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Statistics & Probability Letters

1982 - 2017

Current editor(s): Somnath Datta and Hira L. Koul

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Volume 75, issue 4, 2005

The storage capacity of the Hopfield model and moderate deviations pp. 237-248 Downloads
Matthias Löwe and Franck Vermet
On convergence of random linear functionals pp. 249-255 Downloads
Suman Majumdar
A generator for explicit univariate lower bounds pp. 256-266 Downloads
Eugene Seneta and John T. Chen
The law of iterated logarithm of estimators for partially linear panel data models pp. 267-279 Downloads
Jinhong You and Xian Zhou
The generalized Charlier series distribution as a distribution with two-step recursion pp. 280-290 Downloads
Masashi Kitano, Kunio Shimizu and S.H. Ong
Optimal fractional factorial plans using minihypers pp. 291-297 Downloads
M.L. Aggarwal and Mukta Datta Mazumder
Projection properties of some orthogonal arrays pp. 298-306 Downloads
Aloke Dey
On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix pp. 307-314 Downloads
Michael Falk
Empirical Bayes nonparametric kernel density estimation pp. 315-324 Downloads
Alan P. Ker and A.T. Ergün
A note on the distribution of kth records from discrete distributions pp. 325-330 Downloads
Fernando López-Blázquez, B. Salamanca Miño and A. Dembinska

Volume 75, issue 3, 2005

Some limiting theorems of some random quadratic forms pp. 151-157 Downloads
Guangming Pan, Boqi Miao and Baisuo Jin
Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric pp. 158-168 Downloads
Alessio Sancetta
Some new orthogonal arrays pp. 169-178 Downloads
Warren F. Kuhfeld and Chung-yi Suen
On a class of Lévy processes pp. 179-189 Downloads
Michael Braverman
Distribution-free confidence intervals for quantile intervals based on current records pp. 190-202 Downloads
J. Ahmadi and N. Balakrishnan
An approach for studying aliasing relations of mixed fractional factorials based on product arrays pp. 203-210 Downloads
Abhyuday Mandal
On identifiability of certain latent class models pp. 211-218 Downloads
Wessel N. van Wieringen
A new type of parameter estimation algorithm for missing data problems pp. 219-229 Downloads
Petre Stoica, Luzhou Xu and Jian Li
On some stochastic models for replication of character strings pp. 230-236 Downloads
Probal Chaudhuri and Amites Dasgupta

Volume 75, issue 2, 2005

On Lange and Ryan's plotting technique for diagnosing non-normality of random effects pp. 77-85 Downloads
Lynn E. Eberly and Lisa M. Thackeray
Bartlett corrections in heteroskedastic t regression models pp. 86-96 Downloads
Lúcia P. Barroso and Gauss M. Cordeiro
Random walks whose concave majorants often have few faces pp. 97-102 Downloads
Zhihua Qiao and J. Michael Steele
On estimation of the dimensionality in linear canonical analysis pp. 103-112 Downloads
Guy Martial Nkiet
The asymptotic distribution of the constant behavior of the generalized partial autocorrelation function of an ARMA process pp. 113-118 Downloads
Seongbaek Yi
Some properties of weakly approaching sequences of distributions pp. 119-126 Downloads
Sjöstedt- de Luna
Concentration of the hypergeometric distribution pp. 127-132 Downloads
Don Hush and Clint Scovel
The exact covariance matrix of dynamic models with latent variables pp. 133-139 Downloads
Johan Lyhagen
Bonferroni Curve and the related statistical inference pp. 140-150 Downloads
Sudesh Pundir, Sangeeta Arora and Kanchan Jain

Volume 75, issue 1, 2005

Forecasting volatility pp. 1-10 Downloads
A. Thavaneswaran, S.S. Appadoo and S. Peiris
Multiple maxima in multivariate samples pp. 11-17 Downloads
Enkelejd Hashorva and Jürg Hüsler
A new class of multivariate distributions: Scale mixture of Kotz-type distributions pp. 18-28 Downloads
Olcay Arslan
Distribution of waiting time until the rth occurrence of a compound pattern pp. 29-38 Downloads
Yung-Ming Chang
Inconsistency of bootstrap for nonstationary, vector autoregressive processes pp. 39-48 Downloads
In Choi
Pairwise likelihood approach to grouped continuous model and its extension pp. 49-57 Downloads
A.R. de Leon
Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier pp. 58-66 Downloads
J.-P. Lepeltier and M. Xu
On the product XY for some elliptically symmetric distributions pp. 67-75 Downloads
Saralees Nadarajah

Volume 74, issue 4, 2005

The evolution of aggregated Markov chains pp. 303-311 Downloads
Wolfgang Stadje
Construction of some E(fNOD) optimal mixed-level supersaturated designs pp. 312-321 Downloads
C. Koukouvinos and P. Mantas
Evaluation of some non-orthogonal saturated designs with two levels pp. 322-329 Downloads
H. Evangelaras, C. Koukouvinos and S. Stylianou
Approximate distributions of clusters of extremes pp. 330-336 Downloads
Johan Segers
On the equivalence of optimality design criteria for the placebo-treatment problem pp. 337-346 Downloads
Holger Dette, Weng Kee Wong and Wei Zhu
Uniform law of large numbers and consistency of estimators for Harris diffusions pp. 347-355 Downloads
D. Loukianova and O. Loukianov
Bootstrap hypothesis testing in regression models pp. 356-365 Downloads
Efstathios Paparoditis and Dimitris N. Politis
Consistent estimation of the density and hazard rate functions for censored data via the wavelet method pp. 366-372 Downloads
Paul H. Bezandry, George E. Bonney and Ali Gannoun
Unit-root detection allowing for measurement error pp. 373-377 Downloads
Kosei Fukuda

Volume 74, issue 3, 2005

A note on the Bickel-Rosenblatt test in autoregressive time series pp. 221-234 Downloads
Dirk Bachmann and Holger Dette
The complete convergence of subsequence for sums of independent B-valued random variables pp. 235-244 Downloads
Dianliang Deng
The Grossman and Zhou investment strategy is not always optimal pp. 245-252 Downloads
Michael J. Klass and Krzysztof Nowicki
Mixtures of normal distributions: Modality and failure rate pp. 253-264 Downloads
Henry W. Block, Yulin Li and Thomas H. Savits
A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend pp. 265-271 Downloads
Wolfgang Bischoff and Enkelejd Hashorva
On uniform integrability of random variables pp. 272-280 Downloads
Dariusz Majerek, Wioletta Nowak and Wieslaw Zieba
A note on testing the covariance matrix for large dimension pp. 281-289 Downloads
Melanie Birke and Holger Dette
Goodness-of-fit testing in regression: A finite sample comparison of bootstrap methodology and Khmaladze transformation pp. 290-302 Downloads
Hira L. Koul and Lyudmila Sakhanenko

Volume 74, issue 2, 2005

Bayesian unit root test for model with maintained trend pp. 109-115 Downloads
Anoop Chaturvedi and Jitendra Kumar
Optimal L1 bandwidth selection for variable kernel density estimates pp. 116-128 Downloads
Alain Berlinet, Gérard Biau and Laurent Rouvière
Asymptotics for products of independent sums with an application to Wishart determinants pp. 129-138 Downloads
Grzegorz Rempala and Jacek Wesolowski
Moderate deviation principles for moving average processes of real stationary sequences pp. 139-150 Downloads
Zhi-shan Dong, Tan Xi-li and Xiao-yun Yang
Two inequalities for conditional expectations and convergence results for filters pp. 151-162 Downloads
Irene Crimaldi and Luca Pratelli
Some properties of the variance-optimal martingale measure for discontinuous semimartingales pp. 163-170 Downloads
Takuji Arai
The local approximation of variograms in by covariance functions pp. 171-177 Downloads
Ronald Paul Barry
Asymptotic probability for the bootstrapped means deviations from the sample mean pp. 178-186 Downloads
Tien-Chung Hu, Manuel Ordóñez Cabrera and Andrei Volodin
Realistic variation of shock models pp. 187-204 Downloads
Allan Gut and Jürg Hüsler
Testing independent sparse heterogeneous mixtures pp. 205-211 Downloads
Johan Lim
A note on Moore's conjecture pp. 212-220 Downloads
Richard Lockhart and O'Reilly, Federico

Volume 74, issue 1, 2005

Increasing coupling of probabilistic cellular automata pp. 1-13 Downloads
P.-Y. Louis
Simplified analytical proof of Blackwell's renewal theorem pp. 15-20 Downloads
Jürgen Dippon and Harro Walk
Age statistics in the Moran population model pp. 21-30 Downloads
Yoshiaki Itoh and Hosam M. Mahmoud
Optimal allocation in balanced sampling pp. 31-37 Downloads
Yves Tillé and Anne-Catherine Favre
On the a.s. convergence of certain random series to a fractional random field in pp. 39-49 Downloads
Juan Miguel Medina and Bruno Cernuschi Frías
Principal components selection given extensively many variables pp. 51-58 Downloads
Nils Lehmann
On almost sure limit theorems for positively dependent random variables pp. 59-66 Downloads
Przemyslaw Matula
On Chung's type law of large numbers for fuzzy random variables pp. 67-75 Downloads
Sang Yeol Joo, Yun Kyung Kim and Joong Sung Kwon
Least-squares estimation for bifurcating autoregressive processes pp. 77-88 Downloads
J. Zhou and I.V. Basawa
A note on self-decomposability of stable process subordinated to self-decomposable subordinator pp. 89-91 Downloads
Tomasz J. Kozubowski
Iterated integrals with respect to Bessel processes pp. 93-102 Downloads
Litan Yan and Jingyun Ling
Statistical distributions of time series in the frequency domain and the patterns of violation of white noise conditions pp. 103-108 Downloads
Peijie Wang
Page updated 2017-03-28