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Statistics & Probability Letters
1982 - 2013
Edited by Somnath Datta and Hira L. Koul
from Elsevier
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Volume 22, issue 4 , 1995
On the logarithmic average of additive functionals pp. 261-268 E. Csáki and A. Földes On information matrices in case-control studies pp. 269-274 C. Y. Wang and Suojin Wang On the spectrum and Martin boundary of homogeneous spaces pp. 275-279 S. Northshield Improvement of ANOVA estimators of variance components in block designs with random treatments pp. 281-285 Anna Molinska and Krzysztof Molinski On the sequential point estimation of the mean of a gamma distribution pp. 287-293 Eiichi Isogai and Chikara Uno A limit theorem for the entropy density of nonhomogeneous Markov information source pp. 295-301 Liu Wen and Yang Weiguo Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated pp. 303-310 Fabio H. Nieto and Victor M. Guerrero On geometric ergodicity of nonlinear autoregressive models pp. 311-315 Rabi Bhattacharya and Chanho Lee Weighted bootstrapping for U-quantiles pp. 317-323 Marc Aerts and Paul Janssen Multivariate dispersion orderings pp. 325-332 Alessandra Giovagnoli and H. P. Wynn Rates of convergence for everywhere-positive Markov chains pp. 333-338 J. R. Baxter and Jeffrey S. Rosenthal Optimal asymptotic quadratic error of density estimators for strong mixing or chaotic data pp. 339-347 Denis Bosq Volume 22, issue 3 , 1995
Left and right linear innovations for a multivariate S[alpha]S random variable pp. 175-184 Marek Rutkowski Dependent versions of a central limit theorem for the squared length of a sample mean pp. 185-194 Pentti Saikkonen Group truncated ordinal regression pp. 195-203 O'Neill, Terence J. and Simon C. Barry Consistent estimation of density-weighted average derivative by orthogonal series method pp. 205-212 B. L. S. Prakasa Rao Analysis of repeated measures incomplete block designs using R-estimators pp. 213-221 M. Mushfiqur Rashid A central limit theorem for non-linear functionals of stationary Gaussian vector processes pp. 223-230 M. V. Sánchez de Naranjo Intermediate order statistics with applications to nonparametric estimation pp. 231-238 N. Papadatos A Bernstein-type inequality for U-statistics and U-processes pp. 239-247 Miguel A. Arcones Likelihood ratio and a class of strong laws for the sequence of integer-valued random variables pp. 249-256 Liu Wen and Liu Zikuan Sharp inequalities between skewness and kurtosis for unimodal distributions pp. 257-260 F. Teuscher and V. Guiard Volume 22, issue 2 , 1995
A class of strong laws for functionals of countable nonhomogeneous Markov chains pp. 87-96 Wen Liu and Guoxin Liu Lattices of random sets and progressivity pp. 97-102 B. Gail Ivanoff , Ely Merzbach and Ioana Schiopu-Kratina Stochastic order relations and the total time on test transform pp. 103-110 Jaroslaw Bartoszewicz A general composition theorem and its applications to certain partial orderings of distributions pp. 111-119 Kumar Joag-dev , Subhash Kochar and Frank Proschan On multivariate kernel estimation for samples from weighted distributions pp. 121-129 Ibrahim A. Ahmad A note on the almost sure central limit theorem for weakly dependent random variables pp. 131-136 Magda Peligrad and Qi-Man Shao Reliability bounds for coherent structures with independent components pp. 137-148 J. C. Fu and M. V. Koutras On the strong uniform consistency of density estimation for strongly dependent sequences pp. 149-156 Hwai-Chung Ho A regression approach for estimating the center of symmetry pp. 157-160 Fushing Hsieh Some stochastic models leading to the convolution of two binomial variables pp. 161-166 S. H. Ong Likelihood ratio tests for bivariate symmetry against ordered alternatives in a square contingency table pp. 167-173 Hammou El Barmi and Subhash C. Kochar Volume 22, issue 1 , 1995
Symmetry groups in d-space pp. 1-6 Mark M. Meerschaert and Jeery Alan Veeh On a likelihood-based approach in nonparametric smoothing and cross-validation pp. 7-15 Probal Chaudhuri and Anup Dewanji A note on conditionally unbiased estimation after selection pp. 17-23 Jayant V. Deshpande and T. P. Muhammad Fareed A local criterion for smoothness of densities and application to the supremum of the Brownian sheet pp. 25-31 Carme Florit and David Nualart Near optimal weights in nonparametric regression under some common restrictions pp. 33-42 David B. Holiday Nonconstant levels for T-year return periods for two-dimensional Poisson processes with periodic intensity pp. 43-47 Rocco Ballerini On permissible correlations for locally correlated stationary processes pp. 49-53 Rafe M. J. Donahue , Peter J. Brockwell and Richard A. Davis On the weak law of large numbers for arrays pp. 55-57 Dug Hun Hong and Kwang Sik Oh Conditioned superprocesses and their weighted occupation times pp. 59-69 Stephen M. Krone The number of visits to a subset of the state space by a discrete-parameter semi-Markov process pp. 71-77 Attila Csenki On the variance of the trimmed mean pp. 79-85 Philippe Capéraà and Louis-Paul Rivest Volume 21, issue 5 , 1994
A central limit theorem for functionals of the Kaplan--Meier estimator pp. 337-345 Song Yang Minimum distance estimation in linear models with long-range dependent errors pp. 347-355 Kanchan Mukherjee A Kolmogorov inequality for U-statistics based on Bernoulli kernels pp. 357-362 Tasos C. Christofides Cramer's estimate for Lévy processes pp. 363-365 J. Bertoin and R. A. Doney A note on necessary and sufficient conditions for proving that a random symmetric matrix converges to a given limit pp. 367-370 Robert L. Strawderman Estimation of the autocorrelation coefficient in the presence of a regression trend pp. 371-380 Anton Schick A quasi-likelihood approach to the REML estimating equations pp. 381-384 C. C. Heyde Maxima of bivariate random vectors: Between independence and complete dependence pp. 385-394 J. Hüsler Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices pp. 395-403 Dean M. Young , John W. Seaman and Laurie M. Meaux Equivalence of relations for order statistics for exchangeable and arbitrary cases pp. 405-407 K. Balasubramanian and N. Balakrishnan Berry--Esséen bounds for finite-population t-statistics pp. 409-416 C. R. Rao and L. C. Zhao Selecting variables for discrimination when covariance matrices are unequal pp. 417-419 S. A. Paranjpe and A. P. Gore Volume 21, issue 4 , 1994
Efficiencies of some small second-order designs pp. 255-261 D. R. Jensen On the nonexistence of certain optimal confidence sets for the rectangular problem pp. 263-269 Shoutir Kishore Chatterjee and Gaurangadeb Chattopadhyay Distributional convergence of M-estimators under unusual rates pp. 271-280 Miguel A. Arcones Variance upper bounds and convolutions of [alpha]-unimodal distributions pp. 281-289 A. M. Abouammoh and A. F. Mashhour A parametric bootstrap procedure to estimate the selected mean using censored data pp. 291-298 Alka Indurkhya Asymptotic normality of the discrete Fourier transform of long memory time series pp. 299-309 Dinh Tuan Pham and Dominique Madeleine GUEGAN On uniform marginal representation of contingency tables pp. 311-316 Barry C. Arnold and D. V. Gokhale On some limit laws for perturbed empirical distribution functions pp. 317-321 Manfred Denker and Madan L. Puri Continuous-time fractional ARMA processes pp. 323-336 M. C. Viano , C. Deniau and G. Oppenheim Volume 21, issue 3 , 1994
On integration, substitution and the probability integral transform pp. 173-179 Thomas H. Savits Probability density estimation from dependent observations using wavelets orthonormal bases pp. 181-194 Elias Masry Combining independent tests of triangular distribution pp. 195-202 Walid A. Abu-Dayyeh and Abed El-Qader El-Masri Smoothing dependent observations pp. 203-214 R. Fraiman and J. Meloche Identifiability in interval censorship models pp. 215-221 Zhiming Wang , J. C. Gardiner and R. V. Ramamoorthi An isotonic estimator of the baseline hazard function in Cox's regression model under order restriction pp. 223-228 Daehyun Chung and Myron N. Chang Asymptotically distribution-free joint confidence intervals for generalized Lorenz curves based on complete data pp. 229-235 S. Chakraborti Dispersive comparison of distributions: a multisample testing problem pp. 237-245 Leszek Marzec and Pawel Marzec Siegel's formula via Stein's identities pp. 247-251 Jun S. Liu Volume 21, issue 2 , 1994
Probability inequalities for certain dependence structures pp. 85-94 Thomas W. Dobbins and Sanat K. Sarkar Some bounds for balanced two-way elimination of heterogeneity designs pp. 95-99 Idzi Siatkowski An extended Simes' test pp. 101-105 Yosef Hochberg and Uri Liberman Tests based on L-statistics to test the equality in dispersion of two probability distributions pp. 107-113 Javier Rojo and Jinping Wang Rank tests for testing the randomness of autoregressive coefficients pp. 115-120 R. V. Ramanathan and M. B. Rajarshi Restricted multinomial maximum likelihood estimation based upon Fenchel duality pp. 121-130 Hammou El Barmi and Richard L. Dykstra Covariance matrices of quadratic forms in elliptical distributions pp. 131-140 Yi Zhao Nonexistence of consistent estimates in a density estimation problem pp. 141-145 X. R. Chen and Y. Wu Asymptotic distributions of estimated f-dissimilarity between populations in stratified random sampling pp. 147-151 K. Zografos Covariance between variables and their order statistics for multivariate normal variables pp. 153-155 Yosef Rinott and Ester Samuel-Cahn A strong limit theorem under no assumption of independence, stationarity or various dependences pp. 157-161 Wen Liu Completeness of time-ordered indicators in censored data models pp. 163-166 Martin Moser Symmetrized kernel estimators of the regression slope pp. 167-172 Stephen Blyth Volume 21, issue 1 , 1994
A Poisson approximation for the number of k-matches pp. 1-8 Patrick D. Burghardt , Anant P. Godbole and Amy B. Prengaman Partial autocorrelation function for spatial processes pp. 9-19 Tonya Etchison , Sastry G. Pantula and Cavell Brownie A dependent F[alpha]-scheme pp. 21-25 Rocco Ballerini A note on min--maxbias estimators in approximately linear models pp. 27-28 Gilbert W. Bassett Kernel estimation of the density of a statistic pp. 29-36 Michael Sherman Maximum likelihood estimation for weighted distributions pp. 37-47 Satish Iyengar and Peng-Liang Zhao On the HIV incubation distribution under non-Markovian models pp. 49-57 W. Y. Tan An occupation time approach for convergence of measure-valued processes, and the death process of a branching system pp. 59-67 L. G. Gorostiza and J. A. Lopez-Mimbela On the estimation of the mean of a Np([mu],[Sigma]) population with [mu]'[Sigma]-1 [mu] known pp. 69-75 Eric Marchand Some strong limit theorems relative to the geometric average of random transition probabilities of arbitrary finite nonhomogeneous Markov chains pp. 77-83 Liu Wen
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