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Vol.63 Contents (2011)

[ No1 | No2 | No3 | No4 | No5 | No6]

No.1 February 2011

The geometry of the Wilks's \Lambda random field
.......... F. Carbonell, K. J. Worsley and L. Galan (63, 1-27)
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Explicit estimators under m-dependence for a multivariate normal distribution
.......... Martin Ohlson, Zhanna Andrushchenko and Dietrich von Rosen (63, 29-42)
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A general divergence criterion for prior selection
.......... Malay Ghosh, Victor Mergel and Ruitao Liu (63, 43-58)
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The local Dirichlet process
.......... Yeonseung Chung and David B. Dunson (63, 59-80)
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Density estimation with replicate heteroscedastic measurements
.......... Julie McIntyre and Leonard A. Stefanski (63, 81-99)
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A new perspective to stress-strength models
.......... Serkan Eryilmaz (63, 101-115)
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Additive risk model for current status data with a cured subgroup
.......... Shuangge Ma (63, 117-134)
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A class of multi-sample nonparametric tests for panel count data
.......... N. Balakrishnan and Xingqiu Zhao (63, 135-156)
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Asymptotic properties of sample quantiles from a finite population
.......... Arindam Chatterjee (63, 157-179)
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Gambler's ruin and winning a series by m games
.......... Tamás Lengyel (63, 181-195)
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Bivariate Fibonacci polynomials of order k with statistical applications
.......... Kiyoshi Inoue and Sigeo Aki (63, 197-210)
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No.2 April 2011

Goodness of fit test for small diffusions by discrete time observations
.......... Ilia Negri and Yoichi Nishiyama (63, 211-225)
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Asymptotic properties of sample quantiles of discrete distributions
.......... Yanyuan Ma, Marc G. Genton and Emanuel Parzen (63, 227-243)
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Estimation of additive quantile regression
.......... Holger Dette and Regine Scheder (63, 245-265)
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Asymptotic properties of conditional quantile estimator for censored dependent observations
.......... Han-Ying Liang and Jacobo de Uña-Álvarez (63, 267-289)
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Mixtures of power series distributions: Identifiability via uniqueness in problems of moments
.......... Jordan Stoyanov and Gwo Dong Lin (63, 291-303)
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Analysis of a semiparametric mixture model for competing risks
.......... Angelica Hernandez-Quintero, Jean-François Dupuy and Gabriel Escarela (63, 305-329)
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Empirical likelihood method for linear transformation models
.......... Wen Yu, Yunting Sun and Ming Zheng (63, 331-346)
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Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process
.......... Ivan Kojadinovic and Jun Yan (63, 347-373)
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Forms of four-word indicator functions with implications to two-level factorial designs
.......... N. Balakrishnan and Po Yang (63, 375-386)
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Prediction error criterion for selecting variables in a linear regression model
.......... Yasunori Fujikoshi, Tamio Kan, Shin Takahashi and Tetsuro Sakurai (63, 387-403)
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On adaptive wavelet estimation of a quadratic functional from a deconvolution problem
.......... Christophe Chesneau (63, 405-429)
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No.3 June 2011

Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
.......... Nakahiro Yoshida (63, 431-479)
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Extended Bernstein prior via reinforced urn processes
.......... Lorenzo Trippa, Paolo Bulla and Sonia Petrone (63, 481-496)
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Representations of efficient score for coarse data problems based on Neumann series expansion
.......... Hua Yun Chen (63, 497-509)
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Semiparametric marginal and association regression methods for clustered binary data
.......... Grace Y. Yi, Wenqing He and Hua Liang (63, 511-533)
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Estimating functions for repeated measures with incidental parameters
.......... Martin Crowder (63, 535-558)
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Binary consecutive covering arrays
.......... A.P. Godbole, M.V. Koutras and F.S. Milienos (63, 559-584)
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Penalized likelihood regression for generalized linear models with nonquadratic penalties
.......... Anestis Antoniadis, Irène Gijbels and Mila Nikolova (63, 585-615)
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Edgeworth expansion for the kernel quantile estimator
.......... Yoshihiko Maesono and Spiridon Penev (63, 617-644)
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No.4 August 2011

A Wald-type variance estimation for the nonparametric distribution estimators for doubly censored data
.......... Tomoyuki Sugimoto (63, 645-670)
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Erratum to: A Wald-type variance estimation for the nonparametric distribution estimators for doubly censored data
.......... Tomoyuki Sugimoto (63, 671-674)
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Gradient modeling for multivariate quantitative data
.......... Tomonari Sei (63, 675-688)
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Large deviation theory for non-regular location shift family
.......... Masahito Hayashi (63, 689-716)
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Estimating nonlinear regression with and without change-points by the LAD method
.......... Gabriela Ciuperca (63, 717-743)
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Limiting size index distributions for ball-bin models with Zipf-type frequencies
.......... Satoshi Chida and Naoto Miyoshi (63, 745-768)
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Constrained estimation using judgment post-stratification
.......... Jesse Frey and Omer Ozturk (63, 769-789)
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Fisher information in window censored renewal process data and its applications
.......... Yanxing Zhao and H. N. Nagaraja (63, 791-825)
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On Bayes inference for a bathtub failure rate via S-paths
.......... Man-Wai Ho (63, 827-850)
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On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing
.......... Alessandra Luati and Tommaso Proietti (63, 851-871)
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No.5 October 2011

The generality of the zero-one laws
.......... Akimichi Takemura, Vladimir Vovk and Glenn Shafer (63, 873-885)
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Conditional likelihood estimation and efficiency comparisons in proportional odds model with missing covariates
.......... S.H. Hsieh, S.M. Lee, P.S. Shen and M.F. Liu (63, 887-921)
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Adjustments of profile likelihood through predictive densities
.......... Luigi Pace, Alessandra Salvan and Laura Ventura (63, 923-937)
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Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data
.......... Axel Munk, Jean-Pierre Stockis, Janis Valeinis and Götz Giese (63, 939-959)
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A boosting method for maximization of the area under the ROC curve
.......... Osamu Komori (63, 961-979)
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Optimal design for smoothing splines
.......... Holger Dette, Viatcheslav B. Melas and Andrey Pepelyshev (63, 981-1003)
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Full likelihood inferences in the Cox model: An empirical likelihood approach
.......... Jian-Jian Ren and Mai Zhou (63, 1005-1018)
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Local linear hazard rate estimation and bandwidth selection
.......... Dimitrios Bagkavos (63, 1019-1046)
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Local linear regression for functional data
.......... A. Berlinet, A. Elamine and A. Mas (63, 1047-1075)
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No.6 December 2011

Uniform in bandwidth exact rates for a class of kernel estimators
.......... Davit Varron and Ingrid Van Keilegom (63, 1077-1102)
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Testing separability in marked multidimensional point processes with covariates
.......... Chien-Hsun Chang and Frederic Paik Schoenberg (63, 1103-1122)
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The best EBLUP in the Fay-Herriot model
.......... Jiming Jiang and En-Tzu Tang (63, 1123-1140)
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An optimal approach for hypothesis testing in the presence of incomplete data
.......... Albert Vexler and Sergey Tarima (63, 1141-1163)
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A class of asymptotically normal degenerate quasi U-Statistics
.......... Aluísio Pinheiro, Pranab Kumar Sen and Hildete P. Pinheiro (63, 1165-1182)
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Maximum likelihood estimation in a partially observed stratified regression model with censored data
.......... Amélie Detais and Jean-François Dupuy (63, 1183-1206)
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Nonparametric estimators of the survival function with twice censored data
.......... Pao-sheng Shen (63, 1207-1219)
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Estimation of the intensity of non-homogeneous point processes via wavelets
.......... José Carlos Simon de Miranda and Pedro A. Morettin (63, 1221-1246)
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Efficiency of profile likelihood in semi-parametric models
.......... Yuichi Hirose (63, 1247-1275)
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Variable selection in a class of single-index models
.......... Li-Ping Zhu, Lin-Yi Qian and Jin-Guan Lin (63, 1277-1293)
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