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Statistics & Probability Letters

1982 - 2021

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

From Elsevier
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Volume 73, issue 4, 2005

Test for the equality of autocorrelation coefficients for two populations in multivariate data when the errors are autocorrelated pp. 333-342 Downloads
Madhusudan Bhandary
A note on self-decomposability of stable process subordinated to self-decomposable subordinator pp. 343-345 Downloads
Tomasz J. Kozubowski
The nonorthogonal estimator pp. 347-356 Downloads
Matthew Haner
Dependence orderings for generalized order statistics pp. 357-367 Downloads
Baha-Eldin Khaledi and Subhash Kochar
Some Bayesian predictive approaches to model selection pp. 369-379 Downloads
Nitai Mukhopadhyay, Jayanta K. Ghosh and James O. Berger
Monotonicity and aging properties of random sums pp. 381-392 Downloads
Jun Cai and Gordon E. Willmot
A note on multiple comparison procedures for detecting differences in simply ordered means pp. 393-401 Downloads
Kane Nashimoto and F.T. Wright
A Beta-Gamma autoregressive process of the second-order (BGAR(2)) pp. 403-410 Downloads
Miroslav M. Ristic
Lower estimation of the remainder term in the CLT for a sum of the functions of k-spacings pp. 411-424 Downloads
Sherzod A. Mirakhmedov
Comparing distribution functions of errors in linear models: A nonparametric approach pp. 425-432 Downloads
Juan Mora
On-line detection of turning points using non-parametric surveillance: The effect of the growth after the turn pp. 433-439 Downloads
E. Andersson
On maximum likelihood estimation for log-linear models with non-ignorable non-response pp. 441-448 Downloads
Paul S. Clarke and Peter W.F. Smith
The likelihood ratio test for a separable covariance matrix pp. 449-457 Downloads
Nelson Lu and Dale L. Zimmerman
On diagnostics in symmetrical nonlinear models pp. 459-467 Downloads
Manuel Galea, Gilberto A. Paula and Francisco José A. Cysneiros

Volume 73, issue 3, 2005

Switching record and order statistics via random contractions pp. 207-217 Downloads
Sevgi Yurt Oncel, Mohammad Ahsanullah, Fazil A. Aliev and Funda Aygun
Inequalities for expected extreme order statistics pp. 219-231 Downloads
J. de la Cal and J. Cárcamo
Inequalities for upper and lower probabilities pp. 233-241 Downloads
Zengjing Chen and Reg Kulperger
The asymptotic distribution of the unconditional quantile estimator under dependence pp. 243-250 Downloads
Walter Oberhofer and Harry Haupt
Strong uniqueness for cyclically symbiotic branching diffusions pp. 251-257 Downloads
Donald A. Dawson, Klaus Fleischmann and Jie Xiong
On an extension of the exponential-geometric distribution pp. 259-269 Downloads
Konstantinos Adamidis, Theodora Dimitrakopoulou and Sotirios Loukas
Normal moments and Hermite polynomials pp. 271-275 Downloads
R. Willink
Bootstrap estimation of the distribution of Matusita distance in the mixed case pp. 277-285 Downloads
V. Alba-Fernández, J. Muñoz-García and M.D. Jiménez-Gamero
Latent variable analysis and partial correlation graphs for multivariate time series pp. 287-296 Downloads
Roland Fried and Vanessa Didelez
Kernel density estimation on Riemannian manifolds pp. 297-304 Downloads
Bruno Pelletier
The strong law of large numbers for dependent random variables pp. 305-314 Downloads
Anna Kuczmaszewska
On Gaussian correlation inequalities for "periodic" sets pp. 315-320 Downloads
Subir K. Bhandari and Ayanendranath Basu
Jackknife variance estimator with reimputation for randomly imputed survey data pp. 321-331 Downloads
H. Saigo and R.R. Sitter

Volume 73, issue 2, 2005

Monotonicity of likelihood support bounds for system failure rates pp. 91-97 Downloads
Chris J. Lloyd
Measuring the extremal dependence pp. 99-103 Downloads
A.P. Martins and H. Ferreira
A note on minimum distance estimation of copula densities pp. 105-114 Downloads
Gérard Biau and Marten Wegkamp
A Once edge-reinforced random walk on a Galton-Watson tree is transient pp. 115-124 Downloads
Jack Jie Dai
Confidence intervals for the power of Student's t-test pp. 125-130 Downloads
Joanna Tarasinska
A note on the stability and causality of general time-dependent bilinear models pp. 131-138 Downloads
Abdelouahab Bibi
Minimax 16-run supersaturated designs pp. 139-145 Downloads
Neil A. Butler
Asymptotic properties of CLS estimators in the Poisson AR(1) model pp. 147-153 Downloads
R. Keith Freeland and Brendan McCabe
Rates of convergence for the change-point estimator for long-range dependent sequences pp. 155-164 Downloads
Samir Ben Hariz and Jonathan J. Wylie
The rate of convergence in the functional limit theorem for increments of a Brownian motion pp. 165-177 Downloads
Fuqing Gao and Qinghua Wang
A simple approximation for the distribution of the weighted combination of non-independent or independent probabilities pp. 179-187 Downloads
Chia-Ding Hou
An exponential inequality for associated variables pp. 189-197 Downloads
Paulo Eduardo Oliveira
Fisher information in censored data pp. 199-206 Downloads
Yanhua Wang and Shuyuan He

Volume 73, issue 1, 2005

Estimation of the Cholesky decomposition of the covariance matrix for a conditional independent normal model pp. 1-12 Downloads
Xiaoqian Sun and Dongchu Sun
On the AIDS incubation distribution pp. 13-23 Downloads
K. Neammanee, S. Pianskool and R. Chonchaiya
On stationarity and [beta]-mixing property of certain nonlinear GARCH(p,q) models pp. 25-35 Downloads
O. Lee and D.W. Shin
The use of domination number of a random proximity catch digraph for testing spatial patterns of segregation and association pp. 37-50 Downloads
Elvan Ceyhan and Carey E. Priebe
An explicit local uniform large deviation bound for Brownian bridges pp. 51-56 Downloads
O. Wittich
Upper bounds of the Gärtner-Ellis theorem for the sequences of random variables pp. 57-60 Downloads
Harri Nyrhinen
Testing heteroscedasticity in partially linear regression models pp. 61-70 Downloads
Jinhong You and Gemai Chen
A note on prediction and interpolation errors in time series pp. 71-78 Downloads
Pedro Galeano and Daniel Peña
Inequalities for the norms of integrals with respect to a fractional Brownian motion pp. 79-90 Downloads
Leszek Slominski and Bartosz Ziemkiewicz

Volume 72, issue 4, 2005

Another look at rejection sampling through importance sampling pp. 277-283 Downloads
Yuguo Chen
Limitations on intermittent forecasting pp. 285-290 Downloads
Gusztáv Morvai and Benjamin Weiss
On the weak laws for arrays of random variables pp. 291-298 Downloads
Soo Hak Sung, Tien-Chung Hu and Andrei Volodin
VaR is subject to a significant positive bias pp. 299-311 Downloads
Koji Inui, Masaaki Kijima and Atsushi Kitano
Kernel estimation of a partially linear additive model pp. 313-322 Downloads
Sebastiano Manzan and Dawit Zerom
Outliers in functional autoregressive time series pp. 323-332 Downloads
Francesco Battaglia
A nonparametric sequential test with power 1 for the ruin probability in some risk models pp. 333-343 Downloads
Pier Luigi Conti
A note on the use of kernel functions in weighted estimators pp. 345-355 Downloads
Brent A. Johnson and Dennis D. Boos

Volume 72, issue 3, 2005

A mixture and self-exciting model for software reliability pp. 187-194 Downloads
R. Wang
Recursive demeaning and deterministic seasonality pp. 195-204 Downloads
Vladimir Kuzin
The expected discounted penalty at ruin in the Erlang (2) risk process pp. 205-217 Downloads
Li-Juan Sun
Variable selection and transformation in linear regression models pp. 219-226 Downloads
In-Kwon Yeo
Limit theorems for the Estermann zeta-function. I pp. 227-235 Downloads
Antanas Laurincikas
Information criterion for Gaussian change-point model pp. 237-247 Downloads
Yoshiyuki Ninomiya
Central limit theorem for the size of the range of a renewal process pp. 249-264 Downloads
Pawel Hitczenko and Robin Pemantle
On the asymptotic behaviour of a simple growing point process model pp. 265-275 Downloads
K. Borovkov and A. Motyer

Volume 72, issue 2, 2005

Improved likelihood ratio and score tests on concentration parameters of von Mises-Fisher distributions pp. 93-102 Downloads
Yoko Watamori and Peter E. Jupp
A refinement to approximate conditional inference pp. 103-112 Downloads
Bo Yang and John E. Kolassa
Converses to the Csörgo-Révész laws pp. 113-123 Downloads
Andrei N. Frolov
Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution pp. 125-135 Downloads
Enkelejd Hashorva
Exponential stopping and drifted stable processes pp. 137-143 Downloads
G. Letac and V. Seshadri
A general Ostrowski-type inequality pp. 145-152 Downloads
J. de la Cal and J. Cárcamo
On choosing the centering distribution in Dirichlet process mixture models pp. 153-162 Downloads
Timothy Hanson, Jayaram Sethuraman and Ling Xu
A note on stochastic comparisons of generalized order statistics pp. 163-170 Downloads
Taizhong Hu and Weiwei Zhuang
An interpretation and some generalizations of the Anderson-Darling statistics in terms of squared Bessel bridges pp. 171-177 Downloads
Roger Mansuy
A note on comparisons among coherent systems with dependent components using signatures pp. 179-185 Downloads
Jorge Navarro, Jose M. Ruiz and Carlos J. Sandoval

Volume 72, issue 1, 2005

Study of a risk model based on the entrance process pp. 1-10 Downloads
Zehui Li, Jinxia Zhu and Feng Chen
A maximal inequality for nonnegative submartingales pp. 11-12 Downloads
P.K. Bhattacharya
Optimal sign tests for data from ranked set samples pp. 13-22 Downloads
You-Gan Wang and Min Zhu
Type G and spherical distributions on pp. 23-32 Downloads
Stergios Fotopoulos
Birth-death processes with killing pp. 33-42 Downloads
Erik A. van Doorn and Alexander I. Zeifman
The superiority of empirical Bayes estimator of parameters in linear model pp. 43-50 Downloads
Weiping Zhang, Laisheng Wei and Yaning Yang
Characterization of hazard function factorization by Fisher information in minima and upper record values pp. 51-57 Downloads
Glenn Hofmann, N. Balakrishnan and Jafar Ahmadi
Convergence rates in the law of large numbers for arrays of Banach space valued random elements pp. 59-69 Downloads
Tibor Tómács
Minimax correlation between a line segment and a beamlet pp. 71-81 Downloads
Xiaoming Huo
On linear rank tests for truncated binomial randomization pp. 83-92 Downloads
Yanqiong Zhang and William F. Rosenberger
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