Statistics & Probability Letters

1982 - 2025

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

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Volume 75, issue 4, 2005

The storage capacity of the Hopfield model and moderate deviations pp. 237-248

Matthias Löwe and Franck Vermet

On convergence of random linear functionals pp. 249-255

Suman Majumdar

A generator for explicit univariate lower bounds pp. 256-266

Eugene Seneta and John T. Chen

The law of iterated logarithm of estimators for partially linear panel data models pp. 267-279

Jinhong You and Xian Zhou

The generalized Charlier series distribution as a distribution with two-step recursion pp. 280-290

Masashi Kitano, Kunio Shimizu and S.H. Ong

Optimal fractional factorial plans using minihypers pp. 291-297

M.L. Aggarwal and Mukta Datta Mazumder

Projection properties of some orthogonal arrays pp. 298-306

Aloke Dey

On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix pp. 307-314

Michael Falk

Empirical Bayes nonparametric kernel density estimation pp. 315-324

Alan Ker and A.T. Ergün

A note on the distribution of kth records from discrete distributions pp. 325-330

Fernando López-Blázquez, B. Salamanca Miño and A. Dembinska

Volume 75, issue 3, 2005

Some limiting theorems of some random quadratic forms pp. 151-157

Guangming Pan, Boqi Miao and Baisuo Jin

Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric pp. 158-168

Alessio Sancetta

Some new orthogonal arrays pp. 169-178

Warren F. Kuhfeld and Chung-yi Suen

On a class of Lévy processes pp. 179-189

Michael Braverman

Distribution-free confidence intervals for quantile intervals based on current records pp. 190-202

J. Ahmadi and N. Balakrishnan

An approach for studying aliasing relations of mixed fractional factorials based on product arrays pp. 203-210

Abhyuday Mandal

On identifiability of certain latent class models pp. 211-218

Wessel N. van Wieringen

A new type of parameter estimation algorithm for missing data problems pp. 219-229

Petre Stoica, Luzhou Xu and Jian Li

On some stochastic models for replication of character strings pp. 230-236

Probal Chaudhuri and Amites Dasgupta

Volume 75, issue 2, 2005

On Lange and Ryan's plotting technique for diagnosing non-normality of random effects pp. 77-85

Lynn E. Eberly and Lisa M. Thackeray

Bartlett corrections in heteroskedastic t regression models pp. 86-96

Lúcia P. Barroso and Gauss M. Cordeiro

Random walks whose concave majorants often have few faces pp. 97-102

Zhihua Qiao and J. Michael Steele

On estimation of the dimensionality in linear canonical analysis pp. 103-112

Guy Martial Nkiet

The asymptotic distribution of the constant behavior of the generalized partial autocorrelation function of an ARMA process pp. 113-118

Seongbaek Yi

Some properties of weakly approaching sequences of distributions pp. 119-126

Sjöstedt- de Luna

Concentration of the hypergeometric distribution pp. 127-132

Don Hush and Clint Scovel

The exact covariance matrix of dynamic models with latent variables pp. 133-139

Johan Lyhagen

Bonferroni Curve and the related statistical inference pp. 140-150

Sudesh Pundir, Sangeeta Arora and Kanchan Jain

Volume 75, issue 1, 2005

Forecasting volatility pp. 1-10

A. Thavaneswaran, S.S. Appadoo and S. Peiris

Multiple maxima in multivariate samples pp. 11-17

Enkelejd Hashorva and Jürg Hüsler

A new class of multivariate distributions: Scale mixture of Kotz-type distributions pp. 18-28

Olcay Arslan

Distribution of waiting time until the rth occurrence of a compound pattern pp. 29-38

Yung-Ming Chang

Inconsistency of bootstrap for nonstationary, vector autoregressive processes pp. 39-48

In Choi

Pairwise likelihood approach to grouped continuous model and its extension pp. 49-57

A.R. de Leon

Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier pp. 58-66

J.-P. Lepeltier and M. Xu

On the product XY for some elliptically symmetric distributions pp. 67-75

Saralees Nadarajah

Volume 74, issue 4, 2005

The evolution of aggregated Markov chains pp. 303-311

Wolfgang Stadje

Construction of some E(fNOD) optimal mixed-level supersaturated designs pp. 312-321

C. Koukouvinos and P. Mantas

Evaluation of some non-orthogonal saturated designs with two levels pp. 322-329

H. Evangelaras, C. Koukouvinos and S. Stylianou

Approximate distributions of clusters of extremes pp. 330-336

Johan Segers

On the equivalence of optimality design criteria for the placebo-treatment problem pp. 337-346

Holger Dette, Weng Kee Wong and Wei Zhu

Uniform law of large numbers and consistency of estimators for Harris diffusions pp. 347-355

D. Loukianova and O. Loukianov

Bootstrap hypothesis testing in regression models pp. 356-365

Efstathios Paparoditis and Dimitris N. Politis

Consistent estimation of the density and hazard rate functions for censored data via the wavelet method pp. 366-372

Paul H. Bezandry, George E. Bonney and Ali Gannoun

Unit-root detection allowing for measurement error pp. 373-377

Kosei Fukuda

Volume 74, issue 3, 2005

A note on the Bickel-Rosenblatt test in autoregressive time series pp. 221-234

Dirk Bachmann and Holger Dette

The complete convergence of subsequence for sums of independent B-valued random variables pp. 235-244

Dianliang Deng

The Grossman and Zhou investment strategy is not always optimal pp. 245-252

Michael J. Klass and Krzysztof Nowicki

Mixtures of normal distributions: Modality and failure rate pp. 253-264

Henry W. Block, Yulin Li and Thomas H. Savits

A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend pp. 265-271

Wolfgang Bischoff and Enkelejd Hashorva

On uniform integrability of random variables pp. 272-280

Dariusz Majerek, Wioletta Nowak and Wieslaw Zieba

A note on testing the covariance matrix for large dimension pp. 281-289

Melanie Birke and Holger Dette

Goodness-of-fit testing in regression: A finite sample comparison of bootstrap methodology and Khmaladze transformation pp. 290-302

Hira L. Koul and Lyudmila Sakhanenko

Volume 74, issue 2, 2005

Bayesian unit root test for model with maintained trend pp. 109-115

Anoop Chaturvedi and Jitendra Kumar

Optimal L1 bandwidth selection for variable kernel density estimates pp. 116-128

Alain Berlinet, Gérard Biau and Laurent Rouvière

Asymptotics for products of independent sums with an application to Wishart determinants pp. 129-138

Grzegorz Rempala and Jacek Wesolowski

Moderate deviation principles for moving average processes of real stationary sequences pp. 139-150

Zhi-shan Dong, Tan Xi-li and Xiao-yun Yang

Two inequalities for conditional expectations and convergence results for filters pp. 151-162

Irene Crimaldi and Luca Pratelli

Some properties of the variance-optimal martingale measure for discontinuous semimartingales pp. 163-170

Takuji Arai

The local approximation of variograms in by covariance functions pp. 171-177

Ronald Paul Barry

Asymptotic probability for the bootstrapped means deviations from the sample mean pp. 178-186

Tien-Chung Hu, Manuel Ordóñez Cabrera and Andrei Volodin

Realistic variation of shock models pp. 187-204

Allan Gut and Jürg Hüsler

Testing independent sparse heterogeneous mixtures pp. 205-211

Johan Lim

A note on Moore's conjecture pp. 212-220

Richard Lockhart and Federico O'Reilly

Volume 74, issue 1, 2005

Increasing coupling of probabilistic cellular automata pp. 1-13

P.-Y. Louis

Simplified analytical proof of Blackwell's renewal theorem pp. 15-20

Jürgen Dippon and Harro Walk

Age statistics in the Moran population model pp. 21-30

Yoshiaki Itoh and Hosam M. Mahmoud

Optimal allocation in balanced sampling pp. 31-37

Yves Tillé and Anne-Catherine Favre

On the a.s. convergence of certain random series to a fractional random field in pp. 39-49

Juan Miguel Medina and Bruno Cernuschi Frías

Principal components selection given extensively many variables pp. 51-58

Nils Lehmann

On almost sure limit theorems for positively dependent random variables pp. 59-66

Przemyslaw Matula

On Chung's type law of large numbers for fuzzy random variables pp. 67-75

Sang Yeol Joo, Yun Kyung Kim and Joong Sung Kwon

Least-squares estimation for bifurcating autoregressive processes pp. 77-88

J. Zhou and I.V. Basawa

A note on self-decomposability of stable process subordinated to self-decomposable subordinator pp. 89-91

Tomasz J. Kozubowski

Iterated integrals with respect to Bessel processes pp. 93-102

Litan Yan and Jingyun Ling

Statistical distributions of time series in the frequency domain and the patterns of violation of white noise conditions pp. 103-108

Peijie Wang