Statistics & Probability Letters

1982 - 2025

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

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Volume 5, issue 6, 1987

Optimal martingale estimating equations in a stochastic process pp. 381-387

Christopher J. Lloyd

On the SPRT for the mean of an exponential distribution pp. 389-395

Wolfgan Stadje

Separating kernel of cylindrical measure pp. 397-399

Y. Okazaki and Y. Takahashi

Conditions for the insensitivity of the Bayesian posterior distribution to the choice of prior distribution pp. 401-407

John L. Maryak and James C. Spall

On confidence bands and set estimators for the simple linear model pp. 409-413

Walter W. Piegorsch

A stochastic approximation counterpart of the feasible direction method pp. 415-419

Jacek Koronacki

Robustness of row-column designs pp. 421-424

Gulab Singh, Sudhir Gupta and Murari Singh

A note on Durbin's formula for the first-passage density pp. 425-428

Igor Rychlik

Volume 5, issue 5, 1987

A short note on the generalized logarithmic series distribution pp. 315-316

Felix Famoye

Schur convexity of the maximum likelihood function for the multivariate hypergeometric and multinomial distributions pp. 317-322

Philip J. Boland and Frank Proschan

On mutually orthogonal Knut Vik designs pp. 323-324

Kasra Afsarinejad

Modified Bessel function asymptotics via probability pp. 325-327

Krishna B. Athreya

Algebraic bounds on standardized sample moments pp. 329-331

Jörgen Dalén

A remark concerning strong uniform consistency of the conditional Kaplan-Meier estimator pp. 333-337

Jan Mielniczuk

A relation between BIB designs and chemical balance weighing designs pp. 339-341

B. Ceranka and K. Katulska

A note on extended least squares methods for cluster sampling pp. 343-346

Hsien-Ming Hung

Some shrunken predictors in finite populations with a multinormal superpopulation model pp. 347-351

Josemar Rodrigues

An analysis of five simulation methods for determining the number of replications in a complex Monte Carlo study pp. 353-360

Mark P. Finster

An improved chi-squared test for a principal component pp. 361-365

James R. Schott

A note on products of random matrices pp. 367-370

Göran Högnäs

Rates of convergence in the strong law of large numbers for degenerate U-statistics pp. 371-374

P. N. Kokic

On the identifiability of mixtures of infinitely divisible power series distributions pp. 375-378

U. Lüxmann-Ellinghaus

Volume 5, issue 4, 1987

Resolution of godambe's paradox pp. 239-239

V. P. Godambe

A note on resolution of Godambe's paradox pp. 241-241

V. M. Joshi

Godambe's paradox and the ancillarity principle pp. 243-246

S. V. Bhave

An expansion of the index of large deviations for linear rank statistics pp. 247-248

Teresa Ledwina

Almost sure convergence of recursive density estimators for stationary mixing processes pp. 249-254

Elias Masry

Local bahadur optimality of some rank tests of independence pp. 255-262

Piotr Bajorski

Bivariate distributions with pareto conditionals pp. 263-266

Barry C. Arnold

On the integrability of sup Sn/n1/r for 1 pp. 267-272

Bong Dae Choi and Soo Hak Sung

Existence of moments and an asymptotic result based on a mixture of exponential distributions pp. 273-277

Shaul K. Bar-Lev and Peter Enis

Note on the uniform convergence of density estimates for mixing random variables pp. 279-285

D. Ioannides and G. G. Roussas

Unbiased estimation of von Mises functionals pp. 287-292

Ludger Rüschendorf

Characterization of a family of discrete distributions via a chernoff type inequality pp. 293-294

Srivastava Deo Kumar and M. Sreehari

Spectral representations for random densities pp. 295-298

Peter J. Lenk

A kalman filter model for single and two-stage repeated surveys pp. 299-303

Josemar Rodrigues and Heleno Bolfarine

An exact test for the nesting effects variance component in an unbalanced random two-fold nested model pp. 305-311

A. I. Khuri

Volume 5, issue 3, 1987

A screening method for a nonparametric model pp. 163-167

Teresa Kowalczyk and Jan Mielniczuk

An approximation of F distribution by binomial probabilities pp. 169-173

E. Olusegun George and Karan P. Singh

A kernel-type estimator for generalized quantiles pp. 175-180

Noël Veraverbeke

A general form of the law of the iterated logarithm for the weighted multivariate empirical process pp. 181-185

John Einmahl

Characterization of normality within the class of elliptical contoured distributions pp. 187-190

C. G. Khatri and Rahul Mukerjee

On a statistical optimality of magic squares pp. 191-192

A. Hedayat

On the type hypothesis for the strong law of large numbers pp. 193-195

Victor Hernández and Juan J. Romo

Normalizing constants of a distribution which belongs to the domain of attraction of the Gumbel distribution pp. 197-200

Rinya Takahashi

Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis pp. 201-207

Maria Berkane and P. M. Bentler

The exponential integral distribution pp. 209-211

J. W. Meijer and N. H. G. Baken

On improving distribution function estimators which are not monotonic functions pp. 213-215

Gajek, Les[left Ceiling]aw

A note on a Kolmogorov inequality pp. 217-218

Dean M. Young, John W. Seaman and Virgil R. Marco

Nonparametric orthogonal series estimators of regression: A class attaining the optimal convergence rate in L2 pp. 219-224

Rafaj[left ceiling]owicz, Ewaryst

On unbiased multinomial estimation pp. 225-230

Seong-in Kim and D. S. Bai

Some remarks on a linear stochastic differential equation pp. 231-234

David Nualart

On Klass' series criterion for the minimal growth rate of partial maxima pp. 235-237

Anant P. Godbole

Volume 5, issue 2, 1987

Another characterization of the type I extreme value distribution pp. 83-85

Rocco Ballerini

A decomposition of the Brownian path pp. 87-93

Ioannis Karatzas and Steven E. Shreve

What do the arithmetic, geometric and harmonic means tell us in length-biased sampling? pp. 95-98

Pranab Kumar Sen

An unbiased likelihood ratio test for equality of the covariance matrices in several multivariate normal populations with partially known means pp. 99-103

Björn Holmquist

Occupation probability of a correlated random walk and a correlated ruin problem pp. 105-111

Arunava Mukherjea and David A. Steele

A new definition of the predictive likelihood pp. 113-118

Siddhartha Chib, S. Rao Jammalamadaka and Ram C. Tiwari

Nonparametric estimation of a bivariate survivorship function with doubly censored data pp. 119-124

Ramesh M. Korwar

Asymptotic confidence bands for densities based on nearest neighbor estimators under censoring pp. 125-128

Jan Mielniczuk

Partial collapsibility in multidimensional contingency tables pp. 129-134

Linda June Davis

Bayesian analysis in random coefficient m-group regression pp. 135-142

William G. Fortney and Robert B. Miller

The central limit theorem for summability methods of some weakly dependent sequences pp. 143-147

Ken-ichi Yoshihara and Hiroshi Takahata

A note on estimation and information topologies pp. 149-151

Paul Whitney

Mise of kernel estimates of a density and its derivatives pp. 153-159

Radhey S. Singh

Volume 5, issue 1, 1987

Admissibility of goodness of fit tests for discrete exponential families pp. 1-3

Arthur Cohen and Harold B. Sackrowitz

Some convergence results for kernel-type quantile estimators under censoring pp. 5-14

Y. L. Lio and W. J. Padgett

On assessing multivariate normality based on shapiro-wilk W statistic pp. 15-18

M. S. Srivastava and T. K. Hui

On exact and asymptotic tests of non-nested models pp. 19-22

Anil K. Bera and Michael McAleer

On the strong consistency of a solution to the likelihood equation pp. 23-27

Stavros Kourouklis

On unbiased multinomial estimation pp. 29-34

Seong-in Kim and D. S. Bai

The structure of improper solutions in maximum likelihood factor analysis pp. 35-37

Masamori Ihara

Characterizations of generalized multivariate discrete distributions by a regression point pp. 39-42

T. Cacoullos

Easily determining which urns are 'favorable' pp. 43-48

Gordon Simons

Coefficients of determination for least absolute deviation analysis pp. 49-54

Joseph W. McKean and Gerald L. Sievers

Probability estimation via smoothing in sparse contingency tables with ordered categories pp. 55-63

Jeffrey S. Simonoff

Methodologies for the estimation of missing observations in time series pp. 65-69

Osvaldo Ferreiro

A strong law of large numbers for vector gaussian martingales and a statistical application in linear regression pp. 71-73

A. Le Breton and M. Musiela

Maximum likelihood estimation of a survival function under the koziol-green proportional hazards model pp. 75-80

Philip E. Cheng and Gwo Dong Lin