Volume 32.
(as bibtex)
51 references.
Articles
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1-10. Control charts based on order-restricted tests
Arteaga, Carmen,
Ledolter, Johannes
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107-114. Computing the observed information in the hidden Markov model using the EM algorithm
Hughes, James P.
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11-24. Minimax estimation of the diffusion coefficient through irregular samplings
Hoffmann, Marc
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115-123. Rate-of-convergence in the multivariate max-stable limit theorem
Maejima, Makoto,
Rachev, Svetlozar T.
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125-131. A local limit theorem for hidden Markov chains
Maxwell, Michael,
Woodroofe, Michael
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133-139. Small ball problem via wavelets for Gaussian processes
Wang, Yazhen
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141-146. Wavelet based empirical Bayes estimation for the uniform distribution
Huang, Su-Yun
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147-159. A note on the weak invariance principle for local times
Kang, Ju-Sung,
Wee, In-Suk
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161-166. A new property of the inverse Gaussian distribution with applications
Kourouklis, Stavros
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167-174. A mean convergence theorem and weak law for arrays of random elements in martingale type $p$ Banach spaces
Adler, Andre,
Adler, André,
Rosalsky, Andrew,
Volodin, Andrej I.
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175-179. Statistical meaning of Carlen's superadditivity of the Fisher information
Kagan, Abram,
Landsman, Zinoviy
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181-188. Positivity of the best unbiased $L$-estimator of the scale parameter with complete or selected order statistics from location-scale distribution
Bai, Zhidong,
Sarkar, Sanat K.,
Wang, Wenjin
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189-199. Algorithms for the likelihood-based estimation of the random coefficient model
Shin, Chungyeol,
Amemiya, Yasuo
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201-205. The asymptotic normality of a rank correlation statistic based on rises
Salama, Ibrahim A.,
Quade, Dana
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207-214. Shrinkage estimators for the dispersion parameter of the inverse Gaussian distribution
MacGibbon, Brenda,
Shorrock, Glenn
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215-221. Limit theorems for some doubly stochastic processes
Lee, Oesook
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223-230. Assessing risk with doubly censored data: An application to the analysis of radiation-induced thyropathy
Kruglikov, Ilya L.,
Pilipenko, Nikolaj I.,
Tsodikov, Alexander D.,
Yakovlev, Andrej Yu.
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231-234. A new property of Stein procedure in measurement error model
Srivastava, Anil K.,
Shalabh
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235-243. The laws of the iterated logarithm for two kinds of PP statistics
Hengjian, Cui
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245-248. The Hájek-Rényi inequality for Banach space valued martingales and the $p$ smoothness of Banach spaces
Shixin, Gan
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249-259. Model checks under random censorship
Nikabadze, A.,
Stute, W.
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25-33. Asymptotic properties for Dirichlet processes indexed by a class of functions
Zhang, Dixin
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261-268. Asymmetric quasimedians: Remarks on an anomaly
Mudholkar, Govind S.,
Hutson, Alan D.
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269-272. The need for a revised lower limit for the 4253H, twice nonparametric smoother
Janosky, J. E.,
Pellitieri, T. R.,
Al-Shboul, Q. M.
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273-277. Can the finiteness of a mean be tested?
Hawkins, D. L.
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279-290. On identity reproducing nonparametric regression estimators
Park, B. U.,
Kim, W. C.,
Jones, M. C.
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291-299. Limit distributions of multivariate kurtosis and moments under Watson rotational symmetric distributions
Zhao, Yi,
Konishi, Sadanori
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301-309. Admissibility of the usual estimators under error-in-variables superpopulation model
Zou, Guohua,
Liang, Hua
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311-320. Some problems of nonparametric estimation by observations of ergodic diffusion process
Kutoyants, Yu. A.
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321-324. A derivation of BLUP -- Best linear unbiased predictor
Jiang, Jiming
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325-328. Exact confidence regions and tests in some linear functional relationships
Kasala, Subramanyam,
Mathew, Thomas
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329-337. On some distributional and limit properties of factorizable distributions
Wesolowski, Jacek
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343-349. A kind of strong deviation theorem for the sequences of nonnegative integer-valued random variables
Wen, Liu
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35-43. Nonparametric regression with errors in variables and applications
Ioannides, D. A.,
Alevizos, P. D.
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351-356. Improved asymptotics for zeros of kernel estimates via a reformulation of the Leadbetter-Cryer integral
Riedel, Kurt S.
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357-366. The limit behavior of maxima modulo one and the number of maxima
Qi, Yongcheng,
Wilms, R. J. G.
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367-376. Projections on cones, chi-bar squared distributions, and Weyl's formula
Lin, Yong,
Lindsay, Bruce G.
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377-383. Submultiplicative moments of the supremum of a random walk with negative drift
Sgibnev, M. S.
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385-391. A Glivenko-Cantelli theorem for exchangeable random variables
Berti, Patrizia,
Rigo, Pietro
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393-404. Non-parametric randomness tests based on success runs of fixed length
Koutras, M. V.,
Alexandrou, V. A.
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405-411. A note on the residual empirical process in autoregressive models
Lee, Sangyeol
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413-416. Linear restrictions and two step multivariate least squares with applications
Gupta, A. K.,
Kabe, D. G.
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417-424. Frequentist properties of a Bayesian analog to Fabian's bound
Sa, Ping,
Edwards, Don
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425-430. Backward stochastic differential equations with continuous coefficient
Lepeltier, J. P.,
Martin, J. San
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45-55. Limit theorems for rank statistics
Huskova, M.,
Hušková, M.
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57-65. A remark on non-smoothness of the self-intersection local time of planar Brownian motion
Albeverio, Sergio,
Hu, Yaozhong,
Zhou, Xian Yin
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67-74. Some refinements of the quasi-quantiles
Mudholkar, Govind S.,
Hutson, Alan D.
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75-79. Exploiting a matrix identity in the computation of the efficient score test for overdispersion in the Poisson regression model
Moffatt, Peter G.
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81-86. Poisson convergence for set-indexed empirical processes
Ivanoff, B. Gail,
Merzbach, Ely
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87-97. Empirical likelihood confidence intervals for $M$-functionals in the presence of auxiliary information
Zhang, Biao
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99-105. A note on admissibility of the maximum likelihood estimator for a bounded normal mean
Iwasa, Manabu,
Moritani, Yoshiya