Vol.61 Contents (2009)

[ No1 | No2 | No3 | No4 ]

No.1 March 2009

Multiple comparisons of several homoscedastic multivariate populations
.......... Yoshihide Kakizawa (61, 1-26)
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Generalized partially linear mixed-effects models incorporating mismeasured covariates
.......... Hua Liang (61, 27-46)
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Statistical estimation in partial linear models with covariate data missing at random
.......... Qi-Hua Wang (61, 47-84)
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Asymptotic properties of local polynomial regression with missing data and correlated errors
.......... A. Pérez-González, J. M. Vilar-Fernández and W. González-Manteiga (61, 85-109)
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On the estimation of a monotone conditional variance in nonparametric regression
.......... Holger Dette and Kay Pilz (61, 111-141)
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Constrained optimal discrimination designs for Fourier regression models
.......... Stefanie Biedermann, Holger Dette and Philipp Hoffmann (61, 143-157)
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Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law
.......... Sylvia Frühwirth-Schnatter and Leopold Sögner (61, 159-179)
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Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling
.......... Hiroki Masuda (61, 181-195)
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Varying-coefficient model for the occurrence rate function of recurrent events
.......... Chin-Tsang Chiang and Mei-Cheng Wang (61, 197-213)
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Estimating a bounded parameter for symmetric distributions
.......... Éric Marchand and François Perron (61, 215-234)
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Exact two-sample nonparametric test for quantile difference between two populations based on ranked set samples
.......... Omer Ozturk and N. Balakrishnan (61, 235-249)
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Exact inference for a simple step-stress model from the exponential distribution under time constraint
.......... N. Balakrishnan, Qihao Xie and D. Kundu (61, 251-274)
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No.2 June 2009

M-decomposability and symmetric unimodal densities in one dimension
.......... Nicholas Chia and Junji Nakano (61, 275-289)
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On regression model selection for the data with correlated errors
.......... Wen Hsiang Wei (61, 291-308)
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Log-linear modeling using conditional log-linear structures
.......... P. Vellaisamy and V. Vijay (61, 309-329)
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Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data
.......... Tomohiro Ando and Sadanori Konishi (61, 331-353)
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Bayesian isotonic changepoint analysis
.......... Enrique E. Alvarez and Dipak K. Dey (61, 355-370)
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On a model of sequential point patterns
.......... V. Shcherbakov (61, 371-390)
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M-estimation in nonparametric regression under strong dependence and infinite variance
.......... Ngai Hang Chan and Rongmao Zhang (61, 391-411)
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Nonparametric density estimation for linear processes with infinite variance
.......... Toshio Honda (61, 413-439)
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Conditional independence, conditional mixing and conditional association
.......... B.L.S. Prakasa Rao (61, 441-460)
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A class of rank-based test for left-truncated and right-censored data
.......... Pao-sheng Shen (61, 461-476)
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Higher-order accurate polyspectral estimation with flat-top lag-windows
.......... Arthur Berg and Dimitris N. Politis (61, 477-498)
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On waiting time distributions associated with compound patterns in a sequence of multi-state trials
.......... Kiyoshi Inoue and Sigeo Aki (61, 499-516)
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On V-orthogonal projectors associated with a semi-norm
.......... Yongge Tian and Yoshio Takane (61, 517-530)
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No.3 September 2009

Improved prediction for a multivariate normal distribution with unknown mean and variance
.......... Kengo Kato (61, 531-542)
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Consistency of the instrumental weighted variables
.......... Jan Ámos Víšek (61, 543-578)
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Testing the tail index in autoregressive models
.......... Jana Jurecková, Hira L. Koul and Jan Picek (61, 579-598)
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Estimating the intensity of a cyclic Poisson process in the presence of linear trend
.......... Roelof Helmers and I. Wayan Mangku (61, 599-628)
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Third-order asymptotic expansion of M-estimators for diffusion processes
.......... Yuji Sakamoto and Nakahiro Yoshida (61, 629-661)
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Efficient and fast spline-backfitted kernel smoothing of additive models
.......... Jing Wang and Lijian Yang (61, 663-690)
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Optimal testing for additivity in multiple nonparametric regression
.......... Felix Abramovich, Italia De Feis and Theofanis Sapatinas (61, 691-714)
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Jump-preserving surface reconstruction from noisy data
.......... Peihua Qiu (61, 715-751)
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Stochastic monotonicity of the MLE of exponential mean under different censoring schemes
.......... N. Balakrishnan and G. Iliopoulos (61, 753-772)
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No.4 December 2009

Generalized Neyman-Pearson optimality of empirical likelihood for testing parameter hypotheses
.......... Taisuke Otsu (61, 773-787)
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Uniformly robust tests in errors-in-variables models
.......... Longcheen Huwang, Y.H. Steve Huang and Yi-Hua Tina Wang (61, 789-810)
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Functional regression modeling via regularized Gaussian basis expansions
.......... Yuko Araki, Sadanori Konishi, Shuichi Kawano and Hidetoshi Matsui (61, 811-833)
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Asymptotic properties of posterior distributions in nonparametric regression with non-Gaussian errors
.......... Taeryon Choi (61, 835-859)
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A simple test for the parametric form of the variance function in nonparametric regression
.......... Holger Dette and Benjamin Hetzler (61, 861-886)
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Proportional hazards regression under progressive Type-II censoring
.......... Sergio Alvarez-Andrade, N. Balakrishnan and Laurent Bordes (61, 887-903)
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Local influence analysis for penalized Gaussian likelihood estimation in partially linear single-index models
.......... Qingming Zou, Zhongyi Zhu and Jinglong Wang (61, 905-918)
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Goodness of fit test for ergodic diffusion processes
.......... Ilia Negri and Yoichi Nishiyama (61, 919-928)
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Point process diagnostics based on weighted second-order statistics and their asymptotic properties
.......... Giada Adelfio and Frederic Paik Schoenberg (61, 929-948)
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Metropolis-Hastings algorithms with acceptance ratios of nearly 1
.......... Kengo Kamatani (61, 949-967)
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Merging of opinions in game-theoretic probability
.......... Vladimir Vovk (61, 969-993)
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Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality
.......... Haruhiko Ogasawara (61, 995-1017)
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