Last update:
Mon Oct 7 06:36:11 MDT 2024
Gwo Dong Lin On the moment problems . . . . . . . . . 85--90
T.-C. Hu and
D. Szynal and
A. I. Volodin A note on complete convergence for
arrays . . . . . . . . . . . . . . . . . 27--31
José Luis Palacios and
José Miguel Renom and
Pedro Berrizbeitia Random walks on edge-transitive graphs
(II) . . . . . . . . . . . . . . . . . . 25--32
Qi-Hua Wang Moment and probability inequalities for
the bivariate product-limit estimator 1--12
Murray D. Burke Multivariate tests-of-fit and uniform
confidence bands using a weighted
bootstrap . . . . . . . . . . . . . . . 13--20
Thomas H. Scheike Comparison of non-parametric regression
functions through their cumulatives . . 21--32
Wataru Yamamoto and
Nobuo Shinozaki On uniqueness of two principal points
for univariate location mixtures . . . . 33--42
Wolfgang Stummer On Novikov and arbitrage properties of
multidimensional diffusion processes
with exploding drift . . . . . . . . . . 43--51
Sanjib Basu Uniform stability of posteriors . . . . 53--58
Nian-Sheng Tang and
Bo-Cheng Wei and
Xue-Ren Wang Influence diagnostics in nonlinear
reproductive dispersion models . . . . . 59--68
Jianguo Sun A note on principal component analysis
for multi-dimensional data . . . . . . . 69--73
Agustín G. Nogales and
José A. Oyola and
Paloma Pérez On conditional independence and the
relationship between sufficiency and
invariance under the Bayesian point of
view . . . . . . . . . . . . . . . . . . 75--84
Michael R. Kosorok Monte Carlo error estimation for
multivariate Markov chains . . . . . . . 85--93
Chris D. Orme On the sensitivity of the overdispersion
test in a Weibull model . . . . . . . . 95--100
I. S. Borisov A note on Poisson approximation of
rescaled set-indexed empirical processes 101--103
Z. D. Bai and
Philip E. Cheng Marcinkiewicz strong laws for linear
statistics . . . . . . . . . . . . . . . 105--112
Kai-Tai Fang and
Zhen-Hai Yang On uniform design of experiments with
restricted mixtures and generation of
uniform distribution on some domains . . 113--120
Oesook Lee On probabilistic properties of nonlinear
ARMA(p, q) models . . . . . . . . . . . 121--131
Ja-Yong Koo and
Charles Kooperberg Logspline density estimation for binned
data . . . . . . . . . . . . . . . . . . 133--147
Hortensia López-García and
Miguel López-Díaz and
María Angeles Gil Interval-valued quantification of the
inequality associated with a random set 149--159
Michel Blais and
Brenda MacGibbon and
Roch Roy Limit theorems for regression models of
time series of counts . . . . . . . . . 161--168
Zengjing Chen and
Shige Peng A general downcrossing inequality for
$g$-martingales . . . . . . . . . . . . 169--175
Dug Hun Hong and
Manuel Ordóñez Cabrera and
Soo Hak Sung and
Andrei I. Volodin On the weak law for randomly indexed
partial sums for arrays of random
elements in martingale type $p$ Banach
spaces . . . . . . . . . . . . . . . . . 177--185
J. Yao On constrained simulation and
optimization by Metropolis chains . . . 187--193
Seong W. Kim Intrinsic priors for testing exponential
means . . . . . . . . . . . . . . . . . 195--201
Wei-Shih Yang and
David Klein An ``FKG equality'' with applications to
random environments . . . . . . . . . . 203--209
T. Dunker and
W. V. Li and
W. Linde Small ball probabilities for integrals
of weighted Brownian motion . . . . . . 211--216
J. L. Geluk and
Liang Peng An adaptive optimal estimate of the tail
index for MA(l) time series . . . . . . 217--227
Xiaohu Li and
Zehui Li and
Bing-Yi Jing Some results about the NBUC class of
life distributions . . . . . . . . . . . 229--237
Marco Muselli Useful inequalities for the longest run
distribution . . . . . . . . . . . . . . 239--249
Ben Hansen and
Jim Pitman Prediction rules for exchangeable
sequences related to species sampling 251--256
Baha-Eldin Khaledi and
Subhash Kochar On dispersive ordering between order
statistics in one-sample and two-sample
problems . . . . . . . . . . . . . . . . 257--261
Rameshwar D. Gupta and
Donald St. P. Richards Radix expansions and the uniform
distribution . . . . . . . . . . . . . . 263--270
Shlomo Levental Permutations, signs and the Brownian
bridge . . . . . . . . . . . . . . . . . 271--276
Idzi Siatkowski Some properties of multi-way block
designs . . . . . . . . . . . . . . . . 277--282
Constance van Eeden Minimax estimation of a lower-bounded
scale parameter of an $F$ distribution 283--286
Zhiyi Du and
Douglas P. Wiens Jackknifing, weighting, diagnostics and
variance estimation in generalized
$M$-estimation . . . . . . . . . . . . . 287--299
Ramesh C. Gupta and
Pushpa L. Gupta On the crossings of reliability measures 301--305
Holger Dette On a nonparametric test for linear
relationships . . . . . . . . . . . . . 307--316
Gauss M. Cordeiro and
Silvia L. P. Ferrari and
Miguel A. Uribe-Opazo and
Klaus L. P. Vasconcellos Corrected maximum-likelihood estimation
in a class of symmetric nonlinear
regression models . . . . . . . . . . . 317--328
C. T. Liao Orthogonal parallel-flats designs for
hierarchical models . . . . . . . . . . 329--335
V. G. S. Vasdekis and
A. Trichopoulou Nonparametric estimation of individual
food availability along with bootstrap
confidence intervals in household budget
surveys . . . . . . . . . . . . . . . . 337--345
R. Liptser and
V. Spokoiny Deviation probability bound for
martingales with applications to
statistical estimation . . . . . . . . . 347--357
C. D. Lai and
M. Xie A new family of positive quadrant
dependent bivariate distributions . . . 359--364
Ornella Arcudi On convergences of probability measures
in different Prohorov-type metrics . . . 365--369
Teresa Kowalczyk Link between grade measures of
dependence and of separability in pairs
of conditional distributions . . . . . . 371--379
Gary W. Oehlert Student--Newman--Kuels controls the
false discovery rate . . . . . . . . . . 381--383
Rebecca A. Betensky Redistribution algorithms for censored
data . . . . . . . . . . . . . . . . . . 385--389
Jae-Chun Kim and
Alexander Korostelev Rates of convergence for the sup-norm
risk in image models under sequential
designs . . . . . . . . . . . . . . . . 391--399
F. Javier López and
Gerardo Sanz Stochastic comparisons for general
probabilistic cellular automata . . . . 401--410
Xiaoping Su and
Sylvan Wallenstein New approximations for the distribution
of the $r$-scan statistic . . . . . . . 411--419
Anonymous Index . . . . . . . . . . . . . . . . . 421--422
Dong Wan Shin and
Seuck Heun Song Asymptotic efficiency of the OLSE for
polynomial regression models with
spatially correlated errors . . . . . . 1--10
Jack Jie Dai A result regarding convergence of random
logistic maps . . . . . . . . . . . . . 11--14
Ömer Öztürk and
Douglas A. Wolfe Alternative ranked set sampling
protocols for the sign test . . . . . . 15--23
Ai Hua Fan and
Narn-Rueih Shieh Multifractal spectra of certain random
Gibbs measures . . . . . . . . . . . . . 25--31
Claude Bélisle Slow hit-and-run sampling . . . . . . . 33--43
Chikara Uno and
Eiichi Isogai Sequential estimation of a linear
combination of means . . . . . . . . . . 45--52
Miguel A. Gómez-Villegas and
Luis Sanz $ \epsilon $-contaminated priors in
testing point null hypothesis: a
procedure to determine the prior
probability . . . . . . . . . . . . . . 53--60
Clémentine Coulon-Prieur and
Paul Doukhan A triangular Central Limit Theorem under
a new weak dependence condition . . . . 61--68
Abram Kagan and
Jacek Weso\lowski An extension of the Darmois--Skitovitch
theorem to a class of dependent random
variables . . . . . . . . . . . . . . . 69--73
Martin L. Hazelton Marginal density estimation from
incomplete bivariate data . . . . . . . 75--84
Cristina Butucea The adaptive rate of convergence in a
problem of pointwise density estimation 85--90
Steven N. MacEachern and
Mario Peruggia Subsampling the Gibbs sampler: variance
reduction . . . . . . . . . . . . . . . 91--98
I. H. Dinwoodie Conditional expectations in network
traffic estimation . . . . . . . . . . . 99--103
Mustapha Rachdi and
Rachid Sabre Consistent estimates of the mode of the
probability density function in
nonparametric deconvolution problems . . 105--114
Joseph P. Romano and
Michael Wolf A more general Central Limit Theorem for
$m$-dependent random variables with
unbounded $m$ . . . . . . . . . . . . . 115--124
Mario Cortina-Borja and
Tony Robinson Estimating the asymptotic constants of
the total length of Euclidean minimal
spanning trees with power-weighted edges 125--128
Songyong Sim A test for spatial correlation for
binary data . . . . . . . . . . . . . . 129--134
K. J. Worsley and
K. J. Friston A test for a conjunction . . . . . . . . 135--140
Michael D. deB. Edwardes Is variance larger if and only if tails
are larger? . . . . . . . . . . . . . . 141--147
Ricardo A. Maronna and
Matías Salibian Barrera and
Víctor J. Yohai Improving bias-robustness of regression
estimates through projections . . . . . 149--158
Z. D. Bai and
Mosuk Chow A note on sequential estimation of the
size of a population under a general
loss function . . . . . . . . . . . . . 159--164
C. S. Withers A simple expression for the multivariate
Hermite polynomials . . . . . . . . . . 165--169
Paulo M. M. Rodrigues A note on the application of the DF test
to seasonal data . . . . . . . . . . . . 171--175
Vilijandas Bagdonavicius and
Mikhail Nikulin On goodness-of-fit for the linear
transformation and frailty models . . . 177--188
Paul Kabaila and
Chris J. Lloyd A computable confidence upper limit from
discrete data with good coverage
properties . . . . . . . . . . . . . . . 189--198
Bernhard Klar A class of tests for exponentiality
against HNBUE alternatives . . . . . . . 199--207
Tien-Chung Hu and
Andrei Volodin Addendum to ``A note on complete
convergence for arrays'', Statist.
Probab. Lett. \bf 38 (1) (1998) 27--31 209--211
Hironori Fujisawa Variance stabilizing transformation and
Studentization for estimator of
correlation coefficient . . . . . . . . 213--217
Bernard Garel and
Marc Hallin Rank-based partial autocorrelations are
not asymptotically distribution-free . . 219--227
Lynn Kuo and
Tae Young Yang Bayesian reliability modeling for masked
system lifetime data . . . . . . . . . . 229--241
Tong Li Estimation of nonlinear
errors-in-variables models: a simulated
minimum distance estimator . . . . . . . 243--248
Peter A. Wright The cumulative distribution function of
process capability index $ C_{p m} $ . . 249--251
Xia Chen Chung's law for additive functionals of
positive recurrent Markov chains . . . . 253--264
Subrata Kundu and
Suman Majumdar and
Kanchan Mukherjee Central Limit Theorems revisited . . . . 265--275
Kee-Hoon Kang and
Ja-Yong Koo and
Cheol-Woo Park Kernel estimation of discontinuous
regression functions . . . . . . . . . . 277--285
Michel Denuit and
Claude Lef\`evre and
Moshe Shaked On the theory of high convexity
stochastic orders . . . . . . . . . . . 287--293
Slawomir Kolodynski A note on the sequence of expected
extremes . . . . . . . . . . . . . . . . 295--300
José Luis Palacios A note on circular Markov chains . . . . 301--306
Xavier Guyon and
Olivier Perrin Identification of space deformation
using linear and superficial quadratic
variations . . . . . . . . . . . . . . . 307--316
Harrison W. Kelly III and
Joseph O. Voelkel Asymptotic-power problems in the
analysis of supersaturated designs . . . 317--324
W. L. Martinez and
E. J. Wegman An alternative criterion useful for
finding exact $E$-optimal designs . . . 325--328
Anthony Y. C. Kuk and
David J. Nott A pairwise likelihood approach to
analyzing correlated binary data . . . . 329--335
Yudi Pawitan Computing empirical likelihood from the
bootstrap . . . . . . . . . . . . . . . 337--345
M. L. Aggarwal and
Mithilesh Kumar Jha Some constructions for balanced $n$-ary
residual treatment effects designs . . . 347--350
Edilberto Ruiz and
Fabio H. Nieto A note on linear combination of
predictors . . . . . . . . . . . . . . . 351--356
Paul Gustafson and
Nhu D. Le and
Marc Vallée Parametric Bayesian analysis of
case-control data with imprecise
exposure measurements . . . . . . . . . 357--363
Michael Iltis Sharp asymptotics of large deviations
for general state-space Markov-additive
chains in $ \mathbb {R}^d $ . . . . . . 365--380
Peter M. Bentler and
Jun Xie Corrections to test statistics in
principal Hessian directions . . . . . . 381--389
W\lodzimierz Bryc Specifying bivariate distributions by
polynomial regressions . . . . . . . . . 391--394
Makoto Maejima and
Ken-iti Sato and
Toshiro Watanabe Distributions of selfsimilar and
semi-selfsimilar processes with
independent increments . . . . . . . . . 395--401
Gang Li and
Yanqing Sun A simulation-based goodness-of-fit test
for survival data . . . . . . . . . . . 403--410
Tadeusz Inglot On large deviation theorem for
data-driven Neyman's statistic . . . . . 411--419
Anonymous Index . . . . . . . . . . . . . . . . . 421--422
G. A. Ghazal Recurrence formula for expectations of
products of bilinear forms and
expectations of bilinear forms and
random matrices . . . . . . . . . . . . 1--9
Jorge A. León and
Constantin Tudor Chaos decomposition of stochastic
bilinear equations with drift in the
first Poisson--Itô chaos . . . . . . . . 11--22
Olivier Perrin and
Rachid Senoussi Reducing non-stationary random fields to
stationarity and isotropy using a space
deformation . . . . . . . . . . . . . . 23--32
Irwin Guttman A contrast of EB, modal and EM-algorithm
estimates arising in the one-way
analysis of variance situation . . . . . 33--58
Lajos Horváth and
Piotr Kokoszka and
Josef Steinebach Approximations for weighted bootstrap
processes with an application . . . . . 59--70
Thomas C. M. Lee Regression spline smoothing using the
minimum description length principle . . 71--82
Haiyan Cai A normal approximation theorem in
comparing two binomial distributions . . 83--89
Cui Hengjian A projection type distribution function
and quantile estimates in the presence
of auxiliary information . . . . . . . . 91--100
Sandrine Poiraud-Casanova and
Christine Thomas-Agnan About monotone regression quantiles . . 101--104
Isha Dewan and
B. L. S. Prakasa Rao Explicit bounds on Levy--Prohorov
distance for a class of multidimensional
distribution functions . . . . . . . . . 105--119
Nikolai N. Leonenko and
Michail M. Sharapov and
Ahmed H. El-Bassiouny On the exactness of normal approximation
of LSE of regression coefficient of
long-memory random fields . . . . . . . 121--130
Norman R. Draper and
Friedrich Pukelsheim Ridge analysis of mixture response
surfaces . . . . . . . . . . . . . . . . 131--140
Evan Fisher and
Matthew Berman and
Natalie Vowels and
Christine Wilson Excursions of a normal random walk above
a boundary . . . . . . . . . . . . . . . 141--151
José G. Leite and
Josemar Rodrigues and
Luis A. Milan A Bayesian analysis for estimating the
number of species in a population using
nonhomogeneous Poisson process . . . . . 153--161
S. Sivaganesan and
Rama T. Lingham Bayes factors for a test about the drift
of the Brownian motion under
noninformative priors . . . . . . . . . 163--171
Vanderlei da Costa Bueno Component importance in a random
environment . . . . . . . . . . . . . . 173--179
Gerd Christoph and
Karina Schreiber Scaled Sibuya distribution and discrete
self-decomposability . . . . . . . . . . 181--187
A. M. Abouammoh and
R. Ahmad and
A. Khalique On new renewal better than used classes
of life distributions . . . . . . . . . 189--194
Alan D. Hutson Estimating the covariance of bivariate
order statistics with applications . . . 195--203
M. Fraiwan Al-Saleh and
M. Ali Al-Kadiri Double-ranked set sampling . . . . . . . 205--212
Daniel Rabinowitz Testing current status data for
dependent censoring . . . . . . . . . . 213--216
Liuquan Sun and
Lixing Zhu A semiparametric model for truncated and
censored data . . . . . . . . . . . . . 217--227
Oesook Lee and
Dong Wan Shin On geometric ergodicity of the MTAR
process . . . . . . . . . . . . . . . . 229--237
V. V. Anh and
N. N. Leonenko Scaling laws for fractional
diffusion-wave equations with singular
data . . . . . . . . . . . . . . . . . . 239--252
Marc G. Genton and
Xavier de Luna Robust simulation-based estimation . . . 253--259
Hongyi Li and
Zhijie Xiao On bootstrapping regressions with unit
root processes . . . . . . . . . . . . . 261--267
Hussain Elalaoui-Talibi and
Kameswarrao S. Casukhela A note on the multivariate local time
intensity of exchangeable interval
partitions . . . . . . . . . . . . . . . 269--273
M. S. Ermakov On distinguishability of two
nonparametric sets of hypothesis . . . . 275--282
Zhiqiang Chen Breakdown point of Schuster--Narvarte's
location estimator . . . . . . . . . . . 283--286
Nabendu Pal and
Wei-Hsiung Shen and
Bimal K. Sinha Estimation of the support of a discrete
distribution . . . . . . . . . . . . . . 287--292
Steven T. Garren and
Shyamal D. Peddada Asymptotic normality in multivariate
nonlinear regression and multivariate
generalized linear regression models
under repeated measurements with missing
data . . . . . . . . . . . . . . . . . . 293--302
Xikui Wang A bandit process with delayed responses 303--307
Alessandra Guglielmi and
Eugenio Melilli Approximating de Finetti's measures for
partially exchangeable sequences . . . . 309--315
Han-Ying Liang Complete convergence for weighted sums
of negatively associated random
variables . . . . . . . . . . . . . . . 317--325
Zhenjun Liu and
Thanasis Stengos and
Qi Li Nonparametric model check based on local
polynomial fitting . . . . . . . . . . . 327--334
Graciela Boente and
Ricardo Fraiman Kernel-based functional principal
components . . . . . . . . . . . . . . . 335--345
Lars Larsson-Cohn Invariance principles for the first
passage times of perturbed random walks 347--351
V. I. Serdobolskii Normal model for distribution-free
multivariate analysis . . . . . . . . . 353--360
W. Y. Wendy Lou The exact distribution of the continuity
of care measure NOP . . . . . . . . . . 361--368
Tien-Chung Hu and
Eunwoo Nam and
Andrew Rosalsky and
Andrei I. Volodin An application of the
Ryll--Nardzewski--Woyczy\'nski theorem
to a uniform weak law for tail series of
weighted sums of random elements in
Banach spaces . . . . . . . . . . . . . 369--374
T. Kowalczyk and
M. Niewiadomska-Bugaj Decomposition of Kendall's $ \tau $:
implications for clustering . . . . . . 375--383
Jim Bishop Bounds on $p$-values for a class of
stopping rules . . . . . . . . . . . . . 385--392
Arturo J. Fernández Bayesian inference from type II doubly
censored Rayleigh data . . . . . . . . . 393--399
Antonio Montañés and
Marcelo Reyes Structural breaks, unit roots and
methods for removing the autocorrelation
pattern . . . . . . . . . . . . . . . . 401--409
Majid Mojirsheibani A kernel-based combined classification
rule . . . . . . . . . . . . . . . . . . 411--419
Anonymous Index . . . . . . . . . . . . . . . . . 421--422
Jiin-Huarng Guo and
Wei-Ming Luh An invertible transformation two-sample
trimmed $t$-statistic under
heterogeneity and nonnormality . . . . . 1--7
Kai-Sheng Song Limit theorems for nonparametric sample
entropy estimators . . . . . . . . . . . 9--18
M. González and
M. Molina and
M. Mota Limit behaviour for a subcritical
bisexual Galton--Watson branching
process with immigration . . . . . . . . 19--24
Chihiro Hirotsu and
Muni S. Srivastava Simultaneous confidence intervals based
on one-sided max $t$ test . . . . . . . 25--37
H. Carnal and
G. M. Feldman A stability property for probability
measures on Abelian groups . . . . . . . 39--44
Catherine Donati-Martin and
Hiroyuki Matsumoto and
Marc Yor On positive and negative moments of the
integral of geometric Brownian motions 45--52
Jana Jurecková Test of tails based on extreme
regression quantiles . . . . . . . . . . 53--61
Fernando López-Blázquez and
Begoña Salamanca-Miño A reverse martingale property that
characterizes the natural exponential
family with quadratic variance function 63--68
Jiti Gao and
Vo Anh A Central Limit Theorem for a random
quadratic form of strictly stationary
processes . . . . . . . . . . . . . . . 69--79
Takamasa Mizushima Multisample tests for scale based on
kernel density estimation . . . . . . . 81--91
Ingo Fahrner An extension of the almost sure
max-limit theorem . . . . . . . . . . . 93--103
Nadia Bensa\"\id and
Pierre Jacob Large deviations inequalities for
partial sums of random measures . . . . 105--112
Nina Gantert A note on logarithmic tail asymptotics
and mixing . . . . . . . . . . . . . . . 113--118
Yakov Nikitin and
Enzo Orsingher The intermediate arc-sine law . . . . . 119--125
Damiano Brigo On SDEs with marginal laws evolving in
finite-dimensional exponential families 127--134
Pontus Andersson Small variance of subgraph counts in a
random tournament . . . . . . . . . . . 135--138
Gerda Claeskens and
Marc Aerts On local estimating equations in
additive multiparameter models . . . . . 139--148
F. Coquet and
Y. Ouknine Some identities on semimartingales local
times . . . . . . . . . . . . . . . . . 149--153
Zhenmin Chen A new two-parameter lifetime
distribution with bathtub shape or
increasing failure rate function . . . . 155--161
Samuel Kotz and
Hosam Mahmoud and
Philippe Robert On generalized Pólya urn models . . . . . 163--173
Ralf-Dieter Hilgers $D$-optimal design for Becker's minimum
polynomial . . . . . . . . . . . . . . . 175--179
Robert Serfling and
Wenyang Wang A large deviation theorem for
$U$-processes . . . . . . . . . . . . . 181--193
Edit Gombay Sequential change-point detection with
likelihood ratios . . . . . . . . . . . 195--204
Arthur Cohen and
H. B. Sackrowitz Properties of Bayes testing procedures
in order restricted inference . . . . . 205--209
Manzoor Ahmad and
Serge Alalouf and
Yogendra P. Chaubey Estimation of the population total when
the population size is unknown . . . . . 211--216
Anat Sakov and
Peter J. Bickel An Edgeworth expansion for the $m$ out
of $n$ bootstrapped median . . . . . . . 217--223
Romanas Yanushkevichius Stability of the characterization of
normal distribution in the Laha--Lukacs
theorem . . . . . . . . . . . . . . . . 225--233
Shuyuan He and
Grace L. Yang On the strong convergence of the
product-limit estimator and its
integrals under censoring and random
truncation . . . . . . . . . . . . . . . 235--244
Weiguo Yang and
Wen Liu Strong Law of Large Numbers for Markov
chains field on a Bethe tree . . . . . . 245--250
A. Adam Ding Can coverage of confidence intervals be
used to judge the goodness of point
estimators in finite population double
sampling? . . . . . . . . . . . . . . . 251--256
Daniel Peña and
Francisco J. Prieto The kurtosis coefficient and the linear
discriminant function . . . . . . . . . 257--261
Majid Asadi and
Nader Ebrahimi Residual entropy and its
characterizations in terms of hazard
function and mean residual life function 263--269
Dean M. Young and
Patrick L. Odell and
William Hahn Nonnegative-definite covariance
structures for which the blu, wls, and
ls estimators are equal . . . . . . . . 271--276
Mohamed T. Madi and
Thomas Leonard and
Kam-Wah Tsui Bayes inference for treatment effects
with uncertain order constraints . . . . 277--283
Barry C. Arnold and
Robert J. Beaver The skew-Cauchy distribution . . . . . . 285--290
Akira Date and
Chii-Ruey Hwang and
Shuenn-Jyi Sheu On the number of equilibrium states in
weakly coupled random networks . . . . . 291--297
Wen Liu A limit property of random conditional
probabilities . . . . . . . . . . . . . 299--304
M. J. Phillips and
Graham V. Weinberg Non-uniform bounds for geometric
approximation . . . . . . . . . . . . . 305--311
Pao-sheng Shen Testing for sufficient follow-up in
survival data . . . . . . . . . . . . . 313--322
Sam Efromovich Sharp linear and block shrinkage wavelet
estimation . . . . . . . . . . . . . . . 323--329
Laurent Mazliak A note on weak viability for controlled
diffusion . . . . . . . . . . . . . . . 331--336
Brad C. Johnson and
James C. Fu The distribution of increasing
$l$-sequences in random permutations: a
Markov chain approach . . . . . . . . . 337--344
Òivind Skare and
Fred Espen Benth and
Arnoldo Frigessi Smoothed Langevin proposals in
Metropolis--Hastings algorithms . . . . 345--354
Barry C. Arnold and
Enrique Castillo and
José María Sarabia and
Laureano González-Vega Multiple modes in densities with normal
conditionals . . . . . . . . . . . . . . 355--363
Anna Gerardi and
Fabio Spizzichino and
Barbara Torti Exchangeable mixture models for
lifetimes: the role of ``occupation
numbers'' . . . . . . . . . . . . . . . 365--375
Beatriz Lacruz and
Pilar Lasala and
Alberto Lekuona Dynamic graphical models and
nonhomogeneous hidden Markov models . . 377--385
Zbigniew J. Jurek A note on gamma random variables and
Dirichlet series . . . . . . . . . . . . 387--392
Jeankyung Kim Rate of convergence of depth contours:
with application to a multivariate
metrically trimmed mean . . . . . . . . 393--400
Gersende Fort and
Eric Moulines $V$-Subgeometric ergodicity for a
Hastings--Metropolis algorithm . . . . . 401--410
K. S. Kwong and
W. Liu Calculation of critical values for
Dunnett and Tamhane's step-up multiple
test procedure . . . . . . . . . . . . . 411--416
Anonymous Index . . . . . . . . . . . . . . . . . 417--418
George G. Roussas Asymptotic normality of the kernel
estimate of a probability density
function under association . . . . . . . 1--12
O. L. V. Costa and
F. Dufour Invariant probability measures for a
class of Feller Markov chains . . . . . 13--21
Alan T. K. Wan and
Guohua Zou and
Andy H. Lee Minimax and $ \Gamma $-minimax
estimation for the Poisson distribution
under LINEX loss when the parameter
space is restricted . . . . . . . . . . 23--32
George Iliopoulos A note on decision theoretic estimation
of ordered parameters . . . . . . . . . 33--38
F. Requena and
N. Martin Ciudad Characterization of maximum probability
points in the Multivariate
Hypergeometric distribution . . . . . . 39--47
Feifang Hu and
Jianhua Hu A note on breakdown theory for bootstrap
methods . . . . . . . . . . . . . . . . 49--53
Vanderlei da Costa Bueno Asymptotic reliability of a linearly
connected system with an infinite number
of components . . . . . . . . . . . . . 55--62
José A. Vilar and
Juan M. Vilar Finite sample performance of density
estimators from unequally spaced data 63--73
I. Barranco-Chamorro and
F. López-Blázquez and
J. L. Moreno-Rebollo Lower bounds for the variance in certain
nonregular distributions . . . . . . . . 75--81
Ling Chen and
Jun Shao A Bayesian decision rule for remediation
actions at toxic waste sites . . . . . . 83--88
Somnath Datta and
Glen A. Satten Estimating future stage entry and
occupation probabilities in a multistage
model based on randomly right-censored
data . . . . . . . . . . . . . . . . . . 89--95
Takemi Yanagimoto A pair of estimating equations for a
mean vector . . . . . . . . . . . . . . 97--103
Atanu Biswas and
Jyotirmoy Sarkar Availability of a system maintained
through several imperfect repairs before
a replacement or a perfect repair . . . 105--114
Paul Kabaila and
Chris J. Lloyd When do best confidence limits exist? 115--120
Jaros\law Bartoszewicz Stochastic orders based on the Laplace
transform and infinitely divisible
distributions . . . . . . . . . . . . . 121--129
Chris A. J. Klaassen and
Philip J. Mokveld and
Bert van Es Squared skewness minus kurtosis bounded
by 186/125 for unimodal distributions 131--135
Michael H. Neumann and
Efstathios Paparoditis On bootstrapping $ L_2 $-type statistics
in density testing . . . . . . . . . . . 137--147
Radu Zaharopol Fortet--Mourier norms associated with
some iterated function systems . . . . . 149--154
A. Krajka Characterization of weak limits of
randomly indexed sequences . . . . . . . 155--163
Alberto Luceño Minimum cost dead band adjustment
schemes under tool-wear effects and
delayed dynamics . . . . . . . . . . . . 165--178
Tsung-Shan Tsou Exchangeable cluster binary data
correlation coefficient estimation with
generalized estimating equations . . . . 179--186
J. Preater Sequential selection with a
better-than-average rule . . . . . . . . 187--191
Lang Wu and
Michael D. Perlman Testing lattice conditional independence
models based on monotone missing data 193--201
Michael D. deB. Edwardes Is variance larger if and only if tails
are larger? [Statist. Probab. Lett. \bf
47 (2000) 141--147] . . . . . . . . . . 203--203
Gwo Dong Lin Erratum: ``On the moment problems''
[Statist. Probab. Lett. \bf 35 (1997)
85--90] . . . . . . . . . . . . . . . . 205--205
Dong Wan Shin and
Man-Suk Oh Semiparametric tests for seasonal unit
roots based on a semiparametric feasible
GLSE . . . . . . . . . . . . . . . . . . 207--218
Roger Koenker and
Stephen Portnoy Some pathological regression asymptotics
under stable conditions . . . . . . . . 219--228
Harry van Zanten A multivariate Central Limit Theorem for
continuous local martingales . . . . . . 229--235
G. Forchini The density of the sufficient statistics
for a Gaussian AR(1) model in terms of
generalized functions . . . . . . . . . 237--243
Xavier Bardina and
Maria Jolis and
Carles Rovira Weak approximation of the Wiener process
from a Poisson process: the
multidimensional parameter set case . . 245--255
Heleno Bolfarine and
Mário de Castro ANOCOVA models with measurement errors 257--263
Franco Pellerey Random vectors with HNBUE-type marginal
distributions . . . . . . . . . . . . . 265--271
Kai Liu and
Aubrey Truman A note on almost sure exponential
stability for stochastic partial
functional differential equations . . . 273--278
Geurt Jongbloed Minimax lower bounds and moduli of
continuity . . . . . . . . . . . . . . . 279--284
Zacharie Dindar Random fractals generated by
oscillations of the uniform empirical
process . . . . . . . . . . . . . . . . 285--291
Jordan Stoyanov and
Christo Pirinsky Random motions, classes of ergodic
Markov chains and beta distributions . . 293--304
Andrei Frolov and
Alexander Martikainen and
Josef Steinebach Strong laws for the maximal gain over
increasing runs . . . . . . . . . . . . 305--312
Antonio Di Crescenzo Some results on the proportional
reversed hazards model . . . . . . . . . 313--321
Yanhong Wu and
Yongxia Xu Local likelihood ratio tests in the
normal mixture model . . . . . . . . . . 323--329
T. N. Sriram and
A. N. Vidyashankar Minimum Hellinger distance estimation
for supercritical Galton--Watson
processes . . . . . . . . . . . . . . . 331--342
John E. Kolassa Saddlepoint approximation at the edges
of a conditional sample space . . . . . 343--349
S. S. Nayak and
Madhusudhan Zalki On the fluctuations of independent
copies of moving maxima . . . . . . . . 351--356
Tasos C. Christofides Maximal inequalities for demimartingales
and a Strong Law of Large Numbers . . . 357--363
Nityananda Sarkar Arch model with Box--Cox transformed
dependent variable . . . . . . . . . . . 365--374
Wolfgang Stadje An iterative approximation procedure for
the distribution of the maximum of a
random walk . . . . . . . . . . . . . . 375--381
Dean DeCock and
John Stufken On finding mixed orthogonal arrays of
strength 2 with many $2$-level factors 383--388
Zacharias Psaradakis Bootstrap tests for unit roots in
seasonal autoregressive models . . . . . 389--395
Naveen Bansal and
G. G. Hamedani and
Hao Zhang A note on random fields forming
conditional bases . . . . . . . . . . . 397--400
Anna A. Kwieci\'nska and
Wojciech Slomczy\'nski Random dynamical systems arising from
iterated function systems with
place-dependent probabilities . . . . . 401--407
Jennie C. Hansen and
Paul Hulse Subadditive ergodic theorems for random
sets in infinite dimensions . . . . . . 409--416
Anonymous Index . . . . . . . . . . . . . . . . . 417--418
Kimberly K. J. Kinateder Understanding average Brownian exit time 1--8
L. De Cesare and
D. E. Myers and
D. Posa Estimating and modeling space-time
correlation structures . . . . . . . . . 9--14
Anton Schick On asymptotic differentiability of
averages . . . . . . . . . . . . . . . . 15--23
Kai-Tai Fang and
Song-Gui Wang and
Gang Wei A stratified sampling model in spherical
feature inspection using coordinate
measuring machines . . . . . . . . . . . 25--34
P. Heinrich The size of diagonal two-order Gaussian
chaoses . . . . . . . . . . . . . . . . 35--39
Neil A. Butler On weighted design optimality criteria
and response surface parameterizations 41--46
Yosef Rinott and
Vladimir Rotar A remark on quadrant normal
probabilities in high dimensions . . . . 47--51
Adam T. Martinsek Sequential estimation of the mean in a
random coefficient autoregressive model
with beta marginals . . . . . . . . . . 53--61
In-Kwon Yeo and
Richard A. Johnson A uniform Strong Law of Large Numbers
for $U$-statistics with application to
transforming to near symmetry . . . . . 63--69
Kanta Naito On a certain class of nonparametric
density estimators with reduced bias . . 71--78
Ilia Negri On efficient estimation of invariant
density for ergodic diffusion processes 79--85
David J. Olive High breakdown analogs of the trimmed
mean . . . . . . . . . . . . . . . . . . 87--92
Gwo Dong Lin and
Chin-Yuan Hu Characterizations of distributions via
the stochastic ordering property of
random linear forms . . . . . . . . . . 93--99
Liang Peng Semi-parametric estimation of long-range
dependence index in infinite variance
time series . . . . . . . . . . . . . . 101--109
Rosa E. Lillo and
Asok K. Nanda and
Moshe Shaked Preservation of some likelihood ratio
stochastic orders by order statistics 111--119
Zudi Lu and
Zhenyu Jiang $ L_1 $ geometric ergodicity of a
multivariate nonlinear AR model with an
ARCH term . . . . . . . . . . . . . . . 121--130
D. Marinucci and
S. Poghosyan Asymptotics for linear random fields . . 131--141
Rainer Schlittgen and
Rainer Schwabe An alternative definition of the
influence function . . . . . . . . . . . 143--153
Tien-Chung Hu and
Manuel Ordóñez Cabrera and
Andrei I. Volodin Convergence of randomly weighted sums of
Banach space valued random elements and
uniform integrability concerning the
random weights . . . . . . . . . . . . . 155--164
Jeffrey T. Terpstra and
Joseph W. McKean and
Joshua D. Naranjo GR-estimates for an autoregressive time
series . . . . . . . . . . . . . . . . . 165--172
Yanxia Ren Boundary singularity problem of some
nonlinear elliptic equations . . . . . . 173--179
S. S. Nayak and
Madhusudhan Zalki Almost sure limit points of record
values from two independent populations 181--187
Christoph Kühn An estimator of the number of change
points based on a weak invariance
principle . . . . . . . . . . . . . . . 189--196
Jean Mémin and
Yulia Mishura and
Esko Valkeila Inequalities for the moments of Wiener
integrals with respect to a fractional
Brownian motion . . . . . . . . . . . . 197--206
Raúl Fierro and
Soledad Torres The Euler scheme for Hilbert space
valued stochastic differential equations 207--213
Bin Chen and
Miklós Csörg\Ho A functional modulus of continuity for a
Wiener process . . . . . . . . . . . . . 215--223
Jim Clark and
Lajos Horváth and
Mark Lewis On the estimation of spread rate for a
biological population . . . . . . . . . 225--234
Julien Worms Large and moderate deviations upper
bounds for the Gaussian autoregressive
process . . . . . . . . . . . . . . . . 235--243
Ibrahim A. Ahmad and
Yanqin Fan Optimal bandwidths for kernel density
estimators of functions of observations 245--251
Ir\`ene Gijbels and
Valentin Rousson A nonparametric least-squares test for
checking a polynomial relationship . . . 253--261
M. A. Lifshits and
E. S. Stankevich On the large deviation principle for the
almost sure CLT . . . . . . . . . . . . 263--267
Andrei Khrennikov Limit behaviour of sums of independent
random variables with respect to the
uniform $p$-adic distribution . . . . . 269--276
Constance van Eeden and
James V. Zidek Estimating one of two normal means when
their difference is bounded . . . . . . 277--284
Wenming Hong and
Zenghu Li Fluctuations of a super-Brownian motion
with randomly controlled immigration . . 285--291
Célestin C. Kokonendji First passage times on zero and one and
natural exponential families . . . . . . 293--298
Tae-Sung Kim and
Jong-Il Baek A Central Limit Theorem for stationary
linear processes generated by linearly
positively quadrant-dependent process 299--305
Zongwu Cai Weighted Nadaraya--Watson regression
estimation . . . . . . . . . . . . . . . 307--318
Marc G. Genton and
Li He and
Xiangwei Liu Moments of skew-normal random vectors
and their quadratic forms . . . . . . . 319--325
K. B. Kulasekera Variable selection by stepwise slicing
in nonparametric regression . . . . . . 327--336
Kwanho Cho and
In-Kwon Yeo and
Richard A. Johnson and
Wei-Yin Loh Asymptotic theory for Box--Cox
transformations in linear models . . . . 337--343
Kwanho Cho and
In-Kwon Yeo and
Richard A. Johnson and
Wei-Yin Loh Prediction interval estimation in
transformed linear models . . . . . . . 345--350
Alberto L. Maltz A Central Limit Theorem for nonuniform $
\phi $-mixing random fields with
infinite variance . . . . . . . . . . . 351--359
Christophe Croux and
Catherine Dehon and
Peter J. Rousseeuw and
Stefan Van Aelst Robust estimation of the conditional
median function at elliptical models . . 361--368
Yijun Zuo Some quantitative relationships between
two types of finite sample breakdown
point . . . . . . . . . . . . . . . . . 369--375
D. R. Jensen Properties of selected subset
diagnostics in regression . . . . . . . 377--388
Kuo-Hwa Chang Stochastic orders of the sums of two
exponential random variables . . . . . . 389--396
George G. Roussas An Esseen-type inequality for
probability density functions, with an
application . . . . . . . . . . . . . . 397--408
Ranjini Natarajan On the propriety of a modified
Jeffreys's prior for variance components
in binary random effects models . . . . 409--414
A. S. Fainleib Multifold sumsets and fast decreasing of
concentration functions . . . . . . . . 415--421
Stergios Fotopoulos and
Venkata Jandhyala Maximum likelihood estimation of a
change-point for exponentially
distributed random variables . . . . . . 423--429
Gary W. Oehlert Correction on ``Student--Newman--Kuels
controls the false discovery rate''
[Statist. Probab. Lett. \bf 46 (2000)
381--383] . . . . . . . . . . . . . . . 431--431
Anonymous Author Index for Volume 51 (2001) . . . 433--434
A. R. Darwich About the absolute continuity and
orthogonality for two probability
measures . . . . . . . . . . . . . . . . 1--8
Somesh Kumar and
Aditi Kar Estimating quantiles of a selected
exponential population . . . . . . . . . 9--19
S. De Iaco and
D. E. Myers and
D. Posa Space-time analysis using a general
product-sum model . . . . . . . . . . . 21--28
Andrej Pázman and
Werner G. Müller Optimal design of experiments subject to
correlated errors . . . . . . . . . . . 29--34
Yoon Tae Kim A geometric approach to singularity for
Hilbert space-valued SDEs . . . . . . . 35--45
Liuquan Sun and
Xian Zhou Survival function and density estimation
for truncated dependent data . . . . . . 47--57
Brajendra C. Sutradhar and
Kalyan Das A higher-order approximation to
likelihood inference in the Poisson
mixed model . . . . . . . . . . . . . . 59--67
Byeong U. Park On estimating the slope of increasing
boundaries . . . . . . . . . . . . . . . 69--72
Alfred Müller Bounds for optimal stopping values of
dependent random variables with given
marginals . . . . . . . . . . . . . . . 73--78
M. V. Menshikov and
S. Yu. Popov and
M. Vachkovskaia Multiscale percolation on $k$-symmetric
mosaic . . . . . . . . . . . . . . . . . 79--84
Li-Shan Huang A roughness-penalty view of kernel
smoothing . . . . . . . . . . . . . . . 85--89
Qihe Tang and
Chun Su and
Tao Jiang and
Jinsong Zhang Large deviations for heavy-tailed random
sums in compound renewal model . . . . . 91--100
Allan Gut and
Svante Janson Tightness and weak convergence for jump
processes . . . . . . . . . . . . . . . 101--107
Gloria García and
Josep M. Oller Minimum Riemannian risk equivariant
estimator for the univariate normal
model . . . . . . . . . . . . . . . . . 109--113
Piero Barone and
Giovanni Sebastiani and
Julian Stander General over-relaxation Markov chain
Monte Carlo algorithms for Gaussian
densities . . . . . . . . . . . . . . . 115--124
Hanfeng Chen and
Jiahua Chen Large sample distribution of the
likelihood ratio test for normal
mixtures . . . . . . . . . . . . . . . . 125--133
Andreas I. Sashegyi and
K. Stephen Brown and
Patrick J. Farrell On the correspondence between
population-averaged models and a class
of cluster-specific models for
correlated binary data . . . . . . . . . 135--144
Paul Kabaila Better Buehler confidence limits . . . . 145--154
Bero Roos Sharp constants in the Poisson
approximation . . . . . . . . . . . . . 155--168
Víctor M. Guerrero and
Rodrigo Juárez and
Pilar Poncela Data graduation based on statistical
time series methods . . . . . . . . . . 169--175
Toshiaki Watanabe On sampling the degree-of-freedom of
Student's-$t$ disturbances . . . . . . . 177--181
Byron Schmuland and
Wei Sun On the equation $ \mu_{t + s} = \mu_s *
T_s \mu_t $ . . . . . . . . . . . . . . 183--188
L. Di Consiglio and
M. Scanu Some results on asymptotics in adaptive
cluster sampling . . . . . . . . . . . . 189--197
Ana F. Militino and
M. Dolores Ugarte Assessing the covariance function in
geostatistics . . . . . . . . . . . . . 199--206
Andrzej Okolewski and
Tomasz Rychlik Sharp distribution-free bounds on the
bias in estimating quantiles via order
statistics . . . . . . . . . . . . . . . 207--213
Stefanie Biedermann and
Holger Dette Optimal designs for testing the
functional form of a regression via
nonparametric estimation techniques . . 215--224
Minoru Tanaka and
Kunio Shimizu Discrete and continuous expectation
formulae for level-crossings,
upcrossings and excursions of
ellipsoidal processes . . . . . . . . . 225--232
Michael Falk and
Rolf-Dieter Reiss Estimation of canonical dependence
parameters in a class of bivariate
peaks-over-threshold models . . . . . . 233--242
Leng-Cheng Hwang and
Chia-Chen Yang An interval estimation procedure with
deterministic stopping rule in Bayes
sequential interval estimation . . . . . 243--248
Gang Zheng A characterization of the factorization
of hazard function by the Fisher
information under Type II censoring with
application to the Weibull family . . . 249--253
Liang Peng Estimating the mean of a heavy tailed
distribution . . . . . . . . . . . . . . 255--264
J. Yao On square-integrability of an AR process
with Markov switching . . . . . . . . . 265--270
Arvydas Astrauskas On high-level exceedances of i.i.d.
random fields . . . . . . . . . . . . . 271--277
Peter Spreij On the Markov property of a finite
hidden Markov chain . . . . . . . . . . 279--288
Pawe\l J. Szablowski Discrete normal distribution and its
relationship with Jacobi Theta functions 289--299
M. S. Sgibnev Exact asymptotic behaviour of the
distribution of the supremum . . . . . . 301--311
Jesús de la Cal and
Ana M. Valle Monotonicity properties of certain
expected extreme order statistics . . . 313--319
D. M. Bravata and
R. W. Cottle and
B. C. Eaves and
I. Olkin Measuring conformability of
probabilities . . . . . . . . . . . . . 321--327
Wensheng Wang On the properties for increments of a
local time --- a look through the set of
limit points . . . . . . . . . . . . . . 329--340
M. Courbage and
D. Hamdan Examples of ergodic processes uniquely
determined by their two-marginal laws 341--345
Thomas Laitila Properties of the QME under
asymmetrically distributed disturbances 347--352
Randy R. Sitter and
Changbao Wu A note on Woodruff confidence intervals
for quantiles . . . . . . . . . . . . . 353--358
Gejza Wimmer and
Gabriel Altmann A new type of partial-sums distributions 359--364
Heung Wong and
Waicheung Ip and
Yuan Li Detection of jumps by wavelets in a
heteroscedastic autoregressive model . . 365--372
Sebastian Döhler and
Ludger Rüschendorf An approximation result for nets in
functional estimation . . . . . . . . . 373--380
Sun Y. Hwang and
I. V. Basawa Nonlinear time series contiguous to
AR(1) processes and a related efficient
test for linearity . . . . . . . . . . . 381--390
Majid Mojirsheibani Classifier selection from a totally
bounded class of functions . . . . . . . 391--400
C. T. Liao Some classes of orthogonal $ 2^{n_1}
\times 3^{n_2} $ mixed factorial designs
of median-resolution . . . . . . . . . . 401--411
Soo Hak Sung Strong laws for weighted sums of i.i.d.
random variables . . . . . . . . . . . . 413--419
Gang Zheng and
Joseph L. Gastwirth On the Fisher information in randomly
censored data . . . . . . . . . . . . . 421--426
J. P. N. Bishwal Accuracy of normal approximation for the
maximum likelihood estimator and Bayes
estimators in the Ornstein--Uhlenbeck
process using random normings . . . . . 427--439
Bert van Es On the expansion of the mean integrated
squared error of a kernel density
estimator . . . . . . . . . . . . . . . 441--450
Anonymous Author Index Volume 52 . . . . . . . . . 451--452
George Tzavelas and
Athanasios G. Paliatsos Truncated quasi-score function in the
$1$-dependent and stationary case . . . 1--9
S. Y. Hwang and
Mi-Ja Woo Threshold ARCH(1) processes: asymptotic
inference . . . . . . . . . . . . . . . 11--20
Li-Xin Zhang The strong approximation for the
Kesten--Spitzer random walk . . . . . . 21--26
Amparo Baíllo and
Juan A. Cuesta-Albertos and
Antonio Cuevas Convergence rates in nonparametric
estimation of level sets . . . . . . . . 27--35
Jaromír Antoch and
Marie Husková Permutation tests in change point
analysis . . . . . . . . . . . . . . . . 37--46
O. L. V. Costa and
F. Dufour Necessary and sufficient conditions for
non-singular invariant probability
measures for Feller Markov chains . . . 47--57
Bennett Eisenberg and
B. K. Ghosh A generalization of Markov's inequality 59--65
Jie Chen and
Joseph Glaz and
Joseph Naus and
Sylvan Wallenstein Bonferroni-type inequalities for
conditional scan statistics . . . . . . 67--77
Claudio Macci and
Silvia Polettini Bayes factor for non-dominated
statistical models . . . . . . . . . . . 79--89
Taizhong Hu and
Ying Wei Stochastic comparisons of spacings from
restricted families of distributions . . 91--99
Jiming Jiang A nonstandard $ \chi^2$-test with
application to generalized linear model
diagnostics . . . . . . . . . . . . . . 101--109
José Luis Palacios Correction on ``Random walks on
edge-transitive graphs (II)'' [Statist.
Probab. Lett. \bf 43 (1999) 25--32] . . 111--112
Bo Cheng and
Xizhi Wu Assessing local influence in PLS
regression by the second order approach 113--121
Laird Breyer and
Gareth O. Roberts and
Jeffrey S. Rosenthal A note on geometric ergodicity and
floating-point roundoff error . . . . . 123--127
Rong-Xian Yue A comparison of random and quasirandom
points for nonparametric response
surface design . . . . . . . . . . . . . 129--142
Lu Lin and
Runchu Zhang Blockwise empirical Euclidean likelihood
for weakly dependent processes . . . . . 143--152
Michel Denuit and
Sébastien Van Bellegem On the stop-loss and total variation
distances between random sums . . . . . 153--165
Yihui Luan and
Zhongjie Xie The wavelet identification for jump
points of derivative in regression model 167--180
Ji Hwan Cha and
Jae Joo Kim On availability of Bayesian imperfect
repair model . . . . . . . . . . . . . . 181--187
Lucio Barabesi and
Abdel El-Sharaawi The efficiency of ranked set sampling
for parameter estimation . . . . . . . . 189--199
Jiming Jiang Mixed-effects models with random cluster
sizes . . . . . . . . . . . . . . . . . 201--206
Jyotirmoy Sarkar and
Sahadeb Sarkar Availability of a periodically inspected
system supported by a spare unit, under
perfect repair or perfect upgrade . . . 207--217
R. M. Balan A strong Markov property for set-indexed
processes . . . . . . . . . . . . . . . 219--226
Yao-Feng Ren and
Han-Ying Liang On the best constant in
Marcinkiewicz--Zygmund inequality . . . 227--233
Nancy Lopes Garcia and
José Luis Palacios On inverse moments of nonnegative random
variables . . . . . . . . . . . . . . . 235--239
L. B. Klebanov and
T. J. Kozubowski and
S. T. Rachev and
V. E. Volkovich Characterization of distributions
symmetric with respect to a group of
transformations and testing of
corresponding statistical hypothesis . . 241--247
Shunpu Zhang Improvements on the kernel estimation in
line transect sampling without the
shoulder condition . . . . . . . . . . . 249--258
Li-Xin Zhang and
Jiwei Wen A weak convergence for negatively
associated fields . . . . . . . . . . . 259--267
Ana Colubi and
J. Santos Domínguez-Menchero and
Miguel López-Díaz and
Ralf Körner A method to derive strong laws of large
numbers for random upper semicontinuous
functions . . . . . . . . . . . . . . . 269--275
Costas A. Christophi and
Hosam M. Mahmoud Distribution of the size of random hash
trees, pebbled hash trees and $N$-trees 277--282
Carlos Tenreiro On the asymptotic behaviour of the
integrated square error of kernel
density estimators with data-dependent
bandwidth . . . . . . . . . . . . . . . 283--292
Yongzhao Shao Rate of convergence of bootstrapped
empirical measures . . . . . . . . . . . 293--298
A. S. Padmanabhan Random walks strictly confined to a
subspace . . . . . . . . . . . . . . . . 299--303
Ouagnina Hili Hellinger distance estimation of SSAR
models . . . . . . . . . . . . . . . . . 305--314
Taizhong Hu and
Ying Wei Multivariate stochastic comparisons of
inspection and repair policies . . . . . 315--324
Martin Schlather Examples for the coefficient of tail
dependence and the domain of attraction
of a bivariate extreme value
distribution . . . . . . . . . . . . . . 325--329
Wen Dai and
John Robinson Empirical saddlepoint approximations of
the Studentized mean under simple random
sampling . . . . . . . . . . . . . . . . 331--337
Richard Dykstra and
Yeh-Fong Chen The distribution of sizes of ordered
level sets . . . . . . . . . . . . . . . 339--346
C. Y. Wang and
Yijian Huang Functional methods for logistic
regression on random-effect-coefficients
for longitudinal measurements . . . . . 347--356
Denys Pommeret Posterior variance for quadratic natural
exponential families . . . . . . . . . . 357--362
Félix Belzunce and
Moshe Shaked Stochastic comparisons of mixtures of
convexly ordered distributions with
applications in reliability theory . . . 363--372
Sara Sjöstedt-de Luna Resampling non-homogeneous spatial data
with smoothly varying mean values . . . 373--379
Colin M. Gallagher A method for fitting stable
autoregressive models using the
autocovariation function . . . . . . . . 381--390
Christian Genest and
Louis-Paul Rivest On the multivariate probability integral
transformation . . . . . . . . . . . . . 391--399
Agustín G. Nogales and
José A. Oyola and
Paloma Pérez A weak notion of equivalence in Bayesian
statistical theory . . . . . . . . . . . 401--407
Johan Segers On the normal uniform local domain of
attraction for intermediate order
statistics . . . . . . . . . . . . . . . 409--413
Augustyn Markiewicz On dependence structures preserving
optimality . . . . . . . . . . . . . . . 415--419
K. Borovkov and
A. Novikov On a piece-wise deterministic Markov
process model . . . . . . . . . . . . . 421--428
Chandranath Pal On a locally Bahadur optimal test for no
contamination in mixtures from the
one-parameter exponential family . . . . 429--434
Jean-François Coeurjolly and
Jacques Istas Cram\`er-Rao bounds for fractional
Brownian motions . . . . . . . . . . . . 435--447
Anonymous Author Index Volume 53 (2001) . . . . . 449--450
Theophilos Cacoullos The $F$-test of homoscedasticity for
correlated normal variables . . . . . . 1--3
Chu-chih Chen Rank estimating equations for random
effects models . . . . . . . . . . . . . 5--12
Sílvia Moret and
David Nualart Exponential inequalities for
two-parameter martingales . . . . . . . 13--19
Nickos Papadatos Distribution and expectation bounds on
order statistics from possibly dependent
variates . . . . . . . . . . . . . . . . 21--31
Choongrak Kim and
Yonjoo Lee and
Byeong U. Park Cook's distance in local polynomial
regression . . . . . . . . . . . . . . . 33--40
Min Tsao A small sample calibration method for
the empirical likelihood ratio . . . . . 41--45
M. D. Ruiz-Medina and
V. V. Anh and
J. M. Angulo Stochastic fractional-order differential
models with fractal boundary conditions 47--60
Hwashin H. Shin and
Glen K. Takahara and
Duncan J. Murdoch Uniqueness, consistency and optimality
in spherical regression experiments . . 61--65
Giacomo Aletti On different topologies for set-indexing
collections . . . . . . . . . . . . . . 67--73
Abhay G. Bhatt and
Rajeeva L. Karandikar Path continuity of the nonlinear filter 75--78
F. Belzunce and
J. F. Pinar and
J. M. Ruiz A family of tests for right spread order 79--92
Takuji Arai The $p$-optimal martingale measure in
continuous trading models . . . . . . . 93--99
Marco Dall'Aglio and
Marco Scarsini When Lorenz met Lyapunov . . . . . . . . 101--105
Sorana Froda and
Constance van Eeden A uniform bound on the characteristic
function of the exponentially tilted
null-distribution of a simple linear
rank statistic and its rate of
convergence . . . . . . . . . . . . . . 107--112
Raúl Fierro and
Soledad Torres Correction on ``The Euler scheme for
Hilbert space valued stochastic
differential equations'' [Statist.
Probab. Lett. \bf 51 (3) (2001)
207--213] . . . . . . . . . . . . . . . 113--113
Anonymous Contents Direct . . . . . . . . . . . . EX2--EX2
Anonymous Science Direct . . . . . . . . . . . . . EX1--EX1
Luca Tardella A note on estimating the diameter of a
truncated moment class . . . . . . . . . 115--124
Michel Broniatowski and
Pascal Mignot A self-adaptive technique for the
estimation of the multifractal spectrum 125--135
X. Shirley Hou and
C. F. J. Wu On the determination of robust settings
in parameter design experiments . . . . 137--145
Richard Huggins A note on the difficulties associated
with the analysis of capture-recapture
experiments with heterogeneous capture
probabilities . . . . . . . . . . . . . 147--152
Nils Lid Hjort and
Stephen G. Walker A note on kernel density estimators with
optimal bandwidths . . . . . . . . . . . 153--159
Xicheng Zhang On the quasi-everywhere regularity of
the local time of one-dimensional
diffusion process in Besov space . . . . 161--169
Samuel Kotz and
Saralees Nadarajah Some extremal type elliptical
distributions . . . . . . . . . . . . . 171--182
Örjan Stenflo A note on a theorem of Karlin . . . . . 183--187
Ling-Yau Chan and
Kai-Tai Fang and
Rahul Mukerjee A characterization for orthogonal arrays
of strength two via a regression model 189--192
Philippe Soulier Moment bounds and Central Limit Theorem
for functions of Gaussian vectors . . . 193--203
Eric A. Cator Deconvolution with arbitrarily smooth
kernels . . . . . . . . . . . . . . . . 205--214
Alexander Bulinski and
Charles Suquet Normal approximation for
quasi-associated random fields . . . . . 215--226
Reinaldo B. Arellano-Valle On some characterizations of spherical
distributions . . . . . . . . . . . . . 227--232
Patrick Marsh Edgeworth expansions in Gaussian
autoregression . . . . . . . . . . . . . 233--241
J. S. Athreya and
S. Sethuraman On the asymptotics of discrete order
statistics . . . . . . . . . . . . . . . 243--249
Jaime San Martín and
Soledad Torres Euler scheme for solutions of a
countable system of stochastic
differential equations . . . . . . . . . 251--259
Paul Janssen and
Jan Swanepoel and
Noël Veraverbeke Modified bootstrap consistency rates for
$U$-quantiles . . . . . . . . . . . . . 261--268
W. Y. Wendy Lou The distribution of the usual provider
continuity index under Markov dependence 269--276
Roger B. Nelsen and
José Juan Quesada-Molina and
José Antonio Rodríguez-Lallena and
Manuel Úbeda-Flores Distribution functions of copulas: a
class of bivariate probability integral
transforms . . . . . . . . . . . . . . . 277--282
Arthur Cohen and
Harold B. Sackrowitz Wherefore similar tests? . . . . . . . . 283--290
Ulug Çapar and
Hüseyin Aktuglu A new construction of random Colombeau
distributions . . . . . . . . . . . . . 291--299
N. Balakrishnan and
E. Cramer and
U. Kamps Bounds for means and variances of
progressive type II censored order
statistics . . . . . . . . . . . . . . . 301--315
Ken-iti Sato Subordination and self-decomposability 317--324
Umberto Amato and
Daniela De Canditiis Convergence in probability of the
Mallows and GCV wavelet and Fourier
regularization methods . . . . . . . . . 325--329
Kazuhiro Ohtani MSE dominance of the pre-test iterative
variance estimator over the iterative
variance estimator in regression . . . . 331--340
Yu-Shan Shih Selecting the best splits for
classification trees with categorical
variables . . . . . . . . . . . . . . . 341--345
Qiying Wang and
Yan-Xia Lin and
Chandra M. Gulati Asymptotics for moving average processes
with dependent innovations . . . . . . . 347--356
M. S. Sgibnev On the exact asymptotic behaviour of the
distribution of the supremum in the
``critical'' case . . . . . . . . . . . 357--362
Anna V. Osmoukhina Large deviations probabilities for a
test of symmetry based on kernel density
estimator . . . . . . . . . . . . . . . 363--371
Stuart Coles and
Francesco Pauli Extremal limit laws for a class of
bivariate Poisson vectors . . . . . . . 373--379
Nicola Loperfido Quadratic forms of skew-normal random
vectors . . . . . . . . . . . . . . . . 381--387
Chin-Shang Li and
Jeremy M. G. Taylor and
Judy P. Sy Identifiability of cure models . . . . . 389--395
Glen A. Satten and
Somnath Datta and
James Robins Estimating the marginal survival
function in the presence of time
dependent covariates . . . . . . . . . . 397--403
Antonietta Mira Efficiency of finite state space Monte
Carlo Markov chains . . . . . . . . . . 405--411
Carlos A. León Maximum asymptotic variance of sums of
finite Markov chains . . . . . . . . . . 413--415
Enkelejd Hashorva Asymptotic results for FGM random
sequences . . . . . . . . . . . . . . . 417--425
Ursula U. Müller and
Anton Schick and
Wolfgang Wefelmeyer Improved estimators for constrained
Markov chain models . . . . . . . . . . 427--435
Keming Yu and
Rana A. Moyeed Bayesian quantile regression . . . . . . 437--447
G. G. Roussas Erratum: ``An Esseen-type inequality for
probability density functions, with an
application'' [Statist. Probab. Lett.
\bf 51 (2001) 397--408] . . . . . . . . 449--449
Anonymous Author Index for Volume 54 (2001) . . . 451--452
Ying-Kuen Cheung and
Jason P. Fine Likelihood estimation after
nonparametric transformation . . . . . . 1--7
Jean-Michel Poggi and
Bruno Portier Asymptotic local test for linearity in
adaptive control . . . . . . . . . . . . 9--17
Hajime Yamato and
Masaaki Sibuya and
Toshifumi Nomachi Ordered sample from two-parameter GEM
distribution . . . . . . . . . . . . . . 19--27
Michael Baron and
Andrew L. Rukhin Perpetuities and asymptotic change-point
analysis . . . . . . . . . . . . . . . . 29--38
Jens Breckling and
Philip Kokic and
Oliver Lübke A note on multivariate $M$-quantiles . . 39--44
Italo Simonelli Convergence and symmetry of infinite
products of independent random variables 45--52
Brajendra C. Sutradhar and
Pranesh Kumar On the efficiency of extended
generalized estimating equation
approaches . . . . . . . . . . . . . . . 53--61
Hanjun Zhang and
Anyue Chen and
Xiang Lin and
Zhenting Hou Strong ergodicity of monotone transition
functions . . . . . . . . . . . . . . . 63--69
F. Spizzichino and
G. L. Torrisi Multivariate negative aging in an
exchangeable model of heterogeneity . . 71--82
Stefano Maria Iacus Statistical analysis of the
inhomogeneous telegrapher's process . . 83--88
Jean-Louis Bon and
Vladimir Kalashnikov Some estimates of geometric sums . . . . 89--97
Abram Kagan and
Sergei Nagaev How many moments can be estimated from a
large sample? . . . . . . . . . . . . . 99--105
Jaros\law Bartoszewicz Stochastic comparisons of random minima
and maxima from life distributions . . . 107--112
Anonymous sd0971+es0971 . . . . . . . . . . . . . I--II
Enkelejd Hashorva and
Jürg Hüsler On the number of points near the
multivariate maxima . . . . . . . . . . 113--124
Roger P. Qu and
Jun Shao and
Mari Palta Efficiency comparison of methods for
estimation in longitudinal regression
models . . . . . . . . . . . . . . . . . 125--135
Jianping Dong and
Chuang Zheng Generalized edge frequency polygon for
density estimation . . . . . . . . . . . 137--145
Hannelore Liero $ L_2 $-tests for sparse multinomials 147--158
Krzysztof Oleszkiewicz Concentration of capital --- the product
form of the Law of Large Numbers in $
L_1 $ . . . . . . . . . . . . . . . . . 159--162
Gerold Alsmeyer Two comparison theorems for nonlinear
first passage times and their linear
counterparts . . . . . . . . . . . . . . 163--171
V. S. M. Campos and
C. C. Y. Dorea Kernel density estimation: the general
case . . . . . . . . . . . . . . . . . . 173--180
M. Kaluszka and
A. Okolewski An extension of the Erd\Hos--Neveu--Rényi
theorem with applications to order
statistics . . . . . . . . . . . . . . . 181--186
Rabi Bhattacharya and
Enrique Thomann and
Edward Waymire A note on the distribution of integrals
of geometric Brownian motion . . . . . . 187--192
G. N. Milstein and
M. Nussbaum Maximum likelihood estimation of a
nonparametric signal in white noise by
optimal control . . . . . . . . . . . . 193--203
L. Gajek and
A. Okolewski Improved Steffensen type bounds on
expectations of record statistics . . . 205--212
Hassairi Abdelhamid and
Masmoudi Afif The mean radius of curvature of an
exponential family . . . . . . . . . . . 213--220
L. G. Gorostiza and
E. Díaz-Francés Species accumulation functions and pure
birth processes . . . . . . . . . . . . 221--226
S. J. M. Clémençon Moment and probability inequalities for
sums of bounded additive functionals of
regular Markov chains via the Nummelin
splitting technique . . . . . . . . . . 227--238
Carey E. Priebe and
Jason G. DeVinney and
David J. Marchette On the distribution of the domination
number for random class cover catch
digraphs . . . . . . . . . . . . . . . . 239--246
Nicolas Privault Extended covariance identities and
inequalities . . . . . . . . . . . . . . 247--255
Amit Sen Behaviour of Dickey--Fuller $F$-tests
under the trend-break stationary
alternative . . . . . . . . . . . . . . 257--268
Gauss M. Cordeiro and
Denise A. Botter Second-order biases of maximum
likelihood estimates in overdispersed
generalized linear models . . . . . . . 269--280
Serge Guillas Rates of convergence of autocorrelation
estimates for autoregressive Hilbertian
processes . . . . . . . . . . . . . . . 281--291
Jeankyung Kim and
Jinsoo Hwang Asymptotic properties of location
estimators based on projection depth . . 293--299
Manuel Ordóñez Cabrera and
Andrei I. Volodin On conditional compactly uniform $p$
th-order integrability of random
elements in Banach spaces . . . . . . . 301--309
Hong-Bin Fang and
Jianguo Sun Consistency of nonparametric maximum
likelihood estimation of a distribution
function based on doubly
interval-censored failure time data . . 311--318
Arup Bose and
Snigdhansu Chatterjee Generalised bootstrap in non-regular
$M$-estimation problems . . . . . . . . 319--328
Hailiang Yang and
Lihong Zhang On the distribution of surplus
immediately before ruin under interest
force . . . . . . . . . . . . . . . . . 329--338
Anonymous SD0971 . . . . . . . . . . . . . . . . . I
Anonymous Author advert . . . . . . . . . . . . . II
N. Balakrishnan and
H. A. David A note on the variance of a lightly
trimmed mean when multiple outliers are
present in the sample . . . . . . . . . 339--343
Fuqing Gao Moderate deviations for the maximum
likelihood estimator . . . . . . . . . . 345--352
Alain Berlinet and
Beno\^\it Cadre and
Ali Gannoun Estimation of conditional $ L_1 $-median
from dependent observations . . . . . . 353--358
Sofiya Ostrovska Sets of random variables with a given
uncorrelation structure . . . . . . . . 359--366
R. Ibragimov and
Sh. Sharakhmetov The best constant in the Rosenthal
inequality for nonnegative random
variables . . . . . . . . . . . . . . . 367--376
Jana Jurecková and
Roger Koenker and
Stephen Portnoy Tail behavior of the least-squares
estimator . . . . . . . . . . . . . . . 377--384
Majid Mojirsheibani The Glivenko--Cantelli theorem based on
data with randomly imputed missing
values . . . . . . . . . . . . . . . . . 385--396
Panagiotis Besbeas and
Byron J. T. Morgan Integrated squared error estimation of
Cauchy parameters . . . . . . . . . . . 397--401
Somnath Datta and
Glen A. Satten Validity of the Aalen--Johansen
estimators of stage occupation
probabilities and Nelson--Aalen
estimators of integrated transition
hazards for non-Markov models . . . . . 403--411
Gianfranco Adimari and
Laura Ventura Robust inference for generalized linear
models with application to logistic
regression . . . . . . . . . . . . . . . 413--419
Yuliya Mishura and
Esko Valkeila Martingale transforms and Girsanov
theorem for long-memory Gaussian
processes . . . . . . . . . . . . . . . 421--430
István Berkes The Law of Large Numbers with
exceptional sets . . . . . . . . . . . . 431--438
Suojin Wang and
C. Y. Wang A note on kernel assisted estimators in
missing covariate regression . . . . . . 439--449
Anonymous Author index . . . . . . . . . . . . . . 451--452
W. Liu and
B. J. R. Bailey Sample size determination for
constructing a constant width confidence
interval for a binomial success
probability . . . . . . . . . . . . . . 1--5
André Mas Rates of weak convergence for images of
measures by families of mappings . . . . 7--12
Nicola Loperfido Statistical implications of selectively
reported inferential results . . . . . . 13--22
Sangyeol Lee and
Seongryong Na On the Bickel--Rosenblatt test for
first-order autoregressive models . . . 23--35
H. M. Barakat On the confidence region for the
bivariate co-ordinate-wise quantiles of
the continuous bivariate distribution
functions . . . . . . . . . . . . . . . 37--43
Viktor Witkovský Exact distribution of positive linear
combinations of inverted chi-square
random variables with odd degrees of
freedom . . . . . . . . . . . . . . . . 45--50
Jan G. De Gooijer and
Ali Gannoun and
Dawit Zerom Mean squared error properties of the
kernel-based multi-stage median
predictor for time series . . . . . . . 51--56
L. Györfi and
I. Vajda Asymptotic distributions for
goodness-of-fit statistics in a sequence
of multinomial models . . . . . . . . . 57--67
D. M. Salopek A new class of nearly self-financing
strategies . . . . . . . . . . . . . . . 69--75
Mohamed T. Madi On the invariant estimation of an
exponential scale using doubly censored
data . . . . . . . . . . . . . . . . . . 77--82
Sungchul Lee and
Zhonggen Su The symmetry in the martingale
inequality . . . . . . . . . . . . . . . 83--91
Jicheng Liu and
Jiagang Ren Comparison theorem for solutions of
backward stochastic differential
equations with continuous coefficient 93--100
Guoqi Qian and
Chris Field Law of iterated logarithm and consistent
model selection criterion in logistic
regression . . . . . . . . . . . . . . . 101--112
Patrizia Berti and
Pietro Rigo A uniform limit theorem for predictive
distributions . . . . . . . . . . . . . 113--120
Idir Ouassou and
William E. Strawderman Estimation of a parameter vector
restricted to a cone . . . . . . . . . . 121--129
Hsiaw-Chan Yeh Six multivariate Zipf distributions and
their related properties . . . . . . . . 131--141
Peter W. Glynn and
Dirk Ormoneit Hoeffding's inequality for uniformly
ergodic Markov chains . . . . . . . . . 143--146
Lu Lin and
Runchu Zhang Profile quasi-likelihood . . . . . . . . 147--154
William F. Rosenberger and
Mingxiu Hu On the use of generalized linear models
following a sequential design . . . . . 155--161
M. C. Jones A dependent bivariate $t$ distribution
with marginals on different degrees of
freedom . . . . . . . . . . . . . . . . 163--170
Su-Yun Huang On a Bayesian aspect for soft wavelet
shrinkage estimation under an asymmetric
Linex loss . . . . . . . . . . . . . . . 171--175
Alexander Aue and
Josef Steinebach A note on estimating the change-point of
a gradually changing stochastic process 177--191
Mokhtar H. Konsowa Random walks on trees and the law of
iterated logarithm . . . . . . . . . . . 193--197
Martin Hildebrand A note on various holding probabilities
for random lazy random walks on finite
groups . . . . . . . . . . . . . . . . . 199--206
Suzanne R. Dubnicka Testing against ordered alternatives for
multivariate censored survival data . . 207--216
Koon-Shing Kwong and
Ee-Hwee Wong A more powerful step-up procedure for
controlling the false discovery rate
under independence . . . . . . . . . . . 217--225
Anonymous Zipf's law and maximum sustainable
growth . . . . . . . . . . . . . . . . . ??
Prabir Burman Estimation of equifrequency histograms 227--238
Belkacem Abdous and
Stéphane Germain and
Nadia Ghazzali A unified treatment of direct and
indirect estimation of a probability
density and its derivatives . . . . . . 239--250
Raúl Jiménez and
J. E. Yukich Strong laws for Euclidean graphs with
general edge weights . . . . . . . . . . 251--259
Marianna Pensky Density deconvolution based on wavelets
with bounded supports . . . . . . . . . 261--269
Jason J. Z. Liao An insight into linear calibration:
univariate case . . . . . . . . . . . . 271--281
Daren B. H. Cline and
Huay-min H. Pu A note on a simple Markov bilinear
stochastic process . . . . . . . . . . . 283--288
Claudio Agostinelli Robust model selection in regression via
weighted likelihood methodology . . . . 289--300
Jerzy Szulga Hausdorff dimension of
Weierstrass--Mandelbrot process . . . . 301--307
Petros Hadjicostas Symmetric and isomorphic properties of
qualitative probability structures on a
finite set . . . . . . . . . . . . . . . 309--319
Zdzis\law Porosi\'nski On best choice problems having similar
solutions . . . . . . . . . . . . . . . 321--327
J. Huh and
K. C. Carri\`ere Estimation of regression functions with
a discontinuity in a derivative with
local polynomial fits . . . . . . . . . 329--343
Glenn Hofmann and
H. N. Nagaraja A random power record model . . . . . . 345--353
R. C. Blei and
Nasser Towghi Variations of Frechet measures of
$p$-stable motions . . . . . . . . . . . 355--360
Mark G. Low and
Yung-Gyung Kang Estimating monotone functions . . . . . 361--367
James C. Fu and
Fred A. Spiring and
Hansheng Xie On the average run lengths of quality
control schemes using a Markov chain
approach . . . . . . . . . . . . . . . . 369--380
Adam T. Martinsek Estimation of the maximum and minimum in
a model for bounded, dependent data . . 381--393
Prasanta Basak and
Indrani Basak Unimodality of the distribution of
record statistics . . . . . . . . . . . 395--398
Sòren Asmussen and
Vladimir Kalashnikov and
Dimitrios Konstantinides and
Claudia Klüppelberg and
Gurami Tsitsiashvili A local limit theorem for random walk
maxima with heavy tails . . . . . . . . 399--404
Gerard Hooghiemstra On explicit occupation time
distributions for Brownian processes . . 405--417
Zdzis\law Porosi\'nski Characterization of the monotone case
for a best choice problem with a random
number of objects . . . . . . . . . . . 419--423
Jeffrey S. Morris The BLUPs are not ``best'' when it comes
to bootstrapping . . . . . . . . . . . . 425--430
Sigit Nugroho and
Z. Govindarajulu Nonparametric tests for random effects
in the balanced incomplete block design 431--437
Michael R. Kosorok On global consistency of a bivariate
survival estimator under univariate
censoring . . . . . . . . . . . . . . . 439--446
Anonymous Author index . . . . . . . . . . . . . . 447--448
Enkelejd Hashorva and
Jürg Hüsler Remarks on compound Poisson
approximation of Gaussian random
sequences . . . . . . . . . . . . . . . 1--8
Isha Dewan and
B. L. S. Prakasa Rao Central limit theorem for $U$-statistics
of associated random variables . . . . . 9--15
Gérard Letac Donkey walk and Dirichlet distributions 17--22
Jaros\law Bartoszewicz Mixtures of exponential distributions
and stochastic orders . . . . . . . . . 23--31
Christian Genest and
Étienne Marceau and
Mhamed Mesfioui Upper stop-loss bounds for sums of
possibly dependent risks with given
means and variances . . . . . . . . . . 33--41
Dimitris Karlis An EM type algorithm for maximum
likelihood estimation of the
normal-inverse Gaussian distribution . . 43--52
Faming Liang Some connections between Bayesian and
non-Bayesian methods for regression
model selection . . . . . . . . . . . . 53--63
Jeongcheol Ha and
Sangyeol Lee Coefficient constancy test in AR--ARCH
models . . . . . . . . . . . . . . . . . 65--77
Ivan Mizera and
Christine H. Müller Breakdown points of Cauchy
regression-scale estimators . . . . . . 79--89
Georgy L. Shevlyakov and
Nikita O. Vilchevski Minimax variance estimation of a
correlation coefficient for $ \epsilon
$-contaminated bivariate normal
distributions . . . . . . . . . . . . . 91--100
Zacharias Psaradakis On the asymptotic behaviour of unit-root
tests in the presence of a Markov trend 101--109
Constance van Eeden and
James V. Zidek Correction on ``Estimating one of two
normal means when their difference is
bounded'': [Statist. Probab. Lett. \bf
51 (2001) 277--284] . . . . . . . . . . 111--111
Miroslav M. Risti\'c and
Biljana C. Popovi\'c The uniform autoregressive process of
the second order (UAR(2)) . . . . . . . 113--119
Jian Tao and
Ning-Zhong Shi and
Jianhua Guo and
Wei Gao Stepwise procedures for the
identification of minimum effective dose
with unknown variances . . . . . . . . . 121--131
B. L. S. Prakasa Rao Application of Whittle's inequality for
Banach space valued martingales . . . . 133--137
B. L. S. Prakasa Rao Hajek--Rényi-type inequality for
associated sequences . . . . . . . . . . 139--143
Kuey Chung Choi and
Kashinath Chatterjee and
Ashish Das and
Sudhir Gupta Optimality of orthogonally blocked
diallels with specific combining
abilities . . . . . . . . . . . . . . . 145--150
Jean-Louis Bon and
Abbas Illayk A note on some new renewal ageing
notions . . . . . . . . . . . . . . . . 151--155
Victor H. de la Peña and
Ingrid-Mona Zamfirescu Decoupling and domination inequalities
with application to Wald's identity for
martingales . . . . . . . . . . . . . . 157--170
S. E. Abu-Youssef A moment inequality for decreasing
(increasing) mean residual life
distributions with hypothesis testing
application . . . . . . . . . . . . . . 171--177
V. Grunert da Fonseca and
C. M. Fonseca A link between the multivariate
cumulative distribution function and the
hitting function for random closed sets 179--182
Wen-Tao Huang and
Bing Xu Some maximal inequalities and complete
convergences of negatively associated
random sequences . . . . . . . . . . . . 183--191
N. Balakrishnan and
N. Papadatos The use of spacings in the estimation of
a scale parameter . . . . . . . . . . . 193--204
Young Hun Choi and
Ömer Öztürk A new class of score generating
functions for regression models . . . . 205--214
Ibrahim A. Ahmad On moment inequalities of the supremum
of empirical processes with applications
to kernel estimation . . . . . . . . . . 215--220
I. Dreier and
S. Kotz A note on the characteristic function of
the $t$-distribution . . . . . . . . . . 221--224
Abram Kagan Transfer theorems in exponential
families . . . . . . . . . . . . . . . . 225--229
Graciela Estévez-Pérez On convergence rates for quadratic
errors in kernel hazard estimation . . . 231--241
Johan Jonasson Uniqueness of uniform random colorings
of regular trees . . . . . . . . . . . . 243--248
Luc Devroye Simulating Bessel random variables . . . 249--257
Wenceslao González-Manteiga and
Alejandro Quintela-del-Río and
Philippe Vieu A note on variable selection in
nonparametric regression with dependent
data . . . . . . . . . . . . . . . . . . 259--268
B. Q. Fang Estimation of the location parameter of
the $ l_1$-norm symmetric matrix variate
distributions . . . . . . . . . . . . . 269--280
Mayer Alvo and
Jincheol Park Multivariate non-parametric tests of
trend when the data are incomplete . . . 281--290
Danuta Kachlicka and
Iwona Mejza On the efficiency of some supplemented $
(\alpha_1, \alpha_2, \ldots {},
\alpha_R) $-resolvable block designs . . 291--299
Lincheng Zhao and
Limin Peng Model selection under order restriction 301--306
Tsung-Lin Cheng and
Yuan-Shih Chow On stable convergence in the Central
Limit Theorem . . . . . . . . . . . . . 307--313
Miguel A. Arcones Large and moderate deviations of
empirical processes with nonstandard
rates . . . . . . . . . . . . . . . . . 315--326
Richard A. Johnson and
Grace S. Shieh On tests of independence for spherical
data-invariance and centering . . . . . 327--335
Reinhard Furrer $M$-Estimation for dependent random
variables . . . . . . . . . . . . . . . 337--341
Zhide Fang $D$-optimal designs for polynomial
regression models through origin . . . . 343--351
Silvia L. P. Ferrari and
Francisco Cribari-Neto Corrected modified profile likelihood
heteroskedasticity tests . . . . . . . . 353--361
Chang Yu and
Daniel Zelterman Sums of dependent Bernoulli random
variables and disease clustering . . . . 363--373
Gang Wei and
Taizhong Hu Supermodular dependence ordering on a
class of multivariate copulas . . . . . 375--385
Christian Genest and
François Verret The TP$_2$ ordering of Kimeldorf and
Sampson has the normal-agreeing property 387--391
Germán Aneiros-Pérez On bandwidth selection in partial linear
regression models under dependence . . . 393--401
Alan D. Hutson Quasi-medians are robust and relatively
efficient estimators of a common mean
given multivariate normality . . . . . . 403--408
Anonymous Author index . . . . . . . . . . . . . . 409--410
Avinash Dharmadhikari and
S. B. Kulathinal and
Vidyadhar Mandrekar An algorithm for the estimation of
minimal cut and path sets from field
failure data . . . . . . . . . . . . . . 1--11
Peter Mörters and
Narn-Rueih Shieh Thin and thick points for branching
measure on a Galton--Watson tree . . . . 13--22
Xuefeng Li and
Linda H. Zhao Bayesian nonparametric point estimation
under a conjugate prior . . . . . . . . 23--30
Paul Janssen and
Jan Swanepoel and
Noël Veraverbeke The modified bootstrap error process for
Kaplan--Meier quantiles . . . . . . . . 31--39
Wensheng Wang Self-normalized lag increments of
partial sums . . . . . . . . . . . . . . 41--51
E. Schechtman and
G. Schechtman On characterization of two-sample
$U$-statistics . . . . . . . . . . . . . 53--59
Heng Li Likelihood-based quadratic analyses for
diallel cross and other experiments
involving data collected on ordered
pairs of sampling units . . . . . . . . 61--69
Riccardo Gatto and
S. Rao Jammalamadaka A saddlepoint approximation for testing
exponentiality against some increasing
failure rate alternatives . . . . . . . 71--81
V. Cekanavicius On the convergence of Markov binomial to
Poisson distribution . . . . . . . . . . 83--91
M. C. Jones On fractional uniform order statistics 93--96
José Mira and
María Jesús Sánchez Analytical results for a Bayesian
bivariate cokriging model . . . . . . . 97--109
R. B. Arellano-Valle and
G. del Pino and
E. San Martín Definition and probabilistic properties
of skew-distributions . . . . . . . . . 111--121
Andrea Cerioli Tests of homogeneity for spatial
populations . . . . . . . . . . . . . . 123--130
Mario Abundo Some conditional crossing results of
Brownian motion over a piecewise-linear
boundary . . . . . . . . . . . . . . . . 131--145
Subashan Perera Maximum quasilikelihood estimation for a
simplified NEAR(1) model . . . . . . . . 147--155
Mark Braverman and
Yan Lumelskii Chebyshev systems and estimation theory
for discrete distributions . . . . . . . 157--165
Liang Peng Asymptotic expansions of densities of
sums of random vectors without third
moment . . . . . . . . . . . . . . . . . 167--174
Tomasz Rychlik Best upper quantile evaluations for NWU
distributions . . . . . . . . . . . . . 175--184
S. Ejaz Ahmed and
Rita Giuliano Antonini and
Andrei Volodin On the rate of complete convergence for
weighted sums of arrays of Banach space
valued random elements with application
to moving average processes . . . . . . 185--194
Endre Csáki and
Khurelbaatar Gonchigdanzan Almost sure limit theorems for the
maximum of stationary Gaussian sequences 195--203
Elias Masry Multivariate probability density
estimation for associated processes:
strong consistency and rates . . . . . . 205--219
Jeremy M. G. Taylor and
Susan Murray and
Chiu-Hsieh Hsu Survival estimation and testing via
multiple imputation . . . . . . . . . . 221--232
R. Dennis Cook and
Xiangrong Yin Asymptotic distributions for testing
dimensionality in $q$-based pHd . . . . 233--243
Daniel A. Griffith A spatial filtering specification for
the auto-Poisson model . . . . . . . . . 245--251
Yves Romain Perturbation of functional tensors with
applications to covariance operators . . 253--264
Swagata Nandi and
Srikanth K. Iyer and
Debasis Kundu Estimation of frequencies in presence of
heavy tail errors . . . . . . . . . . . 265--282
Valentin V. Petrov A note on the Borel--Cantelli lemma . . 283--286
Jie Chen and
Joseph Glaz Approximations for a conditional
two-dimensional scan statistic . . . . . 287--296
Rajeeva L. Karandikar and
M. Vidyasagar Rates of uniform convergence of
empirical means with mixing processes 297--307
Liuquan Sun and
Xian Zhou Regression analysis for a semiparametric
model with panel data . . . . . . . . . 309--317
Francesco Bravo Blockwise empirical Cressie--Read test
statistics for $ \alpha $-mixing
processes . . . . . . . . . . . . . . . 319--325
Éric Marchand and
François Perron On the minimax estimator of a bounded
normal mean . . . . . . . . . . . . . . 327--333
Odd O. Aalen and
Nils Lid Hjort Frailty models that yield proportional
hazards . . . . . . . . . . . . . . . . 335--342
Andrzej S. Kozek and
Miros\law Pawlak Distribution-free consistency of kernel
non-parametric $M$-estimators . . . . . 343--353
Longcheen Huwang and
J. T. Gene Hwang Prediction and confidence intervals for
nonlinear measurement error models
without identifiability information . . 355--362
Sungchul Lee and
Zhonggen Su Gaussian tail for empirical
distributions of MST on random graphs 363--368
Rong-Xian Yue Model-robust designs in multiresponse
situations . . . . . . . . . . . . . . . 369--379
Christian Kleiber Variability ordering of heavy-tailed
distributions with applications to order
statistics . . . . . . . . . . . . . . . 381--388
Holger Dette and
Viatcheslav B. Melas and
Stefanie Biedermann A functional-algebraic determination of
$D$-optimal designs for trigonometric
regression models on a partial circle 389--397
Abdelouahab Bibi and
Alwell J. Oyet A note on the properties of some time
varying bilinear models . . . . . . . . 399--411
U. Stadtmüller Almost sure versions of distributional
limit theorems for certain order
statistics . . . . . . . . . . . . . . . 413--426
Liqun Wang A simple adjustment for measurement
errors in some limited dependent
variable models . . . . . . . . . . . . 427--433
Anonymous Author index . . . . . . . . . . . . . . 435--436
C. Satheesh Kumar Extended generalized hypergeometric
probability distributions . . . . . . . 1--7
Grace Chiu and
Richard Lockhart and
Richard Routledge Bent-cable asymptotics when the bend is
missing . . . . . . . . . . . . . . . . 9--16
Pang Shanqi and
Liu Sanyang and
Zhang Yingshan Satisfactory orthogonal array and its
checking method . . . . . . . . . . . . 17--22
Takuhisa Shikimi Large deviations for kernel-type
empirical distributions . . . . . . . . 23--28
Z. D. Bai and
K. S. Kwong Solution to Dalal and Mallows conjecture
on monotone property of the joint
distribution of order statistics . . . . 29--35
Glaysar Castro and
Valerie Girardin Maximum of entropy and extension of
covariance matrices for periodically
correlated and multivariate processes 37--52
Koji Akita and
Makoto Maejima On certain self-decomposable
self-similar processes with independent
increments . . . . . . . . . . . . . . . 53--59
Ali Gannoun and
Jérôme Saracco A new proof of strong consistency of
kernel estimation of density function
and mode under random censorship . . . . 61--66
Brad C. Johnson The distribution of increasing
$2$-sequences in random permutations of
arbitrary multi-sets . . . . . . . . . . 67--74
Xinxin Jiang and
Marjorie G. Hahn Empirical Central Limit Theorems for
exchangeable random variables . . . . . 75--81
Hanxiang Peng and
Anton Schick On efficient estimation of linear
functionals of a bivariate distribution
with known marginals . . . . . . . . . . 83--91
Nizam Uddin A method of construction of a class of
universally optimal structurally
incomplete row-column designs . . . . . 93--98
Chris J. Lloyd Estimation of a convex ROC curve . . . . 99--111
Harro Walk On cross-validation in kernel and
partitioning regression estimation . . . 113--123
H. Evangelaras and
C. Koukouvinos and
P. Mantas A unified approach in addition or
deletion of two level factorial designs 125--133
Runze Li and
Dennis K. J. Lin Data analysis in supersaturated designs 135--144
Alain Boudou and
Yves Romain On spectral and random measures
associated to discrete and
continuous-time processes . . . . . . . 145--157
Vytaras Brazauskas Fisher information matrix for the
Feller--Pareto distribution . . . . . . 159--167
Mara Tableman and
Alix I. Gitelman The scaled $ \alpha $-Winsorized
estimate of exponential scale for
censored data: an analysis based on two
influence functions . . . . . . . . . . 169--181
Cheng Cheng Almost-sure uniform error bounds of
general smooth estimators of quantile
density functions . . . . . . . . . . . 183--194
Samuel Kotz and
Hong-Bin Fang and
Gang Wei Multiple square tray distributions . . . 195--207
Faouzi Chaabane Invariance principles with logarithmic
averaging for continuous local
martingales . . . . . . . . . . . . . . 209--217
Viswanath Devanarayan and
Leonard A. Stefanski Empirical simulation extrapolation for
measurement error models with replicate
measurements . . . . . . . . . . . . . . 219--225
M. Bloznelis A note on the multivariate local limit
theorem . . . . . . . . . . . . . . . . 227--233
Jeong-gun Park and
I. V. Basawa Estimation for mixtures of Markov
processes . . . . . . . . . . . . . . . 235--244
Brahim Ouhbi and
Nikolaos Limnios The rate of occurrence of failures for
semi-Markov processes and estimation . . 245--255
Fuxia Cheng Consistency of error density and
distribution function estimators in
nonparametric regression . . . . . . . . 257--270
Kestutis Ducinskas and
Jurate Saltyte Second-order asymptotic expansion for
the risk in classification of curved
exponential populations . . . . . . . . 271--279
Yannis Yatracos Assessing the quality of bootstrap
samples and of the bootstrap estimates
obtained with finite resampling . . . . 281--292
Theodoros Nicoleris and
Anthony Sagris Random function prediction and Stein's
identity . . . . . . . . . . . . . . . . 293--305
Hsiuying Wang Improved confidence estimators for the
usual one-sided confidence intervals for
the ratio of two normal variances . . . 307--315
Yan-Xia Ren and
Xiu-Yun Suo and
Xiang-Dong Yu Interior singularity problem of some
nonlinear elliptic equations . . . . . . 317--328
Youri Davydov and
Ricardas Zitikis Convergence of generalized Lorenz curves
based on stationary ergodic random
sequences with deterministic noise . . . 329--340
Michael Falk and
Rolf Dieter Reiss A characterization of the rate of
convergence in bivariate extreme value
models . . . . . . . . . . . . . . . . . 341--351
J. H. Hwang and
B. U. Park and
W. Ryu Limit theorems for boundary function
estimators . . . . . . . . . . . . . . . 353--360
Gregory Gagnon Stability of option prices under uniform
ellipticity . . . . . . . . . . . . . . 361--365
Yebin Cheng and
Qihe Tang and
Hailiang Yang Approximations for moments of deficit at
ruin with exponential and subexponential
claims . . . . . . . . . . . . . . . . . 367--378
Raouf Ghomrasni and
Svend Erik Graversen An extension of Seshadri's identities
for Brownian motion . . . . . . . . . . 379--384
M. L. Aggarwal and
V. Sarin and
Poonam Singh Optimal orthogonal designs in two blocks
for Becker's mixture models in three and
four components . . . . . . . . . . . . 385--396
Erhard Cramer and
Udo Kamps and
Tomasz Rychlik On the existence of moments of
generalized order statistics . . . . . . 397--404
Lirong Cui The IFR property for
consecutive-k-out-of-n:F systems . . . . 405--414
R. M. Balan Set-indexed processes with independent
increments . . . . . . . . . . . . . . . 415--424
Jason DeVinney and
John C. Wierman A SLLN for a one-dimensional class cover
problem . . . . . . . . . . . . . . . . 425--435
Anonymous Author index . . . . . . . . . . . . . . 437--438
A. V. Serdobolskii Unimprovable solution to systems of
empirical linear algebraic equations . . 1--6
Mostafa Mashayekhi Compound estimation of a monotone
sequence . . . . . . . . . . . . . . . . 7--15
Jinhong You and
Xiaoqian Sun and
Wan-kai Pang and
Ping-kei Leung Jackknifing type weighted least squares
estimators in partially linear
regression models . . . . . . . . . . . 17--31
Ana Bianco and
Graciela Boente On the asymptotic behavior of one-step
estimates in heteroscedastic regression
models . . . . . . . . . . . . . . . . . 33--47
Choongrak Kim and
Byeong U. Park and
Woochul Kim Influence diagnostics in semiparametric
regression models . . . . . . . . . . . 49--58
Mohamed Lemdani and
Elias Ould-Sa\"\id Exact asymptotic $ \mathcal {L}_1
$-error of a kernel density estimator
under censored data . . . . . . . . . . 59--68
Anna Nicolaou Conditional score tests in the
exponential family . . . . . . . . . . . 69--74
Steven Cook Correcting size distortion of the
Dickey--Fuller test via recursive mean
adjustment . . . . . . . . . . . . . . . 75--79
Tue Gòrgens Nonparametric comparison of regression
curves by local linear fitting . . . . . 81--89
Dirk Metzler and
Steffen Grossmann and
Anton Wakolbinger A Poisson model for gapped local
alignments . . . . . . . . . . . . . . . 91--100
Enkelejd Hashorva Remarks on domination of maxima . . . . 101--109
Arup Bose and
Joydip Mitra Limiting spectral distribution of a
special circulant . . . . . . . . . . . 111--120
Haiyan Cai A law of iterated logarithm for the
wavelet transforms of i.i.d. random
variables . . . . . . . . . . . . . . . 121--127
Kazuhiro Ohtani Exact distribution of a pre-test
estimator for regression error variance
when there are omitted variables . . . . 129--140
Félix Belzunce and
José M. Ruiz and
M. Carmen Ruiz On preservation of some shifted and
proportional orders by systems . . . . . 141--154
K. Dzhaparidze and
J. A. Ferreira A frequency domain approach to some
results on fractional Brownian motion 155--168
Don Fallis and
Gerrard Liddell Further results on inquiry and truth
possession . . . . . . . . . . . . . . . 169--182
James T. Kost and
Michael P. McDermott Combining dependent $p$-values . . . . . 183--190
B. L. S. Prakasa Rao Another Esseen-type inequality for
multivariate probability density
functions . . . . . . . . . . . . . . . 191--199
Magda Peligrad Some remarks on coupling of dependent
random variables . . . . . . . . . . . . 201--209
Xikui Wang Asymptotic properties of bandit
processes with geometric responses . . . 211--217
Jeffrey T. Terpstra and
M. Bhaskara Rao On the asymptotic distribution of a
multivariate GR-estimate for a $ {\rm
VAR}(p) $ time series . . . . . . . . . 219--230
Atanu Biswas and
Jing-Shiang Hwang A new bivariate binomial distribution 231--240
Abdelazziz Allam and
Tahar Mourid Geometric absolute regularity of Banach
space-valued autoregressive processes 241--252
Zbigniew Szkutnik A note on quasi-maximum likelihood
solutions to an inverse problem for
Poisson processes . . . . . . . . . . . 253--263
J. Beirlant and
B. Vandewalle Some comments on the estimation of a
dependence index in bivariate extreme
value statistics . . . . . . . . . . . . 265--278
Rong Situ On solutions of backward stochastic
differential equations with jumps and
with non-Lipschitzian coefficients in
Hilbert spaces and stochastic control 279--288
Niels Richard Hansen and
Ernst Hansen Establishing geometric drift via the
Laplace transform of symmetric measures 289--295
Gérard Biau Optimal asymptotic quadratic errors of
density estimators on random fields . . 297--307
Rogemar S. Mamon A time-varying Markov chain model of
term structure . . . . . . . . . . . . . 309--312
J. M. Stern and
S. Zacks Testing the independence of Poisson
variates under the Holgate bivariate
distribution: the power of a new
evidence test . . . . . . . . . . . . . 313--320
Alexander Krantsberg Khinchin and Marcinkiewicz--Zygmund-type
inequalities for quadratic forms of
independent random variables . . . . . . 321--327
Guijing Chen and
Jiahua Chen and
Yuming Chen Statistical inference on comparing two
distribution functions with a possible
crossing point . . . . . . . . . . . . . 329--341
Barry A. Evans and
David A. Dickey Normalizations for periodogram-based
unit root tests . . . . . . . . . . . . 343--350
Martin J. B. Appel and
Ralph P. Russo The connectivity of a graph on uniform
points on $ [0, 1]^d $ . . . . . . . . . 351--357
N. Balakrishnan and
A. Childs and
B. Chandrasekar An efficient computational method for
moments of order statistics under
progressive censoring . . . . . . . . . 359--365
Chen Pingyan Limiting behavior of weighted sums with
stable distributions . . . . . . . . . . 367--375
Christophe Croux and
Cécile Flandre and
Gentiane Haesbroeck The breakdown behavior of the maximum
likelihood estimator in the logistic
regression model . . . . . . . . . . . . 377--386
Tae Soo Kim and
Hae Kyung Kim and
Sun Hur Asymptotic properties of a particular
nonlinear regression quantile estimation 387--394
James R. Schott Testing for elliptical symmetry in
covariance-matrix-based analyses . . . . 395--404
Ian W. McKeague and
Yichuan Zhao Simultaneous confidence bands for ratios
of survival functions via empirical
likelihood . . . . . . . . . . . . . . . 405--415
Sung Nok Chiu and
Chuan Cun Yin The first exit time and ruin time for a
risk process with reserve-dependent
income . . . . . . . . . . . . . . . . . 417--424
Daniel Gervini The influence function of the
Stahel--Donoho estimator of multivariate
location and scatter . . . . . . . . . . 425--435
Mohammad Jafari Jozani and
Nader Nematollahi and
Khalil Shafie An admissible minimax estimator of a
bounded scale-parameter in a subclass of
the exponential family under
scale-invariant squared-error loss . . . 437--444
I. Epifani and
S. Fortini and
L. Ladelli A characterization for mixtures of
semi-Markov processes . . . . . . . . . 445--457
T. Fukasawa and
I. V. Basawa Estimation for a class of generalized
state-space time series models . . . . . 459--473
H. Ferreira and
M. Scotto On the asymptotic location of high
values of a stationary sequence . . . . 475--482
Anonymous Author index . . . . . . . . . . . . . . 483--484
B. Gail Ivanoff and
P. Sawyer Local time for processes indexed by a
partially ordered set . . . . . . . . . 1--15
Ali S. Dabye and
Christian Farinetto and
Yury A. Kutoyants On Bayesian estimators in misspecified
change-point problems for Poisson
process . . . . . . . . . . . . . . . . 17--30
Marcin Dudzi\'nski A note on the almost sure Central Limit
Theorem for some dependent random
variables . . . . . . . . . . . . . . . 31--40
Wen Liu Some limit properties of the
multivariate function sequences of
discrete random variables . . . . . . . 41--50
W. Y. Wendy Lou The exact distribution of the $k$-tuple
statistic for sequence homology . . . . 51--59
M. D. Jiménez-Gamero and
J. Muñoz-García and
R. Pino-Mejías Bootstrapping parameter estimated
degenerate $U$ and $V$ statistics . . . 61--70
Sangyeol Lee The sequential estimation in stochastic
regression model with random
coefficients . . . . . . . . . . . . . . 71--81
Steven J. Kathman and
George R. Terrell Poisson approximation by constrained
exponential tilting . . . . . . . . . . 83--89
Lucio Bertoli-Barsotti An order-preserving property of the
maximum likelihood estimates for the
Rasch model . . . . . . . . . . . . . . 91--96
Alwell J. Oyet and
Brajendra Sutradhar Testing variances in wavelet regression
models . . . . . . . . . . . . . . . . . 97--109
Alwell J. Oyet and
Douglas P. Wiens On exact minimax wavelet designs
obtained by simulated annealing . . . . 111--121
Héctor M. Ramos and
Miguel A. Sordo Dispersion measures and dispersive
orderings . . . . . . . . . . . . . . . 123--131
István Berkes and
Lajos Horváth The rate of consistency of the
quasi-maximum likelihood estimator . . . 133--143
Valentine Genon-Catalot A non-linear explicit filter . . . . . . 145--154
Jesús Montanero and
Agustín G. Nogales and
José A. Oyola and
Paloma Pérez Strong invariance under a Bayesian point
of view . . . . . . . . . . . . . . . . 155--162
M. V. Koutras and
S. Tsitmidelis and
V. Zissimopoulos Evaluation of reliability bounds by set
covering models . . . . . . . . . . . . 163--175
Remigijus Leipus and
Marie-Claude Viano Long memory and stochastic trend . . . . 177--190
Werner Hürlimann Hutchinson--Lai's conjecture for
bivariate extreme value copulas . . . . 191--198
M. Husková Serial rank statistics for detection of
changes . . . . . . . . . . . . . . . . 199--213
Kai-Tai Fang and
Hong Qin A note on construction of nearly uniform
designs with large number of runs . . . 215--224
K. Filipiak and
A. Markiewicz Optimality of neighbor balanced designs
under mixed effects model . . . . . . . 225--234
Huai-Zhen Qin and
Shi-Yong Feng Deconvolution kernel estimator for mean
transformation with ordinary smooth
error . . . . . . . . . . . . . . . . . 337--346
Zdzis\law Rychlik and
Konrad S. Szuster On strong versions of the Central Limit
Theorem . . . . . . . . . . . . . . . . 347--357
Saulius Minkevicius and
Stasys Steisunas A law of the iterated logarithm for
global values of waiting time in
multiphase queues . . . . . . . . . . . 359--371
Christophe Biernacki and
Stéphane Chrétien Degeneracy in the maximum likelihood
estimation of univariate Gaussian
mixtures with EM . . . . . . . . . . . . 373--382
Gerda Claeskens and
Marc Aerts and
Geert Molenberghs A quadratic bootstrap method and
improved estimation in logistic
regression . . . . . . . . . . . . . . . 383--394
Brunero Liseo and
Nicola Loperfido A Bayesian interpretation of the
multivariate skew-normal distribution 395--401
Bronius Grigelionis On point measures of $ \epsilon
$-upcrossings for stationary diffusions 403--410
Chunsheng Ma Nonstationary covariance functions that
model space-time interactions . . . . . 411--419
Jorge M. Arevalillo Inverting a saddlepoint approximation 421--428
A. V. Nagaev Asymptotic properties of stable
densities and the asymmetric large
deviation problems . . . . . . . . . . . 429--438
Songyong Sim and
Seongbum Kim and
Gilju Park and
Jaesoon Park A two sample quantile test with
applications to randomized block designs 439--445
Anonymous Author index . . . . . . . . . . . . . . 447--448
Anonymous Editorial Board . . . . . . . . . . . . ii
Syed N. U. A. Kirmani and
Jean-Yves Dauxois Testing relative risk under random
censoring . . . . . . . . . . . . . . . 1--7
Sara Taskinen and
Annaliisa Kankainen and
Hannu Oja Sign test of independence between two
random vectors . . . . . . . . . . . . . 9--21
José María González-Barrios and
Adolfo J. Quiroz A clustering procedure based on the
comparison between the $k$ nearest
neighbors graph and the minimal spanning
tree . . . . . . . . . . . . . . . . . . 23--34
S. Y. Novak On the accuracy of multivariate compound
Poisson approximation . . . . . . . . . 35--43
Daniel Dubischar Lipschitz continuous processes for given
marginals . . . . . . . . . . . . . . . 45--48
Mokhtar H. Konsowa and
Tamer F. Oraby Dimensions of random trees . . . . . . . 49--60
Ming-Dauh Wang and
Seymour Geisser Optimal dichotomization for repeated
screening tests . . . . . . . . . . . . 61--70
George Stoica Functional local law of the iterated
logarithm for geometrically weighted
random series . . . . . . . . . . . . . 71--77
Wen Liu and
Jia-an Yan and
Weiguo Yang A limit theorem for partial sums of
random variables and its applications 79--86
James L. Kepner and
Myron N. Chang On the maximum total sample size of a
group sequential test about binomial
proportions . . . . . . . . . . . . . . 87--92
Yongcheng Qi Limit distributions for products of sums 93--100
Shanchao Yang Uniformly asymptotic normality of the
regression weighted estimator for
negatively associated samples . . . . . 101--110
Loukianova Daria Remark on semigroup techniques and the
maximum likelihood estimation . . . . . 111--115
Per Hörfelt A probabilistic interpretation of the $
\theta $-method . . . . . . . . . . . . 117--122
Gregory C. Reinsel and
Wai-Kwong Cheang Approximate ML and REML estimation for
regression models with spatial or time
series AR(1) noise . . . . . . . . . . . 123--135
Michael Hamers and
Michael Kohler A bound on the expected maximal
deviation of averages from their means 137--144
Steven P. Lalley and
Andrew Nobel Indistinguishability of absolutely
continuous and singular distributions 145--154
Laurent Mazliak and
Catherine Rainer Exact and possible viability for
controlled diffusions . . . . . . . . . 155--161
Lajos Horváth and
Piotr Kokoszka A bootstrap approximation to a unit root
test statistic for heavy-tailed
observations . . . . . . . . . . . . . . 163--173
Lawrence D. Brown and
Yi Lin Racetrack betting and consensus of
subjective probabilities . . . . . . . . 175--187
Peter Spreij On hidden Markov chains and finite
stochastic systems . . . . . . . . . . . 189--201
I. Rahimov and
H. A. Muttlak Estimation of the population mean using
random selection in ranked set samples 203--209
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Eutichia Vaggelatou On the length of the longest run in a
multi-state Markov chain . . . . . . . . 211--221
In Hong Chang and
Byung Hwee Kim and
Rahul Mukerjee Probability matching priors for
predicting unobservable random effects
with application to ANOVA models . . . . 223--228
Jie Mi and
Arlene Naranjo Inferences about the scale parameter of
the gamma distribution based on data
mixed from censoring and grouping . . . 229--243
Kai-Tai Fang and
Dennis K. J. Lin and
Hong Qin A note on optimal foldover design . . . 245--250
István Fazekas Limit theorems for the empirical
distribution function in the spatial
case . . . . . . . . . . . . . . . . . . 251--262
Zacharias Psaradakis A sieve bootstrap test for stationarity 263--274
Jack Jie Dai A note on vertex-reinforced random walks 275--280
Changsun Choi and
Dougu Nam Some boundary-crossing results for
linear diffusion processes . . . . . . . 281--291
Petros Hadjicostas Consistency of logistic regression
coefficient estimates calculated from a
training sample . . . . . . . . . . . . 293--303
Guo-Liang Tian and
Ming Tan Exact statistical solutions using the
inverse Bayes formulae . . . . . . . . . 305--315
Yulin Li A martingale inequality and large
deviations . . . . . . . . . . . . . . . 317--321
Françoise Le Gall Determination of the modes of a
multinomial distribution . . . . . . . . 325--333
John A. D. Appleby and
David W. Reynolds Non-exponential stability of scalar
stochastic Volterra equations . . . . . 335--343
Carlos A. León and
François Perron Extremal properties of sums of Bernoulli
random variables . . . . . . . . . . . . 345--354
Thomas Klein Information matrices of maximal
parameter subsystems in linear models 355--360
Lennart Bondesson On a minimum correlation problem . . . . 361--370
M. S. Finkelstein A model for spatial survival . . . . . . 371--378
Zongwu Cai Nonparametric estimation equations for
time series data . . . . . . . . . . . . 379--390
James R. Schott Distributions on spheres and random
variables distributed on the interval
(-1,1) . . . . . . . . . . . . . . . . . 391--396
Jean Diebolt and
Stéphane Girard A note on the asymptotic normality of
the ET method for extreme quantile
estimation . . . . . . . . . . . . . . . 397--405
Ingram Olkin and
Ruixue Liu A bivariate beta distribution . . . . . 407--412
Mausumi Bose and
Bhramar Mukherjee Optimal crossover designs under a
general model . . . . . . . . . . . . . 413--418
H. Evangelaras and
C. Koukouvinos On maximizing a design estimation
efficiency using hidden projection
properties . . . . . . . . . . . . . . . 419--427
Anonymous Author Index . . . . . . . . . . . . . . 429--430
Anonymous Inside Front Cover (Editorial Board) . . ifc--ifc
Anonymous Editorial Board . . . . . . . . . . . . ii
Yasuhiro Omori Estimation for unequally spaced time
series of counts with serially
correlated random effects . . . . . . . 1--12
Andrei N. Frolov On asymptotics of the maximal gain
without losses . . . . . . . . . . . . . 13--23
Reza Modarres Estimation of a bivariate symmetric
distribution function . . . . . . . . . 25--34
H. Shalabh and
H. Toutenburg Pseudo-minimax linear and mixed
regression estimation of regression
coefficients when prior estimates are
available . . . . . . . . . . . . . . . 35--39
C. Q. Wu and
L. C. Zhao and
Y. H. Wu Estimation in change-point hazard
function models . . . . . . . . . . . . 41--48
Sanjoy K. Sinha and
Christopher A. Field and
Bruce Smith Robust estimation of nonlinear
regression with autoregressive errors 49--59
Jeannette H. C. Woerner Local asymptotic normality for the scale
parameter of stable processes . . . . . 61--65
Tasos C. Christofides and
Petroula M. Mavrikiou Central limit theorem for dependent
multidimensionally indexed random
variables . . . . . . . . . . . . . . . 67--78
August M. Zapala A criterion for right continuity of
filtrations generated by group-valued
additive processes . . . . . . . . . . . 79--87
J. Galambos and
I. Simonelli Comments on a recent limit theorem of
Quine . . . . . . . . . . . . . . . . . 89--95
A. Hall and
M. G. Scotto Extremes of sub-sampled integer-valued
moving average models with heavy-tailed
innovations . . . . . . . . . . . . . . 97--105
Andrew. L. Rukhin Covariance identity for multinomial
trials . . . . . . . . . . . . . . . . . 107--112
Wen Liu and
Liying Wang The Markov approximation of the random
fields on Cayley trees and a class of
small deviation theorems . . . . . . . . 113--121
S. Eryilmaz and
I. G. Bairamov On a new sample rank of an order
statistics and its concomitant . . . . . 123--131
Wei Huang A law of the iterated logarithm for
geometrically weighted series of
negatively associated random variables 133--143
Mohamed Lemdani and
Elias Ould-Sa\"\id $ \mathcal {L}_1 $-deficiency of the
Kaplan--Meier estimator . . . . . . . . 145--155
François Vandenhende and
Philippe Lambert Improved rank-based dependence measures
for categorical data . . . . . . . . . . 157--163
Laisheng Wei and
Jiahua Chen Empirical Bayes estimation and its
superiority for two-way classification
model . . . . . . . . . . . . . . . . . 165--175
Ouagnina Hili Hellinger distance estimation of
nonlinear dynamical systems . . . . . . 177--184
Yoon Tae Kim and
Kee Won Lee On a criterion of Riemannian distance
for singularity and absolute continuity
of probability measures . . . . . . . . 185--195
Ruma Basu and
J. K. Ghosh and
Rahul Mukerjee Empirical Bayes prediction intervals in
a normal regression model: higher order
asymptotics . . . . . . . . . . . . . . 197--203
Zhide Fang $D$-optimal designs for weighted
polynomial regression . . . . . . . . . 205--213
Shaul K. Bar-Lev and
Denys Pommeret A note on natural exponential families
with cuts . . . . . . . . . . . . . . . 215--221
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
Luc Pronzato Removing non-optimal support points in
$D$-optimum design algorithms . . . . . 223--228
Zhishui Hu and
Chun Su Limit theorems for the number and sum of
near-maxima for medium tails . . . . . . 229--237
Sam Efromovich On the limit in the equivalence between
heteroscedastic regression and filtering
model . . . . . . . . . . . . . . . . . 239--242
Denis Bosq Berry--Esseen inequality for linear
processes in Hilbert spaces . . . . . . 243--247
Donald Lien and
N. Balakrishnan Conditional correlation analysis of
order statistics from bivariate normal
distribution with an application to
evaluating inventory effects in futures
market . . . . . . . . . . . . . . . . . 249--257
David J. Olive and
Douglas M. Hawkins Robust regression with high coverage . . 259--266
C. J. Chang and
C. S. J. Fann and
W. C. Chou and
I. B. Lian On the tail probability of the longest
well-matching run . . . . . . . . . . . 267--274
Gabriel Frahm and
Markus Junker and
Alexander Szimayer Elliptical copulas: applicability and
limitations . . . . . . . . . . . . . . 275--286
Jacobo de Uña-Álvarez Large sample results under biased
sampling when covariables are present 287--293
Ignacio Cascos Fernández and
Ilya Molchanov A stochastic order for random vectors
and random sets based on the Aumann
expectation . . . . . . . . . . . . . . 295--305
Robert H. Shumway Time-frequency clustering and
discriminant analysis . . . . . . . . . 307--314
Brent R. Logan A cone order monotone test for the
one-sided multivariate testing problem 315--323
José E. Valdés and
Rómulo I. Zequeira On the optimal allocation of an active
redundancy in a two-component series
system . . . . . . . . . . . . . . . . . 325--332
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
H. Ferreira Extremes of associated variables . . . . 333--338
S. Georgiou and
C. Koukouvinos and
P. Mantas Construction methods for three-level
supersaturated designs based on weighing
matrices . . . . . . . . . . . . . . . . 339--352
Georgi N. Boshnakov Confidence characteristics of
distributions . . . . . . . . . . . . . 353--360
Hans-Andreas Engel and
Christoph Leuenberger Benford's law for exponential random
variables . . . . . . . . . . . . . . . 361--365
Irene Hueter Geometric decay of infection
probabilities for the anisotropic
contact process . . . . . . . . . . . . 367--374
Akio Namba PMSE dominance of the positive-part
shrinkage estimator in a regression
model when relevant regressors are
omitted . . . . . . . . . . . . . . . . 375--385
Jean-Renaud Pycke Multivariate extensions of the
Anderson--Darling process . . . . . . . 387--399
Norman R. Draper and
Friedrich Pukelsheim Canonical reduction of second-order
fitted models subject to linear
restrictions . . . . . . . . . . . . . . 401--410
Shanqi Pang and
Sanyang Liu and
Yingshan Zhang A note on orthogonal arrays obtained by
orthogonal decomposition of projection
matrices . . . . . . . . . . . . . . . . 411--416
Hyoung-Moon Kim and
Bani K. Mallick Moments of random vectors with skew $t$
distribution and their quadratic forms 417--423
Cécile Durot A Kolmogorov-type test for monotonicity
of regression . . . . . . . . . . . . . 425--433
N. Balakrishnan and
I. S. Akhundov A characterization by linearity of the
regression function based on order
statistics . . . . . . . . . . . . . . . 435--440
Anonymous Author Index . . . . . . . . . . . . . . 441--442
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
Anonymous Editorial Board . . . . . . . . . . . . ii
Stephen Walker and
Pietro Muliere A bivariate Dirichlet process . . . . . 1--7
Alyaa Zahran and
C. M. Anderson-Cook A general equation and optimal design
for a $2$-factor restricted region . . . 9--16
Robert W. Jernigan and
Robert H. Baran Testing lumpability in Markov chains . . 17--23
Zacharie Dindar Some more results on increments of the
partially observed empirical process . . 25--37
Fazil Alioglu Aliev A comment on `Unimodality of the
distribution of record statistics' . . . 39--40
José A. Rodríguez-Lallena and
Manuel Úbeda-Flores Distribution functions of multivariate
copulas . . . . . . . . . . . . . . . . 41--50
Holger Drees and
Laurens de Haan and
Deyuan Li On large deviation for extremes . . . . 51--62
Gang Li and
Xiong Gao and
Minqiang Huang Testing multivariate one-sided
hypotheses . . . . . . . . . . . . . . . 63--68
A. V. Stepanov and
N. Balakrishnan and
Glenn Hofmann Exact distribution and Fisher
information of weak record values . . . 69--81
Steven Cook Modified unit root tests and momentum
threshold autoregressive processes . . . 83--88
Daniela Jarusková Asymptotic distribution of a statistic
testing a change in simple linear
regression with equidistant design . . . 89--95
Mario Antonio Gneri Resistant estimators for stationary
ergodic stochastic processes . . . . . . 97--103
H. Evangelaras and
C. Koukouvinos Effects confounded with blocks in
factorial designs: a projective
geometric approach with two blocks . . . 105--111
Manish C. Bhattacharjee and
S. Ravi and
R. Vasudeva and
N. R. Mohan New order preserving properties of
geometric compounds . . . . . . . . . . 113--120
Wen Liu and
Weiguo Yang A class of strong limit theorems for the
sequences of arbitrary random variables 121--131
Ji-Wei Wen and
Li-Xin Zhang Precise asymptotics in laws of the
iterated logarithm for Wiener local time 133--145
Vladas Pipiras and
Murad S. Taqqu and
Patrice Abry Can continuous-time stationary stable
processes have discrete linear
representations? . . . . . . . . . . . . 147--157
José R. Berrendero Uniform strong consistency of robust
estimators . . . . . . . . . . . . . . . 159--168
Pilar H. García-Soidán and
Wenceslao González-Manteiga and
Manuel Febrero-Bande Local linear regression estimation of
the variogram . . . . . . . . . . . . . 169--179
Peter G. Hall and
Rob J. Hyndman Improved methods for bandwidth selection
when estimating ROC curves . . . . . . . 181--189
J. P. Lepeltier Nonanticipative risk sensitive control:
the martingale method . . . . . . . . . 191--199
Ya. Belopolskaya and
G. N. Milstein An approximation method for
Navier--Stokes equations based on
probabilistic approach . . . . . . . . . 201--211
Zbigniew J. Jurek Generalized Lévy stochastic areas and
selfdecomposability . . . . . . . . . . 213--222
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
Anonymous Publisher's note . . . . . . . . . . . . 223--223
Leonid Bekker and
Jie Mi Shape and crossing properties of mean
residual life functions . . . . . . . . 225--234
Steven G. Gilmour and
Roger Mead A Bayesian design criterion for locating
the optimum point on a response surface 235--242
Bronius Grigelionis and
Vigirdas Mackevicius The finiteness of moments of a
stochastic exponential . . . . . . . . . 243--248
Michael C. Wendl Collision probability between sets of
random variables . . . . . . . . . . . . 249--254
O. Thas and
J. P. Ottoy Some generalizations of the
Anderson--Darling statistic . . . . . . 255--261
Céline Delmas Projections on spherical cones, maximum
of Gaussian fields and Rice's method . . 263--270
Hyoung-Moon Kim and
Bani K. Mallick A note on Bayesian spatial prediction
using the elliptical distribution . . . 271--276
Dianliang Deng On the self-normalized bounded laws of
iterated logarithm in Banach space . . . 277--286
Raúl Fierro A test of goodness of fit testing for
stochastic intensities associated to
counting processes . . . . . . . . . . . 287--292
Beong Soo So Maximized log-likelihood updating and
model selection . . . . . . . . . . . . 293--303
Kunio Shimizu and
Minoru Tanaka Expected number of level-crossings for a
strictly stationary ellipsoidal process 305--310
Carlos Tenreiro On the asymptotic normality of
multistage integrated density
derivatives kernel estimators . . . . . 311--322
Alberto L. Maltz and
Jorge D. Samur On a CLT for Gibbs fields and its
functional version . . . . . . . . . . . 323--333
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
Zhenhai Yang and
Samuel Kotz Center-similar distributions with
applications in multivariate analysis 335--345
Arnold Janssen A nonparametric Cramér-Rao inequality for
estimators of statistical functionals 347--358
Sándor Csörg\Ho Rates in the complete convergence of
bootstrap means . . . . . . . . . . . . 359--368
Zhi Geng and
Kaican Li Factorization of posteriors and partial
imputation algorithm for graphical
models with missing data . . . . . . . . 369--379
Haijun Li Association of multivariate phase-type
distributions, with applications to
shock models . . . . . . . . . . . . . . 381--392
Mohammad Z. Raqab $P$-Norm bounds for moments of
progressive type II censored order
statistics . . . . . . . . . . . . . . . 393--402
Alexander Shapiro Scheffé's method for constructing
simultaneous confidence intervals
subject to cone constraints . . . . . . 403--406
N. Balakrishnan and
Jie Mi Existence and uniqueness of the MLEs for
normal distribution based on general
progressively Type-II censored samples 407--414
Alan D. Hutson Nonparametric estimation of normal
ranges given one-way ANOVA random
effects assumptions . . . . . . . . . . 415--424
Jeong Han Kim and
Sungchul Lee Tail bound for the minimal spanning tree
of a complete graph . . . . . . . . . . 425--430
M. Nadar and
T. P. Hettmansperger and
H. Oja The asymptotic covariance matrix of the
Oja median . . . . . . . . . . . . . . . 431--442
Anonymous Author Index . . . . . . . . . . . . . . 443--444
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
Anonymous Editorial Board . . . . . . . . . . . . ii
M. S. Finkelstein On one class of bivariate distributions 1--6
Ulrike Graßhoff and
Rainer Schwabe On the analysis of paired observations 7--12
Andrés M. Alonso and
Daniel Peña and
Juan Romo On sieve bootstrap prediction intervals 13--20
Paul Kabaila and
Chris J. Lloyd The efficiency of Buehler confidence
limits . . . . . . . . . . . . . . . . . 21--28
Song Xi Chen and
Jing Qin Empirical likelihood-based confidence
intervals for data with possible zero
observations . . . . . . . . . . . . . . 29--37
Qing Han and
Katuomi Hirano Waiting time problem for an almost
perfect match . . . . . . . . . . . . . 39--49
A. Thavaneswaran and
Shelton Peiris Generalized smoothed estimating
functions for nonlinear time series . . 51--56
Jürgen Groß Restricted ridge estimation . . . . . . 57--64
Daniel Z. Zanger Concentration of measure and cluster
analysis . . . . . . . . . . . . . . . . 65--70
B. B. Bhattacharyya and
J.-J. Ren and
G. D. Richardson and
J. Zhang Spatial autoregression model: strong
consistency . . . . . . . . . . . . . . 71--77
M. C. Iglesias-Pérez Strong representation of a conditional
quantile function estimator with
truncated and censored data . . . . . . 79--91
Wilfredo Palma and
Pascal Bondon On the eigenstructure of generalized
fractional processes . . . . . . . . . . 93--101
George Mathew Limit points of independent copies of
sample maxima . . . . . . . . . . . . . 103--109
Charles El-Nouty The fractional mixed fractional Brownian
motion . . . . . . . . . . . . . . . . . 111--120
E. N. Zwane and
P. G. M. van der Heijden Implementing the parametric bootstrap in
capture-recapture models with continuous
covariates . . . . . . . . . . . . . . . 121--125
M. G. Scotto A note on the asymptotic distribution of
the maxima in disaggregated time-series
models . . . . . . . . . . . . . . . . . 127--137
S. C. Kou Is $ C_p $ an empirical Bayes method for
smoothing parameter choice? . . . . . . 139--146
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
M. Ivette Gomes and
Orlando Oliveira Censoring estimators of a positive tail
index . . . . . . . . . . . . . . . . . 147--159
Chung-Yi Suen Construction of mixed orthogonal arrays
by juxtaposition . . . . . . . . . . . . 161--163
Pierre Collet and
F. Javier López and
Servet Martínez Order relations of measures when
avoiding decreasing sets . . . . . . . . 165--175
Jianjun Li and
Shanti S. Gupta Optimal rate of empirical Bayes tests
for lower truncation parameters . . . . 177--185
Sudesh K. Srivastav and
Arti Shankar On the $E$-optimality of certain class
of block designs . . . . . . . . . . . . 187--193
Yashowanto N. Ghosh On the probability of extinction of a
Galton--Watson process . . . . . . . . . 195--198
Gerold Alsmeyer and
Uwe Rösler The best constant in the
Topchii--Vatutin inequality for
martingales . . . . . . . . . . . . . . 199--206
Jianhua Z. Huang Asymptotics for polynomial spline
regression under weak conditions . . . . 207--216
Yonghong Gao Data depth based on spatial rank . . . . 217--225
S. T. Boris Choy and
Stephen G. Walker The extended exponential power
distribution and Bayesian robustness . . 227--232
Ji-Hyun Kim Assessing practical significance of the
proportional odds assumption . . . . . . 233--239
Weiguo Yang Some limit properties for Markov chains
indexed by a homogeneous tree . . . . . 241--250
Pedro Terán A Strong Law of Large Numbers for random
upper semicontinuous functions under
exchangeability conditions . . . . . . . 251--258
Katuomi Hirano and
Sigeo Aki Number of occurrences of subpattern
until the first appearance of a pattern
and geometric distribution . . . . . . . 259--262
Roger B. Nelsen and
José Juan Quesada-Molina and
José Antonio Rodríguez-Lallena and
Manuel Úbeda-Flores Kendall distribution functions . . . . . 263--268
Saralees Nadarajah and
Samuel Kotz Skewed distributions generated by the
normal kernel . . . . . . . . . . . . . 269--277
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
Neeraj Misra and
Harshinder Singh and
E. James Harner Stochastic comparisons of Poisson and
binomial random variables with their
mixtures . . . . . . . . . . . . . . . . 279--290
L. Beghin and
Y. Nikitin and
E. Orsingher How the sojourn time distributions of
Brownian motion are affected by
different forms of conditioning . . . . 291--302
Katarzyna Danielak and
Tomasz Rychlik Sharp bounds for expectations of
spacings from DDA and DFRA families . . 303--316
Xavier Bardina and
Maria Jolis and
Ciprian A. Tudor Weak convergence to the fractional
Brownian sheet and other two-parameter
Gaussian processes . . . . . . . . . . . 317--329
Lajos Horváth and
Ricardas Zitikis Asymptotics of the $ L_p $-norms of
density estimators in the first-order
autoregressive models . . . . . . . . . 331--342
Cong Han A note on optimal designs for a two-part
model . . . . . . . . . . . . . . . . . 343--351
Masako Nishikawa and
Toshiro Tango Counter-intuitive properties of the
Kaplan--Meier estimator . . . . . . . . 353--361
Lancelot F. James A simple proof of the almost sure
discreteness of a class of random
measures . . . . . . . . . . . . . . . . 363--368
Richard N. McGrath and
Dennis K. J. Lin Analyzing location and dispersion in
unreplicated fractional factorials . . . 369--377
Kosto V. Mitov and
Anthony G. Pakes and
George P. Yanev Extremes of geometric variables with
applications to branching processes . . 379--388
Jesse Frey and
Noel Cressie Some results on constrained Bayes
estimators . . . . . . . . . . . . . . . 389--399
Liang Peng and
Yongcheng Qi Chover-type laws of the iterated
logarithm for weighted sums . . . . . . 401--410
Amparo Baíllo Total error in a plug-in estimator of
level sets . . . . . . . . . . . . . . . 411--417
Zdzis\law Porosi\'nski On optimal choosing of one of the $k$
best objects . . . . . . . . . . . . . . 419--432
Zongwu Cai and
Elias Ould-Sa\"\id Local $M$-estimator for nonparametric
time series . . . . . . . . . . . . . . 433--449
George Haiman Extreme values of the tent map process 451--456
James C. Fu and
Galit Shmueli and
Y. M. Chang A unified Markov chain approach for
computing the run length distribution in
control charts with simple or compound
rules . . . . . . . . . . . . . . . . . 457--466
Anonymous Author Index . . . . . . . . . . . . . . 467--468
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
Anonymous Editorial Board . . . . . . . . . . . . ii
R. Lee An optimal choice problem for uniform
random variables seen simultaneously or
sequentially with availability depending
on the observation . . . . . . . . . . . 1--8
Chen Haiyan and
Zhang Fuji The expected hitting times for graphs
with cutpoints . . . . . . . . . . . . . 9--17
Rosa E. Lillo On the characterizing property of the
convex conditional mean function . . . . 19--24
Sangyeol Lee and
Seongryong Na A nonparametric test for the change of
the density function in strong mixing
processes . . . . . . . . . . . . . . . 25--34
Litan Yan and
Bei Zhu A ratio inequality for Bessel processes 35--44
M. Kaluszka and
A. Okolewski On Fatou-type lemma for monotone moments
of weakly convergent random variables 45--50
Hong Qin and
Yin-Bao Chen Some results on generalized minimum
aberration for symmetrical fractional
factorial designs . . . . . . . . . . . 51--57
Miguel A. Gómez-Villegas and
Paloma Maín and
Luis Sanz and
Hilario Navarro Asymptotic relationships between
posterior probabilities and $p$-values
using the hazard rate . . . . . . . . . 59--66
Changbao Wu Weighted empirical likelihood inference 67--79
Stéphane Girard On the asymptotic normality of the $ L_1
$-error for Haar series estimates of
Poisson point processes boundaries . . . 81--90
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
Lajos Horváth and
Ricardas Zitikis Asymptotics of the $ L_p $-norms of
density estimators in the first-order
autoregressive models . . . . . . . . . 91--103
Wolfgang Bischoff and
Enkelejd Hashorva and
Jürg Hüsler and
Frank Miller On the power of the Kolmogorov test to
detect the trend of a Brownian bridge
with applications to a change-point
problem in regression models . . . . . . 105--115
Stergios B. Fotopoulos and
Venkata K. Jandhyala Bessel inequalities with applications to
conditional log returns under GIG scale
mixtures of normal vectors . . . . . . . 117--125
Z. Shishebor and
M. Towhidi On the generalization of negative
binomial distribution . . . . . . . . . 127--133
Nobuoki Eshima Canonical exponential models for
analysis of association between two sets
of variables . . . . . . . . . . . . . . 135--144
Uwe Küchler On integrals with respect to Lévy
processes . . . . . . . . . . . . . . . 145--151
Gauss M. Cordeiro Second-order covariance matrix of
maximum likelihood estimates in
generalized linear models . . . . . . . 153--160
K. Krishnamoorthy and
Jianqi Yu Modified Nel and Van der Merwe test for
the multivariate Behrens--Fisher problem 161--169
C. Matthew Jones and
Anatoly A. Zhigljavsky Approximating the negative moments of
the Poisson distribution . . . . . . . . 171--181
George Marsaglia and
Wai Wan Tsang The $ 64$-bit universal RNG . . . . . . 183--187
K. S. Weems and
P. J. Smith On robustness of maximum likelihood
estimates for Poisson-lognormal models 189--196
Tryfon Daras Large deviations for the empirical
process of a symmetric measure: a lower
bound . . . . . . . . . . . . . . . . . 197--204
Maozai Tian and
Guoying Li A Quasi-residuals method in sliced
inverse regression . . . . . . . . . . . 205--212
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
Gauss M. Cordeiro On Pearson's residuals in generalized
linear models . . . . . . . . . . . . . 213--219
Daniell Toth Adding interior points to an existing
Brownian sheet lattice . . . . . . . . . 221--227
Rasmus Waagepetersen Convergence of posteriors for
discretized log Gaussian Cox processes 229--235
Javiera Barrera and
Thierry Huillet On random splitting of the interval . . 237--250
Panagiotis Besbeas and
Byron J. T. Morgan Efficient and robust estimation for the
one-sided stable distribution of index
12 . . . . . . . . . . . . . . . . . . . 251--257
Jack Jie Dai Some results regarding vertex-reinforced
random walks . . . . . . . . . . . . . . 259--266
D. R. Jensen Condition numbers and $D$-efficiency . . 267--274
Gilles Faÿ and
Eric Moulines and
Philippe Soulier Edgeworth expansions for linear
statistics of possibly
long-range-dependent linear processes 275--288
Chunming Zhang and
Holger Dette A power comparison between nonparametric
regression tests . . . . . . . . . . . . 289--301
Vill\Ho Csiszár and
Tamás F. Móri The convexity method of proving
moment-type inequalities . . . . . . . . 303--313
José Antonio Rodríguez-Lallena and
Manuel Úbeda-Flores A new class of bivariate copulas . . . . 315--325
Syed N. U. A. Kirmani and
Jean-Yves Dauxois Testing the Koziol--Green model against
monotone conditional odds for censoring 327--334
Spiridon Penev and
Hanxiang Peng and
Anton Schick and
Wolfgang Wefelmeyer Efficient estimators for functionals of
Markov chains with parametric marginals 335--345
Jianfeng Wang Maximal inequalities for associated
random variables and demimartingales . . 347--354
Werner Hürlimann On the rate of convergence to asymptotic
independence between order statistics 355--362
János Engländer An example and a conjecture concerning
scaling limits of superdiffusions . . . 363--368
Taizhong Hu and
Jianping Yang Further developments on sufficient
conditions for negative dependence of
random variables . . . . . . . . . . . . 369--381
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
Hengjian Cui and
Xuming He and
Kai W. Ng M-estimation for linear models with
spatially-correlated errors . . . . . . 383--393
Jiuzhou Wang and
Joseph Boyer and
Marc G. Genton A note on an equivalence between
chi-square and generalized skew-normal
distributions . . . . . . . . . . . . . 395--398
Anna Kuczmaszewska On some conditions for complete
convergence for arrays . . . . . . . . . 399--405
Mary M. Louie and
Eric D. Kolaczyk On the covariance properties of certain
multiscale spatial processes . . . . . . 407--416
V. S. Borkar and
V. R. Konda and
S. K. Mitter On de Finetti coherence and Kolmogorov
probability . . . . . . . . . . . . . . 417--421
M. L. Aggarwal and
Poonam Singh and
Nidhi Gupta Orthogonal block designs in two blocks
for second degree $K$-model . . . . . . 423--434
Cheol-Woo Park and
Woo-Chul Kim Estimation of a regression function with
a sharp change point using boundary
wavelets . . . . . . . . . . . . . . . . 435--448
János Engländer Large deviations for the growth rate of
the support of supercritical
super-Brownian motion . . . . . . . . . 449--456
Anonymous Author Index . . . . . . . . . . . . . . 457--458
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
Anonymous Editorial Board . . . . . . . . . . . . ii
Victor H. De La Peña and
Ming Yang Bounding the first passage time on an
average . . . . . . . . . . . . . . . . 1--7
Yu Cheng Asymptotic probabilities of
misclassification of two discriminant
functions in cases of high dimensional
data . . . . . . . . . . . . . . . . . . 9--17
John T. Chen and
Fred M. Hoppe A connection between successive
comparisons and ranking procedures . . . 19--25
Jack Jie Dai A computable version of the random signs
problem and Kolmogorov complexity . . . 27--31
Andrea Ongaro and
Carla Cattaneo Discrete random probability measures: a
general framework for nonparametric
Bayesian inference . . . . . . . . . . . 33--45
Himadri Ghosh and
Ashish Das Optimal diallel cross designs for the
interval estimation of heredity . . . . 47--55
Yulin Li Closure of NBU(2) class under the
formation of parallel systems . . . . . 57--63
In Hong Chang and
Rahul Mukerjee Asymptotic results on the frequentist
mean squared error of generalized Bayes
point predictors . . . . . . . . . . . . 65--71
Natalie Neumeyer A Central Limit Theorem for two-sample
$U$-processes . . . . . . . . . . . . . 73--85
Yumiharu Nakano Minimization of shortfall risk in a
jump-diffusion model . . . . . . . . . . 87--95
Rui-Bo Sun and
Bo-Cheng Wei On influence assessment for LAD
regression . . . . . . . . . . . . . . . 97--110
Gan Shixin Moment inequalities for $B$-valued
random vectors with applications to the
strong limit theorems . . . . . . . . . 111--119
Neil A. Butler Minimum $ G_2 $-aberration properties of
two-level foldover designs . . . . . . . 121--132
Thomas C. M. Lee Improved smoothing spline regression by
combining estimates of different
smoothness . . . . . . . . . . . . . . . 133--140
Irene Crimaldi On the behavior of the conditional
expectations in Skorohod representation
theorem . . . . . . . . . . . . . . . . 141--148
Dong Wan Shin Estimation of spectral density for
seasonal time series models . . . . . . 149--159
Jens C. Eickhoff and
Jun Zhu and
Yasuo Amemiya On the simulation size and the
convergence of the Monte Carlo EM
algorithm via likelihood-based distances 161--171
Antonio Di Crescenzo and
Maria Longobardi A measure of discrimination between past
lifetime distributions . . . . . . . . . 173--182
Hu Shuhe Consistency for the least squares
estimator in nonlinear regression model 183--192
A. Miller and
R. R. Sitter Choosing columns from the $ 12$-run
Plackett--Burman design . . . . . . . . 193--201
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
Yi-Hsuan Lai and
Peter Thompson and
Lin-An Chen Generalized and pseudo-generalized
trimmed means for the linear regression
with AR(1) error model . . . . . . . . . 203--211
Jason T. Shaw Random fields and the limit of their
spectral densities: existence and bounds 213--220
Alexander Aue and
Lajos Horváth Delay time in sequential detection of
change . . . . . . . . . . . . . . . . . 221--231
Valentin V. Petrov A generalization of the Borel--Cantelli
Lemma . . . . . . . . . . . . . . . . . 233--239
Gábor J. Székely and
Maria L. Rizzo Mean distance test of Poisson
distribution . . . . . . . . . . . . . . 241--247
Andrzej Rozkosz On existence of solutions of BSDEs with
continuous coefficient . . . . . . . . . 249--256
Stergios B. Fotopoulos Tempered distributions and their
application in computing conditional
moments for normal mixtures . . . . . . 257--266
Vincent Rivoirard Maxisets for linear procedures . . . . . 267--275
M. González and
M. Molina and
I. del Puerto Limiting distribution for subcritical
controlled branching processes with
random control function . . . . . . . . 277--284
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
J. A. Hartigan Uniform priors on convex sets improve
risk . . . . . . . . . . . . . . . . . . 285--288
Gan Shixin Almost sure convergence for $ \rho
{\dbar }$-mixing random variable
sequences . . . . . . . . . . . . . . . 289--298
I. V. Basawa and
Robert Lund and
Qin Shao First-order seasonal autoregressive
processes with periodically varying
parameters . . . . . . . . . . . . . . . 299--306
Steven Cook A momentum-threshold autoregressive unit
root test with increased power . . . . . 307--310
P. Gregori and
M. N. M. van Lieshout and
J. Mateu Mixture formulae for shot noise weighted
point processes . . . . . . . . . . . . 311--320
Richard M. Huggins and
Paul S. F. Yip and
Eric H. Y. Lau A note on the estimation of the initial
number of susceptible individuals in the
general epidemic model . . . . . . . . . 321--330
Yuu Hariya and
Marc Yor On an extension of Dufresne's relation
between exponential Brownian functionals
from opposite drifts to two different
drifts: a short proof . . . . . . . . . 331--341
Anonymous Author Index . . . . . . . . . . . . . . 343--344
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
Anonymous Editorial Board . . . . . . . . . . . . ii
A. Irle A measure-theoretic approach to
completeness of financial markets . . . 1--7
Kazuhiro Ozawa and
Stanis\law Mejza and
Masakazu Jimbo and
Iwona Mejza and
Shinji Kuriki Incomplete split-plot designs generated
by some resolvable balanced designs . . 9--15
Shanqi Pang and
Yingshan Zhang and
Sanyang Liu Further results on the orthogonal arrays
obtained by generalized Hadamard product 17--25
Hubert Wong and
Bertrand Clarke A characterization of consistency of
model weights given partial information
in normal linear models . . . . . . . . 27--37
A. Goldenshluger and
A. Tsybakov Estimating the endpoint of a
distribution in the presence of additive
observation errors . . . . . . . . . . . 39--49
Bernhard Gittenberger and
Guy Louchard Reflected Brownian bridge local time
conditioned on its local time at the
origin . . . . . . . . . . . . . . . . . 51--60
Aleksander M. Iksanov and
Che-Soong Kim On a Pitman--Yor problem . . . . . . . . 61--72
Yi Lin A note on margin-based loss functions in
classification . . . . . . . . . . . . . 73--82
Erhard Cramer Logconcavity and unimodality of
progressively censored order statistics 83--90
Xian Zhou and
Jinhong You Wavelet estimation in
varying-coefficient partially linear
regression models . . . . . . . . . . . 91--104
Wai Cheung Ip and
Heung Wong and
Song-Gui Wang and
Zhong-Zhen Jia A GIC rule for assessing data
transformation in regression . . . . . . 105--110
Sergio Alvarez-Andrade and
Laurent Bordes Empirical quantile process under type-II
progressive censoring . . . . . . . . . 111--123
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
Zudi Lu and
Xing Chen Spatial kernel regression estimation:
weak consistency . . . . . . . . . . . . 125--136
James Davidson Forecasting Markov-switching dynamic,
conditionally heteroscedastic processes 137--147
Pierre Duchesne On matricial measures of dependence in
vector ARCH models with applications to
diagnostic checking . . . . . . . . . . 149--160
Thomas S. Ferguson and
Curtis Tatsuoka An optimal strategy for sequential
classification on partially ordered sets 161--168
Marcelo Fernandes Bounds for the probability distribution
function of the linear ACD process . . . 169--176
S. Rao Jammalamadaka and
M. N. Goria A test of goodness-of-fit based on
Gini's index of spacings . . . . . . . . 177--187
Ta Chen Liang On optimal convergence rate of empirical
Bayes tests . . . . . . . . . . . . . . 189--198
Jean-François Chamayou Products of double gamma, gamma and beta
distributions . . . . . . . . . . . . . 199--208
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
S. Y. Hwang and
I. V. Basawa Stationarity and moment structure for
Box--Cox transformed threshold
GARCH(1,1) processes . . . . . . . . . . 209--220
Krzystof D\kebicki and
Bert Zwart and
Sem Borst The supremum of a Gaussian process over
a random interval . . . . . . . . . . . 221--234
D. A. Ioannides Fixed design regression quantiles for
time series . . . . . . . . . . . . . . 235--245
Xiaohu Li and
Moshe Shaked The observed total time on test and the
observed excess wealth . . . . . . . . . 247--258
K. Filipiak and
A. Markiewicz Optimality of type I orthogonal arrays
for general interference model with
correlated observations . . . . . . . . 259--265
C. Hory Formulation of the EM algorithm for a
mixture of central and non-central $
\chi^2 $ distributions . . . . . . . . . 267--272
Fubao Xi Stability of a random diffusion with
nonlinear drift . . . . . . . . . . . . 273--286
Dingcheng Wang and
Qihe Tang Maxima of sums and random sums for
negatively associated random variables
with heavy tails . . . . . . . . . . . . 287--295
M. Yor and
L. Zambotti A remark about the norm of a Brownian
bridge . . . . . . . . . . . . . . . . . 297--304
Min Tsao A new method of calibration for the
empirical loglikelihood ratio . . . . . 305--314
Reza Modarres and
Gang Zheng Maximum likelihood estimation of
dependence parameter using ranked set
sampling . . . . . . . . . . . . . . . . 315--323
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
Luc Pronzato A minimax equivalence theorem for
optimum bounded design measures . . . . 325--331
Fateh Chebana On the optimization of the weighted
Bickel--Rosenblatt test . . . . . . . . 333--345
Y. K. Lee and
H. Choi and
B. U. Park and
K. S. Yu Local likelihood density estimation on
random fields . . . . . . . . . . . . . 347--357
Eva Herrmann and
Klaus Ziegler Rates of consistency for nonparametric
estimation of the mode in absence of
smoothness assumptions . . . . . . . . . 359--368
Alexander Aue Strong approximation for RCA(1) time
series with applications . . . . . . . . 369--382
Zhengyan Lin and
Kyo-Shin Hwang and
Sungchul Lee and
Yong-Kab Choi Path properties of a $d$-dimensional
Gaussian process . . . . . . . . . . . . 383--393
J. Ahmadi and
N. Balakrishnan Confidence intervals for quantiles in
terms of record range . . . . . . . . . 395--405
Xuewen Lu and
Yongcheng Qi A note on asymptotic distribution of
products of sums . . . . . . . . . . . . 407--413
N. Balakrishnan and
A. Stepanov A note on the paper of Khmaladze et al. 415--419
Xiangrong Yin and
R. Dennis Cook Asymptotic distribution of test
statistic for the covariance dimension
reduction methods in regression . . . . 421--427
H. Evangelaras and
C. Koukouvinos On generalized projectivity of two-level
screening designs . . . . . . . . . . . 429--434
Anonymous Author Index . . . . . . . . . . . . . . 435--436
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
Anonymous Editorial Board . . . . . . . . . . . . ii
G. G. Hamedani and
Eric S. Key and
Hans Volkmer Solution to a functional equation and
its application to stable and
stable-type distributions . . . . . . . 1--9
Ming Yuan and
Grace Wahba Doubly penalized likelihood estimator in
heteroscedastic regression . . . . . . . 11--20
Sudip Bose On the robustness of the predictive
distribution for sampling from finite
populations . . . . . . . . . . . . . . 21--27
Adel Mohammadpour and
A. Reza Soltani On simulating exchangeable sub-Gaussian
random vectors . . . . . . . . . . . . . 29--36
Karine Tribouley Adaptive simultaneous confidence
intervals in non-parametric estimation 37--51
Sándor Baran and
Gyula Pap and
Martien C. A. van Zuijlen Asymptotic inference for a nearly
unstable sequence of stationary spatial
AR models . . . . . . . . . . . . . . . 53--61
Jaap Geluk Asymptotics in the symmetrization
inequality . . . . . . . . . . . . . . . 63--68
Litan Yan Maximal inequalities for the iterated
fractional integrals . . . . . . . . . . 69--79
Cong Han and
Kathryn Chaloner A note on optimal designs for two or
more treatment groups . . . . . . . . . 81--89
Tahir Khaniyev and
Zafer Kucuk Asymptotic expansions for the moments of
the Gaussian random walk with two
barriers . . . . . . . . . . . . . . . . 91--103
Peng-Fei Li and
Min-Qian Liu and
Run-Chu Zhang Some theory and the construction of
mixed-level supersaturated designs . . . 105--116
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
Enkelejd Hashorva Bivariate maximum insurance claim and
related point processes . . . . . . . . 117--128
Richard Huggins A note on nonparametric estimation for
clustered data . . . . . . . . . . . . . 129--133
Jianxin Pan Discordant outlier detection in the
growth curve model with Rao's simple
covariance structure . . . . . . . . . . 135--142
P. Ibarrola and
A. Pérez-Palomares Linear completeness in a continuous time
Gauss--Markov model . . . . . . . . . . 143--149
Mingyao Ai and
Runchu Zhang $ s^{n - m} $ Designs containing clear
main effects or clear two-factor
interactions . . . . . . . . . . . . . . 151--160
Mingyao Ai and
Runchu Zhang Multistratum fractional factorial
split-plot designs with minimum
aberration and maximum estimation
capacity . . . . . . . . . . . . . . . . 161--170
Hiroshi Takahashi Recurrence and transience of
multi-dimensional diffusion processes in
reflected Brownian environments . . . . 171--174
Katarzyna Danielak and
Mohammad Z. Raqab Sharp bounds on expectations of $k$ th
record spacings from restricted families 175--187
Fahimah Al-Awadhi and
Merrilee Hurn and
Christopher Jennison Improving the acceptance rate of
reversible jump MCMC proposals . . . . . 189--198
C. Koukouvinos and
S. Stylianou Optimal multi-level supersaturated
designs constructed from linear and
quadratic functions . . . . . . . . . . 199--211
Jordan Stoyanov and
Leonid Tolmatz New Stieltjes classes involving
generalized gamma distributions . . . . 213--219
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
Abdelouahab Bibi and
Moon-ho Ringo Ho Properties of some bilinear models with
periodic regime switching . . . . . . . 221--231
Zhiqiang Chen and
David E. Tyler On the finite sample breakdown points of
redescending $M$-estimates of location 233--242
Janice L. DuBien and
William D. Warde and
Seong S. Chae Moments of Rand's C statistic in cluster
analysis . . . . . . . . . . . . . . . . 243--252
María Jesús Barcena and
Fernando Tusell Fitting multivariate responses using
scalar trees . . . . . . . . . . . . . . 253--259
Hajo Holzmann and
Susanne Koch and
Aleksey Min Almost sure limit theorems for
$U$-statistics . . . . . . . . . . . . . 261--269
Raffaella Carbone Binomial approximation of Brownian
motion and its maximum . . . . . . . . . 271--285
Q. Shao and
P. P. Ni Least-squares estimation and ANOVA for
periodic autoregressive time series . . 287--297
S. Y. Novak On Gebelein's correlation coefficient 299--303
S. Meintanis and
N. G. Ushakov Binned goodness-of-fit tests based on
the empirical characteristic function 305--314
Jaromír Antoch and
Gérard Gregoire and
Daniela Jarusková Detection of structural changes in
generalized linear models . . . . . . . 315--332
Ibrahim A. Ahmad Some properties of classes of life
distributions with unknown age . . . . . 333--342
Rong-Xian Yue and
Jing-Wen Wu U-type and factorial designs for
nonparametric Bayesian regression . . . 343--356
H. Lanzinger and
U. Stadtmüller Refined Baum--Katz laws for weighted
sums of iid random variables . . . . . . 357--368
Gary Sneddon and
Brajendra C. Sutradhar On semiparametric familial-longitudinal
models . . . . . . . . . . . . . . . . . 369--379
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
Chao-Wei Chou and
Wen-Jang Huang On characterizations of the gamma and
generalized inverse Gaussian
distributions . . . . . . . . . . . . . 381--388
Ying Ding and
Xinsheng Zhang Some stochastic orders of Kotz-type
distributions . . . . . . . . . . . . . 389--396
L. G. Esteves and
S. Wechsler and
P. L. Iglesias Some characterizations of uniform models 397--404
Tomasz Bojdecki and
Luis G. Gorostiza and
Anna Talarczyk Sub-fractional Brownian motion and its
relation to occupation times . . . . . . 405--419
Monika Klimczak and
Tomasz Rychlik Maximum variance of K th records . . . . 421--430
Shanqi Pang and
Yingshan Zhang and
Sanyang Liu Normal mixed difference matrix and the
construction of orthogonal arrays . . . 431--437
Veronika Esaulova Large deviations of $ L_1 $-error of
empirical measures on partitions . . . . 439--445
V. Arakelian and
V. Papathanasiou On bounding the absolute mean value . . 447--450
Ignacio Moral and
Juan M. Rodriguez-Poo An efficient marginal integration
estimator of a semiparametric additive
modelling . . . . . . . . . . . . . . . 451--463
Ph. Barbe and
M. Broniatowski Blowing number of a distribution for a
statistics and loyal estimators . . . . 465--475
Anonymous Author Index . . . . . . . . . . . . . . 477--478
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
Anonymous Editorial Board . . . . . . . . . . . . ii
Ari Nieminen Fractional Brownian motion and
martingale-differences . . . . . . . . . 1--10
Mina Ketan Mahanti Expected number of real zeros of random
hyperbolic polynomial . . . . . . . . . 11--18
Alexander A. Gushchin and
Uwe Küchler On oscillations of the geometric
Brownian motion with time-delayed drift 19--24
Atanu Biswas Generating correlated ordinal
categorical random samples . . . . . . . 25--35
Hiroki Masuda and
Nakahiro Yoshida An application of the double Edgeworth
expansion to a filtering model with
Gaussian limit . . . . . . . . . . . . . 37--48
Alexander Bulinski and
Andrei Khrennikov Nonclassical total probability formula
and quantum interference of
probabilities . . . . . . . . . . . . . 49--58
Atanu Biswas and
J. N. K. Rao Missing responses in adaptive allocation
design . . . . . . . . . . . . . . . . . 59--70
Kuo-Nan Huang and
Shu-Kai S. Fan A note on minimum bias estimation in
response surfaces . . . . . . . . . . . 71--85
Anna Amirdjanova and
Michael Woodroofe Shrinkage estimation for convex
polyhedral cones . . . . . . . . . . . . 87--94
B. Gail Ivanoff and
N. C. Weber Predictable sampling for partially
exchangeable arrays . . . . . . . . . . 95--108
Essam K. AL-Hussaini and
Magdy E. El-Adll Asymptotic distribution of normalized
maximum under finite mixture models . . 109--117
Piet de Jong and
Jeremy Penzer The ARMA model in state space form . . . 119--125
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
B. Lacaze Matched shapes for uniform sampling . . 127--135
Vladimir Pozdnyakov On the functional CLT for partial sums
of truncated bounded from below random
variables . . . . . . . . . . . . . . . 137--144
Miguel González and
Rodrigo Martínez and
Manuel Mota Multitype population size-dependent
branching processes with dependent
offspring . . . . . . . . . . . . . . . 145--154
Bo Li and
Luqin Liu The characterization of equilibrium
potentials and last exit distributions
for elliptic diffusion processes . . . . 155--169
Denis Bosq Erratum and complements to
``Berry--Esseen inequality for linear
processes in Hilbert Spaces'' . . . . . 171--174
Anonymous IFC (Editorial Board) . . . . . . . . . ifc--ifc
Steven Cook and
Dimitrios Vougas On the finite-sample size distortion of
smooth transition unit root tests . . . 175--182
Jiajuan Liang and
William S. Y. Pan and
Zhen-Hai Yang Characterization-based $Q$--$Q$ plots
for testing multinormality . . . . . . . 183--190
Yun-xia Li and
Li-xin Zhang Complete moment convergence of
moving-average processes under
dependence assumptions . . . . . . . . . 191--197
Ilie Grigorescu and
Min Kang Path collapse for multidimensional
Brownian motion with rebirth . . . . . . 199--209
Pavel V. Gapeev On arbitrage and Markovian short rates
in fractional bond markets . . . . . . . 211--222
A. Cohen and
J. Kolassa and
H. B. Sackrowitz A four action problem with ordered
categorical data: are two distributions
the same, ordered, or otherwise? . . . . 223--234
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Félix Belzunce and
Xiaoli Gao and
Taizhong Hu and
Franco Pellerey Characterizations of the hazard rate
order and IFR aging notion . . . . . . . 235--242
Christian Francq and
Antony Gautier Estimation of time-varying ARMA models
with Markovian changes in regime . . . . 243--251
Yu. Mishura and
D. Nualart Weak solutions for stochastic
differential equations with additive
fractional noise . . . . . . . . . . . . 253--261
István Berkes and
Lajos Horváth and
Piotr Kokoszka Testing for parameter constancy in $
{\rm GARCH}(p, q) $ models . . . . . . . 263--273
Shaul K. Bar-Lev and
Frank A. Van der Duyn Schouten A note on exponential dispersion models
which are invariant under length-biased
sampling . . . . . . . . . . . . . . . . 275--284
David Kraus Goodness-of-fit inference for the
Cox--Aalen additive-multiplicative
regression model . . . . . . . . . . . . 285--298
Narn-Rueih Shieh and
Jinghu Yu Dimensions of supercritical branching
processes in varying environments . . . 299--308
Anonymous Author Index . . . . . . . . . . . . . . 309--310
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Ansgar Steland On the distribution of the clipping
median under a mixture model . . . . . . 1--13
Mark M. Meerschaert and
Hans-Peter Scheffler Limit theorems for continuous time
random walks with slowly varying waiting
times . . . . . . . . . . . . . . . . . 15--22
Vartan Choulakian Transposition invariant principal
component analysis in $ L_1 $ for long
tailed data . . . . . . . . . . . . . . 23--31
Benoit Liquet and
Daniel Commenges Computation of the $p$-value of the
maximum of score tests in the
generalized linear model; application to
multiple coding . . . . . . . . . . . . 33--38
Salem S. Reyen and
John J. Miller The moment of inertia and the linear
discriminant function . . . . . . . . . 39--46
M. Ghorbel and
T. Huillet Fragment size distributions in random
fragmentations with cutoff . . . . . . . 47--60
Wing-Keung Wong and
Guorui Bian Estimating parameters in autoregressive
models with asymmetric innovations . . . 61--70
K. Zografos and
S. Nadarajah Expressions for Rényi and Shannon
entropies for multivariate distributions 71--84
Majid Asadi and
Nader Ebrahimi and
Ehsan S. Soofi Dynamic generalized information measures 85--98
Yung-Feng Hsu and
Chao-Ping Ting A-optimal and efficient diallel cross
experiments for comparing test
treatments with a control . . . . . . . 99--110
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Paul Janssen and
Jan Swanepoel and
Noël Veraverbeke Bootstrapping modified goodness-of-fit
statistics with estimated parameters . . 111--121
Gooty Divanji and
Tadewos Koroto Limit infimum results for subsequences
of partial sums and random sums . . . . 123--129
Isha Dewan and
B. L. S. Prakasa Rao Wilcoxon-signed rank test for associated
sequences . . . . . . . . . . . . . . . 131--142
Stephen M. S. Lee and
G. Alastair Young Parametric bootstrapping with nuisance
parameters . . . . . . . . . . . . . . . 143--153
Patricia Giménez and
María Laura Patat Estimation in comparative calibration
models with replicate measurement . . . 155--164
Sofiya Ostrovska and
Jordan Stoyanov Stieltjes classes for $M$-indeterminate
powers of inverse Gaussian distributions 165--171
Long Jiang Converse comparison theorems for
backward stochastic differential
equations . . . . . . . . . . . . . . . 173--183
José A. Adell and
Pedro Jodrá Sharp estimates for the median of the $
\Gamma (n + 1, 1) $ distribution . . . . 185--191
Oleg Klesov and
Andrew Rosalsky and
Andrei I. Volodin On the almost sure growth rate of sums
of lower negatively dependent
nonnegative random variables . . . . . . 193--202
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Anna Dembi\'nska and
Fernando López-Blázquez $k$ th records from discrete
distributions . . . . . . . . . . . . . 203--214
Ori Davidov Estimating the slope in measurement
error models --- a different perspective 215--223
Yungtai Lo Likelihood ratio tests of the number of
components in a normal mixture with
unequal variances . . . . . . . . . . . 225--235
Kingsley Agho and
Wen Dai and
John Robinson Empirical saddlepoint approximations of
the Studentized ratio and regression
estimates for finite populations . . . . 237--247
Sabrina Antonelli and
Giuliana Regoli On the Poisson-binomial relative error 249--256
Julián de la Horra and
María Teresa Rodríguez-Bernal Bayesian model selection: a predictive
approach with losses based on distances
$ L^1 $ and $ L^2 $ . . . . . . . . . . 257--265
Sanjay Chaudhuri and
Michael D. Perlman Biases of the maximum likelihood and
Cohen--Sackrowitz estimators for the
tree-order model . . . . . . . . . . . . 267--276
Milan Merkle Jensen's inequality for medians . . . . 277--281
Michael Drmota and
Jean-François Marckert Reinforced weak convergence of
stochastic processes . . . . . . . . . . 283--294
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Kacha Dzhaparidze and
Harry van Zanten Optimality of an explicit series
expansion of the fractional Brownian
sheet . . . . . . . . . . . . . . . . . 295--301
Soo Hak Sung and
Andrei I. Volodin and
Tien-Chung Hu More on complete convergence for arrays 303--311
Alexandre Carvalho and
Georgios Skoulakis Ergodicity and existence of moments for
local mixtures of linear autoregressions 313--322
Villó Csiszár and
Tamás F. Móri and
Gábor J. Székely Chebyshev-type inequalities for scale
mixtures . . . . . . . . . . . . . . . . 323--335
Zhonggen Su The law of the iterated logarithm for
character ratios . . . . . . . . . . . . 337--346
D. Leão Jr. and
M. D. Fragoso and
J. B. R. do Val and
M. G. Andrade Separable Hausdorff measurable Radon
spaces . . . . . . . . . . . . . . . . . 347--359
Jian Xiong and
Augustine Wong and
Donna Salopek Saddlepoint approximations to option
price in a general equilibrium model . . 361--369
Man Jin and
Yixin Fang and
Lincheng Zhao Variable selection in generalized linear
models with canonical link functions . . 371--382
Samuel Kotz and
J. René van Dorp A link between two-sided power and
asymmetric Laplace distributions: with
applications to mean and variance
approximations . . . . . . . . . . . . . 383--394
Anonymous Author Index . . . . . . . . . . . . . . 395--396
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Zehui Li and
Jinxia Zhu and
Feng Chen Study of a risk model based on the
entrance process . . . . . . . . . . . . 1--10
P. K. Bhattacharya A maximal inequality for nonnegative
submartingales . . . . . . . . . . . . . 11--12
You-Gan Wang and
Min Zhu Optimal sign tests for data from ranked
set samples . . . . . . . . . . . . . . 13--22
Stergios B. Fotopoulos Type $G$ and spherical distributions on
$ \mathbb {R}^d$ . . . . . . . . . . . . 23--32
Erik A. van Doorn and
Alexander I. Zeifman Birth-death processes with killing . . . 33--42
Weiping Zhang and
Laisheng Wei and
Yaning Yang The superiority of empirical Bayes
estimator of parameters in linear model 43--50
Glenn Hofmann and
N. Balakrishnan and
Jafar Ahmadi Characterization of hazard function
factorization by Fisher information in
minima and upper record values . . . . . 51--57
Tibor Tómács Convergence rates in the Law of Large
Numbers for arrays of Banach space
valued random elements . . . . . . . . . 59--69
Xiaoming Huo Minimax correlation between a line
segment and a beamlet . . . . . . . . . 71--81
Yanqiong Zhang and
William F. Rosenberger On linear rank tests for truncated
binomial randomization . . . . . . . . . 83--92
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Yoko Watamori and
Peter E. Jupp Improved likelihood ratio and score
tests on concentration parameters of von
Mises--Fisher distributions . . . . . . 93--102
Bo Yang and
John E. Kolassa A refinement to approximate conditional
inference . . . . . . . . . . . . . . . 103--112
Andrei N. Frolov Converses to the Csörg\Ho-Révész laws . . . 113--123
Enkelejd Hashorva Elliptical triangular arrays in the
max-domain of attraction of Hüsler--Reiss
distribution . . . . . . . . . . . . . . 125--135
G. Letac and
V. Seshadri Exponential stopping and drifted stable
processes . . . . . . . . . . . . . . . 137--143
J. de la Cal and
J. Cárcamo A general Ostrowski-type inequality . . 145--152
Timothy Hanson and
Jayaram Sethuraman and
Ling Xu On choosing the centering distribution
in Dirichlet process mixture models . . 153--162
Taizhong Hu and
Weiwei Zhuang A note on stochastic comparisons of
generalized order statistics . . . . . . 163--170
Roger Mansuy An interpretation and some
generalizations of the Anderson--Darling
statistics in terms of squared Bessel
bridges . . . . . . . . . . . . . . . . 171--177
Jorge Navarro and
Jose M. Ruiz and
Carlos J. Sandoval A note on comparisons among coherent
systems with dependent components using
signatures . . . . . . . . . . . . . . . 179--185
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R. Wang A mixture and self-exciting model for
software reliability . . . . . . . . . . 187--194
Vladimir Kuzin Recursive demeaning and deterministic
seasonality . . . . . . . . . . . . . . 195--204
Li-Juan Sun The expected discounted penalty at ruin
in the Erlang (2) risk process . . . . . 205--217
In-Kwon Yeo Variable selection and transformation in
linear regression models . . . . . . . . 219--226
Antanas Laurincikas Limit theorems for the Estermann
zeta-function. I . . . . . . . . . . . . 227--235
Yoshiyuki Ninomiya Information criterion for Gaussian
change-point model . . . . . . . . . . . 237--247
Pawe\l Hitczenko and
Robin Pemantle Central limit theorem for the size of
the range of a renewal process . . . . . 249--264
K. Borovkov and
A. Motyer On the asymptotic behaviour of a simple
growing point process model . . . . . . 265--275
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Yuguo Chen Another look at rejection sampling
through importance sampling . . . . . . 277--283
Gusztáv Morvai and
Benjamin Weiss Limitations on intermittent forecasting 285--290
Soo Hak Sung and
Tien-Chung Hu and
Andrei Volodin On the weak laws for arrays of random
variables . . . . . . . . . . . . . . . 291--298
Koji Inui and
Masaaki Kijima and
Atsushi Kitano VaR is subject to a significant positive
bias . . . . . . . . . . . . . . . . . . 299--311
Sebastiano Manzan and
Dawit Zerom Kernel estimation of a partially linear
additive model . . . . . . . . . . . . . 313--322
Francesco Battaglia Outliers in functional autoregressive
time series . . . . . . . . . . . . . . 323--332
Pier Luigi Conti A nonparametric sequential test with
power 1 for the ruin probability in some
risk models . . . . . . . . . . . . . . 333--343
Brent A. Johnson and
Dennis D. Boos A note on the use of kernel functions in
weighted estimators . . . . . . . . . . 345--355
Anonymous Author Index . . . . . . . . . . . . . . 357--358
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Xiaoqian Sun and
Dongchu Sun Estimation of the Cholesky decomposition
of the covariance matrix for a
conditional independent normal model . . 1--12
K. Neammanee and
S. Pianskool and
R. Chonchaiya On the AIDS incubation distribution . . 13--23
O. Lee and
D. W. Shin On stationarity and $ \beta $-mixing
property of certain nonlinear $ {\rm
GARCH}(p, q)$ models . . . . . . . . . . 25--35
Elvan Ceyhan and
Carey E. Priebe The use of domination number of a random
proximity catch digraph for testing
spatial patterns of segregation and
association . . . . . . . . . . . . . . 37--50
O. Wittich An explicit local uniform large
deviation bound for Brownian bridges . . 51--56
Harri Nyrhinen Upper bounds of the Gärtner-Ellis theorem
for the sequences of random variables 57--60
Jinhong You and
Gemai Chen Testing heteroscedasticity in partially
linear regression models . . . . . . . . 61--70
Pedro Galeano and
Daniel Peña A note on prediction and interpolation
errors in time series . . . . . . . . . 71--78
Leszek Slomi\'nski and
Bartosz Ziemkiewicz Inequalities for the $ \mathbb {L}^p $
norms of integrals with respect to a
fractional Brownian motion . . . . . . . 79--90
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Chris J. Lloyd Monotonicity of likelihood support
bounds for system failure rates . . . . 91--97
A. P. Martins and
H. Ferreira Measuring the extremal dependence . . . 99--103
Gérard Biau and
Marten Wegkamp A note on minimum distance estimation of
copula densities . . . . . . . . . . . . 105--114
Jack Jie Dai A Once edge-reinforced random walk on a
Galton--Watson tree is transient . . . . 115--124
Joanna Tarasi\'nska Confidence intervals for the power of
Student's $t$-test . . . . . . . . . . . 125--130
Abdelouahab Bibi A note on the stability and causality of
general time-dependent bilinear models 131--138
Neil A. Butler Minimax $ 16$-run supersaturated designs 139--145
R. Keith Freeland and
Brendan McCabe Asymptotic properties of CLS estimators
in the Poisson AR(1) model . . . . . . . 147--153
Samir Ben Hariz and
Jonathan J. Wylie Rates of convergence for the
change-point estimator for long-range
dependent sequences . . . . . . . . . . 155--164
Fuqing Gao and
Qinghua Wang The rate of convergence in the
functional limit theorem for increments
of a Brownian motion . . . . . . . . . . 165--177
Chia-Ding Hou A simple approximation for the
distribution of the weighted combination
of non-independent or independent
probabilities . . . . . . . . . . . . . 179--187
Paulo Eduardo Oliveira An exponential inequality for associated
variables . . . . . . . . . . . . . . . 189--197
Yanhua Wang and
Shuyuan He Fisher information in censored data . . 199--206
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Sevgi Yurt Oncel and
Mohammad Ahsanullah and
Fazil A. Aliev and
Funda Aygun Switching record and order statistics
via random contractions . . . . . . . . 207--217
J. de la Cal and
J. Cárcamo Inequalities for expected extreme order
statistics . . . . . . . . . . . . . . . 219--231
Zengjing Chen and
Reg Kulperger Inequalities for upper and lower
probabilities . . . . . . . . . . . . . 233--241
Walter Oberhofer and
Harry Haupt The asymptotic distribution of the
unconditional quantile estimator under
dependence . . . . . . . . . . . . . . . 243--250
Donald A. Dawson and
Klaus Fleischmann and
Jie Xiong Strong uniqueness for cyclically
symbiotic branching diffusions . . . . . 251--257
Konstantinos Adamidis and
Theodora Dimitrakopoulou and
Sotirios Loukas On an extension of the
exponential-geometric distribution . . . 259--269
R. Willink Normal moments and Hermite polynomials 271--275
V. Alba-Fernández and
J. Muñoz-García and
M. D. Jiménez-Gamero Bootstrap estimation of the distribution
of Matusita distance in the mixed case 277--285
Roland Fried and
Vanessa Didelez Latent variable analysis and partial
correlation graphs for multivariate time
series . . . . . . . . . . . . . . . . . 287--296
Bruno Pelletier Kernel density estimation on Riemannian
manifolds . . . . . . . . . . . . . . . 297--304
Anna Kuczmaszewska The Strong Law of Large Numbers for
dependent random variables . . . . . . . 305--314
Subir K. Bhandari and
Ayanendranath Basu On Gaussian correlation inequalities for
``periodic'' sets . . . . . . . . . . . 315--320
H. Saigo and
R. R. Sitter Jackknife variance estimator with
reimputation for randomly imputed survey
data . . . . . . . . . . . . . . . . . . 321--331
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Madhusudan Bhandary Test for the equality of autocorrelation
coefficients for two populations in
multivariate data when the errors are
autocorrelated . . . . . . . . . . . . . 333--342
Tomasz J. Kozubowski A note on self-decomposability of stable
process subordinated to
self-decomposable subordinator . . . . . 343--345
Matthew Haner The nonorthogonal estimator . . . . . . 347--356
Baha-Eldin Khaledi and
Subhash Kochar Dependence orderings for generalized
order statistics . . . . . . . . . . . . 357--367
Nitai Mukhopadhyay and
Jayanta K. Ghosh and
James O. Berger Some Bayesian predictive approaches to
model selection . . . . . . . . . . . . 369--379
Jun Cai and
Gordon E. Willmot Monotonicity and aging properties of
random sums . . . . . . . . . . . . . . 381--392
Kane Nashimoto and
F. T. Wright A note on multiple comparison procedures
for detecting differences in simply
ordered means . . . . . . . . . . . . . 393--401
Miroslav M. Risti\'c A Beta--Gamma autoregressive process of
the second-order (BGAR(2)) . . . . . . . 403--410
Sherzod A. Mirakhmedov Lower estimation of the remainder term
in the CLT for a sum of the functions of
$k$-spacings . . . . . . . . . . . . . . 411--424
Juan Mora Comparing distribution functions of
errors in linear models: a nonparametric
approach . . . . . . . . . . . . . . . . 425--432
E. Andersson On-line detection of turning points
using non-parametric surveillance: The
effect of the growth after the turn . . 433--439
Paul S. Clarke and
Peter W. F. Smith On maximum likelihood estimation for
log-linear models with non-ignorable
non-response . . . . . . . . . . . . . . 441--448
Nelson Lu and
Dale L. Zimmerman The likelihood ratio test for a
separable covariance matrix . . . . . . 449--457
Manuel Galea and
Gilberto A. Paula and
Francisco José A. Cysneiros On diagnostics in symmetrical nonlinear
models . . . . . . . . . . . . . . . . . 459--467
Anonymous Author Index . . . . . . . . . . . . . . 469--470
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P.-Y. Louis Increasing coupling of probabilistic
cellular automata . . . . . . . . . . . 1--13
Jürgen Dippon and
Harro Walk Simplified analytical proof of
Blackwell's renewal theorem . . . . . . 15--20
Yoshiaki Itoh and
Hosam M. Mahmoud Age statistics in the Moran population
model . . . . . . . . . . . . . . . . . 21--30
Yves Tillé and
Anne-Catherine Favre Optimal allocation in balanced sampling 31--37
Juan Miguel Medina and
Bruno Cernuschi Frías On the a.s. convergence of certain
random series to a fractional random
field in $ \mathcal {D}'(\mathbb {R}^d)
$ . . . . . . . . . . . . . . . . . . . 39--49
Nils Lehmann Principal components selection given
extensively many variables . . . . . . . 51--58
Przemys\law Matula On almost sure limit theorems for
positively dependent random variables 59--66
Sang Yeol Joo and
Yun Kyung Kim and
Joong Sung Kwon On Chung's type Law of Large Numbers for
fuzzy random variables . . . . . . . . . 67--75
J. Zhou and
I. V. Basawa Least-squares estimation for bifurcating
autoregressive processes . . . . . . . . 77--88
Tomasz J. Kozubowski A note on self-decomposability of stable
process subordinated to
self-decomposable subordinator . . . . . 89--91
Litan Yan and
Jingyun Ling Iterated integrals with respect to
Bessel processes . . . . . . . . . . . . 93--102
Peijie Wang Statistical distributions of time series
in the frequency domain and the patterns
of violation of white noise conditions 103--108
Anoop Chaturvedi and
Jitendra Kumar Bayesian unit root test for model with
maintained trend . . . . . . . . . . . . 109--115
Alain Berlinet and
Gérard Biau and
Laurent Rouvi\`ere Optimal $ L_1 $ bandwidth selection for
variable kernel density estimates . . . 116--128
Grzegorz Rempala and
Jacek Weso\lowski Asymptotics for products of independent
sums with an application to Wishart
determinants . . . . . . . . . . . . . . 129--138
Zhi-shan Dong and
Tan Xi-li and
Xiao-yun Yang Moderate deviation principles for moving
average processes of real stationary
sequences . . . . . . . . . . . . . . . 139--150
Irene Crimaldi and
Luca Pratelli Two inequalities for conditional
expectations and convergence results for
filters . . . . . . . . . . . . . . . . 151--162
Takuji Arai Some properties of the variance-optimal
martingale measure for discontinuous
semimartingales . . . . . . . . . . . . 163--170
Ronald Paul Barry The local approximation of variograms in
$ \mathcal {R}^2 $ by covariance
functions . . . . . . . . . . . . . . . 171--177
Tien-Chung Hu and
Manuel Ordóñez Cabrera and
Andrei Volodin Asymptotic probability for the
bootstrapped means deviations from the
sample mean . . . . . . . . . . . . . . 178--186
Allan Gut and
Jürg Hüsler Realistic variation of shock models . . 187--204
Johan Lim Testing independent sparse heterogeneous
mixtures . . . . . . . . . . . . . . . . 205--211
Richard Lockhart and
Federico O'Reilly A note on Moore's conjecture . . . . . . 212--220
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Dirk Bachmann and
Holger Dette A note on the Bickel--Rosenblatt test in
autoregressive time series . . . . . . . 221--234
Dianliang Deng The complete convergence of subsequence
for sums of independent $B$-valued
random variables . . . . . . . . . . . . 235--244
Michael J. Klass and
Krzysztof Nowicki The Grossman and Zhou investment
strategy is not always optimal . . . . . 245--252
Henry W. Block and
Yulin Li and
Thomas H. Savits Mixtures of normal distributions:
Modality and failure rate . . . . . . . 253--264
Wolfgang Bischoff and
Enkelejd Hashorva A lower bound for boundary crossing
probabilities of Brownian bridge/motion
with trend . . . . . . . . . . . . . . . 265--271
Dariusz Majerek and
Wioletta Nowak and
Wies\law Zieba On uniform integrability of random
variables . . . . . . . . . . . . . . . 272--280
Melanie Birke and
Holger Dette A note on testing the covariance matrix
for large dimension . . . . . . . . . . 281--289
Hira L. Koul and
Lyudmila Sakhanenko Goodness-of-fit testing in regression: a
finite sample comparison of bootstrap
methodology and Khmaladze transformation 290--302
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Wolfgang Stadje The evolution of aggregated Markov
chains . . . . . . . . . . . . . . . . . 303--311
C. Koukouvinos and
P. Mantas Construction of some $ E(f_{\rm NOD}) $
optimal mixed-level supersaturated
designs . . . . . . . . . . . . . . . . 312--321
H. Evangelaras and
C. Koukouvinos and
S. Stylianou Evaluation of some non-orthogonal
saturated designs with two levels . . . 322--329
Johan Segers Approximate distributions of clusters of
extremes . . . . . . . . . . . . . . . . 330--336
Holger Dette and
Weng Kee Wong and
Wei Zhu On the equivalence of optimality design
criteria for the placebo-treatment
problem . . . . . . . . . . . . . . . . 337--346
D. Loukianova and
O. Loukianov Uniform Law of Large Numbers and
consistency of estimators for Harris
diffusions . . . . . . . . . . . . . . . 347--355
Efstathios Paparoditis and
Dimitris N. Politis Bootstrap hypothesis testing in
regression models . . . . . . . . . . . 356--365
Paul H. Bezandry and
George E. Bonney and
Ali Gannoun Consistent estimation of the density and
hazard rate functions for censored data
via the wavelet method . . . . . . . . . 366--372
Kosei Fukuda Unit-root detection allowing for
measurement error . . . . . . . . . . . 373--377
Anonymous Author Index . . . . . . . . . . . . . . 379--380
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A. Thavaneswaran and
S. S. Appadoo and
S. Peiris Forecasting volatility . . . . . . . . . 1--10
Enkelejd Hashorva and
Jürg Hüsler Multiple maxima in multivariate samples 11--17
Olcay Arslan A new class of multivariate
distributions: Scale mixture of
Kotz-type distributions . . . . . . . . 18--28
Yung-Ming Chang Distribution of waiting time until the
$r$ th occurrence of a compound pattern 29--38
In Choi Inconsistency of bootstrap for
nonstationary, vector autoregressive
processes . . . . . . . . . . . . . . . 39--48
A. R. de Leon Pairwise likelihood approach to grouped
continuous model and its extension . . . 49--57
J.-P. Lepeltier and
M. Xu Penalization method for reflected
backward stochastic differential
equations with one r.c.l.l. barrier . . 58--66
Saralees Nadarajah On the product XY for some elliptically
symmetric distributions . . . . . . . . 67--75
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Lynn E. Eberly and
Lisa M. Thackeray On Lange and Ryan's plotting technique
for diagnosing non-normality of random
effects . . . . . . . . . . . . . . . . 77--85
Lúcia P. Barroso and
Gauss M. Cordeiro Bartlett corrections in heteroskedastic
$t$ regression models . . . . . . . . . 86--96
Zhihua Qiao and
J. Michael Steele Random walks whose concave majorants
often have few faces . . . . . . . . . . 97--102
Guy Martial Nkiet On estimation of the dimensionality in
linear canonical analysis . . . . . . . 103--112
Seongbaek Yi The asymptotic distribution of the
constant behavior of the generalized
partial autocorrelation function of an
ARMA process . . . . . . . . . . . . . . 113--118
Sjöstedt-de Luna Some properties of weakly approaching
sequences of distributions . . . . . . . 119--126
Don Hush and
Clint Scovel Concentration of the hypergeometric
distribution . . . . . . . . . . . . . . 127--132
Johan Lyhagen The exact covariance matrix of dynamic
models with latent variables . . . . . . 133--139
Sudesh Pundir and
Sangeeta Arora and
Kanchan Jain Bonferroni Curve and the related
statistical inference . . . . . . . . . 140--150
Anonymous IFC (Editorial Board) . . . . . . . . . CO2
Guangming Pan and
Boqi Miao and
Baisuo Jin Some limiting theorems of some random
quadratic forms . . . . . . . . . . . . 151--157
Alessio Sancetta Distance between nonidentically weakly
dependent random vectors and Gaussian
random vectors under the bounded
Lipschitz metric . . . . . . . . . . . . 158--168
Warren F. Kuhfeld and
Chung-yi Suen Some new orthogonal arrays $ {\rm OA}(4
r, r^1 2^p, 2) $ . . . . . . . . . . . . 169--178
Michael Braverman On a class of Lévy processes . . . . . . 179--189
J. Ahmadi and
N. Balakrishnan Distribution-free confidence intervals
for quantile intervals based on current
records . . . . . . . . . . . . . . . . 190--202
Abhyuday Mandal An approach for studying aliasing
relations of mixed fractional factorials
based on product arrays . . . . . . . . 203--210
Wessel N. van Wieringen On identifiability of certain latent
class models . . . . . . . . . . . . . . 211--218
Petre Stoica and
Luzhou Xu and
Jian Li A new type of parameter estimation
algorithm for missing data problems . . 219--229
Probal Chaudhuri and
Amites Dasgupta On some stochastic models for
replication of character strings . . . . 230--236
Anonymous IFC (Editorial Board) . . . . . . . . . CO2
Matthias Löwe and
Franck Vermet The storage capacity of the Hopfield
model and moderate deviations . . . . . 237--248
Suman Majumdar On convergence of random linear
functionals . . . . . . . . . . . . . . 249--255
Eugene Seneta and
John T. Chen A generator for explicit univariate
lower bounds . . . . . . . . . . . . . . 256--266
Jinhong You and
Xian Zhou The law of iterated logarithm of
estimators for partially linear panel
data models . . . . . . . . . . . . . . 267--279
Masashi Kitano and
Kunio Shimizu and
S. H. Ong The generalized Charlier series
distribution as a distribution with
two-step recursion . . . . . . . . . . . 280--290
M. L. Aggarwal and
Mukta Datta Mazumder Optimal fractional factorial plans using
minihypers . . . . . . . . . . . . . . . 291--297
Aloke Dey Projection properties of some orthogonal
arrays . . . . . . . . . . . . . . . . . 298--306
Michael Falk On the generation of a multivariate
extreme value distribution with
prescribed tail dependence parameter
matrix . . . . . . . . . . . . . . . . . 307--314
Alan P. Ker and
A. T. Ergün Empirical Bayes nonparametric kernel
density estimation . . . . . . . . . . . 315--324
F. López-Blázquez and
B. Salamanca Miño and
A. Dembi\'nska A note on the distribution of $k$ th
records from discrete distributions . . 325--330
Anonymous Author Index . . . . . . . . . . . . . . 331--332
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Anonymous Editorial Board . . . . . . . . . . . . ii
Daniel Zelterman An occupancy distribution arising in a
limiting dilution assay for HIV-1 . . . 1--9
Christian Genest and
Jean-François Quessy and
Bruno Rémillard On the joint asymptotic behavior of two
rank-based estimators of the association
parameter in the gamma frailty model . . 10--18
Milan Stehlík Exact likelihood ratio scale and
homogeneity testing of some loss
processes . . . . . . . . . . . . . . . 19--26
Dimitrios V. Vougas Remark on the asymptotic distribution of
the OLS estimator in a simple Gaussian
unit-root autoregression . . . . . . . . 27--34
H. M. Barakat Comments on the rate of convergence to
asymptotic independence between order
statistics . . . . . . . . . . . . . . . 35--38
J. A. Cano and
M. Kessler and
D. Salmerón Approximation of the posterior density
for diffusion processes . . . . . . . . 39--44
Endre Csáki and
Antónia Földes and
Pál Révész Heavy points of a $d$-dimensional simple
random walk . . . . . . . . . . . . . . 45--57
Chafik Bouhaddioui and
Roch Roy On the distribution of the residual
cross-correlations of infinite order
vector autoregressive series and
applications . . . . . . . . . . . . . . 58--68
Miguel A. Arcones and
Yishi Wang Some new tests for normality based on
$U$-processes . . . . . . . . . . . . . 69--82
Bernd Droge Minimax regret comparison of hard and
soft thresholding for estimating a
bounded normal mean . . . . . . . . . . 83--92
Tahar Mourid and
Nawel Bensmain Sieves estimator of the operator of a
functional autoregressive process . . . 93--108
É. Youndjé and
P. Vieu A note on quantile estimation for
long-range dependent stochastic
processes . . . . . . . . . . . . . . . 109--116
Monika Klimczak Prediction of $k$ th records . . . . . . 117--127
T. E. Duncan Prediction for some processes related to
a fractional Brownian motion . . . . . . 128--134
Andreia Hall and
Orlando Moreira A note on the extremes of a particular
moving average count data model . . . . 135--141
Adelaide Figueiredo and
Paolo Gomes Goodness-of-fit methods for the bipolar
Watson distribution defined on the
hypersphere . . . . . . . . . . . . . . 142--152
Junjian Zhang Empirical likelihood for NA series . . . 153--160
J. Peng and
C. I. C. Lee and
L. Liu and
J. Jiang Orthogonal multiple contrast test for
testing monotone on the average . . . . 161--168
Junshan Shen and
Shuyuan He Empirical likelihood for the difference
of two survival functions under right
censorship . . . . . . . . . . . . . . . 169--181
Jean-François Dupuy Estimation in a change-point hazard
regression model . . . . . . . . . . . . 182--190
Siegfried Hörmann An extension of almost sure central
limit theory . . . . . . . . . . . . . . 191--202
Neiping Chen and
Wenbin Liu and
Jianfeng Feng Sufficient and necessary condition for
the convergence of stochastic
approximation algorithms . . . . . . . . 203--210
R. J. Karunamuni and
T. N. Sriram and
J. Wu Asymptotic normality of an adaptive
kernel density estimator for finite
mixture models . . . . . . . . . . . . . 211--220
Anonymous Editorial Board . . . . . . . . . . . . CO2
R. J. Karunamuni and
T. N. Sriram and
J. Wu Rates of convergence of an adaptive
kernel density estimator for finite
mixture models . . . . . . . . . . . . . 221--230
Esther Frostig On risk dependence and mrl ordering . . 231--243
Pang Du and
Chong Gu Penalized likelihood hazard estimation:
Efficient approximation and Bayesian
confidence intervals . . . . . . . . . . 244--254
Audrey H. M. A. Cysneiros and
Silvia L. P. Ferrari An improved likelihood ratio test for
varying dispersion in exponential family
nonlinear models . . . . . . . . . . . . 255--265
E. Kolaiti and
C. Koukouvinos On the use of three level orthogonal
arrays in robust parameter design . . . 266--273
H. Evangelaras and
E. Kolaiti and
C. Koukouvinos Non-isomorphic orthogonal arrays
obtained by juxtaposition . . . . . . . 274--279
István Berkes and
Michel Weber Almost sure versions of the
Darling-Erd\Hos theorem . . . . . . . . 280--290
Tomas del Barrio Castro On the performance of the DHF tests
against nonstationary alternatives . . . 291--297
Nacereddine Belili and
Henri Heinich Approximation of distributions . . . . . 298--303
Michael R. Kosorok and
Ronald E. Gangnon Resolving the tail instability in
weighted log-rank statistics for
clustered survival data . . . . . . . . 304--309
S. Y. Hwang and
I. V. Basawa and
Tae Yoon Kim Least squares estimation for critical
random coefficient first-order
autoregressive processes . . . . . . . . 310--317
V. Seetha Lekshmi and
K. K. Jose Autoregressive processes with Pakes and
geometric Pakes generalized Linnik
marginals . . . . . . . . . . . . . . . 318--326
Anonymous IFC (Editorial Board) . . . . . . . . . CO2
Ian W. McKeague and
Yichuan Zhao Width-scaled confidence bands for
survival functions . . . . . . . . . . . 327--339
Jinhong You and
Gemai Chen Wild bootstrap estimation in partially
linear models with heteroscedasticity 340--348
L. J. Fitzgibbon On sampling stationary autoregressive
model parameters uniformly in $ r^2 $
value . . . . . . . . . . . . . . . . . 349--352
Patrick J. Farrell and
Brajendra C. Sutradhar A non-linear conditional probability
model for generating correlated binary
data . . . . . . . . . . . . . . . . . . 353--361
Wenyaw Chan and
Nan Fu Peng Continuous time Markov chains observed
on an alternating renewal process with
exponentially distributed durations . . 362--368
A. R. Nematollahi and
A. R. Soltani An inequality involving correlations . . 369--372
Ching-Ho Leu and
Fei-Fei Kao Modified balanced circular systematic
sampling . . . . . . . . . . . . . . . . 373--383
Li-Fei Huang and
Richard A. Johnson Confidence regions for the ratio of
percentiles . . . . . . . . . . . . . . 384--392
Xiangrong Yin and
R. Dennis Cook Dimension reduction via marginal high
moments in regression . . . . . . . . . 393--400
Zenghu Li and
Mei Zhang Fluctuation limit theorems of
immigration superprocesses with small
branching . . . . . . . . . . . . . . . 401--411
Jinhong You and
Yong Zhou Empirical likelihood for semiparametric
varying-coefficient partially linear
regression models . . . . . . . . . . . 412--422
Roberto D'Angi\`o Three random variable transformations
giving Heisenberg-type uncertainty
relations . . . . . . . . . . . . . . . 423--430
A. Futschik and
E. Isogai On the consistency of kernel density
estimates under modality constraints . . 431--437
Anonymous Editorial Board . . . . . . . . . . . . CO2
Miroslav M. Risti\'c Stationary bivariate minification
processes . . . . . . . . . . . . . . . 439--445
Anyue Chen and
Junping Li and
N. I. Ramesh General Harris regularity criterion for
non-linear Markov branching processes 446--452
Mykola Shykula and
Oleg Seleznjev Stochastic structure of asymptotic
quantization errors . . . . . . . . . . 453--464
Rita Giuliano Antonini and
Tien-Chung Hu and
Andrei Volodin On the concentration phenomenon for $
\phi $-subgaussian random elements . . . 465--469
Vandna Jowaheer Model misspecification effects in
clustered count data analysis . . . . . 470--478
C. S. Withers and
P. N. McGavin Expressions for the normal distribution
and repeated normal integrals . . . . . 479--487
Zinoviy Landsman and
Andreas Tsanakas Stochastic ordering of bivariate
elliptical distributions . . . . . . . . 488--494
I. Epifani and
A. Guglielmi and
E. Melilli A stochastic equation for the law of the
random Dirichlet variance . . . . . . . 495--502
Deli Li and
Aurel Spataru A converse to precise asymptotic results 503--506
Dale Umbach Some moment relationships for
skew-symmetric distributions . . . . . . 507--512
Raghunath Arnab and
Sarjinder Singh A new method for estimating variance
from data imputed with ratio method of
imputation . . . . . . . . . . . . . . . 513--519
Meng Zhao and
K. B. Kulasekera Consistent linear model selection . . . 520--530
Jean-Marie Monnez Almost sure convergence of stochastic
gradient processes with matrix step
sizes . . . . . . . . . . . . . . . . . 531--536
N. Balakrishnan and
A. Stepanov On the Fisher information in record data 537--545
Anonymous Editorial Board . . . . . . . . . . . . CO2
Éric Marchand and
Ahmad Parsian Minimax estimation of a bounded
parameter of a discrete distribution . . 547--554
Kosto V. Mitov and
Nikolay M. Yanev Superposition of renewal processes with
heavy-tailed interarrival times . . . . 555--561
Zacharias Psaradakis Blockwise bootstrap testing for
stationarity . . . . . . . . . . . . . . 562--570
Alain Boudou Approximation of the principal
components analysis of a stationary
function . . . . . . . . . . . . . . . . 571--578
Elias Ould-Sai\"d A strong uniform convergence rate of
kernel conditional quantile estimator
under random censorship . . . . . . . . 579--586
Jaros\law Bartoszewicz and
Magdalena Skolimowska Preservation of classes of life
distributions and stochastic orders
under weighting . . . . . . . . . . . . 587--596
M. L. Aggarwal and
Lih-Yuan Deng and
Mithilesh Kumar Jha Balanced residual treatment effects
designs of first and second order . . . 597--600
Pavel V. Gapeev and
Markus Reiß An optimal stopping problem in a
diffusion-type model with delay . . . . 601--608
Q. Shao Mixture periodic autoregressive time
series models . . . . . . . . . . . . . 609--618
Françoise Le Gall The modes of a negative multinomial
distribution . . . . . . . . . . . . . . 619--624
Alessandra Amendola and
Marcella Niglio and
Cosimo Vitale The moments of SETARMA models . . . . . 625--633
Shangli Zhang and
Hong Qin Minimum projection uniformity criterion
and its application . . . . . . . . . . 634--640
B. B. Bhattacharyya and
G. D. Richardson and
P. V. Flores Unit roots: Periodogram ordinate . . . . 641--651
Anonymous IFC (Editorial Board) . . . . . . . . . CO2
Bronis\law Ceranka and
Ma\lgorzata Graczyk and
Krystyna Katulska $A$-optimal chemical balance weighing
design with nonhomogeneity of variances
of errors . . . . . . . . . . . . . . . 653--665
Srinivasan Balaji and
Hosam M. Mahmoud and
Osamu Watanabe Distributions in the Ehrenfest process 666--674
Tatsuhiko Saigo and
Yozo Tamura Operator semi-self-similar processes and
their space-scaling matrices . . . . . . 675--681
H. Radjavi and
C. C. A. Sastri A function arising in the estimation of
unobserved probability . . . . . . . . . 682--688
M. D. Jiménez-Gamero and
J. Muñoz-García and
M. D. Cubiles-de-la-Vega Consistency of the reduced bootstrap for
sample means . . . . . . . . . . . . . . 689--697
Yuhua Su and
Mai Zhou On a connection between the
Bradley--Terry model and the Cox
proportional hazards model . . . . . . . 698--702
Slavko Simic Extreme values and entire functions of
finite order . . . . . . . . . . . . . . 703--708
Hira L. Koul and
Tingting Yi Goodness-of-fit testing in interval
censoring case 1 . . . . . . . . . . . . 709--718
John W. Lau Bayesian semi-parametric modeling for
mixed proportional hazard models with
right censoring . . . . . . . . . . . . 719--728
Jie Mi Limiting availability of system with
non-identical lifetime distributions and
non-identical repair time distributions 729--736
Gang Li and
Kan Cheng and
Xiaoyue Jiang Negative ageing property of random sum 737--742
Xiaojing Lu On the distribution of a statistic
arising in exact simultaneous confidence
bands . . . . . . . . . . . . . . . . . 743--747
Liu Weidong and
Lin Zhengyan A supplement to the complete convergence 748--754
Adam Paszkiewicz When transition count for a Markov
chains is a complete sufficient
statistic . . . . . . . . . . . . . . . 757--763
Jade Freeman and
Reza Modarres Inverse Box--Cox: The power-normal
distribution . . . . . . . . . . . . . . 764--772
Mohammad Jafari Jozani and
Éric Marchand and
Ahmad Parsian On estimation with weighted
balanced-type loss function . . . . . . 773--780
N. N. Leonenko and
L. M. Sakhno On the Whittle estimators for some
classes of continuous-parameter random
processes and fields . . . . . . . . . . 781--795
Telles T. da Silva and
Marcelo D. Fragoso Invariant measures for jump-type
Fleming--Viot processes . . . . . . . . 796--802
Ewaryst Rafajlowicz and
Rainer Schwabe Halton and Hammersley sequences in
multivariate nonparametric regression 803--812
Haimeng Zhang and
M. Bhaskara Rao A note on the generalized maximum
likelihood estimator in partial
Koziol--Green model . . . . . . . . . . 813--820
Telles T. da Silva and
Marcelo D. Fragoso A note on jump-type Fleming--Viot
processes . . . . . . . . . . . . . . . 821--830
D. J. Daley and
Charles M. Goldie The moment index of minima (II) . . . . 831--837
In Hong Chang and
Rahul Mukerjee Probability matching property of
adjusted likelihoods . . . . . . . . . . 838--842
Hu Shuhe and
Hu Ming A general approach rate to the Strong
Law of Large Numbers . . . . . . . . . . 843--851
L. Galtchouk and
S. Pergamenshchikov Asymptotically efficient estimates for
nonparametric regression models . . . . 852--860
Anonymous Editorial Board . . . . . . . . . . . . CO2
A. Nagaev and
G. Tsitsiashvili Tail asymptotics of the $n$ th
convolution of super-exponential
distributions . . . . . . . . . . . . . 861--870
Wen-Jang Huang and
Yan-Hau Chen Quadratic forms of multivariate skew
normal-symmetric distributions . . . . . 871--879
Asok K. Nanda and
Subarna Bhattacharjee and
S. S. Alam Properties of proportional mean residual
life model . . . . . . . . . . . . . . . 880--890
Stanislav Volkov A note on the simple random walk on $
\mathbb {Z}^2 $: Probability of exiting
sequences of sets . . . . . . . . . . . 891--897
Akio Namba and
Kazuhiro Ohtani PMSE performance of the Stein-rule and
positive-part Stein-rule estimators in a
regression model with or without proxy
variables . . . . . . . . . . . . . . . 898--906
Ivan Nourdin and
Thomas Simon On the absolute continuity of
one-dimensional SDEs driven by a
fractional Brownian motion . . . . . . . 907--912
Zhiqiang Chen and
Eswar Phadia An optimal completion of the product
limit estimator . . . . . . . . . . . . 913--919
Jürg Hüsler and
Deyuan Li and
Samuel Müller Weighted least squares estimation of the
extreme value index . . . . . . . . . . 920--930
I. Pereira and
M. G. Scotto On the non-negative first-order
exponential bilinear time series model 931--938
Maxim Finkelstein On relative ordering of mean residual
lifetime functions . . . . . . . . . . . 939--944
G. G. Hamedani and
H. Volkmer An inverse problem for a class of
continuous distributions with skewness 945--951
Odile Pons Semi-parametric estimation for a
semi-Markov process with left-truncated
and right-censored observations . . . . 952--958
G. Jogesh Babu and
Yogendra P. Chaubey Smooth estimation of a distribution and
density function on a hypercube using
Bernstein polynomials for dependent
random vectors . . . . . . . . . . . . . 959--969
Anonymous Editorial Board . . . . . . . . . . . . CO2
Yiqing Chen and
Kai W. Ng and
Xiangsheng Xie On the maximum of randomly weighted sums
with regularly varying tails . . . . . . 971--975
Xiaomi Hu Unbiasedness on rays of the tests of
locations of homogeneous means in
isotonic regression . . . . . . . . . . 976--980
Paul H. Bezandry Laws of large numbers for $ D[0, 1] $ 981--985
Soo Jung Park and
Dong Wan Shin A sign test for unit roots in a momentum
threshold autoregressive process . . . . 986--990
Gilda Garibotti and
John V. Tsimikas and
Joseph Horowitz Likelihood-look-ahead inference on the
equilibrium distribution of Markov
chains . . . . . . . . . . . . . . . . . 991--1000
Demetrios Papanastassiou Computing the covariance matrix of QML
estimators for a state space model . . . 1001--1006
Peng-Fei Li and
Bao-Jiang Chen and
Min-Qian Liu and
Run-Chu Zhang A note on minimum aberration and clear
criteria . . . . . . . . . . . . . . . . 1007--1011
Zinoviy Landsman On the generalization of Stein's Lemma
for elliptical class of distributions 1012--1016
Arthur Cohen and
John Kolassa and
H. B. Sackrowitz A new test for stochastic order of $ k
\geq 3 $ ordered multinomial populations 1017--1024
Dimitrios Cheliotis A note on recurrent random walks . . . . 1025--1031
M. Burkschat and
E. Cramer and
U. Kamps On optimal schemes in progressive
censoring . . . . . . . . . . . . . . . 1032--1036
Abdoul G. Sam and
Alan P. Ker Nonparametric regression under
alternative data environments . . . . . 1037--1046
Enkelejd Hashorva A novel class of bivariate max-stable
distributions . . . . . . . . . . . . . 1047--1055
Zhihong Xiao and
Luqin Liu Moderate deviations of maximum
likelihood estimator for independent not
identically distributed case . . . . . . 1056--1064
R. L. Shinde and
K. S. Kotwal On the joint distribution of runs in the
sequence of Markov-dependent multi-state
trials . . . . . . . . . . . . . . . . . 1065--1074
Gaowen Wang A note on unit root tests with
heavy-tailed GARCH errors . . . . . . . 1075--1079
Anonymous Editorial Board . . . . . . . . . . . . CO2
Lirong Cui and
Way Kuo and
Jinlin Li and
Min Xie On the dual reliability systems of $ (n,
f, k) $ and $ \langle n, f, k \rangle $ 1081--1088
Andrej Pázman and
Luc Pronzato On the irregular behavior of LS
estimators for asymptotically singular
designs . . . . . . . . . . . . . . . . 1089--1096
Angelo Efoévi Koudou A link between the Matsumoto--Yor
property and an independence property on
trees . . . . . . . . . . . . . . . . . 1097--1101
Germán Aneiros-Pérez and
Philippe Vieu Semi-functional partial linear
regression . . . . . . . . . . . . . . . 1102--1110
Torben Maack Bisgaard and
Zoltán Sasvári When does $ E(X^k \cdot Y^\ell) = E(X^k)
\cdot E(Y^\ell) $ imply independence? 1111--1116
A. Quintela-del-Río Nonparametric estimation of the maximum
hazard under dependence conditions . . . 1117--1124
Wei Huang and
Lin-Xi Zhang Asymptotic normality for $U$-statistics
of negatively associated random
variables . . . . . . . . . . . . . . . 1125--1131
Tapas Kumar Chandra On a problem of Simons and Johnson . . . 1132--1136
Tian Xia and
Nian-Sheng Tang and
Xue-Ren Wang Consistency and asymptotic normality of
the maximum likelihood estimates in
reproductive dispersion linear models 1137--1146
A. D. Dharamadhikari and
Isha Dewan Association in time of a vector valued
process . . . . . . . . . . . . . . . . 1147--1155
Samprit Chatterjee and
Ingram Olkin Nonparametric estimation for quadratic
regression . . . . . . . . . . . . . . . 1156--1163
Paul McGill An asymptotic estimate for Brownian
motion with drift . . . . . . . . . . . 1164--1169
Fredrik Andreas Dahl On the conservativeness of posterior
predictive $p$-values . . . . . . . . . 1170--1174
Shouquan Chen and
Zhengyan Lin Almost sure max-limits for nonstationary
Gaussian sequence . . . . . . . . . . . 1175--1184
A. Mukherjea and
M. Rao and
S. Suen A note on moment generating functions 1185--1189
Anonymous Editorial Board . . . . . . . . . . . . CO2
Vladimir V. Ulyanov and
Hirofumi Wakaki and
Yasunori Fujikoshi Berry--Esseen bound for high dimensional
asymptotic approximation of Wilks'
Lambda distribution . . . . . . . . . . 1191--1200
Hans-Georg Müller and
Newton Wai Asymptotic fluctuations of mutagrams . . 1201--1210
H. Y. Zhang and
M. Zhou and
J. Y. Guo The Gerber--Shiu discounted penalty
function for classical risk model with a
two-step premium rate . . . . . . . . . 1211--1218
Michael K. Pitt and
Stephen G. Walker Extended constructions of stationary
autoregressive processes . . . . . . . . 1219--1224
Djalil Chafa\"\i and
Jean-Michel Loubes On nonparametric maximum likelihood for
a class of stochastic inverse problems 1225--1237
Shuxia Sun The Bahadur representation for sample
quantiles under weak dependence . . . . 1238--1244
Kazuhiro Ozawa and
Shinji Kuriki Incomplete split-plot designs generated
from $ \alpha $-resolvable designs . . . 1245--1254
Sébastien Chivoret and
Anna Amirdjanova Product formula and independence
criterion for multiple Huang--Cambanis
integrals . . . . . . . . . . . . . . . 1255--1260
Hyeong Soo Chang On convergence rate of the Shannon
entropy rate of ergodic Markov chains
via sample-path simulation . . . . . . . 1261--1264
Yongge Tian and
Douglas P. Wiens On equality and proportionality of
ordinary least squares, weighted least
squares and best linear unbiased
estimators in the general linear model 1265--1272
Jean-Luc Marichal Cumulative distribution functions and
moments of lattice polynomials . . . . . 1273--1279
Guy P. Nason On the sum of $t$ and Gaussian random
variables . . . . . . . . . . . . . . . 1280--1286
Matias Salibian-Barrera Bootstrapping MM-estimators for linear
regression with fixed designs . . . . . 1287--1297
Federico Bassetti and
Antonella Bodini and
Eugenio Regazzini On minimum Kantorovich distance
estimators . . . . . . . . . . . . . . . 1298--1302
Martin Schlather and
Tilmann Gneiting Local approximation of variograms by
covariance functions . . . . . . . . . . 1303--1304
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Li Yun-Xia Precise asymptotics in complete moment
convergence of moving-average processes 1305--1315
Joseph Glaz and
Zhenkui Zhang Maximum scan score-type statistics . . . 1316--1322
Ji-Chun Liu On the tail behaviors of Box--Cox
transformed threshold GARCH(1,1) process 1323--1330
Y. Zhang and
A. I. McLeod Fitting MA($q$) models in the closed
invertible region . . . . . . . . . . . 1331--1334
Graciela Boente and
Daniela Rodriguez Robust estimators of high order
derivatives of regression functions . . 1335--1344
Hamzeh Torabi A new method for hypotheses testing
using spacings . . . . . . . . . . . . . 1345--1347
Wai-Yin Poon Identifying influential observations in
logistic discriminant analysis . . . . . 1348--1355
Yoshiaki Itoh and
Hosam Mahmoud and
Robert Smythe Probabilistic analysis of maximal gap
and total accumulated length in interval
division . . . . . . . . . . . . . . . . 1356--1363
Célestin C. Kokonendji and
Mohamed Khoudar On Lévy measures for infinitely divisible
natural exponential families . . . . . . 1364--1368
Manisha Pal and
Nripes K. Mandal Optimum designs for optimum mixtures . . 1369--1379
Steven Cook Testing for cointegration in the
presence of mis-specified structural
change . . . . . . . . . . . . . . . . . 1380--1384
W. Stute and
M. Presedo Quindimil and
W. González Manteiga and
H. L. Koul Model checks of higher order time series 1385--1396
Jaya P. N. Bishwal Rates of weak convergence of approximate
minimum contrast estimators for the
discretely observed Ornstein--Uhlenbeck
process . . . . . . . . . . . . . . . . 1397--1409
Zhang Yi and
Chengguo Weng On the correlation order . . . . . . . . 1410--1416
Marlo Brown and
Shelemyahu Zacks A note on optimal stopping for possible
change in the intensity of an ordinary
Poisson process . . . . . . . . . . . . 1417--1425
Anonymous Editorial Board . . . . . . . . . . . . CO2
Enkelejd Hashorva On the regular variation of elliptical
random vectors . . . . . . . . . . . . . 1427--1434
S. Satheesh and
E. Sandhya Max-semi-selfdecomposable laws and
related processes . . . . . . . . . . . 1435--1440
Farida Enikeeva Adaptive minimax estimation of a
fractional derivative . . . . . . . . . 1441--1448
Ismihan Bairamov and
Alexei Stepanov A note on large deviations for weak
records . . . . . . . . . . . . . . . . 1449--1453
A. Dembi\'nska and
A. Stepanov Limit theorems for the ratio of weak
records . . . . . . . . . . . . . . . . 1454--1464
Thomas Fung and
John Robinson Continuity corrections for
integer-valued saddlepoint
approximations . . . . . . . . . . . . . 1465--1469
Gabriel Frahm On the extremal dependence coefficient
of multivariate distributions . . . . . 1470--1481
Michel Weber A weighted Central Limit Theorem . . . . 1482--1487
J. Behboodian and
A. Jamalizadeh and
N. Balakrishnan A new class of skew-Cauchy distributions 1488--1493
Sangyeol Lee The Bickel--Rosenblatt test for
diffusion processes . . . . . . . . . . 1494--1502
André Mas A sufficient condition for the CLT in
the space of nuclear operators ---
Application to covariance of random
functions . . . . . . . . . . . . . . . 1503--1509
Horst Alzer A convexity property of the median of
the gamma distribution . . . . . . . . . 1510--1513
P. Reynaud-Bouret Compensator and exponential inequalities
for some suprema of counting processes 1514--1521
Renming Song and
Zoran Vondracek On the monotonicity of a function
related to the local time of a symmetric
Lévy process . . . . . . . . . . . . . . 1522--1528
Michael Vock Graphical comparison of multivariate
nonparametric location tests for
restricted alternatives . . . . . . . . 1529--1535
N. Limnios Estimation of the stationary
distribution of semi-Markov processes
with Borel state space . . . . . . . . . 1536--1542
Beatriz Pateiro-López and
Wenceslao González-Manteiga Multivariate partially linear models . . 1543--1549
Liuquan Sun The strong law under a semiparametric
model for truncated and censored data 1550--1558
Fabio Antonelli and
Sai\"d Hamad\`ene Existence of the solutions of
backward-forward SDE's with continuous
monotone coefficients . . . . . . . . . 1559--1569
Ashish Das and
Aloke Dey and
Chand K. Midha Allocating factors to the columns of an
orthogonal array when certain
interactions are important . . . . . . . 1570--1577
Jacques Istas Karhunen--Lo\`eve expansion of spherical
fractional Brownian motions . . . . . . 1578--1583
Zsolt Katona and
Tamás F. Móri A new class of scale free random graphs 1587--1593
Aurore Delaigle and
Peter Hall On optimal kernel choice for
deconvolution . . . . . . . . . . . . . 1594--1602
José A. Adell and
Alberto Lekuona Every random variable satisfies a
certain nontrivial integrability
condition . . . . . . . . . . . . . . . 1603--1606
Ionut Bebu and
Andrew L. Rukhin Stationary distributions in the
atom-on-demand problem . . . . . . . . . 1607--1616
Laurens de Haan and
Luisa Canto e Castro A class of distribution functions with
less bias in extreme value estimation 1617--1624
Alain Slakmon and
Luc Macot On the almost sure convergence of
Syracuse sequences . . . . . . . . . . . 1625--1630
Victor M. Kruglov and
Andrei I. Volodin and
Tien-Chung Hu On complete convergence for arrays . . . 1631--1640
Satoshi Hattori Some properties of misspecified additive
hazards models . . . . . . . . . . . . . 1641--1646
Bezza Hafidi A small-sample criterion based on
Kullback's symmetric divergence for
vector autoregressive modeling . . . . . 1647--1654
Isabel Silva and
M. Eduarda Silva Asymptotic distribution of the
Yule--Walker estimator for $ {\rm
INAR}(p) $ processes . . . . . . . . . . 1655--1663
W\lodzimierz Bryc and
Jacek Weso\lowski The classical bi-Poisson process: An
invertible quadratic harness . . . . . . 1664--1674
F. P. A. Coolen and
P. Coolen-Schrijner Nonparametric predictive subset
selection for proportions . . . . . . . 1675--1684
Xiaobing Zhao and
Xian Zhou Proportional hazards models for survival
data with long-term survivors . . . . . 1685--1693
Neal L. Oden and
Matthew J. McIntosh Exact moments and probabilities for
Wei's urn randomization model . . . . . 1694--1700
Wolfgang Bischoff and
Frank Miller Lack-of-fit-efficiently optimal designs
to estimate the highest coefficient of a
polynomial with large degree . . . . . . 1701--1704
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Johan Lim and
Sungim Lee and
Hyungwon Choi Information loss from censoring in
rank-based procedures . . . . . . . . . 1705--1713
Víctor Hernández and
Henar Urmeneta Convergence rates for the Law of Large
Numbers for arrays . . . . . . . . . . . 1714--1722
Udo Schwingenschlögl and
Mathias Drton Seat excess variances of apportionment
methods for proportional representation 1723--1730
Baibing Li The $p$-values of the hypothesis testing
about relative risks . . . . . . . . . . 1731--1734
F. Giummol\`e and
L. Ventura Robust prediction limits based on
$M$-estimators . . . . . . . . . . . . . 1735--1740
M. Fekri and
A. Ruiz-Gazen Robust estimation in the simple
errors-in-variables model . . . . . . . 1741--1747
Chun Su and
Jie Liu and
Qunqiang Feng A note on the distance in random
recursive trees . . . . . . . . . . . . 1748--1755
Anton Schick and
Wolfgang Wefelmeyer Pointwise convergence rates and Central
Limit Theorems for kernel density
estimators in linear processes . . . . . 1756--1760
Seemon Thomas and
Joy Jacob A generalized Dirichlet model . . . . . 1761--1767
Himadri Ghosh and
Ashish Das and
C. K. Midha On some efficient partial diallel cross
designs . . . . . . . . . . . . . . . . 1768--1774
Yashowanto N. Ghosh and
Bhramar Mukherjee On probabilistic properties of
conditional medians and quantiles . . . 1775--1780
Vladimir N. Kulikov and
Hendrik P. Lopuhaä The limit process of the difference
between the empirical distribution
function and its concave majorant . . . 1781--1786
Weidong Liu and
Zhengyan Lin Precise asymptotics for a new kind of
complete moment convergence . . . . . . 1787--1799
Chunming Zhang and
Haoda Fu Masking effects on linear regression in
multi-class classification . . . . . . . 1800--1807
Offer Kella Reflecting thoughts . . . . . . . . . . 1808--1811
Yu Chen and
Chun Su Finite time ruin probability with
heavy-tailed insurance and financial
risks . . . . . . . . . . . . . . . . . 1812--1820
Wen-Tao Huang and
Hui-Hsin Huang Empirical Bayes estimation of the
guarantee lifetime in a two-parameter
exponential distribution . . . . . . . . 1821--1829
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Mátyás Barczy and
Gyula Pap Portmanteau theorem for unbounded
measures . . . . . . . . . . . . . . . . 1831--1835
Youri Davydov and
Vladimir Egorov On convergence of empirical point
processes . . . . . . . . . . . . . . . 1836--1844
Jin Qiu and
Zhengyan Lin The variance of partial sums of strong
near-epoch dependent variables . . . . . 1845--1854
Subhash Kochar Lorenz ordering of order statistics . . 1855--1860
C. Devon Lin and
Wilson W. Lu and
R. R. Sitter Fast approximately balanced bootstrap
without construction . . . . . . . . . . 1861--1872
Elena Shmileva Small ball probabilities for jump Lévy
processes from the Wiener domain of
attraction . . . . . . . . . . . . . . . 1873--1881
Afif Masmoudi Conditional natural exponential families 1882--1888
Mingyao Ai and
Shuyuan He An efficient method for identifying
clear effects in blocked fractional
factorial designs . . . . . . . . . . . 1889--1894
Long Jiang A note on $g$-expectation with
comonotonic additivity . . . . . . . . . 1895--1903
Jean-Christophe Breton Convergence in variation of the joint
laws of multiple Wiener--Itô integrals 1904--1913
Offer Kella and
Wolfgang Stadje Superposition of renewal processes and
an application to multi-server queues 1914--1924
Wenjiang J. Fu and
Peter Hall Asymptotic properties of estimators in
age-period-cohort analysis . . . . . . . 1925--1929
Claudio Agostinelli Notes on Pearson residuals and weighted
likelihood estimating equations . . . . 1930--1934
Allan Gut Gnedenko--Raikov's theorem, central
limit theory, and the Weak Law of Large
Numbers . . . . . . . . . . . . . . . . 1935--1939
José A. Moler and
Fernando Plo and
Miguel San Miguel An adaptive design for clinical trials
with non-dichotomous response and
prognostic factors . . . . . . . . . . . 1940--1946
Anonymous Editorial Board . . . . . . . . . . . . CO2
Rafal Kulik Limit theorems for self-normalized
linear processes . . . . . . . . . . . . 1947--1953
Dongmei Guo and
Shaolin Ji and
Huaizhong Zhao On the solvability of infinite horizon
forward-backward stochastic differential
equations with absorption coefficients 1954--1960
M. Rosenblatt An example and transition function
equicontinuity . . . . . . . . . . . . . 1961--1964
Jyotirmoy Sarkar and
Fang Li Limiting average availability of a
system supported by several spares and
several repair facilities . . . . . . . 1965--1974
Emmanuel Nowak and
Emmanuel Thilly A local invariance principle for
Gibbsian fields . . . . . . . . . . . . 1975--1982
Ching-Sung Chou and
Hsien-Jen Lin Asian options with jumps . . . . . . . . 1983--1993
Yang Shanchao Moment inequalities for sums of products
of independent random variables . . . . 1994--2000
Shaojun Wang and
Yunxin Zhao Almost sure convergence of
Titterington's recursive estimator for
mixture models . . . . . . . . . . . . . 2001--2006
Christian M. Dahl and
Michael Levine Nonparametric estimation of volatility
models with serially dependent
innovations . . . . . . . . . . . . . . 2007--2016
Zhong-zhi Wang A class of random deviation theorems for
sums of nonnegative stochastic sequence
and Strong Law of Large Numbers . . . . 2017--2026
Enkelejd Hashorva On the multivariate Hüsler--Reiss
distribution attracting the maxima of
elliptical triangular arrays . . . . . . 2027--2035
Anonymous Erratum to ``Product formula and
independence criterion for multiple
Huang--Cambanis integrals'' [Stat. Prob.
Lett. \bf 76 (2006) 1255--1260] . . . . 2036--2036
Sébastien Chivoret and
Anna Amirdjanova Product formula and independence
criterion for multiple Huang--Cambanis
integrals . . . . . . . . . . . . . . . 2037--2042
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Shijie Tang and
Kam-Wah Tsui Distributional properties for the
generalized $p$-value for the
Behrens--Fisher problem . . . . . . . . 1--8
Hee-Jin Moon and
Yong-Kab Choi Asymptotic properties for partial sum
processes of a Gaussian random field . . 9--18
Heng Lian Consistency of Bayesian estimation of a
step function . . . . . . . . . . . . . 19--24
Stelios D. Georgiou New two-variable full orthogonal designs
and related experiments with linear
regression models . . . . . . . . . . . 25--31
Demetrios L. Antzoulakos and
Michael V. Boutsikas A direct method to obtain the joint
distribution of successes, failures and
patterns in enumeration problems . . . . 32--39
Christophe Chesneau Regression with random design: a minimax
study . . . . . . . . . . . . . . . . . 40--53
Sheng-Hua Yu The linear minimax estimator of
stochastic regression coefficients and
parameters under quadratic loss function 54--62
Amit Sen On the distribution of Dickey--Fuller
unit root statistics when there is a
break in the innovation variance . . . . 63--68
Enrique Calderín Ojeda and
Emilio Gómez Déniz and
Ignacio J. Cabrera Ortega Bayesian local robustness under weighted
squared-error loss function
incorporating unimodality . . . . . . . 69--74
Dong Wan Shin and
Han Joon Kim and
Won-Chul Jhee Asymptotic efficiency of the ordinary
least-squares estimator for sur models
with integrated regressors . . . . . . . 75--82
E. Porcu and
J. Mateu and
A. Zini and
R. Pini Modelling spatio-temporal data: a new
variogram and covariance structure
proposal . . . . . . . . . . . . . . . . 83--89
Radoslav Harman and
Luc Pronzato Improvements on removing nonoptimal
support points in $D$-optimum design
algorithms . . . . . . . . . . . . . . . 90--94
S. Y. Novak A new characterization of the normal law 95--98
Jong-Min Kim and
Engin A. Sungur and
Tae-Young Heo Calibration approach estimators in
stratified sampling . . . . . . . . . . 99--103
Francesco Bartolucci A penalized version of the empirical
likelihood ratio for the population mean 104--110
Sudesh K. Srivastav and
Arti Shankar On the construction and existence of a
certain class of complete diallel cross
designs . . . . . . . . . . . . . . . . 111--115
Alexander Y. Gordon Unimprovability of the Bonferroni
procedure in the class of general
step-up multiple testing procedures . . 117--122
Daniel L. Gillen and
Scott S. Emerson Nontransitivity in a class of weighted
logrank statistics under nonproportional
hazards . . . . . . . . . . . . . . . . 123--130
Omer Ozturk Two-sample median test for order
restricted randomized designs . . . . . 131--141
Mausumi Bose and
Sunanda Bagchi Optimal main effect plans in blocks of
small size . . . . . . . . . . . . . . . 142--147
David Hobson A short proof of an identity for a
Brownian Bridge due to Donati--Martin,
Matsumoto and Yor . . . . . . . . . . . 148--150
Fátima Ferreira and
António Pacheco Comparison of level-crossing times for
Markov and semi-Markov processes . . . . 151--157
Qihe Tang The overshoot of a random walk with
negative drift . . . . . . . . . . . . . 158--165
Makoto Maejima and
Víctor Pérez-Abreu A class of random matrices with
infinitely divisible determinants . . . 166--168
Edward Furman On the convolution of the negative
binomial random variables . . . . . . . 169--172
P. Vellaisamy and
N. S. Upadhye On the negative binomial distribution
and its generalizations . . . . . . . . 173--180
Yan Liu Precise large deviations for negatively
associated random variables with
consistently varying tails . . . . . . . 181--189
Reinhard Furrer and
Philippe Naveau Probability weighted moments properties
for small samples . . . . . . . . . . . 190--195
L. Ramprasath and
Kesar Singh Statistical options: Crash resistant
financial contracts based on robust
estimation . . . . . . . . . . . . . . . 196--203
F. J. Samaniego and
E. M. Vestrup and
D. Bhattacharya On constrained estimation problems in
time-use surveys . . . . . . . . . . . . 204--210
Shujin Wu and
Dong Han Algorithmic analysis of Euler scheme for
a class of stochastic differential
equations with jumps . . . . . . . . . . 211--219
P. Angelopoulos and
C. Koukouvinos Maximum estimation capacity projection
designs from Hadamard matrices with 32,
36 and 40 runs . . . . . . . . . . . . . 220--229
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Cyrille Joutard Applications of large deviations to
optimal experimental designs . . . . . . 231--238
Yutao Ma and
Qiongxia Song and
Liming Wu Large deviation principles with respect
to the $ \tau $-topology for
exchangeable sequences: a necessary and
sufficient condition . . . . . . . . . . 239--246
M. Pilar Barrios and
Santiago Velilla A bootstrap method for assessing the
dimension of a general regression
problem . . . . . . . . . . . . . . . . 247--255
Akihiko Inoue and
Yumiharu Nakano and
Vo Anh Binary market models with memory . . . . 256--264
Wei-Cheng Hsiao and
Yu-Shan Shih Splitting variable selection for
multivariate regression trees . . . . . 265--271
M. Denker and
N. Kan On Sevast'yanov's theorem . . . . . . . 272--279
Denis Bosq Sufficiency and efficiency in
statistical prediction . . . . . . . . . 280--287
Jihnhee Yu and
James L. Kepner and
Brian N. Bundy Exact power calculations for detecting
hypotheses involving two correlated
binary outcomes . . . . . . . . . . . . 288--294
Rongmao Zhang and
Zhengyan Lin Chung LIL for integrated $ \alpha $
stable process . . . . . . . . . . . . . 295--302
Soo Hak Sung Complete convergence for weighted sums
of random variables . . . . . . . . . . 303--311
Anna Gottard and
Carla Rampichini Chain graphs for multilevel models . . . 312--318
Scott Holan and
Christine Spinka Maximum likelihood estimation for joint
mean-covariance models from unbalanced
repeated-measures data . . . . . . . . . 319--328
Adelaide Figueiredo Comparison of tests of uniformity
defined on the hypersphere . . . . . . . 329--334
Yosihito Maruyama On Srivastava's multivariate sample
skewness and kurtosis under
non-normality . . . . . . . . . . . . . 335--342
Liqiang Ni and
R. Dennis Cook A robust inverse regression estimator 343--349
Juan Carlos Pardo-Fernández Comparison of error distributions in
nonparametric regression . . . . . . . . 350--356
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Mohamed Ben Farah and
Abdelhamid Hassairi Characterization of the Dirichlet
distribution on symmetric matrices . . . 357--364
Asok K. Nanda and
Subarna Bhattacharjee and
S. S. Alam Properties of aging intensity function 365--373
Changliang Zou and
Yukun Liu and
Peng Qin and
Zhaojun Wang Empirical likelihood ratio test for the
change-point problem . . . . . . . . . . 374--382
Serkan Eryilmaz Extension of runs to the
continuous-valued sequences . . . . . . 383--388
N. Etemadi Stability of weighted averages of
$2$-exchangeable random variables . . . 389--395
Yangrong Li Strongly monotone $q$-functions and a
note on strong ergodicity of monotone
$q$-functions . . . . . . . . . . . . . 396--400
Ohmar Z. Landagan and
Erniel B. Barrios An estimation procedure for a
spatial-temporal model . . . . . . . . . 401--406
Friedrich Schmid and
Rafael Schmidt Multivariate extensions of Spearman's
rho and related statistics . . . . . . . 407--416
Zbigniew J. Jurek Random integral representations for
free-infinitely divisible and tempered
stable distributions . . . . . . . . . . 417--425
A. Markiewicz and
A. Szczepa\'nska Optimal designs in multivariate linear
models . . . . . . . . . . . . . . . . . 426--430
David H. Annis A note on quasi-likelihood for
exponential families . . . . . . . . . . 431--437
M. Revan Özkale and
Selahattin Kaçiranlar Superiority of the class estimator over
some estimators by the mean square error
matrix criterion . . . . . . . . . . . . 438--446
Xuelei (Sherry) Ni and
Xiaoming Huo Statistical interpretation of the
importance of phase information in
signal and image reconstruction . . . . 447--454
Riquan Zhang and
Guoying Li Averaged estimation of
functional-coefficient regression models
with different smoothing variables . . . 455--461
Tiee-Jian Wu and
Ching-Fu Chen and
Huang-Yu Chen A variable bandwidth selector in
multivariate kernel density estimation 462--467
Xiong Chen and
N. Balakrishnan Extensions of functional LIL w.r.t. $
(r, p)$-Capacities on Wiener space . . . 468--473
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Ching-Sung Chou and
Hsien-Jen Lin Pricing model for zero coupon bonds
driven by Bessel-squared interest
processes with a jump . . . . . . . . . 475--482
Xu-Qing Liu and
Jian-Ying Rong Quadratic prediction problems in finite
populations . . . . . . . . . . . . . . 483--489
Paolo Baldi and
Domenico Marinucci Some characterizations of the spherical
harmonics coefficients for isotropic
random fields . . . . . . . . . . . . . 490--496
Giacomo Aletti and
Diane Saada Randomization in survival analysis . . . 497--502
A. Yakovlev and
N. Yanev Age and residual lifetime distributions
for branching processes . . . . . . . . 503--513
E. Schechtman and
C. Spiegelman Mitigating the effect of measurement
errors in quantile estimation . . . . . 514--524
Deli Li and
Yongcheng Qi Hierarchical structures associated with
order functions . . . . . . . . . . . . 525--529
Yu Chen and
Weiping Zhang Large deviations for random sums of
negatively dependent random variables
with consistently varying tails . . . . 530--538
Miriam Ruth Kantorovitz An example of a stationary, triplewise
independent triangular array for which
the CLT fails . . . . . . . . . . . . . 539--542
Guilan Cao and
Kai He Quasi-sure $p$-variation of fractional
Brownian motion . . . . . . . . . . . . 543--548
Gengsheng Qin and
Yichuan Zhao Empirical likelihood inference for the
mean residual life under random
censorship . . . . . . . . . . . . . . . 549--557
Ted Theodosopoulos A reversion of the Chernoff bound . . . 558--565
Guijun Yang and
Neil A. Butler Nonregular two-level designs of
resolution IV or more containing clear
two-factor interactions . . . . . . . . 566--575
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Zehui Li and
Xinbing Kong Life behavior of $ \delta $-shock model 577--587
Nobuoki Eshima and
Minoru Tabata Entropy correlation coefficient for
measuring predictive power of
generalized linear models . . . . . . . 588--593
Ralph W. Bailey and
Peter Burridge Ordering the dispersion of ordinary
least squares under near-integration . . 594--597
Maria Kateri and
Alan Agresti A class of ordinal quasi-symmetry models
for square contingency tables . . . . . 598--603
Olivier Perrin and
Edmond Redside Generalization of Simmons' theorem . . . 604--606
Alexandros E. Milionis Efficient capital markets: a statistical
definition and comments . . . . . . . . 607--613
Xinsheng Zhang On stochastic ordering for diffusion
with jumps and applications . . . . . . 614--620
David J. Olive and
Douglas M. Hawkins Behavior of elemental sets in regression 621--624
Hsiuying Wang Modified $p$-values for one-sided
testing in restricted parameter spaces 625--631
Dianliang Deng Self-normalized Wittmann's laws of
iterated logarithm in Banach space . . . 632--643
J. Armando Domínguez-Molina and
Alfonso Rocha-Arteaga On the infinite divisibility of some
skewed symmetric distributions . . . . . 644--648
Richard Huggins On the use of linear models in the
estimation of the size of a population
using capture-recapture data . . . . . . 649--653
Michael Parzen and
Stuart R. Lipsitz Perturbing the minimand resampling with
Gamma(1,1) random variables as an
extension of the Bayesian Bootstrap . . 654--657
Ruili Song and
Jiangang Ying A formula for transition density
function under Girsanov transform . . . 658--666
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A. De Gregorio and
E. Orsingher A Darling--Siegert formula relating some
Bessel integrals and random walks . . . 667--680
John Beam Unfair gambles in probability . . . . . 681--686
Zhengyan Lin and
Jing Zheng Some properties of a multifractional
Brownian motion . . . . . . . . . . . . 687--692
Natalie Neumeyer A note on uniform consistency of
monotone function estimators . . . . . . 693--703
M. C. Agrawal and
Chand K. Midha Some efficient estimators of the domain
parameters . . . . . . . . . . . . . . . 704--709
J. E. Chacón and
J. Montanero and
A. G. Nogales and
P. Pérez Stability under products of sufficient,
minimal sufficient and complete $ \sigma
$-fields in the Bayesian case . . . . . 710--716
Héctor W. Gómez and
Fernando A. Quintana and
Francisco J. Torres A new family of slash-distributions with
elliptical contours . . . . . . . . . . 717--725
R. J. Bhansali and
L. Giraitis and
P. S. Kokoszka Convergence of quadratic forms with
nonvanishing diagonal . . . . . . . . . 726--734
Qiqing Yu A note on the proportional hazards model
with discontinuous data . . . . . . . . 735--739
Maura Mezzetti and
Pietro Muliere and
Paolo Bulla An application of reinforced urn
processes to determining maximum
tolerated dose . . . . . . . . . . . . . 740--747
Ping Sun Moment representation of Bernoulli
polynomial, Euler polynomial and
Gegenbauer polynomials . . . . . . . . . 748--751
Lukasz Debowski On processes with summable partial
autocorrelations . . . . . . . . . . . . 752--759
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Qi-bing Gao and
Yao-hua Wu and
Chun-hua Zhu and
Guang-hua Wei Ruin problems in risk models with
dependent rates of interest . . . . . . 761--768
Dale N. Anderson and
Deborah K. Fagan and
Rey Suarez and
Jim C. Hayes and
Justin I. McIntyre Sensor analytics: radioactive gas
concentration estimation and error
propagation . . . . . . . . . . . . . . 769--773
Samruam Chongcharoen and
F. T. Wright Permutation and scale invariant
one-sided approximate likelihood ratio
tests . . . . . . . . . . . . . . . . . 774--781
Stéphane Gai\"ffas Sharp estimation in $ \sup $ norm with
random design . . . . . . . . . . . . . 782--794
Gianluca Cassese Decomposition of supermartingales
indexed by a linearly ordered set . . . 795--802
Guohua Zou and
Alan T. K. Wan and
Xiaoyong Wu and
Ti Chen Estimation of regression coefficients of
interest when other regression
coefficients are of no interest: The
case of non-normal errors . . . . . . . 803--810
Qinfeng Xu and
Jinhong You Difference-based estimation for error
variances in repeated measurement
regression models . . . . . . . . . . . 811--816
Xuerong Meggie Wen A note on sufficient dimension reduction 817--821
Vadym M. Radchenko Besov regularity of stochastic measures 822--825
M. Mar Fenoy and
Pilar Ibarrola The optional sampling theorem for
submartingales in the sequentially
planned context . . . . . . . . . . . . 826--831
A. Kume and
Andrew T. A. Wood On the derivatives of the normalising
constant of the Bingham distribution . . 832--837
Makoto Maejima and
Manabu Miura A characterization of subclasses of
semi-selfdecomposable distributions by
stochastic integral representations . . 838--842
Zilong Lian and
Enrique del Castillo Adaptive deadband control of a drifting
process with unknown parameters . . . . 843--852
Andrew L. Rukhin Conservative confidence intervals based
on weighted means statistics . . . . . . 853--861
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
J.-R. Pycke $U$-statistics based on the Green's
function of the Laplacian on the circle
and the sphere . . . . . . . . . . . . . 863--872
Zhigang Li and
Rong Wu and
Yonghong Du The distribution of the first $ \beta $
point in the classical risk model with
interest . . . . . . . . . . . . . . . . 873--880
Olivier Perrin and
Martin Schlather Can any multivariate Gaussian vector be
interpreted as a sample from a
stationary random process? . . . . . . . 881--884
Lajos Horváth and
Piotr Kokoszka and
Josef Steinebach On sequential detection of parameter
changes in linear regression . . . . . . 885--895
Pedro Galeano and
Daniel Peña On the connection between model
selection criteria and quadratic
discrimination in ARMA time series
models . . . . . . . . . . . . . . . . . 896--900
M. L. Aggarwal and
Lih-Yuan Deng and
Mithilesh Kumar Jha Balanced residual treatment effects
designs of first order for correlated
observations . . . . . . . . . . . . . . 901--906
George Karabatsos and
Stephen G. Walker Bayesian nonparametric inference of
stochastically ordered distributions,
with Pólya trees and Bernstein
polynomials . . . . . . . . . . . . . . 907--913
Marcin Przystalski and
Pawe\l Krajewski Constrained estimators of treatment
parameters in semiparametric models . . 914--919
Juha Vuolle-Apiala Shiga--Watanabe's time inversion
property for self-similar diffusion
processes . . . . . . . . . . . . . . . 920--924
Sujuan Gao and
Jianzhao Shen Asymptotic properties of a double
penalized maximum likelihood estimator
in logistic regression . . . . . . . . . 925--930
Henri Comman Variational form of the large deviation
functional . . . . . . . . . . . . . . . 931--936
Federico Bassetti and
Antonella Bodini and
Eugenio Regazzini Consistency of minimum divergence
estimators based on grouped data . . . . 937--941
Volker Krätschmer The uniqueness of extremum estimation 942--951
István Berkes and
Michel Weber On complete convergence of triangular
arrays of independent random variables 952--963
Morteza Amini and
J. Ahmadi Fisher information in record values and
their concomitants about dependence and
correlation parameters . . . . . . . . . 964--972
Petre Stoica and
Luzhou Xu and
Jian Li and
Yao Xie Optimal correction of an indefinite
estimated MA spectral density matrix . . 973--980
Shande Chen and
Amita K. Manatunga A note on proportional hazards and
proportional odds models . . . . . . . . 981--988
Alexander Dukhovny Lattice polynomials of random variables 989--994
Jesper Mòller and
Giovanni Luca Torrisi The pair correlation function of spatial
Hawkes processes . . . . . . . . . . . . 995--1003
Simos Meintanis and
Jan Swanepoel Bootstrap goodness-of-fit tests with
estimated parameters based on empirical
transforms . . . . . . . . . . . . . . . 1004--1013
Yanqing Yi and
Xikui Wang Goodness-of-fit test for response
adaptive clinical trials . . . . . . . . 1014--1020
Sophie A. Ladoucette Asymptotic behavior of the moments of
the ratio of the random sum of squares
to the square of the random sum . . . . 1021--1033
Lan Wang A simple nonparametric test for
diagnosing nonlinearity in Tobit median
regression model . . . . . . . . . . . . 1034--1042
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Péter Kevei Generalized $n$-Paul paradox . . . . . . 1043--1049
Anna Kuczmaszewska On complete convergence for arrays of
rowwise dependent random variables . . . 1050--1060
Richard A. Johnson and
Wenqing Lu Proof load designs for estimation of
dependence in a bivariate Weibull model 1061--1069
Michael Monoyios The minimal entropy measure and an
Esscher transform in an incomplete
market model . . . . . . . . . . . . . . 1070--1076
Samaradasa Weerahandi and
Martin A. Koschat Experimentation on heterogeneous
experimental units . . . . . . . . . . . 1077--1083
Francisco José A. Cysneiros and
Gilberto A. Paula and
Manuel Galea Heteroscedastic symmetrical linear
models . . . . . . . . . . . . . . . . . 1084--1090
Alexander Meister Optimal convergence rates for density
estimation from grouped data . . . . . . 1091--1097
Dennis Gilliland and
Shlomo Levental and
Yimin Xiao A note on absorption probabilities in
one-dimensional random walk via
complex-valued martingales . . . . . . . 1098--1105
M. Amini and
H. Zarei and
A. Bozorgnia Some strong limit theorems of weighted
sums for negatively dependent
generalized Gaussian random variables 1106--1110
Georgi N. Boshnakov Some measures for asymmetry of
distributions . . . . . . . . . . . . . 1111--1116
Petroula M. Mavrikiou Kolmogorov inequalities for the partial
sum of independent Bernoulli random
variables . . . . . . . . . . . . . . . 1117--1122
Ilya Molchanov and
Nikolay Tontchev Optimal Poisson quantisation . . . . . . 1123--1132
Eric Beutner and
Udo Kamps Random convex combinations of order
statistics . . . . . . . . . . . . . . . 1133--1136
Wen-Jang Huang and
Yan-Hau Chen Generalized skew-Cauchy distribution . . 1137--1147
David Daly and
Peter Buchholz and
William H. Sanders A preorder relation for Markov reward
processes . . . . . . . . . . . . . . . 1148--1157
Abdou Kâ Diongue and
Dominique Guégan The stationary seasonal hyperbolic
asymmetric power ARCH model . . . . . . 1158--1164
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Hira L. Koul and
Michael Akritas and
Anton Schick Preface . . . . . . . . . . . . . . . . v--vi
Richard A. Johnson My 25 years as Founding Editor of
\booktitleStatistics & Probability
Letters . . . . . . . . . . . . . . . . vii--viii
Anonymous R. A. Johnson: a brief biography . . . . ix--xix
Anonymous Contents . . . . . . . . . . . . . . . . xxi--xxii
Alexander Aue and
Lajos Horváth and
Josef Steinebach Rescaled range analysis in the presence
of stochastic trend . . . . . . . . . . 1165--1175
Philip J. Boland and
Nóra Ní Chuív Optimal times for software release when
repair is imperfect . . . . . . . . . . 1176--1184
Sándor Csörg\Ho and
Gordon Simons St. Petersburg games with the largest
gains withheld . . . . . . . . . . . . . 1185--1189
Paul Deheuvels A Karhunen--Lo\`eve expansion for a
mean-centered Brownian bridge . . . . . 1190--1200
Kjell Doksum and
Akichika Ozeki and
Jihoon Kim and
Elias Chaibub Neto Thinking outside the box: Statistical
inference based on Kullback--Leibler
empirical projections . . . . . . . . . 1201--1213
Wentao Gu and
George G. Roussas and
Lanh T. Tran On the convergence rate of fixed design
regression estimators for negatively
associated random variables . . . . . . 1214--1224
Victor M. Guerrero Time series smoothing by penalized least
squares . . . . . . . . . . . . . . . . 1225--1234
S. Rao Jammalamadaka and
D. Sengupta Inclusion and exclusion of data or
parameters in the general linear model 1235--1247
Estate Khmaladze and
Ray Brownrigg and
John Haywood Brittle power: On Roman Emperors and
exponential lengths of rule . . . . . . 1248--1257
Masha Kocherginsky and
Xuming He Extensions of the Markov chain marginal
bootstrap . . . . . . . . . . . . . . . 1258--1268
Shu-Min Liao and
Michael Akritas Test-based classification: a linkage
between classification and statistical
testing . . . . . . . . . . . . . . . . 1269--1281
W. Y. Wendy Lou and
James C. Fu On exact Type I and Type II errors of
Cochran's test . . . . . . . . . . . . . 1282--1287
Kishan G. Mehrotra and
Necati E. Ozgencil and
Nancy McCracken Squeezing the last drop: Cluster-based
classification algorithm . . . . . . . . 1288--1299
Yasuhiro Omori Efficient Gibbs sampler for Bayesian
analysis of a sample selection model . . 1300--1311
Andrew L. Rukhin Normal order statistics and sums of
geometric random variables in treatment
allocation problems . . . . . . . . . . 1312--1321
Anton Schick and
Wolfgang Wefelmeyer Prediction in invertible linear
processes . . . . . . . . . . . . . . . 1322--1331
Thorsten Schmidt and
Winfried Stute Shot-noise processes and the minimal
martingale measure . . . . . . . . . . . 1332--1338
Moshe Shaked Stochastic comparisons of multivariate
random sums in the Laplace transform
order, with applications . . . . . . . . 1339--1344
Songyong Sim A test based on quantile score for
$c$-sample randomized block design . . . 1345--1353
Nozer D. Singpurwalla Betting on residual life: The caveats of
conditioning . . . . . . . . . . . . . . 1354--1361
Kam-Wah Tsui and
Shijie Tang Simultaneous testing of multiple
hypotheses using generalized $p$-values 1362--1370
Steve Verrill Rate of convergence of $k$-step Newton
estimators to efficient likelihood
estimators . . . . . . . . . . . . . . . 1371--1376
Min-Yu Xie and
Jian-Hui Ning and
Kai-Tai Fang Orthogonality and $D$-optimality of the
$U$-type design under general Fourier
regression models . . . . . . . . . . . 1377--1384
Song Yang and
Yichuan Zhao Testing treatment effect by combining
weighted log-rank tests and using
empirical likelihood . . . . . . . . . . 1385--1393
In-Kwon Yeo Generalized weighted additive models
based on distribution functions . . . . 1394--1402
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Anonymous Editorial Board . . . . . . . . . . . . ii
Anonymous Publisher's announcement . . . . . . . . v
Dingcheng Wang and
Pingyan Chen and
Chun Su The supremum of random walk with
negatively associated and heavy-tailed
steps . . . . . . . . . . . . . . . . . 1403--1412
Badi H. Baltagi and
Long Liu Alternative ways of obtaining Hausman's
test using artificial regressions . . . 1413--1417
Fabio Bellini and
Leonardo Bottolo Stationarity domains for $ \delta
$-power Garch process with heavy tails 1418--1427
Ji-Chun Liu Stationarity for a Markov-switching
Box--Cox transformed threshold GARCH
process . . . . . . . . . . . . . . . . 1428--1438
S. Y. Hwang and
S. Kim and
S. D. Lee and
I. V. Basawa Generalized least squares estimation for
explosive AR(1) processes with
conditionally heteroscedastic errors . . 1439--1448
S. B. Fotopoulos and
V. K. Jandhyala On Hinkley's estimator: Inference about
the change point . . . . . . . . . . . . 1449--1458
Jeong-Soo Park and
Tae Yoon Kim Fisher information matrix for a
four-parameter kappa distribution . . . 1459--1466
Baha-Eldin Khaledi and
Roohollah Shojaei On stochastic orderings between residual
record values . . . . . . . . . . . . . 1467--1472
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
A. E. Brockwell Universal residuals: a multivariate
transformation . . . . . . . . . . . . . 1473--1478
Luis E. Nieto-Barajas and
Stephen G. Walker Gibbs and autoregressive Markov
processes . . . . . . . . . . . . . . . 1479--1485
John L. Spouge Inequalities on the overshoot beyond a
boundary for independent summands with
differing distributions . . . . . . . . 1486--1489
Dedi Rosadi Identification of moving average process
with infinite variance . . . . . . . . . 1490--1496
T. Bouezmarni and
M. Mesfioui and
J. M. Rolin $ L_1 $-rate of convergence of smoothed
histogram . . . . . . . . . . . . . . . 1497--1504
Matthias Löwe and
Franck Vermet The capacity of $q$-state Potts neural
networks with parallel retrieval
dynamics . . . . . . . . . . . . . . . . 1505--1514
Yufen Huang and
Ching-Ren Cheng and
Tai-Ho Wang Influence analysis of non-Gaussianity by
applying projection pursuit . . . . . . 1515--1521
Qihe Tang and
Raluca Vernic The impact on ruin probabilities of the
association structure among financial
risks . . . . . . . . . . . . . . . . . 1522--1525
David Blondin Rates of strong uniform consistency for
local least squares kernel regression
estimators . . . . . . . . . . . . . . . 1526--1534
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Mindaugas Juodis and
Alfredas Rackauskas A Central Limit Theorem for
self-normalized sums of a linear process 1535--1541
B. Heller and
M. Wang Posterior distribution for negative
binomial parameter $p$ using a group
invariant prior . . . . . . . . . . . . 1542--1548
Sherzod M. Mirakhmedov Asymptotic normality associated with
generalized occupancy problems . . . . . 1549--1558
Yong Ren and
Lanying Hu Reflected backward stochastic
differential equations driven by Lévy
processes . . . . . . . . . . . . . . . 1559--1566
Jianfeng Yang and
Runchu Zhang and
Minqian Liu Construction of fractional factorial
split-plot designs with weak minimum
aberration . . . . . . . . . . . . . . . 1567--1573
Haiyan Chen The generating functions of hitting
times for random walk on trees . . . . . 1574--1579
Lian Liu Estimation of generalized partially
linear models with measurement error
using sufficiency scores . . . . . . . . 1580--1588
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Chen Pingyan and
Gan Shixin Limiting behavior of weighted sums of
i.i.d. random variables . . . . . . . . 1589--1599
Xiangfeng Yang and
Litan Yan Some remarks on local time-space
calculus . . . . . . . . . . . . . . . . 1600--1607
Anestis Antoniadis and
Jéremie Bigot and
Ir\`ene Gijbels Penalized wavelet monotone regression 1608--1621
Takayuki Fujii A note on the asymptotic distribution of
the maximum likelihood estimator in a
non-regular case . . . . . . . . . . . . 1622--1627
Luis J. Rodríguez-Muñiz and
Miguel López-Díaz On the exchange of iterated expectations
of random upper semicontinuous functions 1628--1635
K. Jayakumar and
A. P. Kuttykrishnan A time-series model using asymmetric
Laplace distribution . . . . . . . . . . 1636--1640
Zhengmin Zhang A note on extreme magnitudes of
characteristic functions . . . . . . . . 1641--1643
Wioletta Grzenda and
Dariusz Majerek and
Wies\law Zie\cba Comments to the paper ``On uniform
integrability of random variables'' . . 1644--1646
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
René Blacher Central Limit Theorem by moments . . . . 1647--1651
Y. Sun and
A. C. M. Wong Interval estimation for the normal
correlation coefficient . . . . . . . . 1652--1661
Igor Melnykov and
John T. Chen A connection between self-normalized
products and stable laws . . . . . . . . 1662--1665
Jinhong You and
Haibo Zhou Two-stage efficient estimation of
longitudinal nonparametric additive
models . . . . . . . . . . . . . . . . . 1666--1675
Cody Blaine Hyndman Forward-backward SDEs and the CIR model 1676--1682
Krzysztof Szajowski A game version of the
Cowan--Zabczyk--Bruss' problem . . . . . 1683--1689
Udo Schwingenschlögl Probabilities of majority and minority
violation in proportional representation 1690--1695
Valentin Rousson The gamma coefficient revisited . . . . 1696--1704
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Annalisa Cerquetti A note on Bayesian nonparametric priors
derived from exponentially tilted
Poisson--Kingman models . . . . . . . . 1705--1711
Alexis Devulder The speed of a branching system of
random walks in random environment . . . 1712--1721
Yongtao Guan A least-squares cross-validation
bandwidth selection approach in pair
correlation function estimations . . . . 1722--1729
Soo Hak Sung A note on the exponential inequality for
associated random variables . . . . . . 1730--1736
Manuel Molina and
Inés M. del Puerto and
Alfonso Ramos A class of controlled bisexual branching
processes with mating depending on the
number of progenitor couples . . . . . . 1737--1743
Susanne Ditlevsen A result on the first-passage time of an
Ornstein--Uhlenbeck process . . . . . . 1744--1749
Marie-Françoise Barme-Delcroix and
Ursula Gather Limit laws for multidimensional extremes 1750--1755
Yongchao Ge and
Stuart C. Sealfon and
Chi-Hong Tseng and
Terence P. Speed A Holm-type procedure controlling the
false discovery rate . . . . . . . . . . 1756--1762
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Anonymous Editorial Board . . . . . . . . . . . . ii
Haitao Zheng and
Ishwar V. Basawa First-order observation-driven
integer-valued autoregressive processes 1--9
Johannes Forkman and
Steve Verrill The distribution of McKay's
approximation for the coefficient of
variation . . . . . . . . . . . . . . . 10--14
Jerome P. Reiter Selecting the number of imputed datasets
when using multiple imputation for
missing data and disclosure limitation 15--20
Luis G. Gorostiza and
Martha Takane Some limits related to random iterations
of a lamplighter group . . . . . . . . . 21--26
Reinaldo B. Arellano-Valle and
Marc G. Genton On the exact distribution of the maximum
of absolutely continuous dependent
random variables . . . . . . . . . . . . 27--35
Tsung I. Lin and
Hsiu J. Ho A simplified approach to inverting the
autocovariance matrix of a general $
{\rm ARMA}(p, q) $ process . . . . . . . 36--41
Pedro Terán On a uniform Law of Large Numbers for
random sets and subdifferentials of
random functions . . . . . . . . . . . . 42--49
Fuxia Cheng and
Shuxia Sun A goodness-of-fit test of the errors in
nonlinear autoregressive time series
models . . . . . . . . . . . . . . . . . 50--59
Yu. Mishura and
G. Shevchenko Approximate solutions to anticipative
stochastic differential equations . . . 60--66
Mokhtar H. Konsowa and
Tamer F. Oraby Resistance dimensions of branching
processes in varying environments trees 67--74
Claudio Macci Large deviations for the time-integrated
negative parts of some processes . . . . 75--83
Kevin Ford and
Gérald Tenenbaum Localized large sums of random variables 84--89
Erkan Nane Isoperimetric-type inequalities for
iterated Brownian motion in $ \mathbb
{R}^n $ . . . . . . . . . . . . . . . . 90--95
Anonymous Editorial Board . . . . . . . . . . . . CO2
Aimé Lachal A note on Spitzer identity for random
walk . . . . . . . . . . . . . . . . . . 97--108
Lichun Wang and
Noël Veraverbeke MSE superiority of Bayes and empirical
Bayes estimators in two generalized
seemingly unrelated regressions . . . . 109--117
Fadoua Balabdaoui and
Kaspar Rufibach A second Marshall inequality in convex
estimation . . . . . . . . . . . . . . . 118--126
Xiaoqian Sun and
Xian Zhou Improved minimax estimation of the
bivariate normal precision matrix under
the squared loss . . . . . . . . . . . . 127--134
Bennett Eisenberg On the expectation of the maximum of IID
geometric random variables . . . . . . . 135--143
Kosuke Imai Sharp bounds on the causal effects in
randomized experiments with
``truncation-by-death'' . . . . . . . . 144--149
Alexander Shapiro Asymptotics of minimax stochastic
programs . . . . . . . . . . . . . . . . 150--157
Glaysar Castro and
Valerie Girardin Characterization of periodically
correlated and multivariate stationary
discrete time wide Markov processes . . 158--164
Mohamed T. Madi Improved estimation of an exponential
scale ratio based on records . . . . . . 165--172
Christian-Oliver Ewald A note on the Malliavin derivative
operator under change of variable . . . 173--178
Tomoyuki Amano and
Masanobu Taniguchi Asymptotic efficiency of conditional
least squares estimators for ARCH models 179--185
Marat Ibragimov and
Rustam Ibragimov Optimal constants in the Rosenthal
inequality for random variables with
zero odd moments . . . . . . . . . . . . 186--189
Michael Lechner A note on endogenous control variables
in causal studies . . . . . . . . . . . 190--195
Saralees Nadarajah Explicit expressions for moments of
order statistics . . . . . . . . . . . . 196--205
Anonymous Editorial Board . . . . . . . . . . . . CO2
Hong Zhang and
Hanfeng Chen and
Zhaohai Li An explicit representation of the limit
of the LRT for interval mapping of
quantitative trait loci . . . . . . . . 207--213
Claude Bélisle and
Vince Melfi Independence after adaptive allocation 214--224
I. Rahimov and
W. S. Al-Sabah Limiting behavior of a generalized
branching process with immigration . . . 225--230
Guangyan Jia A class of backward stochastic
differential equations with
discontinuous coefficients . . . . . . . 231--237
Noureddine Berrahou Large deviations probabilities for a
symmetry test statistic based on
delta-sequence density estimation . . . 238--248
A. G. M. Steerneman and
Frederieke van Perlo-ten Kleij The rank of a normally distributed
matrix and positive definiteness of a
noncentral Wishart distributed matrix 249--253
R. G. Kedia and
B. L. Misra On construction of generalized neighbor
design of use in serology . . . . . . . 254--256
Tommaso Proietti Missing data in time series: a note on
the equivalence of the dummy variable
and the skipping approaches . . . . . . 257--264
Yu Miao and
Guangyu Yang The law of the iterated logarithm for
additive functionals of Markov chains 265--270
Félix Belzunce and
José M. Ruiz and
Alfonso Suárez-Llorens On multivariate dispersion orderings
based on the standard construction . . . 271--281
A. K. Aleskeviciene On the existence of moments of ladder
heights . . . . . . . . . . . . . . . . 282--285
A. Zaigraev and
A. Podraza-Karakulska On estimation of the shape parameter of
the gamma distribution . . . . . . . . . 286--295
Niels Haldrup and
Andreu Sansó A note on the Vogelsang test for
additive outliers . . . . . . . . . . . 296--300
N. Balakrishnan and
A. Stepanov Asymptotic properties of the ratio of
order statistics . . . . . . . . . . . . 301--310
Fred M. Hoppe and
Mikhail Nediak Fréchet optimal bounds on the probability
of a union with supplementary
information . . . . . . . . . . . . . . 311--319
Pedro Puig A note on the harmonic law: a
two-parameter family of distributions
for ratios . . . . . . . . . . . . . . . 320--326
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Pavle Mladenovi\'c and
Vladimir Piterbarg On estimation of the exponent of regular
variation using a sample with missing
observations . . . . . . . . . . . . . . 327--335
Yuri V. Borovskikh and
N. C. Weber Asymptotic distributions of
non-degenerate $U$-statistics on trimmed
samples . . . . . . . . . . . . . . . . 336--346
Marcin Dudzi\'nski The almost sure Central Limit Theorems
in the joint version for the maxima and
sums of certain stationary Gaussian
sequences . . . . . . . . . . . . . . . 347--357
Vladimir Vinogradov On approximations for two classes of
Poisson mixtures . . . . . . . . . . . . 358--366
Yun-Xia Li and
Jian-Feng Wang An almost sure Central Limit Theorem for
products of sums under association . . . 367--375
Weihua Zhou and
Robert Serfling Generalized multivariate rank type test
statistics via spatial $U$-quantiles . . 376--383
Lang Wu An approximate method for nonlinear
mixed-effects models with nonignorably
missing covariates . . . . . . . . . . . 384--389
Tapas Kumar Chandra The Borel--Cantelli lemma under
dependence conditions . . . . . . . . . 390--395
Zhishui Hu and
Chunsheng Ma and
John Robinson Empirical saddlepoint approximations of
the Studentized mean under stratified
random sampling . . . . . . . . . . . . 396--401
Dimitrios V. Vougas Generalized least squares transformation
and estimation with autoregressive error 402--404
Shaun S. Wulff The equality of REML and ANOVA
estimators of variance components in
unbalanced normal classification models 405--411
Arthur Charpentier and
Johan Segers Convergence of Archimedean copulas . . . 412--419
Jinadasa Gamage and
Thomas Mathew Inference on mean sub-vectors of two
multivariate normal populations with
unequal covariance matrices . . . . . . 420--425
René Ferland and
François Watier FBSDE approach to utility portfolio
selection in a market with random
parameters . . . . . . . . . . . . . . . 426--434
Youssef Ouknine and
Mohamed Erraoui Equivalence of Volterra processes:
Degenerate case . . . . . . . . . . . . 435--444
James Ledoux Strong convergence of a class of
non-homogeneous Markov arrival processes
to a Poisson process . . . . . . . . . . 445--455
F. Charlot and
M. Rachdi On the statistical properties of a
stationary process sampled by a
stationary point process . . . . . . . . 456--462
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Anthony G. Pakes Order statistics and renormalization . . 463--470
Bruno Jedynak and
Damianos Karakos Finding a needle in a haystack:
Conditions for reliable detection in the
presence of clutter . . . . . . . . . . 471--480
Zhi Jun Guo A note on the CIR process and the
existence of equivalent martingale
measures . . . . . . . . . . . . . . . . 481--487
Dennis Gilliland and
Mingfei Li A note on confidence intervals for the
power of $t$-test . . . . . . . . . . . 488--489
Li Wan and
Jinqiao Duan Exponential stability of non-autonomous
stochastic partial differential
equations with finite memory . . . . . . 490--498
R. J. Karunamuni and
S. Zhang Some improvements on a boundary
corrected kernel density estimator . . . 499--507
Ori Davidov and
Vladimir Griskin A note on constrained estimation in the
simple linear measurement error model 508--517
Neil A. Butler Schur- and $E$-optimal two-level
factorial designs . . . . . . . . . . . 518--527
Shiqiu Zheng and
Shengwu Zhou A generalized existence theorem of
reflected BSDEs with double obstacles 528--536
Khalifa Es-sebaiy and
Youssef Ouknine How rich is the class of processes which
are infinitely divisible with respect to
time? . . . . . . . . . . . . . . . . . 537--547
Yukun Liu and
Changliang Zou and
Runchu Zhang Empirical likelihood for the two-sample
mean problem . . . . . . . . . . . . . . 548--556
Brett Presnell and
Pavlina Rumcheva The mean resultant length of the
spherically projected normal
distribution . . . . . . . . . . . . . . 557--563
R. Giuliano-Antonini and
M. Weber The theta-dependence coefficient and an
Almost Sure Limit Theorem for random
iterative models . . . . . . . . . . . . 564--575
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Frank Aurzada Small deviations for stable processes
via compactness properties of the
parameter set . . . . . . . . . . . . . 577--581
A. Thavaneswaran and
S. Peiris and
S. Appadoo Random coefficient volatility models . . 582--593
Carla Henriques and
Paulo Eduardo Oliveira Large deviations for the empirical mean
of associated random variables . . . . . 594--598
Bing-Yi Jing and
Junqing Yuan and
Wang Zhou Empirical likelihood for non-degenerate
$U$-statistics . . . . . . . . . . . . . 599--607
Manisha Pal and
Nripes Kumar Mandal Minimax designs for optimum mixtures . . 608--615
N. Balakrishnan and
K. Balasubramanian Revisiting Sen's inequalities on order
statistics . . . . . . . . . . . . . . . 616--621
Amit Sen Behaviour of Dickey--Fuller tests when
there is a break under the unit root
null hypothesis . . . . . . . . . . . . 622--628
Hajo Holzmann Testing parametric models in the
presence of instrumental variables . . . 629--636
Ely Merzbach and
Yair Y. Shaki Characterizations of multiparameter Cox
and Poisson processes by the renewal
property . . . . . . . . . . . . . . . . 637--642
M. Ivette Gomes and
Cláudia Neves Asymptotic comparison of the mixed
moment and classical extreme value index
estimators . . . . . . . . . . . . . . . 643--653
Tomasz J. Kozubowski and
John P. Nolan Infinite divisibility of skew Gaussian
and Laplace laws . . . . . . . . . . . . 654--660
Jaakko Nevalainen and
Jyrki Möttönen and
Hannu Oja A spatial rank test and corresponding
estimators for several samples . . . . . 661--668
H. Le On bounded Gaussian processes . . . . . 669--674
Christophe Chesneau On the maxiset comparison between hard
and block thresholding methods . . . . . 675--681
J. M. P. Albin A continuous non-Brownian motion
martingale with Brownian motion marginal
distributions . . . . . . . . . . . . . 682--686
Jiti Gao and
Zudi Lu and
Dag Tjòstheim Moment inequalities for spatial
processes . . . . . . . . . . . . . . . 687--697
August Michal Zapala Unbounded mappings and weak convergence
of measures . . . . . . . . . . . . . . 698--706
Xiao Wei and
Yijun Hu Ruin probabilities for discrete time
risk models with stochastic rates of
interest . . . . . . . . . . . . . . . . 707--715
R. P. Pakshirajan A note on the weak convergence of
probability measures in the $D[0,1]$
space . . . . . . . . . . . . . . . . . 716--719
Paul Kabaila Statistical properties of exact
confidence intervals from discrete data
using Studentized test statistics . . . 720--727
Wai-Sum Chan and
Yin-Ting Chan A note on the autocorrelation properties
of temporally aggregated Markov
switching Gaussian models . . . . . . . 728--735
Hussain Elalaoui-Talibi and
Lisa D. Peterson Convergence in distribution of random
compact sets in Polish spaces . . . . . 736--738
Jean-Pierre Stockis and
Joseph Tadjuidje-Kamgaing and
Jürgen Franke A note on the identifiability of the
conditional expectation for the mixtures
of neural networks . . . . . . . . . . . 739--742
Daiki Maki The size performance of a nonparametric
unit root test under a variance shift 743--748
Jianxi Lin The general principle for precise large
deviations of heavy-tailed random sums 749--758
Serkan Eryilmaz and
James C. Fu Runs in continuous-valued sequences . . 759--765
Ashkan Nikeghbali How badly are the
Burkholder--Davis--Gundy inequalities
affected by arbitrary random times? . . 766--770
Anyue Chen and
Junping Li and
N. I. Ramesh Probabilistic approach in weighted
Markov branching processes . . . . . . . 771--779
Gyeong Suk Choi Some results on subordination,
selfdecomposability and operator
semi-stability . . . . . . . . . . . . . 780--784
T. Khaniyev and
T. Kesemen and
R. Aliyev and
A. Kokangul Asymptotic expansions for the moments of
a semi-Markovian random walk with
exponential distributed interference of
chance . . . . . . . . . . . . . . . . . 785--793
Shanchao Yang and
Chun Su and
Keming Yu A general method to the Strong Law of
Large Numbers and its applications . . . 794--803
Guangming Pan and
Baiqi Miao and
Baisuo Jin Central limit theorem of random
quadratics forms involving random
matrices . . . . . . . . . . . . . . . . 804--809
Ljiljana Petrovi\'c Markovian extensions of a stochastic
process . . . . . . . . . . . . . . . . 810--814
Francisco J. Samaniego and
Moshe Shaked Systems with weighted components . . . . 815--823
Giovanni M. Marchetti and
Elena Stanghellini A note on distortions induced by
truncation with applications to linear
regression systems . . . . . . . . . . . 824--829
Laimonis Kavalieris Uniform convergence of autocovariances 830--838
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Tae-Sung Kim and
Mi-Hwa Ko Complete moment convergence of moving
average processes under dependence
assumptions . . . . . . . . . . . . . . 839--846
Anna Talarczyk A functional ergodic theorem for the
occupation time process of a branching
system . . . . . . . . . . . . . . . . . 847--853
F. Rassoul-Agha and
T. Seppäläinen An almost sure invariance principle for
additive functionals of Markov chains 854--860
Daniel Z. Zanger Talagrand's inductive method and
isoperimetric inequalities involving
random sets . . . . . . . . . . . . . . 861--868
Cecilia Mancini Large deviation principle for an
estimator of the diffusion coefficient
in a jump-diffusion process . . . . . . 869--879
Nicolai Meinshausen A note on the Lasso for Gaussian
graphical model selection . . . . . . . 880--884
Soo Hak Sung A note on the Hajek--Rényi inequality for
associated random variables . . . . . . 885--889
Victor M. Kruglov A Strong Law of Large Numbers for
pairwise independent identically
distributed random variables with
infinite means . . . . . . . . . . . . . 890--895
Mingyao Ai and
Fred J. Hickernell and
Dennis K. J. Lin Optimal foldover plans for regular
$s$-level fractional factorial designs 896--903
James Ledoux On a software reliability model by Koch
and Spreij . . . . . . . . . . . . . . . 904--914
Nao Mimoto Convergence in distribution for the
sup-norm of a kernel density estimator
for GARCH innovations . . . . . . . . . 915--923
George Stoica The Baum--Katz theorem for bounded
subsequences . . . . . . . . . . . . . . 924--926
Roel Braekers and
Noël Veraverbeke A conditional Koziol--Green model under
dependent censoring . . . . . . . . . . 927--937
Debasis Bhattacharya and
Francisco J. Samaniego On the optimal allocation of components
within coherent systems . . . . . . . . 938--943
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Ismihan Bairamov and
Barry C. Arnold On the residual lifelengths of the
remaining components in an $ n - k + 1 $
out of $n$ system . . . . . . . . . . . 945--952
Jaya P. N. Bishwal Large deviations in testing fractional
Ornstein--Uhlenbeck models . . . . . . . 953--962
Li-Wen Xu and
Song-Gui Wang A new generalized $p$-value for ANOVA
under heteroscedasticity . . . . . . . . 963--969
Marcin Kozak and
Andrzej Zieli\'nski and
Sarjinder Singh Stratified two-stage sampling in
domains: Sample allocation between
domains, strata, and sampling stages . . 970--974
Damianos Karakos and
Sanjeev Khudanpur and
David J. Marchette and
Adrian Papamarcou and
Carey E. Priebe On the minimization of concave
information functionals for unsupervised
classification via decision trees . . . 975--984
Jean-Luc Marichal and
Ivan Kojadinovic Distribution functions of linear
combinations of lattice polynomials from
the uniform distribution . . . . . . . . 985--991
Feike C. Drost and
Ramon van den Akker and
Bas J. M. Werker Note on integer-valued bilinear time
series models . . . . . . . . . . . . . 992--996
Dominique Chabot-Hallé and
Pierre Duchesne Diagnostic checking of multivariate
nonlinear time series models with
martingale difference errors . . . . . . 997--1005
L. Baringhaus and
N. Henze A new weighted integral goodness-of-fit
statistic for exponentiality . . . . . . 1006--1016
Qunying Wu and
Yuanying Jiang Some strong limit theorems for $ \tilde
\rho $-mixing sequences of random
variables . . . . . . . . . . . . . . . 1017--1023
Sheng-Jun Fan and
Jian-Hua Hu A limit theorem for solutions to BSDEs
in the space of processes . . . . . . . 1024--1033
Mohammed Boukili Makhoukhi An approximation for the power function
of a non-parametric test of fit . . . . 1034--1042
K. Benhenni and
S. Hedli-Griche and
M. Rachdi and
P. Vieu Consistency of the regression estimator
with functional data under long memory
conditions . . . . . . . . . . . . . . . 1043--1049
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Yong Zhang and
Xiao-Yun Yang Precise asymptotics in the law of the
iterated logarithm and the complete
convergence for uniform empirical
process . . . . . . . . . . . . . . . . 1051--1055
Daniele De Martini Reproducibility probability estimation
for testing statistical hypotheses . . . 1056--1061
Zhidong Wang Existence and uniqueness of solutions to
stochastic Volterra equations with
singular kernels and non-Lipschitz
coefficients . . . . . . . . . . . . . . 1062--1071
Yaming Yu On the maximal correlation coefficient 1072--1075
P. Vellaisamy and
Sushmita Jain Estimating the parameter of the
population selected from discrete
exponential family . . . . . . . . . . . 1076--1087
Ana Cristina Moreira Freitas and
Jorge Milhazes Freitas On the link between dependence and
independence in extreme value theory for
dynamical systems . . . . . . . . . . . 1088--1093
David Farchione and
Paul Kabaila Confidence intervals for the normal mean
utilizing prior information . . . . . . 1094--1100
David D. Hanagal Modelling heterogeneity for bivariate
survival data by the log-normal
distribution . . . . . . . . . . . . . . 1101--1109
John C. Wierman and
Pengfei Xiang A general SLLN for the one-dimensional
class cover problem . . . . . . . . . . 1110--1118
Lu Lin and
Lin Tan Proper Bayesian estimating equation
based on Hilbert space method . . . . . 1119--1127
Boris Labrador Strong pointwise consistency of the $
k_T $-occupation time density estimator 1128--1137
Rong Liu and
Yong Shi Sampling based succinct matrix
approximation . . . . . . . . . . . . . 1138--1147
Litan Yan and
Xiangfeng Yang and
Yunsheng Lu $p$-Variation of an integral functional
driven by fractional Brownian motion . . 1148--1157
Marcin Przystalski and
Pawe\l Krajewski Erratum to ``Constrained estimators of
treatment parameters in semiparametric
models'' [Statist. Probab. Lett. \bf 77
(2007) 914--919] . . . . . . . . . . . . 1158--1159
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Sanjib Basu and
Nader Ebrahimi A note on a transformation under
censoring with application to partial
least squares regression . . . . . . . . 1161--1164
Iraj Yadegari and
Abbas Gerami and
Majid Jafari Khaledi A generalization of the Balakrishnan
skew-normal distribution . . . . . . . . 1165--1167
Antai Wang A note on checking the Clayton model
assumption based on left-truncated
bivariate data . . . . . . . . . . . . . 1168--1173
Maxim Finkelstein and
Veronica Esaulova On asymptotic failure rates in bivariate
frailty competing risks models . . . . . 1174--1180
Michael Ludkovski and
Ludger Rüschendorf On comonotonicity of Pareto optimal risk
sharing . . . . . . . . . . . . . . . . 1181--1188
Thomas Laloë A $k$-nearest neighbor approach for
functional regression . . . . . . . . . 1189--1193
Lai Ping Ho and
D. Stoyan Modelling marked point patterns by
intensity-marked Cox processes . . . . . 1194--1199
Youssef Ouknine and
Mohamed Erraoui Noncanonical representation with an
infinite-dimensional orthogonal
complement . . . . . . . . . . . . . . . 1200--1205
Aleksandras Baltrunas and
Remigijus Leipus and
Jonas Siaulys Precise large deviation results for the
total claim amount under subexponential
claim sizes . . . . . . . . . . . . . . 1206--1214
Pingyan Chen and
Shixin Gan On moments of the maximum of normed
partial sums of $ \rho $-mixing random
variables . . . . . . . . . . . . . . . 1215--1221
Yi Yan When do cylinder $ \sigma $-algebras
equal Borel $ \sigma $-algebras in
Polish spaces? . . . . . . . . . . . . . 1222--1225
Tereza Neocleous and
Stephen Portnoy On monotonicity of regression quantile
functions . . . . . . . . . . . . . . . 1226--1229
Jürg Hüsler and
Yueming Zhang On first and last ruin times of Gaussian
processes . . . . . . . . . . . . . . . 1230--1235
J. Ahmadi and
N. Balakrishnan Nonparametric confidence intervals for
quantile intervals and quantile
differences based on record statistics 1236--1245
R. A. Vitale On the Gaussian representation of
intrinsic volumes . . . . . . . . . . . 1246--1249
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Krzysztof Oleszkiewicz On fake Brownian motions . . . . . . . . 1251--1254
Yun-Zhi Yan and
Han-Xing Wang and
Jun Wang and
Xiang-Feng Yin $ H(n) $-factors in random graphs . . . 1255--1258
Mohamed El Otmani BSDE driven by a simple Lévy process with
continuous coefficient . . . . . . . . . 1259--1265
Víctor Leiva and
Antonio Sanhueza and
Andrés Silva and
Manuel Galea A new three-parameter extension of the
inverse Gaussian distribution . . . . . 1266--1273
V. V. Anh and
N. N. Leonenko Log-normal, log-gamma and log-negative
inverted gamma scenarios in multifractal
products of stochastic processes . . . . 1274--1282
Soo Hak Sung A note on the complete convergence for
arrays of rowwise independent random
elements . . . . . . . . . . . . . . . . 1283--1289
Andrew L. Rukhin and
Ronny Vallejos Codispersion coefficients for spatial
and temporal series . . . . . . . . . . 1290--1300
H. Ferreira and
L. Pereira How to compute the extremal index of
stationary random fields . . . . . . . . 1301--1304
K. Farahmand and
C. T. Stretch Algebraic polynomials with random
non-symmetric coefficients . . . . . . . 1305--1313
David Kaziska and
Anuj Srivastava The Karcher mean of a class of symmetric
distributions on the circle . . . . . . 1314--1316
Jiwei Wen and
Zhengyan Lin Asymptotic properties for Cauchy's
principal values of Brownian and random
walk local time . . . . . . . . . . . . 1317--1327
Yoshihide Kakizawa Multiple comparisons of several
heteroscedastic multivariate populations 1328--1338
K. S. Lii and
M. Rosenblatt Prolate spheroidal spectral estimates 1339--1348
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Jorge Navarro Characterizations using the bivariate
failure rate function . . . . . . . . . 1349--1354
S. D. Krishnarani and
K. Jayakumar A class of autoregressive processes . . 1355--1361
Gengqian Cai and
Sanat K. Sarkar Modified Simes' critical values under
independence . . . . . . . . . . . . . . 1362--1368
S. Satheesh and
E. Sandhya and
K. E. Rajasekharan A generalization and extension of an
autoregressive model . . . . . . . . . . 1369--1374
I. V. Basawa and
U. N. Bhat and
J. Zhou Parameter estimation using partial
information with applications to
queueing and related models . . . . . . 1375--1383
Katusi Fukuyama and
Yôhei Ueno On the Central Limit Theorem and the law
of the iterated logarithm . . . . . . . 1384--1387
Jozef Kiselák and
Milan Stehlík Equidistant and $D$-optimal designs for
parameters of Ornstein--Uhlenbeck
process . . . . . . . . . . . . . . . . 1388--1396
Julien Chiquet and
Nikolaos Limnios A method to compute the transition
function of a piecewise deterministic
Markov process with application to
reliability . . . . . . . . . . . . . . 1397--1403
Abdou Kâ Diongue and
Aliou Diop and
Mor Ndongo Seasonal fractional ARIMA with stable
innovations . . . . . . . . . . . . . . 1404--1411
Anouar Ben Mabrouk A higher order multifractal formalism 1412--1421
Junfeng Shang and
Joseph E. Cavanaugh An assumption for the development of
bootstrap variants of the Akaike
information criterion in mixed models 1422--1429
André Klein and
Guy Mélard and
Abdessamad Saidi The asymptotic and exact Fisher
information matrices of a vector ARMA
process . . . . . . . . . . . . . . . . 1430--1433
Fuxia Cheng Extended Glivenko--Cantelli Theorem in $
{\rm ARCH}(p) $-time series . . . . . . 1434--1439
Samuel Müller and
Kaspar Rufibach On the max-domain of attraction of
distributions with log-concave densities 1440--1444
Mi-Ok Kim and
Mai Zhou Empirical likelihood for linear models
in the presence of nuisance parameters 1445--1451
Vasudevan Mangalam and
Gopalan M. Nair and
Yun Zhao On computation of NPMLE for
middle-censored data . . . . . . . . . . 1452--1458
Bronius Grigelionis On Pólya mixtures of multivariate
Gaussian distributions . . . . . . . . . 1459--1465
An Jun and
Yuan Demei Complete convergence of weighted sums
for $ \rho *$-mixing sequence of random
variables . . . . . . . . . . . . . . . 1466--1472
Xiaohong Chen and
Yingyao Hu and
Arthur Lewbel A note on the closed-form identification
of regression models with a mismeasured
binary regressor . . . . . . . . . . . . 1473--1479
Markus Haas The autocorrelation structure of the
Markov-switching asymmetric power GARCH
process . . . . . . . . . . . . . . . . 1480--1489
Hemant Ishwaran and
J. Sunil Rao Clustering gene expression profile data
by selective shrinkage . . . . . . . . . 1490--1497
Adam M. Johansen and
Arnaud Doucet A note on auxiliary particle filters . . 1498--1504
Serkan Eryilmaz Distribution of runs in a sequence of
exchangeable multi-state trials . . . . 1505--1513
Xin He A problem on extreme magnitudes of
characteristic functions: The general
case . . . . . . . . . . . . . . . . . . 1514--1516
Konstantin Borovkov and
Alexander Novikov On exit times of Lévy-driven
Ornstein--Uhlenbeck processes . . . . . 1517--1525
Isaac M. Sonin A generalized Gittins index for a Markov
chain and its recursive calculation . . 1526--1533
K. B. Athreya Growth rates for pure birth Markov
chains . . . . . . . . . . . . . . . . . 1534--1540
Xinxin Jiang and
Marjorie Hahn A self-normalized Central Limit Theorem
for $ \rho $-mixing stationary sequences 1541--1547
Jayanta Kumar Pal Spiking problem in monotone regression:
Penalized residual sum of squares . . . 1548--1556
Ye Xia Two refinements of the Chernoff bound
for the sum of nonidentical Bernoulli
random variables . . . . . . . . . . . . 1557--1559
Xuemei Hu and
Zhizhong Wang and
Feng Liu Zero finite-order serial correlation
test in a semi-parametric
varying-coefficient partially linear
errors-in-variables model . . . . . . . 1560--1569
Joanna Jaroszewska How to construct asymptotically stable
iterated function systems . . . . . . . 1570--1576
Tomasz Rychlik Extreme variances of order statistics in
dependent samples . . . . . . . . . . . 1577--1582
Zbigniew S. Szewczak Edgeworth expansions in operator form 1583--1592
Daniela Marella and
Mauro Scanu and
Pier Luigi Conti On the matching noise of some
nonparametric imputation procedures . . 1593--1600
Nadia Bensa\"\id and
Ouafae Yazourh-Benrabah Spectral density estimation for linear
processes with dependent innovations . . 1601--1611
Robert M. Mnatsakanov Hausdorff moment problem: Reconstruction
of distributions . . . . . . . . . . . . 1612--1618
Dale Umbach Some moment relationships for
multivariate skew-symmetric
distributions . . . . . . . . . . . . . 1619--1623
Xueqin Wang and
Hanxiang Peng Moment estimation in a semiparametric
generalized linear model . . . . . . . . 1624--1633
Stéphane Girard and
Pierre Jacob A note on extreme values and kernel
estimators of sample boundaries . . . . 1634--1638
F. S. Milienos and
M. V. Koutras A lower bound for the reliability
function of multiple failure mode
systems . . . . . . . . . . . . . . . . 1639--1648
Ajay Jasra and
Chao Yang A regeneration proof of the Central
Limit Theorem for uniformly ergodic
Markov chains . . . . . . . . . . . . . 1649--1655
Tonglin Zhang Limiting distribution of the $G$
statistics . . . . . . . . . . . . . . . 1656--1661
Anna Dembi\'nska $k$ th records from geometric
distribution . . . . . . . . . . . . . . 1662--1670
S. Freels and
K. Sinha $R$-squared for general regression
models in the presence of sampling
weights . . . . . . . . . . . . . . . . 1671--1672
M. B. Vermaat and
F. H. van der Meulen and
R. J. M. M. Does Asymptotic behavior of the variance of
the EWMA statistic for autoregressive
processes . . . . . . . . . . . . . . . 1673--1682
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Shouquan Chen and
Zhengyan Lin Almost sure functional Central Limit
Theorems for weakly dependent sequences 1683--1693
Hyoung-Moon Kim A note on scale mixtures of skew normal
distribution . . . . . . . . . . . . . . 1694--1701
M. D. Esteban and
T. Hobza and
D. Morales and
Y. Marhuenda Divergence-based tests for model
diagnostic . . . . . . . . . . . . . . . 1702--1710
Claudio Asci and
Gérard Letac and
Mauro Piccioni Beta-hypergeometric distributions and
random continued fractions . . . . . . . 1711--1721
A. Jamalizadeh and
J. Behboodian and
N. Balakrishnan A two-parameter generalized skew-normal
distribution . . . . . . . . . . . . . . 1722--1726
Qingbin Meng and
Xin Zhang and
Junyi Guo On a risk model with dependence between
claim sizes and claim intervals . . . . 1727--1734
Hyeonah Park and
Seongryong Na and
Jongwoo Jeon Estimation using response probability
under callbacks . . . . . . . . . . . . 1735--1741
Dayue Chen and
Bei Wei and
Fuxi Zhang A note on the finite collision property
of random walks . . . . . . . . . . . . 1742--1747
Sam Efromovich Nonparametric regression estimation with
assigned risk . . . . . . . . . . . . . 1748--1756
Catalina Bolancé and
Montserrat Guillén and
Jens Perch Nielsen Inverse beta transformation in kernel
density estimation . . . . . . . . . . . 1757--1764
Chien-Yu Peng The first negative moment in the sense
of the Cauchy principal value . . . . . 1765--1774
Kai Liu Stationary solutions of retarded
Ornstein--Uhlenbeck processes in Hilbert
spaces . . . . . . . . . . . . . . . . . 1775--1783
Telles Timóteo da Silva and
Marcelo D. Fragoso Sample paths of jump-type Fleming--Viot
processes with bounded mutation
operators . . . . . . . . . . . . . . . 1784--1791
Bander Al-Zahrani and
Jordan Stoyanov Moment inequalities for DVRL
distributions, characterization and
testing for exponentiality . . . . . . . 1792--1799
Adrian Röllin A note on the exchangeability condition
in Stein's method . . . . . . . . . . . 1800--1806
Tatiyana V. Apanasovich and
Edward Goldstein On prediction error in functional linear
regression . . . . . . . . . . . . . . . 1807--1810
Victor J. Yohai Optimal robust estimates using the
Kullback--Leibler divergence . . . . . . 1811--1816
Christian H. Weiß The combined INAR(p) models for time
series of counts . . . . . . . . . . . . 1817--1822
Zhengyuan Wei and
Xinsheng Zhang A matrix version of Chernoff inequality 1823--1825
Eiichi Isogai and
Andreas Futschik On the convergence rate of sequential
fixed-width confidence intervals for
normal parameters . . . . . . . . . . . 1826--1834
Hu Yang and
Zhimin Zhang and
Chunmei Lan On the time value of absolute ruin for a
multi-layer compound Poisson model under
interest force . . . . . . . . . . . . . 1835--1845
Jun Sekine Marginal distribution of some
path-dependent stochastic volatility
model . . . . . . . . . . . . . . . . . 1846--1850
Paolo Gibilisco and
Daniele Imparato and
Tommaso Isola Stam inequality on $ Z_n $ . . . . . . . 1851--1856
Ehab F. Abd-Elfattah Bivariate stopped-sum distributions
using saddlepoint methods . . . . . . . 1857--1862
Kevin Loquin and
Olivier Strauss Histogram density estimators based upon
a fuzzy partition . . . . . . . . . . . 1863--1868
Robert M. Mnatsakanov Hausdorff moment problem: Reconstruction
of probability density functions . . . . 1869--1877
Alexander Y. Gordon and
Peter Salzman Optimality of the Holm procedure among
general step-down multiple testing
procedures . . . . . . . . . . . . . . . 1878--1884
Rachel MacKay Altman A variance component test for mixed
hidden Markov models . . . . . . . . . . 1885--1893
Kyungduk Ko and
Jaechoul Lee and
Robert Lund Confidence intervals for long memory
regressions . . . . . . . . . . . . . . 1894--1902
Melanie Birke Central limit theorems for the
integrated squared error of derivative
estimators . . . . . . . . . . . . . . . 1903--1913
Ray-Bing Chen and
Weng Kee Wong and
Kun-Yu Li Optimal minimax designs over a
prespecified interval in a
heteroscedastic polynomial model . . . . 1914--1921
Guillaume Marrelec and
Habib Benali Conditional independence between two
variables given any conditioning subset
implies block diagonal covariance matrix
for multivariate Gaussian distributions 1922--1928
Toshio Nakata Collision probability for an occupancy
problem . . . . . . . . . . . . . . . . 1929--1932
Yong-Dao Zhou and
Jian-Hui Ning and
Xie-Bing Song Lee discrepancy and its applications in
experimental designs . . . . . . . . . . 1933--1942
Dimitrios V. Vougas Unit root testing based on BLUS
residuals . . . . . . . . . . . . . . . 1943--1947
Riccardo Gatto A saddlepoint approximation to the
probability of ruin in the compound
Poisson process with diffusion . . . . . 1948--1954
Mohammad Z. Raqab and
N. Balakrishnan Prediction intervals for future records 1955--1963
Jiang-Feng Wang and
Han-Ying Liang A note on the almost sure Central Limit
Theorem for negatively associated fields 1964--1970
Anuradha Roy and
Ricardo Leiva Likelihood ratio tests for triply
multivariate data with structured
correlation on spatial repeated
measurements . . . . . . . . . . . . . . 1971--1980
Fabiola Del Greco M. and
Marco Di Marzio and
Agnese Panzera A new class of excited random walks on
trees . . . . . . . . . . . . . . . . . 1981--1989
Sangyeol Lee and
Junmo Song Test for parameter change in ARMA models
with GARCH innovations . . . . . . . . . 1990--1998
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Tien-Chung Hu and
Andrew Rosalsky and
Andrei Volodin On convergence properties of sums of
dependent random variables under second
moment and covariance restrictions . . . 1999--2005
Fuxiang Liu and
Yanyan Liu The failure rate properties of a bimodal
mixture of normal distributions in an
unequal variance case . . . . . . . . . 2006--2009
Raúl Gouet and
F. Javier López and
Gerardo Sanz Laws of large numbers for the number of
weak records . . . . . . . . . . . . . . 2010--2017
Weiguo Yang and
Xue Yang A note on strong limit theorems for
arbitrary stochastic sequences . . . . . 2018--2023
Wenge Guo and
M. Bhaskara Rao On optimality of the Benjamini--Hochberg
procedure for the false discovery rate 2024--2030
Youri Davydov and
Vladimir Rotar On a non-classical invariance principle 2031--2038
Roy Cerqueti and
Mauro Costantini On the asymptotic behaviour of random
matrices in a multivariate statistical
model . . . . . . . . . . . . . . . . . 2039--2045
Krzysztof D\kebicki and
Pawe\l Kisowski A note on upper estimates for Pickands
constants . . . . . . . . . . . . . . . 2046--2051
Yuquan Xie A bilateral inequality on the
Borel--Cantelli Lemma . . . . . . . . . 2052--2057
A. Gerami Incomplete factorial experiments in
completely randomized and randomized
complete block designs . . . . . . . . . 2058--2065
Takayuki Fujii On weak convergence of the likelihood
ratio process in multi-phase regression
models . . . . . . . . . . . . . . . . . 2066--2074
Yaozhong Hu and
David Nualart and
Xiaoming Song A singular stochastic differential
equation driven by fractional Brownian
motion . . . . . . . . . . . . . . . . . 2075--2085
Haili Yuan and
Yijun Hu Absolute ruin in the compound Poisson
risk model with constant dividend
barrier . . . . . . . . . . . . . . . . 2086--2094
H. J. Moon The functional CLT for linear processes
generated by mixing random variables
with infinite variance . . . . . . . . . 2095--2101
Tae-Sung Kim and
Mi-Hwa Ko A Central Limit Theorem for the linear
process generated by associated random
variables in a Hilbert space . . . . . . 2102--2109
Tae-Sung Kim and
Mi-Hwa Ko and
Kwang-Hee Han On the almost sure convergence for a
linear process generated by negatively
associated random variables in a Hilbert
space . . . . . . . . . . . . . . . . . 2110--2115
J. Gani and
R. J. Swift An unexpected result in an approximate
carrier-borne epidemic process . . . . . 2116--2120
Alexey Shashkin A strong invariance principle for
positively or negatively associated
random fields . . . . . . . . . . . . . 2121--2129
E. Lebensztayn and
P. M. Rodríguez The disk-percolation model on graphs . . 2130--2136
Gang Shen Asymptotics of Oja Median Estimate . . . 2137--2141
M. Arashi and
S. M. M. Tabatabaey Stein-type improvement under stochastic
constraints: Use of multivariate
Student-$t$ model in regression . . . . 2142--2153
Christian Houdré and
Nicolas Privault Isoperimetric and related bounds on
configuration spaces . . . . . . . . . . 2154--2164
Ljuben R. Mutafchiev Survival probabilities for $N$-ary
subtrees on a Galton--Watson family tree 2165--2170
N. Chopin On the equivalence between standard and
sequentially ordered hidden Markov
models . . . . . . . . . . . . . . . . . 2171--2174
Kouji Yano and
Yuko Yano Remarks on the density of the law of the
occupation time for Bessel bridges and
stable excursions . . . . . . . . . . . 2175--2180
Richard A. Vitale and
Yazhen Wang The Wills functional for Poisson
processes . . . . . . . . . . . . . . . 2181--2187
Jorge G. Morel and
Nagaraj K. Neerchal Ratio estimation via Poisson regression
and Generalized Estimating Equations . . 2188--2193
Robert Breunig Nonparametric density estimation for
stratified samples . . . . . . . . . . . 2194--2200
Constantin Tudor Inner product spaces of integrands
associated to subfractional Brownian
motion . . . . . . . . . . . . . . . . . 2201--2209
Jean-Marie Monnez Stochastic approximation of the factors
of a generalized canonical correlation
analysis . . . . . . . . . . . . . . . . 2210--2216
Tapan K. Nayak and
Sudip Bose and
Subrata Kundu On inconsistency of estimators of
parameters of non-homogeneous Poisson
process models for software reliability 2217--2221
Antonio Colangelo A study on LTD and RTI positive
dependence orderings . . . . . . . . . . 2222--2229
Artëm Sapozhnikov Convergence rates in the local renewal
theorem . . . . . . . . . . . . . . . . 2230--2233
Mohammad Hossein Alamatsaz and
Somayyeh Abbasi Ordering comparison of negative binomial
random variables with their mixtures . . 2234--2239
Davy Paindaveine A canonical definition of shape . . . . 2240--2247
A. Di Crescenzo and
V. Giorno and
A. G. Nobile and
L. M. Ricciardi A note on birth-death processes with
catastrophes . . . . . . . . . . . . . . 2248--2257
Yong Chen and
Min-Ping Qian and
Jian-Sheng Xie On the relation between reversibility
and monotonicity of fluctuation spectra
for discrete time finite state Markov
chains . . . . . . . . . . . . . . . . . 2258--2264
Kotaro Endo and
Muneya Matsui The stationarity of multidimensional
generalized Ornstein--Uhlenbeck
processes . . . . . . . . . . . . . . . 2265--2272
Héctor W. Gómez and
Osvaldo Venegas Erratum to: ``A new family of
slash-distributions with elliptical
contours'' [Statist. Probab. Lett. \bf
77 (2007) 717--725] . . . . . . . . . . 2273--2274
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
E. Bura and
R. Pfeiffer On the distribution of the left singular
vectors of a random matrix and its
applications . . . . . . . . . . . . . . 2275--2280
Siyan Xu Explicit solutions for multivalued
stochastic differential equations . . . 2281--2292
Ralph P. Russo and
Nariankadu D. Shyamalkumar On the convergence of the empirical mass
function . . . . . . . . . . . . . . . . 2293--2299
Frank Aurzada A short note on small deviations of
sequences of i.i.d. random variables
with exponentially decreasing weights 2300--2307
Abdelhamid Hassairi and
Ons Regaieg On the Tukey depth of a continuous
probability distribution . . . . . . . . 2308--2313
Mario Lefebvre The gambler's ruin problem for a Markov
chain related to the Bessel process . . 2314--2320
David M. Nickerson Counting by weighing and its effect on
comparing population proportions . . . . 2321--2326
Janine E. Janosky Statistical testing alone and estimation
plus testing: Reporting study outcomes
in biomedical journals . . . . . . . . . 2327--2331
Masahiro Kuroda and
Michio Sakakihara and
Zhi Geng Acceleration of the EM and ECM
algorithms using the Aitken $ \delta^2 $
method for log-linear models with
partially classified data . . . . . . . 2332--2338
Barry James and
Kang James and
Yongcheng Qi Limit theorems for correlated Bernoulli
random variables . . . . . . . . . . . . 2339--2345
N. Balakrishnan and
Tomasz J. Kozubowski A class of weighted Poisson processes 2346--2352
Edward Furman On a multivariate gamma distribution . . 2353--2360
Jinqiao Duan and
Jia-an Yan General matrix-valued inhomogeneous
linear stochastic differential equations
and applications . . . . . . . . . . . . 2361--2365
Mike Jacroux A note on the construction of optimal
main effects plans in blocks of size two 2366--2370
Madhuja Mallick and
Nalini Ravishanker and
Nandini Kannan Bivariate positive stable frailty models 2371--2377
J. Mi and
W. Shi and
Y. Y. Zhou Some properties of convolutions of
Pascal and Erlang random variables . . . 2378--2387
Konrad Banachewicz and
Aad van der Vaart Tail dependence of skewed grouped
$t$-distributions . . . . . . . . . . . 2388--2399
Johan Jonasson Dynamical circle covering with
homogeneous Poisson updating . . . . . . 2400--2403
C. Vignat and
S. Bhatnagar An extension of Wick's theorem . . . . . 2404--2407
Alexandre Rodrigues and
Renato Assunção Propriety of posterior in Bayesian space
varying parameter models with normal
data . . . . . . . . . . . . . . . . . . 2408--2411
Juliang Yin On solutions of a class of infinite
horizon FBSDEs . . . . . . . . . . . . . 2412--2419
Yi-Ting Hwang and
Chun-chao Wang A goodness of fit test for
left-truncated and right-censored data 2420--2425
Kam-Chuen Yuen and
Ming Zhou and
Junyi Guo On a risk model with debit interest and
dividend payments . . . . . . . . . . . 2426--2432
M. F. Brilhante and
S. Kotz Infinite divisibility of the spacings of
a Kotz--Kozubowski--Podgórski generalized
Laplace model . . . . . . . . . . . . . 2433--2436
Stratis Kounias and
Miltiadis Chalikias Estimability of parameters in a linear
model and related characterizations . . 2437--2439
Jacobo de Uña-Álvarez and
Luis F. Meira-Machado A simple estimator of the bivariate
distribution function for censored gap
times . . . . . . . . . . . . . . . . . 2440--2445
Guoxin Liu and
Ying Wang On the expected discounted penalty
function for the continuous-time
compound binomial risk model . . . . . . 2446--2455
K. K. Jose and
Lishamol Tomy and
J. Sreekumar Autoregressive processes with
normal-Laplace marginals . . . . . . . . 2456--2462
Timothy L. McMurry and
Dimitris N. Politis Bootstrap confidence intervals in
nonparametric regression with built-in
bias correction . . . . . . . . . . . . 2463--2469
Katarzyna Filipiak and
Rafal Róza\'nski and
Aneta Sawikowska and
Dominika Wojtera-Tyrakowska On the $E$-optimality of complete
designs under an interference model . . 2470--2477
Uwe Küchler and
Stefan Tappe On the shapes of bilateral Gamma
densities . . . . . . . . . . . . . . . 2478--2484
Jean-François Coeurjolly Bahadur representation of sample
quantiles for functional of Gaussian
dependent sequences under a minimal
assumption . . . . . . . . . . . . . . . 2485--2489
Leng-Cheng Hwang and
Rohana J. Karunamuni Asymptotically pointwise optimal
allocation rules in Bayes sequential
estimation . . . . . . . . . . . . . . . 2490--2495
Jie Chen and
Min-Qian Liu Optimal mixed-level supersaturated
design with general number of runs . . . 2496--2502
George G. Roussas and
Debasis Bhattacharya Hájek--Inagaki representation theorem,
under a general stochastic processes
framework, based on stopping times . . . 2503--2510
Wojciech Sarnowski and
Krzysztof Szajowski On-line detection of a part of a
sequence with unspecified distribution 2511--2516
Davit Varron Some asymptotic results on density
estimators by wavelet projections . . . 2517--2521
Sourabh Bhattacharya Consistent estimation of the accuracy of
importance sampling using regenerative
simulation . . . . . . . . . . . . . . . 2522--2527
K. Kubilius On the convergence of stochastic
integrals with respect to
$p$-semimartingales . . . . . . . . . . 2528--2535
Rafal Kulik and
Mohamedou Ould Haye Trimmed sums of long range dependent
moving averages . . . . . . . . . . . . 2536--2542
Rosa M. Crujeiras and
Rubén Fernández-Casal and
Wenceslao González-Manteiga An $ L_2 $-test for comparing spatial
spectral densities . . . . . . . . . . . 2543--2551
Chun-hua Zhu and
Qi-bing Gao The uniform approximation of the tail
probability of the randomly weighted
sums of subexponential random variables 2552--2558
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Liuquan Sun and
Xian Zhou Inference in the additive risk model
with time-varying covariates subject to
measurement errors . . . . . . . . . . . 2559--2566
Maria Karlsson and
Thomas Laitila A semiparametric regression estimator
under left truncation and right
censoring . . . . . . . . . . . . . . . 2567--2571
Sundarraman Subramanian and
Dipankar Bandyopadhyay Semiparametric left truncation and right
censorship models with missing censoring
indicators . . . . . . . . . . . . . . . 2572--2577
Antai Wang and
David Oakes Some properties of the Kendall
distribution in bivariate Archimedean
copula models under censoring . . . . . 2578--2583
Mohammed Debbarh and
Vivian Viallon Testing additivity in nonparametric
regression under random censorship . . . 2584--2591
Chris J. Lloyd More powerful exact tests of binary
matched pairs . . . . . . . . . . . . . 2592--2596
K. B. Kulasekera and
Meng Zhao A pointwise Bayes-type estimator of the
survival probability with censored data 2597--2603
Yingwei Peng and
Jiajia Zhang Identifiability of a mixture cure
frailty model . . . . . . . . . . . . . 2604--2608
P. Cabilio and
J. Peng Multiple rank-based testing for ordered
alternatives with incomplete data . . . 2609--2613
Xiao Li and
Yaohua Wu and
Dongsheng Tu A Bartlett type correction for Wald test
in Cox regression model . . . . . . . . 2614--2622
Pavel V. Gapeev The integral option in a model with
jumps . . . . . . . . . . . . . . . . . 2623--2631
Jérôme Lelong Almost sure convergence of randomly
truncated stochastic algorithms under
verifiable conditions . . . . . . . . . 2632--2636
Marlo Brown Monitoring a Poisson process in several
categories subject to changes in the
arrival rates . . . . . . . . . . . . . 2637--2643
Mostafa Mashayekhi On construction of consistent mixing
distributions for compound decisions . . 2644--2646
K. Triantafyllopoulos Missing observation analysis for
matrix-variate time series data . . . . 2647--2653
Joel A. Middleton Bias of the regression estimator for
experiments using clustered random
assignment . . . . . . . . . . . . . . . 2654--2659
Nengxiang Ling The Bahadur representation for sample
quantiles under negatively associated
sequence . . . . . . . . . . . . . . . . 2660--2663
Lin Yu Orlicz norm inequalities for
operator-valued martingale transforms 2664--2670
Slavko Simic On a new moments inequality . . . . . . 2671--2678
Jianxi Lin A one-sided large deviation local limit
theorem . . . . . . . . . . . . . . . . 2679--2684
José M. Corcuera Approximate predictive pivots for
autoregressive processes . . . . . . . . 2685--2691
Xiaoyu Xing and
Wei Zhang and
Yiming Jiang On the time to ruin and the deficit at
ruin in a risk model with double-sided
jumps . . . . . . . . . . . . . . . . . 2692--2699
João Nicolau Modeling financial time series through
second-order stochastic differential
equations . . . . . . . . . . . . . . . 2700--2704
S. P. Teke and
S. R. Deshmukh Inverse renewal thinning of Cox and
renewal processes . . . . . . . . . . . 2705--2708
Sòren Asmussen and
Leonardo Rojas-Nandayapa Asymptotics of sums of lognormal random
variables with Gaussian copula . . . . . 2709--2714
C. Comas and
J. Mateu Space-time dependence dynamics for
birth-death point processes . . . . . . 2715--2719
Sunanda Bagchi and
Mausumi Bose Optimal main effect plans in nested
row-column set-up of small size . . . . 2720--2724
István Berkes and
Siegfried Hörmann and
Lajos Horváth The functional Central Limit Theorem for
a family of GARCH observations with
applications . . . . . . . . . . . . . . 2725--2730
Xiao Rong Yang and
Li Xin Zhang A note on self-weighted quantile
estimation for infinite variance
quantile autoregression models . . . . . 2731--2738
Rogério F. Porto and
Pedro A. Morettin and
Elisete C. Q. Aubin Wavelet regression with correlated
errors on a piecewise Hölder class . . . 2739--2743
Arnab Maity Efficient estimation of population
quantiles in general semiparametric
regression models . . . . . . . . . . . 2744--2750
B. H. Jasiulis and
J. K. Misiewicz On the connections between weakly stable
and pseudo-isotropic distributions . . . 2751--2755
Olcay Arslan An alternative multivariate skew-slash
distribution . . . . . . . . . . . . . . 2756--2761
Vladimir Pozdnyakov On occurrence of patterns in Markov
chains: Method of gambling teams . . . . 2762--2767
Liangjun Su and
Zhijie Xiao Testing for parameter stability in
quantile regression models . . . . . . . 2768--2775
Peter Harremoës Some new maximal inequalities . . . . . 2776--2780
Sangun Park and
N. Balakrishnan and
Gang Zheng Fisher information in hybrid censored
data . . . . . . . . . . . . . . . . . . 2781--2786
Shaul K. Bar-Lev and
Daoud Bshouty Exponential families are not preserved
by the formation of order statistics . . 2787--2792
In Hong Chang and
Rahul Mukerjee Matching posterior and frequentist
cumulative distribution functions with
empirical-type likelihoods in the
multiparameter case . . . . . . . . . . 2793--2797
Qin Wang and
Xiangrong Yin Sufficient dimension reduction and
variable selection for regression mean
function with two types of predictors 2798--2803
Rustam Ibragimov Heavy-tailedness and threshold sex
determination . . . . . . . . . . . . . 2804--2810
Arup Bose and
Amites Dasgupta and
Krishanu Maulik Maxima of Dirichlet and triangular
arrays of gamma variables . . . . . . . 2811--2820
Theodore S. Glickman and
Feng Xu The distribution of the product of two
triangular random variables . . . . . . 2821--2826
A. Giovagnoli and
H. P. Wynn Stochastic orderings for discrete random
variables . . . . . . . . . . . . . . . 2827--2835
S. Favaro and
S. G. Walker A generalized constructive definition
for the Dirichlet process . . . . . . . 2836--2838
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Arturas Dubickas An estimate for the probability of
dependent events . . . . . . . . . . . . 2839--2843
Paul H. Bezandry Existence of almost periodic solutions
to some functional integro-differential
stochastic evolution equations . . . . . 2844--2849
S. A. Padoan and
M. P. Wand Mixed model-based additive models for
sample extremes . . . . . . . . . . . . 2850--2858
Cloud Makasu On mean exit time from a curvilinear
domain . . . . . . . . . . . . . . . . . 2859--2863
Nikolaos Halidias and
Yong Ren An existence theorem for stochastic
functional differential equations with
delays under weak assumptions . . . . . 2864--2867
Shuvadeep Banerjee A distribution free goodness of fit test
for a stochastically ordered alternative 2868--2875
D. I. Perera and
M. S. Peiris and
J. Robinson and
N. C. Weber The empirical saddlepoint method applied
to testing for serial correlation in
panel time series data . . . . . . . . . 2876--2882
Thomas Fung and
Eugene Seneta A characterisation of scale mixtures of
the uniform distribution . . . . . . . . 2883--2888
Akihiko Inoue and
Yukio Kasahara and
Punam Phartyal Baxter's inequality for fractional
Brownian motion-type processes with
Hurst index less than $ 1 / 2 $ . . . . 2889--2894
Xia Chen and
Hengjian Cui Empirical likelihood inference for
partial linear models under martingale
difference sequence . . . . . . . . . . 2895--2901
Fabrizio Durante and
Rachele Foschi and
Fabio Spizzichino Threshold copulas and positive
dependence . . . . . . . . . . . . . . . 2902--2909
Leonid (Aryeh) Kontorovich Constructing processes with prescribed
mixing coefficients . . . . . . . . . . 2910--2915
Aysen D. Akkaya and
Moti L. Tiku Estimating parameters in autoregressive
models with asymmetric innovations . . . 2916
V. P. Kurenok On degenerate stochastic equations of Itô
type with jumps . . . . . . . . . . . . 2917--2925
Nizam Uddin MV-optimal block designs for correlated
errors . . . . . . . . . . . . . . . . . 2926--2931
Bert van Es and
Shota Gugushvili Weak convergence of the supremum
distance for supersmooth kernel
deconvolution . . . . . . . . . . . . . 2932--2938
Zhengyan Lin and
Yanbiao Xiang A hypothesis test for independence of
sets of variates in high dimensions . . 2939--2946
Yongming Li and
Shanchao Yang and
Yong Zhou Consistency and uniformly asymptotic
normality of wavelet estimator in
regression model with associated samples 2947--2956
Tyler J. VanderWeele Simple relations between principal
stratification and direct and indirect
effects . . . . . . . . . . . . . . . . 2957--2962
Paul D. Feigin and
Phillip Gould and
Gael M. Martin and
Ralph D. Snyder Feasible parameter regions for
alternative discrete state space models 2963--2970
N. Balakrishnan and
M. Kateri On the maximum likelihood estimation of
parameters of Weibull distribution based
on complete and censored data . . . . . 2971--2975
David Degras Asymptotics for the nonparametric
estimation of the mean function of a
random process . . . . . . . . . . . . . 2976--2980
Richard A. Johnson and
James R. Taylor Preservation of some life length classes
for age distributions associated with
age-dependent branching processes . . . 2981--2987
Kashinath Chatterjee and
Hong Qin A new look at discrete discrepancy . . . 2988--2991
Lutz Mattner and
Bero Roos Maximal probabilities of convolution
powers of discrete uniform distributions 2992--2996
Umberto Triacca Is a subspace containing a splitting
subspace a splitting subspace? . . . . . 2997--2999
Masato Takei and
Masaki Takeshima Phase diagram for once-reinforced random
walks on trees with exponential
weighting scheme . . . . . . . . . . . . 3000--3007
Geoffrey W. Brown Higher order moments of renewal counting
processes and Eulerian polynomials . . . 3008--3013
Alex Iksanov and
Alex Marynych A note on non-regular martingales . . . 3014--3017
Wuyungaowa and
Tianming Wang Asymptotic expansions for inverse
moments of binomial and negative
binomial . . . . . . . . . . . . . . . . 3018--3022
Xiaoyu Hu The law of the iterated logarithm for
the Gaussian free field . . . . . . . . 3023--3028
Qunshu Ren and
Majid Mojirsheibani Nonparametric estimation of level sets
under minimal assumptions . . . . . . . 3029--3033
Yao-Feng Ren On the Burkholder--Davis--Gundy
inequalities for continuous martingales 3034--3039
Thomas Poufinas On the number of deviations of Geometric
Brownian Motion with drift from its
extreme points with applications to
transaction costs . . . . . . . . . . . 3040--3046
Silvia L. P. Ferrari and
Audrey H. M. A. Cysneiros Skovgaard's adjustment to likelihood
ratio tests in exponential family
nonlinear models . . . . . . . . . . . . 3047--3055
Pawe\l Blazej Preservation of classes of life
distributions under weighting with a
general weight function . . . . . . . . 3056--3061
Ajay Jasra and
Arnaud Doucet Stability of sequential Monte Carlo
samplers via the Foster--Lyapunov
condition . . . . . . . . . . . . . . . 3062--3069
Miguel A. Gómez-Villegas and
Beatriz González-Pérez The multivariate point null testing
problem: A Bayesian discussion . . . . . 3070--3074
Mark Kliger and
Joseph M. Francos Strong consistency of a family of model
order selection rules for estimating
$2$D sinusoids in noise . . . . . . . . 3075--3081
Don Coppersmith and
Chai Wah Wu Conditions for weak ergodicity of
inhomogeneous Markov chains . . . . . . 3082--3085
Zbigniew S. Szewczak On moments of recurrence times for
positive recurrent renewal sequences . . 3086--3090
Alicja Jokiel-Rokita A sequential estimation procedure for
the parameter of an exponential
distribution under asymmetric loss
function . . . . . . . . . . . . . . . . 3091--3095
James R. Schott A test for independence of two sets of
variables when the number of variables
is large relative to the sample size . . 3096--3102
Fanchao Kong and
Gaofeng Zong The finite-time ruin probability for ND
claims with constant interest force . . 3103--3109
Kenneth S. Berenhaut and
Donghui Chen and
Vy Tran On the compatibility of Dyson's
conditions . . . . . . . . . . . . . . . 3110--3113
Adam L. Kinnison The multifractal spectrum of harmonic
measure for forward moving random walks
on a Galton--Watson tree . . . . . . . . 3114--3121
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Annalisa Cerquetti On a Gibbs characterization of
normalized generalized Gamma processes 3123--3128
F. Carbonell and
K. J. Worsley On the geometry of a generalized
cross-correlation random field . . . . . 3129--3134
Alberto Lanconelli A note on the invariance under change of
measure for stochastic test functions
and distribution spaces . . . . . . . . 3135--3138
Sirous Fathi Manesh and
Baha-Eldin Khaledi On the likelihood ratio order for
convolutions of independent generalized
Rayleigh random variables . . . . . . . 3139--3144
Zudi Lu and
Dag Tjòstheim and
Qiwei Yao Spatial smoothing, Nugget effect and
infill asymptotics . . . . . . . . . . . 3145--3151
Mehmet Yilmaz and
Birol Topçu Stochastic inequalities for weighted sum
of two random variables independently
and identically distributed as
exponential . . . . . . . . . . . . . . 3152--3158
M. Revan Özkale A jackknifed ridge estimator in the
linear regression model with
heteroscedastic or correlated errors . . 3159--3169
Khurelbaatar Gonchigdanzan An almost sure limit theorem for the
product of partial sums with stable
distribution . . . . . . . . . . . . . . 3170--3175
Victor de la Pena and
Henryk Gzyl and
Patrick McDonald Inverse problems for random walks on
trees: Network tomography . . . . . . . 3176--3183
Nicola Loperfido A note on skew-elliptical distributions
and linear functions of order statistics 3184--3186
Shuhe Hu and
Guijing Chen and
Xuejun Wang On extending the Brunk--Prokhorov strong
law of large numbers for martingale
differences . . . . . . . . . . . . . . 3187--3194
Michael A. Kouritzin and
Hongwei Long On extending classical filtering
equations . . . . . . . . . . . . . . . 3195--3202
Biao Wu On the weak convergence of subordinated
systems . . . . . . . . . . . . . . . . 3203--3211
M. Subbiah and
M. R. Srinivasan Classification of $ 2 \times 2 $ sparse
data sets with zero cells . . . . . . . 3212--3215
Nadjia Azzedine and
Ali Laksaci and
Elias Ould-Sa\"\id On robust nonparametric regression
estimation for a functional regressor 3216--3221
Xinmei Shen and
Zhengyan Lin Precise large deviations for randomly
weighted sums of negatively dependent
random variables with consistently
varying tails . . . . . . . . . . . . . 3222--3229
Jia Chen Asymptotics of kernel density estimators
on weakly associated random fields . . . 3230--3237
M. N. Kanaan and
Paul C. Taylor and
M. A. Mugglestone Cross-spectral properties of a spatial
point-lattice process . . . . . . . . . 3238--3243
Tewfik Kernane Conditions for stability and instability
of retrial queueing systems with general
retrial times . . . . . . . . . . . . . 3244--3248
Shifeng Xiong and
Guoying Li Some results on the convergence of
conditional distributions . . . . . . . 3249--3253
Euloge F. Kouamé and
Ouagnina Hili Minimum distance estimation of
$k$-factors GARMA processes . . . . . . 3254--3261
Abdelhakim Aknouche and
Mohamed Bentarzi On the existence of higher-order moments
of periodic GARCH models . . . . . . . . 3262--3268
Francisco José A. Cysneiros and
Luis Hernando Vanegas Residuals and their statistical
properties in symmetrical nonlinear
models . . . . . . . . . . . . . . . . . 3269--3273
Mario Lefebvre Generalized filtered Poisson processes
and application in hydrology . . . . . . 3274--3276
Arindam Sengupta Markov processes, time-space harmonic
functions and polynomials . . . . . . . 3277--3280
Xuewu Wang A class of strong deviation theorems for
the sequence of nonnegative integer
valued random variables . . . . . . . . 3281--3287
Mathias Drton Multiple solutions to the likelihood
equations in the Behrens--Fisher problem 3288--3293
Petroula M. Mavrikiou A Kolmogorov inequality for weighted
$U$-statistics . . . . . . . . . . . . . 3294--3297
Tae-Sung Kim and
Mi-Hwa Ko and
Yong-Kab Choi The invariance principle for linear
multi-parameter stochastic processes
generated by associated fields . . . . . 3298--3303
Badi H. Baltagi and
Long Liu Testing for random effects and spatial
lag dependence in panel data models . . 3304--3306
Eric Tchetgen and
Lingling Li and
James Robins and
Aad van der Vaart Minimax estimation of the integral of a
power of a density . . . . . . . . . . . 3307--3311
N. Unnikrishnan Nair and
M. Preeth Multivariate equilibrium distributions
of order $n$ . . . . . . . . . . . . . . 3312--3320
Alina Nicolaie A generalization of a result concerning
the asymptotic behavior of finite Markov
chains . . . . . . . . . . . . . . . . . 3321--3329
Xuejun Wang and
Shuhe Hu and
Yan Shen and
Nengxiang Ling Strong law of large numbers and growth
rate for a class of random variable
sequences . . . . . . . . . . . . . . . 3330--3337
S. Mandal and
D. K. Ghosh and
R. K. Sharma and
S. C. Bagui A complete class of balanced incomplete
block designs $ (7, 35, 15, 3, 5) $ with
repeated blocks . . . . . . . . . . . . 3338--3343
Anwar H. Joarder and
M. H. Omar A mass function based on correlation
coefficient and its application . . . . 3344--3349
T. G. Veena and
P. Yageen Thomas Characterizations of bivariate
distributions by properties of
concomitants of order statistics . . . . 3350--3354
José E. Figueroa-López Small-time moment asymptotics for Lévy
processes . . . . . . . . . . . . . . . 3355--3365
Marek Omelka Comparison of two types of confidence
intervals based on Wilcoxon-type
$R$-estimators . . . . . . . . . . . . . 3366--3372
Huiqing Wang and
Chuancun Yin Moments of the first passage time of
one-dimensional diffusion with two-sided
barriers . . . . . . . . . . . . . . . . 3373--3380
Zoltán Sasvári On generalized correlation functions of
intrinsically stationary processes of
order $k$ . . . . . . . . . . . . . . . 3381--3387
Xiaohu Li and
Xiaoxiao Hu Some new stochastic comparisons for
redundancy allocations in series and
parallel systems . . . . . . . . . . . . 3388--3394
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Anonymous Editorial Board . . . . . . . . . . . . ii
Aida Toma Optimal robust $M$-estimators using
divergences . . . . . . . . . . . . . . 1--5
Jie Zhou and
San Y. Liu Inference for mean change-point in
infinite variance $ {\rm AR}(p) $
process . . . . . . . . . . . . . . . . 6--15
Mikel Aickin Effect of design-adaptive allocation on
inference for a regression parameter:
Two-group, single-covariate and
double-covariate cases . . . . . . . . . 16--20
Hu Yang and
Zhimin Zhang and
Chunmei Lan Ruin problems in a discrete Markov risk
model . . . . . . . . . . . . . . . . . 21--28
J. Ahmadi and
M. Razmkhah and
N. Balakrishnan Current $k$-records and their use in
distribution-free confidence intervals 29--37
Algirdas Laukaitis and
Olegas Vasilecas and
Ricardas Laukaitis Estimation of the autoregressive
operator by wavelet packets . . . . . . 38--43
Mohamed El Otmani BSDEs driven by Lévy process with
enlarged filtration and applications in
finance . . . . . . . . . . . . . . . . 44--49
K. Triantafyllopoulos and
G. P. Nason A note on state space representations of
locally stationary wavelet time series 50--54
Mathieu Rosenbaum First order $p$-variations and Besov
spaces . . . . . . . . . . . . . . . . . 55--62
Wenquan Yang and
Yijun Hu Upper bounds for ultimate ruin
probabilities in the Sparre Andersen
risk model with interest and a nonlinear
dividend barrier . . . . . . . . . . . . 63--69
Hu Yang and
Zhimin Zhang The perturbed compound Poisson risk
model with multi-layer dividend strategy 70--78
Abdelouahab Bibi and
Radia Lessak On stationarity and $ \beta $-mixing of
periodic bilinear processes . . . . . . 79--87
Yimin Xiao A packing dimension theorem for Gaussian
random fields . . . . . . . . . . . . . 88--97
Qizhai Li and
Junjian Zhang and
Shuai Dai On estimating the non-centrality
parameter of a chi-squared distribution 98--104
Pingyan Chen and
Tien-Chung Hu and
Andrei Volodin Limiting behaviour of moving average
processes under $ \phi $-mixing
assumption . . . . . . . . . . . . . . . 105--111
Heng Lian Cross-validation for comparing multiple
density estimation procedures . . . . . 112--115
Anna Kuczmaszewska On complete convergence for arrays of
rowwise negatively associated random
variables . . . . . . . . . . . . . . . 116--124
Janusz Kawczak and
Reg Kulperger and
Hao Yu Equivalent processes of total time on
test, Lorenz and inverse Lorenz
processes . . . . . . . . . . . . . . . 125--130
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Stergios B. Fotopoulos The geometric convergence rate of the
classical change-point estimate . . . . 131--137
K\kestutis Ducinskas Approximation of the expected error rate
in classification of the Gaussian random
field observations . . . . . . . . . . . 138--144
S. Leorato and
E. Orsingher Branching on a Sierpinski graph . . . . 145--154
Miguel A. Sordo On the relationship of
location-independent riskier order to
the usual stochastic order . . . . . . . 155--157
Yuqiang Li Limit theorems for generalized Jirina
processes . . . . . . . . . . . . . . . 158--164
Zhuoxi Yu and
Dehui Wang and
Ningzhong Shi Semiparametric estimation of regression
functions in autoregressive models . . . 165--172
S. Minkevicius Analysis of the virtual waiting time in
multiphase queues . . . . . . . . . . . 173--176
Lidong Zhang and
Chunmei Jiang Stationary distribution of reflected
O--U process with two-sided barriers . . 177--181
Hui He Strong uniqueness for a class of
singular SDEs for catalytic branching
diffusions . . . . . . . . . . . . . . . 182--187
Hél\`ene Boistard and
Eustasio del Barrio Central Limit Theorem for multiple
integrals with respect to the empirical
process . . . . . . . . . . . . . . . . 188--195
Long Jiang A necessary and sufficient condition for
probability measures dominated by
$g$-expectation . . . . . . . . . . . . 196--201
Gaorong Li and
Shuang Chen and
Junhua Zhang A class of random deviation theorems and
the approach of Laplace transform . . . 202--210
Xianggui Qu and
Theophilus Ogunyemi On the connectedness of saturated square
designs . . . . . . . . . . . . . . . . 211--214
Guang-hui Cai and
Jian-Feng Wang Uniform bounds in normal approximation
under negatively associated random
fields . . . . . . . . . . . . . . . . . 215--222
Pengfei Xiang and
John C. Wierman A CLT for a one-dimensional class cover
problem . . . . . . . . . . . . . . . . 223--233
José Luis Palacios On hitting times of random walks on
trees . . . . . . . . . . . . . . . . . 234--236
M. Rekkas Approximate inference for the
multinomial logit model . . . . . . . . 237--242
V. Cammarota and
A. Lachal and
E. Orsingher Some Darling--Siegert relationships
connected with random flights . . . . . 243--254
Claudio Macci Convergence of large deviation rates
based on a link between wave governed
random motions and ruin processes . . . 255--263
Adrian Pizzinga Further investigation into restricted
Kalman filtering . . . . . . . . . . . . 264--269
Yaming Yu Complete monotonicity of the entropy in
the central limit theorem for gamma and
inverse Gaussian distributions . . . . . 270--274
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
M. Debruyne and
M. Hubert The influence function of the
Stahel--Donoho covariance estimator of
smallest outlyingness . . . . . . . . . 275--282
Bennett Eisenberg The number of players tied for the
record . . . . . . . . . . . . . . . . . 283--288
Sabrina Antonelli and
Giuliana Regoli Asymptotic distribution of density
ratios . . . . . . . . . . . . . . . . . 289--294
M. Ivette Gomes and
Dinis Pestana and
Frederico Caeiro A note on the asymptotic variance at
optimal levels of a bias-corrected Hill
estimator . . . . . . . . . . . . . . . 295--303
Jens Svensson and
Boualem Djehiche Large deviations for heavy-tailed factor
models . . . . . . . . . . . . . . . . . 304--311
Alexander Meister On testing for local monotonicity in
deconvolution problems . . . . . . . . . 312--319
George Stoica Noncommutative Baum--Katz theorems . . . 320--323
Jiandong Ren A connection between the discounted and
non-discounted expected penalty
functions in the Sparre Andersen risk
model . . . . . . . . . . . . . . . . . 324--330
Héctor W. Gómez and
Juan F. Olivares-Pacheco and
Heleno Bolfarine An extension of the generalized
Birnbaum--Saunders distribution . . . . 331--338
Gilberto A. Paula and
Marcio Medeiros and
Filidor E. Vilca-Labra Influence diagnostics for linear models
with first-order autoregressive
elliptical errors . . . . . . . . . . . 339--346
M. Rosenblatt A comment on a conjecture of N. Wiener 347--348
Sören Christensen and
Albrecht Irle A note on pasting conditions for the
American perpetual optimal stopping
problem . . . . . . . . . . . . . . . . 349--353
Amit Sen Unit root tests in the presence of an
innovation variance break that has power
against the mean break stationary
alternative . . . . . . . . . . . . . . 354--360
Daniel Grau Moments of the unbalanced non-central
chi-square distribution . . . . . . . . 361--367
Zhonghua Li and
Zhaojun Wang and
Zhang Wu Necessary and sufficient conditions for
non-interaction of a pair of one-sided
EWMA schemes with reflecting boundaries 368--374
Ionut Bebu and
Thomas Mathew Confidence intervals for limited moments
and truncated moments in normal and
lognormal models . . . . . . . . . . . . 375--380
Zhaoyang Lu and
Wei Xu and
Yan Zhang and
Yingling Sun On the ruin probability for the Cox
correlated risk model perturbed by
diffusion . . . . . . . . . . . . . . . 381--389
Elisaveta Pancheva and
Ivan K. Mitov and
Kosto V. Mitov Limit theorems for extremal processes
generated by a point process with
correlated time and space components . . 390--395
Huaihou Chen and
Hongmei Xie and
Taizhong Hu Log-concavity of generalized order
statistics . . . . . . . . . . . . . . . 396--399
G. M. Leonenko A new formula for the transient solution
of the Erlang queueing model . . . . . . 400--406
Abdelhakim Aknouche and
Hafida Guerbyenne On some probabilistic properties of
double periodic AR models . . . . . . . 407--413
Qiqing Yu Erratum to: ``A note on the proportional
hazards model with discontinuous data''
[Statist. Probab. Lett. \bf 77 (2007)
735--739] . . . . . . . . . . . . . . . 414
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Kamil Kosi\'nski Asymptotics for sums of a function of
normalized independent sums . . . . . . 415--419
Huilin Huang The degree sequences of an asymmetrical
growing network . . . . . . . . . . . . 420--425
Zhen Wu and
Mingyu Xu Comparison theorems for forward backward
SDEs . . . . . . . . . . . . . . . . . . 426--435
Guangyan Jia Some uniqueness results for
one-dimensional BSDEs with uniformly
continuous coefficients . . . . . . . . 436--441
Marco Ferrante and
Nadia Frigo Particle filtering approximations for a
Gaussian-generalized inverse Gaussian
model . . . . . . . . . . . . . . . . . 442--449
Jae Keun Yoo Partial moment-based sufficient
dimension reduction . . . . . . . . . . 450--456
Pao-sheng Shen Hazards regression for length-biased and
right-censored data . . . . . . . . . . 457--465
Toshiro Tango Sample size formula for randomized
controlled trials with counts of
recurrent events . . . . . . . . . . . . 466--472
H. Y. Zhang and
L. H. Bai and
A. M. Zhou Insurance control for classical risk
model with fractional Brownian motion
perturbation . . . . . . . . . . . . . . 473--480
Alexander Nazarov Log-level comparison principle for small
ball probabilities . . . . . . . . . . . 481--486
Esther Frostig and
Michel Denuit Dependence in failure times due to
environmental factors . . . . . . . . . 487--495
Na Zou and
Ping Ren and
Hong Qin A note on Lee discrepancy . . . . . . . 496--500
Kenneth C. Lichtendahl, Jr. Random quantiles of the Dirichlet
process . . . . . . . . . . . . . . . . 501--507
Kun He and
Mingshang Hu and
Zengjing Chen The relationship between risk measures
and Choquet expectations in the
framework of $g$-expectations . . . . . 508--512
Aboobacker Jahufer and
Chen Jianbao Assessing global influential
observations in modified ridge
regression . . . . . . . . . . . . . . . 513--518
Stefanie Donauer and
Piet Groeneboom and
Geurt Jongbloed Global rate results for the MLE in a
class of deconvolution models . . . . . 519--524
Natalia Lysenko and
Parthanil Roy and
Rolf Waeber Multivariate extremes of generalized
skew-normal distributions . . . . . . . 525--533
Vilmos Prokaj Unfolding the Skorohod reflection of a
semimartingale . . . . . . . . . . . . . 534--536
Babette A. Brumback A note on using the estimated versus the
known propensity score to estimate the
average treatment effect . . . . . . . . 537--542
Leszek Slomi\'nski and
Bartosz Ziemkiewicz On weak approximations of integrals with
respect to fractional Brownian motion 543--552
Ke Wang and
H. N. Nagaraja Concomitants of order statistics for
dependent samples . . . . . . . . . . . 553--558
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Tsung-Lin Cheng An efficient algorithm for estimating a
change-point . . . . . . . . . . . . . . 559--565
Peng Zhao and
N. Balakrishnan Stochastic comparison and monotonicity
of inactive record values . . . . . . . 566--572
Gabriela Ciuperca The $M$-estimation in a multi-phase
random nonlinear model . . . . . . . . . 573--580
Faming Liang On the use of stochastic approximation
Monte Carlo for Monte Carlo integration 581--587
Qingwu Gao and
Yuebao Wang Ruin probability and local ruin
probability in the random multi-delayed
renewal risk model . . . . . . . . . . . 588--596
Oleksiy Ignatyev Partial asymptotic stability in
probability of stochastic differential
equations . . . . . . . . . . . . . . . 597--601
Esmeralda Gonçalves and
Joana Leite and
Nazaré Mendes-Lopes A mathematical approach to detect the
Taylor property in TARCH processes . . . 602--610
De Mei Yuan and
Jun An and
Bao Tao Laws of large numbers for residual
Ces\`aro alpha-integrable sequences
under dependence assumptions . . . . . . 611--618
Pedro Lei and
David Nualart A decomposition of the bifractional
Brownian motion and some applications 619--624
Jiming Jiang and
Thuan Nguyen and
J. Sunil Rao A simplified adaptive fence procedure 625--629
Jun Peng and
Zaiming Liu On a class of mathematical ecosystems
with random jumps . . . . . . . . . . . 630--636
Brendan K. Beare A generalization of Hoeffding's lemma,
and a new class of covariance
inequalities . . . . . . . . . . . . . . 637--642
Deli Li and
Yongcheng Qi and
Andrew Rosalsky Iterated logarithm type behavior for
weighted sums of i.i.d. random variables 643--651
Paul Kabaila and
Khageswor Giri Large-sample confidence intervals for
the treatment difference in a two-period
crossover trial, utilizing prior
information . . . . . . . . . . . . . . 652--658
Dale Umbach and
S. Rao Jammalamadaka Building asymmetry into circular
distributions . . . . . . . . . . . . . 659--663
Hua Jin and
Ying Lu Permutation test for non-inferiority of
the linear to the optimal combination of
multiple tests . . . . . . . . . . . . . 664--669
Alexandra Babenko and
Eduard Belitser On the posterior pointwise convergence
rate of a Gaussian signal under a
conjugate prior . . . . . . . . . . . . 670--675
Ismihan Bairamov and
Serkan Eryilmaz Waiting times of exceedances in random
threshold models . . . . . . . . . . . . 676--683
Joan del Castillo and
Jalila Daoudi Estimation of the generalized Pareto
distribution . . . . . . . . . . . . . . 684--688
Christopher S. Withers and
Saralees Nadarajah Accurate tests and intervals based on
linear cusum statistics . . . . . . . . 689--697
Li Wan and
Qinghua Zhou Stochastic Lotka--Volterra model with
infinite delay . . . . . . . . . . . . . 698--706
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Juli Atherton A new simple interpretation of an
optimal design criterion . . . . . . . . 707--710
Jose L. Gallego The exact likelihood function of a
vector autoregressive moving average
process . . . . . . . . . . . . . . . . 711--714
Ren-Dao Ye and
Song-Gui Wang Improved estimation of the covariance
matrix under Stein's loss . . . . . . . 715--721
Abdelnasser Dahmani and
Ahmed Ait Saidi and
Fatah Bouhmila and
Mouloud Aissani Consistency of the Tikhonov's
regularization in an ill-posed problem
with random data . . . . . . . . . . . . 722--727
Yubin Tian Consistency of the maximum likelihood
estimator and Bayesian estimator based
on sequential sensitivity experiments 728--732
Anestis Antoniadis and
Efstathios Paparoditis and
Theofanis Sapatinas Bandwidth selection for functional time
series prediction . . . . . . . . . . . 733--740
Mehrdad Niaparast On optimal design for a Poisson
regression model with random intercept 741--747
Jerzy Szulga On selfdecomposable Stieltjes transforms 748--752
Josemar Rodrigues and
Vicente G. Cancho and
Mário de Castro and
Francisco Louzada-Neto On the unification of long-term survival
models . . . . . . . . . . . . . . . . . 753--759
Anton Grafström Repeated Poisson sampling . . . . . . . 760--764
Weixing Song Lack-of-fit testing in
errors-in-variables regression model
with validation data . . . . . . . . . . 765--773
Georgios Psarrakos Asymptotic results for heavy-tailed
distributions using defective renewal
equations . . . . . . . . . . . . . . . 774--779
F. Carbonell and
K. J. Worsley and
N. J. Trujillo-Barreto On the Fisher's $Z$ transformation of
correlation random fields . . . . . . . 780--788
Zhihong Xiao and
Luqin Liu Laws of iterated logarithm for MLE of
generalized linear model randomly
censored with incomplete information . . 789--796
M. N. Pascu and
A. Nicolaie On a discrete version of the
Laugesen--Morpurgo conjecture . . . . . 797--806
Li-Xin Zhang and
Wai-Sum Chan and
Siu-Hung Cheung and
King-Chi Hung A note on the consistency of a robust
estimator for threshold autoregressive
processes . . . . . . . . . . . . . . . 807--813
E. Strzalkowska-Kominiak and
W. Stute Martingale representations of the
Lynden--Bell estimator with applications 814--820
Feng-Chang Xie and
Bo-Cheng Wei and
Jin-Guan Lin Homogeneity diagnostics for skew-normal
nonlinear regression models . . . . . . 821--827
Wei Ning and
Sanguo Zhang and
Chang Yu A moment-based test for the homogeneity
in mixture natural exponential family
with quadratic variance functions . . . 828--834
A. N. Downes Bounds for the transition density of
time-homogeneous diffusion processes . . 835--841
Manuel Ordóñez Cabrera and
Andrei Volodin On Cantrell--Rosalsky's Strong Laws of
Large Numbers . . . . . . . . . . . . . 842--847
Harry Haupt and
Walter Oberhofer On asymptotic normality in nonlinear
regression . . . . . . . . . . . . . . . 848--849
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
N. Balakrishna and
G. Hareesh Statistical signal extraction using
stable processes . . . . . . . . . . . . 851--856
Zhongquan Tan and
Zuoxiang Peng Almost sure convergence for
non-stationary random sequences . . . . 857--863
Margaret Archibald and
Arnold Knopfmacher The average position of the $d$ th
maximum in a sample of geometric random
variables . . . . . . . . . . . . . . . 864--872
Zhengyuan Wei and
Xinsheng Zhang Covariance matrix inequalities for
functions of Beta random variables . . . 873--879
Bernard Wong Explicit construction of stochastic
exponentials with arbitrary expectation
$ k \in (0, 1) $ . . . . . . . . . . . . 880--883
Shuhe Hu and
Xuejun Wang and
Wenzhi Yang and
Ting Zhao The Hájek--Rényi-type inequality for
associated random variables . . . . . . 884--888
Shuhe Hu and
Xuejun Wang and
Xiaoqin Li and
Yuanyuan Zhang Comments on the paper: A bilateral
inequality on the Borel--Cantelli Lemma 889--893
Gunnar Hellmund Completely random signed measures . . . 894--898
Samindra Nath Sengupta and
Bikas K. Sinha and
Srijib B. Bagchi Estimation of mean life and reliability
for exponential life distribution using
time censored sample data . . . . . . . 899--906
J. A. Park and
J. S. Baek and
S. Y. Hwang Persistent-threshold-GARCH processes:
Model and application . . . . . . . . . 907--914
Jianwei Hu and
Runchu Zhang Maximal rank minimum aberration and
doubling . . . . . . . . . . . . . . . . 915--919
Modeste N'zi and
Jean-Marc Owo Backward doubly stochastic differential
equations with discontinuous
coefficients . . . . . . . . . . . . . . 920--926
Enkelejd Hashorva Asymptotics for Kotz Type III elliptical
distributions . . . . . . . . . . . . . 927--935
Hua Jin and
Ying Lu The ROC region of a regression tree . . 936--942
Zhensheng Huang and
Riquan Zhang Efficient estimation of adaptive
varying-coefficient partially linear
regression model . . . . . . . . . . . . 943--952
Zakhar Kabluchko Limiting distribution of the continuity
modulus for Gaussian processes with
stationary increments . . . . . . . . . 953--956
Ursula U. Müller and
Anton Schick and
Wolfgang Wefelmeyer Estimating the error distribution
function in nonparametric regression
with multivariate covariates . . . . . . 957--964
V. Mandrekar and
U. V. Naik-Nimbalkar Identification of a Markovian system
with observations corrupted by a
fractional Brownian motion . . . . . . . 965--968
Pasquale Cirillo and
Jürg Hüsler An urn approach to generalized extreme
shock models . . . . . . . . . . . . . . 969--976
J. Ahmadi and
S. M. T. K. MirMostafaee Prediction intervals for future records
and order statistics coming from two
parameter exponential distribution . . . 977--983
Moti L. Tiku and
Baris Sürücü MMLEs are as good as $M$-estimators or
better . . . . . . . . . . . . . . . . . 984--989
Abdelhakim Aknouche and
Hafida Guerbyenne Periodic stationarity of random
coefficient periodic autoregressions . . 990--996
Riccardo Gatto Erratum to: ``A saddlepoint
approximation to the probability of ruin
in the compound Poisson process with
diffusion'' [Statistics & Probability
Letters \bf 78 (2008) 1948--1954] . . . 997--998
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Martin L. Hazelton and
Jonathan C. Marshall Linear boundary kernels for bivariate
density estimation . . . . . . . . . . . 999--1003
Andrew L. Rukhin Identities for negative moments of
quadratic forms in normal variables . . 1004--1007
G. Iliopoulos and
N. Balakrishnan Conditional independence of blocked
ordered data . . . . . . . . . . . . . . 1008--1015
Allan Gut and
Ulrich Stadtmüller An asymmetric Marcinkiewicz--Zygmund LLN
for random fields . . . . . . . . . . . 1016--1020
Krzysztof Zajkowski Covariance matrices of self-affine
measures . . . . . . . . . . . . . . . . 1021--1024
Brice Franke and
Tatsuhiko Saigo The extremes of a random scenery as seen
by a random walk in a random environment 1025--1030
M. GH. Akbari and
A. H. Rezaei Order statistics using fuzzy random
variables . . . . . . . . . . . . . . . 1031--1037
Yun-Xia Li Convergence rates in the law of the
iterated logarithm for negatively
associated random variables with
multidimensional indices . . . . . . . . 1038--1043
Xuemei Hu and
Zhizhong Wang and
Zhiwei Zhao Empirical likelihood for semiparametric
varying-coefficient partially linear
errors-in-variables models . . . . . . . 1044--1052
Gang Shen Asymptotics of a Theil-type estimate in
multiple linear regression . . . . . . . 1053--1064
Ali Laksaci and
Mohamed Lemdani and
Elias Ould-Sa\"\id A generalized $ L^1 $-approach for a
kernel estimator of conditional quantile
with functional regressors: Consistency
and asymptotic normality . . . . . . . . 1065--1073
Ali Reza Taheriyoun and
Khalil Shafie and
Mohammad Jafari Jozani A note on the higher moments of the
Euler characteristic of the excursion
sets of random fields . . . . . . . . . 1074--1082
Arthur Yosef Set indexed strong martingales and path
independent variation . . . . . . . . . 1083--1088
Tamás F. Móri Deviation of discrete
distributions-positive and negative
results . . . . . . . . . . . . . . . . 1089--1096
Deyuan Li and
Liang Peng Goodness-of-fit test for tail copulas
modeled by elliptical copulas . . . . . 1097--1104
Thomas R. Boucher A Hoeffding inequality for Markov chains
using a generalized inverse . . . . . . 1105--1107
Jaap Geluk Some closure properties for
subexponential distributions . . . . . . 1108--1111
Ruth Fuentes-García and
Ramsés H. Mena and
Stephen G. Walker A nonparametric dependent process for
Bayesian regression . . . . . . . . . . 1112--1119
Per-Erik Hagmark A new concept for count distributions 1120--1124
P. Patie A few remarks on the supremum of stable
processes . . . . . . . . . . . . . . . 1125--1128
S. C. Harris and
M. I. Roberts Measure changes with extinction . . . . 1129--1133
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Tiefeng Ma and
Songgui Wang Estimation of the parameters in a two
linear regression equations system with
identical parameter vectors . . . . . . 1135--1140
F. C. Shu A law of large numbers and central limit
theorem for the logarithm of an
autoregressive process with a stationary
driving sequence . . . . . . . . . . . . 1141--1145
Ariadni Papana and
Hemant Ishwaran Gene hunting with forests for multigroup
time course data . . . . . . . . . . . . 1146--1154
Enes Makalic and
Daniel F. Schmidt Minimum Message Length shrinkage
estimation . . . . . . . . . . . . . . . 1155--1161
Liuquan Sun and
Xingwei Tong Analyzing longitudinal data with
informative observation times under
biased sampling . . . . . . . . . . . . 1162--1168
Wei Wang Maximal inequalities for $g$-martingales 1169--1174
Damla Sentürk and
Danh V. Nguyen Asymptotic properties of
covariate-adjusted regression with
correlated errors . . . . . . . . . . . 1175--1180
Jeffrey G. Shaffer and
Sudesh K. Srivastav A simple technique for constructing
optimal complete diallel cross designs 1181--1185
Carenne Ludeña Confidence intervals for the scaling
function of multifractal random walks 1186--1193
Mark M. Meerschaert and
Erkan Nane and
Yimin Xiao Correlated continuous time random walks 1194--1202
Dietmar Ferger Argmax-stable marked empirical processes 1203--1206
Xiaobing Zhao and
Xian Zhou Semiparametric modeling of medical cost
data containing zeros . . . . . . . . . 1207--1214
A. R. Soltani and
H. Homei Weighted averages with random
proportions that are jointly uniformly
distributed over the unit simplex . . . 1215--1218
R. Sakthivel and
J. Luo Asymptotic stability of nonlinear
impulsive stochastic differential
equations . . . . . . . . . . . . . . . 1219--1223
Angshuman Sarkar and
Dennis K. J. Lin and
Kashinath Chatterjee Probability of correct model
identification in supersaturated design 1224--1230
Georgios Psarrakos A note on convolutions of compound
geometric distributions . . . . . . . . 1231--1237
Yanbo Ren Some Orlicz-norm inequalities for
martingales . . . . . . . . . . . . . . 1238--1241
M. S. Sgibnev On a renewal function when the second
moment is infinite . . . . . . . . . . . 1242--1245
Shuanming Li and
Yi Lu The distribution of total dividend
payments in a Sparre Andersen model . . 1246--1251
H. M. Barakat and
Magdy E. El-Adll Asymptotic theory of extreme dual
generalized order statistics . . . . . . 1252--1259
Lukasz Debowski A general definition of conditional
information and its application to
ergodic decomposition . . . . . . . . . 1260--1268
Pao-sheng Shen An inverse-probability-weighted approach
to the estimation of distribution
function with doubly censored data . . . 1269--1276
Hsiu-Khuern Tang and
Chuen-Teck See Variance inequalities using first
derivatives . . . . . . . . . . . . . . 1277--1281
Jeffrey Pai and
Nalini Ravishanker A multivariate preconditioned conjugate
gradient approach for maximum likelihood
estimation in vector long memory
processes . . . . . . . . . . . . . . . 1282--1289
Li Liu Precise large deviations for dependent
random variables with heavy tails . . . 1290--1298
Giovanni C. Porzio and
Giancarlo Ragozini On the stochastic ordering of folded
binomials . . . . . . . . . . . . . . . 1299--1304
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Truc T. Nguyen and
John T. Chen A connection between the double gamma
model and Laplace sample mean . . . . . 1305--1310
Sangun Park and
N. Balakrishnan On simple calculation of the Fisher
information in hybrid censoring schemes 1311--1319
Jingmin He and
Rong Wu and
Huayue Zhang Total duration of negative surplus for
the risk model with debit interest . . . 1320--1326
Taras Bodnar and
Arjun K. Gupta An identity for multivariate
elliptically contoured matrix
distribution . . . . . . . . . . . . . . 1327--1330
X. Zhen and
I. V. Basawa Categorical time series models for
contingency tables . . . . . . . . . . . 1331--1336
Marcos López-García Characterization of solutions to the
Stieltjes--Wigert moment problem . . . . 1337--1342
Alassane Diédhiou and
Papa Ngom Cutoff time based on generalized
divergence measure . . . . . . . . . . . 1343--1350
Soo Hak Sung A law of the single logarithm for
weighted sums of i.i.d. random elements 1351--1357
Badi H. Baltagi and
Georges Bresson and
Alain Pirotte Testing the fixed effects restrictions?
A Monte Carlo study of Chamberlain's
Minimum Chi-Squared test . . . . . . . . 1358--1362
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Cloud Makasu Exit probability for an integrated
geometric Brownian motion . . . . . . . 1363--1365
Tiee-Jian Wu and
Xiaoping Shi and
Baiqi Miao Asymptotic approximation of inverse
moments of nonnegative random variables 1366--1371
Somesh Kumar and
Ajaya Kumar Mahapatra and
P. Vellaisamy Reliability estimation of the selected
exponential populations . . . . . . . . 1372--1377
Fuqing Gao and
Hui Jiang Moderate deviations for squared radial
Ornstein--Uhlenbeck process . . . . . . 1378--1386
Soo Hak Sung A note on the complete convergence of
moving average processes . . . . . . . . 1387--1390
Yongsong Qin and
Ling Li and
Qingzhu Lei Empirical likelihood for linear
regression models with missing responses 1391--1396
David J. Nott and
Mark Fielding and
Daniela Leonte On a generalization of the Laplace
approximation . . . . . . . . . . . . . 1397--1403
Xinmin Li A generalized $p$-value approach for
comparing the means of several
log-normal populations . . . . . . . . . 1404--1408
Abram M. Kagan and
Tinghui Yu A geometric property of the sample mean
and residuals . . . . . . . . . . . . . 1409--1413
Pavle Mladenovi\'c Maximum of a partial sample in the
uniform AR(1) processes . . . . . . . . 1414--1420
Claudio Asci Asymptotic behavior of an affine random
recursion in $ Z^k_p $ defined by a
matrix with an eigenvalue of size $1$ 1421--1428
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Guodong Xing and
Shanchao Yang and
Aiwu Chen A maximal moment inequality for $ \alpha
$-mixing sequences and its applications 1429--1437
Ying Wang and
Zhen Huang Backward stochastic differential
equations with non-Lipschitz
coefficients . . . . . . . . . . . . . . 1438--1443
Sudheesh Kumar Kattumannil On Stein's identity and its applications 1444--1449
Nancy Wozabal Uniform limit theorems for functions of
order statistics . . . . . . . . . . . . 1450--1455
Patrick Chareka The central limit theorem for capacities 1456--1462
Yonghong Liu and
Luoqing Li and
Chenggao Wan The rate of convergence for increments
of a Brownian motion in Hölder norm . . . 1463--1472
Mario Romanazzi Data depth, random simplices and
multivariate dispersion . . . . . . . . 1473--1479
G. Asha and
C. John Rejeesh Characterizations using the generalized
reversed lack of memory property . . . . 1480--1487
Tomasz Rychlik Tight evaluations for expectations of
small order statistics from symmetric
and symmetric unimodal populations . . . 1488--1493
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Leonid Rozovsky Small deviations of series of weighted
i.i.d. non-negative random variables
with a positive mass at the origin . . . 1495--1500
Leonid Rozovsky Remarks on a link between the Laplace
transform and distribution function of a
nonnegative random variable . . . . . . 1501--1508
Michael J. Klass A denormalized $U$-statistic which
cannot be decoupled from some associated
stopping times . . . . . . . . . . . . . 1509--1511
Georgi K. Mitov and
Kosto V. Mitov and
Nikolay M. Yanev Critical randomly indexed branching
processes . . . . . . . . . . . . . . . 1512--1521
Kamil M. Kosi\'nski On the functional limits for sums of a
function of partial sums . . . . . . . . 1522--1527
Masoud M. Nasari On weak approximations of $U$-statistics 1528--1535
Adam Os\kekowski On the best constant in the weak type
inequality for the square function of a
conditionally symmetric martingale . . . 1536--1538
Yanjiao Meng and
Zhengyan Lin Maximal inequalities and laws of large
numbers for $ L_q $-mixingale arrays . . 1539--1547
N. Balakrishnan and
U. Kamps and
M. Kateri Minimal repair under a step-stress test 1548--1558
Maria Teresa Giraudo An approximate formula for the
first-crossing-time density of a Wiener
process perturbed by random jumps . . . 1559--1567
Athanasia Petsa and
Theofanis Sapatinas Minimax convergence rates under the $
L^p $-risk in the functional
deconvolution model . . . . . . . . . . 1568--1576
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Yuquan Xie A bilateral inequality on a nonnegative
bounded random sequence . . . . . . . . 1577--1580
Yong Jiao and
Lihua Peng and
Peide Liu Weak type inequalities on Lorentz
martingale spaces . . . . . . . . . . . 1581--1584
Nitis Mukhopadhyay On $ p \times 1 $ dependent random
variables having each $ (p - 1) \times 1
$ sub-vector made up of IID observations
with examples . . . . . . . . . . . . . 1585--1589
M. A. El-Shehawey On the gambler's ruin problem for a
finite Markov chain . . . . . . . . . . 1590--1595
Tomasz J. Kozubowski and
Mark M. Meerschaert A bivariate infinitely divisible
distribution with exponential and
Mittag--Leffler marginals . . . . . . . 1596--1601
Qing Zhou Optimal investment for an insurer in the
Lévy market: The martingale approach . . 1602--1607
A. R. Soltani and
A. Shirvani and
F. Alqallaf A class of discrete distributions
induced by stable laws . . . . . . . . . 1608--1614
Lishamol Tomy and
K. K. Jose Generalized normal-Laplace AR process 1615--1620
Guan Yu Variance stabilizing transformations of
Poisson, binomial and negative binomial
distributions . . . . . . . . . . . . . 1621--1629
Lorenz Goenner On an inequality by Kulikova and
Prokhorov . . . . . . . . . . . . . . . 1630--1633
George Stoica and
Deli Li Expected gains in the MacQueen--Heyde
model . . . . . . . . . . . . . . . . . 1634--1636
Yukio Kasahara and
Mohsen Pourahmadi and
Akihiko Inoue Duals of random vectors and processes
with applications to prediction problems
with missing values . . . . . . . . . . 1637--1646
Khalifa Es-Sebaiy and
Idir Ouassou and
Youssef Ouknine Estimation of the drift of fractional
Brownian motion . . . . . . . . . . . . 1647--1653
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Alexandre G. Patriota and
Artur J. Lemonte Bias correction in a multivariate normal
regression model with general
parameterization . . . . . . . . . . . . 1655--1662
Jianhai Bao and
Zhenting Hou and
Chenggui Yuan Stability in distribution of neutral
stochastic differential delay equations
with Markovian switching . . . . . . . . 1663--1673
Markus Haas Persistence in volatility, conditional
kurtosis, and the Taylor property in
absolute value GARCH processes . . . . . 1674--1683
Danh V. Nguyen and
Damla Sentürk A consistent local linear estimator of
the covariate adjusted correlation
coefficient . . . . . . . . . . . . . . 1684--1689
Jaros\law Bartoszewicz On a representation of weighted
distributions . . . . . . . . . . . . . 1690--1694
Rong Zhu and
Harry Joe Modelling heavy-tailed count data using
a generalised Poisson-inverse Gaussian
family . . . . . . . . . . . . . . . . . 1695--1703
Georgi N. Boshnakov Analytic expressions for predictive
distributions in mixture autoregressive
models . . . . . . . . . . . . . . . . . 1704--1709
Chunhua Ma A limit theorem of two-type
Galton--Watson branching processes with
immigration . . . . . . . . . . . . . . 1710--1716
Peng Zhao and
N. Balakrishnan Likelihood ratio ordering of
convolutions of heterogeneous
exponential and geometric random
variables . . . . . . . . . . . . . . . 1717--1723
Manuel Franco and
Juana-María Vivo Constraints for generalized mixtures of
Weibull distributions with a common
shape parameter . . . . . . . . . . . . 1724--1730
Konrad Banachewicz and
Aad van der Vaart Corrigendum to: ``Tail dependence of
skewed grouped $t$-distributions''
[Statist. Probab. Lett. 78 (2008)
2388--2399] . . . . . . . . . . . . . . 1731
Shuhe Hu and
Xuejun Wang and
Wenzhi Yang and
Ting Zhao Acknowledgement of priority concerning
``The Hájek--R\`enyi-type inequality for
associated random variables'' [Statist.
Probab. Lett. \bf 79 (2009) 884--888] 1732
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Arthur Chiragiev and
Zinoviy Landsman Multivariate flexible Pareto model:
Dependency structure, properties and
characterizations . . . . . . . . . . . 1733--1743
Erkan Nane Laws of the iterated logarithm for a
class of iterated processes . . . . . . 1744--1751
Zbigniew Palmowski and
Martijn Pistorius Cramér asymptotics for finite time first
passage probabilities of general Lévy
processes . . . . . . . . . . . . . . . 1752--1758
N. Balakrishnan and
G. Iliopoulos and
J. P. Keating and
R. L. Mason Pitman closeness of sample median to
population median . . . . . . . . . . . 1759--1766
Robert Serfling and
Satyaki Mazumder Exponential probability inequality and
convergence results for the median
absolute deviation and its modifications 1767--1773
Satyaki Mazumder and
Robert Serfling Bahadur representations for the median
absolute deviation and its modifications 1774--1783
Adam Os\kekowski Sharp norm comparison of the maxima of a
sequence and its predictable projection 1784--1788
Hongsheng Dai and
Yanchun Bao An inverse probability weighted
estimator for the bivariate distribution
function under right censoring . . . . . 1789--1797
Zhensheng Huang and
Riquan Zhang Empirical likelihood for nonparametric
parts in semiparametric
varying-coefficient partially linear
models . . . . . . . . . . . . . . . . . 1798--1808
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Vahid Fakoor and
Sarah Jomhoori and
Hasanali Azarnoosh Asymptotic expansion for ISE of kernel
density estimators under censored
dependent model . . . . . . . . . . . . 1809--1817
Khurelbaatar Gonchigdanzan and
Kamil M. Kosi\'nski On the functional limits for partial
sums under stable law . . . . . . . . . 1818--1822
S. Ejaz Ahmed and
Andrei I. Volodin and
Igor N. Volodin High order approximation for the
coverage probability by a confident set
centered at the positive-part
James--Stein estimator . . . . . . . . . 1823--1828
Saeed Golnabi and
Martin S. Levy and
James J. Cochran Finitizing power series distributions 1829--1832
Satoshi Hattori and
Mai Kato Approximate subject-deletion influence
diagnostics for Inverse Probability of
Censoring Weighted (IPCW) method . . . . 1833--1838
Debasis Kundu and
Mohammad Z. Raqab Estimation of $ R = P(Y < X) $ for
three-parameter Weibull distribution . . 1839--1846
N. Balakrishnan and
E. Cramer and
K. Davies Some results on order statistics
generated by two simulation methods . . 1847--1857
Juan Lucas Bali and
Graciela Boente Principal points and elliptical
distributions from the multivariate
setting to the functional case . . . . . 1858--1865
Xiaoping Shi and
Yuehua Wu and
Baiqi Miao A note on the convergence rate of the
kernel density estimator of the mode . . 1866--1871
Jinghu Yu and
Jinli Pei Extinction of branching processes in
varying environments . . . . . . . . . . 1872--1877
Morris L. Eaton and
Robb J. Muirhead The ``North Pole Problem'' and random
orthogonal matrices . . . . . . . . . . 1878--1883
Atanu Biswas and
Peter X.-K. Song Discrete-valued ARMA processes . . . . . 1884--1889
Athanasia Petsa and
Theofanis Sapatinas Erratum to: ``Minimax convergence rates
under the $ L^p$-risk in the functional
deconvolution model'' [Statist. Probab.
Lett. 79 (2009) 1568--1576] . . . . . . 1890
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Nguyen Van Quang and
Nguyen Van Huan On the strong law of large numbers and $
L_p $-convergence for double arrays of
random elements in $p$-uniformly smooth
Banach spaces . . . . . . . . . . . . . 1891--1899
Derya Caliskan and
Christophe Croux and
Sarah Gelper Efficient and robust scale estimation
for trended time series . . . . . . . . 1900--1905
Sundarraman Subramanian The multiple imputations based
Kaplan--Meier estimator . . . . . . . . 1906--1914
Kjell Konis and
Konstantinos Fokianos Safe density ratio modeling . . . . . . 1915--1920
Yuan-chin Ivan Chang and
Eunsik Park Constructing the best linear combination
of diagnostic markers via sequential
sampling . . . . . . . . . . . . . . . . 1921--1927
Vandna Jowaheer and
Brajendra Sutradhar GMM versus GQL inferences for panel
count data . . . . . . . . . . . . . . . 1928--1934
Toshiya Iwashita and
Yoshihide Kakizawa and
Tatsuki Inoue and
Takashi Seo An asymptotic expansion of the
distribution of Student's $t$ type
statistic under spherical distributions 1935--1942
S. Y. Hwang and
M. S. Choi Modeling and large sample estimation for
multi-casting autoregression . . . . . . 1943--1950
Guoqing Liu and
Wenbo V. Li Moment bounds for truncated random
variables . . . . . . . . . . . . . . . 1951--1956
Masahisa Magome and
Tetsuo Nakagawa The asymptotic relative generation
distribution of the closest common
ancestor of the multitype Galton--Watson
tree conditioned on non-extinction . . . 1957--1962
Govind S. Mudholkar and
Yogendra P. Chaubey On defining $p$-values . . . . . . . . . 1963--1971
Theodore Kypraios A note on maximum likelihood estimation
of the initial number of susceptibles in
the general stochastic epidemic model 1972--1976
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
C. Flecher and
P. Naveau and
D. Allard Estimating the closed skew-normal
distribution parameters using weighted
moments . . . . . . . . . . . . . . . . 1977--1984
Hao Jin and
Zheng Tian and
Ruibing Qin Bootstrap tests for structural change
with infinite variance observations . . 1985--1995
Alexander Y. Gordon Inequalities between generalized
familywise error rates of a multiple
testing procedure . . . . . . . . . . . 1996--2004
Xiaomi Hu $p$-Values of a test on homogeneous
means in a multivariate isotonic
regression . . . . . . . . . . . . . . . 2005--2011
Christian H. Weiß Jumps in binomial AR(1) processes . . . 2012--2019
Bhupendra Gupta Vertex degree of random geometric graph
on exponentially distributed points . . 2020--2027
Herold G. Dehling and
Olimjon Sh. Sharipov Marcinkiewicz--Zygmund strong laws for
$U$-statistics of weakly dependent
observations . . . . . . . . . . . . . . 2028--2036
Jafar Ahmadi and
N. Balakrishnan Pitman closeness of record values to
population quantiles . . . . . . . . . . 2037--2044
Eugen Ursu and
Pierre Duchesne On multiplicative seasonal modelling for
vector time series . . . . . . . . . . . 2045--2052
Jafar Ahmadi and
M. Fashandi Some characterization and ordering
results based on entropies of current
records . . . . . . . . . . . . . . . . 2053--2059
Tasos C. Christofides and
Milto Hadjikyriakou Exponential inequalities for
$N$-demimartingales and negatively
associated random variables . . . . . . 2060--2065
Marco Di Marzio and
Agnese Panzera and
Charles C. Taylor Local polynomial regression for circular
predictors . . . . . . . . . . . . . . . 2066--2075
Hongwei Long Least squares estimator for discretely
observed Ornstein--Uhlenbeck processes
with small Lévy noises . . . . . . . . . 2076--2085
Yaakov Malinovsky and
Yosef Rinott On stochastic orders of absolute value
of order statistics in symmetric
distributions . . . . . . . . . . . . . 2086--2091
Aniello Buonocore and
Enrica Pirozzi and
Luigia Caputo A note on the sum of uniform random
variables . . . . . . . . . . . . . . . 2092--2097
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Bani K. Mallick Corrigendum to: ``Moments of random
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Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Guoyou Qin and
Yang Bai and
Zhongyi Zhu Robust empirical likelihood inference
for longitudinal data . . . . . . . . . 2101--2108
Jae Keun Yoo and
Becky S. Patterson and
Susmita Datta An OLS-based predictor test for a
single-index model for predicting
transcription rate from histone
acetylation level . . . . . . . . . . . 2109--2114
Lixin Song and
Dawei Lu and
Jinghai Feng The first exit time for a Bessel process
from the minimum and maximum random
domains . . . . . . . . . . . . . . . . 2115--2123
Jiajia Zhang and
Yingwei Peng Crossing hazard functions in common
survival models . . . . . . . . . . . . 2124--2130
J. Preater A species of voter model driven by
immigration . . . . . . . . . . . . . . 2131--2137
Toshihiro Abe and
Arthur Pewsey and
Kunio Shimizu On Papakonstantinou's extension of the
cardioid distribution . . . . . . . . . 2138--2147
Peixin Zhao and
Liugen Xue Variable selection for semiparametric
varying coefficient partially linear
models . . . . . . . . . . . . . . . . . 2148--2157
Olcay Arslan Maximum likelihood parameter estimation
for the multivariate skew-slash
distribution . . . . . . . . . . . . . . 2158--2165
L. Pereira The asymptotic location of the maximum
of a stationary random field . . . . . . 2166--2169
Biswabrata Pradhan and
Anup Dewanji On induced dependent censoring for
quality adjusted lifetime (QAL) data in
a simple illness-death model . . . . . . 2170--2176
Carlos G. Pacheco-González Ergodicity of a bounded Markov chain
with attractiveness towards the centre 2177--2181
B. M. Brown The logit-stable distributions and
latent utility scales in categorical
data applications . . . . . . . . . . . 2182--2188
Badi H. Baltagi and
Long Liu A note on the application of EC2SLS and
EC3SLS estimators in panel data models 2189--2192
Alessandro De Gregorio Parametric estimation for planar random
flights . . . . . . . . . . . . . . . . 2193--2199
Yasutaka Shimizu Notes on drift estimation for certain
non-recurrent diffusion processes from
sampled data . . . . . . . . . . . . . . 2200--2207
TaChen Liang Comments on ``Estimating the parameter
of the population selected from discrete
exponential family'' . . . . . . . . . . 2208--2211
TaChen Liang Empirical Bayes estimation for
Borel--Tanner distributions . . . . . . 2212--2219
Nikolaos Halidias Remarks and corrections on ``An
existence theorem for stochastic
functional differential equations with
delays under weak assumptions'',
Statistics & Probability Letters \bf 78,
2008, by N. Halidias and Y. Ren . . . . 2220--2222
Qian Lin A class of backward doubly stochastic
differential equations with
non-Lipschitz coefficients . . . . . . . 2223--2229
Mokhtar H. Konsowa On the speed of random walks on random
trees . . . . . . . . . . . . . . . . . 2230--2236
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
D. R. Jensen and
D. E. Ramirez Concentration reversals in ridge
regression . . . . . . . . . . . . . . . 2237--2241
Christopher S. Withers and
Saralees Nadarajah Accurate tests and intervals based on
nonlinear cusum statistics . . . . . . . 2242--2250
Luc Devroye On exact simulation algorithms for some
distributions related to Jacobi theta
functions . . . . . . . . . . . . . . . 2251--2259
Jiaowan Luo and
Guolie Lan Stochastically bounded solutions and
stationary solutions of stochastic
differential equations in Hilbert spaces 2260--2265
Mohammad Mohammadi and
Adel Mohammadpour Best linear prediction for $ \alpha
$-stable random processes . . . . . . . 2266--2272
Lorenzo Trippa and
Pietro Muliere Bayesian nonparametric binary regression
via random tessellations . . . . . . . . 2273--2280
Edward Omey and
Georgi K. Mitov and
Kosto V. Mitov On the number of renewals in random time 2281--2288
A. Jamalizadeh and
N. Balakrishnan Prediction in a trivariate normal
distribution via a linear combination of
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Lihong Wang Memory parameter estimation for long
range dependent random fields . . . . . 2297--2306
Luc Pronzato Asymptotic properties of nonlinear
estimates in stochastic models with
finite design space . . . . . . . . . . 2307--2313
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Parminder Singh and
Amar Nath Gill and
Narendra Kumar A test of homogeneity of several
variances against tree ordered
alternative . . . . . . . . . . . . . . 2315--2320
Hua Jin and
Ying Lu The optimal linear combination of
multiple predictors under the
generalized linear models . . . . . . . 2321--2327
Weiwei Meng and
Lin Yu Martingale transforms between $ Q_1 $
and $ Q_\phi $ of martingale spaces . . 2328--2333
Slavko Simic On a moment inequality for laws on $ ( -
\infty, + \infty) $ . . . . . . . . . . 2334--2337
Guoqing Zhao Lenglart domination inequalities for
$g$-expectations . . . . . . . . . . . . 2338--2342
Minjung Kyung and
Jeff Gill and
George Casella Characterizing the variance improvement
in linear Dirichlet random effects
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Jeffrey S. Buzas A note on corrected scores for logistic
regression . . . . . . . . . . . . . . . 2351--2358
V. K. Gupta and
Poonam Singh and
Basudev Kole and
Rajender Parsad Construction of efficient unbalanced
mixed-level supersaturated designs . . . 2359--2366
Huiyan Zhao On existence and uniqueness of
stochastic evolution equation with
Poisson jumps . . . . . . . . . . . . . 2367--2373
Kyo-Shin Hwang and
Tian-Xiao Pang Asymptotic inference for nearly
nonstationary AR(1) processes with
possibly infinite variance . . . . . . . 2374--2379
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Daniel V. Tokarev and
Konstantin A. Borovkov On the expectations of maxima of sets of
independent random variables . . . . . . 2381--2388
Takahide Ishioka and
Shunsuke Kawamura and
Tomoyuki Amano and
Masanobu Taniguchi Spectral analysis for intrinsic time
processes . . . . . . . . . . . . . . . 2389--2396
K. Nidhin and
C. Chandran Limit theorems of general functions of
independent and identically distributed
random variables . . . . . . . . . . . . 2397--2404
Yanjiao Meng and
Zhengyan Lin On the weak laws of large numbers for
arrays of random variables . . . . . . . 2405--2414
Frédéric Lavancier and
Anne Philippe and
Donatas Surgailis Covariance function of vector
self-similar processes . . . . . . . . . 2415--2421
Ken Jackson and
Alexander Kreinin and
Wanhe Zhang Randomization in the first hitting time
problem . . . . . . . . . . . . . . . . 2422--2428
Anna Krasnosielska A version of the Elfving problem with
random starting time . . . . . . . . . . 2429--2436
Hanxiang Peng and
Anton Schick Improving efficient marginal estimators
in bivariate models with parametric
marginals . . . . . . . . . . . . . . . 2437--2442
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Rituparna Sen and
Fushing Hsieh A note on testing regime switching
assumption based on recurrence times . . 2443--2450
Karl Michael Schmidt and
Anatoly Zhigljavsky A characterization of the arcsine
distribution . . . . . . . . . . . . . . 2451--2455
Fernando Esponda and
Victor M. Guerrero Surveys with negative questions for
sensitive items . . . . . . . . . . . . 2456--2461
X. Zhen and
I. V. Basawa Observation-driven generalized state
space models for categorical time series 2462--2468
Teresa Rajba Nested classes of
$C$-semi-selfdecomposable distributions 2469--2475
Daisuke Nagakura Asymptotic theory for explosive random
coefficient autoregressive models and
inconsistency of a unit root test
against a stochastic unit root process 2476--2483
Anis Gassem On parameter estimation for switching
diffusion process . . . . . . . . . . . 2484--2492
Wagner Barreto-Souza and
Francisco Cribari-Neto A generalization of the
exponential-Poisson distribution . . . . 2493--2500
Carl P. Dettmann and
Orestis Georgiou Product of $n$ independent uniform
random variables . . . . . . . . . . . . 2501--2503
Anonymous Editorial Board . . . . . . . . . . . . ifc--ifc
Pierre Duchesne Corrigendum to: ``On matricial measures
of dependence in vector ARCH models with
applications to diagnostic checking''
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149--160] . . . . . . . . . . . . . . . 910--910
Tyrone E. Duncan and
Holger Fink Corrigendum to ``Prediction for some
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Brownian motion'' . . . . . . . . . . . 1336--1337
A. E. Brockwell Acknowledgement of priority to:
``Universal residuals: a multivariate
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Letters \bf 27, 2007, 1473--1478'' . . . 1822--1822
Jianxi Su and
Edward Furman Erratum to ``On a multivariate Gamma
distribution'' by E. Furman [Statist.
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Hyoung-Moon Kim Corrigendum to ``A note on scale
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Isha Dewan and
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57 (1) (2002) 9--15] . . . . . . . . . . 147--148