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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 51, issue 4, 2001

Moments of skew-normal random vectors and their quadratic forms pp. 319-325 Downloads
Marc G. Genton, Li He and Xiangwei Liu
Variable selection by stepwise slicing in nonparametric regression pp. 327-336 Downloads
K. B. Kulasekera
Asymptotic theory for Box-Cox transformations in linear models pp. 337-343 Downloads
Kwanho Cho, In-Kwon Yeo, Richard A. Johnson and Wei-Yin Loh
Prediction interval estimation in transformed linear models pp. 345-350 Downloads
Kwanho Cho, In-Kwon Yeo, Richard A. Johnson and Wei-Yin Loh
A central limit theorem for nonuniform [phi]-mixing random fields with infinite variance pp. 351-359 Downloads
Alberto L. Maltz
Robust estimation of the conditional median function at elliptical models pp. 361-368 Downloads
Christophe Croux, Catherine Dehon, Peter Rousseeuw and Stefan Van Aelst
Some quantitative relationships between two types of finite sample breakdown point pp. 369-375 Downloads
Yijun Zuo
Properties of selected subset diagnostics in regression pp. 377-388 Downloads
D. R. Jensen
Stochastic orders of the sums of two exponential random variables pp. 389-396 Downloads
Kuo-Hwa Chang
An Esséen-type inequality for probability density functions, with an application pp. 397-408 Downloads
George G. Roussas
On the propriety of a modified Jeffreys's prior for variance components in binary random effects models pp. 409-414 Downloads
Ranjini Natarajan
Multifold sumsets and fast decreasing of concentration functions pp. 415-421 Downloads
A. S. Fainleib
Maximum likelihood estimation of a change-point for exponentially distributed random variables pp. 423-429 Downloads
Stergios Fotopoulos and Venkata Jandhyala

Volume 51, issue 3, 2001

The Euler scheme for Hilbert space valued stochastic differential equations pp. 207-213 Downloads
Raúl Fierro and Soledad Torres
A functional modulus of continuity for a Wiener process pp. 215-223 Downloads
Bin Chen and Miklós Csörgo
On the estimation of spread rate for a biological population pp. 225-234 Downloads
Jim Clark, Lajos Horvath and Mark Lewis
Large and moderate deviations upper bounds for the Gaussian autoregressive process pp. 235-243 Downloads
Julien Worms
Optimal bandwidths for kernel density estimators of functions of observations pp. 245-251 Downloads
Ibrahim A. Ahmad and Yanqin Fan
A nonparametric least-squares test for checking a polynomial relationship pp. 253-261 Downloads
Irène Gijbels and Valentin Rousson
On the large deviation principle for the almost sure CLT pp. 263-267 Downloads
M. A. Lifshits and E. S. Stankevich
Limit behaviour of sums of independent random variables with respect to the uniform p-adic distribution pp. 269-276 Downloads
Andrei Khrennikov
Estimating one of two normal means when their difference is bounded pp. 277-284 Downloads
Constance van Eeden and James V. Zidek
Fluctuations of a super-Brownian motion with randomly controlled immigration pp. 285-291 Downloads
Wenming Hong and Zenghu Li
First passage times on zero and one and natural exponential families pp. 293-298 Downloads
Célestin C. Kokonendji
A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent process pp. 299-305 Downloads
Tae-Sung Kim and Jong-Il Baek
Weighted Nadaraya-Watson regression estimation pp. 307-318 Downloads
Zongwu Cai

Volume 51, issue 2, 2001

Semi-parametric estimation of long-range dependence index in infinite variance time series pp. 101-109 Downloads
Liang Peng
Preservation of some likelihood ratio stochastic orders by order statistics pp. 111-119 Downloads
Rosa E. Lillo, Asok K. Nanda and Moshe Shaked
L1 geometric ergodicity of a multivariate nonlinear AR model with an ARCH term pp. 121-130 Downloads
Zudi Lu and Zhenyu Jiang
Asymptotics for linear random fields pp. 131-141 Downloads
D. Marinucci and S. Poghosyan
An alternative definition of the influence function pp. 143-153 Downloads
Rainer Schlittgen and Rainer Schwabe
Convergence of randomly weighted sums of Banach space valued random elements and uniform integrability concerning the random weights pp. 155-164 Downloads
Tien-Chung Hu, Manuel Ordóñez Cabrera and Andrei I. Volodin
GR-estimates for an autoregressive time series pp. 165-172 Downloads
Jeffrey T. Terpstra, Joseph W. McKean and Joshua D. Naranjo
Boundary singularity problem of some nonlinear elliptic equations pp. 173-179 Downloads
Yanxia Ren
Almost sure limit points of record values from two independent populations pp. 181-187 Downloads
S. S. Nayak and Madhusudhan Zalki
An estimator of the number of change points based on a weak invariance principle pp. 189-196 Downloads
Christoph Kühn
Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion pp. 197-206 Downloads
Jean Mémin, Yulia Mishura and Esko Valkeila

Volume 51, issue 1, 2001

Understanding average Brownian exit time pp. 1-8 Downloads
Kimberly K. J. Kinateder
Estimating and modeling space-time correlation structures pp. 9-14 Downloads
L. De Cesare, D. E. Myers and D. Posa
On asymptotic differentiability of averages pp. 15-23 Downloads
Anton Schick
A stratified sampling model in spherical feature inspection using coordinate measuring machines pp. 25-34 Downloads
Kai-Tai Fang, Song-Gui Wang and Gang Wei
The size of diagonal two-order Gaussian chaoses pp. 35-39 Downloads
P. Heinrich
On weighted design optimality criteria and response surface parameterizations pp. 41-46 Downloads
Neil A. Butler
A remark on quadrant normal probabilities in high dimensions pp. 47-51 Downloads
Yosef Rinott and Vladimir Rotar
Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals pp. 53-61 Downloads
Adam T. Martinsek
A uniform strong law of large numbers for U-statistics with application to transforming to near symmetry pp. 63-69 Downloads
In-Kwon Yeo and Richard A. Johnson
On a certain class of nonparametric density estimators with reduced bias pp. 71-78 Downloads
Kanta Naito
On efficient estimation of invariant density for ergodic diffusion processes pp. 79-85 Downloads
Ilia Negri
High breakdown analogs of the trimmed mean pp. 87-92 Downloads
David J. Olive
Characterizations of distributions via the stochastic ordering property of random linear forms pp. 93-99 Downloads
Gwo Dong Lin and Chin-Yuan Hu
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