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Statistics & Probability Letters

1982 - 2021

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

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Volume 60, issue 4, 2002

Normalizations for periodogram-based unit root tests pp. 343-350 Downloads
Barry A. Evans and David Dickey
The connectivity of a graph on uniform points on [0,1]d pp. 351-357 Downloads
Martin J. B. Appel and Ralph P. Russo
An efficient computational method for moments of order statistics under progressive censoring pp. 359-365 Downloads
N. Balakrishnan, A. Childs and B. Chandrasekar
Limiting behavior of weighted sums with stable distributions pp. 367-375 Downloads
Chen Pingyan
The breakdown behavior of the maximum likelihood estimator in the logistic regression model pp. 377-386 Downloads
Christophe Croux, Cécile Flandre and Gentiane Haesbroeck
Asymptotic properties of a particular nonlinear regression quantile estimation pp. 387-394 Downloads
Tae Soo Kim, Hae Kyung Kim and Sun Hur
Testing for elliptical symmetry in covariance-matrix-based analyses pp. 395-404 Downloads
James R. Schott
Simultaneous confidence bands for ratios of survival functions via empirical likelihood pp. 405-415 Downloads
Ian W. McKeague and Yichuan Zhao
The first exit time and ruin time for a risk process with reserve-dependent income pp. 417-424 Downloads
Sung Nok Chiu and Chuan Cun Yin
The influence function of the Stahel-Donoho estimator of multivariate location and scatter pp. 425-435 Downloads
Daniel Gervini
An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss pp. 437-444 Downloads
Mohammad Jafari Jozani, Nader Nematollahi and Khalil Shafie
A characterization for mixtures of semi-Markov processes pp. 445-457 Downloads
I. Epifani, S. Fortini and L. Ladelli
Estimation for a class of generalized state-space time series models pp. 459-473 Downloads
T. Fukasawa and I. V. Basawa
On the asymptotic location of high values of a stationary sequence pp. 475-482 Downloads
H. Ferreira and M. Scotto

Volume 60, issue 3, 2002

Geometric absolute regularity of Banach space-valued autoregressive processes pp. 241-252 Downloads
Abdelazziz Allam and Tahar Mourid
A note on quasi-maximum likelihood solutions to an inverse problem for Poisson processes pp. 253-263 Downloads
Zbigniew Szkutnik
Some comments on the estimation of a dependence index in bivariate extreme value statistics pp. 265-278 Downloads
J. Beirlant and B. Vandewalle
On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control pp. 279-288 Downloads
Rong Situ
Establishing geometric drift via the Laplace transform of symmetric measures pp. 289-295 Downloads
Niels Richard Hansen and Ernst Hansen
Optimal asymptotic quadratic errors of density estimators on random fields pp. 297-307 Downloads
Gérard Biau
A time-varying Markov chain model of term structure pp. 309-312 Downloads
Rogemar S. Mamon
Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test pp. 313-320 Downloads
J. M. Stern and S. Zacks
Khinchin and Marcinkiewicz-Zygmund-type inequalities for quadratic forms of independent random variables pp. 321-327 Downloads
Alexander Krantsberg
Statistical inference on comparing two distribution functions with a possible crossing point pp. 329-341 Downloads
Guijing Chen, Jiahua Chen and Yuming Chen

Volume 60, issue 2, 2002

Exact distribution of a pre-test estimator for regression error variance when there are omitted variables pp. 129-140 Downloads
Kazuhiro Ohtani
On preservation of some shifted and proportional orders by systems pp. 141-154 Downloads
Félix Belzunce, José M. Ruiz and M. Carmen Ruiz
A frequency domain approach to some results on fractional Brownian motion pp. 155-168 Downloads
K. Dzhaparidze and J. A. Ferreira
Further results on inquiry and truth possession pp. 169-182 Downloads
Don Fallis and Gerrard Liddell
Combining dependent P-values pp. 183-190 Downloads
James T. Kost and Michael P. McDermott
Another Esséen-type inequality for multivariate probability density functions pp. 191-199 Downloads
B. L. S. Prakasa Rao
Some remarks on coupling of dependent random variables pp. 201-209 Downloads
Magda Peligrad
Asymptotic properties of bandit processes with geometric responses pp. 211-217 Downloads
Xikui Wang
On the asymptotic distribution of a multivariate GR-estimate for a VAR(p) time series pp. 219-230 Downloads
Jeffrey T. Terpstra and M. Bhaskara Rao
A new bivariate binomial distribution pp. 231-240 Downloads
Atanu Biswas and Jing-Shiang Hwang

Volume 60, issue 1, 2002

Unimprovable solution to systems of empirical linear algebraic equations pp. 1-6 Downloads
A. V. Serdobolskii
Compound estimation of a monotone sequence pp. 7-15 Downloads
Mostafa Mashayekhi
Jackknifing type weighted least squares estimators in partially linear regression models pp. 17-31 Downloads
Jinhong You, Xiaoqian Sun, Wan-kai Pang and Ping-kei Leung
On the asymptotic behavior of one-step estimates in heteroscedastic regression models pp. 33-47 Downloads
Ana Bianco and Graciela Boente
Influence diagnostics in semiparametric regression models pp. 49-58 Downloads
Choongrak Kim, Byeong U. Park and Woochul Kim
Exact asymptotic -error of a kernel density estimator under censored data pp. 59-68 Downloads
Mohamed Lemdani and Elias Ould-Saïd
Conditional score tests in the exponential family pp. 69-74 Downloads
Anna Nicolaou
Correcting size distortion of the Dickey-Fuller test via recursive mean adjustment pp. 75-79 Downloads
Steven Cook
Nonparametric comparison of regression curves by local linear fitting pp. 81-89 Downloads
Tue Gørgens
A Poisson model for gapped local alignments pp. 91-100 Downloads
Dirk Metzler, Steffen Grossmann and Anton Wakolbinger
Remarks on domination of maxima pp. 101-109 Downloads
Enkelejd Hashorva
Limiting spectral distribution of a special circulant pp. 111-120 Downloads
Arup Bose and Joydip Mitra
A law of iterated logarithm for the wavelet transforms of i.i.d. random variables pp. 121-127 Downloads
Haiyan Cai

Volume 59, issue 4, 2002

Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise pp. 329-340 Downloads
Youri Davydov and Ricardas Zitikis
A characterization of the rate of convergence in bivariate extreme value models pp. 341-351 Downloads
Michael Falk and Rolf Dieter Reiss
Limit theorems for boundary function estimators pp. 353-360 Downloads
J. H. Hwang, B. U. Park and W. Ryu
Stability of option prices under uniform ellipticity pp. 361-365 Downloads
Gregory Gagnon
Approximations for moments of deficit at ruin with exponential and subexponential claims pp. 367-378 Downloads
Yebin Cheng, Qihe Tang and Hailiang Yang
An extension of Seshadri's identities for Brownian motion pp. 379-384 Downloads
Raouf Ghomrasni and Svend Erik Graversen
Optimal orthogonal designs in two blocks for Becker's mixture models in three and four components pp. 385-396 Downloads
M. L. Aggarwal, V. Sarin and Poonam Singh
On the existence of moments of generalized order statistics pp. 397-404 Downloads
Erhard Cramer, Udo Kamps and Tomasz Rychlik
The IFR property for consecutive-k-out-of-n:F systems pp. 405-414 Downloads
Lirong Cui
Set-indexed processes with independent increments pp. 415-424 Downloads
R. M. Balan
A SLLN for a one-dimensional class cover problem pp. 425-435 Downloads
Jason DeVinney and John C. Wierman

Volume 59, issue 3, 2002

Empirical simulation extrapolation for measurement error models with replicate measurements pp. 219-225 Downloads
Viswanath Devanarayan and Leonard A. Stefanski
A note on the multivariate local limit theorem pp. 227-233 Downloads
M. Bloznelis
Estimation for mixtures of Markov processes pp. 235-244 Downloads
Jeong-gun Park and I. V. Basawa
The rate of occurrence of failures for semi-Markov processes and estimation pp. 245-255 Downloads
Brahim Ouhbi and Nikolaos Limnios
Consistency of error density and distribution function estimators in nonparametric regression pp. 257-270 Downloads
Fuxia Cheng
Second-order asymptotic expansion for the risk in classification of curved exponential populations pp. 271-279 Downloads
Kestutis Ducinskas and Jurate Saltyte
Assessing the quality of bootstrap samples and of the bootstrap estimates obtained with finite resampling pp. 281-292 Downloads
Yannis Yatracos
Random function prediction and Stein's identity pp. 293-305 Downloads
Theodoros Nicoleris and Anthony Sagris
Improved confidence estimators for the usual one-sided confidence intervals for the ratio of two normal variances pp. 307-315 Downloads
Hsiuying Wang
Interior singularity problem of some nonlinear elliptic equations pp. 317-328 Downloads
Yan-Xia Ren, Xiu-Yun Suo and Xiang-Dong Yu

Volume 59, issue 2, 2002

On cross-validation in kernel and partitioning regression estimation pp. 113-123 Downloads
Harro Walk
A unified approach in addition or deletion of two level factorial designs pp. 125-133 Downloads
H. Evangelaras, C. Koukouvinos and P. Mantas
Data analysis in supersaturated designs pp. 135-144 Downloads
Runze Li and Dennis K. J. Lin
On spectral and random measures associated to discrete and continuous-time processes pp. 145-157 Downloads
Alain Boudou and Yves Romain
Fisher information matrix for the Feller-Pareto distribution pp. 159-167 Downloads
Vytaras Brazauskas
The scaled [alpha]-Winsorized estimate of exponential scale for censored data: an analysis based on two influence functions pp. 169-181 Downloads
Mara Tableman and Alix I. Gitelman
Almost-sure uniform error bounds of general smooth estimators of quantile density functions pp. 183-194 Downloads
Cheng Cheng
Multiple square tray distributions pp. 195-207 Downloads
Samuel Kotz, Hong-Bin Fang and Gang Wei
Invariance principles with logarithmic averaging for continuous local martingales pp. 209-217 Downloads
Faouzi Chaabane

Volume 59, issue 1, 2002

Extended generalized Hypergeometric probability distributions pp. 1-7 Downloads
C.satheesh Kumar
Bent-cable asymptotics when the bend is missing pp. 9-16 Downloads
Grace Chiu, Richard Lockhart and Richard Routledge
Satisfactory orthogonal array and its checking method pp. 17-22 Downloads
Pang Shanqi, Liu Sanyang and Zhang Yingshan
Large deviations for kernel-type empirical distributions pp. 23-28 Downloads
Takuhisa Shikimi
Solution to Dalal and Mallows conjecture on monotone property of the joint distribution of order statistics pp. 29-35 Downloads
Z. D. Bai and K. S. Kwong
Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes pp. 37-52 Downloads
Glaysar Castro and Valerie Girardin
On certain self-decomposable self-similar processes with independent increments pp. 53-59 Downloads
Koji Akita and Makoto Maejima
A new proof of strong consistency of kernel estimation of density function and mode under random censorship pp. 61-66 Downloads
Ali Gannoun and Jérôme Saracco
The distribution of increasing 2-sequences in random permutations of arbitrary multi-sets pp. 67-74 Downloads
Brad C. Johnson
Empirical central limit theorems for exchangeable random variables pp. 75-81 Downloads
Xinxin Jiang and Marjorie G. Hahn
On efficient estimation of linear functionals of a bivariate distribution with known marginals pp. 83-91 Downloads
Hanxiang Peng and Anton Schick
A method of construction of a class of universally optimal structurally incomplete row-column designs pp. 93-98 Downloads
Nizam Uddin
Estimation of a convex ROC curve pp. 99-111 Downloads
Chris J. Lloyd
Page updated 2021-08-01