EconPapers    
Economics at your fingertips  
 

Statistics & Probability Letters

1982 - 2015

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

from Elsevier
Series data maintained by Zhang, Lei ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 62, issue 4, 2003

Determination of the modes of a Multinomial distribution pp. 325-333 Downloads
Françoise Le Gall
Non-exponential stability of scalar stochastic Volterra equations pp. 335-343 Downloads
John A. D. Appleby and David W. Reynolds
Extremal properties of sums of Bernoulli random variables pp. 345-354 Downloads
Carlos A. León and François Perron
Information matrices of maximal parameter subsystems in linear models pp. 355-360 Downloads
Thomas Klein
On a minimum correlation problem pp. 361-370 Downloads
Lennart Bondesson
A model for spatial survival pp. 371-378 Downloads
M. S. Finkelstein
Nonparametric estimation equations for time series data pp. 379-390 Downloads
Zongwu Cai
Distributions on spheres and random variables distributed on the interval (-1,1) pp. 391-396 Downloads
James R. Schott
A note on the asymptotic normality of the ET method for extreme quantile estimation pp. 397-405 Downloads
Jean Diebolt and Stéphane Girard
A bivariate beta distribution pp. 407-412 Downloads
Ingram Olkin and Ruixue Liu
Optimal crossover designs under a general model pp. 413-418 Downloads
Mausumi Bose and Bhramar Mukherjee
On maximizing a design estimation efficiency using hidden projection properties pp. 419-427 Downloads
H. Evangelaras and C. Koukouvinos

Volume 62, issue 3, 2003

On the length of the longest run in a multi-state Markov chain pp. 211-221 Downloads
Eutichia Vaggelatou
Probability matching priors for predicting unobservable random effects with application to ANOVA models pp. 223-228 Downloads
In Hong Chang, Byung Hwee Kim and Rahul Mukerjee
Inferences about the scale parameter of the gamma distribution based on data mixed from censoring and grouping pp. 229-243 Downloads
Jie Mi and Arlene Naranjo
A note on optimal foldover design pp. 245-250 Downloads
Kai-Tai Fang, Dennis K. J. Lin and Hong Qin
Limit theorems for the empirical distribution function in the spatial case pp. 251-262 Downloads
István Fazekas
A sieve bootstrap test for stationarity pp. 263-274 Downloads
Zacharias Psaradakis
A note on vertex-reinforced random walks pp. 275-280 Downloads
Jack Jie Dai
Some boundary-crossing results for linear diffusion processes pp. 281-291 Downloads
Changsun Choi and Dougu Nam
Consistency of logistic regression coefficient estimates calculated from a training sample pp. 293-303 Downloads
Petros Hadjicostas
Exact statistical solutions using the inverse Bayes formulae pp. 305-315 Downloads
Guo-Liang Tian and Ming Tan
A martingale inequality and large deviations pp. 317-321 Downloads
Yulin Li

Volume 62, issue 2, 2003

Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples pp. 101-110 Downloads
Shanchao Yang
Remark on semigroup techniques and the maximum likelihood estimation pp. 111-115 Downloads
Loukianova Daria
A probabilistic interpretation of the [theta]-method pp. 117-122 Downloads
Per Hörfelt
Approximate ML and REML estimation for regression models with spatial or time series AR(1) noise pp. 123-135 Downloads
Gregory C. Reinsel and Wai-Kwong Cheang
A bound on the expected maximal deviation of averages from their means pp. 137-144 Downloads
Michael Hamers and Michael Kohler
Indistinguishability of absolutely continuous and singular distributions pp. 145-154 Downloads
Steven P. Lalley and Andrew Nobel
Exact and possible viability for controlled diffusions pp. 155-161 Downloads
Laurent Mazliak and Catherine Rainer
A bootstrap approximation to a unit root test statistic for heavy-tailed observations pp. 163-173 Downloads
Lajos Horvath and Piotr Kokoszka
Racetrack betting and consensus of subjective probabilities pp. 175-187 Downloads
Lawrence D. Brown and Yi Lin
On hidden Markov chains and finite stochastic systems pp. 189-201 Downloads
Peter Spreij
Estimation of the population mean using random selection in ranked set samples pp. 203-209 Downloads
. Rahimov and H. A. Muttlak

Volume 62, issue 1, 2003

Testing relative risk under random censoring pp. 1-7 Downloads
Syed N. U. A. Kirmani and Jean-Yves Dauxois
Sign test of independence between two random vectors pp. 9-21 Downloads
Sara Taskinen, Annaliisa Kankainen and Hannu Oja
A clustering procedure based on the comparison between the k nearest neighbors graph and the minimal spanning tree pp. 23-34 Downloads
José María González-Barrios and Adolfo J. Quiroz
On the accuracy of multivariate compound Poisson approximation pp. 35-43 Downloads
S. Y. Novak
Lipschitz continuous processes for given marginals pp. 45-48 Downloads
Daniel Dubischar
Dimensions of random trees pp. 49-60 Downloads
Mokhtar H. Konsowa and Tamer F. Oraby
Optimal dichotomization for repeated screening tests pp. 61-70 Downloads
Ming-Dauh Wang and Seymour Geisser
Functional local law of the iterated logarithm for geometrically weighted random series pp. 71-77 Downloads
George Stoica
A limit theorem for partial sums of random variables and its applications pp. 79-86 Downloads
Wen Liu, Jia-an Yan and Weiguo Yang
On the maximum total sample size of a group sequential test about binomial proportions pp. 87-92 Downloads
James L. Kepner and Myron N. Chang
Limit distributions for products of sums pp. 93-100 Downloads
Yongcheng Qi

Volume 61, issue 4, 2003

Deconvolution kernel estimator for mean transformation with ordinary smooth error pp. 337-346 Downloads
Huai-Zhen Qin and Shi-Yong Feng
On strong versions of the central limit theorem pp. 347-357 Downloads
Zdzislaw Rychlik and Konrad S. Szuster
A law of the iterated logarithm for global values of waiting time in multiphase queues pp. 359-371 Downloads
Saulius Minkevicius and Stasys Steisunas
Degeneracy in the maximum likelihood estimation of univariate Gaussian mixtures with EM pp. 373-382 Downloads
Christophe Biernacki and Stéphane Chrétien
A quadratic bootstrap method and improved estimation in logistic regression pp. 383-394 Downloads
Gerda Claeskens, Marc Aerts and Geert Molenberghs
A Bayesian interpretation of the multivariate skew-normal distribution pp. 395-401 Downloads
Brunero Liseo and Nicola Loperfido
On point measures of [var epsilon]-upcrossings for stationary diffusions pp. 403-410 Downloads
Bronius Grigelionis
Nonstationary covariance functions that model space-time interactions pp. 411-419 Downloads
Chunsheng Ma
Inverting a saddlepoint approximation pp. 421-428 Downloads
Jorge M. Arevalillo
Asymptotic properties of stable densities and the asymmetric large deviation problems pp. 429-438 Downloads
A. V. Nagaev
A two sample quantile test with applications to randomized block designs pp. 439-445 Downloads
Songyong Sim, Seongbum Kim, Gilju Park and Jaesoon Park

Volume 61, issue 3, 2003

Optimality of neighbor balanced designs under mixed effects model pp. 225-234 Downloads
K. Filipiak and A. Markiewicz
Asymptotics of M-estimators in non-linear regression with long memory designs pp. 237-252 Downloads
Hira L. Koul and Richard T. Baillie
Interpretation via Brownian motion of some independence properties between GIG and gamma variables pp. 253-259 Downloads
Hiroyuki Matsumoto and Marc Yor
Log-periodogram estimation of the memory parameter of a long-memory process under trend pp. 261-268 Downloads
Philipp Sibbertsen
On class, class, and compound distributions in reliability pp. 269-276 Downloads
N. R. Mohan and S. Ravi
A note on functional CLT for truncated sums pp. 277-286 Downloads
Vladimir Pozdnyakov
A semiparametric method of boundary correction for kernel density estimation pp. 287-298 Downloads
T. Alberts and R. J. Karunamuni
Order restricted estimators: some bias results pp. 299-308 Downloads
Allan R. Sampson, Harshinder Singh and Lyn R. Whitaker
The proportional hazards regression with a censored covariate pp. 309-319 Downloads
Sungim Lee, S. H. Park and Jinho Park
Necessary and sufficient conditions for weak convergence of smoothed empirical processes pp. 321-336 Downloads
Dragan Radulovic and Marten Wegkamp

Volume 61, issue 2, 2003

Dispersion measures and dispersive orderings pp. 123-131 Downloads
Héctor M. Ramos and Miguel A. Sordo
The rate of consistency of the quasi-maximum likelihood estimator pp. 133-143 Downloads
István Berkes and Lajos Horvath
A non-linear explicit filter pp. 145-154 Downloads
Valentine Genon-Catalot
Strong invariance under a Bayesian point of view pp. 155-162 Downloads
Jesús Montanero, Agustín G. Nogales, José A. Oyola and Paloma Pérez
Evaluation of reliability bounds by set covering models pp. 163-175 Downloads
M. V. Koutras, S. Tsitmidelis and V. Zissimopoulos
Long memory and stochastic trend pp. 177-190 Downloads
Remigijus Leipus and Marie-Claude Viano
Hutchinson-Lai's conjecture for bivariate extreme value copulas pp. 191-198 Downloads
Werner Hürlimann
Serial rank statistics for detection of changes pp. 199-213 Downloads
M. Husková
A note on construction of nearly uniform designs with large number of runs pp. 215-224 Downloads
Kai-Tai Fang and Hong Qin

Volume 61, issue 1, 2003

Local time for processes indexed by a partially ordered set pp. 1-15 Downloads
B. Gail Ivanoff and P. Sawyer
On Bayesian estimators in misspecified change-point problems for Poisson process pp. 17-30 Downloads
Ali S. Dabye, Christian Farinetto and Yury A. Kutoyants
A note on the almost sure central limit theorem for some dependent random variables pp. 31-40 Downloads
Marcin Dudzinski
Some limit properties of the multivariate function sequences of discrete random variables pp. 41-50 Downloads
Wen Liu
The exact distribution of the k-tuple statistic for sequence homology pp. 51-59 Downloads
W. Y. Wendy Lou
Bootstrapping parameter estimated degenerate U and V statistics pp. 61-70 Downloads
M. D. Jiménez-Gamero, J. Muñoz-García and R. Pino-Mejías
The sequential estimation in stochastic regression model with random coefficients pp. 71-81 Downloads
Sangyeol Lee
Poisson approximation by constrained exponential tilting pp. 83-89 Downloads
Steven J. Kathman and George R. Terrell
An order-preserving property of the maximum likelihood estimates for the Rasch model pp. 91-96 Downloads
Lucio Bertoli-Barsotti
Testing variances in wavelet regression models pp. 97-109 Downloads
Alwell J. Oyet and Brajendra Sutradhar
On exact minimax wavelet designs obtained by simulated annealing pp. 111-121 Downloads
Alwell J. Oyet and Douglas P. Wiens
Page updated 2015-07-07