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Statistics & Probability Letters

1982 - 2021

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

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Volume 65, issue 4, 2003

Stochastic comparisons of Poisson and binomial random variables with their mixtures pp. 279-290 Downloads
Neeraj Misra, Harshinder Singh and E. James Harner
How the sojourn time distributions of Brownian motion are affected by different forms of conditioning pp. 291-302 Downloads
L. Beghin, Yakov Nikitin and E. Orsingher
Sharp bounds for expectations of spacings from DDA and DFRA families pp. 303-316 Downloads
Katarzyna Danielak and Tomasz Rychlik
Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes pp. 317-329 Downloads
Xavier Bardina, Maria Jolis and Ciprian A. Tudor
Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models pp. 331-342 Downloads
Lajos Horvath and Ricardas Zitikis
A note on optimal designs for a two-part model pp. 343-351 Downloads
Cong Han
Counter-intuitive properties of the Kaplan-Meier estimator pp. 353-361 Downloads
Masako Nishikawa and Toshiro Tango
A simple proof of the almost sure discreteness of a class of random measures pp. 363-368 Downloads
Lancelot F. James
Analyzing location and dispersion in unreplicated fractional factorials pp. 369-377 Downloads
Richard N. McGrath and Dennis K. J. Lin
Extremes of geometric variables with applications to branching processes pp. 379-388 Downloads
Kosto V. Mitov, Anthony G. Pakes and George P. Yanev
Some results on constrained Bayes estimators pp. 389-399 Downloads
Jesse Frey and Noel Cressie
Chover-type laws of the iterated logarithm for weighted sums pp. 401-410 Downloads
Liang Peng and Yongcheng Qi
Total error in a plug-in estimator of level sets pp. 411-417 Downloads
Amparo Baíllo
On optimal choosing of one of the k best objects pp. 419-432 Downloads
Zdzislaw Porosinski
Local M-estimator for nonparametric time series pp. 433-449 Downloads
Zongwu Cai and Elias Ould-Saïd
Extreme values of the tent map process pp. 451-456 Downloads
George Haiman
A unified Markov chain approach for computing the run length distribution in control charts with simple or compound rules pp. 457-466 Downloads
James C. Fu, Galit Shmueli and Y. M. Chang

Volume 65, issue 3, 2003

Censoring estimators of a positive tail index pp. 147-159 Downloads
M. Ivette Gomes and Orlando Oliveira
Construction of mixed orthogonal arrays by juxtaposition pp. 161-163 Downloads
Chung-Yi Suen
Order relations of measures when avoiding decreasing sets pp. 165-175 Downloads
Pierre Collet, F. Javier López and Servet Martínez
Optimal rate of empirical Bayes tests for lower truncation parameters pp. 177-185 Downloads
Jianjun Li and Shanti S. Gupta
On the E-optimality of certain class of block designs pp. 187-193 Downloads
Sudesh K. Srivastav and Arti Shankar
On the probability of extinction of a Galton-Watson process pp. 195-198 Downloads
Yashowanto N. Ghosh
The best constant in the Topchii-Vatutin inequality for martingales pp. 199-206 Downloads
Gerold Alsmeyer and Uwe Rösler
Asymptotics for polynomial spline regression under weak conditions pp. 207-216 Downloads
Jianhua Z. Huang
Data depth based on spatial rank pp. 217-225 Downloads
Yonghong Gao
The extended exponential power distribution and Bayesian robustness pp. 227-232 Downloads
S.T. Boris Choy and Stephen G. Walker
Assessing practical significance of the proportional odds assumption pp. 233-239 Downloads
Ji-Hyun Kim
Some limit properties for Markov chains indexed by a homogeneous tree pp. 241-250 Downloads
Weiguo Yang
A strong law of large numbers for random upper semicontinuous functions under exchangeability conditions pp. 251-258 Downloads
Pedro Terán
Number of occurrences of subpattern until the first appearance of a pattern and geometric distribution pp. 259-262 Downloads
Katuomi Hirano and Sigeo Aki
Kendall distribution functions pp. 263-268 Downloads
Roger B. Nelsen, José Juan Quesada-Molina, José Antonio Rodríguez-Lallena and Manuel Úbeda-Flores
Skewed distributions generated by the normal kernel pp. 269-277 Downloads
Saralees Nadarajah and Samuel Kotz

Volume 65, issue 2, 2003

Spatial autoregression model: strong consistency pp. 71-77 Downloads
B. B. Bhattacharyya, J. -J. Ren, G. D. Richardson and J. Zhang
Strong representation of a conditional quantile function estimator with truncated and censored data pp. 79-91 Downloads
M. C. Iglesias-Pérez
On the eigenstructure of generalized fractional processes pp. 93-101 Downloads
Wilfredo Palma and Pascal Bondon
Limit points of independent copies of sample maxima pp. 103-109 Downloads
George Mathew
The fractional mixed fractional Brownian motion pp. 111-120 Downloads
Charles El-Nouty
Implementing the parametric bootstrap in capture-recapture models with continuous covariates pp. 121-125 Downloads
E. N. Zwane and P. G. M. van der Heijden
A note on the asymptotic distribution of the maxima in disaggregated time-series models pp. 127-137 Downloads
M. G. Scotto
Is Cp an empirical Bayes method for smoothing parameter choice? pp. 139-146 Downloads
S. C. Kou

Volume 65, issue 1, 2003

On one class of bivariate distributions pp. 1-6 Downloads
M. S. Finkelstein
On the analysis of paired observations pp. 7-12 Downloads
Ulrike Graßhoff and Rainer Schwabe
On sieve bootstrap prediction intervals pp. 13-20 Downloads
Andrés M. Alonso, Daniel Peña and Juan Romo
The efficiency of Buehler confidence limits pp. 21-28 Downloads
Paul Kabaila and Chris J. Lloyd
Empirical likelihood-based confidence intervals for data with possible zero observations pp. 29-37 Downloads
Song Chen and Jing Qin
Waiting time problem for an almost perfect match pp. 39-49 Downloads
Qing Han and Katuomi Hirano
Generalized smoothed estimating functions for nonlinear time series pp. 51-56 Downloads
A. Thavaneswaran and Shelton Peiris
Restricted ridge estimation pp. 57-64 Downloads
Jürgen Groß
Concentration of measure and cluster analysis pp. 65-70 Downloads
Daniel Z. Zanger
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