Statistics & Probability Letters

1982 - 2025

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

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Volume 73, issue 4, 2005

Test for the equality of autocorrelation coefficients for two populations in multivariate data when the errors are autocorrelated pp. 333-342

Madhusudan Bhandary

A note on self-decomposability of stable process subordinated to self-decomposable subordinator pp. 343-345

Tomasz J. Kozubowski

The nonorthogonal estimator pp. 347-356

Matthew Haner

Dependence orderings for generalized order statistics pp. 357-367

Baha-Eldin Khaledi and Subhash Kochar

Some Bayesian predictive approaches to model selection pp. 369-379

Nitai Mukhopadhyay, Jayanta K. Ghosh and James O. Berger

Monotonicity and aging properties of random sums pp. 381-392

Jun Cai and Gordon E. Willmot

A note on multiple comparison procedures for detecting differences in simply ordered means pp. 393-401

Kane Nashimoto and F.T. Wright

A Beta-Gamma autoregressive process of the second-order (BGAR(2)) pp. 403-410

Miroslav M. Ristic

Lower estimation of the remainder term in the CLT for a sum of the functions of k-spacings pp. 411-424

Sherzod A. Mirakhmedov

Comparing distribution functions of errors in linear models: A nonparametric approach pp. 425-432

Juan Mora

On-line detection of turning points using non-parametric surveillance: The effect of the growth after the turn pp. 433-439

E. Andersson

On maximum likelihood estimation for log-linear models with non-ignorable non-response pp. 441-448

Paul S. Clarke and Peter W.F. Smith

The likelihood ratio test for a separable covariance matrix pp. 449-457

Nelson Lu and Dale L. Zimmerman

On diagnostics in symmetrical nonlinear models pp. 459-467

Manuel Galea, Gilberto A. Paula and Francisco José A. Cysneiros

Volume 73, issue 3, 2005

Switching record and order statistics via random contractions pp. 207-217

Sevgi Yurt Oncel, Mohammad Ahsanullah, Fazil A. Aliev and Funda Aygun

Inequalities for expected extreme order statistics pp. 219-231

J. de la Cal and J. Cárcamo

Inequalities for upper and lower probabilities pp. 233-241

Zengjing Chen and Reg Kulperger

The asymptotic distribution of the unconditional quantile estimator under dependence pp. 243-250

Walter Oberhofer and Harry Haupt

Strong uniqueness for cyclically symbiotic branching diffusions pp. 251-257

Donald A. Dawson, Klaus Fleischmann and Jie Xiong

On an extension of the exponential-geometric distribution pp. 259-269

Konstantinos Adamidis, Theodora Dimitrakopoulou and Sotirios Loukas

Normal moments and Hermite polynomials pp. 271-275

R. Willink

Bootstrap estimation of the distribution of Matusita distance in the mixed case pp. 277-285

V. Alba-Fernández, J. Muñoz-García and M.D. Jiménez-Gamero

Latent variable analysis and partial correlation graphs for multivariate time series pp. 287-296

Roland Fried and Vanessa Didelez

Kernel density estimation on Riemannian manifolds pp. 297-304

Bruno Pelletier

The strong law of large numbers for dependent random variables pp. 305-314

Anna Kuczmaszewska

On Gaussian correlation inequalities for "periodic" sets pp. 315-320

Subir K. Bhandari and Ayanendranath Basu

Jackknife variance estimator with reimputation for randomly imputed survey data pp. 321-331

H. Saigo and R.R. Sitter

Volume 73, issue 2, 2005

Monotonicity of likelihood support bounds for system failure rates pp. 91-97

Chris J. Lloyd

Measuring the extremal dependence pp. 99-103

A.P. Martins and H. Ferreira

A note on minimum distance estimation of copula densities pp. 105-114

Gérard Biau and Marten Wegkamp

A Once edge-reinforced random walk on a Galton-Watson tree is transient pp. 115-124

Jack Jie Dai

Confidence intervals for the power of Student's t-test pp. 125-130

Joanna Tarasinska

A note on the stability and causality of general time-dependent bilinear models pp. 131-138

Abdelouahab Bibi

Minimax 16-run supersaturated designs pp. 139-145

Neil A. Butler

Asymptotic properties of CLS estimators in the Poisson AR(1) model pp. 147-153

R. Keith Freeland and Brendan McCabe

Rates of convergence for the change-point estimator for long-range dependent sequences pp. 155-164

Samir Ben Hariz and Jonathan J. Wylie

The rate of convergence in the functional limit theorem for increments of a Brownian motion pp. 165-177

Fuqing Gao and Qinghua Wang

A simple approximation for the distribution of the weighted combination of non-independent or independent probabilities pp. 179-187

Chia-Ding Hou

An exponential inequality for associated variables pp. 189-197

Paulo Eduardo Oliveira

Fisher information in censored data pp. 199-206

Yanhua Wang and Shuyuan He

Volume 73, issue 1, 2005

Estimation of the Cholesky decomposition of the covariance matrix for a conditional independent normal model pp. 1-12

Xiaoqian Sun and Dongchu Sun

On the AIDS incubation distribution pp. 13-23

K. Neammanee, S. Pianskool and R. Chonchaiya

On stationarity and [beta]-mixing property of certain nonlinear GARCH(p,q) models pp. 25-35

O. Lee and D.W. Shin

The use of domination number of a random proximity catch digraph for testing spatial patterns of segregation and association pp. 37-50

Elvan Ceyhan and Carey E. Priebe

An explicit local uniform large deviation bound for Brownian bridges pp. 51-56

O. Wittich

Upper bounds of the Gärtner-Ellis theorem for the sequences of random variables pp. 57-60

Harri Nyrhinen

Testing heteroscedasticity in partially linear regression models pp. 61-70

Jinhong You and Gemai Chen

A note on prediction and interpolation errors in time series pp. 71-78

Pedro Galeano and Daniel Peña

Inequalities for the norms of integrals with respect to a fractional Brownian motion pp. 79-90

Leszek Slominski and Bartosz Ziemkiewicz

Volume 72, issue 4, 2005

Another look at rejection sampling through importance sampling pp. 277-283

Yuguo Chen

Limitations on intermittent forecasting pp. 285-290

Gusztáv Morvai and Benjamin Weiss

On the weak laws for arrays of random variables pp. 291-298

Soo Hak Sung, Tien-Chung Hu and Andrei Volodin

VaR is subject to a significant positive bias pp. 299-311

Koji Inui, Masaaki Kijima and Atsushi Kitano

Kernel estimation of a partially linear additive model pp. 313-322

Sebastiano Manzan and Dawit Zerom

Outliers in functional autoregressive time series pp. 323-332

Francesco Battaglia

A nonparametric sequential test with power 1 for the ruin probability in some risk models pp. 333-343

Pier Luigi Conti

A note on the use of kernel functions in weighted estimators pp. 345-355

Brent A. Johnson and Dennis D. Boos

Volume 72, issue 3, 2005

A mixture and self-exciting model for software reliability pp. 187-194

R. Wang

Recursive demeaning and deterministic seasonality pp. 195-204

Vladimir Kuzin

The expected discounted penalty at ruin in the Erlang (2) risk process pp. 205-217

Li-Juan Sun

Variable selection and transformation in linear regression models pp. 219-226

In-Kwon Yeo

Limit theorems for the Estermann zeta-function. I pp. 227-235

Antanas Laurincikas

Information criterion for Gaussian change-point model pp. 237-247

Yoshiyuki Ninomiya

Central limit theorem for the size of the range of a renewal process pp. 249-264

Pawel Hitczenko and Robin Pemantle

On the asymptotic behaviour of a simple growing point process model pp. 265-275

K. Borovkov and A. Motyer

Volume 72, issue 2, 2005

Improved likelihood ratio and score tests on concentration parameters of von Mises-Fisher distributions pp. 93-102

Yoko Watamori and Peter E. Jupp

A refinement to approximate conditional inference pp. 103-112

Bo Yang and John E. Kolassa

Converses to the Csörgo-Révész laws pp. 113-123

Andrei N. Frolov

Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution pp. 125-135

Enkelejd Hashorva

Exponential stopping and drifted stable processes pp. 137-143

G. Letac and V. Seshadri

A general Ostrowski-type inequality pp. 145-152

J. de la Cal and J. Cárcamo

On choosing the centering distribution in Dirichlet process mixture models pp. 153-162

Timothy Hanson, Jayaram Sethuraman and Ling Xu

A note on stochastic comparisons of generalized order statistics pp. 163-170

Taizhong Hu and Weiwei Zhuang

An interpretation and some generalizations of the Anderson-Darling statistics in terms of squared Bessel bridges pp. 171-177

Roger Mansuy

A note on comparisons among coherent systems with dependent components using signatures pp. 179-185

Jorge Navarro, Jose M. Ruiz and Carlos J. Sandoval

Volume 72, issue 1, 2005

Study of a risk model based on the entrance process pp. 1-10

Zehui Li, Jinxia Zhu and Feng Chen

A maximal inequality for nonnegative submartingales pp. 11-12

P.K. Bhattacharya

Optimal sign tests for data from ranked set samples pp. 13-22

You-Gan Wang and Min Zhu

Type G and spherical distributions on pp. 23-32

Stergios Fotopoulos

Birth-death processes with killing pp. 33-42

Erik A. van Doorn and Alexander I. Zeifman

The superiority of empirical Bayes estimator of parameters in linear model pp. 43-50

Weiping Zhang, Laisheng Wei and Yaning Yang

Characterization of hazard function factorization by Fisher information in minima and upper record values pp. 51-57

Glenn Hofmann, N. Balakrishnan and Jafar Ahmadi

Convergence rates in the law of large numbers for arrays of Banach space valued random elements pp. 59-69

Tibor Tómács

Minimax correlation between a line segment and a beamlet pp. 71-81

Xiaoming Huo

On linear rank tests for truncated binomial randomization pp. 83-92

Yanqiong Zhang and William F. Rosenberger