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Statistics & Probability Letters

1982 - 2016

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

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Volume 67, issue 4, 2004

Uniform priors on convex sets improve risk pp. 285-288 Downloads
J. A. Hartigan
Almost sure convergence for -mixing random variable sequences pp. 289-298 Downloads
Gan Shixin
First-order seasonal autoregressive processes with periodically varying parameters pp. 299-306 Downloads
I. V. Basawa, Robert Lund and Qin Shao
A momentum-threshold autoregressive unit root test with increased power pp. 307-310 Downloads
Steven Cook
Mixture formulae for shot noise weighted point processes pp. 311-320 Downloads
P. Gregori, M. N. M. van Lieshout and J. Mateu
A note on the estimation of the initial number of susceptible individuals in the general epidemic model pp. 321-330 Downloads
Richard M. Huggins, Paul S. F. Yip and Eric H. Y. Lau
On an extension of Dufresne's relation between exponential Brownian functionals from opposite drifts to two different drifts: a short proof pp. 331-341 Downloads
Yuu Hariya and Marc Yor

Volume 67, issue 3, 2004

Generalized and pseudo-generalized trimmed means for the linear regression with AR(1) error model pp. 203-211 Downloads
Yi-Hsuan Lai, Peter Thompson and Lin-An Chen
Random fields and the limit of their spectral densities: existence and bounds pp. 213-220 Downloads
Jason T. Shaw
Delay time in sequential detection of change pp. 221-231 Downloads
Alexander Aue and Lajos Horvath
A generalization of the Borel-Cantelli Lemma pp. 233-239 Downloads
Valentin V. Petrov
Mean distance test of Poisson distribution pp. 241-247 Downloads
Gábor J. Székely and Maria L. Rizzo
On existence of solutions of BSDEs with continuous coefficient pp. 249-256 Downloads
Andrzej Rozkosz
Tempered distributions and their application in computing conditional moments for normal mixtures pp. 257-266 Downloads
Stergios Fotopoulos
Maxisets for linear procedures pp. 267-275 Downloads
Vincent Rivoirard
Limiting distribution for subcritical controlled branching processes with random control function pp. 277-284 Downloads
M. González, M. Molina and I. del Puerto

Volume 67, issue 2, 2004

On influence assessment for LAD regression pp. 97-110 Downloads
Rui-Bo Sun and Bo-Cheng Wei
Moment inequalities for B-valued random vectors with applications to the strong limit theorems pp. 111-119 Downloads
Gan Shixin
Minimum G2-aberration properties of two-level foldover designs pp. 121-132 Downloads
Neil A. Butler
Improved smoothing spline regression by combining estimates of different smoothness pp. 133-140 Downloads
Thomas C. M. Lee
On the behavior of the conditional expectations in skorohod representation theorem pp. 141-148 Downloads
Irene Crimaldi
Estimation of spectral density for seasonal time series models pp. 149-159 Downloads
Dong Wan Shin
On the simulation size and the convergence of the Monte Carlo EM algorithm via likelihood-based distances pp. 161-171 Downloads
Jens C. Eickhoff, Jun Zhu and Yasuo Amemiya
A measure of discrimination between past lifetime distributions pp. 173-182 Downloads
Antonio Di Crescenzo and Maria Longobardi
Consistency for the least squares estimator in nonlinear regression model pp. 183-192 Downloads
Hu Shuhe
Choosing columns from the 12-run Plackett-Burman design pp. 193-201 Downloads
A. Miller and R. R. Sitter

Volume 67, issue 1, 2004

Bounding the first passage time on an average pp. 1-7 Downloads
Victor H. De La Peña and Ming Yang
Asymptotic probabilities of misclassification of two discriminant functions in cases of high dimensional data pp. 9-17 Downloads
Yu Cheng
A connection between successive comparisons and ranking procedures pp. 19-25 Downloads
John T. Chen and Fred M. Hoppe
A computable version of the random signs problem and Kolmogorov complexity pp. 27-31 Downloads
Jack Jie Dai
Discrete random probability measures: a general framework for nonparametric Bayesian inference pp. 33-45 Downloads
Andrea Ongaro and Carla Cattaneo
Optimal diallel cross designs for the interval estimation of heredity pp. 47-55 Downloads
Himadri Ghosh and Ashish Das
Closure of NBU(2) class under the formation of parallel systems pp. 57-63 Downloads
Yulin Li
Asymptotic results on the frequentist mean squared error of generalized Bayes point predictors pp. 65-71 Downloads
In Hong Chang and Rahul Mukerjee
A central limit theorem for two-sample U-processes pp. 73-85 Downloads
Natalie Neumeyer
Minimization of shortfall risk in a jump-diffusion model pp. 87-95 Downloads
Yumiharu Nakano

Volume 66, issue 4, 2004

M-estimation for linear models with spatially-correlated errors pp. 383-393 Downloads
Hengjian Cui, Xuming He and Kai W. Ng
A note on an equivalence between chi-square and generalized skew-normal distributions pp. 395-398 Downloads
Jiuzhou Wang, Joseph Boyer and Marc G. Genton
On some conditions for complete convergence for arrays pp. 399-405 Downloads
Anna Kuczmaszewska
On the covariance properties of certain multiscale spatial processes pp. 407-416 Downloads
Mary M. Louie and Eric D. Kolaczyk
On De Finetti coherence and Kolmogorov probability pp. 417-421 Downloads
V. S. Borkar, V. R. Konda and S. K. Mitter
Orthogonal block designs in two blocks for second degree K-model pp. 423-434 Downloads
M. L. Aggarwal, Poonam Singh and Nidhi Gupta
Estimation of a regression function with a sharp change point using boundary wavelets pp. 435-448 Downloads
Cheol-Woo Park and Woo-Chul Kim
Large deviations for the growth rate of the support of supercritical super-Brownian motion pp. 449-456 Downloads
János Engländer

Volume 66, issue 3, 2004

On Pearson's residuals in generalized linear models pp. 213-219 Downloads
Gauss M. Cordeiro
Adding interior points to an existing Brownian sheet lattice pp. 221-227 Downloads
Daniell Toth
Convergence of posteriors for discretized log Gaussian Cox processes pp. 229-235 Downloads
Rasmus Waagepetersen
On random splitting of the interval pp. 237-250 Downloads
Javiera Barrera and Thierry Huillet
Efficient and robust estimation for the one-sided stable distribution of index pp. 251-257 Downloads
Panagiotis Besbeas and Byron J.T. Morgan
Some results regarding vertex-reinforced random walks pp. 259-266 Downloads
Jack Jie Dai
Condition numbers and D-efficiency pp. 267-274 Downloads
D. R. Jensen
Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes pp. 275-288 Downloads
Gilles Faÿ, Eric Moulines and Philippe Soulier
A power comparison between nonparametric regression tests pp. 289-301 Downloads
Chunming Zhang and Holger Dette
The convexity method of proving moment-type inequalities pp. 303-313 Downloads
Villo Csiszar and Tamás F. Móri
A new class of bivariate copulas pp. 315-325 Downloads
José Antonio Rodríguez-Lallena and Manuel Úbeda-Flores
Testing the Koziol-Green model against monotone conditional odds for censoring pp. 327-334 Downloads
Syed N. U. A. Kirmani and Jean-Yves Dauxois
Efficient estimators for functionals of Markov chains with parametric marginals pp. 335-345 Downloads
Spiridon Penev, Hanxiang Peng, Anton Schick and Wolfgang Wefelmeyer
Maximal inequalities for associated random variables and demimartingales pp. 347-354 Downloads
Jianfeng Wang
On the rate of convergence to asymptotic independence between order statistics pp. 355-362 Downloads
Werner Hürlimann
An example and a conjecture concerning scaling limits of superdiffusions pp. 363-368 Downloads
János Engländer
Further developments on sufficient conditions for negative dependence of random variables pp. 369-381 Downloads
Taizhong Hu and Jianping Yang

Volume 66, issue 2, 2004

Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models pp. 91-103 Downloads
Lajos Horvath and Ricardas Zitikis
On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models pp. 105-115 Downloads
Wolfgang Bischoff, Enkelejd Hashorva, Jürg Hüsler and Frank Miller
Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors pp. 117-125 Downloads
Stergios Fotopoulos and Venkata K. Jandhyala
On the generalization of negative binomial distribution pp. 127-133 Downloads
Z. Shishebor and M. Towhidi
Canonical exponential models for analysis of association between two sets of variables pp. 135-144 Downloads
Nobuoki Eshima
On integrals with respect to Lévy processes pp. 145-151 Downloads
Uwe Küchler
Second-order covariance matrix of maximum likelihood estimates in generalized linear models pp. 153-160 Downloads
Gauss M. Cordeiro
Modified Nel and Van der Merwe test for the multivariate Behrens-Fisher problem pp. 161-169 Downloads
K. Krishnamoorthy and Jianqi Yu
Approximating the negative moments of the Poisson distribution pp. 171-181 Downloads
C. Matthew Jones and Anatoly A. Zhigljavsky
The 64-bit universal RNG pp. 183-187 Downloads
George Marsaglia and Wai Wan Tsang
On robustness of maximum likelihood estimates for Poisson-lognormal models pp. 189-196 Downloads
K. S. Weems and P. J. Smith
Large deviations for the empirical process of a symmetric measure: a lower bound pp. 197-204 Downloads
Tryfon Daras
A Quasi-residuals method in sliced inverse regression pp. 205-212 Downloads
Maozai Tian and Guoying Li

Volume 66, issue 1, 2004

An optimal choice problem for uniform random variables seen simultaneously or sequentially with availability depending on the observation pp. 1-8 Downloads
R. Lee
The expected hitting times for graphs with cutpoints pp. 9-17 Downloads
Chen Haiyan and Zhang Fuji
On the characterizing property of the convex conditional mean function pp. 19-24 Downloads
Rosa E. Lillo
A nonparametric test for the change of the density function in strong mixing processes pp. 25-34 Downloads
Sangyeol Lee and Seongryong Na
A ratio inequality for Bessel processes pp. 35-44 Downloads
Litan Yan and Bei Zhu
On Fatou-type lemma for monotone moments of weakly convergent random variables pp. 45-50 Downloads
M. Kaluszka and A. Okolewski
Some results on generalized minimum aberration for symmetrical fractional factorial designs pp. 51-57 Downloads
Hong Qin and Yin-Bao Chen
Asymptotic relationships between posterior probabilities and p-values using the hazard rate pp. 59-66 Downloads
Miguel A. Gómez-Villegas, Paloma Maín, Luis Sanz and Hilario Navarro
Weighted empirical likelihood inference pp. 67-79 Downloads
Changbao Wu
On the asymptotic normality of the L1-error for Haar series estimates of Poisson point processes boundaries pp. 81-90 Downloads
Stéphane Girard
Page updated 2016-05-04