Back to Table of Contents

Vol.65 Contents (2013)

[ No1 | No2 | No3 | No4 | No5]

No.1 February 2013

Empirical likelihood-based inferences for the Lorenz curve
.......... Gengsheng Qin, Baoying Yang and Nelly E. Belinga-Hall (65, 1-21)
Full Text PDF
Nonparametric quantile regression with heavy-tailed and strongly dependent errors
.......... Toshio Honda (65, 23-47)
Full Text PDF
Strong large deviations for arbitrary sequences of random variables
.......... Cyrille Joutard (65, 49-67)
Full Text PDF
Equal percent bias reduction and variance proportionate modifying properties with mean-covariance preserving matching
.......... Yannis G. Yatracos (65, 69-87)
Full Text PDF
A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric \alpha-stable motions
.......... Shibin Zhang and Xinsheng Zhang (65, 89-103)
Full Text PDF
Estimation of central shapes of error distributions in linear regression problems
.......... P.Y. Lai and Stephen M.S. Lee (65, 105-124)
Full Text PDF
Nonparametric pseudo-Lagrange multiplier stationarity testing
.......... Manuel Landajo and María José Presno (65, 125-147)
Full Text PDF
On Mann-Whitney tests for comparing sojourn time distributions when the transition times are right censored
.......... Jie Fan and Somnath Datta (65, 149-166)
Full Text PDF
Improved confidence intervals for quantiles
.......... Yoshihiko Maesono and Spiridon Penev (65, 167-189)
Full Text PDF
Graver basis for an undirected graph and its application to testing the beta model of random graphs
.......... Mitsunori Ogawa, Hisayuki Hara and Akimichi Takemura (65, 191-212)
Full Text PDF

No.2 April 2013

Minimum density power divergence estimator for diffusion processes
.......... Sangyeol Lee and Junmo Song (65, 213-236)
Full Text PDF
Partial linear single index models with distortion measurement errors
.......... Jun Zhang, Yao Yu, Li-Xing Zhu and Hua Liang (65, 237-267)
Full Text PDF
The algebra of reversible Markov chains
.......... Giovanni Pistone and Maria Piera Rogantin (65, 269-293)
Full Text PDF
Model selection via standard error adjusted adaptive lasso
.......... Wei Qian and Yuhong Yang (65, 295-318)
Full Text PDF
Testing statistical hypotheses based on the density power divergence
.......... A. Basu, A. Mandal, N. Martin and L. Pardo (65, 319-348)
Full Text PDF
Degenerate U- and V-statistics under ergodicity: Asymptotics, bootstrap and applications in statistics
.......... Anne Leucht and Michael H. Neumann (65, 349-386)
Full Text PDF
Asymptotic Palm likelihood theory for stationary point processes
.......... Michaela Prokesová and Eva B. Vedel Jensen (65, 387-412)
Full Text PDF

No.3 June 2013

Inference for a class of partially observed point process models
.......... James S. Martin, Ajay Jasra and Emma McCoy (65, 413-437)
Full Text PDF
Forecasting continuous-time processes with applications to signal extraction
.......... Tucker S. McElroy (65, 439-456)
Full Text PDF
Objective Bayesian analysis for CAR models
.......... Cuirong Ren and Dongchu Sun (65, 457-472)
Full Text PDF
Checking the adequacy of partial linear models with missing covariates at random
.......... Wangli Xu and Xu Guo (65, 473-490)
Full Text PDF
Modelling conflicting information using subexponential distributions and related classes
.......... J. A. A. Andrade and Edward Omey (65, 491-511)
Full Text PDF
Recursive equations in finite Markov Chain imbedding
.......... Yu-Fei Hsieh and Tung-Lung Wu (65, 513-527)
Full Text PDF
Calibration of the empirical likelihood for high-dimensional data
.......... Yukun Liu, Changliang Zou and Zhaojun Wang (65, 529-550)
Full Text PDF
Variance estimation using judgment post-stratification
.......... Jesse Frey and Timothy G. Feeman (65, 551-569)
Full Text PDF
Coupon collector's problems with statistical applications to rankings
.......... Sigeo Aki and Katuomi Hirano (65, 571-587)
Full Text PDF
New estimating equation approaches with application in lifetime data analysis
.......... Keming Yu, Bing Xing Wang and Valentin Patilea (65, 589-615)
Full Text PDF

No.4 August 2013

Robust estimation in joint mean-covariance regression model for longitudinal data
.......... Xueying Zheng, Wing Kam Fung and Zhongyi Zhu (65, 617-638)
Full Text PDF
Empirical likelihood semiparametric nonlinear regression analysis for longitudinal data with responses missing at random
.......... Nian-Sheng Tang and Pu-Ying Zhao (65, 639-665)
Full Text PDF
Alexander duality in experimental designs
.......... Hugo Maruri-Aguilar, Eduardo Sáenz-de-Cabezón and Henry P. Wynn (65, 667-686)
Full Text PDF
Unified extension of variance bounds for integrated Pearson family
.......... Giorgos Afendras (65, 687-702)
Full Text PDF
Large deviations for posterior distributions on the parameter of a multivariate AR(p) process
.......... Claudio Macci and Stefano Trapani (65, 703-719)
Full Text PDF
Partially linear varying coefficient models with missing at random responses
.......... Francesco Bravo (65, 721-762)
Full Text PDF
Estimating the number of zero-one multi-way tables via sequential importance sampling
.......... Jing Xi, Ruriko Yoshida and David Haws (65, 763-783)
Full Text PDF
Estimation in semiparametric models with missing data
.......... Song Xi Chen and Ingrid Van Keilegom (65, 785-805)
Full Text PDF

No.5 October 2013

On constrained and regularized high-dimensional regression
.......... Xiaotong Shen, Wei Pan, Yunzhang Zhu and Hui Zhou (65, 807-832)
Full Text PDF
Extending circular distributions through transformation of argument
.......... Toshihiro Abe, Arthur Pewsey and Kunio Shimizu (65, 833-858)
Full Text PDF
Asymptotic distribution of the nonparametric distribution estimator based on a martingale approach in doubly censored data
.......... Tomoyuki Sugimoto (65, 859-888)
Full Text PDF
On the convergence rate of the unscented transformation
.......... Kwang Woo Ahn and Kung-Sik Chan (65, 889-912)
Full Text PDF
Covariance tapering for prediction of large spatial data sets in transformed random fields
.......... Toshihiro Hirano and Yoshihiro Yajima (65, 913-939)
Full Text PDF
Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions
.......... Chunsheng Ma (65, 941-958)
Full Text PDF
Estimation in threshold autoregressive models with correlated innovations
.......... P. Chigansky and Yu. A. Kutoyants (65, 959-992)
Full Text PDF
One-armed bandit process with a covariate
.......... You Liang, Xikui Wang and Yanqing Yi (65, 993-1006)
Full Text PDF