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Vol.64 Contents (2012)

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

No.1 February 2012

Semiparametric efficient inferences for lifetime regression model with time-dependent covariates
.......... Hsieh Fushing (64, 1-25)
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M-estimation of wavelet variance
.......... Debashis Mondal and Donald B. Percival (64, 27-53)
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Distribution and double generating function of number of patterns in a sequence of Markov dependent multistate trials
.......... Yung-Ming Chang, James C. Fu and Han-Yin Lin (64, 55-68)
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Random partition masking model for censored and masked competing risks data
.......... Qiqing Yu, G.Y.C. Wong, Hao Qin and Jiaping Wang (64, 69-85)
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Markov modulated Poisson process associated with state-dependent marks and its applications to the deep earthquakes
.......... Shaochuan Lu (64, 87-106)
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Bayesian analysis of conditional autoregressive models
.......... Victor De Oliveira (64, 107-133)
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A modified two-factor multivariate analysis of variance: Asymptotics and small sample approximations
.......... Solomon W. Harrar and Arne C. Bathke (64, 135-165)
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Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data
.......... Tine Buch-Kromann and Jens Perch Nielsen (64, 167-192)
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Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes
.......... Yasutaka Shimizu (64, 193-211)
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Variable selection in semiparametric regression analysis for longitudinal data
.......... Peixin Zhao and Liugen Xue (64, 213-231)
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No.2 April 2012

Combining models in longitudinal data analysis
.......... Song Liu and Yuhong Yang (64, 233-254)
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Asymptotic normality of Powell's kernel estimator
.......... Kengo Kato (64, 255-273)
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Modelling time trend via spline confidence band
.......... Jing Wang (64, 275-301)
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A sequential order statistics approach to step-stress testing
.......... N. Balakrishnan, U. Kamps and M. Kateri (64, 303-318)
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Bayesian estimation of a covariance matrix with flexible prior specification
.......... Chih-Wen Hsu, Marick S. Sinay and John S.J. Hsu (64, 319-342)
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Estimating the ratio of two scale parameters: A simple approach
.......... Panayiotis Bobotas, George Iliopoulos and Stavros Kourouklis (64, 343-357)
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Estimators for the binomial distribution that dominate the MLE in terms of Kullback-Leibler risk
.......... Paul Vos and Qiang Wu (64, 359-371)
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The local power of the gradient test
.......... Artur J. Lemonte and Silvia L.P. Ferrari (64, 373-381)
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On identification of the threshold diffusion processes
.......... Yury A. Kutoyants (64, 383-413)
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Hazard function estimation with cause-of-death data missing at random
.......... Qihua Wang, Gregg E. Dinse and Chunling Liu (64, 415-438)
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Constrained nonparametric estimation of the mean and the CDF using ranked-set sampling with a covariate
.......... Jesse Frey (64, 439-456)
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No.3 June 2012

Random partitioning over a sparse contingency table
.......... Nobuaki Hoshino (64, 457-474)
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Instrumental variable approach to covariate measurement error in generalized linear models
.......... Taraneh Abarin and Liqun Wang (64, 475-493)
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Isoseparation and robustness in parametric Bayesian inference
.......... Jim Q. Smith and Fabio Rigat (64, 495-519)
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Markov-modulated Hawkes process with stepwise decay
.......... Ting Wang, Mark Bebbington and David Harte (64, 521-544)
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Estimation of parameters for discretely observed diffusion processes with a variety of rates for information
.......... Yasutaka Shimizu (64, 545-575)
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Priors for Bayesian adaptive spline smoothing
.......... Yu Ryan Yue, Paul L. Speckman and Dongchu Sun (64, 577-613)
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Exponential inequalities and the law of the iterated logarithm in the unbounded forecasting game
.......... Shin-ichiro Takazawa (64, 615-632)
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Statistical modeling for discrete patterns in a sequence of exchangeable trials
.......... Sigeo Aki (64, 633-655)
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On robust classification using projection depth
.......... Subhajit Dutta and Anil K. Ghosh (64, 657-676)
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Directional dependence in multivariate distributions
.......... Roger B. Nelsen and Manuel Úbeda-Flores (64, 677-685)
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No.4 August 2012

Strong consistency of nonparametric Bayes density estimation on compact metric spaces with applications to specific manifolds
.......... Abhishek Bhattacharya and David B. Dunson (64, 687-714)
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Optimal inferences for proportional hazards model with parametric covariate transformations
.......... Chunpeng Fan, Jason P. Fine and Jong-Hyeon Jeong (64, 715-736)
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Selection models under generalized symmetry settings
.......... Adelchi Azzalini (64, 737-750)
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The efficiency of the second-order nonlinear least squares estimator and its extension
.......... Mijeong Kim and Yanyuan Ma (64, 751-764)
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Empirical likelihood for conditional quantile with left-truncated and dependent data
.......... Han-Ying Liang and Jacobo de Uña-Álvarez (64, 765-790)
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Space alternating penalized Kullback proximal point algorithms for maximizing likelihood with nondifferentiable penalty
.......... Stéphane Chrétien, Alfred Hero and Hervé Perdry (64, 791-809)
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Tests of symmetry for bivariate copulas
.......... Christian Genest, Johanna Neslehová and Jean-François Quessy (64, 811-834)
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Estimation and model selection in a class of semiparametric models for cluster data
.......... Yan Sun, Jialiang Li and Wenyang Zhang (64, 835-856)
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Some properties of skew-symmetric distributions
.......... Adelchi Azzalini and Giuliana Regoli (64, 857-879)
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No.5 October 2012

An optimal modification of the LIML estimation for many instruments and persistent heteroscedasticity
.......... Naoto Kunitomo (64, 881-910)
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Asymptotically distribution free test for parameter change in a diffusion process model
.......... Ilia Negri and Yoichi Nishiyama (64, 911-918)
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On estimating distribution functions using Bernstein polynomials
.......... Alexandre Leblanc (64, 919-943)
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Optimal and efficient designs for Gompertz regression models
.......... Gang Li (64, 945-957)
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A general transformation class of semiparametric cure rate frailty models
.......... Guoqing Diao and Guosheng Yin (64, 959-989)
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Some problems in nonparametric inference for the stress release process related to the local time
.......... Takayuki Fujii and Yoichi Nishiyama (64, 991-1007)
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Density-ratio matching under the Bregman divergence: A unified framework of density-ratio estimation
.......... Masashi Sugiyama, Taiji Suzuki and Takafumi Kanamori (64, 1009-1044)
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Testing for a constant coefficient of variation in nonparametric regression by empirical processes
.......... Holger Dette, Mareen Marchlewski and Jens Wagener (64, 1045-1070)
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Asymptotic conditional distribution of exceedance counts: Fragility index with different margins
.......... Michael Falk and Diana Tichy (64, 1071-1085)
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Erratum to: A modified two-factor multivariate analysis of variance: Asymptotics and small sample approximations
.......... Solomon W. Harrar and Arne C. Bathke (64, 1087-1087)
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No.6 December 2012

Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise
.......... Peter Brockwell, Alexander Lindner and Bernd Vollenbröker (64, 1089-1119)
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Loss of information of a statistic for a family of non-regular distributions. II: More general case
.......... Masafumi Akahira, Hyo Gyeong Kim and Nao Ohyauchi (64, 1121-1138)
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Converting information into probability measures with the Kullback-Leibler divergence
.......... Pier Giovanni Bissiri and Stephen G. Walker (64, 1139-1160)
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Resampling-based information criteria for best-subset regression
.......... Philip T. Reiss, Lei Huang, Joseph E. Cavanaugh and Amy Krain Roy (64, 1161-1186)
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Exact goodness-of-fit tests for censored data
.......... Aurea Grané (64, 1187-1203)
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Nonlinear Poisson autoregression
.......... Konstantinos Fokianos and Dag Tjøstheim (64, 1205-1225)
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On the meaning of mean shape: Manifold stability, locus and the two sample test
.......... Stephan F. Huckemann (64, 1227-1259)
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Predicting a cyclic Poisson process
.......... Roelof Helmers and I. Wayan Mangku (64, 1261-1279)
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