Table of Contents, Volume 36, Issue 1, 2007
*Corresponding author
EDITORIAL ... 1
Distribution Theory
A New Generalization of the Logarithmic
Distribution Arising from the Inverse Trinomial Distribution ... 3
S.H. Ong* and T.F. Khang
ongsh@um.edu.my
Tukey-type Distributions in the Context of
Financial Data ... 23
M. Fischer, A. Horn and I. Klein
Matthias.Fischer@wiso.uni-erlangen.de
Asymptotic Distribution for Symmetric Spacing
Statistics ... 37
R. Jiménez* and Y. Shao
rjimenez@usb.ve
Ordered Data and Applications
Some Characterizations Based on Entropy of Order
Statistics and Record Values ... 47
S. Baratpour, J. Ahmadi* and N.R. Arghami
ahmadi@math.um.ac.ir
Bounds for Expectations of Differences of
Generalized Order Statistics Based on General and Life Distributions ... 59
M. Bieniek*
mbieniek@hektor.umcs.lublin.pl
Inference
Large-sample Inference for the Epsilon-skew-t
Distribution ... 73
H. W. Gómez, F.J. Torres and H. Bolfarine*
hbolfar@ime.usp.br
A Comparison of Classical and Inverse Estimators in
the Calibration Problem ... 83
N. Kannan*, J. P. Keating and R.L. Mason
nandini.kannan@utsa.edu
Improved Estimation of the Pareto Location
Parameter under Squared Error Loss ... 97
S.T. Garren*, E.R. Hume and G.R. Leppert
garrenst@jmu.edu
Convergence Rate of Strong Consistency of the
Maximum Likelihood Estimator in Exponential Family Nonlinear Models ... 103
T. Xia, S-F. Wang* and X-R. Wang
sfwang402@hotmail.com
Linear Models
Admissibility of Test Procedures for Linear
Hypotheses in General Linear Model ... 117
K. Noda and E. Miyaoka*
miyaoka@rs.kagu.tus.ac.jp
Multivariate Analysis
One-sample Likelihood Ratio Tests for Mixed Data
... 129
A.R. de Leon*
adeleon@math.ucalgary.ca
Survival Analysis
Markov Chain Model Selection by Misclassified Model
Probabilities ... 143
P-L. Chen* and P.K. Sen
pchen@fhi.org
Asymptotic Behavior of the Hazard Rate Kernel
Estimator under Truncated and Censored Data ... 155
M. Lemdani* and E. Ould-Saïd
mlemdani@pharma.univ-lille2.fr
Reliability Analysis
Properties of Coherent Systems with Dependent
Components ... 175
J. Navarro*, J.M. Ruiz and C. J. Sandoval
jorgenav@um.es
Estimation of Reliability for (K+1)
Component Lightly Loaded Standby System with Single Repair ... 193
S.B. Munoli* and M.D. Suranagi
sbmunoli@yahoo.co.in
Applied Probability
Bernstein-Von Mises Theorem for M/M/1 Queue
... 203
S.K. Acharya* and M.N. Mishra
acharya_sarat@yahoo.co.in
Statistics in Health
Diagnostics for Stratified Clinical
Trials in Proportional Odds Models ... 211
I. Liu* and D.Q. Wang
iliu@mcs.vuw.ac.nz
Table of Contents, Volume 36, Issue 2, 2007
*Corresponding author
Distributions, Models and Applications
A Proof of the Asymptotic Equivalence of Two Tail
Probability Approximations ... 221
J.E. Kolassa*
kolassa@stat.rutgers.edu
Properties of Certain Class of Mixture
Distributions ... 229
S. Shams*
shams@src.ac.ir
A Novel Asymmetric Distribution With Power Tails
... 235
A. Singh, J. René van Dorp* and T. Mazzuchi
dorpjr@gwu.edu
On Infinitely Divisible Exponential Dispersion
Model Related to Poisson-Exponential Distribution ... 253
V. Vinogradov*
vlavin@math.ohiou.edu
Sampling Theory
Compromise Allocation in Univariate Stratifield
Sampling ... 265
H. Park, S. Na* and J. Jeon
nasr@yonsei.ac.kr
Inference
On the Asymptotic Distribution of the Likelihood
Ratio Statistic ... 273
W.F. Scott*
w.f.scott@ed.ac.uk
Double Stage Shrinkage Testimator of the Scale
Parameter of an Exponential Life Model Under General Entropy Loss Function ...
283
R. Srivastava* and V. Tanna
rakeshsrivastava30@yahoo.co.in
Comparisons Between Local Linear Estimator and
Kernel Smooth Estimator for a Smooth Distribution Based on MSE Under Right
Censoring ... 297
L. Peng* and S. Sun
peng@math.gatech.edu
Inference for a Linear Functional of Cumulative
Hazard Functions Via Empirical Likelihood ... 313
Y. Zhao* and G. Qin
yzhao@mathstat.gsu.edu
Bayesian Estimation
Bayesian Analysis of Masked Series
System Lifetime Data ... 329
C. Mukhopadhyay* and S. Basu
cm@mgmt.iisc.ernet.in
Regression Analysis
A Gibbs Sampling Algorithm for a Changing
Regression Model with Pooled Binary Response Data ... 349
S.W. Kang*
kang@econ.rutgers.edu
Covariate Selection for Linear Errors-in-Variables
Regression Models ... 375
Q. Xu and J. You*
jyou@bios.unc.edu
Design of Experiments
Confidence Intervals on Sum of Variance Components in Unbalanced
Two-Fold Nested Designs With Equal Subsampling ... 387
X. Li* and Z. Meng
xmli@sdut.edu.cn
Multivariate Analysis
On Comparison of Exact Powers of Bivariate GMANOVA
Tests ... 399
T. Yamada*
yms@gug.math.chuo-u.ac.jp
A Comparison of Permutation Hotelling's T2
Test and Log-Ratio Test for Analyzing Compositional Data ... 415
D.K. Srivastava*, J.M. Boyett, C.W. Jackson, X. Tong and S.N. Rai
kumarsrivastava@stjude.org
Categorical Data Analysis
Modeling Association between Two or More
Categorical Variables that Allow for Multiple Category Choices ... 433
C. R. Bilder* and T.M. Loughin
chris@chrisbilder.com
Table of Contents, Volume 36, Issue 3, 2007
*Corresponding author
Distributions, Models and Applications
Gaussian Hypergeometric Probability
Distributions for Fitting Discrete Data ... 453
J. Rodríguez Avi*, A. Conde Sánchez,
A.J. Sáez Castillo and M.J. Olmo Jiménez
jravi@ujaen.es
Convex Ordering for Bivariate
Distributions ... 465
M. Yilmaz* and Y. Tuncer
yilmazm@science.ankarara.edu.tr
Brownian-Laplace Motion And Its Use in
Financial Modelling ... 473
W.J. Reed*
reed@math.uvic.ca
Inference
Robust Testing for Skewness ... 485
H.E.T. Holgersson*
thomas.holgersson@ihh.hj.se
Mis-Specification Analysis Between
Normal and Extreme Value Distribution for a Linear Regression Model ...499
H-F. Yu*
yuhf@sunws.nfu.edu.tw
Bayesian Estimation
Sensitivity Analysis in Gaussian
Bayesian Networks Using a Divergence Measure ... 523
M. A. Gómez-Villegas*, P. Maín
and R. Susi
ma_gv@mat.ucm.es
Ordered Data Analysis
Equivariant Estimation of Parameters
Based on Sequential Order Statistics From (1,3) and (2,3) Systems ... 541
S. Amala Revathy and B. Chandrasekar*
bchandrasekar2003@yahoo.co.in
Linear Models
Inferences on Nonparametric Component
for Partially Linear Models ... 549
R. Zhang*
zhangriquan@163.com
A Note on the Canonical Structure of
Multivariate Dynamic Linear Models ... 563
K. Triantafyllopoulos*
kostas@sheffield.ac.uk
Time Series Analysis
Testing for Heteroscedasticity and/or
Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors
... 567
J-G. Lin* and B-C. Wei
ljgzxc@sina.com.cn
Multivariate Analysis
Ranges of Measures of Associations for
Familial Binary Variables ... 587
N. Rao Chaganty* and Y. Deng
rchagant@odu.edu
Score Tests for Testing Independence
in the Zero-Truncated Bivariate Poisson Models ... 599
B. C. Jung*, S. M. Han and J. Lee
bcjung@wos.ac.kr
Regression Properties for Asymmetric
Generalized Scale Mixtures of Multivariate Gaussian Variables ... 613
S.B. Fotopoulos*, V.K. Jandhyala and K.H. Chen
fotopo@wsu.edu
Clinical Trials
Deriving Approximations in a Random
Effects Model for Multicentre Clinical Trials with Binary Response ... 629
V. Fedorov, B. Jones, V. Savani and A. Zhigljavsky*
zhigljavskyaa@cardiff.ac.uk
Reliability Theory
Ordering Properties of Systems with
Two Dependent Components ... 645
J. Navarro* and C-D. Lai
jorgenav@um.es
Table of Contents, Volume 36, Issue 4, 2007
*Corresponding author
Distributions and Models
Polya, Inverse Polya, and Circular
Polya Distributions of Order k for l-Overlapping Success Runs ...
657
F.S. Makri*, A.N. Philippou and Z.M. Psillakis
makri@math.upatras.gr
Information Measures for Some
Well-known Families ... 669
G.R.M. Borzadaran*, G.H. Yari and E. Pasha
gmb1334@yahoo.com
Ordered Data and Applications
Projection Mean-Variance Bounds on Expectations of
k-th Record Values from Restricted Families ... 679
M. Bieniek
milena@ramzes.umcs.lublin.pl
Inference
On a Generalization of the Classical Random
Sampling Scheme and Unbiased Estimation ... 693
Y. Lumelskii, V. Voinov, M. Nikulin* and P. Feigin
niku@sm.u-bordeaux2.fr
Comparisons of the Unbiased Ridge Estimation to the
Other Estimations ... 707
M.R. Özkale* and S. Kaçiranlar
mrevan@cu.edu.tr
Bayesian Inference
A Bayesian Analysis of Correlated Interval-Censored
Data ... 725
K. Zuma
kzuma@hsrc.ac.za
Computing Probabilities of Type I Error and Type II
Error of Sequential Bayesian Procedures for Testing One-Sided Hypotheses ... 731
J. de la Horra* and M.T. Rodríguez-Bernal
julian.delahorra@uam.es
Shrinkage Testimators for the Shape Parameter of
Pareto Distribution using LINEX Loss Function ... 741
D.C. Singh, G. Prakash* and P. Singh
ggyanji@yahoo.com
Regression Analysis
Optimal Designs for Trigonometric Regression ...
755
C. Zhang
zhangchongqi@tom.com
An Application of the Local Influence Diagnostics
to Ridge Regression Under Elliptical Model ... 767
F.V. Labra, R. Aoki* and F. Rojas
reiko@icmc.usp.br
Design of Experiments
A Optimality Standardized Through the Coefficient
of Variation ... 781
J. López-Fidalgo*, M.J. Rivas-López and B. Fernández-Garzón
fidalgo@usal.es
Clear Effects in the 2n-p Combined
Design ... 793
P-H. Liau* and P-H. Huang
phliau@nknucc.nknu.edu.tw
Multivariate Analysis
Extension of a Two Stage Conditionally Unbiased
Estimator of the Selected Population to the Bivariate Normal Case ... 801
M.W. Sill* and A.R. Sampson
msill@gogstats.org
Multi-sample Likelihood Ratio Tests Based on
Bipolar Watson Distributions Defined on the Hypersphere ... 815
A. Figueiredo
adelaide@fep.up.pt
Reliability Analysis
An Accelerated Model for Recurrence Data ... 821
J.J.Z. Liao
jason_liao@merck.com
Goodness-of-fit Tests
Data-Transformation and Test of Fit for the
Generalized Pareto Hypothesis ... 833
S.G. Meintanis* and Y. Bassiakos
simosmei@econ.uoa.gr
Table of Contents, Volume 36, Issue 5, 2007
*Corresponding author
Ordered Data and Applications
How Many Observations fall in a neighbourhood of an
Order Statistic? ... 851
A.Dembinska, A. Stepanov and J. Wesolowski*
wesolo@mini.pw.edu.pl
Asymptotic Normality of Extreme Quantile Estimators
Based on the Peaks-Over-Threshold Approach ... 869
J. Diebolt, A. Guillou* and P. Ribereau
guillou@crr.jussieu.fr
Inference
On a Test of the Difference Between Two Binomial
Proportions ... 887
E. Schechtman* and Y. Parmet
ednas@bgu.ac.il
Testing Equality of Order Constrained Inverse
Gaussian Means ... 897
L. Tian* and G. S. Mudholkar
ltian@buffalo.edu
Bayesian Inference
Bayesian Estimation of Stochastic Frontier Models
with Multivariate Skew t Error Terms ... 907
S. Tchumtchoua* and D.K. Dey
sylvie.tchumtchoua@uconn.edu
The Superiorities of Bayes Linear Minimum Risk
Estimation in Linear Model ... 917
L. Wei* and W. Zhang
lwei@ustc.edu.cn
Nonparametric Inference
A Note on the Variances of the Tests of Kendall,
Jonckheere, and Terpstra ... 927
E. Leton* and P. Zuluaga
eleton@est-econ.uc3m.es
Regression Analysis and Linear Models
Constructive Cross-Validation in Linear Prediction
... 939
D. J. Spitzner
dan.spitzner@vt.edu
Consistent Estimation of the Regression Coefficient
Through Weighted Arithmetic Mean of the Inconsistent Estimators in Replicated
Ultrastructural Model ... 955
Shalabh* and P-H. Liau
shalab@iitk.ac.in
Admissible Linear Estimators in Linear Models With
Respect to Inequality Constraints ... 961
C-Y. Lu*, J-H. Wu and B-Y. Zhang
changyu_2000@yahoo.com
Time Series Analysis and Applications
Spurious Regressions with Time-Series Data: Further
Asymptotic Results ... 967
D. E. A. Giles
dgiles@uvic.ca
Finite Sample Modifications of the Granger
Non-Causality Test in Cointegrated Vector Autoregressions ... 981
H. Chigira and T. Yamamoto*
yamamoto@econ.hit-u.ac.jp
Sample Entropy Statistics and Testing for Order in
Complex Physiological Signals ... 1005
J. S. Richman
jrichman@uab.edu
Multivariate Analysis
Estimation of Sib-Sib Correlation via a Kotz Type
Density Function ... 1021
A. Helu and D. N. Naik*
dnaik@odu.edu
Quality Control
Control Charts For The Generalized
Variance Based on It's Predictive Distribution ... 1031
U. Menzefricke
menzefricke@rotman.utoronto.ca
Sampling Theory
Inverse Sampling with Unequal
Selection Probabilities ... 1039
L. Greco and S. Naddeo*
naddeo@unisi.it
Table of Contents, Volume 36, Issue 6, 2007
*Corresponding author
Distributions and Applications
Characterization Problems Related to the Shepp Property ... 1049
G. G. Hamedani*, H. Volkmer, and J. Wesolowski
g.hamedani@mu.edu
Analysis of Experimental Poisson Data ... 1059
P. C. Wang
pcwang@mail.cgu.edu.tw
Inference
Estimation for Location-Scale Models with Censored Data ... 1069
X. Lu*, R. S. Singh, and A. F. Desmond
lux@math.ucalgary.ca
M-estimators Based on Inverse Probability Weighted Estimating Equations with
Response Missing at Random ... 1091
Q. Wang
qhwang@amss.ac.cn
Exponential-Bound Property of Estimators and Variable Selection in Generalized
Additive Models ... 1105
X. Wang and K. C. Carriere*
kc.carriere@ualberta.ca
Bayesian Inference
Reconciling Bayesian and Frequentist Evidence in the One-sided Scale Parameter
Testing Problem ... 1123
A. C. Micheas* and D. K. Dey
micheasa@missouri.edu
Bayes Estimation of Shift Point in Geometric Sequence ... 1139
J. B. Shah* and M. N. Patel
jayesh782@gmail.com
Nonparametric Inference
Testing Treatment-Covariate Interaction in a Nonparametric Analysis of
Covariance Model ... 1153
W. Chen and A. Bathke*
arne@ms.uky.edu
Nonparametric Estimation of Average Growth Curve with General Nonstationary
Error Process ... 1173
K. Benhenni and M. Rachdi*
Mustapha.Rachdi@upmf-grenoble.fr
Design of Experiments
Efficient Block Designs for Dependent Observations -- A Computer-aided Search
... 1187
S. K. Satpati, R. Parsad and V. K. Gupta*
vkgupta@iasri.res.in
Minimax Design for the Difference Between Estimated Responses for the Quadratic
Model Over Hypercubic Regions ... 1225
S. Huda
shuda@kuc01.kuniv.edu.kw
Econometric Methods
The Estimation and Inference of a Panel Cointegration Model with a Time Trend
... 1233
M-H. Chiang*, C. Kao, and C-H. Lo
mchiang@mail.ncku.edu.tw
Reliability Analysis
Adaptive Sequential Preventive Maintenance Policy and Bayesian Consideration ...
1251
H. S. Kim, Y. S. Kwon, and D. H. Park*
dhpark@hallym.ac.kr
Table of Contents, Volume 36, Issue 7, 2007
Special Issue on Ordered Statistical Data: Approximations, Bounds and
Characterizations
Guest Editor
Ismihan Bairamov,
Izmir University of Economics, Izmir, Turkey
*Corresponding author
PREFACE ... 1271
Are the Order Statistics Ordered? A Survey of Recent Results ... 1273
Jorge Navarro*, Tomasz Rychlik and Moshe Shaked
jorgenav@um.es
On the Influence of Record Terms in the Addition of Independent Random Variables
... 1291
I. Akhundov*, A. Berred and V.B. Nevzorov
akhund@mcmaster.ca
Exact Distributions of the Number of $r$-Records and the r-Record and
Inter-r-Record Times ... 1305
Ch. A. Charalambides
ccharal@math.uoa.gr
On Characterization of Distributions Through the Properties of Conditional
Expectations of Order Statistics ... 1319
Ismihan Bairamov* and Tugba Özkal
ismihan.bayramoglu@ieu.edu.tr
The Probability Distribution for the Number of Successes in Independent Trials
... 1327
Philip J. Boland
philip.j.boland@ucd.ie
Generalized Pareto Distributions Characterized by Generalized Order Statistics
... 1333
M. Tavangar and M. Asadi*
m.asadi@sci.ui.ac.ir
Projection Bounds on Expectations of Spacings of Generalized Order Statistics
from DD and DDA Families ... 1343
Mariusz Bieniek
mbieniek@hektor.umcs.lublin.pl
Estimation for the Parameters of the Pareto Distribution under Progressive
Censoring ... 1359
Coşkun Kuş*
and Mehmet F. Kaya
coskun@selcuk.edu.tr
Inequalities for Expected Current Record Statistics ... 1367
Mohammad Z. Raqab
mraqab@ju.edu.jo
A Review on Characterizations of Discrete Distributions Based on Records and k-th
Records ... 1381
Anna Dembinska
dembinsk@mini.pw.edu.pl
Runs in a Bivariate Sequence over the First Coordinate ... 1389
Serkan Eryilmaz* and Muhammet Bekçi
serkan.eryilmaz@ieu.edu.tr
Comparison of Records and Maxima ... 1397
Agnieszka Impert and Tomasz Rychlik*
trychlik@impan.gov.pl
Order Statistics from the Generalized Exponential Distribution and Applications
... 1409
Khalaf S. Sultan
ksultan@ksu.edu.sa
Optimality Criteria and Optimal Schemes in Progressive Censoring ... 1419
M. Burkschat, E. Cramer* and U. Kamps
erhard.cramer@rwth-aachen.de
On the Similarity Structure of Order Statistics ... 1433
Mohammad Fraiwan Al-Saleh
m-saleh@yu.edu.jo
Stochastic Orderings of Order Statistics of Independent Random Variables with
Different Scale Parameters ... 1441
Baha-Eldin Khaledi* and Subhash Kochar
bkhaledi@hotmail.com
Best Bounds of kth Records from Bounded Samples ... 1451
Monika Klimczak
moka@mat.uni.torun.pl
Identification of Product Measures by Random Choice of Marginals ... 1465
Malgorzata Konwerska, Fernando López-Blázquez
and Jacek Wesolowski*
wesolo@mini.pw.edu.pl
On Distributions of Exceedances Based on Generalized Order Statistics ... 1479
Ismihan Bairamov* and Halil Tanil
ismihan.bayramoglu@ieu.edu.tr
Table of Contents, Volume 36, Issue 8, 2007
*Corresponding author
Distributions, Models and Applications
Distributions with Generalized Skewed
Conditionals and Mixtures of Such Distributions ... 1493
B.C. Arnold*, E. Castillo and J.M. Sarabia
barry.arnold@ucr.edu
Comments on ``Sums, Products and
ratios of Non-central Beta Variables by Saralees Nadarajah" ... 1505
A.M.F.L. Miranda de Sá*, L.B. Félix and E.M.A.M. Mendes
amflms@peb.ufrj.br
Ordered Data Analysis
Likelihood Ratio Order of m-Spacings
in Multiple-Outlier Models ... 1507
M. Xu, X. Li*, P. Zhao and Z. Li
xhli@lzu.edu.cn
Bayesian Inference
Constrained Bayes and Empirical Bayes
Estimation with Balanced Loss Functions ... 1527
M. Ghosh*, M.J. Kim and D. Kim
ghoshm@stat.ufl.edu
Empirical Bayes Testing for Double
Exponential Distributions ... 1543
T. Liang*
liang@math.wayne.edu
Detection and Localization in Test
Accuracy: A Bayesian Perspective ... 1555
L. D. Broemeling*
brmlng@yahoo.com
Bayes Prediction for a Heteroscedastic
Regression Superpopulation Model Using Balanced Loss Function ... 1565
A.K. Bansal and P. Aggarwal*
ag_priyanka@yahoo.com
Nonparametric Inference
Estimation of the Entropy Functional
From Dependent Samples ... 1577
J. Lim*
johanlim@yonsei.ac.kr
Regression Analysis
Extending SAVE and PHD ... 1591
J. Zhao*, X. Xu and J. Ma
zhaojunlong928@126.com
Multivariate Analysis
A Note on Sample Size Determination
for the Estimation of the Mean Vector of a Multivariate Population ... 1607
W. Cui* and F, Zhu
jcui@txstate.edu
Survival Analysis
A Class of Two-Sample Nonparametric
Tests for Panel Count Data ... 1611
D-H. Park*, J. Sun and X. Zhao
dopark@unr.edu
Proportional Hazards Model for
Multivariate Failure Time Data ... 1627
P.G. Sankaran* and V.N. Sreeja
pgsankaran@cusat.ac.in
Clinical Trials
Statistical Inference of Adaptive
Designs with Binary Responses ... 1643
Y. Yi* and X. Wang
umyiy@cc.umanitoba.ca
Erratum ... 1655
*ERRATUM on “*Lin, H. and Lee, A.H.
(2001) A conditional Cook's distance to assess influence in autoregressive
models. Communications in Statistics - Theory & Methods, 30 (7),
1373-1380”
A. Lee
Andy.Lee@curtin.edu.au
Table of Contents, Volume 36, Issue 9, 2007
Special Issue on
Skew-elliptical Distributions and their Application
Guest Editors
Arthur Pewsey, Universidad de Extremadura, Cáceres,
Spain
Graciela González-Farías,
Centro de Investigación en Matemáticas,
Guanajuato, México
*Corresponding author
PREFACE ... 1657
DISTRIBUTION THEORY
Extensions of Stein's Lemma for the Skew-normal Distribution ... 1661
C. J. Adcock
c.j.adcock@sheffield.ac.uk
The Extended Skew-exponential Power Distribution and its Derivation ... 1673
Hugo S. Salinas, Reinaldo B. Arellano-Valle* and Héctor
W. Gómez
reivalle@mat.puc.cl
A Matrix Variate Closed Skew-normal Distribution with Applications to Stochastic
Frontier Analysis ... 1691
J. Armando, Domínguez-Molina*, Graciela
González-Farías,
Rogelio Ramos-Quiroga and Arjun K. Gupta
jadguez@cimat.mx
EXTREME VALUE THEORY AND ORDER STATISTICS
Extreme Value Distributions for the Skew-symmetric Family of Distributions ...
1705
Sheng-Mao Chang and Marc G. Genton*
genton@stat.tamu.edu
Some Relationships between Skew-normal Distributions and Order Statistics from
Exchangeable Normal Random Vectors ... 1719
Nicola Loperfido*, Jorge Navarro, Jose M. Ruiz and Carlos J. Sandoval
nicola@econ.uniurb.it
INFERENCE
Goodness-of-fit Tests for the Skew-normal Distribution when the Parameters are
Estimated from the Data ... 1735
Glória Mateu-Figueras*, Pedro Puig and
Arthur Pewsey
gloria@ima.udg.es
A Vectorial Notion of Skewness and its Use in Testing for Multivariate Symmetry
... 1757
N. Balakrishnan, M. R. Brito and A. J. Quiroz*
aquiroz@usb.ve
REGRESSION ANALYSIS
Likelihood Based Inference for Multivariate Skew-normal Regression Models ...
1769
Víctor H. Lachos*, Heleno Bolferine,
Reinaldo B. Arellano-Valle and Lourdes C. Montenegro
hlachos@ime.unicamp.br
COMPOSITIONAL DATA ANALYSIS
The Skew-normal Distribution on the Simplex ... 1787
Glória Mateu-Figueras* and Vera
Pawlowsky-Glahn
gloria@ima.udg.es
TIME SERIES ANALYSIS
Skew-normal ARMA Models with Nonlinear Heteroscedastic Predictors ... 1803
Mohsen Pourahmadi
pourahm@math.niu.edu
SPATIAL ANALYSIS
A New Spatial Skew-normal Random Field Model ... 1821
Denis Allard and Philippe Naveau*
naveau@lsce.cnrs-gif.fr
Table of Contents, Volume 36, Issue 10, 2007
*Corresponding author
Distributions, Models and Applications
On a Class of Distributions Defined by the Relationship Between Their Density
and Distribution Functions ... 1835
M.C. Jones
m.c.jones@open.ac.uk
Dimensionless Measures of Variability and Dependence for Multivariate Continuous
Distributions ... 1845
D. Pena and A. Van der Linde*
avdl@math.uni-bremen.de
Marshall-Olkin Extended Lomax Distribution and Its Application to Censored Data
... 1855
M.E. Ghitany*, F.A. Al-Awadhi and L.A. Alkhalfan
meghitany@yahoo.com
Inference
On Optimal Estimating Functions in the Presence of Nuisance Parameters ... 1867
P. Mukhopadhyay
parimal1us@yahoo.com
Inference Under Heteroskedasticity and Leveraged Data ... 1877
F. Cribari-Neto*, T.C. Souza and K.L.P. Vasconcellos
cribari@de.ufpe.br
A Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu
Estimation ... 1889
M.R. Özkale* and S. Kaçiranlar
mrevan@cu.edu.tr
Bayesian Inference
Bayesian Robustness of the Positive False Rate ... 1905
J. de la Horra
julian.delahorra@uam.es
Regression Analysis
Nonparametric Regression with Sample Design Following a Random Process ... 1915
E. Chicken
chicken@stat.fsu.edu
Linear Models
Fuzzy Least-Absolutes Estimates in Linear Models ... 1935
H. Torabi* and J. Behboodian
htorabi@yazduni.ac.ir
Estimation in Singular Linear Models with Stochastic Linear Restrictions ...
1945
J. Xu and H. Yang*
yh@cqu.edu.cn
Survival Analysis
A Note on Breiman's Random Forest Data Mining Technique and Convential Cox
Modeling of Survival Statistics: The Case of the Phantom ``Induct" Covariate in
the Ohio State University Kidney Transplant Database ... 1953
R.P. Pelletier and G.T. Diderrich*
gdiderrich@wi.rr.com
Statistics in Biology
Classification Rules that Include Neutral Zones and their Application to
Microbial Community Profiling ... 1965
D.R. Jeske*, Z. Liu, E. Bent and J. Borneman
daniel.jeske@ucr.edu
Probability Theory
On Large Deviations of Sums of Independent Random Variables ... 1981
Z. Hu, V.V. Petrov and J. Robinson*
johnr@maths.usyd.edu.au
Some New Bounds on the Probability of Extinction of a Galton-Watson Process with
Numerical Comparisons ... 1993
S.G. From
sfrom@mail.unomaha.edu
Table of Contents, Volume 36, Issue 11, 2007
*Corresponding author
Distributions and Applications
Generalized Mixtures of Gamma and Exponentials and Reliability Properties of the
Maximum From Friday and Patil Bivariate Exponential Model ... 2011
M. Franco* and J.M. Vivo
mfranco@um.es
On Wrapped Version of Some Life Testing Models ... 2027
A.V. Dattatreya Rao, I. Ramabhadra Sarma and S.V.S. Girija*
svsgirija@yahoo.com
Inference
M-Estimators of Scale With Minimum Gross Errors Sensitivity ... 2037
D. Szatmari-Voicu and J.R. Collins*
collins@math.ucalgary.ca
The Asymptotic Bound by the Kiefer Type Information Inequality and Its
Attainment ... 2049
M. Akahira and N. Ohyauchi*
naopu@math.tsukuba.ac.jp
Empirical Bayes Testing for a Nonexponential Family Distribution ... 2061
L-S. Chen*
lschen@mcu.edu.tw
Sampling Theory
Improvement in Variance Estimation in Simple Random Sampling ... 2075
C.E.M. Kadilar* and H. Cingi
kadilar@hacettepe.edu.tr
Regression Analysis and Linear Models
On a Wavelet Based Method of Estimating a Regression Function ... 2083
H. Doosti, Y. P. Chaubey* and H.A. Niroumand
chaubey@alcor.concordia.ca
Ridge Estimation to the Restricted Linear Model ... 2099
Z. Zhong* and H. Yang
zhongzhen@hit.edu.cn
Time Series Analysis
Convergence of Discount Time Series Dynamic Linear Models ... 2117
K. Triantafyllopoulos*
k.triantafyllopoulos@sheffield.ac.uk
Test for Parameter Change in Linear Processes Based on Whittle's Estimaor ...
2129
T. Lee* and S. Lee
twlee@statcom.snu.ac.kr
Design of Experiments
Practical Methods for Bounding Type I Error Rate With an Internal Pilot Design
... 2143
C.S. Coffey*, J.A. Kairalla and K.E. Muller
ccoffey@uab.edu
Computational Statistics
A Monte Carlo Method for Estimating Prediction Limit for the Arithmetic Mean of
Lognormal Sample ... 2159
H-J. Kim*
kim3hj@dongguk.edu
Table of Contents, Volume 36, Issue 12, 2007
*Corresponding author
Order Data Analysis
On Order Statistics from Sine Distribution ... 2169
A.I. Genç
agenc@nigde.edu.tr
Survey Sampling
On Improvement in Variance Estimation Using
Auxiliary Information ... 2177
J. Shabbir and S. Gupta*
sngupta@uncg.edu
Inference
Confidence Bounds and Hypothesis Tests for Normal
Distribution Coefficients of Variation ... 2187
S. Verrill* and R.A. Johnson
sverrill@fs.fed.us
Fiducial Inferences for the Truncated Exponential
Distribution ... 2207
F. O'Reilly and R. Rueda*
pinky@sigma.iimas.unam.mx
Invariance Theorems for Fisher Information ... 2213
M.D. Smith
murray.smith@econ.usyd.edu.au
Jackknifing a Convex Combination of One-Sample U-Statistics
... 2223
H. Yamato*, K. Toda and T. Nomachi
yamato_march@hiz.bbiq.jp
On a Confidence Interval for the Mean of An Asymmetric Distribution ... 2235
R. Willink
r.willink@irl.cri.nz
Maximum Average-Power (MAP) Tests ... 2237
L-A. Chen*, H-N. Hung and C-R. Chen
lachen@stat.nctu.edu.tw
Bayesian Inference
On the use of Bayes Factor in Frequentist Testing
of a Precise Hypothesis ... 2251
J.E. Chacón, J. Montanero, A.G. Nogales*
and P. Pérez
nogales@unex.es
Regression and Linear Models
The Central Limit Theorem for LS Estimator in
Simple Linear EV Regression Models ... 2263
Y. Miao*, G. Yang and L. Shen
yumiao728@yahoo.com.cn
Estimation of Variance Components For a Linear
Toeplitz Model ... 2273
J-M. Marin
jean-michael.marin@inria.fr
Time Series Analysis
Bootstrap Testing for Changes in Persistence with
Heavy-Tailed Innovations ... 2289
S. Han* and Z. Tian
hansier2003@126.com
Bayesian Identificaion of Moving Average Models ...
2301
S.M. Shaarawy*, E.E.A. Soliman and S.S. Ali
ssamir50@hotmail.com
Quality Control
Skewnes Reduction Aproach in Multi-Attribute
Process Monitoring ... 2313
S.T.A. Niaki* and B. Abbasi
niaki@sharif.edu
Table of Contents, Volume 36, Issue 13, 2007
*Corresponding author
Distributions, Models and Applications
Characterization of Continuous Symmetric
Distributions Based on Families of Skewed Distributions ... 2329
H. Volkmer and G.G. Hamedani*
gholamhoss.hamedani@marquette.edu
A New Variant of the Bivariate Setting the Clock
Back to Zero Property ... 2339
H.V. Kulkarni* and B.B. Patkure
kulkarnih1@rediffmail.com
Inference
An Overview of Asymptotic Properties of Estimators
in Truncated Distributions ... 2351
I. Barranco-Chamorro*, J.L. Moreno-Rebollo, A. Pascual-Acosta and A.
Enguix-González
chammorro@us.es
Maximum Likelihood Estimation in Compound Geometric
Failure Model with Changing Parameters From Type-I Two Stage Progressively
Censored and Group Censored Samples ... 2367
N.W. Patel* and M.N. Patel
nanditafrancis@yahoo.co.in
Information Loss in Grade Point Conversation ...
2377
S. Das*
shubho@iimb.ernet.in
Regression and Linear Models
A Stepwise AIC Method for Variables Selection in
Linear Regression ... 2395
T. Yamashita*, K. Yamashita and R. Kamimura
toshie-y@leaf.ocn.ne.jp
Simultaneous Canonization of Linear Models ... 2405
C. Stepniak*
cees@univ.rzeszow.pl
Design of Experiments
Lower Bounds on the Symmetric L2-Discrepancy
and Their Application ... 2413
Z-H. Wang, H. Qin* and K. Chatterjee
qinhong@mail.ccnu
Semiparametric Panel Methods
Semi-Parametric Efficient Distribution Free
Estimation of Panel Models ... 2425
R.M. Adams and R.C. Sickles*
rsickles@rice.edu
Survival Analysis
Exact Bootstrap Variances of the Area Under Roc
Curve ... 2443
A.I. Bandos*, H.E. Rockette and D. Gur
anb61@pitt.edu
Applications to Health
Objective Bayesian Analysis of an Exponential
Regression Model with Constrained Parameters Applied to Animal Digestibility ...
2463
J.A. Cano* and D. Salmerón
jacano@um.es
Table of Contents, Volume 36, Issue 14, 2007
Special Issue on the
2005 ASMDA International Symposium on Applied Stochastic Models and Data
Analysis
Guest Editors
Stéphane Lallich, Université
Lyon 2, Laboratoire Eric, France
and
Dominique Pastor, GET- ENST Bretagne, CNRS UMR 2872 TAMCIC, France
*Corresponding author
PREFACE ... 2475
Weighted Multivariate Tests of Independence ... 2477
P. Deheuvels
pd@ccr.jussieu.fr
Asymptotic Results for the MPL
Estimators of the Contact Process of Order p ... 2493
B. Pumo
Besnik.Pumo@inh.fr
Identification, Estimation and Control
of Uncertain Dynamic Systems: A Nonparametric Approach ... 2509
N. Hilgert, V. Rossi, J.-P. Vila* and V. Wagner
vila@ensam.inra.fr
Estimation for the Distribution
Function of One and Two Dimensional Censored Variables or Sojourn Times of
Markov Renewal Processes ...2527
O. Pons
Odile.Pons@jouy.inra.fr
Estimation of the Entropy Rate of a
Countable Markov Chain ... 2543
G. Ciuperca and V. Girardin*
girardin@math.unicaen.fr
A Fixed Point Approach to Solve the
Average Cost Optimality Equation for Semi-Markov Decision Processes with Feller
Transition Probabilities ... 2559
A. Jaśkiewicz
anna.jaskiewicz@pwr.wroc.pl
Filtering and the EM-algorithm for the
Markovian Arrival Process ... 2577
J. Ledoux
james.ledoux@insa-rennes.fr
On Thresholds of Moving Averages with
Given on Target Significant Levels ... 2595
A. R. Soltani*, S. Al-Awadhi and W. M. Al-Shemeri
soltani@kuc01.kuniv.edu.kw
High Dimensional Discriminant Analysis
... 2607
C. Bouveyron*, S. Girard and C. Schmid
charles.bouveyron@imag.fr
A Method for Measuring Distance from a
Training Data Set ... 2625
I. Juutilainen* and J. Rőning
ilmari.juutilainen@ee.oulu.fi
Semiparametric Regression Models with
Applications to Scoring: A Review ... 2641
V. Patilea
patilea@ensai.fr
Estimation and Test for
Multidimensional Regression Models ... 2655
J. Rynkiewicz
rynkiewi@univ-paris1.fr
Table of Contents, Volume 36, Issue 15, 2007
*Corresponding author
Distributions, Models and Applications
Comparison of Generalized Lambda Distribution (GLD) and Response Modeling
Methodology (RMM) as General Platforms for Distribution Fitting ... 2673
H. Shore*
shor@bgu.ac.il
Inference
The Restricted and Unrestricted Two Parameter Estimators ... 2687
M. R. Ozkale* and S. Kaçiranlar
mrevan@cu.edu.tr
A Note on Comparison of (Non)-Linear Estimators Using Pitman's Measure of
Closeness ... 2695
L. Yan*
yan@math.ufl.edu
Axiomatic Development of Profile Likelihoods as the Strength of Evidence for
Composite Hypothesis ... 2707
Y. He, W. Huang and H. Liang*
hliang@bst.rochester.edu
The Relative Efficiency of Prediction Intervals ... 2727
P. Kabaila* and K. Syuhada
p.kabaila@latrobe.edu.au
Bayesian Inference
Some Bayesian Methods for Two Auditing Problems ... 2741
G. Meeden* and D. Sargent
glen@stat.umn.edu
Design of Experiments
A New Method for Testing Interaction in Unreplicated Two-Way Analysis of
Variance ... 2761
M. Kharrati-Kopaei* and S.M. Sadooghi-Alvandi
kharati@susc.ac.ir
Survival Analysis
Local Linear Regression in Proportional Hazards Model with Censored Data ...
2777
X. Zhao, X. Zhou* and X. Wu
maxhou@polyu.edu.hk
Clinical Trials
Statistical Properties of a Modified Accelerated Design for Phase I Cancer
Clinical Trials ... 2787
J. Liu, W. He* and H. Quan
weili_he@merck.com
Goodness-of-fit Tests
A New Goodness-Of-Fit Test Based on the Empirical Characteristic Function ...
2805
M. Towhidi* and M. Salmanpour
mtowhidi@susc.ac.ir
*Corresponding author
Probability Theory
An Asymptotic Result for Non-Crossing Probabilities of Brownian
Motion with Trend ... 2821
W. Bischoff, E. Hashorva* and J. Huesler
enkelejd.hashorva@allianz-suisse.ch
Inference
The Path of the Minimum lp-Norm Estimator for
p Between 1 and Infinity ... 2829
R.J. Blodgett*
robert.blodgett@fda.hhs.gov
Retrospective Parametric Tests for Homogeneity of Data ... 2841
G. Gurevich*
gregoryg@sce.ac.il
Optimal Binning Strategies Under Squared Error Loss in Selective
Assembly with Measurement Error ... 2863
S. Matsuura and N. Shinozaki*
nshino@ae.keio.ac.jp
Categorical Data Analysis
Homogeneity Test of Risk Differences of Marginal and Conditional
Probabilities in Several Incomplete Correlated 2 ×
2 Tables ... 2877
S-F. Wang* and X-R. Wang
wangsf_66@hotmail.com
Time Series Analysis
Tests for Multiple Peaks in the Spectra of Categorical Time
Series ... 2891
M. McGee*
mmcgee@smu.edu
Multivariate Analysis
Copulas Constructed from Horizontal Sections ... 2901
E.P. Klement*, A. Kolesárová,
R. Mesiar and C. Sempi
ep.klement@jku.at
Survival Analysis
A General Class of Test Procedures for Left-Truncated and
Right-Censored Data ... 2913
P-s. Shen*
psshen@thu.edu.tw
Inference for Bivariate Survival Data by Copula Models Adjusted
for the Boundary Effect ... 2927
A.A. Ding* and W. Wang
aidongding@yahoo.com
Quality Control
Improved Empirical Bayes Estimation in Group Testing Procedure
for Small Proportions ... 2937
X. Fang*, W.W. Stroup and S. Zhang
fangx@bigred.unl.edu