Vol.60 Contents (2008)

[ No1 | No2 | No3 | No4 ]

No.1 March 2008

A first-passage time random walk distribution with five transition probabilities : A generalization of the shifted inverse trinomial
.......... Kazuki Aoyama, Kunio Shimizu and S. H. Ong (60, 1-20)
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A cross-validation method for data with ties in kernel density estimation
.......... Kamila Zychaluk and Prakash N. Patil (60, 21-44)
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Randomized group up and down experiments
.......... Alessandro Baldi Antognini, Paola Bortot and Alessandra Giovagnoli (60, 45-59)
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Accurate confidence intervals in regression analyses of non-normal data
.......... Robert J. Boik (60, 61-83)
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Estimating a general function of a quadratic function
.......... D. Fourdrinier and P. Lepelletier (60, 85-119)
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The estimation of M4 processes with geometric moving patterns
.......... Zhengjun Zhang (60, 121-150)
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Progressive censoring from heterogeneous distributions with applications to robustness
.......... N. Balakrishnan and Erhard Cramer (60, 151-171)
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Bivariate Markov chain embeddable variables of polynomial type
.......... M. V. Koutras, S. Bersimis and D. L. Antzoulakos (60, 173-191)
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On occurrence of subpattern and method of gambling teams
.......... Vladimir Pozdnyakov (60, 193-203)
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Saddlepoint approximations for multivariate M-estimates with applications to bootstrap accuracy
.......... Chris Field, John Robinson and Elvezio Ronchetti (60, 205-224)
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Erratum to 'Saddlepoint approximations for multivariate M-estimates with applications to bootstrap accuracy'
.......... Chris Field, John Robinson and Elvezio Ronchetti (60, 225-227)
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No.2 June 2008

Minimal invariant Markov basis for sampling contingency tables with fixed marginals
.......... Satoshi Aoki and Akimichi Takemura (60, 229-256)
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Consistent estimation of the dimensionality in sliced inverse regression
.......... Guy Martial Nkiet (60, 257-271)
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Plug-in bandwidth selector for the kernel relative density estimator
.......... Elisa María Molanes-López and Ricardo Cao (60, 273-300)
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Estimation of a parameter of Morgenstern type bivariate exponential distribution by ranked set sampling
.......... Manoj Chacko and P. Yageen Thomas (60, 301-318)
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Limit laws for the Randic index of random binary tree models
.......... Qunqiang Feng, Hosam M. Mahmoud and Alois Panholzer (60, 319-343)
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On weak convergence of random fields
.......... Youri Davydov and Ricardas Zitikis (60, 345-365)
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Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes
.......... Takaki Hayashi and Nakahiro Yoshida (60, 367-406)
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The admissible parameter space for exponential smoothing models
.......... Rob J. Hyndman, Muhammad Akram and Blyth C. Archibald (60, 407-426)
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Small-sample studies on right censored data with discrete failure times
.......... Jiantian Wang (60, 427-440)
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Empirical likelihood inference for censored median regression with weighted empirical hazard functions
.......... Yichuan Zhao and Song Yang (60, 441-457)
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The semi-Sibuya distribution
.......... Nadjib Bouzar (60, 459-464)
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No.3 September 2008

Comparison of methods for ordinal lens opacity data from atomic-bomb survivors : Univariate worse-eye method and bivariate GEE method using global odds ratio
.......... Eiji Nakashima, Kazuo Neriishi and Atsushi Minamoto (60, 465-482)
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Some remarks on Bayesian inference for one-way ANOVA models
.......... Fabrizio Solari, Brunero Liseo and Dongchu Sun (60, 483-498)
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Bayesian hierarchical linear mixed models for additive smoothing splines
.......... Dongchu Sun and Paul L. Speckman (60, 499-517)
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A bootstrap approach to model checking for linear models under length-biased data
.......... J. L. Ojeda, J. A. Cristóbal and J. T. Alcalá (60, 519-543)
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Maximum likelihood estimation in the proportional hazards cure model
.......... Wenbin Lu (60, 545-574)
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Empirical likelihood confidence intervals for hazard and density functions under right censorship
.......... Junshan Shen and Shuyuan He (60, 575-589)
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Some results on lower variance bounds useful in reliability modeling and estimation
.......... N. Unnikrishnan Nair and K. K. Sudheesh (60, 591-603)
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Nonparametric inference for sequential k-out-of-n systems
.......... Eric Beutner (60, 605-626)
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Properties of residuals for spatial point processes
.......... A. Baddeley, J. Møller and A. G. Pakes (60, 627-649)
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Higher order estimation at Lebesgue points
.......... J. Beirlant, A. Berlinet and G. Biau (60, 651-677)
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Some necessary uniform tests for spherical symmetry
.......... Jiajuan Liang, Kai-Tai Fang and Fred J. Hickernell (60, 679-696)
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No.4 December 2008

Featured Section on "Data Mining and Statistical Science"
Preface : Featured section on data-mining and statistical science
.......... Tomoyuki Higuchi and Takashi Washio (60, 697-698)
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Direct importance estimation for covariate shift adaptation
.......... Masashi Sugiyama, Taiji Suzuki, Shinichi Nakajima, Hisashi Kashima, Paul von Bünau and Motoaki Kawanabe (60, 699-746)
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A preferential attachment model with Poisson growth for scale-free networks
.......... Paul Sheridan, Yuichi Yagahara and Hidetoshi Shimodaira (60, 747-761)
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Measuring the baseline sales and the promotion effect for incense products : A Bayesian state-space modeling approach
.......... Tomohiro Ando (60, 763-780)
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An angular-linear time series model for waveheight prediction
.......... Tsukasa Hokimoto and Kunio Shimizu (60, 781-800)
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Regular Articles
On a simple strategy weakly forcing the strong law of large numbers in the bounded forecasting game
.......... Masayuki Kumon and Akimichi Takemura (60, 801-812)
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Local empirical processes near boundaries of convex bodies
.......... Estate Khmaladze and Wolfgang Weil (60, 813-842)
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Estimating a mean matrix : Boosting efficiency by multiple affine shrinkage
.......... Rudolf Beran (60, 843-864)
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On potentially negative space time covariances obtained as sum of products of marginal ones
.......... P. Gregori, E. Porcu, J. Mateu and Z. Sasvári (60, 865-882)
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Second-order nonlinear least squares estimation
.......... Liqun Wang and Alexandre Leblanc (60, 883-900)
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Semi-self-decomposable distributions on Z+
.......... Nadjib Bouzar (60, 901-917)
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