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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 58, issue 4, 2002

On the minimax estimator of a bounded normal mean pp. 327-333 Downloads
Éric Marchand and François Perron
Frailty models that yield proportional hazards pp. 335-342 Downloads
Odd O. Aalen and Nils Lid Hjort
Distribution-free consistency of kernel non-parametric M-estimators pp. 343-353 Downloads
Andrzej S. Kozek and Miroslaw Pawlak
Prediction and confidence intervals for nonlinear measurement error models without identifiability information pp. 355-362 Downloads
Longcheen Huwang and J. T. Gene Hwang
Gaussian tail for empirical distributions of MST on random graphs pp. 363-368 Downloads
Sungchul Lee and Zhonggen Su
Model-robust designs in multiresponse situations pp. 369-379 Downloads
Rong-Xian Yue
Variability ordering of heavy-tailed distributions with applications to order statistics pp. 381-388 Downloads
Christian Kleiber
A functional-algebraic determination of D-optimal designs for trigonometric regression models on a partial circle pp. 389-397 Downloads
Holger Dette, Viatcheslav B. Melas and Stefanie Biedermann
A note on the properties of some time varying bilinear models pp. 399-411 Downloads
Abdelouahab Bibi and Alwell J. Oyet
Almost sure versions of distributional limit theorems for certain order statistics pp. 413-426 Downloads
U. Stadtmüller
A simple adjustment for measurement errors in some limited dependent variable models pp. 427-433 Downloads
Liqun Wang

Volume 58, issue 3, 2002

Survival estimation and testing via multiple imputation pp. 221-232 Downloads
Jeremy M. G. Taylor, Susan Murray and Chiu-Hsieh Hsu
Asymptotic distributions for testing dimensionality in q-based pHd pp. 233-243 Downloads
R. Dennis Cook and Xiangrong Yin
A spatial filtering specification for the auto-Poisson model pp. 245-251 Downloads
Daniel A. Griffith
Perturbation of functional tensors with applications to covariance operators pp. 253-264 Downloads
Yves Romain
Estimation of frequencies in presence of heavy tail errors pp. 265-282 Downloads
Swagata Nandi, Srikanth K. Iyer and Debasis Kundu
A note on the Borel-Cantelli lemma pp. 283-286 Downloads
Valentin V. Petrov
Approximations for a conditional two-dimensional scan statistic pp. 287-296 Downloads
Jie Chen and Joseph Glaz
Rates of uniform convergence of empirical means with mixing processes pp. 297-307 Downloads
Rajeeva L. Karandikar and M. Vidyasagar
Regression analysis for a semiparametric model with panel data pp. 309-317 Downloads
Liuquan Sun and Xian Zhou
Blockwise empirical Cressie-Read test statistics for [alpha]-mixing processes pp. 319-325 Downloads
Francesco Bravo

Volume 58, issue 2, 2002

Definition and probabilistic properties of skew-distributions pp. 111-121 Downloads
R. B. Arellano-Valle, G. del Pino and E. San Martín
Tests of homogeneity for spatial populations pp. 123-130 Downloads
Andrea Cerioli
Some conditional crossing results of Brownian motion over a piecewise-linear boundary pp. 131-145 Downloads
Mario Abundo
Maximum quasilikelihood estimation for a simplified NEAR(1) model pp. 147-155 Downloads
Subashan Perera
Chebyshev systems and estimation theory for discrete distributions pp. 157-165 Downloads
Mark Braverman and Yan Lumelskii
Asymptotic expansions of densities of sums of random vectors without third moment pp. 167-174 Downloads
Liang Peng
Best upper quantile evaluations for NWU distributions pp. 175-184 Downloads
Tomasz Rychlik
On the rate of complete convergence for weighted sums of arrays of Banach space valued random elements with application to moving average processes pp. 185-194 Downloads
S. Ejaz Ahmed, Rita Giuliano Antonini and Andrei Volodin
Almost sure limit theorems for the maximum of stationary Gaussian sequences pp. 195-203 Downloads
Endre Csáki and Khurelbaatar Gonchigdanzan
Multivariate probability density estimation for associated processes: strong consistency and rates pp. 205-219 Downloads
Elias Masry

Volume 58, issue 1, 2002

An algorithm for the estimation of minimal cut and path sets from field failure data pp. 1-11 Downloads
Avinash Dharmadhikari, S. B. Kulathinal and Vidyadhar Mandrekar
Thin and thick points for branching measure on a Galton-Watson tree pp. 13-22 Downloads
Peter Mörters and Narn-Rueih Shieh
Bayesian nonparametric point estimation under a conjugate prior pp. 23-30 Downloads
Xuefeng Li and Linda H. Zhao
The modified bootstrap error process for Kaplan-Meier quantiles pp. 31-39 Downloads
Paul Janssen, Jan Swanepoel and Noël Veraverbeke
Self-normalized lag increments of partial sums pp. 41-51 Downloads
Wensheng Wang
On characterization of two-sample U-statistics pp. 53-59 Downloads
E. Schechtman and G. Schechtman
Likelihood-based quadratic analyses for diallel cross and other experiments involving data collected on ordered pairs of sampling units pp. 61-69 Downloads
Heng Li
A saddlepoint approximation for testing exponentiality against some increasing failure rate alternatives pp. 71-81 Downloads
Riccardo Gatto and S. Rao Jammalamadaka
On the convergence of Markov binomial to Poisson distribution pp. 83-91 Downloads
V. Cekanavicius
On fractional uniform order statistics pp. 93-96 Downloads
M. C. Jones
Analytical results for a Bayesian bivariate cokriging model pp. 97-109 Downloads
José Mira and María Jesús Sánchez

Volume 57, issue 4, 2002

Model selection under order restriction pp. 301-306 Downloads
Lincheng Zhao and Limin Peng
On stable convergence in the central limit theorem pp. 307-313 Downloads
Tsung-Lin Cheng and Yuan-Shih Chow
Large and moderate deviations of empirical processes with nonstandard rates pp. 315-326 Downloads
Miguel A. Arcones
On tests of independence for spherical data-invariance and centering pp. 327-335 Downloads
Richard A. Johnson and Grace S. Shieh
M-Estimation for dependent random variables pp. 337-341 Downloads
Reinhard Furrer
D-optimal designs for polynomial regression models through origin pp. 343-351 Downloads
Zhide Fang
Corrected modified profile likelihood heteroskedasticity tests pp. 353-361 Downloads
Silvia L. P. Ferrari and Francisco Cribari-Neto
Sums of dependent Bernoulli random variables and disease clustering pp. 363-373 Downloads
Chang Yu and Daniel Zelterman
Supermodular dependence ordering on a class of multivariate copulas pp. 375-385 Downloads
Gang Wei and Taizhong Hu
The TP2 ordering of Kimeldorf and Sampson has the normal-agreeing property pp. 387-391 Downloads
Christian Genest and François Verret
On bandwidth selection in partial linear regression models under dependence pp. 393-401 Downloads
Germán Aneiros-Pérez
Quasi-medians are robust and relatively efficient estimators of a common mean given multivariate normality pp. 403-408 Downloads
Alan D. Hutson

Volume 57, issue 3, 2002

On moment inequalities of the supremum of empirical processes with applications to kernel estimation pp. 215-220 Downloads
Ibrahim A. Ahmad
A note on the characteristic function of the t-distribution pp. 221-224 Downloads
I. Dreier and S. Kotz
Transfer theorems in exponential families pp. 225-229 Downloads
Abram Kagan
On convergence rates for quadratic errors in kernel hazard estimation pp. 231-241 Downloads
Graciela Estévez-Pérez
Uniqueness of uniform random colorings of regular trees pp. 243-248 Downloads
Johan Jonasson
Simulating Bessel random variables pp. 249-257 Downloads
Luc Devroye
A note on variable selection in nonparametric regression with dependent data pp. 259-268 Downloads
Wenceslao González-Manteiga, Alejandro Quintela-del-Río and Philippe Vieu
Estimation of the location parameter of the l1-norm symmetric matrix variate distributions pp. 269-280 Downloads
B. Q. Fang
Multivariate non-parametric tests of trend when the data are incomplete pp. 281-290 Downloads
Mayer Alvo and Jincheol Park
On the efficiency of some supplemented ([alpha]1,[alpha]2,...,[alpha]R)-resolvable block designs pp. 291-299 Downloads
Danuta Kachlicka and Iwona Mejza

Volume 57, issue 2, 2002

The uniform autoregressive process of the second order (UAR(2)) pp. 113-119 Downloads
Miroslav M. Ristic and Biljana C. Popovic
Stepwise procedures for the identification of minimum effective dose with unknown variances pp. 121-131 Downloads
Jian Tao, Ning-Zhong Shi, Jianhua Guo and Wei Gao
Application of Whittle's inequality for banach space valued martingales pp. 133-137 Downloads
B. L. S. Prakasa Rao
Hájek-Rényi-type inequality for associated sequences pp. 139-143 Downloads
B. L. S. Prakasa Rao
Optimality of orthogonally blocked diallels with specific combining abilities pp. 145-150 Downloads
Kuey Chung Choi, Kashinath Chatterjee, Ashish Das and Sudhir Gupta
A note on some new renewal ageing notions pp. 151-155 Downloads
Jean-Louis Bon and Abbas Illayk
Decoupling and domination inequalities with application to Wald's identity for martingales pp. 157-170 Downloads
Victor H. de la Peña and Ingrid-Mona Zamfirescu
A moment inequality for decreasing (increasing) mean residual life distributions with hypothesis testing application pp. 171-177 Downloads
S. E. Abu-Youssef
A link between the multivariate cumulative distribution function and the hitting function for random closed sets pp. 179-182 Downloads
V. Grunert da Fonseca and C. M. Fonseca
Some maximal inequalities and complete convergences of negatively associated random sequences pp. 183-191 Downloads
Wen-Tao Huang and Bing Xu
The use of spacings in the estimation of a scale parameter pp. 193-204 Downloads
N. Balakrishnan and N. Papadatos
A new class of score generating functions for regression models pp. 205-214 Downloads
Young Hun Choi and Ömer Öztürk

Volume 57, issue 1, 2002

Remarks on compound Poisson approximation of Gaussian random sequences pp. 1-8 Downloads
Enkelejd Hashorva and Jürg Hüsler
Central limit theorem for U-statistics of associated random variables pp. 9-15 Downloads
Isha Dewan and B. L. S. Prakasa Rao
Donkey walk and Dirichlet distributions pp. 17-22 Downloads
Gérard Letac
Mixtures of exponential distributions and stochastic orders pp. 23-31 Downloads
Jaroslaw Bartoszewicz
Upper stop-loss bounds for sums of possibly dependent risks with given means and variances pp. 33-41 Downloads
Christian Genest, Étienne Marceau and Mhamed Mesfioui
An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution pp. 43-52 Downloads
Dimitris Karlis
Some connections between Bayesian and non-Bayesian methods for regression model selection pp. 53-63 Downloads
Faming Liang
Coefficient constancy test in AR-ARCH models pp. 65-77 Downloads
Jeongcheol Ha and Sangyeol Lee
Breakdown points of Cauchy regression-scale estimators pp. 79-89 Downloads
Ivan Mizera and Christine H. Müller
Minimax variance estimation of a correlation coefficient for [var epsilon]-contaminated bivariate normal distributions pp. 91-100 Downloads
Georgy L. Shevlyakov and Nikita O. Vilchevski
On the asymptotic behaviour of unit-root tests in the presence of a Markov trend pp. 101-109 Downloads
Zacharias Psaradakis
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