Statistics & Probability Letters

1982 - 2025

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

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Experimental comparison of least-squares and maximum likelihood methods in factor analysis pp. 287-293: Masamori Ihara and Masashi Okamoto
Two suggestions of how to define a stochastic stress-strength system pp. 295-297: Nader Ebrahimi
Selecting principal components in regression pp. 299-301: Robert L. Mason and Richard F. Gunst
The L2-optimal cell width for the histogram pp. 303-306: Jean-Pierre Lecoutre
Minimum volume confidence regions pp. 307-308: S. Jeyaratnam
Bayes empirical Bayes estimation of a poisson mean pp. 309-313: Tze Fen Li
Pointwise properties of convergence in probability pp. 315-316: Robert M. Burton
Testing several nonnested regressions simultaneously. A nonparametric approach pp. 317-324: Victor Aguirre-Torres
Positive definite symmetric functions on finite-dimensional spaces II pp. 325-329: Donald St. P. Richards
On [chi]2-test of goodness-of-fit for a class of discrete multivariate models pp. 331-336: Åke Svensson
Influence diagnostic for censored regression models pp. 337-342: Chihwa Kao

On the relationship between the proportional hazards and accelerated failure time models in survival analysis pp. 231-234: Ramesh C. Gupta and Joel E. Michalek
On a characterization of rectangular distributions pp. 235-238: Sami N. Abdelhamid
Regression estimation with transformed auxiliary variates pp. 239-243: Hsien-Ming Hung
The growth rate of partial maxima on subsequences pp. 245-249: Jürg Hüsler
On the product of symmetric random variables pp. 251-253: G. G. Hamedani and G. G. Walter
Maximum variance unimodal distributions pp. 255-260: John W. Seaman, Patrick S. Odell and Dean M. Young
Sampling distribution for a class of estimators for nonregular linear processes pp. 261-268: Kamal C. Chanda
Testing for symmetry and independence in a bivariate exponential distribution pp. 269-274: Terence J. O'Neill
Sufficiency and invariance pp. 275-279: Steven F. Arnold
Rank tests for a class of semi-Markov models with censored matched pairs pp. 281-286: Wei-Yann Tsai

On upper bounds for the variance of functions of random variables pp. 175-184: T. Cacoullos and V. Papathanasiou
Asymptotic statistical inference for a stochastic heat flow problem pp. 185-189: Timo Koski and Wilfried Loges
A note on levene's tests for equality of variances pp. 191-194: Raymond J. Carroll and Helmut Schneider
A pairwise independent stationary stochastic process pp. 195-199: James B. Robertson and James M. Womack
On the joint characterization of the distributions of the true income and the proportion of the reported income to the true income through a model of under-reported incomes pp. 201-203: R. M. Korwar
On the approximation of measurable linear functionals pp. 205-207: W. Smolenski
A functional law of the iterated logarithm for associated sequences pp. 209-212: AndréRobert Dabrowski
On sampling by index cases pp. 213-219: Agnes Berger and Ora E. Percus
Approximation for Abel sums of independent, identically distributed random variables pp. 221-225: Lajos Horvath
A note on testing symmetry with estimated parameters pp. 227-230: James A. Koziol

On a Kolmogorov-Smirnov type aligned test in linear regression pp. 111-115: H. L. Koul and P. K. Sen
Maximum entropy histograms pp. 117-120: Carlos C. Rodriguez and John Van Ryzin
Iterating bonferroni bounds pp. 121-125: Fred M. Hoppe
A linear negative multinomial model pp. 127-129: Douglas G. Bonett
An application of rosenthal's moment inequality to the strong law of large numbers pp. 131-133: Rainer Wittmann
A bayesian approach to inference for monotone failure rates pp. 135-141: Thomas A. Mazzuchi and Nozer D. Singpurwalla
On the range of recurrent Markov chains pp. 143-145: K. B. Athreya
A regression model to combine results from 2 x 2 tables pp. 147-150: Sylvan Wallenstein
Plane sampling pp. 151-159: Ronaldo Iachan
Saddlepoint approximations for curved exponential families pp. 161-166: Philip Hougaard
A bivariate histogram density estimator: Consistency and asymptotic normality pp. 167-173: B. K. Kim and J. Van Ryzin

Lower bounds for the distribution function of a k-dimensionaln-extensible exchangeable process pp. 57-62: Marco Scarsini
Sequential estimation of the minimum of a random variable pp. 63-64: Marek Meczarski
Pointwise consistency of the hermite series density estimate pp. 65-69: Wlodzimierz Greblicki and Miroslaw Pawlak
On exponential scores statistics for testing against positive aging pp. 71-73: Subhash C. Kochar and Jayant V. Deshpande
When is the inverse regression estimator MSE-superior to the standard regression estimator in multivariate controlled calibration situations? pp. 75-79: Rolf Sundberg
A concept of negative dependence using stochastic ordering pp. 81-86: Henry W. Block, Thomas H. Savits and Moshe Shaked
A counterexample concerning monotone unimodality pp. 87-88: Wolfgang Wefelmeyer
A model for line transect sampling clustered populations pp. 89-93: P. V. Rao and K. M. Portier
Eigenvalue-Eigenvector analysis for a class of patterned correlation matrices with an application: A comment pp. 95-96: Tom Wansbeek
The bootstrap: Some large sample theory and connections with robustness pp. 97-100: William C. Parr
On exponential rates of likelihood ratio estimators for location parameters pp. 101-105: James C. Fu
An extremal property of rectangular distributions pp. 107-109: G. J. Székely and T. F. Móri

Minimum distance estimation in linear regression with unknown error distributions pp. 1-8: Hira L. Koul
On restricted linear estimation for regression in stochastic processes pp. 9-13: Guido E. del Pino
Asymptotic theory of least squares estimator in a nonregular nonlinear regression model pp. 15-18: B. L. S. Prakasa Rao
Constructing balanced designs from triangular designs pp. 19-20: Peter W. M. John
Robust model selection in regression pp. 21-23: Elvezio Ronchetti
A structural classification of SR group divisible designs pp. 25-27: Sanpei Kageyama
Closed form asymptotically efficient estimators based upon order statistics pp. 29-34: Ross P. Kindermann and Vincent N. LaRiccia
On a characterization question for symmetric random variables pp. 35-37: Andrey Feuerverger and J. Michael Steele
On the use of the directional derivative in obtaining multivariate extreme values pp. 39-44: Alvin D. Wiggins
Testing for linearity pp. 45-49: Sándor Csörgo
Estimators of covariances in time series models pp. 51-53: Yogendra P. Chaubey
On the Poisson approximation of multinomial probabilities pp. 55-56: Ibrahim A. Ahmad