Volume 44 Number 2 (2010)

Bootstrap bandwidth selection for a smooth survival function estimation from censored data

By Arthur Berg, Kagba Suaray

A note on the weighted bootstrap approximation of the Bickel-Rosenblatt Statistic

By Majid Mojirsheibani

Using diagnostic measures to detect non-MCAR processes in linear regression models with missing covariates

By Shalabh, Helge Toutenburg, Andreas Fieger

Estimating and pretesting in some multidimensional interest rates models

By S. Ejaz Ahmed, S´ev´erien Nkurunziza

On record values of univariate exponential distribution

By M. Ahsanullah, G.G. Hamedani, M. Shakil

On normal convergence criteria for sums of row-wise independent random variables

By Mark Inlow

Quasi-empirical Bayes modeling of measurement error models and R-estimation of the regression parameters

By A. K. Md. Ehsanes Saleh

On approximating the distributions of ratios and differences of noncentral quadratic forms in normal vectors

By Aliakbar Mohsenipour, Serge B. Provost

Parameter Curvature Revisted and the Bayes-frequentist divergence

By A.M. FRASER, D.A.S. FRASER, M.J. FRASER