Statistics & Probability Letters

1982 - 2025

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

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Volume 6, issue 6, 1988

On the last exit time and the number of exits of partial sums over a moving boundary pp. 371-377

Ralph P. Russo

Generalization to the sufficient conditions for a discrete random variable to be infinitely divisible pp. 379-382

Edward J. Danial

The local asymptotic minimax adaptive property of a recursive estimate pp. 383-388

Václav Fabian

Bounds for crude survival probabilities within competing risks framework and their statistical application pp. 389-394

A. Yu. Yakovlev and S. T. Rachev

Some remarks on measures of association of 2 x 2 tables pp. 395-397

Fred Böker

Exact tables of Spearman's Footrule for N = 11(1)18 with estimate of convergence and errors for the normal approximation pp. 399-406

LeRoy A. Franklin

A test for bivariate normality pp. 407-412

D. J. Best and J. C. W. Rayner

The exponential space of an L2-stochastic process with independent increments pp. 413-417

Victor Pérez-Abreu

Density estimation in the simple proportional hazards model pp. 419-426

Sándor Csörgö and Jan Mielniczuk

Asymptotically efficient estimation of the sparsity function at a point pp. 427-432

A. H. Welsh

Large deviations and estimation in infinite-dimensional models pp. 433-439

W. J. Hall and Wei-Min Huang

Strong consistency of the MLE for sequential design problems pp. 441-446

William P. McCormick, Ashim K. Mallik and Jack H. Reeves

Volume 6, issue 5, 1988

On goodness-of-fit and the bootstrap pp. 287-293

Murray D. Burke and Edit Gombay

Narrow and vague convergence of set functions pp. 295-298

Wim Vervaat

On the choice of step size in the Robbins-Monro procedure pp. 299-303

Larry Goldstein

A finite mixture model for the clustering of mixed-mode data pp. 305-309

B. S. Everitt

On the minimization of absolute distance in kernel density estimation pp. 311-314

Peter Hall and Matthew P. Wand

Rank tests for regression and k-sample rank tests under random censorship pp. 315-319

Willem Albers

Variance bounds using a theorem of Polya pp. 321-326

Barry C. Arnold and Patrick L. Brockett

A short proof of a martingale representation result pp. 327-329

Robert J. Elliott and Michael Kohlmann

Block diagonal smoothing splines pp. 331-334

Brian S. Yandell

Graphical analysis of residuals in stratified four-fold tables pp. 335-339

Masaaki Tsujitani

A note on the delete-d jackknife variance estimators pp. 341-347

Xiquan Shi

A new procedure for the estimation of variance components pp. 349-355

Shein-Chung Chow and Jun Shao

On the average of a random walk pp. 357-361

Karl Grill

An asymptotic derivation of Neyman's C([alpha]) test pp. 363-367

Michael G. Akritas

Volume 6, issue 4, 1988

On the criteria of the mean remaining life pp. 205-211

A. M. Abouammoh

Transforming grouped bivariate data to near normality pp. 213-224

Victor M. Guerrero and Richard A. Johnson

A short proof of the central limit theorem for markov chains pp. 225-227

Dudley Paul Johnson

Further equireplicate balanced block designs with unequal block sizes pp. 229-230

Kanhaiyaa Sinha and B. Jones

A note on preservation of self-decomposability under geometric compounding pp. 231-236

R. Szekli

A bound for estimation in nonlinear time series models by independence testing methods pp. 237-241

Andrey Feuerverger

Semi knut vik designs pp. 243-245

Kasra Afsarinejad

On binomial distributions of order k pp. 247-250

K. D. Ling

A class of distribution-free tests for testing homogeneity against ordered alternatives pp. 251-256

S. Chakraborti and M. M. Desu

Constructing a usable overlapping cells X2 goodness of fit test pp. 257-261

J. C. W. Rayner

On the optimality of strong approximation rates for compound renewal processes pp. 263-267

Josef Steinebach

An extension and implications of the inspection paradox pp. 269-273

Walter Kremers

Likelihood ratio tests for central mixtures pp. 275-279

D. Zelterman

Cook statistic and diagnostic for transformations pp. 281-286

Manuel del Río

Volume 6, issue 3, 1988

Relations between two sets of variates: The bits of information provided by each variate in each set pp. 137-139

Henri Theil and Ching-Fan Chung

Rectangular Hadamard matrices pp. 141-142

Kishore Sinha

The validity of the "Pool-Adjacent-Violator" algorithm pp. 143-145

M. Martin Diaz and B. Salvador González

Some properties of Kendall's partial rank correlation coefficient pp. 147-150

Paul I. Nelson and Shie-Shien Yang

A note on conjugate [Pi]-variation and a weak limit theorem for the number of renewals pp. 151-154

Kevin K. Anderson and Krishna B. Athreya

Radial and directional parts of a random vector pp. 155-158

Robert I. Jennrich and Sidney C. Port

When are intermediate processes of the same stochastic order? pp. 159-162

Bruce Cooil

A continuity property of the convolution pp. 163-164

D. Plachky

Haight's distributions as a natural exponential family pp. 165-169

Gérard Letac and V. Seshadri

On a property of strongly reproductive exponential families on pp. 171-174

B. Ramachandran and V. Seshadri

Optimal scaling for association models when category scores have a natural ordering pp. 175-180

Masaaki Tsujitani

Estimating the number of change-points via Schwarz' criterion pp. 181-189

Yi-Ching Yao

Moderate and Cramer-type large deviation theorems for M-estimators pp. 191-199

J. Jurecková, W. C. M. Kallenberg and N. Veraverbeke

Note on a characterization of exponential distributions pp. 201-203

S. Kotz and F. W. Steutel

Volume 6, issue 2, 1987

Note on the renewal process for truncated exponential variables pp. 61-66

Wolfgang Stadje

Properties of the extended distributions of order ? pp. 67-69

K. Hirano and S. Aki

On improving convergence rates for nonnegative kernel failure-rate function estimators pp. 71-76

E. D. McCune and S. K. McCune

The cycle time distribution of exponential cyclic queues with multiple servers pp. 77-81

Tze Fen Li

Estimation of proportional covariances pp. 83-85

Søren Tolver Jensen and Soren Johansen

The almost sure behavior of the oscillation modulus of the multivariate empirical process pp. 87-96

John Einmahl and F. H. Ruymgaart

Two-sample inference based on one-sample Wilcoxon signed rank statistics pp. 97-102

Mara Tableman and Thomas P. Hettmansperger

A note on seemingly unrelated regression equations with residual vectors as explanatory variables pp. 103-105

E. H. Oksanen

How many bits of information does an independent variable yield in a multiple regression? pp. 107-108

Henri Theil

Estimation of integrated squared density derivatives pp. 109-115

Peter Hall and J. S. Marron

Boundary crossing random variables related to quantile convergence pp. 117-123

Ralph P. Russo and Chern-Ching Chao

Improved estimation of a multinormal precision matrix pp. 125-128

Dipak K. Dey

On moments of ratios of quadratic forms in normal variables pp. 129-136

M. C. Jones

Volume 6, issue 1, 1987

Second order processes with restrictions in the index set and applications pp. 1-5

Guido E. del Pino

Estimating normal means with symmetric gain functions pp. 7-9

Lionel Weiss

A regressional characterization of the normal law pp. 11-12

Wesol and Jacek Owski

A note on dispersive ordering defined by hazard functions pp. 13-16

J. Bartoszewicz

Characterization of vector valued, gaussian, stationary, markov processes pp. 17-19

Henryk Gzyl

On the estimation of a restricted normal mean pp. 21-30

Constantine Gatsonis, Brenda MacGibbon and William Strawderman

A comparison of testing and confidence interval methods for the median pp. 31-36

Simon J. Sheather and Joseph W. McKean

Inverse factorial moments pp. 37-42

M. C. Jones

Minimax second-order designs for difference between estimated responses in extrapolation region pp. 43-45

S. Huda and Rahul Mukerjee

Estimation of a regression function on a poisson process pp. 47-54

Galaye Dia

Continuity of filtrations of sigma algebras pp. 55-60

John M. Morrison and Gary L. Wise