Statistics & Probability Letters

1982 - 2025

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

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Connectedness of Kronecker sum and partial Kronecker row sum of designs pp. 315-317: P. N. Dandawate, G. A. Patwardhan and M. N. Vartak
A class of estimators with estimated optimum values in sample surveys pp. 319-321: R. Karan Singh and Gurdeep Singh
A note on L-estimates for linear models pp. 323-325: Roger Koenker
Incomplete split plot designs pp. 327-332: Iwona Mejza and Stanislaw Mejza
Characterizations and closure under convolution of two classes of multivariate life distributions pp. 333-335: Emad El-Neweihi
Likelihood ratio testing on partial multinormal data pp. 337-343: W. B. Smith and M. W. Riggs
A note on scale estimates based on the empirical characteristic function and their application to test for normality pp. 345-348: A. H. Welsh
Some remarks on the existence of optimal quantizers pp. 349-351: Efren F. Abaya and Gary L. Wise
On the limiting distribution of the number of 'near-matches' pp. 353-355: S. Rao Jammalamadaka and Svante Janson
On a test of equality of two-parameter exponential distributions pp. 357-361: B. N. Nagarsenker and P. B. Nagarsenker
On the modal resolution of kernel density estimators pp. 363-369: Jeffrey D. Hart

Methods for generating random variates with Polya characteristic functions pp. 257-261: Luc Devroye
A measure of skewness and kurtosis and a graphical method for assessing multivariate normality pp. 263-267: M. S. Srivastava
A note on the interpretation of the Bahadur bound and the rate of convergence of the maximum likelihood estimator pp. 269-273: James C. Fu and Robert E. Kass
On resampling techniques for regression models pp. 275-278: N. C. Weber
Minimum information estimation of allocation models of different sizes pp. 279-283: Renate Finke, Lennart Flood and Henri Theil
Optimal designs for nonparametric kernel regression pp. 285-290: Hans-Georg Müller
Weak convergence of partial sums of absolutely regular sequences pp. 291-293: Ernst Eberlein
Tests of significance using selected sample quantiles pp. 295-297: A. K. MD. Ehsanes Saleh, M. Masoom Ali and Dale Umbach
Median based covariogram estimators reduce bias pp. 299-304: Noel Cressie and Gary Glonek
On a matching statistic pp. 305-310: Leon Pesotchinsky
Determination of sample sizes for setting [beta]-content tolerance limits controlling both tails of the normal distribution pp. 311-314: Youn-Min Chou and Robert W. Mee

Aggregation and the estimation of equation systems pp. 187-191: Lennart Flood, Mercedes C. Rosalsky and Henri Theil
On a Kolmogorov-Smirnov type aligned test pp. 193-196: Pranab Kumar Sen
An efficiency property of linear nonparametric tests on trend pp. 197-201: Günter Rothe
Fluctuation behavior of Poisson triangular arrays pp. 203-205: Lutz Edler
Hypothesis testing of the location and scale parameters using order statistics pp. 207-210: Smiley W. Cheng
Calculating the variance of errors in population forecasting pp. 211-213: Karl-Heinz Jöckel and Peter Pflaumer
A family of dominating minimax estimators of a multivariate normal mean pp. 215-217: Tze Fen Li
Attainable rates of convergence of maxima pp. 219-221: Holger Rootzén
Optimal monitoring network designs pp. 223-227: W. F. Caselton and J. V. Zidek
On the waiting time in a generalized roulette game pp. 229-239: Allan Gut and Lars Holst
Construction of additional variables conforming to a common factor model pp. 241-244: Yutaka Kano
Linear restrictions and two step least squares with applications pp. 245-248: Guido E. del Pino
A computational procedure for the asymptotic analysis of homogeneous semi-Markov processes pp. 249-253: R. De Dominicis and R. Manca

Eigenvalue-eigenvector analysis for a class of patterned correlation matrices with an application pp. 119-125: Samuel Kotz, W. L. Pearn and Dean W. Wichern
Some improvements on the Birnbaum-McCarty bound for P(Y pp. 127-132: Mark C. K. Yang and Tse Chin Mo
Robustness of the ordering procedures based on binary-type questions and on pairwise comparisons pp. 133-138: Leon Pesotchinsky
On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors pp. 139-142: B. L. S. Prakasa Rao
A note on estimation of percentiles and reliability in the extreme-value distribution pp. 143-146: Jerome P. Keating
Dynamics of Bayes estimates for the rate of poisson processes with gamma priors and convex loss pp. 147-157: Robert F. Anderson
On the limiting set of nonnegative matrix products pp. 159-163: E. Seneta
On the distribution of the product of independent beta random variables pp. 165-168: Jen Tang and A. K. Gupta
Optimal weights for general L2 distance estimators pp. 169-173: Vincent N. Lariccia
A comparison of normal and discrete bootstraps for standard errors in equation systems pp. 175-180: Henri Theil, Mercedes C. Rosalsky and Renate Finke
Strong approximation of certain stopped sums pp. 181-185: Lajos Horvath

On the rate of convergence in the central limit theorem and the type of the Banach space pp. 59-62: WanSoo Rhee
A proof of the ineffectiveness of likelihood inference on singular measures pp. 63-65: Mauro Piccioni
An approximate lower tolerance bound for the three-parameter Weibull applied to lumber property characterization pp. 67-76: Richard A. Johnson and James H. Haskell
A multivariate correlation ratio pp. 77-81: Allan R. Sampson
Locally optimal rank tests for independence pp. 83-89: Jerzy Rudnicki
On a sequential selection procedure of Bechhofer, Kiefer, and Sobel pp. 91-94: Bruce Levin
Two-stage stochastic model for carcinogenesis with time-dependent parameters pp. 95-103: Gabriella Serio
On the marginal distribution of a first order autoregressive process pp. 105-109: Jeffrey D. Hart
The distribution of length of N random unit vectors for a von Mises population pp. 111-115: Vasilios Papakonstantinou
Acknowledgement of priority to "A remark on the fluctuation behavior of i.i.d. poisson random variables" pp. 117-117: Andrew Rosalsky

Efficient estimation under privacy restrictions in the disclosure problem pp. 1-4: Willem Albers
Asymptotic independence of 'pure head' stopping times pp. 5-8: Tamás F. Móri and Gábor J. Székely
The hat matrix for smoothing splines pp. 9-14: R. L. Eubank
Remarks on the role of conditional probability in data exploration pp. 15-18: Bruno Barigelli and Romana Scozzafava
A note on optimum grouping and the relative discriminating power of qualitative to continuous normal variates pp. 19-21: Yung-tai Hung and Anant M. Kshirsagar
Some characterizations of discrete unimodality pp. 23-30: Emile M. J. Bertin and Radu Theodorescu
Use of covariates in randomized response settings pp. 31-34: Norman S. Matloff
Inheriting independence and chi-squaredness under certain matrix orderings pp. 35-38: Jerzy K. Baksalary and Jan Hauke
A simple proof for the Chernoff-Savage theorem pp. 39-44: Michael G. Akritas
Kernel estimates of functions and their derivatives with applications pp. 45-50: Alexander A. Georgiev
Density estimation based on line transect samples pp. 51-57: P. V. Rao