Statistics & Probability Letters

1982 - 2025

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

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Volume 71, issue 4, 2005

Optimality of an explicit series expansion of the fractional Brownian sheet pp. 295-301

Kacha Dzhaparidze and Harry van Zanten

More on complete convergence for arrays pp. 303-311

Soo Hak Sung, Andrei I. Volodin and Tien-Chung Hu

Ergodicity and existence of moments for local mixtures of linear autoregressions pp. 313-322

Alexandre Ywata de Carvalho and Georgios Skoulakis

Chebyshev-type inequalities for scale mixtures pp. 323-335

Villo Csiszar, Tamás F. Móri and Gábor J. Székely

The law of the iterated logarithm for character ratios pp. 337-346

Zhonggen Su

Separable Hausdorff measurable Radon spaces pp. 347-359

D. Leão, M.D. Fragoso, J.B.R. do Val and M.G. Andrade

Saddlepoint approximations to option price in a general equilibrium model pp. 361-369

Jian Xiong, Augustine Wong and Donna Salopek

Variable selection in generalized linear models with canonical link functions pp. 371-382

Man Jin, Yixin Fang and Lincheng Zhao

A link between two-sided power and asymmetric Laplace distributions: with applications to mean and variance approximations pp. 383-394

Samuel Kotz and J. René van Dorp

Volume 71, issue 3, 2005

kth records from discrete distributions pp. 203-214

Anna Dembinska and Fernando López-Blázquez

Estimating the slope in measurement error models--a different perspective pp. 215-223

Ori Davidov

Likelihood ratio tests of the number of components in a normal mixture with unequal variances pp. 225-235

Yungtai Lo

Empirical saddlepoint approximations of the Studentized ratio and regression estimates for finite populations pp. 237-247

Kingsley Agho, Wen Dai and John Robinson

On the Poisson-binomial relative error pp. 249-256

Sabrina Antonelli and Giuliana Regoli

Bayesian model selection: a predictive approach with losses based on distances L1 and L2 pp. 257-265

Julián de la Horra and María Teresa Rodríguez-Bernal

Biases of the maximum likelihood and Cohen-Sackrowitz estimators for the tree-order model pp. 267-276

Sanjay Chaudhuri and Michael D. Perlman

Jensen's inequality for medians pp. 277-281

Milan Merkle

Reinforced weak convergence of stochastic processes pp. 283-294

Michael Drmota and Jean-François Marckert

Volume 71, issue 2, 2005

Bootstrapping modified goodness-of-fit statistics with estimated parameters pp. 111-121

Paul Janssen, Jan Swanepoel and Noël Veraverbeke

Limit infimum results for subsequences of partial sums and random sums pp. 123-129

Gooty Divanji and Tadewos Koroto

Wilcoxon-signed rank test for associated sequences pp. 131-142

Isha Dewan and B.L.S. Prakasa Rao

Parametric bootstrapping with nuisance parameters pp. 143-153

Stephen M.S. Lee and G. Alastair Young

Estimation in comparative calibration models with replicate measurement pp. 155-164

Patricia Giménez and María Laura Patat

Stieltjes classes for M-indeterminate powers of inverse Gaussian distributions pp. 165-171

Sofiya Ostrovska and Jordan Stoyanov

Converse comparison theorems for backward stochastic differential equations pp. 173-183

Long Jiang

Sharp estimates for the median of the [Gamma](n+1,1) distribution pp. 185-191

José A. Adell and Pedro Jodrá

On the almost sure growth rate of sums of lower negatively dependent nonnegative random variables pp. 193-202

Oleg Klesov, Andrew Rosalsky and Andrei I. Volodin

Volume 71, issue 1, 2005

On the distribution of the clipping median under a mixture model pp. 1-13

Ansgar Steland

Limit theorems for continuous time random walks with slowly varying waiting times pp. 15-22

Mark M. Meerschaert and Hans-Peter Scheffler

Transposition invariant principal component analysis in L1 for long tailed data pp. 23-31

Vartan Choulakian

Computation of the p-value of the maximum of score tests in the generalized linear model; application to multiple coding pp. 33-38

Benoit Liquet and Daniel Commenges

The moment of inertia and the linear discriminant function pp. 39-46

Salem S. Reyen and John J. Miller

Fragment size distributions in random fragmentations with cutoff pp. 47-60

M. Ghorbel and T. Huillet

Estimating parameters in autoregressive models with asymmetric innovations pp. 61-70

Wing-Keung Wong and Guorui Bian

Expressions for Rényi and Shannon entropies for multivariate distributions pp. 71-84

K. Zografos and S. Nadarajah

Dynamic generalized information measures pp. 85-98

Majid Asadi, Nader Ebrahimi and Ehsan S. Soofi

A-optimal and efficient diallel cross experiments for comparing test treatments with a control pp. 99-110

Yung-Feng Hsu and Chao-Ping Ting

Volume 70, issue 4, 2004

Characterizations of the hazard rate order and IFR aging notion pp. 235-242

Félix Belzunce, Xiaoli Gao, Taizhong Hu and Franco Pellerey

Estimation of time-varying ARMA models with Markovian changes in regime pp. 243-251

Christian Francq and Antony Gautier

Weak solutions for stochastic differential equations with additive fractional noise pp. 253-261

Yu. Mishura and D. Nualart

Testing for parameter constancy in GARCH(p,q) models pp. 263-273

Istvan Berkes, Lajos Horvath and Piotr Kokoszka

A note on exponential dispersion models which are invariant under length-biased sampling pp. 275-284

Shaul K. Bar-Lev and Frank A. Van der Duyn Schouten

Goodness-of-fit inference for the Cox-Aalen additive-multiplicative regression model pp. 285-298

David Kraus

Dimensions of supercritical branching processes in varying environments pp. 299-308

Narn-Rueih Shieh and Jinghu Yu

Volume 70, issue 3, 2004

On the finite-sample size distortion of smooth transition unit root tests pp. 175-182

Steven Cook and Dimitrios Vougas

Characterization-based Q-Q plots for testing multinormality pp. 183-190

Jiajuan Liang, William S.Y. Pan and Zhen-Hai Yang

Complete moment convergence of moving-average processes under dependence assumptions pp. 191-197

Li Yun-xia and Zhang Li-xin

Path collapse for multidimensional Brownian motion with rebirth pp. 199-209

Ilie Grigorescu and Min Kang

On arbitrage and Markovian short rates in fractional bond markets pp. 211-222

Pavel V. Gapeev

A four action problem with ordered categorical data: are two distributions the same, ordered, or otherwise? pp. 223-234

A. Cohen, J. Kolassa and H.B. Sackrowitz

Volume 70, issue 2, 2004

Matched shapes for uniform sampling pp. 127-135

B. Lacaze

On the functional CLT for partial sums of truncated bounded from below random variables pp. 137-144

Vladimir Pozdnyakov

Multitype population size-dependent branching processes with dependent offspring pp. 145-154

Miguel González, Rodrigo Martínez and Manuel Mota

The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes pp. 155-169

Bo Li and Luqin Liu

Volume 70, issue 1, 2004

Fractional Brownian motion and Martingale-differences pp. 1-10

Ari Nieminen

Expected number of real zeros of random hyperbolic polynomial pp. 11-18

Mina Ketan Mahanti

On oscillations of the geometric Brownian motion with time-delayed drift pp. 19-24

Alexander Gushchin and Uwe Küchler

Generating correlated ordinal categorical random samples pp. 25-35

Atanu Biswas

An application of the double Edgeworth expansion to a filtering model with Gaussian limit pp. 37-48

Hiroki Masuda and Nakahiro Yoshida

Nonclassical total probability formula and quantum interference of probabilities pp. 49-58

Alexander Bulinski and Andrei Khrennikov

Missing responses in adaptive allocation design pp. 59-70

Atanu Biswas and J.N.K. Rao

A note on minimum bias estimation in response surfaces pp. 71-85

Kuo-Nan Huang and Shu-Kai S. Fan

Shrinkage estimation for convex polyhedral cones pp. 87-94

Anna Amirdjanova and Michael Woodroofe

Predictable sampling for partially exchangeable arrays pp. 95-108

B. Gail Ivanoff and N.C. Weber

Asymptotic distribution of normalized maximum under finite mixture models pp. 109-117

Essam K. AL-Hussaini and Magdy E. El-Adll

The ARMA model in state space form pp. 119-125

Piet de Jong and Jeremy Penzer