detecting a dynamic mean change
.......... Dong Han and Fugee Tsung (57, 531-552)
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Test for parameter change based on the estimator minimizing density-based divergence measures
.......... Sangyeol Lee and Okyoung Na (57, 553-573)
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Time series
Testing for serial correlation of unknown form in cointegrated time series models
.......... Pierre Duchesne (57, 575-595)
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Discrete distribution
Unordered and ordered sample from Dirichlet distribution
.......... Thierry Huillet (57, 597-616)
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No.4 December 2005

Nonlinear regression
Nonlinear regression modeling using regularized local likelihood method
.......... Yoshisuke Nonaka and Sadanori Konishi (57, 617-635)
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Comparisons between simultaneous and componentwise splines for varying coefficient models
.......... Chin-Tsang Chiang (57, 637-653)
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Mixture model
Estimation of the number of components of finite mixtures of multivariate distributions
.......... Jogi Henna (57, 655-664)
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Estimation
Strong universal consistency of smooth kernel regression estimates
.......... Harro Walk (57, 665-685)
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Information-theoretic approach
Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints
.......... Xiaogang Wang and James V. Zidek (57, 687-701)
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Stochastic process
Non-standard asymptotics in an inhomogeneous gamma process
.......... Nibedita Bandyopadhyay and Ananda Sen (57, 703-732)
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A new instrumental variable estimation for diffusion processes
.......... Beong Soo So (57, 733-745)
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Time series
The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process
.......... Janusz Kawczak, Reg Kulperger and Hao Yu (57, 747-765)
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Information geometry
Informative barycentres in statistics
.......... Bruno Pelletier (57, 767-780)
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Copula
Multivariate versions of Blomqvist's beta and Spearman's footrule
.......... Manuel Úbeda-Flores (57, 781-788)
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Directional data
Inferences based on a bivariate distribution with von Mises marginals
.......... Grace S. Shieh and Richard A. Johnson (57, 789-802)
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Stochastic ordering
On testing the dilation order and HNBUE alternatives
.......... F. Belzunce, J.F. Pinar and J. M. Ruiz (57, 803-815)
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Distribution
On a functional equation generalizing the class of semistable distributions
.......... Mohamed Ben Alaya and Thierry Huillet (57, 817-831)
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Optimal design
D-optimal designs for weighted polynomial regression - A functional approach
.......... Fu-Chuen Chang (57, 833-844)
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