Communications in Statistics:
Theory and Methods

Volume 36, Issue 1 (Abstract and Full Text Access)

Volume 36, Issue 2 (Abstract and Full Text Access)

Volume 36, Issue 3 (Abstract and Full Text Access)

Volume 36, Issue 4 (Abstract and Full Text Access)

Volume 36, Issue 5 (Abstract and Full Text Access)

Volume 36, Issue 6 (Abstract and Full Text Access)

Volume 36, Issue 7 (Abstract and Full Text Access)

Volume 36, Issue 8 (Abstract and Full Text Access)

Volume 36, Issue 9 (Abstract and Full Text Access)

Volume 36, Issue 10 (Abstract and Full Text Access)

Volume 36, Issue 11 (Abstract and Full Text Access)

Volume 36, Issue 12 (Abstract and Full Text Access)

Volume 36, Issue 13 (Abstract and Full Text Access)

Volume 36, Issue 14 (Abstract and Full Text Access)

Volume 36, Issue 15 (Abstract and Full Text Access)

Volume 36, Issue 16 (Abstract and Full Text Access)


Communications in Statistics:
Theory and Methods

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. Jimnez* 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. Gmez, 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-Sad
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


Communications in Statistics:
Theory and Methods

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. Ren 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


Communications in Statistics:
Theory and Methods

Table of Contents, Volume 36, Issue 3, 2007

*Corresponding author

Distributions, Models and Applications

Gaussian Hypergeometric Probability Distributions for Fitting Discrete Data ... 453
J. Rodrguez Avi*, A. Conde Snchez, A.J. Sez Castillo and M.J. Olmo Jimnez
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. Gmez-Villegas*, P. Man 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


Communications in Statistics:
Theory and Methods

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. zkale* and S. Kairanlar
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. Rodrguez-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. Lpez-Fidalgo*, M.J. Rivas-Lpez and B. Fernndez-Garzn
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


Communications in Statistics:
Theory and Methods

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


Communications in Statistics:
Theory and Methods

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


Communications in Statistics:
Theory and Methods

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 zkal
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 Beki
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 Lpez-Blzquez 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


Communications in Statistics:
Theory and Methods

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 S*, L.B. Flix 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


Communications in Statistics:
Theory and Methods

Table of Contents, Volume 36, Issue 9, 2007

Special Issue on
Skew-elliptical Distributions and their Application



Guest Editors
Arthur Pewsey, Universidad de Extremadura, Cceres, Spain
Graciela Gonzlez-Faras, Centro de Investigacin en Matemticas, Guanajuato, Mxico

*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 Hctor W. Gmez
reivalle@mat.puc.cl

A Matrix Variate Closed Skew-normal Distribution with Applications to Stochastic Frontier Analysis ... 1691
J. Armando, Domnguez-Molina*, Graciela Gonzlez-Faras, 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
Glria 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
Vctor 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
Glria 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


Communications in Statistics:
Theory and Methods

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. zkale* and S. Kairanlar
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

 


Communications in Statistics:
Theory and Methods

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

 


Communications in Statistics:
Theory and Methods

Table of Contents, Volume 36, Issue 12, 2007

*Corresponding author

Order Data Analysis

On Order Statistics from Sine Distribution ... 2169
A.I. Gen
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. Chacn, J. Montanero, A.G. Nogales* and P. Prez
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


Communications in Statistics:
Theory and Methods

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-Gonzlez
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. Salmern
jacano@um.es


Communications in Statistics:
Theory and Methods

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
Stphane Lallich, Universit 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


Communications in Statistics:
Theory and Methods

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. Kairanlar
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


Communications in Statistics:
Theory and Methods

Table of Contents, Volume 36, Issue 16, 2007

*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. Kolesrov, 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