Table Of Content

STATISTICS & PROBABILITY LETTERS Statistics & Probability Letters 60 (2002) 483-484 www.elsevier.com/locate/stapro Author Index for Volume 60 (2002) Allam, A. and T. Mourid, Geometric absolute regularity of Banach space-valued autoregressive processes 241-252 Appel, M.J.B. and R.P. Russo, The connectivity of a graph on uniform points on [0, 1]4 351-357 Balakrishnan, N., A. Childs and B. Chandrasekar, An efficient computational method for moments of order statistics under progressive censoring 359-365 Basawa, I.V., see Fukasawa, T. 459-473 Beirlant, J. and B. Vandewalle, Some comments on the estimation of a dependence index in bivariate extreme value statistics 265-278 Belzunce, F., J.M. Ruiz and M.C. Ruiz, On preservation of some shifted and proportional orders by systems 141-154 Bianco, A. and G. Boente, On the asymptotic behavior of one-step estimates in heteroscedastic regression models 33— 47 Biau, G., Optimal asymptotic quadratic errors of density estimators on random fields 297-307 Biswas, A. and J.-S. Hwang, A new bivariate binomial distribution 231-240 Boente, G., see Bianco, A. 33— 47 Bose, A. and J. Mitra, Limiting spectral distribution ofa special circulant 111-120 Cai, H., A law of iterated logarithm for the wavelet transforms of i.i.d. random variables 121-127 Chandrasekar, B., see Balakrishnan, N. 359-365 Chen, G., J. Chen and Y. Chen, Statistical inference on comparing two distribution functions with a possible crossing point 329-341 Chen, J., see Chen, G. 329-341 Chen, Y., see Chen, G. 3) 329-341 Childs, A., see Balakrishnan, N. 359-365 Chiu, S.N. and C.C. Yin, The first exit time and ruin time for a risk process with reserve-dependent income 417-424 Cook, S., Correcting size distortion of the Dickey—Fuller test via recursive mean adjustment 75— 79 Croux, C., C. Flandre and G. Haesbroeck, The breakdown behavior of the maximum likelihood estimator in the logistic regression model 377-386 Dickey, D.A., see Evans, B.A. 343-350 Dzhaparidze , K. and J.A. Ferreira, A frequency domain approach to some results on fractional Brownian motion 155-168 Epifani, I., S. Fortini and L. Ladelli, A characterization for mixtures of semi-Markov processes 445—457 Evans, B.A. and D.A. Dickey, Normalizations for periodogram-based unit root tests 343-350 Fallis, D. and G. Liddell, Further results on inquiry and truth possession 169-182 Ferreira, H. and M. Scotto, On the asymptotic location of high values of a stationary sequence 475—482 Ferreira, J.A., see Dzhaparidze, K. 155-168 Flandre, C., see Croux, C. 377-386 Fortini, S., see Epifani, I. 445-457 Fukasawa, T. and I.V. Basawa, Estimation for a class of generalized state-space time series models 459-473 Gervini, D., The influence function of the Stahel-Donoho estimator of multivariate location and scatter 425-435 Gorgens, T., Nonparametric comparison of regression curves by local linear fitting 81— 89 Grossmann, S., see Metzler, D. 91-100 Haesbroeck, G., see Croux, C. 377-386 Hansen, E., see Hansen, N.R. 289-295 Hansen, N.R. and E. Hansen, Establishing geometric drift via the Laplace transform of symmetric measures 289-295 Hashorva, E., Remarks on domination of maxima 101-109 Hur, S., see Kim, T.S. 387-394 Hwang, J.-S., see Biswas, A. 231-240 Jozani, M.J., N. Nematollahi and K. 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 Kim, C., B.U. Park and W. Kim, Influence diagnostics in semiparametric regression models 49— 58 Kim, H.K., see Kim, T.S. 387-394 Kim, T.S., H.K. Kim and S. Hur, Asymptotic properties of a particular nonlinear regression quantile estimation 387-394 Elsevier Science B.V. PII: S0167-7152(02)00389-9 484 Author Index| Statistics & Probability Letters 60 (2002) 483—484 Kim, W., see Kim, C. 49— 58 Kost, J.T. and M.P. McDermott, Combining dependent P-values 183-190 Krantsberg, A., Khinchin and Marcinkiewicz-Zygmund-type inequalities for quadratic forms of independent random variables 321-327 Ladelli, L., see Epifani, I. 445-457 Lemdani, M. and E. Ould-Said, Exact asymptotic #;-error of a kernel density estimator under censored data 59— 68 Leung, P.K., see You, J. 17- 31 Liddell, G., see Fallis, D. 169-182 Mamon, R.S., A time-varying Markov chain model of term structure 309-312 Mashayekhi, M., Compound estimation of a monotone sequence T- 15 McDermott, M.P., see Kost, J.T. 183-190 McKeague, I.W. and Y. Zhao, Simultaneous confidence bands for ratios of survival functions via empirical likelihood 405-415 Metzler, D., S. Grossmann and A. Wakolbinger, A Poisson model for gapped local alignments 91-100 Mitra, J., see Bose, A. 111-120 Mourid, T., see Allam, A. 241-252 Nematollahi, N., see Jozani, M.J. 437-444 Nicolaou, A., Conditional score tests in the exponential family 69— 74 Ohtani, K., Exact distribution of a pre-test estimator for regression error variance when there are omitted variables 129-140 Ould-Said, E., see Lemdani, M. 59— 68 Pang, W.-K., see You, J. 17— 31 Park, B.U., see Kim, C. 49— 58 Peligrad, M., Some remarks on coupling of dependent random variables 201-209 Pingyan, C., Limiting behavior of weighted sums with stable distributions 367-375 Rao, B.L.S.P., Another Esseen-type inequality for multivariate probability density functions 191-199 Rao, M.B., see Terpstra, J.T. 219-230 Ruiz, J.M., see Belzunce, F. 141-154 Ruiz, M.C., see Belzunce, F. 141-154 Russo, R.P., see Appel, M.J.B. 351-357 Schott, J.R., Testing for elliptical symmetry in covariance-matrix-based analyses 395—404 Scotto, M., see Ferreira, H. 475-482 Serdobolskii, A.V., Unimprovable solution to systems of empirical linear algebraic equations l— 6 Shafie, K., see Jozani, M.J. 437-444 Situ, R., On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control 279-288 Stern, J.M. and S. Zacks, Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test 313-320 Sun, X., see You, J. 17— 31 Szkutnik, Z., A note on quasi-maximum likelihood solutions to an inverse problem for Poisson processes 253-263 Terpstra, J.T. and M.B. Rao, On the asymptotic distribution of a multivariate GR-estimate for a VAR(p) time series 219-230 Vandewalle, B., see Beirlant, J. 265-278 Wakolbinger, A., see Metzler, D. 91-100 Wang, X., Asymptotic properties of bandit processes with geometric responses 211-217 Yin, C.C., see Chiu, S.N. 417-424 You, J., X. Sun, W.-k. Pang and P.-k. Leung, Jackknifing type weighted least squares estimators in partially linear regression models 17— 31 ZackSs.,, s ee Stern, J.M. 313-320 Zhao, Y., see McKeague, I.W. 405-415